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Lower bound improvement based on sharpness of the objective #195

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merged 52 commits into from
Sep 20, 2024

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@dhendryc dhendryc commented Sep 2, 2024

I added the bound improvement using sharpness like outline in the paper.

Written simple test on the Normbox (alias Approx Planted Point) example.

It seems one has to use the node dual gap for the sharpness improvement. I left the code for the root dual gap in for now until we have rechecked the proof in the paper.

@dhendryc dhendryc requested a review from matbesancon September 2, 2024 17:13
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codecov bot commented Sep 2, 2024

Codecov Report

Attention: Patch coverage is 95.65217% with 9 lines in your changes missing coverage. Please review.

Project coverage is 86.87%. Comparing base (ee5cc6c) to head (df13669).
Report is 31 commits behind head on main.

Files with missing lines Patch % Lines
src/tightenings.jl 95.63% 9 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##             main     #195      +/-   ##
==========================================
+ Coverage   86.23%   86.87%   +0.63%     
==========================================
  Files          17       19       +2     
  Lines        1482     1554      +72     
==========================================
+ Hits         1278     1350      +72     
  Misses        204      204              

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Co-authored-by: Mathieu Besançon <[email protected]>
@dhendryc dhendryc requested a review from matbesancon September 3, 2024 15:08
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dhendryc commented Sep 4, 2024

Halved the sharpness constant M analogously to the strong convexity case.

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matbesancon
matbesancon previously approved these changes Sep 10, 2024
matbesancon
matbesancon previously approved these changes Sep 10, 2024
@matbesancon matbesancon reopened this Sep 10, 2024
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@matbesancon matbesancon merged commit 6090be2 into main Sep 20, 2024
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@matbesancon matbesancon deleted the sharpness branch September 20, 2024 11:41
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2 participants