v0.3.5

FrankWolfe v0.3.5

Diff since v0.3.4

Merged pull requests:

• added doc for pfw to docs (#459) (@matbesancon)
• Remove abs smooth file. (#462) (@dhendryc)
• Extend ALM and BCFW documentation and add Multi-Threading (#463) (@JannisHal)
• Nonnegative K-sparse polytope / hypersimplex (#464) (@matbesancon)
• Quadratic specialized active set (#466) (@sebastiendesignolle)
• ConvexHull is a subtype of LMO (#470) (@matbesancon)
• Ordered Weighted Norm l1 LMO (#471) (@victorthouvenot)
• Fix ALM reporting issue (#472) (@JannisHal)
• Add limit to UpdateOrders (#473) (@JannisHal)
• Warm-start quadratic active set (#474) (@sebastiendesignolle)
• Bell example literate (#475) (@sebastiendesignolle)
• Alm lambda update (#476) (@JannisHal)
• Add symmetric arrays (#477) (@sebastiendesignolle)
• Symmetric birkhoff example (#478) (@sebastiendesignolle)
• Lazy BPCG step (#479) (@JannisHal)
• Weight purge threshold (#480) (@sebastiendesignolle)
• move gradient function (#481) (@matbesancon)

Closed issues:

• Python interface as in odesolve.jl (#30)
• Non-Euclidean / non-vector space examples (#66)
• function and gradient interface (#133)
• basic benchmarking (#141)
• Issue with bigfloat in away-step frank-wolfe (#203)
• Frank-Wolfe patch release might have broken InferOpt tests (#387)
• Ordered Weighted Norm (#409)
• Quadratic specialized ActiveSet (#461)
• Reporting issue with ALM algorithm (#468)
• ConvexHullOracle not a subtype of LinearMinimizationOracle (#469)