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-rwxr-xr-xWrappers/Python/ccpi/optimisation/algorithms/CGLS.py33
-rwxr-xr-xWrappers/Python/ccpi/optimisation/algorithms/FISTA.py39
-rwxr-xr-xWrappers/Python/ccpi/optimisation/algorithms/GradientDescent.py24
-rw-r--r--Wrappers/Python/ccpi/optimisation/algorithms/PDHG.py145
-rw-r--r--Wrappers/Python/ccpi/optimisation/algorithms/SIRT.py25
-rwxr-xr-xWrappers/Python/ccpi/optimisation/functions/Norm2Sq.py27
-rw-r--r--Wrappers/Python/setup.py9
7 files changed, 95 insertions, 207 deletions
diff --git a/Wrappers/Python/ccpi/optimisation/algorithms/CGLS.py b/Wrappers/Python/ccpi/optimisation/algorithms/CGLS.py
index de904fb..82fbb96 100755
--- a/Wrappers/Python/ccpi/optimisation/algorithms/CGLS.py
+++ b/Wrappers/Python/ccpi/optimisation/algorithms/CGLS.py
@@ -34,27 +34,25 @@ class CGLS(Algorithm):
https://web.stanford.edu/group/SOL/software/cgls/
'''
-
-
-
+
def __init__(self, **kwargs):
super(CGLS, self).__init__()
- self.x = kwargs.get('x_init', None)
- self.operator = kwargs.get('operator', None)
- self.data = kwargs.get('data', None)
- self.tolerance = kwargs.get('tolerance', 1e-6)
- if self.x is not None and self.operator is not None and \
- self.data is not None:
- print (self.__class__.__name__ , "set_up called from creator")
- self.set_up(x_init =kwargs['x_init'],
- operator=kwargs['operator'],
- data =kwargs['data'])
-
-
- def set_up(self, x_init, operator , data ):
+ x_init = kwargs.get('x_init', None)
+ operator = kwargs.get('operator', None)
+ data = kwargs.get('data', None)
+ tolerance = kwargs.get('tolerance', 1e-6)
+
+ if x_init is not None and operator is not None and data is not None:
+ print(self.__class__.__name__ , "set_up called from creator")
+ self.set_up(x_init=x_init, operator=operator, data=data, tolerance=tolerance)
+
+ def set_up(self, x_init, operator, data, tolerance=1e-6):
self.x = x_init * 0.
+ self.operator = operator
+ self.tolerance = tolerance
+
self.r = data - self.operator.direct(self.x)
self.s = self.operator.adjoint(self.r)
@@ -64,8 +62,7 @@ class CGLS(Algorithm):
##
self.norms = self.s.norm()
##
-
-
+
self.gamma = self.norms0**2
self.normx = self.x.norm()
self.xmax = self.normx
diff --git a/Wrappers/Python/ccpi/optimisation/algorithms/FISTA.py b/Wrappers/Python/ccpi/optimisation/algorithms/FISTA.py
index 9e40c95..fa1d8d8 100755
--- a/Wrappers/Python/ccpi/optimisation/algorithms/FISTA.py
+++ b/Wrappers/Python/ccpi/optimisation/algorithms/FISTA.py
@@ -39,40 +39,31 @@ class FISTA(Algorithm):
'''initialisation can be done at creation time if all
proper variables are passed or later with set_up'''
super(FISTA, self).__init__()
- self.f = kwargs.get('f', None)
- self.g = kwargs.get('g', ZeroFunction())
- self.x_init = kwargs.get('x_init',None)
- self.invL = None
- self.t_old = 1
- if self.x_init is not None and \
- self.f is not None and self.g is not None:
- print ("FISTA set_up called from creator")
- self.set_up(self.x_init, self.f, self.g)
+ f = kwargs.get('f', None)
+ g = kwargs.get('g', ZeroFunction())
+ x_init = kwargs.get('x_init', None)
+
+ if x_init is not None and f is not None:
+ print(self.__class__.__name__ , "set_up called from creator")
+ self.set_up(x_init=x_init, f=f, g=g)
+
+ def set_up(self, x_init, f, g=ZeroFunction()):
-
- def set_up(self, x_init, f, g, opt=None, **kwargs):
-
- self.f = f
- self.g = g
-
- # algorithmic parameters
- if opt is None:
- opt = {'tol': 1e-4}
-
self.y = x_init.copy()
self.x_old = x_init.copy()
self.x = x_init.copy()
- self.u = x_init.copy()
+ self.u = x_init.copy()
+ self.f = f
+ self.g = g
self.invL = 1/f.L
-
- self.t_old = 1
+ self.t = 1
self.update_objective()
self.configured = True
def update(self):
-
+ self.t_old = self.t
self.f.gradient(self.y, out=self.u)
self.u.__imul__( -self.invL )
self.u.__iadd__( self.y )
@@ -87,7 +78,7 @@ class FISTA(Algorithm):
self.y.__iadd__( self.x )
self.x_old.fill(self.x)
- self.t_old = self.t
+
def update_objective(self):
self.loss.append( self.f(self.x) + self.g(self.x) )
diff --git a/Wrappers/Python/ccpi/optimisation/algorithms/GradientDescent.py b/Wrappers/Python/ccpi/optimisation/algorithms/GradientDescent.py
index cbccd73..8c2b693 100755
--- a/Wrappers/Python/ccpi/optimisation/algorithms/GradientDescent.py
+++ b/Wrappers/Python/ccpi/optimisation/algorithms/GradientDescent.py
@@ -25,18 +25,14 @@ class GradientDescent(Algorithm):
'''initialisation can be done at creation time if all
proper variables are passed or later with set_up'''
super(GradientDescent, self).__init__()
- self.x = None
- self.rate = 0
- self.objective_function = None
- self.regulariser = None
- args = ['x_init', 'objective_function', 'rate']
- for k,v in kwargs.items():
- if k in args:
- args.pop(args.index(k))
- if len(args) == 0:
- self.set_up(x_init=kwargs['x_init'],
- objective_function=kwargs['objective_function'],
- rate=kwargs['rate'])
+
+ x_init = kwargs.get('x_init', None)
+ objective_function = kwargs.get('objective_function', None)
+ rate = kwargs.get('rate', None)
+
+ if x_init is not None and objective_function is not None and rate is not None:
+ print(self.__class__.__name__, "set_up called from creator")
+ self.set_up(x_init=x_init, objective_function=objective_function, rate=rate)
def should_stop(self):
'''stopping cryterion, currently only based on number of iterations'''
@@ -47,14 +43,17 @@ class GradientDescent(Algorithm):
self.x = x_init.copy()
self.objective_function = objective_function
self.rate = rate
+
self.loss.append(objective_function(x_init))
self.iteration = 0
+
try:
self.memopt = self.objective_function.memopt
except AttributeError as ae:
self.memopt = False
if self.memopt:
self.x_update = x_init.copy()
+
self.configured = True
def update(self):
@@ -68,4 +67,3 @@ class GradientDescent(Algorithm):
def update_objective(self):
self.loss.append(self.objective_function(self.x))
-
diff --git a/Wrappers/Python/ccpi/optimisation/algorithms/PDHG.py b/Wrappers/Python/ccpi/optimisation/algorithms/PDHG.py
index 2503fe6..8f37765 100644
--- a/Wrappers/Python/ccpi/optimisation/algorithms/PDHG.py
+++ b/Wrappers/Python/ccpi/optimisation/algorithms/PDHG.py
@@ -24,42 +24,42 @@ from ccpi.optimisation.operators import BlockOperator
from ccpi.framework import BlockDataContainer
from ccpi.optimisation.functions import FunctionOperatorComposition
+
class PDHG(Algorithm):
'''Primal Dual Hybrid Gradient'''
def __init__(self, **kwargs):
super(PDHG, self).__init__(max_iteration=kwargs.get('max_iteration',0))
- self.f = kwargs.get('f', None)
- self.operator = kwargs.get('operator', None)
- self.g = kwargs.get('g', None)
- self.tau = kwargs.get('tau', None)
- self.sigma = kwargs.get('sigma', 1.)
-
-
- if self.f is not None and self.operator is not None and \
- self.g is not None:
- if self.tau is None:
- # Compute operator Norm
- normK = self.operator.norm()
- # Primal & dual stepsizes
- self.tau = 1/(self.sigma*normK**2)
- print ("Calling from creator")
- self.set_up(self.f,
- self.g,
- self.operator,
- self.tau,
- self.sigma)
-
- def set_up(self, f, g, operator, tau = None, sigma = None, opt = None, **kwargs):
+ f = kwargs.get('f', None)
+ operator = kwargs.get('operator', None)
+ g = kwargs.get('g', None)
+ tau = kwargs.get('tau', None)
+ sigma = kwargs.get('sigma', 1.)
+
+ if f is not None and operator is not None and g is not None:
+ print(self.__class__.__name__ , "set_up called from creator")
+ self.set_up(f=f, g=g, operator=operator, tau=tau, sigma=sigma)
+
+ def set_up(self, f, g, operator, tau=None, sigma=1.):
+
+ # can't happen with default sigma
+ if sigma is None and tau is None:
+ raise ValueError('Need sigma*tau||K||^2<1')
+
# algorithmic parameters
- self.operator = operator
self.f = f
self.g = g
+ self.operator = operator
+
self.tau = tau
self.sigma = sigma
- self.opt = opt
- if sigma is None and tau is None:
- raise ValueError('Need sigma*tau||K||^2<1')
+
+ if self.tau is None:
+ # Compute operator Norm
+ normK = self.operator.norm()
+ # Primal & dual stepsizes
+ self.tau = 1 / (self.sigma * normK ** 2)
+
self.x_old = self.operator.domain_geometry().allocate()
self.x_tmp = self.x_old.copy()
@@ -83,7 +83,7 @@ class PDHG(Algorithm):
self.y_tmp *= self.sigma
self.y_tmp += self.y_old
- #self.y = self.f.proximal_conjugate(self.y_old, self.sigma)
+ # self.y = self.f.proximal_conjugate(self.y_old, self.sigma)
self.f.proximal_conjugate(self.y_tmp, self.sigma, out=self.y)
# Gradient ascent, Primal problem solution
@@ -91,10 +91,9 @@ class PDHG(Algorithm):
self.x_tmp *= -1*self.tau
self.x_tmp += self.x_old
-
self.g.proximal(self.x_tmp, self.tau, out=self.x)
- #Update
+ # Update
self.x.subtract(self.x_old, out=self.xbar)
self.xbar *= self.theta
self.xbar += self.x
@@ -107,90 +106,4 @@ class PDHG(Algorithm):
p1 = self.f(self.operator.direct(self.x)) + self.g(self.x)
d1 = -(self.f.convex_conjugate(self.y) + self.g.convex_conjugate(-1*self.operator.adjoint(self.y)))
- self.loss.append([p1,d1,p1-d1])
-
-
-
-def PDHG_old(f, g, operator, tau = None, sigma = None, opt = None, **kwargs):
-
- # algorithmic parameters
- if opt is None:
- opt = {'tol': 1e-6, 'niter': 500, 'show_iter': 100, \
- 'memopt': False}
-
- if sigma is None and tau is None:
- raise ValueError('Need sigma*tau||K||^2<1')
-
- niter = opt['niter'] if 'niter' in opt.keys() else 1000
- tol = opt['tol'] if 'tol' in opt.keys() else 1e-4
- memopt = opt['memopt'] if 'memopt' in opt.keys() else False
- show_iter = opt['show_iter'] if 'show_iter' in opt.keys() else False
- stop_crit = opt['stop_crit'] if 'stop_crit' in opt.keys() else False
-
- x_old = operator.domain_geometry().allocate()
- y_old = operator.range_geometry().allocate()
-
- xbar = x_old.copy()
- x_tmp = x_old.copy()
- x = x_old.copy()
-
- y_tmp = y_old.copy()
- y = y_tmp.copy()
-
-
- # relaxation parameter
- theta = 1
-
- t = time.time()
-
- primal = []
- dual = []
- pdgap = []
-
-
- for i in range(niter):
-
-
-
- if memopt:
- operator.direct(xbar, out = y_tmp)
- y_tmp *= sigma
- y_tmp += y_old
- else:
- y_tmp = y_old + sigma * operator.direct(xbar)
-
- f.proximal_conjugate(y_tmp, sigma, out=y)
-
- if memopt:
- operator.adjoint(y, out = x_tmp)
- x_tmp *= -1*tau
- x_tmp += x_old
- else:
- x_tmp = x_old - tau*operator.adjoint(y)
-
- g.proximal(x_tmp, tau, out=x)
-
- x.subtract(x_old, out=xbar)
- xbar *= theta
- xbar += x
-
- x_old.fill(x)
- y_old.fill(y)
-
- if i%10==0:
-
- p1 = f(operator.direct(x)) + g(x)
- d1 = - ( f.convex_conjugate(y) + g.convex_conjugate(-1*operator.adjoint(y)) )
- primal.append(p1)
- dual.append(d1)
- pdgap.append(p1-d1)
- print(p1, d1, p1-d1)
-
-
-
- t_end = time.time()
-
- return x, t_end - t, primal, dual, pdgap
-
-
-
+ self.loss.append([p1, d1, p1-d1]) \ No newline at end of file
diff --git a/Wrappers/Python/ccpi/optimisation/algorithms/SIRT.py b/Wrappers/Python/ccpi/optimisation/algorithms/SIRT.py
index 02ca937..ca5b084 100644
--- a/Wrappers/Python/ccpi/optimisation/algorithms/SIRT.py
+++ b/Wrappers/Python/ccpi/optimisation/algorithms/SIRT.py
@@ -31,19 +31,17 @@ class SIRT(Algorithm):
'''
def __init__(self, **kwargs):
super(SIRT, self).__init__()
- self.x = kwargs.get('x_init', None)
- self.operator = kwargs.get('operator', None)
- self.data = kwargs.get('data', None)
- self.constraint = kwargs.get('constraint', None)
- if self.x is not None and self.operator is not None and \
- self.data is not None:
- print ("Calling from creator")
- self.set_up(x_init=kwargs['x_init'],
- operator=kwargs['operator'],
- data=kwargs['data'],
- constraint=kwargs['constraint'])
- def set_up(self, x_init, operator , data, constraint=None ):
+ x_init = kwargs.get('x_init', None)
+ operator = kwargs.get('operator', None)
+ data = kwargs.get('data', None)
+ constraint = kwargs.get('constraint', None)
+
+ if x_init is not None and operator is not None and data is not None:
+ print(self.__class__.__name__, "set_up called from creator")
+ self.set_up(x_init=x_init, operator=operator, data=data, constraint=constraint)
+
+ def set_up(self, x_init, operator, data, constraint=None):
self.x = x_init.copy()
self.operator = operator
@@ -57,6 +55,7 @@ class SIRT(Algorithm):
# Set up scaling matrices D and M.
self.M = 1/self.operator.direct(self.operator.domain_geometry().allocate(value=1.0))
self.D = 1/self.operator.adjoint(self.operator.range_geometry().allocate(value=1.0))
+ self.update_objective()
self.configured = True
@@ -67,7 +66,7 @@ class SIRT(Algorithm):
self.x += self.relax_par * (self.D*self.operator.adjoint(self.M*self.r))
if self.constraint is not None:
- self.x = self.constraint.proximal(self.x,None)
+ self.x = self.constraint.proximal(self.x, None)
# self.constraint.proximal(self.x,None, out=self.x)
def update_objective(self):
diff --git a/Wrappers/Python/ccpi/optimisation/functions/Norm2Sq.py b/Wrappers/Python/ccpi/optimisation/functions/Norm2Sq.py
index 204fdc4..eea300d 100755
--- a/Wrappers/Python/ccpi/optimisation/functions/Norm2Sq.py
+++ b/Wrappers/Python/ccpi/optimisation/functions/Norm2Sq.py
@@ -36,27 +36,14 @@ class Norm2Sq(Function):
'''
- def __init__(self,A,b,c=1.0,memopt=False):
+ def __init__(self, A, b, c=1.0):
super(Norm2Sq, self).__init__()
self.A = A # Should be an operator, default identity
self.b = b # Default zero DataSet?
self.c = c # Default 1.
- if memopt:
- try:
- self.range_tmp = A.range_geometry().allocate()
- self.domain_tmp = A.domain_geometry().allocate()
- self.memopt = True
- except NameError as ne:
- warnings.warn(str(ne))
- self.memopt = False
- except NotImplementedError as nie:
- print (nie)
- warnings.warn(str(nie))
- self.memopt = False
- else:
- self.memopt = False
-
+ self.range_tmp = A.range_geometry().allocate()
+
# Compute the Lipschitz parameter from the operator if possible
# Leave it initialised to None otherwise
try:
@@ -69,7 +56,7 @@ class Norm2Sq(Function):
#def grad(self,x):
# return self.gradient(x, out=None)
- def __call__(self,x):
+ def __call__(self, x):
#return self.c* np.sum(np.square((self.A.direct(x) - self.b).ravel()))
#if out is None:
# return self.c*( ( (self.A.direct(x)-self.b)**2).sum() )
@@ -84,8 +71,8 @@ class Norm2Sq(Function):
# added for compatibility with SIRF
return (y.norm()**2) * self.c
- def gradient(self, x, out = None):
- if self.memopt:
+ def gradient(self, x, out=None):
+ if out is not None:
#return 2.0*self.c*self.A.adjoint( self.A.direct(x) - self.b )
self.A.direct(x, out=self.range_tmp)
self.range_tmp -= self.b
@@ -93,4 +80,4 @@ class Norm2Sq(Function):
#self.direct_placehold.multiply(2.0*self.c, out=out)
out *= (self.c * 2.0)
else:
- return (2.0*self.c)*self.A.adjoint( self.A.direct(x) - self.b )
+ return (2.0*self.c)*self.A.adjoint(self.A.direct(x) - self.b)
diff --git a/Wrappers/Python/setup.py b/Wrappers/Python/setup.py
index e680df3..ea6181e 100644
--- a/Wrappers/Python/setup.py
+++ b/Wrappers/Python/setup.py
@@ -37,9 +37,12 @@ setup(
'ccpi.processors',
'ccpi.contrib','ccpi.contrib.optimisation',
'ccpi.contrib.optimisation.algorithms'],
- data_files = [('share/ccpi', ['data/boat.tiff', 'data/peppers.tiff',
- 'data/camera.png',
- 'data/resolution_chart.tiff', 'data/shapes.png'])],
+ data_files = [('share/ccpi', ['data/boat.tiff',
+ 'data/peppers.tiff',
+ 'data/camera.png',
+ 'data/resolution_chart.tiff',
+ 'data/shapes.png',
+ 'data/24737_fd_normalised.nxs'])],
# Project uses reStructuredText, so ensure that the docutils get
# installed or upgraded on the target machine