@@ -13,18 +13,18 @@ function ProximalAlgorithms.value_and_gradient_closure(
1313 x,
1414)
1515 res = f. A * x - f. b
16- norm (res)^ 2 , () -> f. A' * res
16+ norm (res)^ 2 / 2 , () -> f. A' * res
1717end
1818
1919struct SquaredDistance{Tb}
2020 b:: Tb
2121end
2222
23- (f:: SquaredDistance )(x) = norm (x - f. b)^ 2
23+ (f:: SquaredDistance )(x) = norm (x - f. b)^ 2 / 2
2424
2525function ProximalAlgorithms. value_and_gradient_closure (f:: SquaredDistance , x)
2626 diff = x - f. b
27- norm (diff)^ 2 , () -> diff
27+ norm (diff)^ 2 / 2 , () -> diff
2828end
2929
3030for (benchmark_name, file_name) in [
@@ -45,88 +45,88 @@ for (benchmark_name, file_name) in [
4545 m, n = size (A)
4646
4747 SUITE[k][" ForwardBackward" ] =
48- @benchmarkable solver (x0 = x0, f = f, g = g) setup = begin
49- solver = ProximalAlgorithms. ForwardBackward (tol = 1e-6 )
48+ @benchmarkable solver (x0= x0, f= f, g= g) setup = begin
49+ solver = ProximalAlgorithms. ForwardBackward (tol= 1e-6 )
5050 x0 = zeros ($ T, size ($ A, 2 ))
5151 f = LeastSquares ($ A, $ b)
5252 g = NormL1 ($ lam)
5353 end
5454
5555 SUITE[k][" FastForwardBackward" ] =
56- @benchmarkable solver (x0 = x0, f = f, g = g) setup = begin
57- solver = ProximalAlgorithms. FastForwardBackward (tol = 1e-6 )
56+ @benchmarkable solver (x0= x0, f= f, g= g) setup = begin
57+ solver = ProximalAlgorithms. FastForwardBackward (tol= 1e-6 )
5858 x0 = zeros ($ T, size ($ A, 2 ))
5959 f = LeastSquares ($ A, $ b)
6060 g = NormL1 ($ lam)
6161 end
6262
6363 SUITE[k][" ZeroFPR" ] =
64- @benchmarkable solver (x0 = x0, f = f, A = $ A, g = g) setup = begin
65- solver = ProximalAlgorithms. ZeroFPR (tol = 1e-6 )
64+ @benchmarkable solver (x0= x0, f= f, A= $ A, g= g) setup = begin
65+ solver = ProximalAlgorithms. ZeroFPR (tol= 1e-6 )
6666 x0 = zeros ($ T, size ($ A, 2 ))
6767 f = SquaredDistance ($ b)
6868 g = NormL1 ($ lam)
6969 end
7070
7171 SUITE[k][" PANOC" ] =
72- @benchmarkable solver (x0 = x0, f = f, A = $ A, g = g) setup = begin
73- solver = ProximalAlgorithms. PANOC (tol = 1e-6 )
72+ @benchmarkable solver (x0= x0, f= f, A= $ A, g= g) setup = begin
73+ solver = ProximalAlgorithms. PANOC (tol= 1e-6 )
7474 x0 = zeros ($ T, size ($ A, 2 ))
7575 f = SquaredDistance ($ b)
7676 g = NormL1 ($ lam)
7777 end
7878
7979 SUITE[k][" PANOCplus" ] =
80- @benchmarkable solver (x0 = x0, f = f, A = $ A, g = g) setup = begin
81- solver = ProximalAlgorithms. PANOCplus (tol = 1e-6 )
80+ @benchmarkable solver (x0= x0, f= f, A= $ A, g= g) setup = begin
81+ solver = ProximalAlgorithms. PANOCplus (tol= 1e-6 )
8282 x0 = zeros ($ T, size ($ A, 2 ))
8383 f = SquaredDistance ($ b)
8484 g = NormL1 ($ lam)
8585 end
8686
8787 SUITE[k][" DouglasRachford" ] =
88- @benchmarkable solver (x0 = x0, f = f, g = g, gamma = $ R (1 )) setup = begin
89- solver = ProximalAlgorithms. DouglasRachford (tol = 1e-6 )
88+ @benchmarkable solver (x0= x0, f= f, g= g, gamma= $ R (1 )) setup = begin
89+ solver = ProximalAlgorithms. DouglasRachford (tol= 1e-6 )
9090 x0 = zeros ($ T, size ($ A, 2 ))
9191 f = LeastSquares ($ A, $ b)
9292 g = NormL1 ($ lam)
9393 end
9494
9595 SUITE[k][" DRLS" ] =
96- @benchmarkable solver (x0 = x0, f = f, g = g, Lf = Lf) setup = begin
97- solver = ProximalAlgorithms. DRLS (tol = 1e-6 )
96+ @benchmarkable solver (x0= x0, f= f, g= g, Lf= Lf) setup = begin
97+ solver = ProximalAlgorithms. DRLS (tol= 1e-6 )
9898 x0 = zeros ($ T, size ($ A, 2 ))
9999 f = LeastSquares ($ A, $ b)
100100 Lf = opnorm (($ A)' * $ A)
101101 g = NormL1 ($ lam)
102102 end
103103
104104 SUITE[k][" AFBA-1" ] =
105- @benchmarkable solver (x0 = x0, y0 = y0, f = f, g = g, beta_f = beta_f) setup =
105+ @benchmarkable solver (x0= x0, y0= y0, f= f, g= g, beta_f= beta_f) setup =
106106 begin
107107 beta_f = opnorm ($ A)^ 2
108108 solver =
109- ProximalAlgorithms. AFBA (theta = $ R (1 ), mu = $ R (1 ), tol = $ R (1e-6 ))
109+ ProximalAlgorithms. AFBA (theta= $ R (1 ), mu= $ R (1 ), tol= $ R (1e-6 ))
110110 x0 = zeros ($ T, size ($ A, 2 ))
111111 y0 = zeros ($ T, size ($ A, 2 ))
112112 f = LeastSquares ($ A, $ b)
113113 g = NormL1 ($ lam)
114114 end
115115
116116 SUITE[k][" AFBA-2" ] =
117- @benchmarkable solver (x0 = x0, y0 = y0, h = h, L = $ A, g = g) setup = begin
117+ @benchmarkable solver (x0= x0, y0= y0, h= h, L= $ A, g= g) setup = begin
118118 beta_f = opnorm ($ A)^ 2
119119 solver =
120- ProximalAlgorithms. AFBA (theta = $ R (1 ), mu = $ R (1 ), tol = $ R (1e-6 ))
120+ ProximalAlgorithms. AFBA (theta= $ R (1 ), mu= $ R (1 ), tol= $ R (1e-6 ))
121121 x0 = zeros ($ T, size ($ A, 2 ))
122122 y0 = zeros ($ T, size ($ A, 1 ))
123123 h = Translate (SqrNormL2 (), - $ b)
124124 g = NormL1 ($ lam)
125125 end
126126
127127 SUITE[k][" SFISTA" ] =
128- @benchmarkable solver (x0 = x0, f = f, Lf = Lf, g = g) setup = begin
129- solver = ProximalAlgorithms. SFISTA (tol = $ R (1e-3 ))
128+ @benchmarkable solver (x0= x0, f= f, Lf= Lf, g= g) setup = begin
129+ solver = ProximalAlgorithms. SFISTA (tol= $ R (1e-3 ))
130130 x0 = zeros ($ T, size ($ A, 2 ))
131131 f = LeastSquares ($ A, $ b)
132132 g = NormL1 ($ lam)
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