DICG #460
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DICG #460
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* Update plot_sparsity * Remove redundant CallbackStateBlockCoordinateMetho * Isolate update step from BCFW * SpectraplexLMO add field maxiters * BCFW allow different stepsize strategies * Adapt example * ALM and BCFW for blockvectors * Small changes * Small progress on BPCG steps * FIX BPCG step * ALM inital point consistency * Adapt tests * Add collect for BlockVector * Remove old CallbackState from Alternating project. * Format * Add tests for ALM and BCFW * Update documentation * BCFW example * Add example for BCFW * Update documentation * Small documentation fix * Documentation update
* Implement additional plot for infeasibility * Adapt test
* Add callback state and dual gaps to UpdateOrder paramters * Minor fixes
This reverts commit bea3596.
This reverts commit 12b63c6.
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* Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update FrankWolfe.jl * Update moi_oracle.jl * Update moi_oracle.jl ; typo * Update moi_oracle.jl; minor issue * Update moi_oracle.jl; typo * Update moi_oracle.jl; add argument atol to dicg_maximum_step * Update moi_oracle.jl typo * Update moi_oracle.jl; big change Include the case of lying on the lower boundary; directly return 0 * Update moi_oracle.jl; missing end * Update moi_oracle.jl; typo * Update moi_oracle.jl;typo * Update moi_oracle.jl; typo * Update moi_oracle.jl; include the case when xi lies on the upperbound and di >= upperbound, return gamma_max = 0 * Update moi_oracle.jl; typo * Update moi_oracle.jl; typo * Update moi_oracle.jl * Update moi_oracle.jl include interval constrain in compute inface point * Update moi_oracle.jl; for testing * Update moi_oracle.jl; * Update moi_oracle.jl * Update simplex_oracles.jl; The convertion of simplex polytope to mathopt might be wrong * Update moi_oracle.jl; add delete function * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl; change the way of adding constraints * Update moi_oracle.jl; typo * Update moi_oracle.jl; add variables * Update moi_oracle.jl; typo * Update dicg.jl; for testing * Update dicg.jl; typo * Update dicg.jl for testing * Update dicg.jl for testing * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl; typo * Update moi_oracle.jl for testing * Update moi_oracle.jl; for testing * Update moi_oracle.jl * Update moi_oracle.jl; silent the MOI * Update moi_oracle.jl * Update dicg.jl; remove test * Update moi_oracle.jl * Update Project.toml * Update Project.toml * Update simplex_oracles.jl * Update moi_oracle.jl * Update simplex_oracles.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update simplex_oracles.jl * Update moi_oracle.jl; modify the structure and support more MOI constraints * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl; test * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl; removed test * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update moi_oracle.jl; Compute inface point method without emptying MOI. * Update moi_oracle.jl Fast method to compute gamma_max * Update moi_oracle.jl Update MOI solving data * Update moi_oracle.jl * Update dicg.jl Mixed active_set DICG * Update dicg.jl * Update utils.jl add pre_computed_set_argminmax function * Update dicg.jl * Update moi_oracle.jl * Update dicg.jl * Update dicg.jl * Update utils.jl * Update utils.jl * Update utils.jl * Update utils.jl * Update utils.jl * Update utils.jl * Update utils.jl * Update utils.jl * Update utils.jl * Update utils.jl * Update utils.jl * Update moi_oracle.jl * Update dicg.jl * Update polytope_oracles.jl * Update polytope_oracles.jl * Update simplex_oracles.jl * Update decomposition_invariant.jl * Update decomposition_invariant.jl * Update simplex_oracles.jl * Update simplex_oracles.jl * Update simplex_oracles.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update utils.jl * Update simplex_oracles.jl * Update utils.jl * Update moi_oracle.jl * Update moi_oracle.jl * Update src/simplex_oracles.jl * Update dicg.jl * Add barrier function * Update src/dicg.jl --------- Co-authored-by: Mathieu Besançon <[email protected]>
Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## master #460 +/- ##
==========================================
- Coverage 82.61% 79.46% -3.16%
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Files 22 24 +2
Lines 3222 4032 +810
==========================================
+ Hits 2662 3204 +542
- Misses 560 828 +268 ☔ View full report in Codecov by Sentry. |
* add Combinatorics test (#486) * Secant Method based line search strategy for self-concordant functions (#491) * initial check - in // secant-based line search for self-concordant functions * added secant test and added reset_state to prevent side effects with the gradient and the linesearch workspaces / happened with golden-ration with it * minor updat to example * minor fixes to line search (clean-up) and example * MAT in test deps * remove reversediff * added data * more tests * added doc string * added a larger portfolio example * line search docstring attached * adapted workspace to avoid overwritting the gradient * formatting * remove benchmarktools --------- Co-authored-by: Mathieu Besançon <[email protected]> * Update Project.toml (#492) * added tullio * added tullio (#493) * Use the best value for phi. * Secant fix (#495) * added tullio * change order for secant * domain oracle * BPCG - Real dual gap in Post Processing (#498) * Report the real dual gap in the post processing. * Add a note to non montonocity of the dual gap. * Update README.md --------- Co-authored-by: Hendrych <[email protected]> Co-authored-by: Mathieu Besançon <[email protected]> * Update Project.toml (#499) * Optimal Design Problem Example (#494) * Optimal Design Problem example. * Wrap Secant linesearch in MonotonicGenericStep. * Set the correct Step type flag. * Use corrected Secant step size. Compare number of iterations. Secant should require less iterations. * Check only the iterations. --------- Co-authored-by: Hendrych <[email protected]> * breaking changes for 0.4 (#484) * breaking change on step type (#483) * breaking change on step type * st to steptype_string * step type names * Update Project.toml * adapt log --------- Co-authored-by: dhendryc <[email protected]> * added secant workspace to track last gamma as start (#500) * dicg tracking * adapt to 04 --------- Co-authored-by: Sebastian Pokutta <[email protected]> Co-authored-by: Hendrych <[email protected]> Co-authored-by: Sébastien Designolle <[email protected]> Co-authored-by: dhendryc <[email protected]>
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Add standard and blended DICG