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comparison: src/subproblem.rs

src/subproblem.rs

branch
dev
changeset 63
7a8a55fd41c0
parent 39
6316d68b58af
equal deleted inserted replaced
61:4f468d35fa29 63:7a8a55fd41c0
1 /*! 1 /*!
2 Iterative algorithms for solving the finite-dimensional subproblem. 2 Iterative algorithms for solving the finite-dimensional subproblem.
3 */ 3 */
4 4
5 use serde::{Serialize, Deserialize}; 5 use alg_tools::iterate::{AlgIteratorOptions, Verbose};
6 use clap::ValueEnum;
6 use numeric_literals::replace_float_literals; 7 use numeric_literals::replace_float_literals;
7 use alg_tools::iterate::{ 8 use serde::{Deserialize, Serialize};
8 AlgIteratorOptions,
9 Verbose,
10
11 };
12 9
13 use crate::types::*; 10 use crate::types::*;
14 11
12 pub mod l1squared_nonneg;
13 pub mod l1squared_unconstrained;
15 pub mod nonneg; 14 pub mod nonneg;
16 pub mod unconstrained; 15 pub mod unconstrained;
17 pub mod l1squared_unconstrained;
18 pub mod l1squared_nonneg;
19
20 16
21 /// Method for solving finite-dimensional subproblems. 17 /// Method for solving finite-dimensional subproblems.
22 /// Not all outer methods necessarily support all options. 18 /// Not all outer methods necessarily support all options.
23 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)] 19 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug, ValueEnum)]
24 #[allow(dead_code)] 20 #[allow(dead_code)]
25 pub enum InnerMethod { 21 pub enum InnerMethod {
26 /// Forward-backward 22 /// Forward-backward
27 FB, 23 FB,
28 /// Semismooth Newton 24 /// Semismooth Newton
29 SSN, 25 SSN,
30 /// PDPS 26 /// PDPS
31 PDPS, 27 PDPS,
28 /// Proximal point method
29 PP,
32 } 30 }
33 31
34 /// Settings for the solution of finite-dimensional subproblems 32 /// Settings for the solution of finite-dimensional subproblems
35 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)] 33 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)]
36 pub struct InnerSettings<F : Float> { 34 pub struct InnerSettings<F: Float> {
37 /// Method 35 /// Method
38 pub method : InnerMethod, 36 pub method: InnerMethod,
39 /// Proportional step length ∈ [0, 1) for `InnerMethod::FB`. 37 /// Proportional step length ∈ [0, 1) for `InnerMethod::FB`.
40 pub fb_τ0 : F, 38 pub fb_τ0: F,
41 /// Proportional primal and dual step lengths for `InnerMethod::PDPS`. 39 /// Proportional primal and dual step lengths for `InnerMethod::PDPS`.
42 pub pdps_τσ0 : (F, F), 40 pub pdps_τσ0: (F, F),
41 /// Proximal point step length parameter and its growth
42 pub pp_τ: (F, F),
43 /// Fraction of `tolerance` given to inner algorithm 43 /// Fraction of `tolerance` given to inner algorithm
44 pub tolerance_mult : F, 44 pub tolerance_mult: F,
45 /// Iterator options 45 /// Iterator options
46 #[serde(flatten)] 46 #[serde(flatten)]
47 pub iterator_options : AlgIteratorOptions, 47 pub iterator_options: AlgIteratorOptions,
48 } 48 }
49 49
50 #[replace_float_literals(F::cast_from(literal))] 50 #[replace_float_literals(F::cast_from(literal))]
51 impl<F : Float> Default for InnerSettings<F> { 51 impl<F: Float> Default for InnerSettings<F> {
52 fn default() -> Self { 52 fn default() -> Self {
53 InnerSettings { 53 InnerSettings {
54 fb_τ0 : 0.99, 54 fb_τ0: 0.99,
55 pdps_τσ0 : (1.98, 0.5), 55 pdps_τσ0: (1.98, 0.5),
56 iterator_options : AlgIteratorOptions { 56 pp_τ: (100.0, 100.0),
57 iterator_options: AlgIteratorOptions {
57 // max_iter cannot be very small, as initially FB needs many iterations, although 58 // max_iter cannot be very small, as initially FB needs many iterations, although
58 // on later invocations even one or two tends to be enough 59 // on later invocations even one or two tends to be enough
59 max_iter : 2000, 60 max_iter: 2000,
60 // verbose_iter affects testing of sufficient convergence, so we set it to 61 // verbose_iter affects testing of sufficient convergence, so we set it to
61 // a small value… 62 // a small value…
62 verbose_iter : Verbose::Every(1), 63 verbose_iter: Verbose::Every(1),
63 // … but don't print out anything 64 // … but don't print out anything
64 quiet : true, 65 quiet: true,
65 .. Default::default() 66 ..Default::default()
66 }, 67 },
67 method : InnerMethod::SSN, 68 method: InnerMethod::SSN,
68 tolerance_mult : 0.01, 69 tolerance_mult: 0.01,
69 } 70 }
70 } 71 }
71 } 72 }

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