Geoffrey Negiar

From the docs on the SAGA / SVRG methods, it seems like `max_iter` is the number of epochs (full passes over the dataset). Therefore, the x_axis values in `plt_saga_vs_svrg.py` should...

Http error for downloading the datasets

8

Got the following error when trying to load the Madelon dataset. ``` madelon dataset is not present in the folder /home/geoff/copt_data/madelon. Downloading it ... --------------------------------------------------------------------------- HTTPError Traceback (most recent call...

2nd order methods?

4

Are second-order methods in the scope of the project?

[Lu and Freund, 2020](https://arxiv.org/abs/1807.07680) use a generalization of the LMO found in Frank-Wolfe optimization. It generalizes minimizing a sum of a linear function and an indicator function by minimizing a...

Math isn't well rendered in the documentation. For instance: http://openo.pt/chop/generated/chop.constraints.html#module-chop.constraints.

Cf https://arxiv.org/abs/2008.02883

... to specify which dimensions are batch dims, and which are data dims.

Rank 1 tensor decomposition

3

We'd like to have a tensor LMO for tensor nuclear norm constraints. Therefore, an implementation of https://hal.archives-ouvertes.fr/hal-01385538/file/SeROAP_final.pdf (or some other rank 1 tensor decomposition algorithm) would be nice. Our NuclearNormBall.lmo...