Mercurial > repos > pointsource_algs / file comparison

comparison: src/prox_penalty.rs

src/prox_penalty.rs

changeset 75
677a5fd1b014
parent 63
7a8a55fd41c0
child 76
b921ed0ab99b
child 78
2a122736e91c
equal deleted inserted replaced
74:df92e78cc3f4 75:677a5fd1b014
63 /// Use fitness as merging criterion. Implies worse convergence guarantees. 63 /// Use fitness as merging criterion. Implies worse convergence guarantees.
64 pub fitness_merging: bool, 64 pub fitness_merging: bool,
65 65
66 /// Iterations between merging heuristic tries 66 /// Iterations between merging heuristic tries
67 pub merge_every: usize, 67 pub merge_every: usize,
68 // /// Save $μ$ for postprocessing optimisation 68
69 // pub postprocessing : bool 69 /// Additional weight optimisation steps
70 pub extra_weight_optimisation_steps: usize,
70 } 71 }
71 72
72 #[replace_float_literals(F::cast_from(literal))] 73 #[replace_float_literals(F::cast_from(literal))]
73 impl<F: Float> Default for InsertionConfig<F> { 74 impl<F: Float> Default for InsertionConfig<F> {
74 fn default() -> Self { 75 fn default() -> Self {
83 merging: Default::default(), 84 merging: Default::default(),
84 final_merging: true, 85 final_merging: true,
85 fitness_merging: false, 86 fitness_merging: false,
86 merge_every: 10, 87 merge_every: 10,
87 merge_tolerance_mult: 2.0, 88 merge_tolerance_mult: 2.0,
88 // postprocessing : false, 89 extra_weight_optimisation_steps: 0,
89 } 90 }
90 } 91 }
91 } 92 }
92 93
93 impl<F: Float> InsertionConfig<F> { 94 impl<F: Float> InsertionConfig<F> {
116 where 117 where
117 F: Float + ToNalgebraRealField, 118 F: Float + ToNalgebraRealField,
118 Reg: RegTerm<Domain, F>, 119 Reg: RegTerm<Domain, F>,
119 Domain: Space + Clone, 120 Domain: Space + Clone,
120 { 121 {
122 /// Unused, but required as a plotter parametrisation.
121 type ReturnMapping: Mapping<Domain, Codomain = F>; 123 type ReturnMapping: Mapping<Domain, Codomain = F>;
122 124
123 /// Returns the type of this proximality penalty 125 /// Returns the type of this proximality penalty
124 fn prox_type() -> ProxTerm; 126 fn prox_type() -> ProxTerm;
125 127
126 /// Insert new spikes into `μ` to approximately satisfy optimality conditions 128 /// Insert new spikes into `μ` to approximately satisfy optimality conditions
127 /// with the forward step term fixed to `τv`. 129 /// with the forward step term fixed to `τv`.
128 /// 130 ///
129 /// May return `τv + w` for `w` a subdifferential of the regularisation term `reg`, 131 /// Returns an indication of whether the tolerance bounds `ε` are satisfied.
130 /// as well as an indication of whether the tolerance bounds `ε` are satisfied.
131 /// 132 ///
132 /// `τv` is mutable to allow [`alg_tools::bounds::MinMaxMapping`] optimisation to 133 /// `τv` is mutable to allow [`alg_tools::bounds::MinMaxMapping`] optimisation to
133 /// refine data. Actual values of `τv` are not supposed to be mutated. 134 /// refine data. Actual values of `τv` are not supposed to be mutated.
134 /// 135 ///
135 /// `stats.inserted` should not be updated by implementations of this routine, 136 /// `stats.inserted` should not be updated by implementations of this routine,
142 ε: F, 143 ε: F,
143 config: &InsertionConfig<F>, 144 config: &InsertionConfig<F>,
144 reg: &Reg, 145 reg: &Reg,
145 state: &AlgIteratorIteration<I>, 146 state: &AlgIteratorIteration<I>,
146 stats: &mut IterInfo<F>, 147 stats: &mut IterInfo<F>,
147 ) -> DynResult<(Option<Self::ReturnMapping>, bool)> 148 ) -> DynResult<bool>
149 where
150 I: AlgIterator;
151
152 /// A variant of [`insert_and_reweigh`] that only does finite-dimensional weight optimisation,
153 /// without inserting spikes.
154 fn reweigh<I>(
155 &self,
156 μ: &mut DiscreteMeasure<Domain, F>,
157 τv: &mut PreadjointCodomain,
158 τ: F,
159 ε: F,
160 config: &InsertionConfig<F>,
161 reg: &Reg,
162 state: &AlgIteratorIteration<I>,
163 stats: &mut IterInfo<F>,
164 ) -> DynResult<()>
148 where 165 where
149 I: AlgIterator; 166 I: AlgIterator;
150 167
151 /// Merge spikes, if possible. 168 /// Merge spikes, if possible.
152 /// 169 ///

Mercurial Repository: pointsource_algs

mercurial