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added doc for pfw to docs (#459)
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matbesancon authored Apr 9, 2024
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5 changes: 5 additions & 0 deletions docs/src/basics.md
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Expand Up @@ -76,6 +76,11 @@ It is implemented in the [`blended_conditional_gradient`](@ref) function, with a

See [Braun, Pokutta, Tu, Wright (2018)](https://arxiv.org/abs/1805.07311).

### Pairwise Frank-Wolfe (PFW)

It is implemented in the [`pairwise_frank_wolfe`](@ref) function.
See [Lacoste-Julien, Jaggi (2015)](https://arxiv.org/abs/1511.05932) for an overview.

### Blended Pairwise Conditional Gradients (BPCG)

It is implemented in the [`FrankWolfe.blended_pairwise_conditional_gradient`](@ref) function, with a minor [modification](https://hackmd.io/@spokutta/B14MTMsLF) to improve sparsity.
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8 changes: 8 additions & 0 deletions docs/src/reference/1_algorithms.md
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Expand Up @@ -30,6 +30,13 @@ Modules = [FrankWolfe]
Pages = ["afw.jl"]
```

### Pairwise Frank-Wolfe

```@autodocs
Modules = [FrankWolfe]
Pages = ["pairwise.jl"]
```

### Blended Conditional Gradient

```@autodocs
Expand All @@ -44,6 +51,7 @@ Modules = [FrankWolfe]
Pages = ["blended_pairwise.jl"]
```


## Alternating Methods

Problems over intersections of convex sets, i.e.
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