frank-wolfe

Mutability, scope, and separation of concerns in library code

It has been about a year since I joined the Zuse Institute to work on optimization methods and computation. One of the key projects of the first half of 2021 has been on building up FrankWolfe.jl, a framework for nonlinear optimization in Julia using Frank-Wolfe methods. You can find a paper introducing the package here. This was an opportunity to experiment with different design choices for efficient, scalable, and flexible optimization tools while keeping the code simple to read and close to the algorithms.