2 papers
math.OC2021
FrankWolfe.jl: a high-performance and flexible toolbox for Frank-Wolfe algorithms and Conditional Gradients
Mathieu Besançon, Alejandro Carderera, Sebastian Pokutta
We present FrankWolfe.jl, an open-source implementation of several popular Frank-Wolfe and Conditional Gradients variants for first-order constrained optimization. The package is d…
math.OC2020
Complexity of near-optimal robust versions of multilevel optimization problems
Mathieu Besançon, Miguel F. Anjos, Luce Brotcorne
Near-optimality robustness extends multilevel optimization with a limited deviation of a lower level from its optimal solution, anticipated by higher levels. We analyze the complex…