[mlpack] Low rank/sparse optimization using Frank-Wolfe

[Ramchandran]

Hi,
I'm Ramchandran, a fourth year undergraduate studying Msc Mathematics and
Computer Science at BITS Pilani, Goa Campus.

I am currently doing a Google Summer of Code internship under Professor
Madeleine Udell for the Num-focus Organisation. My project involves
implementing presolve routines for optimization problems (specifically LP
and SDP) . A discussion of the work and progress can be viewed in my blog
<http://ramcha24.github.io/gsoc.html>.

I recently came across your GSOC Ideas list and was very interested in the
proposed idea with Ryan Curtin as the mentor -* "  Low rank/Sparse
optimization using Frank Wolfe"*

It looks like no one is currently doing as a part of GSOC this year and
hence I would like to implement Frank Wolfe for the different norms over
the coming months.

My current works is in Convex.jl package and I have a theoretical
understanding of convex optimization.

Thank you for your time.

Yours sincerely,
Ramchandran
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