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authorepapoutsellis <epapoutsellis@gmail.com>2019-06-03 13:49:32 +0100
committerepapoutsellis <epapoutsellis@gmail.com>2019-06-03 13:49:32 +0100
commit8a553acaa96748e887e93c40e3afe03c5c6f7943 (patch)
tree8ff179c4d5110ec218d52710f4dd2101cd7afe79 /Wrappers
parent1261c69dd0e4d12cb7f491074d0e062b865f872f (diff)
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remove memopt
Diffstat (limited to 'Wrappers')
-rwxr-xr-xWrappers/Python/ccpi/optimisation/algorithms/FISTA.py39
1 files changed, 4 insertions, 35 deletions
diff --git a/Wrappers/Python/ccpi/optimisation/algorithms/FISTA.py b/Wrappers/Python/ccpi/optimisation/algorithms/FISTA.py
index d509621..3f285be 100755
--- a/Wrappers/Python/ccpi/optimisation/algorithms/FISTA.py
+++ b/Wrappers/Python/ccpi/optimisation/algorithms/FISTA.py
@@ -59,35 +59,18 @@ class FISTA(Algorithm):
if opt is None:
opt = {'tol': 1e-4}
-# self.tol = opt['tol'] if 'tol' in opt.keys() else 1e-4
-# memopt = opt['memopt'] if 'memopt' in opt.keys() else False
-# self.memopt = memopt
-
- # initialization
-# if memopt:
self.y = x_init.copy()
self.x_old = x_init.copy()
self.x = x_init.copy()
self.u = x_init.copy()
-# else:
-# self.x_old = x_init.copy()
-# self.y = x_init.copy()
-
- #timing = numpy.zeros(max_iter)
- #criter = numpy.zeros(max_iter)
-
-
+
+
self.invL = 1/f.L
self.t_old = 1
def update(self):
- # algorithm loop
- #for it in range(0, max_iter):
-
-# if self.memopt:
- # u = y - invL*f.grad(y)
- # store the result in x_old
+
self.f.gradient(self.y, out=self.u)
self.u.__imul__( -self.invL )
self.u.__iadd__( self.y )
@@ -96,26 +79,12 @@ class FISTA(Algorithm):
self.t = 0.5*(1 + numpy.sqrt(1 + 4*(self.t_old**2)))
- # y = x + (t_old-1)/t*(x-x_old)
self.x.subtract(self.x_old, out=self.y)
self.y.__imul__ ((self.t_old-1)/self.t)
self.y.__iadd__( self.x )
self.x_old.fill(self.x)
- self.t_old = self.t
-
-
-# else:
-# u = self.y - self.invL*self.f.gradient(self.y)
-#
-# self.x = self.g.proximal(u,self.invL)
-#
-# self.t = 0.5*(1 + numpy.sqrt(1 + 4*(self.t_old**2)))
-#
-# self.y = self.x + (self.t_old-1)/self.t*(self.x-self.x_old)
-#
-# self.x_old = self.x.copy()
-# self.t_old = self.t
+ self.t_old = self.t
def update_objective(self):
self.loss.append( self.f(self.x) + self.g(self.x) ) \ No newline at end of file