Mercurial > repos > pointsource_algs / file comparison
comparison: src/subproblem.rs
src/subproblem.rs
- changeset 52
- f0e8704d3f0e
- parent 39
- 6316d68b58af
equal
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| 31:6105b5cd8d89 | 52:f0e8704d3f0e |
|---|---|
| 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; | |
| 17 | 19 |
| 18 #[deprecated(since = "1.0.1", note = "Moved to submodule nonneg")] | |
| 19 pub use nonneg::{ | |
| 20 quadratic_nonneg, | |
| 21 quadratic_nonneg_ssn, | |
| 22 quadratic_nonneg_fb | |
| 23 }; | |
| 24 | 20 |
| 25 /// Method for solving finite-dimensional subproblems | 21 /// Method for solving finite-dimensional subproblems. |
| 22 /// Not all outer methods necessarily support all options. | |
| 26 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)] | 23 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)] |
| 27 #[allow(dead_code)] | 24 #[allow(dead_code)] |
| 28 pub enum InnerMethod { | 25 pub enum InnerMethod { |
| 29 /// Forward-backward | 26 /// Forward-backward |
| 30 FB, | 27 FB, |
| 31 /// Semismooth Newton | 28 /// Semismooth Newton |
| 32 SSN, | 29 SSN, |
| 30 /// PDPS | |
| 31 PDPS, | |
| 33 } | 32 } |
| 34 | 33 |
| 35 /// Settings for the solution of finite-dimensional subproblems | 34 /// Settings for the solution of finite-dimensional subproblems |
| 36 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)] | 35 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)] |
| 37 pub struct InnerSettings<F : Float> { | 36 pub struct InnerSettings<F : Float> { |
| 38 /// Method | 37 /// Method |
| 39 pub method : InnerMethod, | 38 pub method : InnerMethod, |
| 40 /// Proportional step length (∈ [0, 1) for `InnerMethod::FB`). | 39 /// Proportional step length ∈ [0, 1) for `InnerMethod::FB`. |
| 41 pub τ0 : F, | 40 pub fb_τ0 : F, |
| 41 /// Proportional primal and dual step lengths for `InnerMethod::PDPS`. | |
| 42 pub pdps_τσ0 : (F, F), | |
| 42 /// Fraction of `tolerance` given to inner algorithm | 43 /// Fraction of `tolerance` given to inner algorithm |
| 43 pub tolerance_mult : F, | 44 pub tolerance_mult : F, |
| 44 /// Iterator options | 45 /// Iterator options |
| 45 #[serde(flatten)] | 46 #[serde(flatten)] |
| 46 pub iterator_options : AlgIteratorOptions, | 47 pub iterator_options : AlgIteratorOptions, |
| 48 | 49 |
| 49 #[replace_float_literals(F::cast_from(literal))] | 50 #[replace_float_literals(F::cast_from(literal))] |
| 50 impl<F : Float> Default for InnerSettings<F> { | 51 impl<F : Float> Default for InnerSettings<F> { |
| 51 fn default() -> Self { | 52 fn default() -> Self { |
| 52 InnerSettings { | 53 InnerSettings { |
| 53 τ0 : 0.99, | 54 fb_τ0 : 0.99, |
| 55 pdps_τσ0 : (1.98, 0.5), | |
| 54 iterator_options : AlgIteratorOptions { | 56 iterator_options : AlgIteratorOptions { |
| 55 // max_iter cannot be very small, as initially FB needs many iterations, although | 57 // max_iter cannot be very small, as initially FB needs many iterations, although |
| 56 // on later invocations even one or two tends to be enough | 58 // on later invocations even one or two tends to be enough |
| 57 max_iter : 2000, | 59 max_iter : 2000, |
| 58 // verbose_iter affects testing of sufficient convergence, so we set it to | 60 // verbose_iter affects testing of sufficient convergence, so we set it to |
| 60 verbose_iter : Verbose::Every(1), | 62 verbose_iter : Verbose::Every(1), |
| 61 // … but don't print out anything | 63 // … but don't print out anything |
| 62 quiet : true, | 64 quiet : true, |
| 63 .. Default::default() | 65 .. Default::default() |
| 64 }, | 66 }, |
| 65 method : InnerMethod::FB, | 67 method : InnerMethod::SSN, |
| 66 tolerance_mult : 0.01, | 68 tolerance_mult : 0.01, |
| 67 } | 69 } |
| 68 } | 70 } |
| 69 } | 71 } |
