diff --git a/docs/references.bib b/docs/references.bib index 235ec7d..2ab7e30 100644 --- a/docs/references.bib +++ b/docs/references.bib @@ -164,19 +164,24 @@ @article{Themelis2018 url={https://epubs.siam.org/doi/10.1137/16M1080240} } -@article{Themelis2020, - title={Douglas-Rachford splitting and ADMM for nonconvex optimization: Accelerated and Newton-type algorithms}, +@article{Themelis2022, + title={Douglas-Rachford splitting and ADMM for nonconvex optimization: Accelerated and Newton-type linesearch algorithms}, author={Themelis, Andreas and Stella, Lorenzo and Patrinos, Panagiotis}, - journal={arXiv preprint arXiv:2005.10230}, - year={2020}, - url={https://arxiv.org/abs/2005.10230} + journal={Computational Optimization and Applications}, + volume={82}, + number={2}, + pages={395--440}, + year={2022}, + url={https://doi.org/10.1007/s10589-022-00366-y} } -@misc{DeMarchi2021, - title={Proximal Gradient Algorithms under Local Lipschitz Gradient Continuity: A Convergence and Robustness Analysis of PANOC}, - author={Alberto De Marchi and Andreas Themelis}, - year={2021}, - eprint={2112.13000}, - archivePrefix={arXiv}, - primaryClass={math.OC} +@article{DeMarchi2022, + title={Proximal Gradient Algorithms under Local Lipschitz Gradient Continuity}, + author={De Marchi, Alberto and Themelis, Andreas}, + journal={Journal of Optimization Theory and Applications}, + volume={194}, + number={3}, + pages={771--794}, + year={2022}, + url={https://doi.org/10.48550/arXiv.2112.13000} } diff --git a/docs/src/guide/implemented_algorithms.md b/docs/src/guide/implemented_algorithms.md index 9486b75..052d6ad 100644 --- a/docs/src/guide/implemented_algorithms.md +++ b/docs/src/guide/implemented_algorithms.md @@ -29,8 +29,8 @@ Douglas-Rachford | | ``\operatorname{prox}_{\gamma f}``, ``\operatorname{prox}_{ Fast proximal gradient | ``f`` convex, smooth, ``g`` convex | ``\nabla f``, ``\operatorname{prox}_{\gamma g}`` | [`FastForwardBackward`](@ref) | [Tseng2008](@cite), [Beck2009](@cite) PANOC | ``f`` smooth | ``\nabla f``, ``\operatorname{prox}_{\gamma g}`` | [`PANOC`](@ref) | [Stella2017](@cite) ZeroFPR | ``f`` smooth | ``\nabla f``, ``\operatorname{prox}_{\gamma g}`` | [`ZeroFPR`](@ref) | [Themelis2018](@cite) -Douglas-Rachford line-search | ``f`` smooth | ``\operatorname{prox}_{\gamma f}``, ``\operatorname{prox}_{\gamma g}`` | [`DRLS`](@ref) | [Themelis2020](@cite) -PANOC+ | ``f`` locally smooth | ``\nabla f``, ``\operatorname{prox}_{\gamma g}`` | [`PANOCplus`](@ref) | [DeMarchi2021](@cite) +Douglas-Rachford line-search | ``f`` smooth | ``\operatorname{prox}_{\gamma f}``, ``\operatorname{prox}_{\gamma g}`` | [`DRLS`](@ref) | [Themelis2022](@cite) +PANOC+ | ``f`` locally smooth | ``\nabla f``, ``\operatorname{prox}_{\gamma g}`` | [`PANOCplus`](@ref) | [DeMarchi2022](@cite) ```@docs ProximalAlgorithms.ForwardBackward diff --git a/src/algorithms/drls.jl b/src/algorithms/drls.jl index a56cc25..d639815 100644 --- a/src/algorithms/drls.jl +++ b/src/algorithms/drls.jl @@ -1,8 +1,6 @@ -# Themelis, Stella, Patrinos, "Douglas-Rachford splitting and ADMM -# for nonconvex optimization: Accelerated and Newton-type linesearch algorithms", -# arXiv:2005.10230, 2020. -# -# https://arxiv.org/abs/2005.10230 +# Themelis, Stella, Patrinos, "Douglas-Rachford splitting and ADMM for +# nonconvex optimization: Accelerated and Newton-type linesearch algorithms", +# Computational Optimization and Applications, vol. 82, no. 2, pp. 395-440 (2022). using Base.Iterators using ProximalAlgorithms.IterationTools @@ -47,7 +45,7 @@ See also: [`DRLS`](@ref). - `directions=LBFGS(5)`: strategy to use to compute line-search directions. # References -1. Themelis, Stella, Patrinos, "Douglas-Rachford splitting and ADMM for nonconvex optimization: Accelerated and Newton-type linesearch algorithms", arXiv:2005.10230, 2020. +1. Themelis, Stella, Patrinos, "Douglas-Rachford splitting and ADMM for nonconvex optimization: Accelerated and Newton-type linesearch algorithms", Computational Optimization and Applications, vol. 82, no. 2, pp. 395-440 (2022). """ Base.@kwdef struct DRLSIteration{R,Tx,Tf,Tg,Tmf,TLf,D} f::Tf = Zero() @@ -216,7 +214,7 @@ See also: [`DRLSIteration`](@ref), [`IterativeAlgorithm`](@ref). - `kwargs...`: additional keyword arguments to pass on to the `DRLSIteration` constructor upon call # References -1. Themelis, Stella, Patrinos, "Douglas-Rachford splitting and ADMM for nonconvex optimization: Accelerated and Newton-type linesearch algorithms", arXiv:2005.10230, 2020. +1. Themelis, Stella, Patrinos, "Douglas-Rachford splitting and ADMM for nonconvex optimization: Accelerated and Newton-type linesearch algorithms", Computational Optimization and Applications, vol. 82, no. 2, pp. 395-440 (2022). """ DRLS(; maxit=1_000, diff --git a/src/algorithms/panocplus.jl b/src/algorithms/panocplus.jl index 45ff127..cc9e994 100644 --- a/src/algorithms/panocplus.jl +++ b/src/algorithms/panocplus.jl @@ -1,6 +1,6 @@ -# De Marchi, Themelis, "Proximal gradient algorithms under local Lipschitz -# gradient continuity: a convergence and robustness analysis of PANOC", -# arXiv:2112.13000 (2021). +# De Marchi, Themelis, "Proximal Gradient Algorithms under Local Lipschitz +# Gradient Continuity", Journal of Optimization Theory and Applications, +# vol. 194, no. 3, pp. 771-794 (2022). using Base.Iterators using ProximalAlgorithms.IterationTools @@ -34,7 +34,7 @@ See also: [`PANOCplus`](@ref). - `directions=LBFGS(5)`: strategy to use to compute line-search directions. # References -1. De Marchi, Themelis, "Proximal gradient algorithms under local Lipschitz gradient continuity: a convergence and robustness analysis of PANOC", arXiv:2112.13000 (2021). +1. De Marchi, Themelis, "Proximal Gradient Algorithms under Local Lipschitz Gradient Continuity", Journal of Optimization Theory and Applications, vol. 194, no. 3, pp. 771-794 (2022). """ Base.@kwdef struct PANOCplusIteration{R,Tx,Tf,TA,Tg,TLf,Tgamma,D} f::Tf = Zero() @@ -225,7 +225,7 @@ See also: [`PANOCplusIteration`](@ref), [`IterativeAlgorithm`](@ref). - `kwargs...`: additional keyword arguments to pass on to the `PANOCplusIteration` constructor upon call # References -1. De Marchi, Themelis, "Proximal gradient algorithms under local Lipschitz gradient continuity: a convergence and robustness analysis of PANOC", arXiv:2112.13000 (2021). +1. De Marchi, Themelis, "Proximal Gradient Algorithms under Local Lipschitz Gradient Continuity", Journal of Optimization Theory and Applications, vol. 194, no. 3, pp. 771-794 (2022). """ PANOCplus(; maxit=1_000,