diff toolboxes/distance_learning/mlr/thresh/threshFull_admmMixed.m @ 0:e9a9cd732c1e tip

first hg version after svn

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/distance_learning/mlr/thresh/threshFull_admmMixed.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,55 @@
+function result = threshFull_admmMixed(R,lam);
+% return argmin_V lam*||V||_2,1 + 0.5 ||V - A||_F^2
+% symmetry constraint on V
+
+
+   
+    W = R;
+    V = eye(length(R));
+    U = zeros(size(R));
+    q = 1;
+    mu = 100;
+    mult = 2;
+    
+    p = numel(R);
+    n = numel(U);
+    tol = 1e-4;
+    ptol = tol * sqrt(p);
+    dtol = tol * sqrt(n);
+    
+    iter = 0;
+    while 1
+        iter = iter + 1;
+        Vold = V;
+        W = threshFull_mixed(((1*R+q*(V-U))/(1+q)),lam/(1+q));
+        V = feasible_symm(W+U);
+        U = U + W - V;
+        
+        pr = q * norm( V(:)-Vold(:));
+        dr = norm((W(:) - V(:)));
+        
+        if pr < ptol && dr < dtol,break,end
+        
+        if pr/dr > mu
+            q = 1/mult * q;
+            U = mult * U;
+            %         disp(['q = ' num2str(q)]);
+        elseif dr/pr > mu
+            q = mult * q;
+            U = 1/mult * U;
+            %         disp(['q = ' num2str(q)]);
+            
+        end
+    end
+    %disp(['Iterations: ' num2str(iter)]);
+    %disp(['PR: ' num2str(pr) 'DR: ' num2str(dr)])
+    result = V;
+end
+
+
+
+function result = feasible_symm(A)
+result = 0.5*(A+A');
+end
+
+