gdm.c

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#include "gdm.h"

// This function is not maintained

//static void gradientGD();

uint32_t GDM(struct Struct_GDM *s)
{

    s->exitflag = 1;

    // z = z0
    vector_copy(s->z0,s->z,N);


    // Initialize the function value, and difference between the new and previous function value
    real_t f = obj(s->z, s->H, s->c, s->temp1_dim_N);
    real_t fnew = 0.0;
    real_t f_diff = s->eps + 1;

    // Declaration and initialization of other necessary variables
    real_t L = s->eigH_max;
    // real_t mu = s->eigH_min;
    real_t one_over_L = 1.0/L;

    // iteration counter
    uint32_t niter = 0;


    /* ##################################################################################
                START WHILE-LOOP
    ################################################################################## */
    while(f_diff > s->eps)
    {

        if (niter > s->maxiter){
            //fprintf(stderr, "reached maximum number of iterations in FGM (inner problem)\n");
            s->exitflag = 2;
            break;
        }

        // calculating gradient
        //gradientGD(s->z,s->H,s->c,s->temp1_dim_N);
        mtx_vec_mul(s->H,s->z,s->temp1_dim_N,N,N); // H * y
        vector_add(s->c,s->temp1_dim_N,s->temp1_dim_N,N); // + c



        /* *********************************************************************
                Finding znew
        ********************************************************************* */
//      for(i=0;i<N;i++){
//          s->znew[i] = s->z[i] - (opt->alpha * s->temp1_dim_N[i]);
//      }

        vector_scalar_mul(s->temp1_dim_N, one_over_L, s->temp1_dim_N, N); // 1/L * f'(y)
        vector_sub(s->z, s->temp1_dim_N, s->znew, N);   // y - ans



        // projection znew on the feasible set made of lb and ub
        if(!s->ub_is_inf)
            vector_min(s->ub,s->znew,s->znew,N);
        if(!s->lb_is_inf)
            vector_max(s->lb,s->znew,s->znew,N);

        /* *********************************************************************
                Finding f_diff
        ********************************************************************* */

        // calculate the difference between the new and previous function value
        fnew = obj(s->znew, s->H, s->c, s->temp1_dim_N);
        f_diff = abs_2(fnew - f);

        /* *********************************************************************
                Update the variables
        ********************************************************************* */
//      for(i=0;i<N;i++)
//          s->z[i] = s->znew[i];
        vector_copy(s->znew,s->z,N);
        f = fnew;
        niter = niter+1;
    }

    vector_copy(s->znew,s->zopt,N);
    s->fopt = fnew;

    return niter;
}


// This function is not used by fgm or dfgm
void clean_up_GDM_C(struct Struct_GDM *s)
{
    free_pointer(s->H);
    free_pointer(s->c);
    free_pointer(s->lb);
    free_pointer(s->ub);
    free_pointer(s->z0);
    free_pointer(s->zopt);
    free_pointer(s->z);
    free_pointer(s->znew);
    free_pointer(s->temp1_dim_N);
}