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Add optional relaxation to ADMM solver #118

Merged
merged 9 commits into from
Dec 4, 2021
Merged

Add optional relaxation to ADMM solver #118

merged 9 commits into from
Dec 4, 2021

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bwohlberg
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  • Add optional relaxation to ADMM solver.
  • Simplify ADMM step implementation.

@bwohlberg bwohlberg added the enhancement New feature or request label Dec 3, 2021
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codecov bot commented Dec 3, 2021

Codecov Report

Merging #118 (e12109c) into main (76ad408) will increase coverage by 0.35%.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##             main     #118      +/-   ##
==========================================
+ Coverage   90.49%   90.84%   +0.35%     
==========================================
  Files          42       42              
  Lines        2987     2983       -4     
==========================================
+ Hits         2703     2710       +7     
+ Misses        284      273      -11     
Flag Coverage Δ
unittests 90.84% <100.00%> (+0.35%) ⬆️

Flags with carried forward coverage won't be shown. Click here to find out more.

Impacted Files Coverage Δ
scico/admm.py 95.23% <100.00%> (+5.60%) ⬆️

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def z_and_u_step(self, u_list, z_list):
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I suspect the code was written this way so that the z_and_u_step could be jitted (jitted functions should be pure, no side effects). However, z_and_u_step was not actually jitted as far as I can tell. So I don't mind the refactor.

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That was my suspicion too. If we decide there is some benefit to jitting, we can refactor again, but for now this simpler structure makes more sense.

@bwohlberg bwohlberg merged commit 5293ac2 into main Dec 4, 2021
@bwohlberg bwohlberg deleted the brendt/admm-relax branch December 4, 2021 14:02
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3 participants