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Grid-free Frank-Wolfe algorithm for solving least squares problem regularized with the total (gradient) variation

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Total (gradient) variation sliding Frank-Wolfe

Implementation of the modified Frank-Wolfe algorithm described in [1]. Under active development. See also this repository. A demo notebook is available in the examples folder.

Acknowledgments: we thank Robert Tovey for carefuly reviewing this implementation, and for suggesting several modifications that significantly improved its performance.

[1] De Castro, Y., Duval, V., & Petit, R. (2023). Towards off-the-grid algorithms for total variation regularized inverse problems. Journal of Mathematical Imaging and Vision, 65(1), 53-81.

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Grid-free Frank-Wolfe algorithm for solving least squares problem regularized with the total (gradient) variation

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