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PDHG check_convergence and default step sizes - new bound of 4/3 #2062

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MargaretDuff opened this issue Feb 4, 2025 · 1 comment · May be fixed by #2084
Open

PDHG check_convergence and default step sizes - new bound of 4/3 #2062

MargaretDuff opened this issue Feb 4, 2025 · 1 comment · May be fixed by #2084
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@MargaretDuff
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MargaretDuff commented Feb 4, 2025

Description

This paper https://arxiv.org/pdf/2201.00139 suggests that the "Chambolle-Pock.... can take the stepsize of the dual iteration up to 4/3 of the previously proven one." and that " The condition for Chambolle-Pock is also proved to be optimal and can not be relaxed"

We should look at our convergence test for PDHG and if we need to update it for this bound and look at our defaults for the step sizes.

@MargaretDuff MargaretDuff added the bug Something isn't working label Feb 4, 2025
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MargaretDuff commented Feb 6, 2025

There is also a question, as to the numerical accuracy of this test. e.g. in the lizard notebook we set

Image but then it fails the current convergence test

Image

@MargaretDuff MargaretDuff self-assigned this Feb 20, 2025
@MargaretDuff MargaretDuff linked a pull request Feb 25, 2025 that will close this issue
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@MargaretDuff MargaretDuff linked a pull request Feb 25, 2025 that will close this issue
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@github-project-automation github-project-automation bot moved this to Todo in CIL work Feb 25, 2025
@MargaretDuff MargaretDuff moved this from Todo to Blocked in CIL work Feb 25, 2025
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