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This package is a toolbox for Frank-Wolfe and conditional gradient algorithms. Frank-Wolfe algorithms were designed to solve optimization problems 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.
Features
- Documentation available
- Examples available
- Julia implementation for various Frank-Wolfe and Conditional Gradient variants
- Licensed under the MIT License
- This package is a toolbox for Frank-Wolfe and conditional gradients algorithms
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