Companion codes for the paper "Decentralized Frank-Wolfe Algorithm for Convex and Non-convex Problems", accepted by IEEE TAC, to appear, 2017. [Preprint available: http://arxiv.org/abs/1612.01216]

Content

Matrix completion examples

• DeFW_MC_SyntheticData.m -- Simulation code for Fig. 1 to 4
• DeFW_MC_MLData.m -- Simulation code for Fig. 5

LASSO examples

• DeFW_LASSO_Syn.m -- Simulation code for Fig. 6
• DeFW_LASSO_Sparco7.m -- Simulation code for Fig. 7

Under folder "Tools_Data"

• MC_gen_syndata.m -- Code for generating synthetic data for matrix completion examples
• proj_l1.m -- Function for projection onto the L1 ball

The movielens100k dataset is taken from https://grouplens.org/datasets/movielens/ and imported into the MATLAB format for the ease of processing.