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A proximal bundle method for minimizing a sum of functions. Proximal steps for subfunctions are computed with a multi plane block coordinate Frank-Wolfe method.

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BCFW-Bundle

A proximal bundle method for minimizing a sum of functions. Proximal steps for subfunctions are computed with a multi-plane block coordinate Frank-Wolfe method.

The original code written by Vladimir Kolmogorov can be found here.

References

  • P. Swoboda and V. Kolmogorov. MAP inference via Block-Coordinate Frank-Wolfe Algorithm. arXiv.

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A proximal bundle method for minimizing a sum of functions. Proximal steps for subfunctions are computed with a multi plane block coordinate Frank-Wolfe method.

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