main-1a.cpp

//Copyright © 2017-2018 Gustavo Thebit Pfeiffer / Y. Sato laboratory 
/*
    This file is part of PS-MCLS2018.

    PS-MCLS2018 is free software: you can redistribute it and/or modify it
    under the terms of the GNU Lesser General Public License as published by
    the Free Software Foundation, either version 3 of the License, or (at your
    option) any later version.

    PS-MCLS2018 is distributed in the hope that it will be useful, but
    WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
    or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public
    License for more details.

    You should have received a copy of the GNU Lesser General Public License
    along with PS-MCLS2018. If not, see <http://www.gnu.org/licenses/>.
*/

#include "methods.h"
#include "problems.h"

using namespace std;

int main() {

	srand(time(NULL));

	const unsigned int n = 2;
	const unsigned int m = 3;
	Probl1 problem;
	Vec<n> x0, xstar;
	xstar = problem.xstar();
	x0[0] = 2;
	x0[1] = 1;

	DISP(x0.transpose())

	Mat<n, n> H = problem.JtJ_block(xstar, 100000).inverse();
	Method<n> * f[] = {
		new SGD<n,m>(&problem, "SGD (N=3)", H, 0., 3),
		new SGD<n,m>(&problem, "SGD (N=5)", H, 0., 5),
		new SGD<n,m>(&problem, "SGD (N=10)", H, 0., 10),
		new SGD<n,m>(&problem, "SGD (N=100)", H, 0., 100),
		new IP<n,m>(&problem, "IP (N_{k}=2k)", H, 1, 0, 2),
		new IP<n,m>(&problem, "IP (N_{k}=4k²)", H, 2, 0, 4),
		new AvgIP<n,m>(&problem, "aIP (N_{k}=2k, α=.6)", H, 1, .6, 2, 1),
		};
	
	const int nf = sizeof(f)/sizeof(f[0]);

	compareSeveral<n>(f, nf, 1000, x0, xstar);

	for(int i = 0; i < nf; i++)
		delete f[i];

	return 0;
}