from PEPit.function import Function
[docs]
class CocoerciveOperator(Function):
"""
The :class:`CocoerciveOperator` class overwrites the `add_class_constraints` method of :class:`Function`,
implementing the interpolation constraints of the class of cocoercive (and maximally monotone) operators.
Note:
Operator values can be requested through `gradient` and `function values` should not be used.
Attributes:
beta (float): cocoercivity parameter
Cocoercive operators are characterized by the parameter :math:`\\beta`, hence can be instantiated as
Example:
>>> from PEPit import PEP
>>> from PEPit.operators import CocoerciveOperator
>>> problem = PEP()
>>> func = problem.declare_function(function_class=CocoerciveOperator, beta=1.)
References:
`[1] E. Ryu, A. Taylor, C. Bergeling, P. Giselsson (2020).
Operator splitting performance estimation: Tight contraction factors and optimal parameter selection.
SIAM Journal on Optimization, 30(3), 2251-2271.
<https://arxiv.org/pdf/1812.00146.pdf>`_
"""
def __init__(self,
beta,
is_leaf=True,
decomposition_dict=None,
reuse_gradient=True,
name=None):
"""
Args:
beta (float): The cocoercivity parameter.
is_leaf (bool): True if self is defined from scratch.
False if self is defined as linear combination of leaf .
decomposition_dict (dict): Decomposition of self as linear combination of leaf :class:`Function` objects.
Keys are :class:`Function` objects and values are their associated coefficients.
reuse_gradient (bool): If True, the same subgradient is returned
when one requires it several times on the same :class:`Point`.
If False, a new subgradient is computed each time one is required.
name (str): name of the object. None by default. Can be updated later through the method `set_name`.
Note:
Cocoercive operators are necessarily continuous, hence `reuse_gradient` is set to True.
"""
super().__init__(is_leaf=is_leaf,
decomposition_dict=decomposition_dict,
reuse_gradient=True,
name=name,
)
# Store the beta parameter
self.beta = beta
if self.beta == 0:
print("\033[96m(PEPit) The class of cocoercive operators is necessarily continuous. \n"
"To instantiate a monotone operator, please avoid using the class CocoerciveOperator\n"
"with beta == 0. Instead, please use the class Monotone (which accounts for the fact \n"
"that the image of the operator at certain points might not be a singleton).\033[0m")
[docs]
def set_cocoercivity_constraint_i_j(self,
xi, gi, fi,
xj, gj, fj,
):
"""
Set cocoercivity constraint for operator.
"""
# Set constraint
constraint = ((gi - gj) * (xi - xj) - self.beta * (gi - gj) ** 2 >= 0)
return constraint
[docs]
def add_class_constraints(self):
"""
Formulates the list of interpolation constraints for self (cocoercive maximally monotone operator),
see, e.g., [1, Proposition 2].
"""
self.add_constraints_from_two_lists_of_points(list_of_points_1=self.list_of_points,
list_of_points_2=self.list_of_points,
constraint_name="cocoercivity",
set_class_constraint_i_j=self.set_cocoercivity_constraint_i_j,
symmetry=True,
)