Mercurial > repos > pointsource_algs / file comparison
comparison: src/prox_penalty.rs
src/prox_penalty.rs
- branch
- dev
- changeset 62
- 32328a74c790
- parent 61
- 4f468d35fa29
equal
deleted
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| 61:4f468d35fa29 | 62:32328a74c790 |
|---|---|
| 201 into_none(Some(|_: &DiscreteMeasure<Domain, F>| F::ZERO)), | 201 into_none(Some(|_: &DiscreteMeasure<Domain, F>| F::ZERO)), |
| 202 ) | 202 ) |
| 203 } | 203 } |
| 204 } | 204 } |
| 205 | 205 |
| 206 /// Value for [`StepLengthBound`]. | |
| 207 #[derive(Copy, Clone, Debug, Serialize, Deserialize, PartialEq)] | |
| 208 pub enum StepLengthBoundValue<F: Float> { | |
| 209 /// Lipschitz factor | |
| 210 LipschitzFactor(F), | |
| 211 /// Lipschitz factor, but should not be trusted, use adaptation instead | |
| 212 UnreliableLipschitzFactor(F), | |
| 213 /// None, failure | |
| 214 Failure, | |
| 215 } | |
| 216 | |
| 206 /// Trait to calculate step length bound by `Dat` when the proximal penalty is `Self`, | 217 /// Trait to calculate step length bound by `Dat` when the proximal penalty is `Self`, |
| 207 /// which is typically also a [`ProxPenalty`]. If it is given by a (squared) norm $\|.\|_*$, and | 218 /// which is typically also a [`ProxPenalty`]. If it is given by a (squared) norm $\|.\|_*$, and |
| 208 /// and `Dat` respresents the function $f$, then this trait should calculate `L` such that | 219 /// and `Dat` respresents the function $f$, then this trait should calculate `L` such that |
| 209 /// $\|f'(x)-f'(y)\| ≤ L\|x-y\|_*, where the step length is supposed to satisfy $τ L ≤ 1$. | 220 /// $\|f'(x)-f'(y)\| ≤ L\|x-y\|_*, where the step length is supposed to satisfy $τ L ≤ 1$. |
| 210 pub trait StepLengthBound<F: Float, Dat> { | 221 pub trait StepLengthBound<F: Float, Dat> { |
| 211 /// Returns $L$. | 222 /// Returns $L$. |
| 212 fn step_length_bound(&self, f: &Dat) -> DynResult<F>; | 223 fn step_length_bound(&self, f: &Dat) -> StepLengthBoundValue<F>; |
| 213 } | 224 } |
| 214 | 225 |
| 215 /// A variant of [`StepLengthBound`] for step length parameters for [`Pair`]s of variables. | 226 /// A variant of [`StepLengthBound`] for step length parameters for [`Pair`]s of variables. |
| 216 pub trait StepLengthBoundPair<F: Float, Dat> { | 227 pub trait StepLengthBoundPair<F: Float, Dat> { |
| 217 fn step_length_bound_pair(&self, f: &Dat) -> DynResult<(F, F)>; | 228 fn step_length_bound_pair(&self, f: &Dat) -> DynResult<(F, F)>; |
