Closed tjdiamandis closed 2 years ago
The values to reproduce the first example are:
julia> v = randn(3)
3-element Array{Float64,1}:
0.7677486332685353
-1.680097972220894
0.10222967523066824
julia> α = 0.05
(just writing them down to keep them for later)
ok to close in favor of #45 ?
Add power cone projection (working) and derivative of projection (some numerical errors).
Derivative of the projection is not working right now. Errors occur in case 4, when the algorithm cannot find a bounding interval for the bisection search. For example, the error can be reproduced in with the random seed below:
I have noticed that these errors occur when
\alpha
is0.05
or0.95
andPhi(r)
is approximately-r
since one ofx
ory
is negative andabs(z)
is small.Would appreciate any thoughts or ideas. The errors are relatively rare (15 of 200 tests). Some ideas I had:
Phi(r)
is(0, abs(z)