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
91
92
#[derive(Debug)]
pub struct PANOCCache {
pub(crate) lbfgs: lbfgs::Lbfgs,
pub(crate) gradient_u: Vec<f64>,
pub(crate) u_half_step: Vec<f64>,
pub(crate) gradient_step: Vec<f64>,
pub(crate) direction_lbfgs: Vec<f64>,
pub(crate) u_plus: Vec<f64>,
pub(crate) rhs_ls: f64,
pub(crate) lhs_ls: f64,
pub(crate) gamma_fpr: Vec<f64>,
pub(crate) gamma: f64,
pub(crate) tolerance: f64,
pub(crate) norm_gamma_fpr: f64,
pub(crate) tau: f64,
pub(crate) lipschitz_constant: f64,
pub(crate) sigma: f64,
pub(crate) cost_value: f64,
pub(crate) iteration: usize,
}
impl PANOCCache {
pub fn new(problem_size: usize, tolerance: f64, lbfgs_memory_size: usize) -> PANOCCache {
assert!(tolerance > 0., "tolerance must be positive");
PANOCCache {
gradient_u: vec![0.0; problem_size],
u_half_step: vec![0.0; problem_size],
gamma_fpr: vec![0.0; problem_size],
direction_lbfgs: vec![0.0; problem_size],
gradient_step: vec![0.0; problem_size],
u_plus: vec![0.0; problem_size],
gamma: 0.0,
tolerance,
norm_gamma_fpr: std::f64::INFINITY,
lbfgs: lbfgs::Lbfgs::new(problem_size, lbfgs_memory_size)
.with_cbfgs_alpha(1.0)
.with_cbfgs_epsilon(1e-8)
.with_sy_epsilon(1e-10),
lhs_ls: 0.0,
rhs_ls: 0.0,
tau: 1.0,
lipschitz_constant: 0.0,
sigma: 0.0,
cost_value: 0.0,
iteration: 0,
}
}
pub fn reset(&mut self) {
self.lbfgs.reset();
self.lhs_ls = 0.0;
self.rhs_ls = 0.0;
self.tau = 1.0;
self.lipschitz_constant = 0.0;
self.sigma = 0.0;
self.cost_value = 0.0;
self.iteration = 0;
self.gamma = 0.0;
}
}