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fix: allow ProximalGradient to have iteration-dependant epsg #158

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merged 1 commit into from
Jan 18, 2024
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fix: allow ProximalGradient to have iteration-dependant epsg #158

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13 changes: 7 additions & 6 deletions pyproximal/optimization/primal.py
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Original file line number Diff line number Diff line change
Expand Up @@ -201,6 +201,7 @@ def ProximalGradient(proxf, proxg, x0, epsg=1.,
"""
# check if epgs is a vector
if np.asarray(epsg).size == 1.:
epsg = epsg * np.ones(niter)
epsg_print = str(epsg)
else:
epsg_print = 'Multi'
Expand Down Expand Up @@ -240,14 +241,14 @@ def ProximalGradient(proxf, proxg, x0, epsg=1.,
# proximal step
if not backtracking:
if eta == 1.:
x = proxg.prox(y - tau * proxf.grad(y), epsg * tau)
x = proxg.prox(y - tau * proxf.grad(y), epsg[iiter] * tau)
else:
x = x + eta * (proxg.prox(x - tau * proxf.grad(x), epsg * tau) - x)
x = x + eta * (proxg.prox(x - tau * proxf.grad(x), epsg[iiter] * tau) - x)
else:
x, tau = _backtracking(y, tau, proxf, proxg, epsg,
x, tau = _backtracking(y, tau, proxf, proxg, epsg[iiter],
beta=beta, niterback=niterback)
if eta != 1.:
x = x + eta * (proxg.prox(x - tau * proxf.grad(x), epsg * tau) - x)
x = x + eta * (proxg.prox(x - tau * proxf.grad(x), epsg[iiter] * tau) - x)

# update internal parameters for bilinear operator
if isinstance(proxf, BilinearOperator):
Expand All @@ -273,8 +274,8 @@ def ProximalGradient(proxf, proxg, x0, epsg=1.,
pf, pg = proxf(x), proxg(x)
msg = '%6g %12.5e %10.3e %10.3e %10.3e %10.3e' % \
(iiter + 1, np.real(to_numpy(x[0])) if x.ndim == 1 else np.real(to_numpy(x[0, 0])),
pf, pg[0] if epsg_print == 'Multi' else pg,
pf + np.sum(epsg * pg),
pf, pg,
pf + np.sum(epsg[iiter] * pg),
tau)
print(msg)
if show:
Expand Down