sopt::proximal::L1< SCALAR >::Breaker Class Reference

#include <l1_proximal.h>

Public Types
using	Real = typename real_type< SCALAR >::type

Public Member Functions
	Breaker (Real objective, Real tolerance=1e-8, bool do_two_cycle=true)
bool	operator() (Real objective)
	True if we should break out of loop. More...
Real	current () const
	Current objective. More...
Real	previous () const
	Current objective. More...
Real	relative_variation () const
	Variation in the objective function. More...
bool	two_cycle () const
	Whether we have a cycle of period two. More...
bool	converged () const
	True if relative variation smaller than tolerance. More...
Real	tolerance () const
	Tolerance criteria. More...
L1< SCALAR >::Breaker &	tolerance (Real tol) const
	Tolerance criteria. More...

Detailed Description

template<typename SCALAR>
class sopt::proximal::L1< SCALAR >::Breaker

Definition at line 425 of file l1_proximal.h.

Member Typedef Documentation

Real

template<typename SCALAR >

using sopt::proximal::L1< SCALAR >::Breaker::Real = typename real_type<SCALAR>::type

Definition at line 427 of file l1_proximal.h.

Constructor & Destructor Documentation

Breaker()

template<typename SCALAR >

sopt::proximal::L1< SCALAR >::Breaker::Breaker ( Real  objective, Real  tolerance = 1e-8, bool  do_two_cycle = true  )

inline

Constructs a breaker object

Parameters

[in]	objective	the first objective function
[in]	tolerance	Convergence criteria for convergence
[in]	do_two_cycle	Whether to enable two cycle detections. Only necessary when mixing is not enabled.

Definition at line 433 of file l1_proximal.h.

      : tolerance_(tolerance),
        iter(0),
        objectives({{objective, 0, 0, 0}}),
        do_two_cycle(do_two_cycle) {}

References sopt::proximal::L1TightFrame< SCALAR >::objective().

Member Function Documentation

converged()

template<typename SCALAR >

bool sopt::proximal::L1< SCALAR >::Breaker::converged ( ) const

inline

True if relative variation smaller than tolerance.

Definition at line 458 of file l1_proximal.h.

                         {
    // If current ~ 0, then defaults to absolute convergence
    // This is mainly to avoid a division by zero
    if (std::abs(current() * 1000) < tolerance()) return std::abs(previous() * 1000) < tolerance();
    return relative_variation() < tolerance();
  }

Referenced by TEST_CASE().

current()

template<typename SCALAR >

Real sopt::proximal::L1< SCALAR >::Breaker::current ( ) const

inline

Current objective.

Definition at line 445 of file l1_proximal.h.

{ return objectives[0]; }

Referenced by TEST_CASE().

operator()()

template<typename SCALAR >

bool sopt::proximal::L1< SCALAR >::Breaker::operator() ( Real  objective )

inline

True if we should break out of loop.

Definition at line 439 of file l1_proximal.h.

                                  {
    ++iter;
    objectives = {{objective, objectives[0], objectives[1], objectives[2]}};
    return converged() or two_cycle();
  }

References sopt::proximal::L1TightFrame< SCALAR >::objective().

previous()

template<typename SCALAR >

Real sopt::proximal::L1< SCALAR >::Breaker::previous ( ) const

inline

Current objective.

Definition at line 447 of file l1_proximal.h.

{ return objectives[1]; }

relative_variation()

template<typename SCALAR >

Real sopt::proximal::L1< SCALAR >::Breaker::relative_variation ( ) const

inline

Variation in the objective function.

Definition at line 449 of file l1_proximal.h.

{ return std::abs((current() - previous()) / current()); }

tolerance() [1/2]

template<typename SCALAR >

Real sopt::proximal::L1< SCALAR >::Breaker::tolerance ( ) const

inline

Tolerance criteria.

Definition at line 465 of file l1_proximal.h.

{ return tolerance_; }

tolerance() [2/2]

template<typename SCALAR >

L1<SCALAR>::Breaker& sopt::proximal::L1< SCALAR >::Breaker::tolerance ( Real  tol ) const

inline

Tolerance criteria.

Definition at line 467 of file l1_proximal.h.

                                               {
    tolerance_ = tol;
    return *this;
  }

References tol.

two_cycle()

template<typename SCALAR >

bool sopt::proximal::L1< SCALAR >::Breaker::two_cycle ( ) const

inline

Whether we have a cycle of period two.

Cycling is prone to happen without mixing, it seems.

Definition at line 452 of file l1_proximal.h.

                         {
    return do_two_cycle and iter > 3 and std::abs(objectives[0] - objectives[2]) < tolerance() and
           std::abs(objectives[1] - objectives[3]) < tolerance();
  }

Referenced by TEST_CASE().

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The documentation for this class was generated from the following file:

• /home/runner/work/sopt/sopt/cpp/sopt/l1_proximal.h