mpi_proximals.cc File Reference

#include <catch2/catch_all.hpp>
#include <numeric>
#include <random>
#include <utility>
#include "sopt/proximal.h"
#include "sopt/types.h"

Include dependency graph for mpi_proximals.cc:

Go to the source code of this file.

Functions
	TEST_CASE ("Parallel Euclidian norm", "[proximal]")
	TEST_CASE ("Parallel L2 ball", "[proximal]")
	TEST_CASE ("Parallel WeightedL2Ball", "[proximal]")

Function Documentation

TEST_CASE() [1/3]

TEST_CASE	(	"Parallel Euclidian norm"	,
		""	[proximal]
	)

Definition at line 9 of file mpi_proximals.cc.

                                                   {
  using namespace sopt;
  auto const world = mpi::Communicator::World();
  proximal::EuclidianNorm const eucl(world);
 
  Vector<t_real> out(5);
  Vector<t_real> x(5);
  x << 1, 2, 3, 4, 5;
  eucl(out, std::sqrt(world.all_sum_all(x.squaredNorm())) * 1.001, x);
  CHECK(out.isApprox(Vector<t_real>::Zero(x.size())));
 
  out = eucl(0.1, x);
  CHECK(out.isApprox(x * (1e0 - 0.1 / std::sqrt(world.all_sum_all(x.squaredNorm())))));
}

TEST_CASE() [2/3]

TEST_CASE	(	"Parallel L2 ball"	,
		""	[proximal]
	)

Definition at line 24 of file mpi_proximals.cc.

                                            {
  using namespace sopt;
  auto const world = mpi::Communicator::World();
  proximal::L2Ball<t_real> ball(0.5, world);
  Vector<t_real> out;
  Vector<t_real> x(5);
  x << 1, 2, 3, 4, 5;
  x *= world.rank();
 
  out = ball(0, x);
  CHECK(x.isApprox(out / 0.5 * std::sqrt(world.all_sum_all(x.squaredNorm()))));
  ball.epsilon(std::sqrt(world.all_sum_all(x.squaredNorm())) * 1.001);
  out = ball(0, x);
  CHECK(x.isApprox(out));
}

References sopt::proximal::L2Ball< T >::epsilon().

TEST_CASE() [3/3]

TEST_CASE	(	"Parallel WeightedL2Ball"	,
		""	[proximal]
	)

Definition at line 40 of file mpi_proximals.cc.

                                                   {
  using namespace sopt;
  auto const world = mpi::Communicator::World();
  Vector<t_real> const weights = 0.01 * Vector<t_real>::Random(5).array() + 1e0;
  Vector<t_real> x(5);
  x << 1, 2, 3, 4, 5;
  x *= world.rank();
  proximal::WeightedL2Ball<t_real> wball(0.5, weights, world);
  proximal::L2Ball<t_real> const ball(0.5, world);
 
  Vector<t_real> const expected =
      ball((x.array() * weights.array()).matrix()).array() / weights.array();
  Vector<t_real> const actual = wball(x);
  CHECK(actual.isApprox(expected));
 
  wball.epsilon(std::sqrt(world.all_sum_all((x.array() * weights.array()).matrix().squaredNorm())) *
                1.001);
  CHECK(x.isApprox(wball(x)));
}

References sopt::proximal::WeightedL2Ball< T >::epsilon().