Mercurial > repos > pointsource_algs / file comparison
comparison: src/subproblem.rs
src/subproblem.rs
- branch
- dev
- changeset 34
- efa60bc4f743
- parent 29
- 87649ccfa6a8
- child 39
- 6316d68b58af
equal
deleted
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replaced
| 33:aec67cdd6b14 | 34:efa60bc4f743 |
|---|---|
| 12 | 12 |
| 13 use crate::types::*; | 13 use crate::types::*; |
| 14 | 14 |
| 15 pub mod nonneg; | 15 pub mod nonneg; |
| 16 pub mod unconstrained; | 16 pub mod unconstrained; |
| 17 pub mod l1squared_unconstrained; | |
| 18 pub mod l1squared_nonneg; | |
| 19 | |
| 17 | 20 |
| 18 /// Method for solving finite-dimensional subproblems | 21 /// Method for solving finite-dimensional subproblems |
| 19 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)] | 22 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)] |
| 20 #[allow(dead_code)] | 23 #[allow(dead_code)] |
| 21 pub enum InnerMethod { | 24 pub enum InnerMethod { |
| 22 /// Forward-backward | 25 /// Forward-backward |
| 23 FB, | 26 FB, |
| 24 /// Semismooth Newton | 27 /// Semismooth Newton |
| 25 SSN, | 28 SSN, |
| 29 /// PDPS | |
| 30 PDPS, | |
| 31 /// Problem-specific choice (in practise FB or PDPS, whichever is implemented) | |
| 32 Default, | |
| 26 } | 33 } |
| 27 | 34 |
| 28 /// Settings for the solution of finite-dimensional subproblems | 35 /// Settings for the solution of finite-dimensional subproblems |
| 29 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)] | 36 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)] |
| 30 pub struct InnerSettings<F : Float> { | 37 pub struct InnerSettings<F : Float> { |
| 31 /// Method | 38 /// Method |
| 32 pub method : InnerMethod, | 39 pub method : InnerMethod, |
| 33 /// Proportional step length (∈ [0, 1) for `InnerMethod::FB`). | 40 /// Proportional step length ∈ [0, 1) for `InnerMethod::FB`. |
| 34 pub τ0 : F, | 41 pub fb_τ0 : F, |
| 42 /// Proportional primal and dual step lengths for `InnerMethod::PDPS`. | |
| 43 pub pdps_τσ0 : (F, F), | |
| 35 /// Fraction of `tolerance` given to inner algorithm | 44 /// Fraction of `tolerance` given to inner algorithm |
| 36 pub tolerance_mult : F, | 45 pub tolerance_mult : F, |
| 37 /// Iterator options | 46 /// Iterator options |
| 38 #[serde(flatten)] | 47 #[serde(flatten)] |
| 39 pub iterator_options : AlgIteratorOptions, | 48 pub iterator_options : AlgIteratorOptions, |
| 41 | 50 |
| 42 #[replace_float_literals(F::cast_from(literal))] | 51 #[replace_float_literals(F::cast_from(literal))] |
| 43 impl<F : Float> Default for InnerSettings<F> { | 52 impl<F : Float> Default for InnerSettings<F> { |
| 44 fn default() -> Self { | 53 fn default() -> Self { |
| 45 InnerSettings { | 54 InnerSettings { |
| 46 τ0 : 0.99, | 55 fb_τ0 : 0.99, |
| 56 pdps_τσ0 : (1.98, 0.5), | |
| 47 iterator_options : AlgIteratorOptions { | 57 iterator_options : AlgIteratorOptions { |
| 48 // 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 |
| 49 // on later invocations even one or two tends to be enough | 59 // on later invocations even one or two tends to be enough |
| 50 max_iter : 2000, | 60 max_iter : 2000, |
| 51 // 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 |
| 53 verbose_iter : Verbose::Every(1), | 63 verbose_iter : Verbose::Every(1), |
| 54 // … but don't print out anything | 64 // … but don't print out anything |
| 55 quiet : true, | 65 quiet : true, |
| 56 .. Default::default() | 66 .. Default::default() |
| 57 }, | 67 }, |
| 58 method : InnerMethod::FB, | 68 method : InnerMethod::Default, |
| 59 tolerance_mult : 0.01, | 69 tolerance_mult : 0.01, |
| 60 } | 70 } |
| 61 } | 71 } |
| 62 } | 72 } |
