Merge branch 'master' of github.com:ZIB-IOL/FrankWolfe.jl into direct…

…_solve_projection

Project.toml

@@ -1,7 +1,7 @@
 name = "FrankWolfe"
 uuid = "f55ce6ea-fdc5-4628-88c5-0087fe54bd30"
 authors = ["ZIB-IOL"]
-version = "0.4.4"
+version = "0.4.6"
 
 [deps]
 Arpack = "7d9fca2a-8960-54d3-9f78-7d1dccf2cb97"

src/dicg.jl

@@ -86,7 +86,7 @@ function decomposition_invariant_conditional_gradient(
     end
 
     x = x0
-    
+
     if memory_mode isa InplaceEmphasis && !isa(x, Union{Array,SparseArrays.AbstractSparseArray})
         # if integer, convert element type to most appropriate float
         if eltype(x) <: Integer
@@ -117,7 +117,7 @@ function decomposition_invariant_conditional_gradient(
         println("GRADIENstep_typeYPE: $grad_type LAZY: $lazy lazy_tolerance: $lazy_tolerance")
         println("LMO: $(typeof(lmo))")
         if memory_mode isa InplaceEmphasis
-            @info("In memory_mode memory iterates are wristep_typeen back into x0!")
+            @info("In memory_mode memory iterates are written back into x0!")
         end
     end
 
@@ -127,12 +127,12 @@ function decomposition_invariant_conditional_gradient(
     gamma = one(phi)
 
     if lazy
-	if extra_vertex_storage === nothing
-	   v = compute_extreme_point(lmo, gradient, lazy = lazy)
-	   pre_computed_set = [v]
-	else
-	   pre_computed_set = extra_vertex_storage
-	end
+        if extra_vertex_storage === nothing
+            v = compute_extreme_point(lmo, gradient, lazy=lazy)
+            pre_computed_set = [v]
+        else
+            pre_computed_set = extra_vertex_storage
+        end
     end
 
     if linesearch_workspace === nothing
@@ -168,16 +168,8 @@ function decomposition_invariant_conditional_gradient(
         end
 
         if lazy
-            d, v, v_index, a, away_index, phi, step_type = 
-                lazy_dicg_step(
-                    x, 
-                    gradient, 
-                    lmo, 
-                    pre_computed_set, 
-                    phi, 
-                    epsilon, 
-                    d;
-                )
+            d, v, v_index, a, away_index, phi, step_type =
+                lazy_dicg_step(x, gradient, lmo, pre_computed_set, phi, epsilon, d;)
         else # non-lazy, call the simple and modified
             v = compute_extreme_point(lmo, gradient, lazy=lazy)
             dual_gap = fast_dot(gradient, x) - fast_dot(gradient, v)
@@ -205,7 +197,7 @@ function decomposition_invariant_conditional_gradient(
                 push!(pre_computed_set, v)
             end
         end
-        
+
         if callback !== nothing
             state = CallbackState(
                 t,
@@ -223,7 +215,7 @@ function decomposition_invariant_conditional_gradient(
                 gradient,
                 step_type,
             )
-            if callback(state) === false
+            if callback(state, a, v) === false
                 break
             end
         end
@@ -259,7 +251,7 @@ function decomposition_invariant_conditional_gradient(
                 gradient,
                 step_type,
             )
-            callback(state)
+            callback(state, nothing, v)
         end
     end
     return (x=x, v=v, primal=primal, dual_gap=dual_gap, traj_data=traj_data)
@@ -352,7 +344,7 @@ function blended_decomposition_invariant_conditional_gradient(
         println("GRADIENstep_typeYPE: $grad_type LAZY: $lazy lazy_tolerance: $lazy_tolerance")
         println("LMO: $(typeof(lmo))")
         if memory_mode isa InplaceEmphasis
-            @info("In memory_mode memory iterates are wristep_typeen back into x0!")
+            @info("In memory_mode memory iterates are written back into x0!")
         end
     end
 
@@ -441,7 +433,7 @@ function blended_decomposition_invariant_conditional_gradient(
                 gradient,
                 step_type,
             )
-            if callback(state) === false
+            if callback(state, a, v) === false
                 break
             end
         end
@@ -477,7 +469,7 @@ function blended_decomposition_invariant_conditional_gradient(
                 gradient,
                 step_type,
             )
-            callback(state)
+            callback(state, nothing, v)
         end
     end
     return (x=x, v=v, primal=primal, dual_gap=dual_gap, traj_data=traj_data)
@@ -518,19 +510,19 @@ function lazy_dicg_step(
         v = compute_extreme_point(lmo, gradient)
         grad_dot_v = fast_dot(gradient, v)
         # Do lazy inface_point
-        if grad_dot_a_local - grad_dot_v >= phi / lazy_tolerance && 
-            grad_dot_a_local - grad_dot_v >= epsilon
+        if grad_dot_a_local - grad_dot_v >= phi / lazy_tolerance &&
+           grad_dot_a_local - grad_dot_v >= epsilon
             step_type = ST_LAZY
             a = a_local
             away_index = a_local_loc
         else
             a = compute_inface_extreme_point(lmo, NegatingArray(gradient), x)
         end
-        
+
         # Real dual gap promises enough progress.
         grad_dot_fw_vertex = fast_dot(v, gradient)
         dual_gap = grad_dot_x - grad_dot_fw_vertex
-        
+
         if dual_gap >= phi / lazy_tolerance
             d = muladd_memory_mode(memory_mode, d, a, v)
             #Lower our expectation for progress.