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Scale problem in ADMM / CG about scico HOT 3 CLOSED

lanl avatar lanl commented on August 24, 2024
Scale problem in ADMM / CG

from scico.

Comments (3)

lukepfister avatar lukepfister commented on August 24, 2024

Does this only happen with LinearSubproblemSolver? Does it happen with the nonlinear or circulant solvers, too? If it's just LinearSubproblemSolver, I think the problem is that the scaling is being used twice. First as admm.f.scale here

lhs_op = lhs_op + 2.0 * admm.f.scale * admm.f.hessian

but that scaling is also accounted for within admm.f.hessian:

scico/scico/loss.py

Lines 161 to 162 in 4b5cec4

if isinstance(self.A, linop.LinearOperator):
return 2 * self.scale * self.A.gram_op

from scico.

tbalke avatar tbalke commented on August 24, 2024

@lukepfister Yes, that did it!! Will create a PR.

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bwohlberg avatar bwohlberg commented on August 24, 2024

Resolved by #45

from scico.

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