Merge pull request #223 from ZIB-IOL/fixing-BCG-bug

Fixed nasty bug in rankone arithmetic
ZIB-IOL · Jul 20, 2021 · c779c0b · c779c0b
2 parents dfba2f6 + 2559316
commit c779c0b
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Showing 3 changed files with 37 additions and 7 deletions.
diff --git a/examples/nuclear_norm.jl b/examples/nuclear_norm.jl
@@ -64,11 +64,29 @@ v0 = FrankWolfe.compute_extreme_point(lmo, gradient)
 
 const k = 500
 
+x00 = copy(x0)
+
 xfin, vmin, _, _, traj_data = FrankWolfe.frank_wolfe(
     f,
     grad!,
     lmo,
-    x0;
+    x00;
+    epsilon=1e7,
+    max_iteration=k,
+    print_iter=k / 10,
+    trajectory=true,
+    verbose=true,
+    linesearch_tol=1e-7,
+    line_search=FrankWolfe.Adaptive(),
+    emphasis=FrankWolfe.memory,
+    gradient=spzeros(size(x0)...),
+)
+
+xfinlcg, vmin, _, _, traj_data = FrankWolfe.lazified_conditional_gradient(
+    f,
+    grad!,
+    lmo,
+    x00;
     epsilon=1e7,
     max_iteration=k,
     print_iter=k / 10,
@@ -81,11 +99,13 @@ xfin, vmin, _, _, traj_data = FrankWolfe.frank_wolfe(
 )
 
 
+x00 = copy(x0)
+
 xfinAFW, vmin, _, _, traj_data = FrankWolfe.away_frank_wolfe(
     f,
     grad!,
     lmo,
-    x0;
+    x00;
     epsilon=1e7,
     max_iteration=k,
     print_iter=k / 10,
@@ -97,12 +117,13 @@ xfinAFW, vmin, _, _, traj_data = FrankWolfe.away_frank_wolfe(
     emphasis=FrankWolfe.memory,#,
 )
 
+x00 = copy(x0)
 
 xfinBCG, vmin, _, _, traj_data = FrankWolfe.blended_conditional_gradient(
     f,
     grad!,
     lmo,
-    x0;
+    x00;
     epsilon=1e7,
     max_iteration=k,
     print_iter=k / 10,
@@ -113,9 +134,12 @@ xfinBCG, vmin, _, _, traj_data = FrankWolfe.blended_conditional_gradient(
     emphasis=FrankWolfe.memory,#,
 )
 
-plot(svdvals(xfin), label="FW", width=3, yaxis=:log)
-plot!(svdvals(xfinAFW), label="AFW", width=3, yaxis=:log)
+pit = plot(svdvals(xfin), label="FW", width=3, yaxis=:log)
+plot!(svdvals(xfinlcg), label="LCG", width=3, yaxis=:log)
+plot!(svdvals(xfinAFW), label="LAFW", width=3, yaxis=:log)
 plot!(svdvals(xfinBCG), label="BCG", width=3, yaxis=:log)
 plot!(svdvals(xgd), label="Gradient descent", width=3, yaxis=:log)
 plot!(svdvals(Xreal), label="Real matrix", linestyle=:dash, width=3, color=:black)
 title!("Singular values")
+
+savefig(pit, "matrix_completion.pdf")
diff --git a/src/types.jl b/src/types.jl
@@ -172,8 +172,8 @@ end
 
 Base.:-(x::RankOneMatrix) = RankOneMatrix(-x.u, x.v)
 
-Base.:*(x::Number, m::RankOneMatrix) = RankOneMatrix(-x * m.u, m.v)
-Base.:*(m::RankOneMatrix, x::Number) = RankOneMatrix(-x * m.u, m.v)
+Base.:*(x::Number, m::RankOneMatrix) = RankOneMatrix(x * m.u, m.v)
+Base.:*(m::RankOneMatrix, x::Number) = RankOneMatrix(x * m.u, m.v)
 
 Base.@propagate_inbounds function Base.:+(a::RankOneMatrix, b::RankOneMatrix)
     @boundscheck size(a) == size(b) || throw(DimensionMismatch())

diff --git a/test/utils.jl b/test/utils.jl
@@ -38,6 +38,12 @@ end
                 r2 = M * x
                 @test r1 ≈ r2
             end
+            @testset "Identity test" begin
+                x = 1.0
+                r1 = R
+                r2 = R * x
+                @test r1 ≈ r2
+            end
             @testset "Add and sub" begin
                 @test M + R ≈ R + R
                 @test M - R ≈ R - R