FWConfig

class paminco.optim.fw.FWConfig(**kwargs)

Options for Frank-Wolfe optimizer.

Parameters

printbool, default=False

Whether to print iteration summary at the end of each iteration.

epsilonfloat, default=1e-3

Convergence threshold. FW converges if (self.funval - self.blb) / self.funval < epsilon.

modeFWMode, int, or str, default=FWMode.PARTAN

Update mode of solution, see FWMode.

max_iterint, default=2000

Maximum number of iterations.

lbfloat, default=0

Lower bound of objective function. If funval equals this bound, optimal solution is assumed to be found.

See also

FWMode