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Implement Pairwise FW and lmo_pairwise with batch wise active sets

Open GeoffNN opened this issue 5 years ago • 1 comments

GeoffNN avatar Nov 19 '20 08:11 GeoffNN

This has been done in our copt library (without batches). Cf https://github.com/openopt/copt/blob/21a0caf0f8c6fbc58de05ea8bc70e36c83fb62be/copt/constraint.py#L84 and https://github.com/openopt/copt/blob/21a0caf0f8c6fbc58de05ea8bc70e36c83fb62be/copt/frank_wolfe.py#L115

GeoffNN avatar Jan 15 '21 23:01 GeoffNN