Closed matbesancon closed 3 years ago
ping @blegat not sure if you had cases where you needed norm balls rather than cones
Merging #46 (dc2b269) into master (12e8702) will decrease coverage by
5.82%
. The diff coverage is46.47%
.
@@ Coverage Diff @@
## master #46 +/- ##
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- Coverage 90.21% 84.38% -5.83%
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Files 5 6 +1
Lines 470 538 +68
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+ Hits 424 454 +30
- Misses 46 84 +38
Impacted Files | Coverage Δ | |
---|---|---|
src/projections.jl | 84.71% <46.15%> (-14.18%) |
:arrow_down: |
src/sets.jl | 50.00% <50.00%> (ø) |
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currently blocked by https://github.com/JuliaDiff/FiniteDifferences.jl/issues/177
with the recent work on FranWolfe.jl, I realized MOI has formulated many sets as cones, but not balls. Of course formulations as balls are a special case with the epigraph variable being fixed to a scalar, but they offer many advantages (projections, linear minimization oracles, etc).
Also adds simplex sets. Things still missing include tests, differentiation.
Future work: implementing the SOTA projection onto L1 and simplex from https://link.springer.com/article/10.1007/s10107-015-0946-6