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fix cond in zoom linesearch for non-jittable case, moved if_else_cond… #449

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merged 1 commit into from
Jun 30, 2023
Merged

fix cond in zoom linesearch for non-jittable case, moved if_else_cond… #449

merged 1 commit into from
Jun 30, 2023

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vroulet
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@vroulet vroulet commented Jun 28, 2023 •
edited

Prevent jitting in zoom linesearch due to lax.cond see #444 for context. Added test.
Moved utilitary ifelse_cond from osqp.py into cond.py

@vroulet vroulet force-pushed the no_cond_in_zoom_linesearch branch from d514784 to b374e1d Compare June 28, 2023 13:29
mblondel
mblondel reviewed Jun 28, 2023
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Thanks @vroulet! Some minor cosmetic comments below.

tests/zoom_linesearch_test.py Outdated Show resolved Hide resolved
jaxopt/_src/osqp.py Outdated Show resolved Hide resolved
jaxopt/_src/loop.py Outdated Show resolved Hide resolved
jaxopt/_src/loop.py Outdated Show resolved Hide resolved
@vroulet vroulet force-pushed the no_cond_in_zoom_linesearch branch from b374e1d to 308329a Compare June 29, 2023 10:38
@vroulet vroulet force-pushed the no_cond_in_zoom_linesearch branch 3 times, most recently from 74e0537 to 4c53c62 Compare June 29, 2023 21:27
@vroulet vroulet force-pushed the no_cond_in_zoom_linesearch branch from ccd2b1c to 35d34c8 Compare June 30, 2023 06:32
@copybara-service copybara-service bot merged commit fe57f15 into google:main Jun 30, 2023
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@zaccharieramzi zaccharieramzi mentioned this pull request Jun 30, 2023
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zaccharieramzi added a commit to zaccharieramzi/jaxopt that referenced this pull request Jul 10, 2023
@zaccharieramzi
Squashed commit of the following:
0a7c7b0 
commit 8f8506d
Merge: 56dcd16 404c518
Author: Zaccharie Ramzi <zaccharie.ramzi@gmail.com>
Date:   Mon Jul 10 14:11:27 2023 +0200

    Merge branch 'main' into fix-broyden

commit 56dcd16
Author: Zaccharie Ramzi <zaccharie.ramzi@gmail.com>
Date:   Mon Jul 10 14:11:05 2023 +0200

    added broyden in common test + made sure it respects line search failure

commit 404c518
Merge: 22a4af9 aedcfd7
Author: JAXopt authors <no-reply@google.com>
Date:   Wed Jul 5 02:11:33 2023 -0700

    Merge pull request google#465 from vroulet:fix_zoom_max_stepsize_reached

    PiperOrigin-RevId: 545604666

commit 22a4af9
Merge: 9afa6f7 a5aada2
Author: JAXopt authors <no-reply@google.com>
Date:   Wed Jul 5 01:22:31 2023 -0700

    Merge pull request google#464 from phinate:fix-lbfgsb-grad

    PiperOrigin-RevId: 545594782

commit aedcfd7
Author: Vincent Roulet <vroulet@google.com>
Date:   Tue Jul 4 16:52:40 2023 +0200

    Fix zoom to handle first trial infinite or NaN

commit a5aada2
Author: Nathan Simpson <nsimpson@turing.ac.uk>
Date:   Tue Jul 4 10:45:07 2023 +0100

    add test

commit 52a4cf8
Author: Nathan Simpson <nsimpson@turing.ac.uk>
Date:   Tue Jul 4 10:39:24 2023 +0100

    set up correct signature, add _grad_fun

commit 9afa6f7
Merge: 4e80f27 d30a1d9
Author: JAXopt authors <no-reply@google.com>
Date:   Mon Jul 3 02:18:34 2023 -0700

    Merge pull request google#456 from Algue-Rythme:fixandersonaux

    PiperOrigin-RevId: 545162664

commit 4e80f27
Merge: fe57f15 924a1c1
Author: JAXopt authors <no-reply@google.com>
Date:   Fri Jun 30 02:45:07 2023 -0700

    Merge pull request google#458 from mblondel:weak_type_consistency

    PiperOrigin-RevId: 544601673

commit 924a1c1
Author: Mathieu Blondel <mblondel@google.com>
Date:   Thu Jun 29 14:40:59 2023 +0200

    Ensure weak-type consistency.

commit fe57f15
Merge: e6fbf5f 35d34c8
Author: JAXopt authors <no-reply@google.com>
Date:   Fri Jun 30 00:10:16 2023 -0700

    Merge pull request google#449 from vroulet:no_cond_in_zoom_linesearch

    PiperOrigin-RevId: 544574347

commit 35d34c8
Author: Vincent Roulet <vroulet@google.com>
Date:   Fri Jun 30 08:30:55 2023 +0200

    add cond in zoom and globally

commit e6fbf5f
Author: JAXopt authors <no-reply@google.com>
Date:   Thu Jun 29 14:11:31 2023 -0700

    Internal change

    PiperOrigin-RevId: 544458648

commit 5ff06fe
Merge: 7238f76 47c2d39
Author: JAXopt authors <no-reply@google.com>
Date:   Thu Jun 29 13:34:11 2023 -0700

    Merge pull request google#455 from Algue-Rythme:convenienceapi

    PiperOrigin-RevId: 544446827

commit 7238f76
Author: Fabian Pedregosa <pedregosa@google.com>
Date:   Thu Jun 29 08:00:34 2023 -0700

    Internal change

    PiperOrigin-RevId: 544357158

commit fddcada
Merge: 1572796 94ff4ec
Author: JAXopt authors <no-reply@google.com>
Date:   Thu Jun 29 06:55:01 2023 -0700

    Merge pull request google#457 from Algue-Rythme:docinterpolating

    PiperOrigin-RevId: 544343274

commit 47c2d39
Author: AlgueRythme <louis.bethune@ens-lyon.fr>
Date:   Thu Jun 29 12:14:04 2023 +0200

    Extend convenience API for QP + doc

commit 94ff4ec
Author: AlgueRythme <louis.bethune@ens-lyon.fr>
Date:   Thu Jun 29 14:21:39 2023 +0200

    Add interpolation explanations for Polyak/Armijo API doc

commit d30a1d9
Author: AlgueRythme <louis.bethune@ens-lyon.fr>
Date:   Thu Jun 29 14:08:25 2023 +0200

    support has_aux for AndersonAcceleration
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