I've implemented Frank-Wolfe solvers for the constraints $||X||_{tr} < t$ and $X \in \mathcal{B}_n$, the Birkhoff polytope. In both cases, these are just using the vanilla Frank-Wolfe method. I've added a few tests too.
In the future, I'd like to add improved versions of Frank-Wolfe (eg better step sizes, away-step updates), and implement a few more constraints.
I've implemented Frank-Wolfe solvers for the constraints $||X||_{tr} < t$ and $X \in \mathcal{B}_n$, the Birkhoff polytope. In both cases, these are just using the vanilla Frank-Wolfe method. I've added a few tests too.
In the future, I'd like to add improved versions of Frank-Wolfe (eg better step sizes, away-step updates), and implement a few more constraints.