I finally fixed all the API issues and many bugs, and opened a new PR for vector problems code. It contains the code for:
- New Atom class API.
- Line search update step for classic Frank Wolfe Algorithm.
- Regularization of lp ball constraint domain.
- Structured group constraint type in Jaggi's paper.
- Support prune of OMP.
- Full Corrective Update rule. (Update with atom norm constraint.)
Almost all the above codes are technologies to make the algorithms either converge faster or give better solutions for ill problems. I tried to design some examples in the
tests/ folder to make the above technologies to show their powers. However, it seems not possible to use small test problems to do that. So, the tests I currently wrote only check the convergence of the algorithms, which basically indicate that the implementation is correct. As Stephen sugggested, to keep one PR not too large to review, I will push all the comparisons codes for large scale problems in my next PR.