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DICG #460

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DICG #460

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Commits on Jan 15, 2024

  1. first take on dicg interface

    @matbesancon
    matbesancon committed Jan 15, 2024
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Commits on Mar 1, 2024

  1. ALM and BCFW update (#450) 

    * 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
    @JannisHal @pokutta
    JannisHal authored and pokutta committed Mar 1, 2024
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  2. Update Project.toml

    @matbesancon @pokutta
    matbesancon authored and pokutta committed Mar 1, 2024
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  3. Implement additional plot for infeasibility (ALM) (#452) 

    * Implement additional plot for infeasibility

* Adapt test
    @JannisHal @pokutta
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  4. Add callback state and dual gaps to UpdateOrder paramters (#453) 

    * Add callback state and dual gaps to UpdateOrder paramters

* Minor fixes
    @JannisHal @pokutta
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  5. new open loop step size

    @elwirth @pokutta
    elwirth authored and pokutta committed Mar 1, 2024
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  6. Update Project.toml

    @dhendryc @pokutta
    dhendryc authored and pokutta committed Mar 1, 2024
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  7. Draft symmetry reduction

    @sebastiendesignolle @pokutta
    sebastiendesignolle authored and pokutta committed Mar 1, 2024
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  8. Revert "Draft symmetry reduction" 

    This reverts commit bea3596.
    @sebastiendesignolle @pokutta
    sebastiendesignolle authored and pokutta committed Mar 1, 2024
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Commits on Mar 12, 2024

  1. Merge branch 'master' of github.com:ZIB-IOL/FrankWolfe.jl into dicg

    @matbesancon
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  2. Merge branch 'dicg' of github.com:ZIB-IOL/FrankWolfe.jl into dicg

    @matbesancon
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  3. added step size verification

    @matbesancon
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  4. added tests

    @matbesancon
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  5. fixed seed

    @matbesancon
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  6. error message

    @matbesancon
    matbesancon committed Mar 12, 2024
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Commits on Mar 20, 2024

  1. Merge branch 'master' into dicg

    @matbesancon
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  2. simplified interface

    @matbesancon
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Commits on Mar 25, 2024

  1. adapt test to new interface

    @matbesancon
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  2. adapt away step

    @matbesancon
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  3. add basic test

    @matbesancon
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  4. naming

    @matbesancon
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Commits on Mar 26, 2024

  1. add concept for inface interface

    @matbesancon
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  2. Revert "add concept for inface interface" 

    This reverts commit 12b63c6.
    @matbesancon
    matbesancon committed Mar 26, 2024
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  3. DICG simplex

    @matbesancon
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  4. DICG probability simplex

    @matbesancon
    matbesancon committed Mar 26, 2024
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Commits on Mar 27, 2024

  1. cube -> lmo

    @matbesancon
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  2. DICG docstring

    @matbesancon
    matbesancon committed Mar 27, 2024
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Commits on Apr 2, 2024

  1. added justification for gap update in lazification for Lazy-AFW algor… 

    …ithm
    @pokutta
    pokutta committed Apr 2, 2024
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  2. typo

    @pokutta
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Commits on Apr 9, 2024

  1. conflict

    @matbesancon
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  2. DICG interface including away

    @matbesancon
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  3. Revert "DICG interface including away" 

    This reverts commit 053f87b.
    @matbesancon
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  4. NegatingArray proposal

    @matbesancon
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  5. NegatingArray tests

    @matbesancon
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  6. minor

    @pokutta
    pokutta committed Apr 9, 2024
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  7. added a comment re utilized dual gap

    @pokutta
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  8. formatting

    @matbesancon
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  9. Merge branch 'dicg' of github.com:ZIB-IOL/FrankWolfe.jl into dicg

    @matbesancon
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  10. typo

    @matbesancon
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Commits on Apr 10, 2024

  1. blended DICG

    @matbesancon
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  2. Away -> extreme point in interface

    @matbesancon
    matbesancon committed Apr 10, 2024
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  3. added the lazy factor

    @pokutta
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Commits on Apr 17, 2024

  1. Merge branch 'master' of github.com:ZIB-IOL/FrankWolfe.jl into dicg

    @matbesancon
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Commits on May 13, 2024

  1. Merge branch 'master' of github.com:ZIB-IOL/FrankWolfe.jl into dicg

    @matbesancon
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Commits on May 15, 2024

  1. added in-face hypersimplex

    @matbesancon
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  2. fix test corner case

    @matbesancon
    matbesancon committed May 15, 2024
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  3. julia 16 compatible

    @matbesancon
    matbesancon committed May 15, 2024
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  4. change DICG maximum step arg order

    @matbesancon
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  5. Unit Hypersimplex DICG interface and tests

    @matbesancon
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Commits on May 16, 2024

  1. strict to leq

    @matbesancon
    matbesancon committed May 16, 2024
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  2. fix ambiguity, add test

    @matbesancon
    matbesancon committed May 16, 2024
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Commits on May 22, 2024

  1. move note

    @matbesancon
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Commits on Jul 17, 2024

  1. merge conflict

    @matbesancon
    matbesancon committed Jul 17, 2024
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  2. fix conflict

    @matbesancon
    matbesancon committed Jul 17, 2024
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Commits on Aug 26, 2024

  1. Dicg with moi_orcale support (#467) 

    * 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]>
    @WenjieXiao-2022 @matbesancon
    WenjieXiao-2022 and matbesancon authored Aug 26, 2024
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Commits on Sep 3, 2024

  1. added tullio

    @matbesancon
    matbesancon committed Sep 3, 2024
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Commits on Sep 6, 2024

  1. Merge branch 'master' of github.com:ZIB-IOL/FrankWolfe.jl

    @matbesancon
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Commits on Sep 9, 2024

  1. Merge branch 'master' of github.com:ZIB-IOL/FrankWolfe.jl

    @matbesancon
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  2. Merge branch 'master' into dicg

    @matbesancon
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  3. Dicg tracking (#501) 

    * 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]>
    @matbesancon @pokutta
    @sebastiendesignolle @dhendryc
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  4. Merge branch 'master' into dicg

    @matbesancon
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