add cold skewed start

bzhangcw · Apr 16, 2024 · 8bc2bbf · 8bc2bbf
1 parent 01b4b50
commit 8bc2bbf
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Showing 4 changed files with 12 additions and 6 deletions.
diff --git a/src/algorithms/hsodm.jl b/src/algorithms/hsodm.jl
@@ -333,6 +333,7 @@ function Base.show(io::IO, t::T) where {T<:HSODMIteration}
     @printf io " inner iteration limit := %s\n" t.itermax
     @printf io " line-search algorithm := %s\n" t.linesearch
     @printf io "    adaptive  strategy := %s\n" t.adaptive
+    @printf io "       eigenvalue init := %s\n" t.direction
     if t.hvp !== nothing
         @printf io "     second-order info := using provided Hessian-vector product\n"
     elseif t.H !== nothing

diff --git a/src/utilities/homogeneous.jl b/src/utilities/homogeneous.jl
@@ -261,10 +261,13 @@ function _eigenvalue(
     n = length(state.x)
     # _reltol = state.ϵ > 1e-4 ? 1e-5 : iter.eigtol
     # _tol = _reltol * state.ϵ
-    _tol = state.ϵ > 1e-3 ? 1e-5 : max(iter.eigtol, 1e-3 * state.ϵ)
+    _tol = state.ϵ > 1e-3 ? 1e-5 : max(iter.eigtol, 1e-2 * state.ϵ)
     if bg == :krylov
         if iter.direction == :cold
-            vals, vecs, info = KrylovKit.eigsolve(B, n + 1, 1, :SR, Float64; tol=_tol, issymmetric=true, eager=true)
+            q = zeros(n+1)
+            q[end]=1.0
+            # vals, vecs, info = KrylovKit.eigsolve(B, n + 1, 1, :SR, Float64; tol=_tol, issymmetric=true, eager=true)
+            vals, vecs, info = KrylovKit.eigsolve(B, q, 1, :SR; tol=_tol, issymmetric=true, eager=true)
         else
             vals, vecs, info = KrylovKit.eigsolve(B, state.ξ, 1, :SR; tol=_tol, issymmetric=true, eager=true)
         end
@@ -285,11 +288,13 @@ end
 
 
 function _eigenvalue(f::Function, iter, state; bg=:krylov)
-    _tol = state.ϵ > 1e-3 ? 1e-5 : max(iter.eigtol, 1e-3 * state.ϵ)
+    _tol = state.ϵ > 1e-3 ? 1e-5 : max(iter.eigtol, 1e-2 * state.ϵ)
     if bg == :krylov
         if iter.direction == :cold
             n = length(state.x)
-            vals, vecs, info = KrylovKit.eigsolve(f, n + 1, 1, :SR, Float64; tol=_tol, issymmetric=true, eager=true)
+            q = zeros(n+1)
+            q[end]=1.0
+            vals, vecs, info = KrylovKit.eigsolve(f, q, 1, :SR; tol=_tol, issymmetric=true, eager=true)
         else
             vals, vecs, info = KrylovKit.eigsolve(f, state.ξ, 1, :SR; tol=_tol, issymmetric=true, eager=true)
         end

diff --git a/src/utilities/trustregion.jl b/src/utilities/trustregion.jl
@@ -14,7 +14,7 @@ const lsa::HagerZhangEx = HagerZhangEx(
 const lsb::BackTrackingEx = BackTrackingEx(
     ρ_hi=0.8,
     ρ_lo=0.1,
-    order=2
+    order=3
 )
 
 @doc raw"""

diff --git a/test/tools.jl b/test/tools.jl
@@ -240,7 +240,7 @@ if add_hsodm
             x0=copy(x), f=loss, g=g,
             linesearch=:hagerzhang,
             # linesearch=:backtrack,
-            direction=:warm,
+            direction=:cold,
             adaptive=:mishchenko,
             kwargs...,
             options...