@@ -13,18 +13,18 @@ function ProximalAlgorithms.value_and_gradient_closure(
1313 x,
1414)
1515 res = f. A * x - f. b
16- norm(res)^ 2 , () -> f. A' * res
16+ norm(res)^ 2 / 2 , () -> f. A' * res
1717end
1818
1919struct SquaredDistance{Tb}
2020 b::Tb
2121end
2222
23- (f::SquaredDistance)(x) = norm(x - f.b)^2
23+ (f::SquaredDistance)(x) = norm(x - f.b)^2 / 2
2424
2525function ProximalAlgorithms.value_and_gradient_closure(f::SquaredDistance, x)
2626 diff = x - f.b
27- norm(diff)^2, () -> diff
27+ norm(diff)^2 / 2 , () -> diff
2828end
2929
3030for (benchmark_name, file_name) in [
@@ -45,88 +45,88 @@ for (benchmark_name, file_name) in [
4545 m, n = size(A)
4646
4747 SUITE[k]["ForwardBackward"] =
48- @benchmarkable solver(x0 = x0, f = f, g = g) setup = begin
49- solver = ProximalAlgorithms.ForwardBackward(tol = 1e-6)
48+ @benchmarkable solver(x0= x0, f= f, g= g) setup = begin
49+ solver = ProximalAlgorithms.ForwardBackward(tol= 1e-6)
5050 x0 = zeros($T, size($A, 2))
5151 f = LeastSquares($A, $b)
5252 g = NormL1($lam)
5353 end
5454
5555 SUITE[k]["FastForwardBackward"] =
56- @benchmarkable solver(x0 = x0, f = f, g = g) setup = begin
57- solver = ProximalAlgorithms.FastForwardBackward(tol = 1e-6)
56+ @benchmarkable solver(x0= x0, f= f, g= g) setup = begin
57+ solver = ProximalAlgorithms.FastForwardBackward(tol= 1e-6)
5858 x0 = zeros($T, size($A, 2))
5959 f = LeastSquares($A, $b)
6060 g = NormL1($lam)
6161 end
6262
6363 SUITE[k]["ZeroFPR"] =
64- @benchmarkable solver(x0 = x0, f = f, A = $A, g = g) setup = begin
65- solver = ProximalAlgorithms.ZeroFPR(tol = 1e-6)
64+ @benchmarkable solver(x0= x0, f= f, A= $A, g= g) setup = begin
65+ solver = ProximalAlgorithms.ZeroFPR(tol= 1e-6)
6666 x0 = zeros($T, size($A, 2))
6767 f = SquaredDistance($b)
6868 g = NormL1($lam)
6969 end
7070
7171 SUITE[k]["PANOC"] =
72- @benchmarkable solver(x0 = x0, f = f, A = $A, g = g) setup = begin
73- solver = ProximalAlgorithms.PANOC(tol = 1e-6)
72+ @benchmarkable solver(x0= x0, f= f, A= $A, g= g) setup = begin
73+ solver = ProximalAlgorithms.PANOC(tol= 1e-6)
7474 x0 = zeros($T, size($A, 2))
7575 f = SquaredDistance($b)
7676 g = NormL1($lam)
7777 end
7878
7979 SUITE[k]["PANOCplus"] =
80- @benchmarkable solver(x0 = x0, f = f, A = $A, g = g) setup = begin
81- solver = ProximalAlgorithms.PANOCplus(tol = 1e-6)
80+ @benchmarkable solver(x0= x0, f= f, A= $A, g= g) setup = begin
81+ solver = ProximalAlgorithms.PANOCplus(tol= 1e-6)
8282 x0 = zeros($T, size($A, 2))
8383 f = SquaredDistance($b)
8484 g = NormL1($lam)
8585 end
8686
8787 SUITE[k]["DouglasRachford"] =
88- @benchmarkable solver(x0 = x0, f = f, g = g, gamma = $R(1)) setup = begin
89- solver = ProximalAlgorithms.DouglasRachford(tol = 1e-6)
88+ @benchmarkable solver(x0= x0, f= f, g= g, gamma= $R(1)) setup = begin
89+ solver = ProximalAlgorithms.DouglasRachford(tol= 1e-6)
9090 x0 = zeros($T, size($A, 2))
9191 f = LeastSquares($A, $b)
9292 g = NormL1($lam)
9393 end
9494
9595 SUITE[k]["DRLS"] =
96- @benchmarkable solver(x0 = x0, f = f, g = g, Lf = Lf) setup = begin
97- solver = ProximalAlgorithms.DRLS(tol = 1e-6)
96+ @benchmarkable solver(x0= x0, f= f, g= g, Lf= Lf) setup = begin
97+ solver = ProximalAlgorithms.DRLS(tol= 1e-6)
9898 x0 = zeros($T, size($A, 2))
9999 f = LeastSquares($A, $b)
100100 Lf = opnorm(($A)' * $ A)
101101 g = NormL1($ lam)
102102 end
103103
104104 SUITE[k][" AFBA-1" ] =
105- @benchmarkable solver(x0 = x0, y0 = y0, f = f, g = g, beta_f = beta_f) setup =
105+ @benchmarkable solver(x0= x0, y0= y0, f= f, g= g, beta_f= beta_f) setup =
106106 begin
107107 beta_f = opnorm($ A)^ 2
108108 solver =
109- ProximalAlgorithms. AFBA(theta = $ R(1 ), mu = $ R(1 ), tol = $ R(1e-6 ))
109+ ProximalAlgorithms. AFBA(theta= $ R(1 ), mu= $ R(1 ), tol= $ R(1e-6 ))
110110 x0 = zeros($ T, size($ A, 2 ))
111111 y0 = zeros($ T, size($ A, 2 ))
112112 f = LeastSquares($ A, $ b)
113113 g = NormL1($ lam)
114114 end
115115
116116 SUITE[k][" AFBA-2" ] =
117- @benchmarkable solver(x0 = x0, y0 = y0, h = h, L = $ A, g = g) setup = begin
117+ @benchmarkable solver(x0= x0, y0= y0, h= h, L= $ A, g= g) setup = begin
118118 beta_f = opnorm($ A)^ 2
119119 solver =
120- ProximalAlgorithms. AFBA(theta = $ R(1 ), mu = $ R(1 ), tol = $ R(1e-6 ))
120+ ProximalAlgorithms. AFBA(theta= $ R(1 ), mu= $ R(1 ), tol= $ R(1e-6 ))
121121 x0 = zeros($ T, size($ A, 2 ))
122122 y0 = zeros($ T, size($ A, 1 ))
123123 h = Translate(SqrNormL2(), - $ b)
124124 g = NormL1($ lam)
125125 end
126126
127127 SUITE[k][" SFISTA" ] =
128- @benchmarkable solver(x0 = x0, f = f, Lf = Lf, g = g) setup = begin
129- solver = ProximalAlgorithms. SFISTA(tol = $ R(1e-3 ))
128+ @benchmarkable solver(x0= x0, f= f, Lf= Lf, g= g) setup = begin
129+ solver = ProximalAlgorithms. SFISTA(tol= $ R(1e-3 ))
130130 x0 = zeros($ T, size($ A, 2 ))
131131 f = LeastSquares($ A, $ b)
132132 g = NormL1($ lam)
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