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Use Secant as default linesearch #553

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Use Secant as default linesearch #553

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4fe1bf2
Replace default linesearch with Secant.
Feb 19, 2025
ddc4abb
Set Adaptive as fallback for Secant.
Feb 19, 2025
545c82c
Set up counter.
dhendryc Feb 25, 2025
7da01e9
Set up counter and adapt solution.
dhendryc Feb 25, 2025
2921e67
Update linesearch.jl
dhendryc Feb 25, 2025
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2 changes: 1 addition & 1 deletion src/afw.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -12,7 +12,7 @@ function away_frank_wolfe(
grad!,
lmo,
x0;
line_search::LineSearchMethod=Adaptive(),
line_search::LineSearchMethod=Secant(),
lazy_tolerance=2.0,
epsilon=1e-7,
away_steps=true,
Expand Down
4 changes: 2 additions & 2 deletions src/blended_cg.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -14,8 +14,8 @@ function blended_conditional_gradient(
grad!,
lmo,
x0;
line_search::LineSearchMethod=Adaptive(),
line_search_inner::LineSearchMethod=Adaptive(),
line_search::LineSearchMethod=Secant(),
line_search_inner::LineSearchMethod=Secant(),
hessian=nothing,
epsilon=1e-7,
max_iteration=10000,
Expand Down
2 changes: 1 addition & 1 deletion src/blended_pairwise.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -10,7 +10,7 @@ function blended_pairwise_conditional_gradient(
grad!,
lmo,
x0;
line_search::LineSearchMethod=Adaptive(),
line_search::LineSearchMethod=Secant(),
epsilon=1e-7,
max_iteration=10000,
print_iter=1000,
Expand Down
2 changes: 1 addition & 1 deletion src/block_coordinate_algorithms.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -476,7 +476,7 @@ function block_coordinate_frank_wolfe(
lmo::ProductLMO{N},
x0::BlockVector;
update_order::BlockCoordinateUpdateOrder=CyclicUpdate(),
line_search::LS=Adaptive(),
line_search::LS=Secant(),
update_step::US=FrankWolfeStep(),
momentum=nothing,
epsilon=1e-7,
Expand Down
4 changes: 2 additions & 2 deletions src/fw_algorithms.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -15,7 +15,7 @@ function frank_wolfe(
grad!,
lmo,
x0;
line_search::LineSearchMethod=Adaptive(),
line_search::LineSearchMethod=Secant(),
momentum=nothing,
epsilon=1e-7,
max_iteration=10000,
Expand Down Expand Up @@ -254,7 +254,7 @@ function lazified_conditional_gradient(
grad!,
lmo_base,
x0;
line_search::LineSearchMethod=Adaptive(),
line_search::LineSearchMethod=Secant(),
lazy_tolerance=2.0,
cache_size=Inf,
greedy_lazy=false,
Expand Down
4 changes: 2 additions & 2 deletions src/linesearch.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -380,10 +380,10 @@ struct Secant{F,LSM<:LineSearchMethod} <: LineSearchMethod
end

function Secant(limit_num_steps, tol)
return Secant(Backtracking(), false, limit_num_steps, tol, x -> true)
return Secant(Adaptive(), false, limit_num_steps, tol, x -> true)
end

function Secant(;inner_ls=Backtracking(), safe=false, limit_num_steps=40, tol=1e-8, domain_oracle=(x -> true))
function Secant(;inner_ls=Adaptive(), safe=false, limit_num_steps=40, tol=1e-8, domain_oracle=(x -> true))
return Secant(inner_ls, safe, limit_num_steps, tol, domain_oracle)
end

Expand Down
2 changes: 1 addition & 1 deletion src/pairwise.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -13,7 +13,7 @@ function pairwise_frank_wolfe(
grad!,
lmo,
x0;
line_search::LineSearchMethod=Adaptive(),
line_search::LineSearchMethod=Secant(),
lazy_tolerance=2.0,
epsilon=1e-7,
lazy=false,
Expand Down
208 changes: 104 additions & 104 deletions test/trajectory_tests/approximate_caratheodory.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -278,7 +278,7 @@ using LinearAlgebra
max_iteration=k,
line_search=FrankWolfe.AdaptiveZerothOrder(),
print_iter=k / 10,
verbose=false,
verbose=true,
memory_mode=FrankWolfe.OutplaceEmphasis(),
trajectory=true,
)
Expand All @@ -291,122 +291,122 @@ using LinearAlgebra
max_iteration=2k,
line_search=FrankWolfe.Adaptive(),
print_iter=k / 10,
verbose=false,
verbose=true,
memory_mode=FrankWolfe.OutplaceEmphasis(),
trajectory=true,
)

x_true = [
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0.0107935205086126771722998540781190968118607997894287109375,
0.0107935205086126771722998540781190968118607997894287109375,
0.0107935205086126771722998540781190968118607997894287109375,
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0.0107935205086126771722998540781190968118607997894287109375,
0.0107935205086126771722998540781190968118607997894287109375,
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0.0107935205086126771722998540781190968118607997894287109375,
0.0107935205086126771722998540781190968118607997894287109375,
0.0107935205086126771722998540781190968118607997894287109375,
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0.0107935205086125661499973915624650544486939907073974609375,
0.010793520508612812480730980269072460941970348358154296875,
0.0082491592577794252416634179780885460786521434783935546875,
0.0091554500430683742606685626697071711532771587371826171875,
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0.00971248924824500044217234773213931475766003131866455078125,
0.00860784740372220504023292875217521213926374912261962890625,
0.0095567688004197272333417600975735695101320743560791015625,
0.0106187909950250895796397543335842783562839031219482421875,
0.011811556112865738421557892934288247488439083099365234375,
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0.0,
0.0,
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0.0
]

primal_true = 0.01079492075856676147135835760962987221028689269130597783892595739691365095379305
primal_true = 0.01077968911106035588615645830682523782565520615359182770140112868746551529584854

@test norm(res4[1] - x_true) ≈ 0 atol = 1e-6
@test res4[3] ≈ primal_true
@test res4[5][end][1] == 101

@test res4_adaptive[3] ≈ 0.01 atol=1e-8
@test res4_adaptive[5][end][1] == 138
@test res4_adaptive[5][end][1] == 122

end

Expand Down
4 changes: 2 additions & 2 deletions test/trajectory_tests/away_step_cg.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -508,7 +508,7 @@ const xp = [

@test norm(res3[1] - x_true3) <= 5e-5
@test res3[3] ≈ primal_true3
@test res3[5][end][1] <= 451
@test res3[5][end][1] <= 1203

x_true4 = [
0.12350364160905855,
Expand Down Expand Up @@ -634,6 +634,6 @@ const xp = [

@test norm(res4[1] - x_true4) <= 5e-5
@test res4[3] ≈ primal_true4
@test res4[5][end][1] <= 451
@test res4[5][end][1] <= 1203

end
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