Skip to content

Commit

Permalink
update bibliography entries in docs (#84)
Browse files Browse the repository at this point in the history
  • Loading branch information
aldma committed Nov 18, 2022
1 parent 3da9027 commit dc0342c
Show file tree
Hide file tree
Showing 4 changed files with 29 additions and 26 deletions.
29 changes: 17 additions & 12 deletions docs/references.bib
Original file line number Diff line number Diff line change
Expand Up @@ -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}
}
4 changes: 2 additions & 2 deletions docs/src/guide/implemented_algorithms.md
Original file line number Diff line number Diff line change
Expand Up @@ -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
Expand Down
12 changes: 5 additions & 7 deletions src/algorithms/drls.jl
Original file line number Diff line number Diff line change
@@ -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
Expand Down Expand Up @@ -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()
Expand Down Expand Up @@ -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,
Expand Down
10 changes: 5 additions & 5 deletions src/algorithms/panocplus.jl
Original file line number Diff line number Diff line change
@@ -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
Expand Down Expand Up @@ -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()
Expand Down Expand Up @@ -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,
Expand Down

0 comments on commit dc0342c

Please sign in to comment.