Approximate FW Algorithm with a novel DMO method over Graph-structured Support Set

In this project, we reviewed a paper that deals graph-structured convex optimization (GSCO) problem with the approximate Frank-Wolfe (FW) algorithm. We analyzed and re-implemented the original algorithm and introduced some extensions based on that. Then we conducted experiments to compare the results and concluded that our backtracking line-search method effectively reduced the number of iterations, while our new DMO method (Top-g+ optimal visiting) did not make satisfying enough improvements.