Merge branch 'master' of https://github.com/koraykv/optim

1 files changed, 33 insertions, 25 deletions

diff --git a/fista.lua b/fista.lua
index 79c4e19..b13283d 100644
--- a/fista.lua
+++ b/fista.lua
@@ -102,27 +102,50 @@ function optim.FistaLS(f, g, pl, xinit, params)
          -- Q(beta,y) = F(y) + <beta-y , \Grad(F(y))> + L/2||beta-y||^2 + G(beta)
          Q = fy + Q2 + Q3
 
+         if verbose then
+            print(string.format('nline=%d L=%g fply=%g Q=%g fy=%g Q2=%g Q3=%g',nline,L,fply,Q,fy,Q2,Q3))
+         end
          -- check if F(beta) < Q(pl(y),\t)
          if fply <= Q then --and Fply + Gply <= F then
             -- now evaluate G here
-            gply = g(xk)
             linesearchdone = true
          elseif  nline >= maxline then
             linesearchdone = true
             xk:copy(xkm) -- if we can't find a better point, current iter = previous iter
-            fply = f(xk)
-            gply = g(xk)
             --print('oops')
          else
             L = L * Lstep
          end
          nline = nline + 1
-         if verbose then
-            print(niter,linesearchdone,nline,L,fy,Q2,Q3,Q,fply)
-         end
       end
       -- end line search
       ---------------------------------------------
+
+      ---------------------------------------------
+      -- FISTA
+      ---------------------------------------------
+      if doFistaUpdate then
+         -- do the FISTA step
+         tkp = (1 + math.sqrt(1 + 4*tk*tk)) / 2
+         -- x(k-1) = x(k-1) - x(k)
+         xkm:add(-1,xk)
+         -- y(k+1) = x(k) + (1-t(k)/t(k+1))*(x(k-1)-x(k))
+         y:copy(xk)
+         y:add( (1-tk)/tkp , xkm)
+         -- store for next iterations
+         -- x(k-1) = x(k)
+         xkm:copy(xk)
+      else
+         y:copy(xk)
+      end
+      -- t(k) = t(k+1)
+      tk = tkp
+      fply = f(y)
+      gply = g(y)
+      if verbose then
+	 print(string.format('iter=%d eold=%g enew=%g',niter,fval,fply+gply))
+      end
+
       niter = niter + 1
 
       -- bookeeping
@@ -143,11 +166,13 @@ function optim.FistaLS(f, g, pl, xinit, params)
       -- are we done?
       if niter > 1 and math.abs(history[niter].F - history[niter-1].F) <= errthres then
          converged = true
-         return xk,history
+	 xinit:copy(y)
+         return y,history
       end
 
       if niter >= maxiter then
-         return xk,history
+	 xinit:copy(y)
+         return y,history
       end
 
       --if niter > 1 and history[niter].F > history[niter-1].F then
@@ -155,23 +180,6 @@ function optim.FistaLS(f, g, pl, xinit, params)
       --converged = true
       --return xk,history
       --end
-
-      if doFistaUpdate then
-         -- do the FISTA step
-         tkp = (1 + math.sqrt(1 + 4*tk*tk)) / 2
-         -- x(k-1) = x(k-1) - x(k)
-         xkm:add(-1,xk)
-         -- y(k+1) = x(k) + (1-t(k)/t(k+1))*(x(k-1)-x(k))
-         y:copy(xk)
-         y:add( (1-tk)/tkp , xkm)
-         -- store for next iterations
-         -- x(k-1) = x(k)
-         xkm:copy(xk)
-      else
-         y:copy(xk)
-      end
-      -- t(k) = t(k+1)
-      tk = tkp
    end
    error('not supposed to be here')
 end