@@ -73,12 +73,13 @@ From now, you can declare functions thanks to the `declare_function` method.
7373 To enforce the same subgradient to be returned each time one is required,
7474 we introduced the attribute `reuse_gradient ` in the `Function ` class.
7575 Some classes of functions contain only differentiable functions (e.g. smooth convex function).
76- In those, the `reuse_gradient ` attribute is per default set to True.
76+ In those, the `reuse_gradient ` attribute is set to True by default .
7777
7878 When the same subgradient is used several times in the same code and when it is difficult to
79- to keep track on it (through proximal calls for instance), it may be useful to set this parameter
79+ to keep track of it (through proximal calls for instance), it may be useful to set this parameter
8080 to True even if the function is not differentiable. This helps reducing the number of constraints,
81- and improve the accuracy of the worst-case. See for instance the code for `improved interior method
81+ and improve the accuracy of the underlying semidefinite program. See for instance the code for
82+ `improved interior method
8283 <https://pepit.readthedocs.io/en/latest/examples/b.html#improved-interior-method> `_ or
8384 `no Lips in Bregman divergence
8485 <https://pepit.readthedocs.io/en/latest/examples/b.html#no-lips-in-bregman-divergence> `_.
@@ -153,10 +154,10 @@ Finally, you can ask PEPit to solve the system for you and return the worst-case
153154 pepit_tau = problem.solve()
154155
155156 .. warning ::
156- Performance estimation problems consists in reformulating the problem as an optimization problem, convex in a Gram
157- matrix G, and in function values F . The dimension of G is directly related to the number of points at which
158- the gradients are evaluated, and the differentiability of the function .
159-
157+ Performance estimation problems consist in reformulating the problem of finding a worst-case scenario as a semidefinite
158+ program (SDP) . The dimension of the corresponding SDP is directly related to the number of function and gradient evaluations
159+ in a given code .
160+
160161 We encourage the users to perform as few function and subgradient evaluations as possible, as the size of the
161162 corresponding SDP grows with the number of subgradient/function evaluations at different points.
162163
@@ -213,26 +214,34 @@ Then, after solving the system, you can require its associated dual variable val
213214 Output pdf
214215~~~~~~~~~~
215216
216- In a latter release, we will provide an option to output a pdf file summarizing all those pieces of information.
217+ In a later release, we will provide an option to output a pdf file summarizing all those pieces of information.
217218
218- Simplify proofs
219- ^^^^^^^^^^^^^^^
219+ Simpler worst-case scenarios
220+ ^^^^^^^^^^^^^^^^^^^^^^^^^^^^
220221
221222Sometimes, there are several solutions to the PEP problem.
222- In order to simplify the proof, one would prefer a low dimension solution.
223- To this end, we provide an **heuristic ** based on the trace to reduce the dimension of the provided solution.
223+ For obtaining simpler worst-case scenarios, one would prefer a low dimension solutions to the SDP.
224+ To this end, we provide **heuristics ** based on the trace norm or log det minimization for reducing
225+ the dimension of the numerical solution to the SDP.
224226
225- You can use it by specifying
227+ You can use the trace heuristic by specifying
226228
227229.. code-block ::
228230
229231 problem.solve(dimension_reduction_heuristic="trace")
232+
233+ You can use the n iteration of the log det heuristic by specifying "logdetn". For example, for
234+ using 5 iterations of the logdet heuristic:
235+
236+ .. code-block ::
237+
238+ problem.solve(dimension_reduction_heuristic="logdet5")
230239
231240
232241 Finding Lyapunov
233242^^^^^^^^^^^^^^^^
234243
235- In a latter release, we will provide tools to help finding good Lyapunov functions to study a given method.
244+ In a later release, we will provide tools to help finding good Lyapunov functions to study a given method.
236245
237246This tool will be based on the very recent work [7].
238247
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