Published July 9, 2024 | Version 0.3.5
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FrankWolfe.jl: A High-Performance and Flexible Toolbox for Frank--Wolfe Algorithms and Conditional Gradients

Description

This package is a toolbox for Frank-Wolfe and conditional gradients algorithms.

Frank-Wolfe algorithms were designed to solve optimization problems of the form , where f is a differentiable convex function and C is a convex and compact set. They are especially useful when we know how to optimize a linear function over C in an efficient way.

Files

FrankWolfe.jl-master.zip

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Additional details

Related works

Is described by
Publication: arXiv:2104.06675 (arXiv)

Software

Repository URL
https://github.com/ZIB-IOL/FrankWolfe.jl
Programming language
Julia