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R2 optimality measure #115

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Merged
merged 2 commits into from
Oct 4, 2023
Merged

R2 optimality measure #115

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92a02b7
modified: src/R2_alg.jl
MaxenceGollier Aug 6, 2023
2148133
modified: src/R2_alg.jl
MaxenceGollier Aug 6, 2023
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11 changes: 6 additions & 5 deletions src/R2_alg.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -290,10 +290,10 @@ function R2!(
ξ = hk - mks + max(1, abs(hk)) * 10 * eps()

if ξ ≥ 0 && k == 1
ϵ += ϵr * sqrt(ξ) # make stopping test absolute and relative
ϵ += ϵr * sqrt(ξ/ν) # make stopping test absolute and relative
end

if (ξ < 0 && sqrt(-ξ) ≤ neg_tol) || (ξ ≥ 0 && sqrt(ξ) ≤ ϵ)
if (ξ < 0 && sqrt(-ξ/ν) ≤ neg_tol) || (ξ ≥ 0 && sqrt(ξ/ν) ≤ ϵ)
optimal = true
continue
end
Expand All @@ -310,7 +310,8 @@ function R2!(
if (verbose > 0) && (k % ptf == 0)
#! format: off
σ_stat = (η2 ≤ ρk < Inf) ? "↘" : (ρk < η1 ? "↗" : "=")
@info @sprintf "%6d %8.1e %8.1e %7.1e %8.1e %7.1e %7.1e %7.1e %1s" k fk hk sqrt(ξ) ρk σk norm(xk) norm(s) σ_stat
@info @sprintf "%6d %8.1e %8.1e %7.1e %8.1e %7.1e %7.1e %7.1e %1s" k fk hk sqrt(ξ/ν) ρk σk norm(xk) norm(s) σ_stat

#! format: on
end

Expand Down Expand Up @@ -347,9 +348,9 @@ function R2!(
@info @sprintf "%6d %8.1e %8.1e" k fk hk
elseif optimal
#! format: off
@info @sprintf "%6d %8.1e %8.1e %7.1e %8s %7.1e %7.1e %7.1e" k fk hk sqrt(ξ) "" σk norm(xk) norm(s)
@info @sprintf "%6d %8.1e %8.1e %7.1e %8s %7.1e %7.1e %7.1e" k fk hk sqrt(ξ/ν) "" σk norm(xk) norm(s)
#! format: on
@info "R2: terminating with √ξ = $(sqrt(ξ))"
@info "R2: terminating with √ξ/√ν = $(sqrt(ξ/ν))"
end
end

Expand Down