Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Dicg callback info #539

Merged
merged 2 commits into from
Dec 28, 2024
Merged

Dicg callback info #539

Changes from 1 commit
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
064ee70
DICG callback takes the inface vertices
matbesancon Dec 27, 2024
7bb86bc
format
matbesancon Dec 27, 2024
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
Prev Previous commit
format
  • Loading branch information
@matbesancon
matbesancon committed Dec 27, 2024
commit 7bb86bc0a0b68dceacf21016d85283c7226df6d6
36 changes: 14 additions & 22 deletions src/dicg.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -86,7 +86,7 @@ function decomposition_invariant_conditional_gradient(
end

x = x0

if memory_mode isa InplaceEmphasis && !isa(x, Union{Array,SparseArrays.AbstractSparseArray})
# if integer, convert element type to most appropriate float
if eltype(x) <: Integer
Expand Down Expand Up @@ -127,12 +127,12 @@ function decomposition_invariant_conditional_gradient(
gamma = one(phi)

if lazy
if extra_vertex_storage === nothing
v = compute_extreme_point(lmo, gradient, lazy = lazy)
pre_computed_set = [v]
else
pre_computed_set = extra_vertex_storage
end
if extra_vertex_storage === nothing
v = compute_extreme_point(lmo, gradient, lazy=lazy)
pre_computed_set = [v]
else
pre_computed_set = extra_vertex_storage
end
end

if linesearch_workspace === nothing
Expand Down Expand Up @@ -168,16 +168,8 @@ function decomposition_invariant_conditional_gradient(
end

if lazy
d, v, v_index, a, away_index, phi, step_type =
lazy_dicg_step(
x,
gradient,
lmo,
pre_computed_set,
phi,
epsilon,
d;
)
d, v, v_index, a, away_index, phi, step_type =
lazy_dicg_step(x, gradient, lmo, pre_computed_set, phi, epsilon, d;)
else # non-lazy, call the simple and modified
v = compute_extreme_point(lmo, gradient, lazy=lazy)
dual_gap = fast_dot(gradient, x) - fast_dot(gradient, v)
Expand Down Expand Up @@ -205,7 +197,7 @@ function decomposition_invariant_conditional_gradient(
push!(pre_computed_set, v)
end
end

if callback !== nothing
state = CallbackState(
t,
Expand Down Expand Up @@ -518,19 +510,19 @@ function lazy_dicg_step(
v = compute_extreme_point(lmo, gradient)
grad_dot_v = fast_dot(gradient, v)
# Do lazy inface_point
if grad_dot_a_local - grad_dot_v >= phi / lazy_tolerance &&
grad_dot_a_local - grad_dot_v >= epsilon
if grad_dot_a_local - grad_dot_v >= phi / lazy_tolerance &&
grad_dot_a_local - grad_dot_v >= epsilon
step_type = ST_LAZY
a = a_local
away_index = a_local_loc
else
a = compute_inface_extreme_point(lmo, NegatingArray(gradient), x)
end

# Real dual gap promises enough progress.
grad_dot_fw_vertex = fast_dot(v, gradient)
dual_gap = grad_dot_x - grad_dot_fw_vertex

if dual_gap >= phi / lazy_tolerance
d = muladd_memory_mode(memory_mode, d, a, v)
#Lower our expectation for progress.
Expand Down
Loading