FrankWolfe.jl icon indicating copy to clipboard operation
FrankWolfe.jl copied to clipboard

Issue with bigfloat in away-step frank-wolfe

Open pokutta opened this issue 4 years ago • 1 comments


lmo = SpectralBlockLMO(big(20.0), M)
bx = big.(x)

(x, v, primal, dual, trajectory) = FrankWolfe.away_frank_wolfe(
    f, grad!, lmo, bx,
    verbose=true, trajectory=true, lazy=true, line_search=FrankWolfe.Adaptive(),
)

blows up

pokutta avatar Jul 05 '21 09:07 pokutta

same issue with bcg

pokutta avatar Jul 05 '21 09:07 pokutta

What's the status here? SpectralBlockLMO does not seem to exist anymore, it has probably been refactored.

sebastiendesignolle avatar Jun 23 '24 13:06 sebastiendesignolle

I think this was an issue with bigfloat conversion more than the specific LMO, now fixed IIRC

matbesancon avatar Jun 24 '24 06:06 matbesancon