admm.py 文件源码

def compute_residuals(self):
        """Compute residuals and stopping thresholds."""

        if self.opt['AutoRho', 'StdResiduals']:
            r = linalg.norm(self.rsdl_r(self.AXnr, self.Y))
            s = linalg.norm(self.rsdl_s(self.Yprev, self.Y))
            epri = scipy.sqrt(self.Nc)*self.opt['AbsStopTol'] + \
                self.rsdl_rn(self.AXnr, self.Y)*self.opt['RelStopTol']
            edua = scipy.sqrt(self.Nx)*self.opt['AbsStopTol'] + \
                self.rsdl_sn(self.U)*self.opt['RelStopTol']
        else:
            rn = self.rsdl_rn(self.AXnr, self.Y)
            if rn == 0.0:
                rn = 1.0
            sn = self.rsdl_sn(self.U)
            if sn == 0.0:
                sn = 1.0
            r = linalg.norm(self.rsdl_r(self.AXnr, self.Y)) / rn
            s = linalg.norm(self.rsdl_s(self.Yprev, self.Y)) / sn
            epri = scipy.sqrt(self.Nc)*self.opt['AbsStopTol']/rn + \
                self.opt['RelStopTol']
            edua = scipy.sqrt(self.Nx)*self.opt['AbsStopTol']/sn + \
                self.opt['RelStopTol']

        return r, s, epri, edua