Mercurial > repos > AlgTools / file diff

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/src/Iterate.jl	Mon Nov 18 11:00:54 2019 -0500
@@ -0,0 +1,52 @@
+#################################
+# Tools for iterative algorithms
+#################################
+
+module Iterate
+
+using Printf
+
+##############
+# Our exports
+##############
+
+export simple_iterate
+
+########################################################################
+# Simple itertion function, calling `step()` `params.maxiter` times and 
+# reporting objective value every `params.verbose_iter` iterations.
+# The function `step` should take as its argument a function that itself
+# takes as its argument a function that calculates the objective value
+# on demand.
+########################################################################
+
+function simple_iterate(step :: Function,
+                        params::NamedTuple)
+    for iter=1:params.maxiter
+        step() do calc_objective
+            if params.verbose_iter!=0 && mod(iter, params.verbose_iter) == 0
+                v, _ = calc_objective()
+                @printf("%d/%d J=%f\n", iter, params.maxiter, v)
+                return true
+            end
+        end
+    end
+end
+
+function simple_iterate(step :: Function,
+                        datachannel::Channel{T},
+                        params::NamedTuple) where T
+    for iter=1:params.maxiter
+        d = take!(datachannel)
+        step(d) do calc_objective
+            if params.verbose_iter!=0 && mod(iter, params.verbose_iter) == 0
+                v, _ = calc_objective()
+                @printf("%d/%d J=%f\n", iter, params.maxiter, v)
+                return true
+            end
+        end
+    end
+end
+
+end
+