fabianp
commented
2 years ago yeah, I think you're right. At least the x = prox(...) like should be re-evaluated if the step-size has changed. Would you be willing to submit a pull request with this change?
thanks!
On Tue, May 10, 2022 at 4:21 PM Titouan Vayer @.***> wrote:
Hello,
I am trying to apply the TOS algorithm from your paper https://arxiv.org/pdf/1804.02339.pdf by using the COPT implementation. There is one detail that I do not really catch here.
Based on your article, it seems to me that the steps (lines 2-7) in Algorithm 1 of https://arxiv.org/pdf/1804.02339.pdf do not match the implementation:
I might be wrong but shouldn't the line:
x = prox_1(z - step_size (u + grad_fk), step_size, args_prox) ( https://github.com/openopt/copt/blob/28903ab7325a078f2056a3ff42ec8a0c992c6a1f/copt/splitting.py#L130 )
come after the loop begins
for it_ls in range(max_iter_backtracking): ( https://github.com/openopt/copt/blob/28903ab7325a078f2056a3ff42ec8a0c992c6a1f/copt/splitting.py#L135 )
so as to match the steps (lines 2-7) in Algorithm 1 of https://arxiv.org/pdf/1804.02339.pdf
As it is, it seems to me that the variable x is never updated during the backtracking. Am I missing something ?
Thank you for the fantastic work !
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tvayer
Hello,
I am trying to apply the TOS algorithm from your paper https://arxiv.org/pdf/1804.02339.pdf by using the COPT implementation. There is one detail that I do not really catch here.
Based on your article, it seems to me that the steps (lines 2-7) in Algorithm 1 of https://arxiv.org/pdf/1804.02339.pdf do not match the implementation:
https://github.com/openopt/copt/blob/28903ab7325a078f2056a3ff42ec8a0c992c6a1f/copt/splitting.py#L130-L144
I might be wrong but shouldn't the line:
(https://github.com/openopt/copt/blob/28903ab7325a078f2056a3ff42ec8a0c992c6a1f/copt/splitting.py#L130)
come after the loop begins:
(https://github.com/openopt/copt/blob/28903ab7325a078f2056a3ff42ec8a0c992c6a1f/copt/splitting.py#L135)
so as to match the steps (lines 2-7) in Algorithm 1 of https://arxiv.org/pdf/1804.02339.pdf
As it is, it seems to me that the variable x is never updated during the backtracking. Am I missing something ?
Thank you for the fantastic work !