1 /*! |
1 /*! |
2 Some convex analysis basics |
2 Some convex analysis basics |
3 */ |
3 */ |
4 |
4 |
|
5 use std::marker::PhantomData; |
5 use crate::types::*; |
6 use crate::types::*; |
6 use crate::mapping::{Mapping, Space}; |
7 use crate::mapping::{Mapping, Space}; |
|
8 use crate::linops::IdOp; |
7 use crate::instance::{Instance, InstanceMut, DecompositionMut}; |
9 use crate::instance::{Instance, InstanceMut, DecompositionMut}; |
8 use crate::norms::*; |
10 use crate::norms::*; |
9 |
11 |
10 /// Trait for convex mappings. Has no features, just serves as a constraint |
12 /// Trait for convex mappings. Has no features, just serves as a constraint |
11 /// |
13 /// |
12 /// TODO: should constrain `Mapping::Codomain` to implement a partial order, |
14 /// TODO: should constrain `Mapping::Codomain` to implement a partial order, |
13 /// but this makes everything complicated with little benefit. |
15 /// but this makes everything complicated with little benefit. |
14 pub trait ConvexMapping<Domain : Space> : Mapping<Domain> |
16 pub trait ConvexMapping<Domain : Space, F : Num = f64> : Mapping<Domain, Codomain = F> |
15 {} |
17 {} |
16 |
18 |
17 /// Trait for mappings with a Fenchel conjugate |
19 /// Trait for mappings with a Fenchel conjugate |
18 /// |
20 /// |
19 /// The conjugate type has to implement [`ConvexMapping`], but a `Conjugable` mapping need |
21 /// The conjugate type has to implement [`ConvexMapping`], but a `Conjugable` mapping need |
20 /// not be convex. |
22 /// not be convex. |
21 pub trait Conjugable<Domain : Space> : Mapping<Domain> { |
23 pub trait Conjugable<Domain : HasDual<F>, F : Num = f64> : Mapping<Domain> { |
22 type DualDomain : Space; |
24 type Conjugate<'a> : ConvexMapping<Domain::DualSpace, F> where Self : 'a; |
23 type Conjugate<'a> : ConvexMapping<Self::DualDomain> where Self : 'a; |
|
24 |
25 |
25 fn conjugate(&self) -> Self::Conjugate<'_>; |
26 fn conjugate(&self) -> Self::Conjugate<'_>; |
26 } |
27 } |
27 |
28 |
28 /// Trait for mappings with a Fenchel preconjugate |
29 /// Trait for mappings with a Fenchel preconjugate |
29 /// |
30 /// |
30 /// In contrast to [`Conjugable`], the preconjugate need not implement [`ConvexMapping`], |
31 /// In contrast to [`Conjugable`], the preconjugate need not implement [`ConvexMapping`], |
31 /// but a `Preconjugable` mapping has be convex. |
32 /// but a `Preconjugable` mapping has to be convex. |
32 pub trait Preconjugable<Domain : Space> : ConvexMapping<Domain> { |
33 pub trait Preconjugable<Domain, Predual, F : Num = f64> : ConvexMapping<Domain, F> |
33 type PredualDomain : Space; |
34 where |
34 type Preconjugate<'a> : Mapping<Self::PredualDomain> where Self : 'a; |
35 Domain : Space, |
|
36 Predual : HasDual<F> |
|
37 { |
|
38 type Preconjugate<'a> : Mapping<Predual> where Self : 'a; |
35 |
39 |
36 fn preconjugate(&self) -> Self::Preconjugate<'_>; |
40 fn preconjugate(&self) -> Self::Preconjugate<'_>; |
37 } |
41 } |
38 |
42 |
39 /// Trait for mappings with a proximap map |
43 /// Trait for mappings with a proximap map |
63 } |
67 } |
64 |
68 |
65 |
69 |
66 pub struct NormConjugate<F : Float, E : NormExponent>(NormMapping<F, E>); |
70 pub struct NormConjugate<F : Float, E : NormExponent>(NormMapping<F, E>); |
67 |
71 |
68 impl<Domain, E, F> ConvexMapping<Domain> for NormMapping<F, E> |
72 impl<Domain, E, F> ConvexMapping<Domain, F> for NormMapping<F, E> |
69 where |
73 where |
70 Domain : Space, |
74 Domain : Space, |
71 E : NormExponent, |
75 E : NormExponent, |
72 F : Float, |
76 F : Float, |
73 Self : Mapping<Domain, Codomain=F> {} |
77 Self : Mapping<Domain, Codomain=F> |
74 |
78 {} |
75 |
|
76 impl<Domain, E, F> ConvexMapping<Domain> for NormConjugate<F, E> |
|
77 where |
|
78 Domain : Space, |
|
79 E : NormExponent, |
|
80 F : Float, |
|
81 Self : Mapping<Domain, Codomain=F> {} |
|
82 |
79 |
83 |
80 |
84 impl<F, E, Domain> Mapping<Domain> for NormConjugate<F, E> |
81 impl<F, E, Domain> Mapping<Domain> for NormConjugate<F, E> |
85 where |
82 where |
86 Domain : Space + Norm<F, E>, |
83 Domain : Space + Norm<F, E>, |
96 F::INFINITY |
93 F::INFINITY |
97 } |
94 } |
98 } |
95 } |
99 } |
96 } |
100 |
97 |
101 |
98 impl<Domain, E, F> ConvexMapping<Domain, F> for NormConjugate<F, E> |
102 |
99 where |
103 impl<E, F, Domain> Conjugable<Domain> for NormMapping<F, E> |
100 Domain : Space, |
104 where |
101 E : NormExponent, |
105 E : NormExponent + Clone, |
102 F : Float, |
106 F : Float, |
103 Self : Mapping<Domain, Codomain=F> |
107 Domain : Norm<F, E> + Space, |
104 {} |
108 { |
105 |
109 |
106 |
110 type DualDomain = Domain; |
107 impl<E, F, Domain> Conjugable<Domain, F> for NormMapping<F, E> |
111 type Conjugate<'a> = NormConjugate<F, E> where Self : 'a; |
108 where |
|
109 E : HasDualExponent, |
|
110 F : Float, |
|
111 Domain : HasDual<F> + Norm<F, E> + Space, |
|
112 <Domain as HasDual<F>>::DualSpace : Norm<F, E::DualExp> |
|
113 { |
|
114 type Conjugate<'a> = NormConjugate<F, E::DualExp> where Self : 'a; |
112 |
115 |
113 fn conjugate(&self) -> Self::Conjugate<'_> { |
116 fn conjugate(&self) -> Self::Conjugate<'_> { |
114 NormConjugate(self.clone()) |
117 NormConjugate(self.exponent.dual_exponent().as_mapping()) |
115 } |
118 } |
116 } |
119 } |
117 |
120 |
|
121 |
|
122 /// The zero mapping |
|
123 pub struct Zero<Domain : Space, F : Num>(PhantomData<(Domain, F)>); |
|
124 |
|
125 impl<Domain : Space, F : Num> Zero<Domain, F> { |
|
126 pub fn new() -> Self { |
|
127 Zero(PhantomData) |
|
128 } |
|
129 } |
|
130 |
|
131 impl<Domain : Space, F : Num> Mapping<Domain> for Zero<Domain, F> { |
|
132 type Codomain = F; |
|
133 |
|
134 /// Compute the value of `self` at `x`. |
|
135 fn apply<I : Instance<Domain>>(&self, _x : I) -> Self::Codomain { |
|
136 F::ZERO |
|
137 } |
|
138 } |
|
139 |
|
140 impl<Domain : Space, F : Num> ConvexMapping<Domain, F> for Zero<Domain, F> { } |
|
141 |
|
142 |
|
143 impl<Domain : HasDual<F>, F : Float> Conjugable<Domain, F> for Zero<Domain, F> { |
|
144 type Conjugate<'a> = ZeroIndicator<Domain::DualSpace, F> where Self : 'a; |
|
145 |
|
146 #[inline] |
|
147 fn conjugate(&self) -> Self::Conjugate<'_> { |
|
148 ZeroIndicator::new() |
|
149 } |
|
150 } |
|
151 |
|
152 impl<Domain, Predual, F : Float> Preconjugable<Domain, Predual, F> for Zero<Domain, F> |
|
153 where |
|
154 Domain : Space, |
|
155 Predual : HasDual<F> |
|
156 { |
|
157 type Preconjugate<'a> = ZeroIndicator<Predual, F> where Self : 'a; |
|
158 |
|
159 #[inline] |
|
160 fn preconjugate(&self) -> Self::Preconjugate<'_> { |
|
161 ZeroIndicator::new() |
|
162 } |
|
163 } |
|
164 |
|
165 impl<Domain : Space + Clone, F : Num> Prox<Domain> for Zero<Domain, F> { |
|
166 type Prox<'a> = IdOp<Domain> where Self : 'a; |
|
167 |
|
168 #[inline] |
|
169 fn prox_mapping(&self, _τ : Self::Codomain) -> Self::Prox<'_> { |
|
170 IdOp::new() |
|
171 } |
|
172 } |
|
173 |
|
174 |
|
175 /// The zero indicator |
|
176 pub struct ZeroIndicator<Domain : Space, F : Num>(PhantomData<(Domain, F)>); |
|
177 |
|
178 impl<Domain : Space, F : Num> ZeroIndicator<Domain, F> { |
|
179 pub fn new() -> Self { |
|
180 ZeroIndicator(PhantomData) |
|
181 } |
|
182 } |
|
183 |
|
184 impl<Domain : Normed<F>, F : Float> Mapping<Domain> for ZeroIndicator<Domain, F> { |
|
185 type Codomain = F; |
|
186 |
|
187 /// Compute the value of `self` at `x`. |
|
188 fn apply<I : Instance<Domain>>(&self, x : I) -> Self::Codomain { |
|
189 x.eval(|x̃| if x̃.is_zero() { F::ZERO } else { F::INFINITY }) |
|
190 } |
|
191 } |
|
192 |
|
193 impl<Domain : Normed<F>, F : Float> ConvexMapping<Domain, F> for ZeroIndicator<Domain, F> { } |
|
194 |
|
195 impl<Domain : HasDual<F>, F : Float> Conjugable<Domain, F> for ZeroIndicator<Domain, F> { |
|
196 type Conjugate<'a> = Zero<Domain::DualSpace, F> where Self : 'a; |
|
197 |
|
198 #[inline] |
|
199 fn conjugate(&self) -> Self::Conjugate<'_> { |
|
200 Zero::new() |
|
201 } |
|
202 } |
|
203 |
|
204 impl<Domain, Predual, F : Float> Preconjugable<Domain, Predual, F> for ZeroIndicator<Domain, F> |
|
205 where |
|
206 Domain : Normed<F>, |
|
207 Predual : HasDual<F> |
|
208 { |
|
209 type Preconjugate<'a> = Zero<Predual, F> where Self : 'a; |
|
210 |
|
211 #[inline] |
|
212 fn preconjugate(&self) -> Self::Preconjugate<'_> { |
|
213 Zero::new() |
|
214 } |
|
215 } |