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

[Ryan Curtin]

On Tue, Jul 26, 2016 at 11:05:34PM +0530, Ramchandran wrote:
> 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.

Hi Ramchandran,

Thanks for getting in touch.  It looks like the work you are doing this
summer is very cool, and related to the mlpack project you pointed out.

I'm happy to help as I have time in the fall, and I would love to
include the FW optimizer as part of mlpack.  However my time may be
somewhat limited, so while I will do my best to help out, I can't
guarantee that I can provide very quick responses. :)

If you are okay with that, then maybe we can get started when GSoC 2016
is over.  Let me know if I can clarify anything about the project.

Thanks,

Ryan

-- 
Ryan Curtin    | "What? Facts?"
ryan at ratml.org |   - Joe Cairo