paper_lp_al_changetol.m

% A driver for running opt problems with Saunders' PDCO
% and testing my post-processing code

clear all
close all

problem = importdata('netlib.txt');
length_problem = length(problem);

imgname = 'al_changetol_';

first_prob = 1;
%length_problem = 1;

max_sigma(length_problem) = 0;


minres_scale = (sqrt(5)-1)/2;

%!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
%!! S E T U P    T E S T S  !!
%!!!!!!!!!!!!!!!!!!!!!!!!!!!!!

no_solvers = 4;
test = struct('Method',{},...
              'krylov_method',{},...
              'precond_method',{},...
              'inner_tol',{},...
              'PDConvergenceDescrptions',{},...
              'descriptions',{});

% setup first test
test(1).Method = 224;        % backslash
test(1).krylov_method = 0;  % none
test(1).precond_method = 0; % none
test(1).inner_tol = 0.0;    % none
test(1).PDConvergenceDescriptions = 'lt_exact_convergence';
test(1).descriptions = '$A\backslash b$';

% setup second test
test(2).Method = 23;        % krylov solver
test(2).krylov_method = 2;  % my minres
test(2).precond_method = 6 % aug lag
test(2).inner_tol = 1e2 * minres_scale;    
test(2).PDConvergenceDescriptions = 'aug_lag, tol 10^2 * mu * delta ';
test(2).descriptions = ['Aug lag, tol = $10^{2} \\mu \\delta$'];

% setup third test
test(3) = test(2);
test(3).inner_tol = 1.0 * minres_scale;   
test(3).PDConvergenceDescriptions = 'aug_lag, tol mu * delta ';
test(3).descriptions = ['Aug lag, tol = $ \\mu \\delta$'];

% setup third test
test(4) = test(2);
%test(4).precond_method = 7;
test(4).inner_tol =  minres_scale * 1e-2;   
test(4).PDConvergenceDescriptions = 'aug_lag, tol 10^{-2} * mu * delta ';
test(4).descriptions = ['Aug lag, tol = $10^{-2}  \\mu \\delta$'];
% $$$ 
% $$$ % setup third test
% $$$ test(5) = test(2);
% $$$ test(5).precond_method = 7; % aug lag
% $$$ test(5).inner_tol =  minres_scale * 1e-8;   
% $$$ test(5).PDConvergenceDescriptions = 'aug_lag, tol 10^{-2} * mu * delta ';
% $$$ test(5).descriptions = ['Aug lag, tol = $10^{-2}  \\mu \\delta$'];

CalculateError = 0;
ScaleTol = 1;

lp_test_loop;