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Question on code v.s. FASTA field guide documentation #1

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lequant40 opened this issue Jul 9, 2018 · 0 comments
Open

Question on code v.s. FASTA field guide documentation #1

lequant40 opened this issue Jul 9, 2018 · 0 comments

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@lequant40
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lequant40 commented Jul 9, 2018

Hello !

Looking at

residual(i) = norm(Dx(:))/tau0; % Estimate of the gradient, should be zero at solution
v.s. FASTA field guide (https://arxiv.org/pdf/1411.3406.pdf), section 4.6 Stopping Conditions, I would have a question/remark/issue.

Looking at the variable normalizer, I find it to be the same as the denominator in formula 42 of the FASTA field guide:

normalizer = max(norm(gradf0(:)),norm(x1(:)-x1hat(:))/tau0)+opts.eps_n;

Now, looking at the variable residual(i) (which, together with variable normalizer makes for the full formula 42 of the FASTA field guide), I fail to understand why it is equal to norm(Dx(:))/tau0 = norm(x1(:) - x0(:))/tau0 and not to norm(gradf0(:) + (x1(:)-x1hat(:))/tau0) ?

Cheers,

Roman

PS: By the way, your FASTA field guide greatly helped me to implement my own twists on FISTA, thanks a lot !

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