Hey Zheng – I'm no optimisation expert, but this looks like an interesting proposal! I think your best bet would be to get in contact with someone who *is* an optimisation expert, either by posting an issue on an appropriate repo or by getting in touch directly. It'd be great to have someone we know with some experience vouching for your idea.
On Mon, 15 Feb 2016 at 10:41 Zheng <[email protected]> wrote: > 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 >> >
