Mostly cosmetic changes and an example

examples/birkhoff_polytope.jl

@@ -81,4 +81,4 @@ x0 = deepcopy(x00)
 data = [trajectoryBCG]
 label = ["BCG"]
 
-plot_trajectories(data, label)
+plot_trajectories(data, label, reduce_size=true, marker_shapes=[:dtriangle])

examples/open_loop.jl

@@ -0,0 +1,79 @@
+using LinearAlgebra
+using FrankWolfe
+using Random
+
+include("../examples/plot_utils.jl")
+
+n = 10000
+k = 500
+s = 97
+@info "Seed $s"
+Random.seed!(s)
+
+
+# strongly convex set
+xp2 = 10 * ones(n)
+diag_term = 100 * rand(n)
+covariance_matrix = zeros(n,n) + LinearAlgebra.Diagonal(diag_term)
+lmo2 = FrankWolfe.EllipsoidLMO(covariance_matrix)
+
+f2(x) = norm(x - xp2)^2
+function grad2!(storage, x)
+    @. storage = 2 * (x - xp2)
+end
+
+x0 = FrankWolfe.compute_extreme_point(lmo2, randn(n))
+
+res_2 = FrankWolfe.frank_wolfe(
+    f2,
+    grad2!,
+    lmo2,
+    copy(x0),
+    max_iteration=k,
+    line_search=FrankWolfe.Agnostic(2),
+    print_iter= k / 10,
+    epsilon=1e-5,
+    verbose=true,
+    trajectory=true,
+)
+
+res_4 = FrankWolfe.frank_wolfe(
+    f2,
+    grad2!,
+    lmo2,
+    copy(x0),
+    max_iteration=k,
+    line_search=FrankWolfe.Agnostic(4),
+    print_iter= k / 10,
+    epsilon=1e-5,
+    verbose=true,
+    trajectory=true,
+)
+
+res_6 = FrankWolfe.frank_wolfe(
+    f2,
+    grad2!,
+    lmo2,
+    copy(x0),
+    max_iteration=k,
+    line_search=FrankWolfe.Agnostic(6),
+    print_iter= k / 10,
+    epsilon=1e-5,
+    verbose=true,
+    trajectory=true,
+)
+
+res_10 = FrankWolfe.frank_wolfe(
+    f2,
+    grad2!,
+    lmo2,
+    copy(x0),
+    max_iteration=k,
+    line_search=FrankWolfe.Agnostic(10),
+    print_iter=k / 10,
+    epsilon=1e-5,
+    verbose=true,
+    trajectory=true,
+)
+
+plot_trajectories([res_2[end], res_4[end], res_6[end], res_10[end]], ["ell = 2 (default)", "ell = 4", "ell = 6", "ell = 10"], marker_shapes=[:dtriangle, :rect, :circle, :pentagon])

src/afw.jl

@@ -155,7 +155,7 @@ function away_frank_wolfe(
         println(
             "GRADIENTTYPE: $grad_type LAZY: $lazy lazy_tolerance: $lazy_tolerance MOMENTUM: $momentum AWAYSTEPS: $away_steps",
         )
-        println("Linear Minimization Oracle: $(typeof(lmo))")
+        println("LMO: $(typeof(lmo))")
         if (use_extra_vertex_storage || add_dropped_vertices) && extra_vertex_storage === nothing
             @warn(
                 "use_extra_vertex_storage and add_dropped_vertices options are only usable with a extra_vertex_storage storage"

src/blended_cg.jl

@@ -170,7 +170,7 @@ function blended_conditional_gradient(
         )
         grad_type = typeof(gradient)
         println("GRADIENTTYPE: $grad_type lazy_tolerance: $lazy_tolerance")
-        println("Linear Minimization Oracle: $(typeof(lmo))")
+        println("LMO: $(typeof(lmo))")
 
         if (use_extra_vertex_storage || add_dropped_vertices) && extra_vertex_storage === nothing
             @warn(

src/fw_algorithms.jl

@@ -82,7 +82,7 @@ function frank_wolfe(
         )
         grad_type = typeof(gradient)
         println("MOMENTUM: $momentum GRADIENTTYPE: $grad_type")
-        println("Linear Minimization Oracle: $(typeof(lmo))")
+        println("LMO: $(typeof(lmo))")
         if memory_mode isa InplaceEmphasis
             @info("In memory_mode memory iterates are written back into x0!")
         end
@@ -330,7 +330,7 @@ function lazified_conditional_gradient(
         )
         grad_type = typeof(gradient)
         println("GRADIENTTYPE: $grad_type CACHESIZE $cache_size GREEDYCACHE: $greedy_lazy")
-        println("Linear Minimization Oracle: $(typeof(lmo))")
+        println("LMO: $(typeof(lmo))")
         if memory_mode isa InplaceEmphasis
             @info("In memory_mode memory iterates are written back into x0!")
         end
@@ -570,7 +570,7 @@ function stochastic_frank_wolfe(
         println(
             "GRADIENTTYPE: $(typeof(f.storage)) MOMENTUM: $(momentum_iterator !== nothing) batch policy: $(typeof(batch_iterator)) ",
         )
-        println("Linear Minimization Oracle: $(typeof(lmo))")
+        println("LMO: $(typeof(lmo))")
         if memory_mode isa InplaceEmphasis
             @info("In memory_mode memory iterates are written back into x0!")
         end

src/pairwise.jl

@@ -138,7 +138,7 @@ function blended_pairwise_conditional_gradient(
         )
         grad_type = typeof(gradient)
         println("GRADIENTTYPE: $grad_type LAZY: $lazy lazy_tolerance: $lazy_tolerance")
-        println("Linear Minimization Oracle: $(typeof(lmo))")
+        println("LMO: $(typeof(lmo))")
         if use_extra_vertex_storage && !lazy
             @info("vertex storage only used in lazy mode")
         end