Homotopy Smoothing Methods for Frank-Wolfe

[gideonite]

Hi everyone,

I am taking the first steps to adding homotopy smoothing methods. I don't have a timeline but will probably work on this from time to time over the next days/weeks.

At some point when its ready for review / merging, we might need to have a discussion regarding organization since I aim to incorporate stochastic homotopy methods as well. Then it is somewhat unclear to me whether to include such methods in randomized.py or homotopy.py.

Happy to have a further discussion but just be aware that the code is far from ready.

Thanks!
Gideon

[fabianp]

thanks for the heads up. Don't hesitate to create a pull request with unfinished code if you want feedback before its finished

[GeoffNN]

Nice -- also looking forward to seeing this :)