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Frank-Wolfe algorithm vs. Inexact Contracting Newton method for minimizing the logsumexp function over the simplex.

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logsumexp-simplex

To plot the graphs from the paper "Affine-invariant contracting-point methods for Convex Optimization" by N. Doikov and Yu. Nesterov (https://arxiv.org/abs/2009.08894) use the command:

$ python3 run_experiment.py

The results will be placed into "plots/*".

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Frank-Wolfe algorithm vs. Inexact Contracting Newton method for minimizing the logsumexp function over the simplex.

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