Step size strategy refactor #259
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## breaking-02 #259 +/- ##
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+ Coverage 71.29% 71.95% +0.65%
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Files 14 14
Lines 1937 1936 -1
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+ Misses 556 543 -13
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dviladrich95
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commit fb30a66 Author: dviladrich95 <daniel.viladrich.h@gmail.com> Date: Thu Jan 27 16:00:13 2022 +0100 typo, fixed precompile commit fe7a984 Merge: 27adb12 a01ba78 Author: dviladrich95 <daniel.viladrich.h@gmail.com> Date: Thu Jan 27 12:52:24 2022 +0100 Merge branch 'step-counter' of https://github.com/dviladrich95/FrankWolfe.jl into step-counter commit 27adb12 Merge: de05c01 019c9f2 Author: dviladrich95 <daniel.viladrich.h@gmail.com> Date: Thu Jan 27 12:14:31 2022 +0100 added tracking src, test,, example, docs commit 019c9f2 Author: dviladrich95 <daniel.viladrich.h@gmail.com> Date: Thu Jan 27 11:27:03 2022 +0100 added src tracking, examples, docs commit a01ba78 Merge: de05c01 77ac9e8 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Wed Jan 26 10:01:16 2022 +0100 Merge branch 'breaking-02' into step-counter commit de05c01 Author: dviladrich95 <daniel.viladrich.h@gmail.com> Date: Wed Jan 26 09:48:35 2022 +0100 Revert "Merge branch 'breaking-02' into step-counter" This reverts commit a78dba0, reversing changes made to 5bb6f6c. commit b0635ab Merge: a29d117 a78dba0 Author: dviladrich95 <daniel.viladrich.h@gmail.com> Date: Wed Jan 26 09:27:55 2022 +0100 Merge branch 'step-counter' of https://github.com/dviladrich95/FrankWolfe.jl into step-counter commit a29d117 Author: j-geuter <85136388+j-geuter@users.noreply.github.com> Date: Mon Jan 17 10:22:08 2022 +0100 In place v (ZIB-IOL#263) * basic documentation structure * docs/build in gitignore now * docs/build/ in .gitignore now * docs/build/ added to .gitignore * dollarsigns replaced * Update ci.yml * Project.toml update * docs/Project.toml added * minor fix * some c_e_p in-place * more in place changes * in place reworked * minor fix * minor fix * minor fix * minor fix * minor fix * v=similar(direction) and spzeros fixes * minor fix * minor fix * add sentence to docs * in place performance * add kwargs * initialize v * first_iter fix * first iter fix #2 * tests update * remove floats * performance fix * performance test update * Update src/fw_algorithms.jl * Update src/norm_oracles.jl Co-authored-by: Mathieu Besançon <mathieu.besancon@gmail.com> * Update src/norm_oracles.jl Co-authored-by: Mathieu Besançon <mathieu.besancon@gmail.com> * Update src/norm_oracles.jl Co-authored-by: Mathieu Besançon <mathieu.besancon@gmail.com> Co-authored-by: Mathieu Besançon <mathieu.besancon@gmail.com> commit 1c9f7dd Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Wed Jan 12 17:25:40 2022 +0100 reduce readme (ZIB-IOL#285) commit 2ff0d85 Author: hannahtro <46645533+hannahtro@users.noreply.github.com> Date: Wed Jan 12 14:39:44 2022 +0100 update order of callback arguments in code and in docs (ZIB-IOL#284) commit dde41d6 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Sat Jan 8 14:16:41 2022 +0100 separate doc action (ZIB-IOL#283) commit 4072104 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Fri Jan 7 20:36:43 2022 +0100 trajectory names (ZIB-IOL#282) commit d4e6671 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Mon Jan 17 11:43:37 2022 +0100 Fix plot (ZIB-IOL#286) * remove plot from FW * homogenize logs commit 81b4ae5 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Fri Jan 7 15:30:05 2022 +0100 [WIP] Speed inference (ZIB-IOL#245) * removed unnecessary deps * remove old code from example * fix bug * move plots to external file * import plots in file * attempt fixing env * exclude plot utils from examples run * occursin * fix occursin * readd check_gradient in utils * rem from module * readd precompile * remove precompile * update precompile commit 462bd19 Author: hannahtro <46645533+hannahtro@users.noreply.github.com> Date: Fri Jan 7 10:50:13 2022 +0100 update precompilation (ZIB-IOL#281) * SnoopCompile parcels for examples * update precompilation * delete SnoopCompile files commit a9ebde2 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Tue Jan 4 12:25:01 2022 +0100 Contributing (ZIB-IOL#280) * ignore generated, add contribution guide * add to readme * on in * more details on PRs * dead links * question mark removed commit 77ac9e8 Merge: fd3dc25 bc042f8 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Tue Jan 25 16:02:07 2022 +0100 Merge branch 'master' of github.com:ZIB-IOL/FrankWolfe.jl into breaking-02 commit a78dba0 Merge: 5bb6f6c fd3dc25 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Fri Jan 21 11:46:00 2022 +0100 Merge branch 'breaking-02' into step-counter commit bc042f8 Author: hannahtro <46645533+hannahtro@users.noreply.github.com> Date: Fri Jan 21 11:17:38 2022 +0100 [WIP] Visualization example (ZIB-IOL#287) * visualization of fw on polytope added * unsued package removed * simplify MOI constraints * move example to docs * add MOI to docs * reorder Co-authored-by: Mathieu Besançon <mathieu.besancon@gmail.com> commit fd3dc25 Merge: f7ab5cf aab3881 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Tue Jan 18 15:18:14 2022 +0100 fix conflict commit 5bb6f6c Merge: 6d9f1fd f7ab5cf Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Mon Jan 17 11:44:12 2022 +0100 Merge branch 'breaking-02' of github.com:ZIB-IOL/FrankWolfe.jl into step-counter commit f7ab5cf Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Mon Jan 17 11:43:37 2022 +0100 Fix plot (ZIB-IOL#286) * remove plot from FW * homogenize logs commit aab3881 Author: j-geuter <85136388+j-geuter@users.noreply.github.com> Date: Mon Jan 17 10:22:08 2022 +0100 In place v (ZIB-IOL#263) * basic documentation structure * docs/build in gitignore now * docs/build/ in .gitignore now * docs/build/ added to .gitignore * dollarsigns replaced * Update ci.yml * Project.toml update * docs/Project.toml added * minor fix * some c_e_p in-place * more in place changes * in place reworked * minor fix * minor fix * minor fix * minor fix * minor fix * v=similar(direction) and spzeros fixes * minor fix * minor fix * add sentence to docs * in place performance * add kwargs * initialize v * first_iter fix * first iter fix #2 * tests update * remove floats * performance fix * performance test update * Update src/fw_algorithms.jl * Update src/norm_oracles.jl Co-authored-by: Mathieu Besançon <mathieu.besancon@gmail.com> * Update src/norm_oracles.jl Co-authored-by: Mathieu Besançon <mathieu.besancon@gmail.com> * Update src/norm_oracles.jl Co-authored-by: Mathieu Besançon <mathieu.besancon@gmail.com> Co-authored-by: Mathieu Besançon <mathieu.besancon@gmail.com> commit 37bc2ac Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Wed Jan 12 17:25:40 2022 +0100 reduce readme (ZIB-IOL#285) commit 6d9f1fd Merge: ffa11ac 1a9dc82 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Wed Jan 12 15:37:02 2022 +0100 Merge branch 'breaking-02' into step-counter commit d44cf20 Author: hannahtro <46645533+hannahtro@users.noreply.github.com> Date: Wed Jan 12 14:39:44 2022 +0100 update order of callback arguments in code and in docs (ZIB-IOL#284) commit b9aa911 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Sat Jan 8 14:16:41 2022 +0100 separate doc action (ZIB-IOL#283) commit f9f6246 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Fri Jan 7 20:36:43 2022 +0100 trajectory names (ZIB-IOL#282) commit 1a9dc82 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Fri Jan 7 15:30:05 2022 +0100 [WIP] Speed inference (ZIB-IOL#245) * removed unnecessary deps * remove old code from example * fix bug * move plots to external file * import plots in file * attempt fixing env * exclude plot utils from examples run * occursin * fix occursin * readd check_gradient in utils * rem from module * readd precompile * remove precompile * update precompile commit 34f9f26 Author: hannahtro <46645533+hannahtro@users.noreply.github.com> Date: Fri Jan 7 10:50:13 2022 +0100 update precompilation (ZIB-IOL#281) * SnoopCompile parcels for examples * update precompilation * delete SnoopCompile files commit 1af4360 Merge: e96e063 3854292 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Fri Jan 7 09:56:24 2022 +0100 Merge branch 'master' into breaking-02 commit 3854292 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Tue Jan 4 12:25:01 2022 +0100 Contributing (ZIB-IOL#280) * ignore generated, add contribution guide * add to readme * on in * more details on PRs * dead links * question mark removed commit ffa11ac Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Tue Jan 4 10:23:47 2022 +0100 improve test commit e96e063 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Mon Jan 3 15:10:02 2022 +0100 eltype commit d661549 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Mon Jan 3 14:48:15 2022 +0100 added example commit d8b2f59 Merge: 9c385e4 1537805 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Mon Jan 3 10:12:45 2022 +0100 Merge branch 'master' of github.com:ZIB-IOL/FrankWolfe.jl into breaking-02 commit 9c385e4 Author: hannahtro <jaimelabaguette@gmail.com> Date: Tue Dec 28 15:48:21 2021 +0100 compute min and max eigenvalues with GenericSchur commit c1247b8 Author: hannahtro <jaimelabaguette@gmail.com> Date: Tue Dec 28 15:32:51 2021 +0100 add GenericSchur to Project.toml and to main FrankWolfe commit e8811a4 Author: hannahtro <jaimelabaguette@gmail.com> Date: Tue Dec 28 15:25:34 2021 +0100 use GenericSchur to have type stable eigen values commit 96359a6 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Fri Dec 24 15:51:07 2021 +0100 improve docstrings commit 2c579c9 Merge: 501cfeb e225f8a Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Fri Dec 24 15:45:33 2021 +0100 Merge branch 'breaking-02' into step-counter commit 501cfeb Merge: c62674c e1ac81f Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Fri Dec 24 15:28:09 2021 +0100 fix conflict commit aaac9d1 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Thu Dec 23 18:17:23 2021 +0100 fix header (ZIB-IOL#278) * Replace type of x in ActiveSet (ZIB-IOL#275) * fix initialization of active set * ActiveSet for Vector{BigFloat} fixed * reset Project.toml to master of forked repo * reset Project.toml to master of forked repo * test added * plots compat Co-authored-by: Mathieu Besançon <mathieu.besancon@gmail.com> * Update Project.toml * fix header Co-authored-by: hannahtro <46645533+hannahtro@users.noreply.github.com> commit 1537805 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Thu Dec 23 14:36:32 2021 +0100 Update Project.toml commit e225f8a Author: hannahtro <46645533+hannahtro@users.noreply.github.com> Date: Thu Dec 23 14:35:10 2021 +0100 memory_mode for type stability (ZIB-IOL#277) * struct inplace and outplace emphasis * replace memory with InplaceEmphasis, replace blas with OutplaceEmphasis * precompile updated * type error fixed * precompile updated * restrict memory_mode to MemoryEmphasis * precompile updated, == to isa * examples updated * tests updated * docs updated * passing a struct, not the type * fix some equality to type * warn to info * warn to info generalized * cleanup some parts of the readme Co-authored-by: Mathieu Besançon <mathieu.besancon@gmail.com> commit f676b99 Author: hannahtro <46645533+hannahtro@users.noreply.github.com> Date: Thu Dec 23 11:57:34 2021 +0100 Replace type of x in ActiveSet (ZIB-IOL#275) * fix initialization of active set * ActiveSet for Vector{BigFloat} fixed * reset Project.toml to master of forked repo * reset Project.toml to master of forked repo * test added * plots compat Co-authored-by: Mathieu Besançon <mathieu.besancon@gmail.com> commit 6840d68 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Wed Dec 22 19:38:47 2021 +0100 Step size strategy refactor (ZIB-IOL#259) * first attempt on line search refactor * intermediate solution * workspace * fix d to x - v * fix examples * monotonous * more monotonous * numbering for examples * rename spect * improve doc * should upgrade false by default * stability * fix adaptive call * more iterations * remove obsolete doc * remove log scale * scale up example * test * test CI without plot * fix minor things in docs * readd plot, reference * LTS for docs * reset docs version * fix plots version * fix PlotUtils * rm FW from docs * Plots 22 * rem PlotsUtils * test 1.20 * fix plotutils * GR commit ab3f753 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Wed Dec 22 14:46:44 2021 +0100 remove dense L1 (ZIB-IOL#276) commit 9280e6f Merge: 0acdc5e e1ac81f Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Mon Dec 13 18:06:29 2021 +0100 merge master commit e1ac81f Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Mon Dec 13 18:02:42 2021 +0100 Update Project.toml commit bb9863e Author: dhendryc <92737336+dhendryc@users.noreply.github.com> Date: Mon Dec 13 18:02:17 2021 +0100 Copy MathOptLMO (ZIB-IOL#270) * Added method to copy MathOptLMO * added test * custom copy for cache * readd test, bridging Hypatia * Update src/moi_oracle.jl * remove Clp Co-authored-by: Deborah Hendrych <hendrych@zib.de> Co-authored-by: Mathieu Besançon <mathieu.besancon@gmail.com> commit 1277aa0 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Sun Dec 12 16:55:17 2021 +0100 Moi up (ZIB-IOL#271) * MOI up * remove temp broken tests commit b0f1653 Author: hannahtro <46645533+hannahtro@users.noreply.github.com> Date: Tue Dec 7 17:18:24 2021 +0100 type stability of compute_extreme_point (ZIB-IOL#266) * first attempt on line search refactor * intermediate solution * workspace * Clean up active_set.jl (ZIB-IOL#258) * Added isempty function for ActiveSet, created method for away_frank_wolfe that takes an ActiveSet as parameter * The away_frank_wolfe function taking an initial starting point now creates an ActiveSet with said point and hands it and all the other inputs to the method taking an ActiveSet as input * Added tests for the new method away_frank_wolfe taking an ActiveSet as input * changed comment in afw.jl * Changed compute_active_set_iterate to get_active_set_iterate and replaced all instances * Merged src/active.jl's functions active_set_argminmax and find_minmax_direction into one function, updated the appearing instances * Renamed update_active_set_iterate! to compue_active_set_iterate! and changed all instances of it. * Update src/active_set.jl * Update src/active_set.jl * Update src/afw.jl * Update src/active_set.jl * Changed the instances of renamed methods in pairwise.jl Co-authored-by: Deborah Hendrych <hendrych@zib.de> Co-authored-by: Hendrych <dhendryc@opt117.zib.de> Co-authored-by: Mathieu Besançon <mathieu.besancon@gmail.com> * fix d to x - v * tolerance keyword (ZIB-IOL#255) * tolerance keyword * one digit after dot * naming, consistent logging * fix examples * monotonous * more monotonous * numbering for examples * rename spect * improve doc * comments regarding type instability * resolve merge conflicts * test type stability * type stability added in compute_extreme_point with NuclearNormLMO Co-authored-by: Mathieu Besançon <mathieu.besancon@gmail.com> Co-authored-by: dhendryc <92737336+dhendryc@users.noreply.github.com> Co-authored-by: Deborah Hendrych <hendrych@zib.de> Co-authored-by: Hendrych <dhendryc@opt117.zib.de> commit 3646712 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Tue Dec 7 16:29:23 2021 +0100 test on 1.6 and stable (ZIB-IOL#267) commit 093bcb0 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Fri Dec 3 09:40:55 2021 +0100 remove nightly commit dbac4f1 Author: Mathieu Besançon <mathieu.besancon@gmail.com> Date: Mon Nov 29 18:32:41 2021 +0100 Update Project.toml commit bdf0f35 Author: Sebastian Pokutta <23001135+pokutta@users.noreply.github.com> Date: Mon Nov 29 18:32:13 2021 +0100 removed unnecessarily twice computed gap (ZIB-IOL#264)
dhendryc
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* first attempt on line search refactor * intermediate solution * workspace * fix d to x - v * fix examples * monotonous * more monotonous * numbering for examples * rename spect * improve doc * should upgrade false by default * stability * fix adaptive call * more iterations * remove obsolete doc * remove log scale * scale up example * test * test CI without plot * fix minor things in docs * readd plot, reference * LTS for docs * reset docs version * fix plots version * fix PlotUtils * rm FW from docs * Plots 22 * rem PlotsUtils * test 1.20 * fix plotutils * GR
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Cleaning things up in the step size strategy.
All step size structures now implement the function
perform_line_search. Any static or dynamic parameter is kept within the struct itself.Each line search can define a workspace which is used to store intermediate expensive variables (temporary arrays). If they don't use any, they can ignore it. The workspace can be anything, built-in or custom type