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Adjust ALM Lambda update #50

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Apr 7, 2024
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Adjust ALM Lambda update #50

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10 changes: 7 additions & 3 deletions src/Optimisers/AugmentedLagrangian.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -79,7 +79,7 @@ struct AugmentedLagrangian{N,O} <: Optimiser
stencil :: AdvectionStencil{O},
vel_ext :: VelocityExtension,
φ0;
Λ_max = 5.0, ζ = 1.1, update_mod = 5, reinit_mod = 1, γ = 0.1, γ_reinit = 0.5,
Λ_max = 10^10, ζ = 1.1, update_mod = 5, reinit_mod = 1, γ = 0.1, γ_reinit = 0.5,
os_γ_mult = 0.75, maxiter = 1000, verbose=false, constraint_names = map(i -> Symbol("C_$i"),1:N),
converged::Function = default_al_converged, debug = false,
has_oscillations::Function = default_has_oscillations,
Expand Down Expand Up @@ -209,8 +209,12 @@ function Base.iterate(m::AugmentedLagrangian,state)

## Augmented Lagrangian method
λ .= λ .- Λ .* C
if iszero(it % update_mod)
Λ .= @.(min(Λ*ζ,Λ_max))
if iszero(it % update_mod)
for i = 1:length(C)
if abs(C[i])>0.01
Λ[i] = min(Λ[i]*ζ,Λ_max)
end
end
end

## Compute dL and it's projection
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