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math.OC2025
A Frank-Wolfe-based primal heuristic for quadratic mixed-integer optimization
Gioni Mexi, Deborah Hendrych, Sébastien Designolle +2
We propose a primal heuristic for quadratic mixed-integer problems. Our method extends the Boscia framework -- originally a mixed-integer convex solver leveraging a Frank-Wolfe-bas…
math.OC2025
Secant Line Search for Frank-Wolfe Algorithms
Deborah Hendrych, Mathieu Besançon, David Martínez-Rubio +1
We present a new step-size strategy based on the secant method for Frank-Wolfe algorithms. This strategy, which requires mild assumptions about the function under consideration, ca…
math.OC2025
Improved algorithms and novel applications of the FrankWolfe.jl library
Mathieu Besançon, Sébastien Designolle, Jannis Halbey +6
Frank-Wolfe (FW) algorithms have emerged as an essential class of methods for constrained optimization, especially on large-scale problems. In this paper, we summarize the algorith…