v0.4.2

FrankWolfe v0.4.2

Diff since v0.4.1

Merged pull requests:

• Lazy block updates (#490) (@zevwoodstock)
• BPCG with direct solve extension (#507) (@pokutta)
• sparsifier active set (#508) (@matbesancon)
• inverse to linsolve for AS quadratic (#510) (@matbesancon)
• Quadratic solve structure (#511) (@matbesancon)
• Update Block-Coordinate FW (#512) (@JannisHal)
• Alternating projection update (#513) (@JannisHal)
• Update Project.toml (#514) (@matbesancon)
• Actually use Backtracking in Secant (#517) (@dhendryc)
• fix sparsify types (#518) (@matbesancon)
• Revert inverse syntax (#520) (@sebastiendesignolle)

Closed issues:

• kwargs for compute_extreme_point(lmo, direction)? (#399)
• Quadratic detection is off by multiplicative constant (#516)

v0.4.1

FrankWolfe v0.4.1

Diff since v0.4.0

Merged pull requests:

• Made Secant Search state-aware (#500) (@pokutta)
• Dicg tracking (#501) (@matbesancon)
• distributions in test deps (#502) (@matbesancon)
• Show lowest dual gap in last iteration in PFW. (#503) (@dhendryc)
• Add Backtracking as fall back for the Secant linesearch (#504) (@dhendryc)
• Update Project.toml (#505) (@matbesancon)

v0.4.0

FrankWolfe v0.4.0

Diff since v0.3.9

Merged pull requests:

• breaking changes for 0.4 (#484) (@matbesancon)
• Optimal Design Problem Example (#494) (@dhendryc)

v0.3.9

FrankWolfe v0.3.9

Diff since v0.3.8

Merged pull requests:

• added tullio (#493) (@matbesancon)
• Secant fix (#495) (@matbesancon)
• Dual gap issue in BPCG (#497) (@dhendryc)
• BPCG - Real dual gap in Post Processing (#498) (@dhendryc)
• Update Project.toml (#499) (@matbesancon)

Closed issues:

• BPCG Dual Gap Issue (#496)

v0.3.8

FrankWolfe v0.3.8

Diff since v0.3.7

Merged pull requests:

• Dicg with moi_orcale support (#467) (@WenjieXiao-2022)
• readd LMO tests (#485) (@matbesancon)
• add Combinatorics test (#486) (@matbesancon)
• Secant Method based line search strategy for self-concordant functions (#491) (@pokutta)
• Update Project.toml (#492) (@matbesancon)

v0.3.7

FrankWolfe v0.3.7

Diff since v0.3.6

Merged pull requests:

• breaking change on step type (#483) (@matbesancon)

v0.3.6

FrankWolfe v0.3.6

Diff since v0.3.5

Merged pull requests:

• Bug fix lazy BPCG step (#482) (@JannisHal)

v0.3.5

FrankWolfe v0.3.5

Diff since v0.3.4

Merged pull requests:

• added doc for pfw to docs (#459) (@matbesancon)
• Remove abs smooth file. (#462) (@dhendryc)
• Extend ALM and BCFW documentation and add Multi-Threading (#463) (@JannisHal)
• Nonnegative K-sparse polytope / hypersimplex (#464) (@matbesancon)
• Quadratic specialized active set (#466) (@sebastiendesignolle)
• ConvexHull is a subtype of LMO (#470) (@matbesancon)
• Ordered Weighted Norm l1 LMO (#471) (@victorthouvenot)
• Fix ALM reporting issue (#472) (@JannisHal)
• Add limit to UpdateOrders (#473) (@JannisHal)
• Warm-start quadratic active set (#474) (@sebastiendesignolle)
• Bell example literate (#475) (@sebastiendesignolle)
• Alm lambda update (#476) (@JannisHal)
• Add symmetric arrays (#477) (@sebastiendesignolle)
• Symmetric birkhoff example (#478) (@sebastiendesignolle)
• Lazy BPCG step (#479) (@JannisHal)
• Weight purge threshold (#480) (@sebastiendesignolle)
• move gradient function (#481) (@matbesancon)

Closed issues:

• Python interface as in odesolve.jl (#30)
• Non-Euclidean / non-vector space examples (#66)
• function and gradient interface (#133)
• basic benchmarking (#141)
• Issue with bigfloat in away-step frank-wolfe (#203)
• Frank-Wolfe patch release might have broken InferOpt tests (#387)
• Ordered Weighted Norm (#409)
• Quadratic specialized ActiveSet (#461)
• Reporting issue with ALM algorithm (#468)
• ConvexHullOracle not a subtype of LinearMinimizationOracle (#469)

v0.3.4

FrankWolfe v0.3.4

Diff since v0.3.3

Merged pull requests:

• eps in Adaptive now working for complex iterates (#455) (@sebastiendesignolle)
• Add symmetry reduction (#456) (@sebastiendesignolle)
• Implementation of pairwise FW (#457) (@elwirth)
• fix redundant constructor in symmetry (#458) (@matbesancon)

v0.3.3

FrankWolfe v0.3.3

Diff since v0.3.2

Merged pull requests:

• Implement additional plot for infeasibility (ALM) (#452) (@JannisHal)
• Add callback state and dual gaps to UpdateOrder paramters (#453) (@JannisHal)
• creating branch modern_olss (#454) (@elwirth)