I would like to propose a Julia optimization package for *Generic Frank-Wolfe* algorithm.
This is an algorithm regaining popularity with this ICML article 2013 <http://jmlr.org/proceedings/papers/v28/jaggi13> And there is future research on this direction since. This algorithm has a beautiful property when applied to the constrained optimization with the atom norm constrain, such as L1-norm, nuclear norm etc.. It embeds the sparsity into the solution searching process, and guarantees a linear convergence rate, and is optimal within the same sparsity. There exist currently some code in Matlab, Python and C. But they work all on specific problems such as Lasso, Matrix Completion, and not ready for deployment. It will be nice if we can realize a fast, generic Julia implementation. It will benefit both the academy and the industry, and probably bring a lot of citation to Julia. I would like to apply to this proposal as a *student*. I met this algorithm last summer and am interested in its development. I have also some idea about the multiple-level APIs to implement it. And I happen to have some interaction with the paper authors, which will be a plus to this project. I like Julia, and I have used it for one year. I have learned a lot from it, and am prepared to learn more. I hope to find a mentor who could help me (mainly) on the Julia side, which is the key of a fast and generic algorithm package. And if possible, it will be nice to have it be integrated into the JuliaOpt. Zheng On Thursday, February 11, 2016 at 4:49:19 AM UTC+1, Shashi Gowda wrote: > > Hi all, > > I have merged the previous ideas pages (2015, 2014) into a canonical one > https://julialang.org/soc/ideas-page (and set up the appropriate > redirects) > > Please add your Summer of Code ideas and edit previous ones here > https://github.com/JuliaLang/julialang.github.com/edit/master/soc/ideas-page.md > > Let us also try and keep this page updated all year round so that ideas > get carried over to the next summer. > > Julia will be applying for GSoC 2016. The organization application > deadline is on 19th, it will be nice to have a high quality ideas page by > then. > > Thank you >
