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Dual initial solution for primal-dual solvers #47

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NizarBousselmi opened this issue Oct 27, 2023 · 0 comments
Open

Dual initial solution for primal-dual solvers #47

NizarBousselmi opened this issue Oct 27, 2023 · 0 comments

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@NizarBousselmi
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Hello,

I have a question concerning the initialization of the dual solution in the class "primal_dual". We consider the minimization of f(Lx) + g(x). If I understood well, if the dual initial point is not specified (self.d0 is None) then you set u0 = Lx0 (where x0 is the primal initial point).

My question is why this choice of u0? Isn't it more "natural" to choose u0 as the (sub-)gradient of f at L*x0 ?

Thank you for your very nice toolbox!

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