admm.py 文件源码

def update_rho(self, k, r, s):
        """Automatic rho adjustment."""

        if self.opt['AutoRho', 'Enabled']:
            tau = self.rho_tau
            mu = self.rho_mu
            xi = self.rho_xi
            if k != 0 and scipy.mod(k+1, self.opt['AutoRho', 'Period']) == 0:
                if self.opt['AutoRho', 'AutoScaling']:
                    if s == 0.0 or r == 0.0:
                        rhomlt = tau
                    else:
                        rhomlt = scipy.sqrt(r/(s*xi) if r > s*xi else (s*xi)/r)
                        if rhomlt > tau:
                            rhomlt = tau
                else:
                    rhomlt = tau
                rsf = 1.0
                if r > xi*mu*s:
                    rsf = rhomlt
                elif s > (mu/xi)*r:
                    rsf = 1.0/rhomlt
                self.rho = self.dtype.type(rsf*self.rho)
                self.U /= rsf
                if rsf != 1.0:
                    self.rhochange()