comparison: src/convex.rs
src/convex.rs
- branch
- dev
- changeset 112
- ed8124f1af1d
- parent 109
- 943c6b3b9414
- child 124
- 6aa955ad8122
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| 111:e1455e48bd2b | 112:ed8124f1af1d |
|---|---|
| 1 /*! | 1 /*! |
| 2 Some convex analysis basics | 2 Some convex analysis basics |
| 3 */ | 3 */ |
| 4 | 4 |
| 5 use crate::error::DynResult; | |
| 5 use crate::euclidean::Euclidean; | 6 use crate::euclidean::Euclidean; |
| 6 use crate::instance::{DecompositionMut, Instance, InstanceMut}; | 7 use crate::instance::{DecompositionMut, Instance, InstanceMut}; |
| 7 use crate::linops::{IdOp, Scaled}; | 8 use crate::linops::{IdOp, Scaled}; |
| 8 use crate::mapping::{Mapping, Space}; | 9 use crate::mapping::{DifferentiableImpl, LipschitzDifferentiableImpl, Mapping, Space}; |
| 9 use crate::norms::*; | 10 use crate::norms::*; |
| 10 use crate::operator_arithmetic::{Constant, Weighted}; | 11 use crate::operator_arithmetic::{Constant, Weighted}; |
| 11 use crate::types::*; | 12 use crate::types::*; |
| 12 use serde::{Deserialize, Serialize}; | 13 use serde::{Deserialize, Serialize}; |
| 13 use std::marker::PhantomData; | 14 use std::marker::PhantomData; |
| 340 pub fn new() -> Self { | 341 pub fn new() -> Self { |
| 341 Norm222(PhantomData) | 342 Norm222(PhantomData) |
| 342 } | 343 } |
| 343 } | 344 } |
| 344 | 345 |
| 345 impl<Domain: Euclidean<F>, F: Float> Mapping<Domain> for Norm222<F> { | 346 impl<X: Euclidean<F>, F: Float> Mapping<X> for Norm222<F> { |
| 346 type Codomain = F; | 347 type Codomain = F; |
| 347 | 348 |
| 348 /// Compute the value of `self` at `x`. | 349 /// Compute the value of `self` at `x`. |
| 349 fn apply<I: Instance<Domain>>(&self, x: I) -> Self::Codomain { | 350 fn apply<I: Instance<X>>(&self, x: I) -> Self::Codomain { |
| 350 x.eval(|z| z.norm2_squared() / F::TWO) | 351 x.eval(|z| z.norm2_squared() / F::TWO) |
| 351 } | 352 } |
| 352 } | 353 } |
| 353 | 354 |
| 354 impl<Domain: Euclidean<F>, F: Float> ConvexMapping<Domain, F> for Norm222<F> { | 355 impl<X: Euclidean<F>, F: Float> ConvexMapping<X, F> for Norm222<F> { |
| 355 fn factor_of_strong_convexity(&self) -> F { | 356 fn factor_of_strong_convexity(&self) -> F { |
| 356 F::ONE | 357 F::ONE |
| 357 } | 358 } |
| 358 } | 359 } |
| 359 | 360 |
| 360 impl<Domain: Euclidean<F>, F: Float> Conjugable<Domain, F> for Norm222<F> { | 361 impl<X: Euclidean<F>, F: Float> Conjugable<X, F> for Norm222<F> { |
| 361 type Conjugate<'a> | 362 type Conjugate<'a> |
| 362 = Self | 363 = Self |
| 363 where | 364 where |
| 364 Self: 'a; | 365 Self: 'a; |
| 365 | 366 |
| 367 fn conjugate(&self) -> Self::Conjugate<'_> { | 368 fn conjugate(&self) -> Self::Conjugate<'_> { |
| 368 Self::new() | 369 Self::new() |
| 369 } | 370 } |
| 370 } | 371 } |
| 371 | 372 |
| 372 impl<Domain: Euclidean<F>, F: Float> Preconjugable<Domain, Domain, F> for Norm222<F> { | 373 impl<X: Euclidean<F>, F: Float> Preconjugable<X, X, F> for Norm222<F> { |
| 373 type Preconjugate<'a> | 374 type Preconjugate<'a> |
| 374 = Self | 375 = Self |
| 375 where | 376 where |
| 376 Self: 'a; | 377 Self: 'a; |
| 377 | 378 |
| 379 fn preconjugate(&self) -> Self::Preconjugate<'_> { | 380 fn preconjugate(&self) -> Self::Preconjugate<'_> { |
| 380 Self::new() | 381 Self::new() |
| 381 } | 382 } |
| 382 } | 383 } |
| 383 | 384 |
| 384 impl<Domain, F> Prox<Domain> for Norm222<F> | 385 impl<X, F> Prox<X> for Norm222<F> |
| 385 where | 386 where |
| 386 F: Float, | 387 F: Float, |
| 387 Domain: Euclidean<F, Output = Domain>, | 388 X: Euclidean<F, Output = X>, |
| 388 { | 389 { |
| 389 type Prox<'a> | 390 type Prox<'a> |
| 390 = Scaled<F> | 391 = Scaled<F> |
| 391 where | 392 where |
| 392 Self: 'a; | 393 Self: 'a; |
| 393 | 394 |
| 394 fn prox_mapping(&self, τ: F) -> Self::Prox<'_> { | 395 fn prox_mapping(&self, τ: F) -> Self::Prox<'_> { |
| 395 Scaled(F::ONE / (F::ONE + τ)) | 396 Scaled(F::ONE / (F::ONE + τ)) |
| 396 } | 397 } |
| 397 } | 398 } |
| 399 | |
| 400 impl<X, F> DifferentiableImpl<X> for Norm222<F> | |
| 401 where | |
| 402 F: Float, | |
| 403 X: Euclidean<F, Output = X>, | |
| 404 { | |
| 405 type Derivative = X; | |
| 406 | |
| 407 fn differential_impl<I: Instance<X>>(&self, x: I) -> X { | |
| 408 x.own() | |
| 409 } | |
| 410 } | |
| 411 | |
| 412 impl<X, F> LipschitzDifferentiableImpl<X, L2> for Norm222<F> | |
| 413 where | |
| 414 F: Float, | |
| 415 X: Euclidean<F, Output = X>, | |
| 416 { | |
| 417 type FloatType = F; | |
| 418 | |
| 419 fn diff_lipschitz_factor(&self, _: L2) -> DynResult<Self::FloatType> { | |
| 420 Ok(F::ONE) | |
| 421 } | |
| 422 } |
