From 93517aa9f1472458fa962beae1abebb3e1223a6c Mon Sep 17 00:00:00 2001
From: Edoardo Pasca <edo.paskino@gmail.com>
Date: Mon, 1 Apr 2019 16:33:54 +0100
Subject: PDHG as Algorithm

---
 .../Python/ccpi/optimisation/algorithms/PDHG.py    | 115 +++++++++++----------
 1 file changed, 60 insertions(+), 55 deletions(-)

(limited to 'Wrappers/Python')

diff --git a/Wrappers/Python/ccpi/optimisation/algorithms/PDHG.py b/Wrappers/Python/ccpi/optimisation/algorithms/PDHG.py
index 7e55ee8..fb2bfd8 100644
--- a/Wrappers/Python/ccpi/optimisation/algorithms/PDHG.py
+++ b/Wrappers/Python/ccpi/optimisation/algorithms/PDHG.py
@@ -5,6 +5,8 @@ Created on Mon Feb  4 16:18:06 2019
 
 @author: evangelos
 """
+from ccpi.optimisation.algorithms import Algorithm
+
 
 from ccpi.framework import ImageData
 import numpy as np
@@ -13,67 +15,70 @@ import time
 from ccpi.optimisation.operators import BlockOperator
 from ccpi.framework import BlockDataContainer
 
-def PDHG(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 
+class PDHG(Algorithm):
+    '''Primal Dual Hybrid Gradient'''
 
-    if isinstance(operator, BlockOperator):
-        x_old = operator.domain_geometry().allocate()
-        y_old = operator.range_geometry().allocate()
-    else:
-        x_old = operator.domain_geometry().allocate()
-        y_old = operator.range_geometry().allocate()       
-        
-    
-    xbar = x_old
-    x_tmp = x_old
-    x = x_old
-    
-    y_tmp = y_old
-    y = y_tmp
-        
-    # relaxation parameter
-    theta = 1
-    
-    t = time.time()
-    
-    objective = []
+    def __init__(self, **kwargs):
+        super(PDHG, self).__init__()
+        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', None)
+
+        if self.f is not None and self.operator is not None and \
+           self.g is not None:
+            print ("Calling from creator")
+            self.set_up(self.f,
+                        self.operator,
+                        self.g, 
+                        self.tau, 
+                        self.sigma)
+
+    def set_up(self, f, g, operator, tau = None, sigma = None, opt = None, **kwargs):
+        # algorithmic parameters
+            
+        if sigma is None and tau is None:
+            raise ValueError('Need sigma*tau||K||^2<1') 
+                    
     
-    for i in range(niter):
+        self.x_old = self.operator.domain_geometry().allocate()
+        self.y_old = self.operator.range_geometry().allocate()
         
+        self.xbar = self.x_old.copy()
+        #x_tmp = x_old
+        self.x = self.x_old.copy()
+        self.y = self.y_old.copy()
+        #y_tmp = y_old
+        #y = y_tmp
+            
+        # relaxation parameter
+        self.theta = 1
+
+    def update(self):
         # Gradient descent, Dual problem solution
-        y_tmp = y_old + sigma * operator.direct(xbar)
-        y = f.proximal_conjugate(y_tmp, sigma)
+        self.y_old += self.sigma * self.operator.direct(self.xbar)
+        self.y = self.f.proximal_conjugate(self.y_old, self.sigma)
         
         # Gradient ascent, Primal problem solution
-        x_tmp = x_old - tau * operator.adjoint(y)
-        x = g.proximal(x_tmp, tau)
+        self.x_old -= self.tau * self.operator.adjoint(self.y)
+        self.x = self.g.proximal(self.x_old, self.tau)
         
         #Update
-        xbar = x + theta * (x - x_old)
-                                
-        x_old = x
-        y_old = y   
-        
-#        if i%100==0:
-#
-#            plt.imshow(x.as_array()[100])
-#            plt.show()
-#            print(f(operator.direct(x)) + g(x), i)
-                         
-    t_end = time.time()        
-        
-    return x, t_end - t, objective
+        #xbar = x + theta * (x - x_old)
+        self.xbar.fill(self.x)
+        self.xbar -= self.x_old 
+        self.xbar *= self.theta
+        self.xbar += self.x
+                        
+        self.x_old.fill(self.x)
+        self.y_old.fill(self.y)
+        #self.y_old = y.copy()
+        #self.y = self.y_old
+
+    def update_objective(self):
+        self.loss.append([self.f(self.operator.direct(self.x)) + self.g(self.x),
+            -(self.f.convex_conjugate(self.y) + self.g.convex_conjugate(- 1 * self.operator.adjoint(self.y)))
+        ])
+
 
-- 
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