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added *correct* (per discussion) gradient nls-checking #119

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Merged
merged 2 commits into from
Oct 4, 2023
Merged

added *correct* (per discussion) gradient nls-checking #119

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3275f43
added *correct* (per discussion) gradient nls-checking
Sep 29, 2023
59df63c
Update src/LM_alg.jl
dpo Oct 4, 2023
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7 changes: 7 additions & 0 deletions src/LMTR_alg.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -110,6 +110,9 @@ function LMTR(
Fobj_hist = zeros(maxIter)
Hobj_hist = zeros(maxIter)
Complex_hist = zeros(Int, maxIter)
Grad_hist = zeros(Int, maxIter)
Resid_hist = zeros(Int, maxIter)

if verbose > 0
#! format: off
@info @sprintf "%6s %8s %8s %8s %7s %7s %8s %7s %7s %7s %7s %1s" "outer" "inner" "f(x)" "h(x)" "√ξ1" "√ξ" "ρ" "Δ" "‖x‖" "‖s‖" "1/ν" "TR"
Expand Down Expand Up @@ -140,6 +143,8 @@ function LMTR(
elapsed_time = time() - start_time
Fobj_hist[k] = fk
Hobj_hist[k] = hk
Grad_hist[k] = nls.counters.neval_jtprod_residual + nls.counters.neval_jprod_residual
Resid_hist[k] = nls.counters.neval_residual

# model for first prox-gradient iteration
φ1(d) = begin
Expand Down Expand Up @@ -292,5 +297,7 @@ function LMTR(
set_solver_specific!(stats, :Hhist, Hobj_hist[1:k])
set_solver_specific!(stats, :NonSmooth, h)
set_solver_specific!(stats, :SubsolverCounter, Complex_hist[1:k])
set_solver_specific!(stats, :NLSGradHist, Grad_hist[1:k])
set_solver_specific!(stats, :ResidHist, Resid_hist[1:k])
return stats
end
7 changes: 7 additions & 0 deletions src/LM_alg.jl
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Expand Up @@ -105,6 +105,9 @@ function LM(
Fobj_hist = zeros(maxIter)
Hobj_hist = zeros(maxIter)
Complex_hist = zeros(Int, maxIter)
Grad_hist = zeros(Int, maxIter)
Resid_hist = zeros(Int, maxIter)

if verbose > 0
#! format: off
@info @sprintf "%6s %8s %8s %8s %7s %7s %8s %7s %7s %7s %7s %1s" "outer" "inner" "f(x)" "h(x)" "√ξ1" "√ξ" "ρ" "σ" "‖x‖" "‖s‖" "‖Jₖ‖²" "reg"
Expand Down Expand Up @@ -133,6 +136,8 @@ function LM(
elapsed_time = time() - start_time
Fobj_hist[k] = fk
Hobj_hist[k] = hk
Grad_hist[k] = nls.counters.neval_jtprod_residual + nls.counters.neval_jprod_residual
Resid_hist[k] = nls.counters.neval_residual

# model for first prox-gradient iteration
φ1(d) = begin
Expand Down Expand Up @@ -281,5 +286,7 @@ function LM(
set_solver_specific!(stats, :Hhist, Hobj_hist[1:k])
set_solver_specific!(stats, :NonSmooth, h)
set_solver_specific!(stats, :SubsolverCounter, Complex_hist[1:k])
set_solver_specific!(stats, :NLSGradHist, Grad_hist[1:k])
set_solver_specific!(stats, :ResidHist, Resid_hist[1:k])
return stats
end
4 changes: 4 additions & 0 deletions test/runtests.jl
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Expand Up @@ -83,6 +83,8 @@ for (h, h_name) ∈ ((NormL0(λ), "l0"), (NormL1(λ), "l1"), (IndBallL0(10 * com
@test typeof(out.dual_feas) == eltype(out.solution)
@test length(out.solver_specific[:Fhist]) == length(out.solver_specific[:Hhist])
@test length(out.solver_specific[:Fhist]) == length(out.solver_specific[:SubsolverCounter])
@test length(out.solver_specific[:Fhist]) == length(out.solver_specific[:NLSGradHist])
@test out.solver_specific[:NLSGradHist][end] == bpdn_nls.counters.neval_jprod_residual + bpdn_nls.counters.neval_jtprod_residual - 1
@test obj(bpdn_nls, out.solution) == out.solver_specific[:Fhist][end]
@test h(out.solution) == out.solver_specific[:Hhist][end]
@test out.status == :first_order
Expand All @@ -106,6 +108,8 @@ for (h, h_name) ∈ ((NormL1(λ), "l1"),)
@test length(LMTR_out.solver_specific[:Fhist]) == length(LMTR_out.solver_specific[:Hhist])
@test length(LMTR_out.solver_specific[:Fhist]) ==
length(LMTR_out.solver_specific[:SubsolverCounter])
@test length(LMTR_out.solver_specific[:Fhist]) == length(LMTR_out.solver_specific[:NLSGradHist])
@test LMTR_out.solver_specific[:NLSGradHist][end] == bpdn_nls.counters.neval_jprod_residual + bpdn_nls.counters.neval_jtprod_residual - 1
@test obj(bpdn_nls, LMTR_out.solution) == LMTR_out.solver_specific[:Fhist][end]
@test h(LMTR_out.solution) == LMTR_out.solver_specific[:Hhist][end]
@test LMTR_out.status == :first_order
Expand Down