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SPDHG gamma parameter is applied incorrectly

Open MargaretDuff opened this issue 1 year ago • 1 comments

Description

For the gamma variable in SPDHG: https://github.com/TomographicImaging/CIL/blob/b3d8ffeeec9413a3b54264e4097a445d2ef5b88b/Wrappers/Python/cil/optimisation/algorithms/SPDHG.py#L52C1-L53C83

The idea is that convergence guarantees for SPDHG depend on the product of sigma*tau which stays constant if we divide tau by gamma and multiply sigma by gamma e.g. (sigma*gamma)*(tau/gamma) = sigma*tau. In the current SPDHG code, we multiply sigma by gamma, use that to calculate tau and then divide by gamma again, effectively doing the division twice on the tau variable:

https://github.com/TomographicImaging/CIL/blob/b3d8ffeeec9413a3b54264e4097a445d2ef5b88b/Wrappers/Python/cil/optimisation/algorithms/SPDHG.py#L153-L161

I propose removing line:

https://github.com/TomographicImaging/CIL/blob/b3d8ffeeec9413a3b54264e4097a445d2ef5b88b/Wrappers/Python/cil/optimisation/algorithms/SPDHG.py#L161

MargaretDuff avatar Jul 08 '24 14:07 MargaretDuff

@paskino - can you check this is what you and Matthias meant on Friday?

MargaretDuff avatar Jul 08 '24 14:07 MargaretDuff