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astro-informatics / sopt

Sparse OPTimisation using state-of-the-art convex optimisation algorithms.
http://astro-informatics.github.io/sopt/
GNU General Public License v2.0
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Use standard Forward-Backward with TF model #331

Closed tkoskela closed 1 year ago

tkoskela commented 1 year ago

The algorithm used in sopt in https://github.com/astro-informatics/sopt/blob/8b7f5ee77d42bfc40f4ff9d2a2e33771b8b3322c/cpp/sopt/forward_backward.h#L253 is the FISTA algorithm decribed by algorithm 2 of Matt's paper. The python code Optimus Primal uses the standard Forward-Backward algorithm 1. We should use the same algorithm in #317

tkoskela commented 1 year ago

If we set t_new = 1 in https://github.com/astro-informatics/sopt/blob/8b49e78cbcb824db084392f02c4f2dd6b5cf328d/cpp/sopt/forward_backward.h#L255 we should get the standard algorithm. To have both algorithms available in the code, we have to parametrize how we update t_new.