FrankWolfe.jl: a high-performance and flexible toolbox for Frank-Wolfe algorithms and Conditional Gradients
- We present FrankWolfe.jl, an open-source implementation of several popular Frank–Wolfe and conditional gradients variants for first-order constrained optimization. The package is designed with flexibility and high performance in mind, allowing for easy extension and relying on few assumptions regarding the user-provided functions. It supports Julia’s unique multiple dispatch feature, and it interfaces smoothly with generic linear optimization formulations using MathOptInterface.jl.
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| Author: | Besançon Mathieu, Alejandro Carderera, Sebastian Pokutta |
|---|---|
| Document Type: | Article |
| Parent Title (English): | INFORMS Journal on Computing |
| Volume: | 34 |
| Issue: | 5 |
| First Page: | 2383 |
| Last Page: | 2865 |
| Year of first publication: | 2022 |
| DOI: | https://doi.org/10.1287/ijoc.2022.1191 |
