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comparison: src/prox_penalty.rs

src/prox_penalty.rs

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changeset 37
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36:fb911f72e698 37:c5d8bd1a7728
1 /*!
2 Proximal penalty abstraction
3 */
4
5 use numeric_literals::replace_float_literals;
6 use alg_tools::types::*;
7 use serde::{Serialize, Deserialize};
8
9 use alg_tools::mapping::RealMapping;
10 use alg_tools::nalgebra_support::ToNalgebraRealField;
11 use alg_tools::iterate::{
12 AlgIteratorIteration,
13 AlgIterator,
14 };
15 use crate::measures::{
16 RNDM,
17 };
18 use crate::types::{
19 RefinementSettings,
20 IterInfo,
21 };
22 use crate::subproblem::{
23 InnerSettings,
24 InnerMethod,
25 };
26 use crate::tolerance::Tolerance;
27 use crate::measures::merging::SpikeMergingMethod;
28 use crate::regularisation::RegTerm;
29
30 pub mod wave;
31 pub mod radon_squared;
32 pub use radon_squared::RadonSquared;
33
34 /// Settings for the solution of the stepwise optimality condition.
35 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)]
36 #[serde(default)]
37 pub struct FBGenericConfig<F : Float> {
38 /// Tolerance for point insertion.
39 pub tolerance : Tolerance<F>,
40
41 /// Stop looking for predual maximum (where to isert a new point) below
42 /// `tolerance` multiplied by this factor.
43 ///
44 /// Not used by [`super::radon_fb`].
45 pub insertion_cutoff_factor : F,
46
47 /// Settings for branch and bound refinement when looking for predual maxima
48 pub refinement : RefinementSettings<F>,
49
50 /// Maximum insertions within each outer iteration
51 ///
52 /// Not used by [`super::radon_fb`].
53 pub max_insertions : usize,
54
55 /// Pair `(n, m)` for maximum insertions `m` on first `n` iterations.
56 ///
57 /// Not used by [`super::radon_fb`].
58 pub bootstrap_insertions : Option<(usize, usize)>,
59
60 /// Inner method settings
61 pub inner : InnerSettings<F>,
62
63 /// Spike merging method
64 pub merging : SpikeMergingMethod<F>,
65
66 /// Tolerance multiplier for merges
67 pub merge_tolerance_mult : F,
68
69 /// Spike merging method after the last step
70 pub final_merging : SpikeMergingMethod<F>,
71
72 /// Iterations between merging heuristic tries
73 pub merge_every : usize,
74
75 // /// Save $μ$ for postprocessing optimisation
76 // pub postprocessing : bool
77 }
78
79 #[replace_float_literals(F::cast_from(literal))]
80 impl<F : Float> Default for FBGenericConfig<F> {
81 fn default() -> Self {
82 FBGenericConfig {
83 tolerance : Default::default(),
84 insertion_cutoff_factor : 1.0,
85 refinement : Default::default(),
86 max_insertions : 100,
87 //bootstrap_insertions : None,
88 bootstrap_insertions : Some((10, 1)),
89 inner : InnerSettings {
90 method : InnerMethod::Default,
91 .. Default::default()
92 },
93 merging : SpikeMergingMethod::None,
94 //merging : Default::default(),
95 final_merging : Default::default(),
96 merge_every : 10,
97 merge_tolerance_mult : 2.0,
98 // postprocessing : false,
99 }
100 }
101 }
102
103 impl<F : Float> FBGenericConfig<F> {
104 /// Check if merging should be attempted this iteration
105 pub fn merge_now<I : AlgIterator>(&self, state : &AlgIteratorIteration<I>) -> bool {
106 state.iteration() % self.merge_every == 0
107 }
108 }
109
110
111 /// Trait for proximal penalties
112 pub trait ProxPenalty<F, PreadjointCodomain, Reg, const N : usize>
113 where
114 F : Float + ToNalgebraRealField,
115 Reg : RegTerm<F, N>,
116 {
117 type ReturnMapping : RealMapping<F, N>;
118
119 /// Insert new spikes into `μ` to approximately satisfy optimality conditions
120 /// with the forward step term fixed to `τv`.
121 ///
122 /// May return `τv + w` for `w` a subdifferential of the regularisation term `reg`,
123 /// as well as an indication of whether the tolerance bounds `ε` are satisfied.
124 ///
125 /// `μ_base + ν_delta` is the base point, where `μ` and `μ_base` are assumed to have the same
126 /// spike locations, while `ν_delta` may have different locations.
127 ///
128 /// `τv` is mutable to allow [`alg_tools::bisection_tree::btfn::BTFN`] refinement.
129 /// Actual values of `τv` are not supposed to be mutated.
130 fn insert_and_reweigh<I>(
131 &self,
132 μ : &mut RNDM<F, N>,
133 τv : &mut PreadjointCodomain,
134 μ_base : &RNDM<F, N>,
135 ν_delta: Option<&RNDM<F, N>>,
136 τ : F,
137 ε : F,
138 config : &FBGenericConfig<F>,
139 reg : &Reg,
140 state : &AlgIteratorIteration<I>,
141 stats : &mut IterInfo<F, N>,
142 ) -> (Option<Self::ReturnMapping>, bool)
143 where
144 I : AlgIterator;
145
146
147 /// Merge spikes, if possible.
148 fn merge_spikes(
149 &self,
150 μ : &mut RNDM<F, N>,
151 τv : &mut PreadjointCodomain,
152 μ_base : &RNDM<F, N>,
153 τ : F,
154 ε : F,
155 config : &FBGenericConfig<F>,
156 reg : &Reg,
157 ) -> usize;
158 }

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