ZIB-IOL / FrankWolfe.jl

Julia implementation for various Frank-Wolfe and Conditional Gradient variants
MIT License
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Add dual prices #7

Open pokutta opened 3 years ago

pokutta commented 3 years ago

The algorithms should compute dual prices at near optimal solutions

pokutta commented 3 years ago

Done for probability simplex and unit simplex / needs to be added for other LMOs whether easily doable. Also always return reduced cost to price the variable bounds