Fri, 02 Oct 2026 12:03:25 -0500
Store subdifferential discrepancy in log
| src/fb.rs | file | annotate | diff | comparison | revisions | |
| src/forward_pdps.rs | file | annotate | diff | comparison | revisions | |
| src/pdps.rs | file | annotate | diff | comparison | revisions | |
| src/regularisation.rs | file | annotate | diff | comparison | revisions | |
| src/run.rs | file | annotate | diff | comparison | revisions | |
| src/sliding_fb.rs | file | annotate | diff | comparison | revisions | |
| src/sliding_pdps.rs | file | annotate | diff | comparison | revisions | |
| src/types.rs | file | annotate | diff | comparison | revisions |
--- a/src/fb.rs Fri Aug 14 10:38:27 2026 -0500 +++ b/src/fb.rs Fri Oct 02 12:03:25 2026 -0500 @@ -79,17 +79,19 @@ use crate::domain::{AdmissibleDomain, FullSpace}; use crate::measures::merging::SpikeMerging; -use crate::measures::DiscreteMeasure; +use crate::measures::{DiscreteMeasure, Radon}; use crate::plot::Plotter; pub use crate::prox_penalty::{InsertionConfig, ProxPenalty, StepLengthBound}; use crate::regularisation::RegTerm; use crate::types::*; +use alg_tools::bounds::MinMaxMapping; use alg_tools::error::DynResult; use alg_tools::instance::Instance; use alg_tools::iterate::AlgIteratorFactory; use alg_tools::linops::Space; use alg_tools::mapping::DifferentiableMapping; use alg_tools::nalgebra_support::ToNalgebraRealField; +use alg_tools::norms::Norm; use colored::Colorize; use measures::DeltaMeasure; use numeric_literals::replace_float_literals; @@ -168,9 +170,9 @@ U: Space + Clone, F: Float + ToNalgebraRealField, I: AlgIteratorFactory<IterInfo<F>>, - DiscreteMeasure<U, F>: SpikeMerging<F>, + DiscreteMeasure<U, F>: SpikeMerging<F> + Norm<Radon, F>, Dat: DifferentiableMapping<DiscreteMeasure<U, F>, Codomain = F>, - Dat::DerivativeDomain: ClosedMul<F>, + Dat::DerivativeDomain: ClosedMul<F> + MinMaxMapping<U, F>, Reg: RegTerm<U, F>, P: ProxPenalty<U, Dat::DerivativeDomain, Reg, F> + StepLengthBound<F, Dat>, Plot: Plotter<P::ReturnMapping, Dat::DerivativeDomain, DiscreteMeasure<U, F>>, @@ -187,23 +189,26 @@ let mut μ = μ0.unwrap_or_else(|| DiscreteMeasure::new()); // Statistics - let full_stats = |μ: &DiscreteMeasure<U, F>, ε, stats| IterInfo { - value: f.apply(μ) + reg.apply(μ), - n_spikes: μ.len(), - ε, - //postprocessing: config.postprocessing.then(|| μ.clone()), - ..stats - }; + let full_stats = + |μ: &DiscreteMeasure<U, F>, τv: &mut Dat::DerivativeDomain, ε, stats| IterInfo { + value: f.apply(μ) + reg.apply(μ), + n_spikes: μ.len(), + μ_norm: μ.norm(Radon), + ε, + discrepancy: Some(reg.discrepancy(τv, τ, ε, μ, config)), + //postprocessing: config.postprocessing.then(|| μ.clone()), + ..stats + }; let mut stats = IterInfo::new(); + // Calculate smooth part of surrogate model. + let mut τv = f.differential(&μ) * τ; + // Run the algorithm - for state in iterator.iter_init(|| full_stats(&μ, ε, stats.clone())) { + for state in iterator.iter_init(|| full_stats(&μ, &mut τv, ε, stats.clone())) { let maybe_μ_base = config.if_merge_now_check(&state, || μ.clone()); let μ_base_len = μ.len(); - // Calculate smooth part of surrogate model. - let mut τv = f.differential(&μ) * τ; - // Do spike insertiona nd finite-dimensional weight optimisation prox_penalty.insert_and_reweigh(&mut μ, &mut τv, τ, ε, config, ®, &state, &mut stats)?; @@ -256,10 +261,18 @@ let iter = state.iteration(); stats.this_iters += 1; + // Calculate smooth part of surrogate model. + τv = f.differential(&μ) * τ; + // Give statistics if needed state.if_verbose(|| { plotter.plot_spikes(iter, None, Some(&τv), &μ); - full_stats(&μ, ε, std::mem::replace(&mut stats, IterInfo::new())) + full_stats( + &μ, + &mut τv, + ε, + std::mem::replace(&mut stats, IterInfo::new()), + ) }); // Update main tolerance for next iteration @@ -284,9 +297,9 @@ U: Space + Clone, F: Float + ToNalgebraRealField, I: AlgIteratorFactory<IterInfo<F>>, - DiscreteMeasure<U, F>: SpikeMerging<F>, + DiscreteMeasure<U, F>: SpikeMerging<F> + Norm<Radon, F>, Dat: DifferentiableMapping<DiscreteMeasure<U, F>, Codomain = F>, - Dat::DerivativeDomain: ClosedMul<F>, + Dat::DerivativeDomain: ClosedMul<F> + MinMaxMapping<U, F>, Reg: RegTerm<U, F>, P: ProxPenalty<U, Dat::DerivativeDomain, Reg, F> + StepLengthBound<F, Dat>, Plot: Plotter<P::ReturnMapping, Dat::DerivativeDomain, DiscreteMeasure<U, F>>, @@ -330,7 +343,7 @@ I: AlgIteratorFactory<IterInfo<F>>, DiscreteMeasure<U, F>: SpikeMerging<F>, Dat: DifferentiableMapping<DiscreteMeasure<U, F>, Codomain = F>, - Dat::DerivativeDomain: ClosedMul<F>, + Dat::DerivativeDomain: ClosedMul<F> + MinMaxMapping<U, F>, Reg: RegTerm<U, F>, P: ProxPenalty<U, Dat::DerivativeDomain, Reg, F> + StepLengthBound<F, Dat>, Plot: Plotter<P::ReturnMapping, Dat::DerivativeDomain, DiscreteMeasure<U, F>>, @@ -350,17 +363,21 @@ let mut warned_merging = false; // Statistics - let full_stats = |ν: &DiscreteMeasure<U, F>, ε, stats| IterInfo { + let full_stats = |ν: &DiscreteMeasure<U, F>, + maybe_τv: Option<&mut Dat::DerivativeDomain>, + ε, + stats| IterInfo { value: f.apply(ν) + reg.apply(ν), n_spikes: ν.len(), ε, + discrepancy: maybe_τv.map(|τv| reg.discrepancy(τv, τ, ε, ν, config)), // postprocessing: config.postprocessing.then(|| ν.clone()), ..stats }; let mut stats = IterInfo::new(); // Run the algorithm - for state in iterator.iter_init(|| full_stats(&μ, ε, stats.clone())) { + for state in iterator.iter_init(|| full_stats(&μ, None, ε, stats.clone())) { let μ_base_len = μ.len(); // Calculate smooth part of surrogate model. let mut τv = f.differential(&μ) * τ; @@ -410,7 +427,12 @@ // Give statistics if needed state.if_verbose(|| { plotter.plot_spikes(iter, None, Some(&τv), &μ_prev); - full_stats(&μ_prev, ε, std::mem::replace(&mut stats, IterInfo::new())) + full_stats( + &μ_prev, + Some(&mut τv), + ε, + std::mem::replace(&mut stats, IterInfo::new()), + ) }); // Update main tolerance for next iteration
--- a/src/forward_pdps.rs Fri Aug 14 10:38:27 2026 -0500 +++ b/src/forward_pdps.rs Fri Oct 02 12:03:25 2026 -0500 @@ -11,6 +11,7 @@ use crate::prox_penalty::{ProxPenalty, StepLengthBoundPair}; use crate::regularisation::RegTerm; use crate::types::*; +use alg_tools::bounds::MinMaxMapping; use alg_tools::convex::{Conjugable, Prox, Zero}; use alg_tools::direct_product::Pair; use alg_tools::error::DynResult; @@ -22,11 +23,12 @@ }; use alg_tools::mapping::{DifferentiableMapping, Instance}; use alg_tools::nalgebra_support::ToNalgebraRealField; -use alg_tools::norms::L2; +use alg_tools::norms::{Norm, L2}; use anyhow::ensure; -use measures::DeltaMeasure; +use measures::{DeltaMeasure, Radon}; use numeric_literals::replace_float_literals; use serde::{Deserialize, Serialize}; +//use std::ops::Mul; /// Settings for [`pointsource_forward_pdps_pair`]. #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)] @@ -123,9 +125,9 @@ U: Space + Clone, I: AlgIteratorFactory<IterInfo<F>>, Dat: DifferentiableMapping<MeasureZ<F, Z, U>, Codomain = F, DerivativeDomain = Pair<S, Z>>, - S: ClosedMul<F>, + S: ClosedMul<F> + MinMaxMapping<U, F>, for<'a> Pair<&'a P, &'a IdOp<Z>>: StepLengthBoundPair<F, Dat>, - DiscreteMeasure<U, F>: SpikeMerging<F>, + DiscreteMeasure<U, F>: SpikeMerging<F> + Norm<Radon, F>, Reg: RegTerm<U, F>, P: ProxPenalty<U, S, Reg, F>, KOpZ: BoundedLinear<Z, L2, L2, F, Codomain = Y> @@ -134,8 +136,8 @@ KOpZ::SimpleAdjoint: GEMV<F, Y>, Y: ClosedEuclidean<F>, for<'b> &'b Y: Instance<Y>, - Z: ClosedEuclidean<F> + AXPY, - for<'b> &'b Z: Instance<Z>, + Z: ClosedEuclidean<F> + AXPY + Clone, + for<'b> &'b Z: Instance<Z>, // compiler overflow + Mul<F, Output = Z>, R: Prox<Z, Codomain = F>, H: Conjugable<Y, F, Codomain = F>, for<'b> H::Conjugate<'b>: Prox<Y>, @@ -158,9 +160,21 @@ let idOpZ = IdOp::new(); let opKz_adj = opKz.adjoint(); let (l, l_z) = Pair(prox_penalty, &idOpZ).step_length_bound_pair(&f)?; + let l_z_prime = if l_z == 0.0 { + 1.0 + } else { + ensure!(config.σp0 < 1.0); + l_z + }; + let l_prime = if l == 0.0 { + 1.0 + } else { + ensure!(config.τ0 < 1.0); + l + }; let (τ, σ_p, σ_d) = if is_fb { - (config.τ0 / l, config.σp0 / l_z, 0.0) + (config.τ0 / l_prime, config.σp0 / l_z_prime, 0.0) } else { ensure!( //config.τ0 < 1.0 && @@ -168,10 +182,10 @@ "Invalid step length parameters" ); let σ_d = config.σd0 / nKz; - let σ_p = config.σp0 / (l_z + config.σd0 * nKz); + let σ_p = config.σp0 / (l_z_prime + config.σd0 * nKz); let φ = 1.0 - config.σp0; - let a = 1.0 - σ_p * l_z; - let τ = config.τ0 * φ / (σ_d * bigM * a + φ * l); + let a = 1.0 - σ_p * l_z_prime; + let τ = config.τ0 * φ / (σ_d * bigM * a + φ * l_prime); (τ, σ_p, σ_d) }; @@ -187,24 +201,37 @@ let starH = fnH.conjugate(); // Statistics - let full_stats = |μ: &DiscreteMeasure<U, F>, z: &Z, ε, stats| IterInfo { - value: f.apply(Pair(μ, z)) + let full_stats = |μ: &DiscreteMeasure<U, F>, v: &mut S, z: &Z, dz: &Z, ε, stats| { + let value = f.apply(Pair(μ, z)) + fnR.apply(z) + reg.apply(μ) - + fnH.apply(/* opKμ.apply(μ) + */ opKz.apply(z)), - n_spikes: μ.len(), - ε, - // postprocessing: config.insertion.postprocessing.then(|| μ.clone()), - ..stats + + fnH.apply(/* opKμ.apply(μ) + */ opKz.apply(z)); + let discrepancy = reg.discrepancy(v, τ, ε, μ, &config.insertion); + let aux_discrepancy = is_fb.then(|| z.dist2(fnR.prox(σ_p, Z::clone(dz) * (-σ_p) + z))); + let joint_discrepancy = aux_discrepancy + .map(|d| (discrepancy.powi(2) + τ * (2.0 / σ_p - l_z) * d.powi(2)).sqrt()); + IterInfo { + value, + n_spikes: μ.len(), + discrepancy: Some(discrepancy), + μ_norm: μ.norm(Radon), + // compiler overflow with the necesssary trait bounds: + //aux_discrepancy: is_fb.then(|| z.dist2(fnR.prox(σ_p, dz * (-σ_p) + z))), + aux_discrepancy, + joint_discrepancy, + ε, + // postprocessing: config.insertion.postprocessing.then(|| μ.clone()), + ..stats + } }; let mut stats = IterInfo::new(); - let zy_step = |mut z, mut y, mut z_tmp| { + let zy_step = |mut z, mut y, mut dz| { // Do z variable primal update - opKz_adj.apply_add(&mut z_tmp, &y); - z_tmp.axpy(1.0, &z, -σ_p); - let z_new = fnR.prox(σ_p, z_tmp); - //let z_new = fnR.prox(σ_p, z_tmp * (-σ_p) + &z); + opKz_adj.apply_add(&mut dz, &y); + dz.axpy(1.0, &z, -σ_p); + let z_new = fnR.prox(σ_p, dz); + //let z_new = fnR.prox(σ_p, dz * (-σ_p) + &z); // Do dual update z.axpy(1.0 + ω, &z_new, -ω); //z = (z - &z_new) * (-ω) + &z_new; @@ -213,11 +240,13 @@ (z_new, y) }; + // Calculate differential of smooth part + let Pair(mut v, mut dz) = f.differential(Pair(&μ, &z)); + let mut τv = v * τ; + // Run the algorithm - for state in iterator.iter_init(|| full_stats(&μ, &z, ε, stats.clone())) { + for state in iterator.iter_init(|| full_stats(&μ, &mut τv, &z, &dz, ε, stats.clone())) { // Calculate initial transport - let Pair(v, z_tmp) = f.differential(Pair(&μ, &z)); - let mut τv = v * τ; let μ_base = μ.clone(); let μ_base_len = μ_base.len(); @@ -233,7 +262,7 @@ &mut stats, )?; - (z, y) = zy_step(z, y, z_tmp); + (z, y) = zy_step(z, y, dz); stats.inserted += μ.len() - μ_base.len(); @@ -263,7 +292,7 @@ for _ in 0..config.insertion.extra_weight_optimisation_steps { // Do extra weight optimisation step heuristic - let Pair(v, mut _z_tmp) = f.differential(Pair(&μ, &z)); + let Pair(v, mut _dz) = f.differential(Pair(&μ, &z)); τv = v * τ; prox_penalty.reweigh( &mut μ, @@ -276,9 +305,9 @@ &mut stats, )?; - // opKz_adj.apply_add(&mut z_tmp, &y); - // z_tmp.axpy(1.0, &z, -σ_p); - // let z_new = fnR.prox(σ_p, z_tmp); + // opKz_adj.apply_add(&mut dz, &y); + // dz.axpy(1.0, &z, -σ_p); + // let z_new = fnR.prox(σ_p, dz); // z.axpy(1.0 + ω, &z_new, -ω); // //z = (z - &z_new) * (-ω) + &z_new; // opKz.gemv(&mut y, σ_d, z, 1.0); @@ -300,9 +329,20 @@ let iter = state.iteration(); stats.this_iters += 1; + // Update differential of smooth part + Pair(v, dz) = f.differential(Pair(&μ, &z)); + τv = v * τ; + state.if_verbose(|| { plotter.plot_spikes(iter, None, Some(&τv), &μ); - full_stats(&μ, &z, ε, std::mem::replace(&mut stats, IterInfo::new())) + full_stats( + &μ, + &mut τv, + &z, + &dz, + ε, + std::mem::replace(&mut stats, IterInfo::new()), + ) }); // Update main tolerance for next iteration @@ -354,10 +394,10 @@ //for<'a> &'a U: Instance<U>, I: AlgIteratorFactory<IterInfo<F>>, Dat: DifferentiableMapping<MeasureZ<F, Z, U>, Codomain = F, DerivativeDomain = Pair<S, Z>>, - S: ClosedMul<F>, + S: ClosedMul<F> + MinMaxMapping<U, F>, for<'a> Pair<&'a P, &'a IdOp<Z>>: StepLengthBoundPair<F, Dat>, //Pair<S, Z>: ClosedMul<F>, - DiscreteMeasure<U, F>: SpikeMerging<F>, + DiscreteMeasure<U, F>: SpikeMerging<F> + Norm<Radon, F>, Reg: RegTerm<U, F>, P: ProxPenalty<U, S, Reg, F>, KOpZ: BoundedLinear<Z, L2, L2, F, Codomain = Y> @@ -366,8 +406,8 @@ KOpZ::SimpleAdjoint: GEMV<F, Y>, Y: ClosedEuclidean<F>, for<'b> &'b Y: Instance<Y>, - Z: ClosedEuclidean<F> + AXPY, - for<'b> &'b Z: Instance<Z>, + Z: ClosedEuclidean<F> + AXPY + Clone, // clone not neede if Mul worked below + for<'b> &'b Z: Instance<Z>, // compiler overflow + Mul<F, Output = Z>, R: Prox<Z, Codomain = F>, H: Conjugable<Y, F, Codomain = F>, for<'b> H::Conjugate<'b>: Prox<Y>, @@ -412,13 +452,13 @@ for<'a> &'a U: Instance<U>, I: AlgIteratorFactory<IterInfo<F>>, Dat: DifferentiableMapping<MeasureZ<F, Z, U>, Codomain = F, DerivativeDomain = Pair<S, Z>>, - S: ClosedMul<F>, - DiscreteMeasure<U, F>: SpikeMerging<F>, + S: ClosedMul<F> + MinMaxMapping<U, F>, + DiscreteMeasure<U, F>: SpikeMerging<F> + Norm<Radon, F>, Reg: RegTerm<U, F>, P: ProxPenalty<U, S, Reg, F>, for<'a> Pair<&'a P, &'a IdOp<Z>>: StepLengthBoundPair<F, Dat>, Z: ClosedEuclidean<F> + AXPY + Clone, - for<'b> &'b Z: Instance<Z>, + for<'b> &'b Z: Instance<Z>, // compiler overflow + Mul<F, Output = Z>, R: Prox<Z, Codomain = F>, Plot: Plotter<P::ReturnMapping, S, DiscreteMeasure<U, F>>, { @@ -464,13 +504,13 @@ for<'a> &'a U: Instance<U>, I: AlgIteratorFactory<IterInfo<F>>, Dat: DifferentiableMapping<MeasureZ<F, Z, U>, Codomain = F, DerivativeDomain = Pair<S, Z>>, - S: ClosedMul<F>, - DiscreteMeasure<U, F>: SpikeMerging<F>, + S: ClosedMul<F> + MinMaxMapping<U, F>, + DiscreteMeasure<U, F>: SpikeMerging<F> + Norm<Radon, F>, Reg: RegTerm<U, F>, P: ProxPenalty<U, S, Reg, F>, for<'a> Pair<&'a P, &'a IdOp<Z>>: StepLengthBoundPair<F, Dat>, Z: ClosedEuclidean<F> + AXPY + Clone, - for<'b> &'b Z: Instance<Z>, + for<'b> &'b Z: Instance<Z>, // compiler overflow + Mul<F, Output = Z>, R: Prox<Z, Codomain = F>, Plot: Plotter<P::ReturnMapping, S, DiscreteMeasure<U, F>>, {
--- a/src/pdps.rs Fri Aug 14 10:38:27 2026 -0500 +++ b/src/pdps.rs Fri Oct 02 12:03:25 2026 -0500 @@ -53,8 +53,10 @@ use alg_tools::linops::{Mapping, Space, AXPY}; use alg_tools::mapping::{DataTerm, Instance}; use alg_tools::nalgebra_support::ToNalgebraRealField; +use alg_tools::norms::Norm; use anyhow::ensure; use clap::ValueEnum; +use measures::Radon; use numeric_literals::replace_float_literals; use serde::{Deserialize, Serialize}; @@ -156,7 +158,7 @@ A: ForwardModel<DiscreteMeasure<U, F>, F>, for<'b> &'b A::Observable: Instance<A::Observable>, A::Observable: AXPY<Field = F>, - DiscreteMeasure<U, F>: SpikeMerging<F>, + DiscreteMeasure<U, F>: SpikeMerging<F> + Norm<Radon, F>, Reg: RegTerm<U, F>, Phi: Conjugable<A::Observable, F>, for<'b> Phi::Conjugate<'b>: Prox<A::Observable>, @@ -192,6 +194,7 @@ let full_stats = |μ: &DiscreteMeasure<U, F>, ε, stats| IterInfo { value: f.apply(μ) + reg.apply(μ), n_spikes: μ.len(), + μ_norm: μ.norm(Radon), ε, // postprocessing: config.postprocessing.then(|| μ.clone()), ..stats
--- a/src/regularisation.rs Fri Aug 14 10:38:27 2026 -0500 +++ b/src/regularisation.rs Fri Oct 02 12:03:25 2026 -0500 @@ -148,6 +148,20 @@ where M: MinMaxMapping<Domain, F>; + /// Returns the minimum distance of the subdifferential of $τ[F+R]$ to zero, + /// where $F$ is the smooth data term (differential given in `τv/τ`), and $R$ is + /// this regulariser. + fn discrepancy<M>( + &self, + τv: &mut M, + τ: F, + ε: F, + μ: &DiscreteMeasure<Domain, F>, + config: &InsertionConfig<F>, + ) -> F + where + M: MinMaxMapping<Domain, F>; + /// Verify that `d` is in bounds `ε` for a merge candidate `μ` /// /// `ε` is the current main tolerance and `τ` a scaling factor for the regulariser. @@ -290,6 +304,40 @@ } } + fn discrepancy<M>( + &self, + τv: &mut M, + τ: F, + ε: F, + μ: &DiscreteMeasure<Loc<N, F>, F>, + config: &InsertionConfig<F>, + ) -> F + where + M: MinMaxMapping<Loc<N, F>, F>, + { + let refinement_tolerance = ε * config.refinement.tolerance_mult; + let τα = self.α()*τ; + + let μ_disrepancy = μ + .iter_spikes() + .map(|δ| { + let v = τv.apply(&δ.x); + if δ.α > 0.0 { + (v + τα).abs() + } else { + (-v - τα).max(0.0) + } + }) + .reduce(F::max) + .unwrap_or(0.0); + + let (_, τv_min) = τv.minimise(refinement_tolerance, config.refinement.max_steps); + //let rest_discrepancy = (-d_min - self.α()).max(0.0); + //return rest_discrepancy.max(μ_disrepancy) + // Simplifies to + return (-τv_min - τα).max(μ_disrepancy); + } + fn verify_merge_candidate<M>( &self, d: &mut M, @@ -532,6 +580,54 @@ } } + fn discrepancy<M>( + &self, + τv: &mut M, + τ: F, + ε: F, + μ: &DiscreteMeasure<Loc<N, F>, F>, + config: &InsertionConfig<F>, + ) -> F + where + M: MinMaxMapping<Loc<N, F>, F>, + { + use std::cmp::Ordering::*; + let refinement_tolerance = ε * config.refinement.tolerance_mult; + let τα = τ * self.α(); + + let threshold = |v: F, α: F| { + if v > α { + v - α + } else if v < -α { + -v - α + } else { + 0.0 + } + }; + + let μ_disrepancy = μ + .iter_spikes() + .map(|δ| { + let v = τv.apply(&δ.x); + match δ.α.total_cmp(&0.0) { + Greater => (v + τα).abs(), + Less => (v - τα).abs(), + Equal => threshold(v, τα), + } + }) + .reduce(F::max) + .unwrap_or(0.0); + + let (_, τv_min) = τv.minimise(refinement_tolerance, config.refinement.max_steps); + let (_, τv_max) = τv.maximise(refinement_tolerance, config.refinement.max_steps); + //let rest_discrepancy = (-d_min - α).max(0.0); + //return rest_discrepancy.max(μ_disrepancy) + // Simplifies to + return threshold(τv_min, τα) + .max(threshold(τv_max, τα)) + .max(μ_disrepancy); + } + fn verify_merge_candidate<M>( &self, d: &mut M,
--- a/src/run.rs Fri Aug 14 10:38:27 2026 -0500 +++ b/src/run.rs Fri Oct 02 12:03:25 2026 -0500 @@ -55,7 +55,7 @@ }; use alg_tools::maputil::map3; use alg_tools::nalgebra_support::ToNalgebraRealField; -use alg_tools::norms::{Dist, NormExponent, L1, L2}; +use alg_tools::norms::{Dist, Norm, NormExponent, L1, L2}; use alg_tools::operator_arithmetic::Weighted; use alg_tools::sets::Cube; use alg_tools::sets::SetOrd; @@ -73,6 +73,7 @@ use serde_json; use std::collections::HashMap; use std::hash::Hash; +//use std::ops::Mul; use std::time::Instant; use thiserror::Error; @@ -402,6 +403,10 @@ pruned: usize, this_iters: usize, epsilon: F, + discrepancy: F, + aux_discrepancy: F, + joint_discrepancy: F, + radon_norm: F, } /// Collected experiment statistics @@ -974,7 +979,7 @@ A::Observable: AXPY, Reg: SlidingRegTerm<Loc<N, F>, F>, P: ProxPenalty<Loc<N, F>, A::PreadjointCodomain, Reg, F> + StepLengthBoundPD<F, A, RNDM<N, F>>, - RNDM<N, F>: SpikeMerging<F>, + RNDM<N, F>: SpikeMerging<F> + Norm<Radon, F>, I: AlgIteratorFactory<IterInfo<F>>, Plot: Plotter<P::ReturnMapping, A::PreadjointCodomain, RNDM<N, F>>, { @@ -1421,10 +1426,10 @@ I: AlgIteratorFactory<IterInfo<F>>, Dat: DifferentiableMapping<MeasureZ<F, Z, U>, Codomain = F, DerivativeDomain = Pair<S, Z>> + BoundedCurvature<F>, - S: ClosedMul<F>, + S: ClosedMul<F> + MinMaxMapping<U, F>, for<'a> Pair<&'a P, &'a IdOp<Z>>: StepLengthBoundPair<F, Dat>, //Pair<S, Z>: ClosedMul<F>, - DiscreteMeasure<U, F>: SpikeMerging<F>, + DiscreteMeasure<U, F>: SpikeMerging<F> + Norm<Radon, F>, Reg: SlidingRegTerm<U, F>, P: TransportProxPenalty<U, S, Reg, F>, KOpZ: BoundedLinear<Z, L2, L2, F, Codomain = Y> @@ -1434,7 +1439,7 @@ Y: ClosedEuclidean<F> + Clone, for<'b> &'b Y: Instance<Y>, Z: ClosedEuclidean<F> + Clone + ClosedMul<F> + AXPY, - for<'b> &'b Z: Instance<Z>, + for<'b> &'b Z: Instance<Z>, // compiler overflow + Mul<F, Output = Z>, R: Prox<Z, Codomain = F>, H: Conjugable<Y, F, Codomain = F>, for<'b> H::Conjugate<'b>: Prox<Y>, @@ -1485,10 +1490,10 @@ I: AlgIteratorFactory<IterInfo<F>>, Dat: DifferentiableMapping<MeasureZ<F, Z, U>, Codomain = F, DerivativeDomain = Pair<S, Z>> + BoundedCurvature<F>, - S: ClosedMul<F>, + S: ClosedMul<F> + MinMaxMapping<U, F>, for<'a> Pair<&'a P, &'a IdOp<Z>>: StepLengthBoundPair<F, Dat>, //Pair<S, Z>: ClosedMul<F>, - DiscreteMeasure<U, F>: SpikeMerging<F>, + DiscreteMeasure<U, F>: SpikeMerging<F> + Norm<Radon, F>, Reg: SlidingRegTerm<U, F>, P: TransportProxPenalty<U, S, Reg, F>, KOpZ: BoundedLinear<Z, L2, L2, F, Codomain = Y> @@ -1498,7 +1503,7 @@ Y: ClosedEuclidean<F> + Clone, for<'b> &'b Y: Instance<Y>, Z: ClosedEuclidean<F> + Clone + ClosedMul<F> + AXPY, - for<'b> &'b Z: Instance<Z>, + for<'b> &'b Z: Instance<Z>, // compiler overflow + Mul<F, Output = Z>, R: Prox<Z, Codomain = F>, H: Conjugable<Y, F, Codomain = F>, for<'b> H::Conjugate<'b>: Prox<Y>, @@ -1572,13 +1577,13 @@ I: AlgIteratorFactory<IterInfo<F>>, Dat: DifferentiableMapping<MeasureZ<F, Z, U>, Codomain = F, DerivativeDomain = Pair<S, Z>> + BoundedCurvature<F>, - S: ClosedMul<F>, - DiscreteMeasure<U, F>: SpikeMerging<F>, + S: ClosedMul<F> + MinMaxMapping<U, F>, + DiscreteMeasure<U, F>: SpikeMerging<F> + Norm<Radon, F>, Reg: SlidingRegTerm<U, F>, P: TransportProxPenalty<U, S, Reg, F>, for<'a> Pair<&'a P, &'a IdOp<Z>>: StepLengthBoundPair<F, Dat>, Z: ClosedEuclidean<F> + AXPY + Clone, - for<'b> &'b Z: Instance<Z>, + for<'b> &'b Z: Instance<Z>, // compiler overflow + Mul<F, Output = Z>, R: Prox<Z, Codomain = F>, Plot: Plotter<P::ReturnMapping, S, DiscreteMeasure<U, F>>, { @@ -1615,13 +1620,13 @@ I: AlgIteratorFactory<IterInfo<F>>, Dat: DifferentiableMapping<MeasureZ<F, Z, U>, Codomain = F, DerivativeDomain = Pair<S, Z>> + BoundedCurvature<F>, - S: ClosedMul<F>, - DiscreteMeasure<U, F>: SpikeMerging<F>, + S: ClosedMul<F> + MinMaxMapping<U, F>, + DiscreteMeasure<U, F>: SpikeMerging<F> + Norm<Radon, F>, Reg: SlidingRegTerm<U, F>, P: TransportProxPenalty<U, S, Reg, F>, for<'a> Pair<&'a P, &'a IdOp<Z>>: StepLengthBoundPair<F, Dat>, Z: ClosedEuclidean<F> + AXPY + Clone, - for<'b> &'b Z: Instance<Z>, + for<'b> &'b Z: Instance<Z>, // compiler overflow + Mul<F, Output = Z>, R: Prox<Z, Codomain = F>, Plot: Plotter<P::ReturnMapping, S, DiscreteMeasure<U, F>>, { @@ -1712,8 +1717,12 @@ inner_iters, merged, pruned, + discrepancy, + aux_discrepancy, + joint_discrepancy, //postprocessing, this_iters, + μ_norm, ε, .. } = data; @@ -1742,7 +1751,11 @@ merged, pruned, this_iters, + radon_norm: μ_norm, epsilon: ε, + discrepancy: discrepancy.unwrap_or(F::NEG_INFINITY), + aux_discrepancy: aux_discrepancy.unwrap_or(F::NEG_INFINITY), + joint_discrepancy: joint_discrepancy.unwrap_or(F::NEG_INFINITY), } };
--- a/src/sliding_fb.rs Fri Aug 14 10:38:27 2026 -0500 +++ b/src/sliding_fb.rs Fri Oct 02 12:03:25 2026 -0500 @@ -1006,7 +1006,7 @@ Dat::DerivativeDomain: DifferentiableMapping<U, Codomain = F> + ClosedMul<F> + MinMaxMapping<U, F>, //for<'a> Dat::Differential<'a>: Lipschitz<&'a P, FloatType = F>, - DiscreteMeasure<U, F>: SpikeMerging<F>, + DiscreteMeasure<U, F>: SpikeMerging<F> + Norm<Radon, F>, Reg: SlidingRegTerm<U, F>, P: TransportProxPenalty<U, Dat::DerivativeDomain, Reg, F> + StepLengthBound<F, Dat>, Plot: Plotter<P::ReturnMapping, Dat::DerivativeDomain, DiscreteMeasure<U, F>>, @@ -1038,19 +1038,23 @@ let mut ε = tolerance.initial(); // Statistics - let full_stats = |μ: &DiscreteMeasure<U, F>, ε, stats| IterInfo { - value: f.apply(μ) + reg.apply(μ), - n_spikes: μ.len(), - ε, - // postprocessing: config.insertion.postprocessing.then(|| μ.clone()), - ..stats - }; + let full_stats = + |μ: &DiscreteMeasure<U, F>, v: &mut Dat::DerivativeDomain, ε, stats| IterInfo { + value: f.apply(μ) + reg.apply(μ), + n_spikes: μ.len(), + discrepancy: Some(τ * reg.discrepancy(v, 1.0, ε / τ, μ, &config.insertion)), + μ_norm: μ.norm(Radon), + ε, + // postprocessing: config.insertion.postprocessing.then(|| μ.clone()), + ..stats + }; let mut stats = IterInfo::new(); + // Construct initial smooth part of surrogate model + let mut v = f.differential(&μ); + // Run the algorithm - for state in iterator.iter_init(|| full_stats(&μ, ε, stats.clone())) { - let mut v = f.differential(&μ); - + for state in iterator.iter_init(|| full_stats(&μ, &mut v, ε, stats.clone())) { // Calculate initial transport prox_penalty.initial_transport( &mut γ, @@ -1164,10 +1168,18 @@ let iter = state.iteration(); stats.this_iters += 1; + // Update smooth part of surrogate model + v = f.differential(&μ); + // Give statistics if requested state.if_verbose(|| { - plotter.plot_spikes(iter, None, Some(&τv̆), &μ); - full_stats(&μ, ε, std::mem::replace(&mut stats, IterInfo::new())) + plotter.plot_spikes(iter, None, Some(&v), &μ); + full_stats( + &μ, + &mut v, + ε, + std::mem::replace(&mut stats, IterInfo::new()), + ) }); // Update main tolerance for next iteration @@ -1198,7 +1210,7 @@ Dat::DerivativeDomain: DifferentiableMapping<U, Codomain = F> + ClosedMul<F> + MinMaxMapping<U, F>, //for<'a> Dat::Differential<'a>: Lipschitz<&'a P, FloatType = F>, - DiscreteMeasure<U, F>: SpikeMerging<F>, + DiscreteMeasure<U, F>: SpikeMerging<F> + Norm<Radon, F>, Reg: SlidingRegTerm<U, F>, P: TransportProxPenalty<U, Dat::DerivativeDomain, Reg, F> + StepLengthBound<F, Dat>, Plot: Plotter<P::ReturnMapping, Dat::DerivativeDomain, DiscreteMeasure<U, F>>,
--- a/src/sliding_pdps.rs Fri Aug 14 10:38:27 2026 -0500 +++ b/src/sliding_pdps.rs Fri Oct 02 12:03:25 2026 -0500 @@ -25,9 +25,9 @@ }; use alg_tools::mapping::DifferentiableMapping; use alg_tools::nalgebra_support::ToNalgebraRealField; -use alg_tools::norms::{Dist, L2}; +use alg_tools::norms::{Dist, Norm, L2}; use anyhow::ensure; -use measures::DeltaMeasure; +use measures::{DeltaMeasure, Radon}; use numeric_literals::replace_float_literals; use serde::{Deserialize, Serialize}; @@ -108,9 +108,9 @@ I: AlgIteratorFactory<IterInfo<F>>, Dat: DifferentiableMapping<MeasureZ<F, Z, U>, Codomain = F, DerivativeDomain = Pair<S, Z>> + BoundedCurvature<F>, - S: ClosedMul<F>, + S: ClosedMul<F> + MinMaxMapping<U, F>, for<'a> Pair<&'a P, &'a IdOp<Z>>: StepLengthBoundPair<F, Dat>, - DiscreteMeasure<U, F>: SpikeMerging<F>, + DiscreteMeasure<U, F>: SpikeMerging<F> + Norm<Radon, F>, Reg: SlidingRegTerm<U, F>, P: TransportProxPenalty<U, S, Reg, F>, // KOpM : Linear<DiscreteMeasure<U, F>, Codomain=Y> @@ -159,9 +159,21 @@ let idOpZ = IdOp::new(); let opKz_adj = opKz.adjoint(); let (l, l_z) = Pair(prox_penalty, &idOpZ).step_length_bound_pair(&f)?; + let l_z_prime = if l_z == 0.0 { + 1.0 + } else { + ensure!(config.σp0 < 1.0); + l_z + }; + let l_prime = if l == 0.0 { + 1.0 + } else { + ensure!(config.τ0 < 1.0); + l + }; let (τ, σ_p, σ_d, κ) = if is_fb { - (config.τ0 / l, config.σp0 / l_z, 0.0, 0.0) + (config.τ0 / l_prime, config.σp0 / l_z_prime, 0.0, 0.0) } else { ensure!( //config.τ0 < 1.0 && @@ -178,14 +190,14 @@ // ^^^^^ < 1. then we solve τ from the rest. // If opKZ is the zero operator, then we set σ_d = 0 for τ to be calculated correctly below. let σ_d = config.σd0 / nKz; - let σ_p = config.σp0 / (l_z + config.σd0 * nKz); + let σ_p = config.σp0 / (l_z_prime + config.σd0 * nKz); // Observe that = 1 - ^^^^^^^^^^^^^^^^^^^^^ = 1 - σ_{p,0} // We get the condition τσ_d M (1-σ_p L_z) < (1-σ_{p,0})*(1-τ L) // ⟺ τ [ σ_d M (1-σ_p L_z) + (1-σ_{p,0}) L ] < (1-σ_{p,0}) let φ = 1.0 - config.σp0; - let a = 1.0 - σ_p * l_z; + let a = 1.0 - σ_p * l_z_prime; let τ = config.τ0 * φ / (σ_d * bigM * a + φ * l); - let ψ = 1.0 - τ * l; + let ψ = 1.0 - τ * l_prime; let β = σ_p * config.σd0 * nKz / a; // σ_p * σ_d * (nKz * nK_z) / a; ensure!(β < 1.0); // Now we need κ‖K_μ(π_♯^1 - π_♯^0)γ‖^2 ≤ (1/θ - τ[ℓ_F + ℓ]) ∫ c_2 dγ for κ defined as: @@ -214,22 +226,32 @@ let starH = fnH.conjugate(); // Statistics - let full_stats = |μ: &DiscreteMeasure<U, F>, z: &Z, ε, stats| IterInfo { - value: f.apply(Pair(μ, z)) - + fnR.apply(z) - + reg.apply(μ) - + fnH.apply(/* opKμ.apply(μ) + */ opKz.apply(z)), - n_spikes: μ.len(), - ε, - // postprocessing: config.insertion.postprocessing.then(|| μ.clone()), - ..stats + let full_stats = |μ: &DiscreteMeasure<U, F>, v: &mut S, z: &Z, dz: Z, ε, stats| { + let discrepancy = reg.discrepancy(v, τ, ε, μ, &config.insertion); + let aux_discrepancy = is_fb.then(|| z.dist2(fnR.prox(σ_p, dz * (-σ_p) + z))); + let joint_discrepancy = aux_discrepancy + .map(|d| (discrepancy.powi(2) + τ * (2.0 / σ_p - l_z) * d.powi(2)).sqrt()); + IterInfo { + value: f.apply(Pair(μ, z)) + + fnR.apply(z) + + reg.apply(μ) + + fnH.apply(/* opKμ.apply(μ) + */ opKz.apply(z)), + n_spikes: μ.len(), + discrepancy: Some(discrepancy), + μ_norm: μ.norm(Radon), + aux_discrepancy, + joint_discrepancy, + ε, + // postprocessing: config.insertion.postprocessing.then(|| μ.clone()), + ..stats + } }; let mut stats = IterInfo::new(); + let Pair(mut v, mut dz) = f.differential(Pair(&μ, &z)); + // Run the algorithm - for state in iterator.iter_init(|| full_stats(&μ, &z, ε, stats.clone())) { - let Pair(mut v, _) = f.differential(Pair(&μ, &z)); - + for state in iterator.iter_init(|| full_stats(&μ, &mut v, &z, dz, ε, stats.clone())) { //opKμ.preadjoint().apply_add(&mut v, y); // We want to proceed as in Example 4.12 but with v and v̆ as in §5. // With A(ν, z) = A_μ ν + A_z z, following Example 5.1, we have @@ -373,9 +395,18 @@ let iter = state.iteration(); stats.this_iters += 1; + Pair(v, dz) = f.differential(Pair(&μ, &z)); + state.if_verbose(|| { plotter.plot_spikes(iter, None, Some(&τv̆), &μ); - full_stats(&μ, &z, ε, std::mem::replace(&mut stats, IterInfo::new())) + full_stats( + &μ, + &mut v, + &z, + dz, + ε, + std::mem::replace(&mut stats, IterInfo::new()), + ) }); // Update main tolerance for next iteration @@ -418,8 +449,8 @@ I: AlgIteratorFactory<IterInfo<F>>, Dat: DifferentiableMapping<MeasureZ<F, Z, U>, Codomain = F, DerivativeDomain = Pair<S, Z>> + BoundedCurvature<F>, - S: ClosedMul<F>, - DiscreteMeasure<U, F>: SpikeMerging<F>, + S: ClosedMul<F> + MinMaxMapping<U, F>, + DiscreteMeasure<U, F>: SpikeMerging<F> + Norm<Radon, F>, Reg: SlidingRegTerm<U, F>, P: TransportProxPenalty<U, S, Reg, F>, for<'a> Pair<&'a P, &'a IdOp<Z>>: StepLengthBoundPair<F, Dat>, @@ -488,9 +519,9 @@ I: AlgIteratorFactory<IterInfo<F>>, Dat: DifferentiableMapping<MeasureZ<F, Z, U>, Codomain = F, DerivativeDomain = Pair<S, Z>> + BoundedCurvature<F>, - S: ClosedMul<F>, + S: ClosedMul<F> + MinMaxMapping<U, F>, for<'a> Pair<&'a P, &'a IdOp<Z>>: StepLengthBoundPair<F, Dat>, - DiscreteMeasure<U, F>: SpikeMerging<F>, + DiscreteMeasure<U, F>: SpikeMerging<F> + Norm<Radon, F>, Reg: SlidingRegTerm<U, F>, P: TransportProxPenalty<U, S, Reg, F>, KOpZ: BoundedLinear<Z, L2, L2, F, Codomain = Y> @@ -543,7 +574,7 @@ Dat: DifferentiableMapping<MeasureZ<F, Z, U>, Codomain = F, DerivativeDomain = Pair<S, Z>> + BoundedCurvature<F>, S: DifferentiableMapping<U, Codomain = F> + ClosedMul<F> + MinMaxMapping<U, F>, - DiscreteMeasure<U, F>: SpikeMerging<F>, + DiscreteMeasure<U, F>: SpikeMerging<F> + Norm<Radon, F>, Reg: SlidingRegTerm<U, F>, P: TransportProxPenalty<U, S, Reg, F>, for<'a> Pair<&'a P, &'a IdOp<Z>>: StepLengthBoundPair<F, Dat>,
--- a/src/types.rs Fri Aug 14 10:38:27 2026 -0500 +++ b/src/types.rs Fri Oct 02 12:03:25 2026 -0500 @@ -66,10 +66,18 @@ pub inner_iters: usize, /// Transport statistis pub transport: Option<TransportInfo<F>>, + /// Measure component discrepancy + pub discrepancy: Option<F>, + /// Auxiliary parameter discrepancy + pub aux_discrepancy: Option<F>, + /// Discrepancy of both components + pub joint_discrepancy: Option<F>, /// Current tolerance pub ε: F, // /// Solve fin.dim problem for this measure to get the optimal `value`. // pub postprocessing : Option<RNDM<N, F>>, + /// Norm of the measure + pub μ_norm: F, } impl<F: Float> IterInfo<F> { @@ -86,6 +94,10 @@ ε: F::NAN, // postprocessing : None, transport: None, + discrepancy: None, + aux_discrepancy: None, + joint_discrepancy: None, + μ_norm: F::ZERO, } } @@ -105,8 +117,15 @@ { fn logrepr(&self) -> ColoredString { format!( - "{}\t| N = {}, ε = {:.2e}, 𝔼inner_it = {}, 𝔼ins/mer/pru = {}/{}/{}{}", + "\t{:.10}{}| N = {}, ε = {:.2e}, 𝔼inner_it = {}, 𝔼ins/mer/pru = {}/{}/{}{}", self.value.logrepr(), + match &self.joint_discrepancy { + Some(d) => format!(" ∂_joint={:.10}", d), + None => match &self.discrepancy { + None => format!(""), + Some(d) => format!(" ∂={:.10}", d), + }, + }, self.n_spikes, self.ε, self.inner_iters as float / self.this_iters.max(1) as float,