printing number of constraints

mariohsouto · Apr 5, 2019 · 66ca688 · 66ca688
1 parent 28c0c41
commit 66ca688
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Showing 5 changed files with 50 additions and 43 deletions.
diff --git a/src/pdhg.jl b/src/pdhg.jl
@@ -25,6 +25,7 @@ function chambolle_pock(affine_sets::AffineSets, conic_sets::ConicSets, opt)::CP
  if opt.log_verbose
  print_header_1()
  print_parameters(opt, conic_sets)
+ print_constraints(affine_sets)
  if length(conic_sets.socone) + length(conic_sets.sdpcone) > 0
  print_prob_data(conic_sets)
  end
@@ -147,7 +148,7 @@ function chambolle_pock(affine_sets::AffineSets, conic_sets::ConicSets, opt)::CP
 
  # Adaptive reduce rank [warning: heuristic]
  if opt.reduce_rank
- if p.rank_update > 10 * p.window && comb_residual[k - p.window] > comb_residual[k]
+ if p.rank_update > 10 * p.window && comb_residual[k - p.window] >= comb_residual[k]
  for (idx, sdp) in enumerate(conic_sets.sdpcone)
  p.target_rank[idx] = min(p.target_rank[idx], sdp.sq_side, max(trunc(Int, p.target_rank[idx] / 2.), p.current_rank[idx] + 3))
  end

diff --git a/src/printing.jl b/src/printing.jl
@@ -18,6 +18,28 @@ function print_parameters(opt::Options, conic_sets::ConicSets)
  println(" tol_primal $(opt.tol_primal) tol_dual $(opt.tol_dual) ")
  end
  println(" max_iter $(opt.max_iter) max_beta $(opt.max_beta) min_beta $(opt.min_beta)")
+
+ return nothing
+end
+
+function print_constraints(aff::AffineSets)
+ println(" Constraints:")
+ if aff.p >= 1 && aff.m >= 1
+ println(" $(aff.p) linear equalities and $(aff.m) linear inequalities")
+ elseif aff.p == 1 && aff.m >= 1
+ println(" $(aff.p) linear equality and $(aff.m) linear inequalities")
+ elseif aff.p >= 1 && aff.m == 1
+ println(" $(aff.p) linear equalities and $(aff.m) linear inequality")
+ elseif aff.p == 1
+ println(" $(aff.p) linear equality ")
+ elseif aff.p >= 1
+ println(" $(aff.p) linear equalities ")
+ elseif aff.m == 1
+ println(" $(aff.m) linear inequality ")
+ else
+ println(" $(aff.m) linear inequalities ")
+ end
+
  return nothing
 end
 
@@ -105,9 +127,9 @@ end
 function print_result(convergence_flag::Bool, time_::Float64, prim_obj::Float64, dual_obj::Float64, gap::Float64, res_primal::Float64, res_dual::Float64)
  println("----------------------------------------------------------------------")
  if convergence_flag
- println(" Optimal solution found in $(round(time_; digits = 2)) seconds.")
+ println(" Optimal solution found in $(round(time_; digits = 2)) seconds")
  else
- println(" ProxSDP failed to converge in $(round(time_; digits = 2)) seconds.")
+ println(" ProxSDP failed to converge in $(round(time_; digits = 2)) seconds")
  end
  println(" Primal objective = $(round(prim_obj; digits = 5))")
  println(" Dual objective = $(round(dual_obj; digits = 5))")

diff --git a/src/prox_operators.jl b/src/prox_operators.jl
@@ -91,7 +91,7 @@ function soc_projection!(v::ViewVector, s::ViewScalar)
  elseif nv <= s[]
  #do nothing
  else
- val = 0.5 * (1.0+s[]/nv)
+ val = .5 * (1. + s[] / nv)
  v .*= val
  s[] = val * nv
  end

diff --git a/src/structs.jl b/src/structs.jl
@@ -78,7 +78,7 @@ mutable struct Options
  opt.min_size_krylov_eigs = 100
 
  # Reduce rank [warning: heuristic]
- opt.reduce_rank = true
+ opt.reduce_rank = false
 
  return opt
  end

diff --git a/time.log b/time.log
@@ -1,52 +1,36 @@
  ──────────────────────────────────────────────────────────────────────────────
  Time Allocations 
  ────────────────────── ───────────────────────
- Tot / % measured:  115s / 18.2%  152MiB / 74.3% 
+ Tot / % measured: 1.54s / 0.61% 35.1MiB / 0.14% 
 
  Section ncalls time %tot avg alloc %tot avg
  ──────────────────────────────────────────────────────────────────────────────
- Main 1 21.0s 100% 21.0s 113MiB 100% 113MiB
- CP loop 1 20.9s 100% 20.9s 54.5MiB 48.4% 54.5MiB
- primal 1.66k 15.3s 72.8% 9.22ms 53.6MiB 47.6% 33.2KiB
- sdp proj 1.66k 14.4s 68.7% 8.70ms 53.6MiB 47.5% 33.2KiB
- eigs 1.66k 13.1s 62.3% 7.89ms 53.3MiB 47.3% 33.0KiB
- _AUPD! 1.66k 10.8s 51.6% 6.53ms 2.85MiB 2.53% 1.76KiB
- _EUPD! 1.66k 290ms 1.38% 175μs 25.9KiB 0.02% 16.0B
- _INIT! 1.66k 592μs 0.00% 358ns 517KiB 0.45% 320B
- reshape1 1.66k 860ms 4.10% 520μs 0.00B 0.00% 0.00B
- reshape2 1.66k 469ms 2.24% 283μs 0.00B 0.00% 0.00B
- get min eig 1.66k 808μs 0.00% 489ns 0.00B 0.00% 0.00B
- linesearch -1 1.66k 687ms 3.28% 415μs 0.00B 0.00% 0.00B
- linesearch 3 12.7k 2.53s 12.1% 199μs 0.00B 0.00% 0.00B
- linesearch 4 12.7k 1.69s 8.05% 133μs 0.00B 0.00% 0.00B
- residual 1.66k 1.29s 6.14% 777μs 0.00B 0.00% 0.00B
- linesearch 1 12.7k 8.66ms 0.04% 680ns 0.00B 0.00% 0.00B
- linesearch 2 12.7k 8.13ms 0.04% 639ns 0.00B 0.00% 0.00B
- Init 1 48.8ms 0.23% 48.8ms 47.6MiB 42.3% 47.6MiB
+ Main 1 9.30ms 100% 9.30ms 50.7KiB 100% 50.7KiB
+ CP loop 1 1.07ms 11.5% 1.07ms 28.8KiB 56.7% 28.8KiB
+ primal 51 55.1μs 0.59% 1.08μs 1.63KiB 3.20% 32.6B
+ linesearch -1 51 10.2μs 0.11% 200ns 0.00B 0.00% 0.00B
+ residual 51 35.3μs 0.38% 692ns 0.00B 0.00% 0.00B
+ linesearch 4 51 14.0μs 0.15% 275ns 0.00B 0.00% 0.00B
+ linesearch 2 51 12.9μs 0.14% 254ns 0.00B 0.00% 0.00B
+ linesearch 3 51 10.0μs 0.11% 197ns 0.00B 0.00% 0.00B
+ linesearch 1 51 9.63μs 0.10% 189ns 0.00B 0.00% 0.00B
+ Init 1 62.9μs 0.68% 62.9μs 12.3KiB 24.3% 12.3KiB
  ──────────────────────────────────────────────────────────────────────────────
  ────────────────────────────────────────────────────────────────────────
  Time Allocations 
  ────────────────────── ───────────────────────
- Tot / % measured:  115s / 18.2%  152MiB / 74.2% 
+ Tot / % measured: 1.55s / 0.60% 35.8MiB / 0.14% 
 
  Section ncalls time %tot avg alloc %tot avg
  ────────────────────────────────────────────────────────────────────────
- Main 1 21.0s 100% 21.0s 113MiB 100% 113MiB
- CP loop 1 20.9s 100% 20.9s 54.5MiB 48.4% 54.5MiB
- primal 1.66k 15.3s 72.8% 9.22ms 53.6MiB 47.6% 33.2KiB
- sdp proj 1.66k 14.4s 68.7% 8.70ms 53.6MiB 47.5% 33.2KiB
- eigs 1.66k 13.1s 62.3% 7.89ms 53.3MiB 47.3% 33.0KiB
- _AUPD! 1.66k 10.8s 51.6% 6.53ms 2.85MiB 2.53% 1.76KiB
- linesearch 3 12.7k 2.53s 12.1% 199μs 0.00B 0.00% 0.00B
- linesearch 4 12.7k 1.69s 8.05% 133μs 0.00B 0.00% 0.00B
- residual 1.66k 1.29s 6.14% 777μs 0.00B 0.00% 0.00B
- reshape1 1.66k 860ms 4.10% 520μs 0.00B 0.00% 0.00B
- linesearch -1 1.66k 687ms 3.28% 415μs 0.00B 0.00% 0.00B
- reshape2 1.66k 469ms 2.24% 283μs 0.00B 0.00% 0.00B
- _EUPD! 1.66k 290ms 1.38% 175μs 25.9KiB 0.02% 16.0B
- Init 1 48.8ms 0.23% 48.8ms 47.6MiB 42.3% 47.6MiB
- linesearch 1 12.7k 8.66ms 0.04% 680ns 0.00B 0.00% 0.00B
- linesearch 2 12.7k 8.13ms 0.04% 639ns 0.00B 0.00% 0.00B
- get min eig 1.66k 808μs 0.00% 489ns 0.00B 0.00% 0.00B
- _INIT! 1.66k 592μs 0.00% 358ns 517KiB 0.45% 320B
+ Main 1 9.30ms 100% 9.30ms 50.7KiB 100% 50.7KiB
+ CP loop 1 1.07ms 11.5% 1.07ms 28.8KiB 56.7% 28.8KiB
+ Init 1 62.9μs 0.68% 62.9μs 12.3KiB 24.3% 12.3KiB
+ primal 51 55.1μs 0.59% 1.08μs 1.63KiB 3.20% 32.6B
+ residual 51 35.3μs 0.38% 692ns 0.00B 0.00% 0.00B
+ linesearch 4 51 14.0μs 0.15% 275ns 0.00B 0.00% 0.00B
+ linesearch 2 51 12.9μs 0.14% 254ns 0.00B 0.00% 0.00B
+ linesearch -1 51 10.2μs 0.11% 200ns 0.00B 0.00% 0.00B
+ linesearch 3 51 10.0μs 0.11% 197ns 0.00B 0.00% 0.00B
+ linesearch 1 51 9.63μs 0.10% 189ns 0.00B 0.00% 0.00B
  ────────────────────────────────────────────────────────────────────────