Using more general calculus rules (#18)

* using Ax_mul_Bx and HadamardProd instead of NonLinearCompose and Hadamard * added Ax_mul_Bxt and Axt_mul_Bx * fix to docs
JuliaFirstOrder · Mar 28, 2019 · 2620090 · 2620090
1 parent d90fe83
commit 2620090
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Showing 11 changed files with 399 additions and 326 deletions.
diff --git a/docs/make.jl b/docs/make.jl
@@ -16,6 +16,6 @@ makedocs(
 )
 
 deploydocs(
-  repo   = "github.com/kul-forbes/AbstractOperators.jl.git",
+  repo   = "github.com/kul-forbes/StructuredOptimization.jl.git",
   target = "build",
 )
diff --git a/src/solvers/build_solve.jl b/src/solvers/build_solve.jl
@@ -23,36 +23,36 @@ julia> build(p, PG());
 
 """
 function build(terms::Tuple, solver::ForwardBackwardSolver)
-	x = extract_variables(terms)
-	# Separate smooth and nonsmooth
-	smooth, nonsmooth = split_smooth(terms)
-	# Separate quadratic and nonquadratic
-	quadratic, smooth = split_quadratic(smooth)
-	kwargs = Array{Any, 1}()
-	if is_proximable(nonsmooth)
-		g = extract_proximable(x, nonsmooth)
-		append!(kwargs, [(:g, g)])
-		if !isempty(quadratic)
-			fq = extract_functions(quadratic)
-			Aq = extract_operators(x, quadratic)
-			append!(kwargs, [(:fq, fq)])
-			append!(kwargs, [(:Aq, Aq)])
-		end
-		if !isempty(smooth)
-			if is_linear(smooth)
-                fs = extract_functions(smooth)
-                As = extract_operators(x, smooth)
-				append!(kwargs, [(:As, As)])
-			else
-                fs = extract_functions_nodisp(smooth)
-                As = extract_affines(x, smooth)
-				fs = PrecomposeNonlinear(fs, As)
-			end
-			append!(kwargs, [(:fs, fs)])
-		end
-		return build_iterator(x, solver; kwargs...)
-	end
-	error("Sorry, I cannot solve this problem")
+  x = extract_variables(terms)
+  # Separate smooth and nonsmooth
+  smooth, nonsmooth = split_smooth(terms)
+  # Separate quadratic and nonquadratic
+  quadratic, smooth = split_quadratic(smooth)
+  kwargs = Array{Any, 1}()
+  if is_proximable(nonsmooth)
+    g = extract_proximable(x, nonsmooth)
+    append!(kwargs, [(:g, g)])
+    if !isempty(quadratic)
+      fq = extract_functions(quadratic)
+      Aq = extract_operators(x, quadratic)
+      append!(kwargs, [(:fq, fq)])
+      append!(kwargs, [(:Aq, Aq)])
+    end
+    if !isempty(smooth)
+      if is_linear(smooth)
+        fs = extract_functions(smooth)
+        As = extract_operators(x, smooth)
+        append!(kwargs, [(:As, As)])
+      else
+        fs = extract_functions_nodisp(smooth)
+        As = extract_affines(x, smooth)
+        fs = PrecomposeNonlinear(fs, As)
+      end
+      append!(kwargs, [(:fs, fs)])
+    end
+    return build_iterator(x, solver; kwargs...)
+  end
+  error("Sorry, I cannot solve this problem")
 end
 
 ################################################################################
@@ -83,10 +83,10 @@ julia> solve!(x_solver);
 
 """
 function solve!(x_and_iter::Tuple{Tuple{Vararg{Variable}}, ProximalAlgorithms.ProximalAlgorithm})
-    x, iterator = x_and_iter
-    it, x_star = ProximalAlgorithms.run!(iterator)
-    ~x .= x_star
-    return it, iterator 
+  x, iterator = x_and_iter
+  it, x_star = ProximalAlgorithms.run!(iterator)
+  ~x .= x_star
+  return it, iterator 
 end
 
 
@@ -109,15 +109,15 @@ Variable(Float64, (4,))
 julia> A, b = randn(10,4), randn(10);
 
 julia> solve(p,PG());
-    it |      gamma |        fpr |
- ------|------------|------------|
-     1 | 7.6375e-02 | 1.8690e+00 |
-    12 | 7.6375e-02 | 9.7599e-05 |
+it |      gamma |        fpr |
+------|------------|------------|
+1 | 7.6375e-02 | 1.8690e+00 |
+12 | 7.6375e-02 | 9.7599e-05 |
 
 ```
 
 """
 function solve(terms::Tuple, solver::ForwardBackwardSolver)
-    built_slv = build(terms, solver)
-    return solve!(built_slv)
+  built_slv = build(terms, solver)
+  return solve!(built_slv)
 end