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openopt / copt

A Python library for mathematical optimization
http://openo.pt/copt
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Homotopy Smoothing Methods for Frank-Wolfe #92

Open gideonite opened 3 years ago

gideonite commented 3 years ago

Hi everyone,

I am taking the first steps to adding homotopy smoothing methods. I don't have a timeline but will probably work on this from time to time over the next days/weeks.

At some point when its ready for review / merging, we might need to have a discussion regarding organization since I aim to incorporate stochastic homotopy methods as well. Then it is somewhat unclear to me whether to include such methods in randomized.py or homotopy.py.

Happy to have a further discussion but just be aware that the code is far from ready.

Thanks! Gideon

fabianp commented 3 years ago

thanks for the heads up. Don't hesitate to create a pull request with unfinished code if you want feedback before its finished

GeoffNN commented 3 years ago

Nice -- also looking forward to seeing this :)