Mercurial > repos > pointsource_algs / file comparison
comparison: src/frank_wolfe.rs
src/frank_wolfe.rs
- branch
- dev
- changeset 34
- efa60bc4f743
- parent 32
- 56c8adc32b09
- child 35
- b087e3eab191
equal
deleted
inserted
replaced
| 33:aec67cdd6b14 | 34:efa60bc4f743 |
|---|---|
| 230 // 2-norm, we estimate | 230 // 2-norm, we estimate |
| 231 // ‖A‖_{2,2} := sup_{‖x‖_2 ≤ 1} ‖Ax‖_2 ≤ sup_{‖x‖_1 ≤ C} ‖Ax‖_2 | 231 // ‖A‖_{2,2} := sup_{‖x‖_2 ≤ 1} ‖Ax‖_2 ≤ sup_{‖x‖_1 ≤ C} ‖Ax‖_2 |
| 232 // = C sup_{‖x‖_1 ≤ 1} ‖Ax‖_2 = C ‖A‖_{1,2}, | 232 // = C sup_{‖x‖_1 ≤ 1} ‖Ax‖_2 = C ‖A‖_{1,2}, |
| 233 // where C = √m satisfies ‖x‖_1 ≤ C ‖x‖_2. Since we are intested in ‖A_*A‖, no | 233 // where C = √m satisfies ‖x‖_1 ≤ C ‖x‖_2. Since we are intested in ‖A_*A‖, no |
| 234 // square root is needed when we scale: | 234 // square root is needed when we scale: |
| 235 let inner_τ = inner.τ0 / (findim_data.opAnorm_squared * F::cast_from(μ.len())); | 235 let normest = findim_data.opAnorm_squared * F::cast_from(μ.len()); |
| 236 let iters = quadratic_unconstrained(inner.method, &Ã, &g̃, self.α(), | 236 let iters = quadratic_unconstrained(&Ã, &g̃, self.α(), &mut x, |
| 237 &mut x, inner_τ, iterator); | 237 normest, inner, iterator); |
| 238 // Update masses of μ based on solution of finite-dimensional subproblem. | 238 // Update masses of μ based on solution of finite-dimensional subproblem. |
| 239 μ.set_masses_dvector(&x); | 239 μ.set_masses_dvector(&x); |
| 240 | 240 |
| 241 iters | 241 iters |
| 242 } | 242 } |
| 327 // 2-norm, we estimate | 327 // 2-norm, we estimate |
| 328 // ‖A‖_{2,2} := sup_{‖x‖_2 ≤ 1} ‖Ax‖_2 ≤ sup_{‖x‖_1 ≤ C} ‖Ax‖_2 | 328 // ‖A‖_{2,2} := sup_{‖x‖_2 ≤ 1} ‖Ax‖_2 ≤ sup_{‖x‖_1 ≤ C} ‖Ax‖_2 |
| 329 // = C sup_{‖x‖_1 ≤ 1} ‖Ax‖_2 = C ‖A‖_{1,2}, | 329 // = C sup_{‖x‖_1 ≤ 1} ‖Ax‖_2 = C ‖A‖_{1,2}, |
| 330 // where C = √m satisfies ‖x‖_1 ≤ C ‖x‖_2. Since we are intested in ‖A_*A‖, no | 330 // where C = √m satisfies ‖x‖_1 ≤ C ‖x‖_2. Since we are intested in ‖A_*A‖, no |
| 331 // square root is needed when we scale: | 331 // square root is needed when we scale: |
| 332 let inner_τ = inner.τ0 / (findim_data.opAnorm_squared * F::cast_from(μ.len())); | 332 let normest = findim_data.opAnorm_squared * F::cast_from(μ.len()); |
| 333 let iters = quadratic_nonneg(inner.method, &Ã, &g̃, self.α(), | 333 let iters = quadratic_nonneg(&Ã, &g̃, self.α(), &mut x, |
| 334 &mut x, inner_τ, iterator); | 334 normest, inner, iterator); |
| 335 // Update masses of μ based on solution of finite-dimensional subproblem. | 335 // Update masses of μ based on solution of finite-dimensional subproblem. |
| 336 μ.set_masses_dvector(&x); | 336 μ.set_masses_dvector(&x); |
| 337 | 337 |
| 338 iters | 338 iters |
| 339 } | 339 } |
| 478 }; | 478 }; |
| 479 | 479 |
| 480 inner_iters += reg.optimise_weights(&mut μ, opA, b, &findim_data, &config.inner, inner_it); | 480 inner_iters += reg.optimise_weights(&mut μ, opA, b, &findim_data, &config.inner, inner_it); |
| 481 | 481 |
| 482 // Merge spikes and update residual for next step and `if_verbose` below. | 482 // Merge spikes and update residual for next step and `if_verbose` below. |
| 483 let n_before_merge = μ.len(); | 483 let (r, count) = μ.merge_spikes_fitness(config.merging, |
| 484 residual = μ.merge_spikes_fitness(config.merging, | 484 |μ̃| opA.apply(μ̃) - b, |
| 485 |μ̃| opA.apply(μ̃) - b, | 485 A::Observable::norm2_squared); |
| 486 A::Observable::norm2_squared); | 486 residual = r; |
| 487 assert!(μ.len() >= n_before_merge); | 487 merged += count; |
| 488 merged += μ.len() - n_before_merge; | |
| 489 | 488 |
| 490 | 489 |
| 491 // Prune points with zero mass | 490 // Prune points with zero mass |
| 492 let n_before_prune = μ.len(); | 491 let n_before_prune = μ.len(); |
| 493 μ.prune(); | 492 μ.prune(); |
| 510 this_iters, | 509 this_iters, |
| 511 merged, | 510 merged, |
| 512 pruned, | 511 pruned, |
| 513 ε : ε_prev, | 512 ε : ε_prev, |
| 514 postprocessing : None, | 513 postprocessing : None, |
| 514 untransported_fraction : None, | |
| 515 transport_error : None, | |
| 515 }; | 516 }; |
| 516 inner_iters = 0; | 517 inner_iters = 0; |
| 517 this_iters = 0; | 518 this_iters = 0; |
| 518 merged = 0; | 519 merged = 0; |
| 519 pruned = 0; | 520 pruned = 0; |
