FrankWolfe.jl: A High-Performance and Flexible Toolbox for Frank--Wolfe Algorithms and Conditional Gradients (Q744)
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Software published at Zenodo repository.
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FrankWolfe.jl: A High-Performance and Flexible Toolbox for Frank--Wolfe Algorithms and Conditional Gradients |
Software published at Zenodo repository. |
Statements
9 July 2024
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This package is a toolbox for Frank-Wolfe and conditional gradients algorithms. Frank-Wolfe algorithms were designed to solve optimization problems of the form , wheref 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.
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