Support blmo type and passed test for Cube polytope #188
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adding pre_computed_set for DICG
supporting pre_computed_set in DICG
add split_pre_computed_set! function
adding pre_computed_set arg for DICG
remove if statement
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You have to add the other DICG functions as well. They can have some default behaviour, i.e. throw an error that this is not implemented yet.
| end | ||
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| return true |
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You have to return something at the end.
| if (state.primal - state.dual_gap > tree.incumbent + 1e-2) && | ||
| tree.num_nodes != 1 && | ||
| state.t > min_fw_iterations | ||
| return false | ||
| end |
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Try to have has little duplicate code as possible.
I understand that the signature is different but the two callbacks still do nearly the same thing.
| function make_callback(pre_computed_set) | ||
| return function DICG_callback(state, args...) | ||
| if !callback(state, args...) | ||
| return false | ||
| end | ||
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| if state.tt !== FrankWolfe.last || state.tt !== FrankWolfe.pp | ||
| idx = findfirst(x -> x == state.v, pre_computed_set) | ||
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| The standard variant of Frank-Wolfe. In each iteration, the vertex v minimizing ∇f * (x-v) is computed. | ||
| if idx == nothing && length(pre_computed_set) < (length(state.v) + 1) | ||
| push!(pre_computed_set, state.v) | ||
| end | ||
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| end | ||
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| return true | ||
| end | ||
| end | ||
| DICG_callback = make_callback(pre_computed_set) |
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Add this to our callback instead.
| if use_DICG_warm_start | ||
| # For DICG, we use PrecomputedSet instead of ActiveSet to store information. | ||
| pre_computed_set = [v] | ||
| else | ||
| pre_computed_set = nothing | ||
| end | ||
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You can write this in a single line as
pre_computed_set = use_DICG_warm_start ? [v] : nothing
| if tree.root.options[:variant] != DICG() | ||
| fw_callback = build_FW_callback(tree, min_number_lower, true, fw_iterations, min_fw_iterations, time_ref, tree.root.options[:time_limit]) | ||
| else | ||
| fw_callback = build_FW_callback(tree, min_number_lower, true, fw_iterations, min_fw_iterations, time_ref, tree.root.options[:time_limit]; use_DICG=true) | ||
| end |
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To make to shorter,
fw_callback = build_FW_callback(tree, min_number_lower, true, fw_iterations, min_fw_iterations, time_ref, tree.root.options[:time_limit], use_DICG=tree.root.options[:varinat] == DICG())
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Take a look at the cleaned up example here
https://github.com/ZIB-IOL/Boscia.jl/blob/main/examples/optimal_experiment_design.jl
Modified code in frank_wolfe_variants.jl, Boscia.jl, node.jl, polytope_blmos.jl, time_tracking_lmo.jl, managed_blmo.jl.
All changed or added code is wrapped by
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