/
attributes.jl
90 lines (77 loc) · 3.9 KB
/
attributes.jl
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
# MIT License
#
# Copyright (c) 2018 Martin Biel
#
# Permission is hereby granted, free of charge, to any person obtaining a copy
# of this software and associated documentation files (the "Software"), to deal
# in the Software without restriction, including without limitation the rights
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
# copies of the Software, and to permit persons to whom the Software is
# furnished to do so, subject to the following conditions:
#
# The above copyright notice and this permission notice shall be included in all
# copies or substantial portions of the Software.
#
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
# SOFTWARE.
# Attributes #
# ========================== #
"""
AbstractQuasiGradientAttribute
Abstract supertype for attribute objects specific to the L-shaped algorithm.
"""
abstract type AbstractQuasiGradientAttribute <: AbstractStructuredOptimizerAttribute end
"""
SubProblems
An optimizer attribute for specifying if subproblems should be smoothed. Options are:
- [`Unaltered`](@ref): Subproblems are solved in their original state (default)
- [`Smoothed`](@ref): Subproblems are smoothed using Moreau envelopes ?SmoothSubProblem for parameter descriptions.
"""
struct SubProblems <: AbstractQuasiGradientAttribute end
"""
Prox
An optimizer attribute for specifying a prox policy to be used in the quasi-gradient algorithm. Options are:
- [`NoProx`](@ref): Unconstrained.
- [`Polyhedron`](@ref): QP projection on polyhedral space ?PolyhedronProjection for parameter descriptions. (default)
- [`AndersonAcceleration`](@ref): Anderson acceleration of inner prox step ?AndersonAcceleratedProximal for parameter descriptions.
- [`Nesterov`](@ref): Nesterov acceleration of inner prox step ?NesterovProximal for parameter descriptions.
- [`DryFriction`](@ref): Dry-friction acceleration of inner prox step ?DryFrictionProximal for parameter descriptions.
"""
struct Prox <: AbstractQuasiGradientAttribute end
"""
StepSize
An optimizer attribute for specifying an aggregation procedure to be used in the quasi-gradient algorithm. Options are:
- [`Constant`](@ref): Constant step size ?ConstantStep for parameter descriptions (default)
- [`Diminishing`](@ref): Diminishing step size ?DiminishingStep for parameter descriptions.
- [`Polyak`](@ref): Polyak step size ?PolyakStep for parameter descriptions.
- [`BB`](@ref): Barzilai-Borwein step size ?BBStep for parameter descriptions.
"""
struct StepSize <: AbstractQuasiGradientAttribute end
"""
Termination
An optimizer attribute for specifying a termination criterion to be used in the quasi-gradient algorithm. Options are:
- [`AfterMaximumIterations`](@ref): Terminate after set number of iterations ?MaximumIterations for parameter descriptions (default)
- [`AtObjectiveThreshold`](@ref): Terminate after reaching reference objective ?ObjectiveThreshold for parameter descriptions.
- [`AtGradientThreshold`](@ref): Terminate after reaching zero gradient ?GradientThreshold for parameter descriptions.
"""
struct Termination <: AbstractQuasiGradientAttribute end
"""
ProxParameter
Abstract supertype for prox-specific attributes.
"""
abstract type ProxParameter <: AbstractQuasiGradientAttribute end
"""
StepParameter
Abstract supertype for step-specific attributes.
"""
abstract type StepParameter <: AbstractQuasiGradientAttribute end
"""
TerminationParameter
Abstract supertype for termination-specific attributes.
"""
abstract type TerminationParameter <: AbstractQuasiGradientAttribute end