Line data    Source code

       1             : #pragma once
       2             : 
       3             : #include "Constraint.h"
       4             : #include "L0PseudoNorm.h"
       5             : #include "L1Norm.h"
       6             : #include "WLSProblem.h"
       7             : #include "LASSOProblem.h"
       8             : 
       9             : namespace elsa
      10             : {
      11             :     /**
      12             :      * @brief Class representing a splitting problem
      13             :      *
      14             :      * @author Andi Braimllari - initial code
      15             :      *
      16             :      * @tparam data_t data type for the domain and range of the problem, defaulting to real_t
      17             :      *
      18             :      * This class represents a splitting problem i.e.
      19             :      *
      20             :      *  - minimize @f$ f(x) + g(z) @f$ subject to @f$ Ax + Bz = c @f$.
      21             :      *
      22             :      * in which @f$ A @f$ and @f$ B @f$ are linear operators, @f$ c @f$ is a data vector.
      23             :      *
      24             :      * References:
      25             :      * https://stanford.edu/~boyd/papers/pdf/admm_distr_stats.pdf
      26             :      */
      27             :     template <typename data_t = real_t>
      28             :     class SplittingProblem : public Problem<data_t>
      29             :     {
      30             :     public:
      31             :         /**
      32             :          * @brief Constructor for SplittingProblem, accepting a functional, regularization terms and
      33             :          * a constraint
      34             :          *
      35             :          * @param[in] f the functional from the problem statement
      36             :          * @param[in] g the regularization terms from the problem statement
      37             :          * @param[in] constraint the constraint from the problem statement
      38             :          */
      39             :         SplittingProblem(const Functional<data_t>& f,
      40             :                          const std::vector<RegularizationTerm<data_t>>& g,
      41             :                          const Constraint<data_t>& constraint);
      42             : 
      43             :         /**
      44             :          * @brief Constructor for SplittingProblem, accepting a functional, a regularization term
      45             :          * and a constraint
      46             :          *
      47             :          * @param[in] f the functional from the problem statement
      48             :          * @param[in] g the regularization term from the problem statement
      49             :          * @param[in] constraint the constraint from the problem statement
      50             :          */
      51             :         SplittingProblem(const Functional<data_t>& f, const RegularizationTerm<data_t>& g,
      52             :                          const Constraint<data_t>& constraint);
      53             : 
      54             :         /// default destructor
      55           0 :         ~SplittingProblem() override = default;
      56             : 
      57             :         /// return the constraint
      58             :         auto getConstraint() const -> const Constraint<data_t>&;
      59             : 
      60             :         /// return the f problem
      61             :         auto getF() const -> const Functional<data_t>&;
      62             : 
      63             :         /// return the g problem
      64             :         auto getG() const -> const std::vector<RegularizationTerm<data_t>>&;
      65             : 
      66             :     protected:
      67             :         /// implement the polymorphic clone operation
      68             :         auto cloneImpl() const -> SplittingProblem<data_t>* override;
      69             : 
      70             :         /// the evaluation method of the splitting problem
      71             :         auto evaluateImpl() -> data_t override;
      72             : 
      73             :         /// the getGradient method for the splitting problem
      74             :         void getGradientImpl(DataContainer<data_t>& result) override;
      75             : 
      76             :         /// the getHessian method for the splitting problem
      77             :         auto getHessianImpl() const -> LinearOperator<data_t> override;
      78             : 
      79             :         /// the getLipschitzConstant method for the splitting problem
      80             :         auto getLipschitzConstantImpl(index_t nIterations) const -> data_t override;
      81             : 
      82             :     private:
      83             :         std::unique_ptr<Functional<data_t>> _f;
      84             : 
      85             :         std::vector<RegularizationTerm<data_t>> _g;
      86             : 
      87             :         std::unique_ptr<Constraint<data_t>> _constraint;
      88             :     };
      89             : } // namespace elsa