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Update R2_alg.jl #71

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c561d8b
Update R2_alg.jl
MohamedLaghdafHABIBOULLAH Aug 2, 2022
c79049f
Update R2_alg.jl
MohamedLaghdafHABIBOULLAH Aug 4, 2022
d00ebdc
Update R2_alg.jl
MohamedLaghdafHABIBOULLAH Aug 8, 2022
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15 changes: 9 additions & 6 deletions src/R2_alg.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -69,9 +69,10 @@ function R2(
f::F,
∇f!::G,
h::H,
options::ROSolverOptions,
x0::AbstractVector,
) where {F <: Function, G <: Function, H}
options::ROSolverOptions{R},
x0::AbstractVector{R},
neg_tol::R = -eps(R)^(1/3) ,
) where {F <: Function, G <: Function, H, R <: Real}
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@dpo dpo Aug 9, 2022

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It looks good now, thank you! Now that I think about it, we should put neg_tol in the options. Then it would be available to the other solvers.

start_time = time()
elapsed_time = 0.0
ϵ = options.ϵ
Expand All @@ -83,6 +84,7 @@ function R2(
η2 = options.η2
ν = options.ν
γ = options.γ
neg_tol < 0 || error("neg_tol must be negative")

if verbose == 0
ptf = Inf
Expand Down Expand Up @@ -146,13 +148,14 @@ function R2(
Complex_hist[k] += 1
mks = mk(s)
ξ = hk - mks + max(1, abs(hk)) * 10 * eps()
ξ > 0 || error("R2: prox-gradient step should produce a decrease but ξ = $(ξ)")

if sqrt(ξ) < ϵ

if neg_tol <= ξ <= ϵ^2
optimal = true
ξ = abs(ξ)
continue
end

ξ > 0 || error("R2: prox-gradient step should produce a decrease but ξ = $(ξ)")
xkn .= xk .+ s
fkn = f(xkn)
hkn = h(xkn)
Expand Down