FrankWolfe.jl: A High-Performance and Flexible Toolbox for Frank--Wolfe Algorithms and Conditional Gradients

This package is a toolbox for Frank-Wolfe and conditional gradients algorithms. Frank-Wolfe algorithms were designed to solve optimization problems of the form , wheref is a differentiable convex function and C is a convex and compact set. They are especially useful when we know how to optimize a linear function over C in an efficient way.

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