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openopt / copt

A Python library for mathematical optimization
http://openo.pt/copt
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active_set management for Pairwise FrankWolfe #83

Closed GeoffNN closed 3 years ago

GeoffNN commented 3 years ago

This is a draft: some tests are failing + the returned iterate seems to be infeasible in at least some cases.

EDIT: Everything's fixed, tests seem to be passing.

fabianp commented 3 years ago

Thanks for all the work!.

I left some (minor cosmetic) comments. Some tests in stochastic FW seem also to be broken

GeoffNN commented 3 years ago

Thanks for your comments! I'll take care of them + the broken stochastic FW tests and examples ASAP.

GeoffNN commented 3 years ago

I've started working on Pairwise FW with DR step for our stochastic FW. It doesn't seem to be working yet; I can start a new PR once we've merged this one.