FrankWolfe.jl
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Rewrite LCG as a call to FrankWolfe with the suitable LMO
lazified_conditional_gradient
could, given a cache size set up the caching optimizer and call the frank_wolfe
method.
might not be completely trivial because you also need to manage the phi correctly
yes this one was postponed, the phi could be placed in the CachingLMO but there are some things in printing that are custom and a bit of a pain to rewrite
yes true.
Closing for now, this may bring more complexity than anything