Section: New Software and Platforms

LinearFW: Implementation of linearly convergent versions of Frank-Wolfe

Functional Description

This is the code to reproduce all the experiments in the NIPS 2015 paper: "On the Global Linear Convergence of Frank-Wolfe Optimization Variants" by Simon Lacoste-Julien and Martin Jaggi, which covers the global linear convergence rate of Frank-Wolfe optimization variants for problems described as in Eq. (1) in the paper. It contains the implementation of Frank-Wolfe, away-steps Frank-Wolfe and pairwise Frank-Wolfe on two applications.

• Contact: Simon Lacoste-Julien

• URL: https://github.com/Simon-Lacoste-Julien/linearFW