Skip to content

natederbinsky/swiftADMM

master
Switch branches/tags

Name already in use

A tag already exists with the provided branch name. Many Git commands accept both tag and branch names, so creating this branch may cause unexpected behavior. Are you sure you want to create this branch?
Code

Latest commit

 

Git stats

Files

Permalink
Failed to load latest commit information.
Type
Name
Latest commit message
Commit time
 
 
 
 
 
 
 
 
 
 
 
 

ADMM

Implements the Alternating Direction Method of Multipliers (ADMM) and Three-Weight Algorithm (TWA).

See example applications (Sudoku and Circle Packing), but basic library usage:

  1. Create an ObjectiveGraph.
  2. Use the createVariable method to instantiate variables with initial values/weights.
  3. Use the createFactor method to create factors that minimize local sub-objectives; edges (via createEdge) provide input/output access to existing variables.
  4. Use the iterate method to perform one step of minimization on the left, followed by variable-value concur on the right; the iterations and converged properties provide status.

Between iterations...

  • Subscripts can be used to get the value variables, as well as enable/disable factors.
  • The reinitialize method resets the graph to its initial state (initial values/weights, all factors enabled).

Supplied example of "fast" circle packing shows integration with a spatial index for dynamic graph management, as well as use of callbacks (functions called after iteration/reinitialization).

The supplied example.swift is an example external client program:

  • make (compiles the ADMM library and example program to an example folder)
  • make run (run the example program, which is a shortcut for handling dynamic linking)
  • make test (run all the tests in the package)
  • make clean (delete the example/testing intermediate files/folders)