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Enable subsolver tolerances tuning, fix negative tolerance #93

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Merged
merged 5 commits into from
Mar 24, 2023
Merged

Enable subsolver tolerances tuning, fix negative tolerance #93

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8fd7e73
tune inner solver parameters, fix error negative tol
geoffroyleconte Mar 10, 2023
653d753
improve tables, change test parameters, modif demos
geoffroyleconte Mar 10, 2023
44f480e
keep default value bpdn
geoffroyleconte Mar 13, 2023
35c98af
update tables parameters
geoffroyleconte Mar 17, 2023
fd5f874
update parameters name noredTR
geoffroyleconte Mar 24, 2023
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97 changes: 74 additions & 23 deletions benchmarks/tables/bpdn-constr-table.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -7,51 +7,101 @@ model, nls_model, sol = bpdn_model(compound, bounds = true)

f = LSR1Model(model)
λ = norm(grad(model, zeros(model.meta.nvar)), Inf) / 10
h = NormL1(λ)
h = NormL0(λ)

verbose = 0 # 10
ϵ = 1.0e-6
ν = 1.0
ϵ = 1.0e-5
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@dpo dpo Mar 11, 2023

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Is this one used?

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@geoffroyleconte geoffroyleconte Mar 13, 2023 •
edited
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Yes, this is the tolerance for $\epsilon_a$ and $\epsilon_r$ of the outer solvers.

ϵi = 1.0e-5
ϵri = 1.0e-6
maxIter = 500
maxIter_inner = 20
maxIter_inner = 100
options =
ROSolverOptions(ν = 1.0, ϵa = ϵ, ϵr = ϵ, verbose = verbose, maxIter = maxIter, spectral = true)
options2 = ROSolverOptions(spectral = false, psb = true, ϵa = ϵ, ϵr = ϵ, maxIter = maxIter_inner)
options3 = ROSolverOptions(spectral = false, psb = false, ϵa = ϵ, ϵr = ϵ, maxIter = maxIter_inner)
options4 = ROSolverOptions(spectral = true, ϵa = ϵ, ϵr = ϵ, maxIter = maxIter_inner)
options6 = ROSolverOptions(
ν = 1.0,
ROSolverOptions(ν = ν, ϵa = ϵ, ϵr = ϵ, verbose = verbose, maxIter = maxIter, spectral = true)
options_nrTR =
ROSolverOptions(ν = ν, ϵa = ϵ, ϵr = ϵ, verbose = verbose, maxIter = maxIter, spectral = true, reduce_TR = false)
options2 = ROSolverOptions(spectral = false, psb = true, ϵa = ϵi, ϵr = ϵri, maxIter = maxIter_inner)
options2_nrTR = ROSolverOptions(spectral = false, psb = true, ϵa = ϵi, ϵr = ϵri, maxIter = maxIter_inner, reduce_TR = false)
options3 = ROSolverOptions(spectral = false, psb = false, ϵa = ϵi, ϵr = ϵri, maxIter = maxIter_inner)
options3_nrTR = ROSolverOptions(spectral = false, psb = false, ϵa = ϵi, ϵr = ϵri, maxIter = maxIter_inner, reduce_TR = false)
options4 = ROSolverOptions(spectral = true, ϵa = ϵi, ϵr = ϵri, maxIter = maxIter_inner)
options4_nrTR =
ROSolverOptions(spectral = true, ϵa = ϵi, ϵr = ϵri, maxIter = maxIter_inner, reduce_TR = false)
options5 = ROSolverOptions(
ν = ν,
ϵa = ϵ,
ϵr = ϵ,
verbose = verbose,
maxIter = maxIter,
spectral = false,
psb = false,
psb = true,
)
options5 = ROSolverOptions(
ν = 1.0,
options5_nrTR = ROSolverOptions(
ν = ν,
ϵa = ϵ,
ϵr = ϵ,
verbose = verbose,
maxIter = maxIter,
spectral = false,
psb = true,
reduce_TR = false,
)
options7 = ROSolverOptions(
options6 = ROSolverOptions(
ν = ν,
ϵa = ϵ,
ϵr = ϵ,
verbose = verbose,
maxIter = maxIter,
spectral = false,
psb = true,
psb = false,
)
options6_nrTR = ROSolverOptions(
ν = ν,
ϵa = ϵ,
ϵr = ϵ,
maxIter = maxIter_inner,
verbose = verbose,
maxIter = maxIter,
spectral = false,
psb = false,
reduce_TR = false,
)

solvers = [:R2, :TRDH, :TRDH, :TRDH, :TR, :TR, :TR, :TR, :TR]
subsolvers = [:None, :None, :None, :None, :R2, :TRDH, :TRDH, :TRDH, :TRDH]
solver_options = [options, options, options5, options6, options, options, options, options, options]
subsolver_options =
[options2, options2, options2, options2, options2, options7, options2, options3, options4] # n'importe lequel si subsolver = :None

benchmark_table(
solvers = [:R2, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TR, :TR, :TR, :TR, :TR, :TR, :TR]
subsolvers = [:None, :None, :None, :None, :None, :None, :None, :R2, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH]
solver_options = [
options,
options,
options_nrTR,
options5,
options5_nrTR,
options6,
options6_nrTR,
options,
options,
options,
options,
options,
options,
options,
options,
]
subsolver_options = [
options2,
options2,
options2,
options2,
options2,
options2,
options2,
options2,
options2,
options2_nrTR,
options3,
options3_nrTR,
options4,
options4_nrTR,
] # n'importe lequel si subsolver = :None
stats = benchmark_table(
f,
1:(f.meta.nvar),
sol,
Expand All @@ -62,4 +112,5 @@ benchmark_table(
solver_options,
subsolver_options,
"BPDN-cstr",
)
tex = false,
);
89 changes: 64 additions & 25 deletions benchmarks/tables/bpdn-table.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -8,64 +8,102 @@ model, nls_model, sol = bpdn_model(compound, bounds = false)
# parameters
f = LSR1Model(model)
λ = norm(grad(model, zeros(model.meta.nvar)), Inf) / 10
h = NormL1(λ)
h = NormL0(λ)

verbose = 0 # 10
ϵ = 1.0e-6
ν = 1.0
ϵ = 1.0e-5
ϵi = 1.0e-5
ϵri = 1.0e-6
maxIter = 500
maxIter_inner = 40
maxIter_inner = 100
options =
ROSolverOptions(ν = 1.0, ϵa = ϵ, ϵr = ϵ, verbose = verbose, maxIter = maxIter, spectral = true)
options2 = ROSolverOptions(spectral = false, psb = true, ϵa = ϵ, ϵr = ϵ, maxIter = maxIter_inner)
options3 = ROSolverOptions(spectral = false, psb = false, ϵa = ϵ, ϵr = ϵ, maxIter = maxIter_inner)
options4 = ROSolverOptions(spectral = true, ϵa = ϵ, ϵr = ϵ, maxIter = maxIter_inner)
options6 = ROSolverOptions(
ν = 1.0,
ROSolverOptions(ν = ν, ϵa = ϵ, ϵr = ϵ, verbose = verbose, maxIter = maxIter, spectral = true)
options_nrTR =
ROSolverOptions(ν = ν, ϵa = ϵ, ϵr = ϵ, verbose = verbose, maxIter = maxIter, spectral = true, reduce_TR = false)
options2 = ROSolverOptions(spectral = false, psb = true, ϵa = ϵi, ϵr = ϵri, maxIter = maxIter_inner)
options2_nrTR = ROSolverOptions(spectral = false, psb = true, ϵa = ϵi, ϵr = ϵri, maxIter = maxIter_inner, reduce_TR = false)
options3 = ROSolverOptions(spectral = false, psb = false, ϵa = ϵi, ϵr = ϵri, maxIter = maxIter_inner)
options3_nrTR = ROSolverOptions(spectral = false, psb = false, ϵa = ϵi, ϵr = ϵri, maxIter = maxIter_inner, reduce_TR = false)
options4 = ROSolverOptions(spectral = true, ϵa = ϵi, ϵr = ϵri, maxIter = maxIter_inner)
options4_nrTR =
ROSolverOptions(spectral = true, ϵa = ϵi, ϵr = ϵri, maxIter = maxIter_inner, reduce_TR = false)
options5 = ROSolverOptions(
ν = ν,
ϵa = ϵ,
ϵr = ϵ,
verbose = verbose,
maxIter = maxIter,
spectral = false,
psb = false,
psb = true,
)
options5 = ROSolverOptions(
ν = 1.0,
options5_nrTR = ROSolverOptions(
ν = ν,
ϵa = ϵ,
ϵr = ϵ,
verbose = verbose,
maxIter = maxIter,
spectral = false,
psb = true,
reduce_TR = false,
)
options7 = ROSolverOptions(
options6 = ROSolverOptions(
ν = ν,
ϵa = ϵ,
ϵr = ϵ,
verbose = verbose,
maxIter = maxIter,
spectral = false,
psb = true,
psb = false,
)
options6_nrTR = ROSolverOptions(
ν = ν,
ϵa = ϵ,
ϵr = ϵ,
maxIter = maxIter_inner,
verbose = verbose,
maxIter = maxIter,
spectral = false,
psb = false,
reduce_TR = false,
)
options8 =
ROSolverOptions(spectral = true, ϵa = ϵ, ϵr = ϵ, maxIter = maxIter_inner, reduce_TR = false)

solvers = [:R2, :TRDH, :TRDH, :TRDH, :TR, :TR, :TR, :TR, :TR, :TR]
subsolvers = [:None, :None, :None, :None, :R2, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH]
solver_options =
[options, options, options5, options6, options, options, options, options, options, options]
solvers = [:R2, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TR, :TR, :TR, :TR, :TR, :TR, :TR]
subsolvers = [:None, :None, :None, :None, :None, :None, :None, :R2, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH]
solver_options = [
options,
options,
options_nrTR,
options5,
options5_nrTR,
options6,
options6_nrTR,
options,
options,
options,
options,
options,
options,
options,
options,
]
subsolver_options = [
options2,
options2,
options2,
options2,
options2,
options7,
options2,
options2,
options2,
options2,
options2_nrTR,
options3,
options3_nrTR,
options4,
options8,
options4_nrTR,
] # n'importe lequel si subsolver = :None

benchmark_table(
stats = benchmark_table(
f,
1:(f.meta.nvar),
sol,
Expand All @@ -76,4 +114,5 @@ benchmark_table(
solver_options,
subsolver_options,
"BPDN",
)
tex = false,
);
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