int main()
{
int sum1, sum2;
sum1 = init_mat(3);
sum2 = mat_sum();
printf("sum1 = %d sum2 = %d\n", sum1, sum2);
return 0;
}
double first_subproblm_obj (double ** dist_mat, double ** yone, double ** zone, double ** wone, double rho, int N) {
double ** temp = mat_init (N, N);
double ** diffone = mat_init (N, N);
mat_zeros (diffone, N, N);
// sum1 = 0.5 * sum_n sum_k (w_nk * d^2_nk) -> loss
mat_zeros (temp, N, N);
mat_times (wone, dist_mat, temp, N, N);
double sum1 = 0.5 * mat_sum (temp, N, N);
// sum2 = y_1^T dot (w_1 - z) -> linear
mat_zeros (temp, N, N);
mat_sub (wone, zone, diffone, N, N); // temp = w_1 - z_1
mat_tdot (yone, diffone, temp, N, N);
double sum2 = mat_sum (temp, N, N);
// sum3 = 0.5 * rho * || w_1 - z_1 ||^2 -> quadratic
mat_zeros (temp, N, N);
mat_sub (wone, zone, temp, N, N);
double sum3 = 0.5 * rho * mat_norm2 (temp, N, N);
// sum4 = r dot (1 - sum_k w_nk) -> dummy
double * temp_vec = new double [N];
mat_sum_row (wone, temp_vec, N, N);
double dummy_penalty = 0.0;
for (int i = 0; i < N; i ++) {
dummy_penalty += r*(1 - temp_vec[i]);
}
double total = sum1+sum2+sum3+dummy_penalty;
#ifdef FRANK_WOLFE_DUMP
cout << "[Frank_wolfe] (loss, linear, quadratic, dummy, total) = ("
<< sum1 << ", " << sum2 << ", " << sum3 << ", " << dummy_penalty << ", " << total
<< ")" << endl;
#endif
mat_free (temp, N, N);
mat_free (diffone, N, N);
delete [] temp_vec;
return total;
}
double second_subproblem_obj (double ** ytwo, double ** z, double ** wtwo, double rho, int N, double* lambda) {
double ** temp = mat_init (N, N);
double ** difftwo = mat_init (N, N);
mat_zeros (difftwo, N, N);
// reg = 0.5 * sum_k max_n | w_nk | -> group-lasso
mat_zeros (temp, N, N);
double * maxn = new double [N];
for (int i = 0; i < N; i ++) { // Ian: need initial
maxn[i] = -INF;
}
for (int i = 0; i < N; i ++) {
for (int j = 0; j < N; j ++) {
if (wtwo[i][j] > maxn[j])
maxn[j] = wtwo[i][j];
}
}
double sumk = 0.0;
for (int i = 0; i < N; i ++) {
sumk += lambda[i]*maxn[i];
}
double group_lasso = sumk;
// sum2 = y_2^T dot (w_2 - z) -> linear
mat_zeros (temp, N, N);
mat_sub (wtwo, z, difftwo, N, N);
mat_tdot (ytwo, difftwo, temp, N, N);
double sum2 = mat_sum (temp, N, N);
// sum3 = 0.5 * rho * || w_2 - z_2 ||^2 -> quadratic mat_zeros (temp, N, N);
mat_sub (wtwo, z, temp, N, N);
double sum3 = 0.5 * rho * mat_norm2 (temp, N, N);
mat_free (temp, N, N);
// ouput values of each components
#ifdef BLOCKWISE_DUMP
cout << "[Blockwise] (group_lasso, linear, quadratic) = ("
<< group_lasso << ", " << sum2 << ", " << sum3
<< ")" << endl;
#endif
//cerr << group_lasso << ", " << sum2 << ", " << sum3 << endl;
return group_lasso + sum2 + sum3;
}
