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Non-monotone iterations in TRDH #108
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Non-monotone iterations in TRDH #108
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Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## master #108 +/- ##
==========================================
- Coverage 63.39% 59.46% -3.94%
==========================================
Files 11 11
Lines 1295 1231 -64
==========================================
- Hits 821 732 -89
- Misses 474 499 +25 ☔ View full report in Codecov by Sentry. |
Here are the |
@@ -263,7 +266,8 @@ function TRDH( | |||
hkn = h(xkn[selected]) | |||
hkn == -Inf && error("nonsmooth term is not proper") | |||
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Δobj = fk + hk - (fkn + hkn) + max(1, abs(fk + hk)) * 10 * eps() | |||
fhmax = Mmonotone > 0 ? maximum(FHobj_hist) : fk + hk | |||
Δobj = fhmax - (fkn + hkn) + max(1, abs(fhmax)) * 10 * eps() |
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I think the denominator of
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No, in fact, the denominator is ok, but that is a little bit by chance. I was on a wrong lead. The comment above is correct.
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Yes, that is probably why I could not prove the convergence and get decent results... I'll rebase with my branch linked the paper.
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The int parameter
Mmonotone
is used as a memory size. If it is 0, then this keeps the existing behaviour.