copt
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openopt
A Python library for mathematical optimization
Hello, I am trying to apply the TOS algorithm from your paper https://arxiv.org/pdf/1804.02339.pdf by using the COPT implementation. There is one detail that I do not really catch here. Based...
Thank you for the open source. The verbose argument of minimize_proximal_gradient() of copt/proximal_gradient.py is not being used. It's a minor problem and not urgent.
This is a first step towards implementing Homotopy CGMs into copt. Based closely on the existing Frank-Wolfe implementation, this incorporates additional linear constraints into the picture via homotopy smoothing. In...
This PR adds a new class to the copt.penalty module which defines a non-contiguous version of the existing GroupL1 penalty. The main differences between the two are: * Parsing of...
Hi everyone, I am taking the first steps to adding homotopy smoothing methods. I don't have a timeline but will probably work on this from time to time over the...
Seems interesting that the sublinear step size never chooses the same two vertices in a row. My guess is that this is due to zigzagging behavior. 
Parallelization for the sparse matrix multiplication, row-wise. Cf [this thread](https://stackoverflow.com/questions/46924092/how-to-parallelize-this-python-for-loop-when-using-numba), which announces nice speed ups.
It would be nice to have an example to compare speed of convergence of SAGA/SVRG/SFW on problems attaining the same optimum.