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Adding in Competitive Mirror Descent (CMD) for Inequality Constraints #31

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Adding in Competitive Mirror Descent (CMD) for Inequality Constraints #31

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@jy-cds jy-cds commented Aug 5, 2020

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@gehring gehring self-requested a review August 5, 2020 16:52
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gehring commented Aug 5, 2020

I just added some flake8 configs (in setup.cfg). Would it be possible for you to rebase your branch so you have it too and run flake8 on cmd.py from the repo's root? It will output a bunch of formatting issues which will need to be addressed.

jybot and others added 23 commits August 17, 2020 11:15
@jybot
Merge remote-tracking branch 'upstream/master'
03cf264
@jybot
Initial CMD implementation.
5aae2b9
@gehring @jybot
Create setup.cfg
97cd0e1
@gehring @jybot
Separate the default solver from the default convergence test. (gehri…
3574615 
…ng#30)
@gehring @jybot
Add support for pytree fixed-points. (gehring#34)
51a84f8
@jybot
Initial CMD implementation.
86a6e3e
@jybot
Merge branch 'master' of github.com:gehring/fax
8d9e82e
@jybot
Merge branch 'master' of github.com:jy-cds/fax
9bd11c2
@jybot
Increasing readibility by simplifying some function calls and resolve…
b5690bd 
…d flake8 issues.
@jybot
parent e2eced0
33160a7 
author Jing Yu <jing@caltech.edu> 1596220573 -0700
committer Jing Yu <jing@caltech.edu> 1598141103 -0700

Adding the initial CMD file

Changing the way Bregmen potentials are required.

Including updating euquations for CMD algorithm.

First iteration of CMD

Create setup.cfg

Add support for pytree fixed-points. (gehring#34)

Initial CMD implementation.

Initial CMD implementation.

Increasing readibility by simplifying some function calls and resolved flake8 issues.
@jybot
Merge remote-tracking branch 'upstream/master'
52a0b5d
@jybot
Merge branch 'master' of github.com:jy-cds/fax
841cb39
@jybot
Fixing the main CMD algorithm, with added testing examples including …
1c902bb 
…a model-free double integrator LQ game.
@jybot
Refractored everything about CMD into a separate module named cmd. Ad…
0e6db7d 
…ded additional testing cases and changed Lagrangian portion of the package.
@jybot
Minor file refactoring.
c0bef5d
@jybot
Code minor error correction.
86668fd
@jybot
Merge remote-tracking branch 'upstream/master'
31f2aff
@jybot
Added auto-differentiation for a given objective function in CMD algo…
92bc64c 
…rithm.
@jybot
additing preliminary jit for functions.
7f6bdbb
@jybot
Fixed type errors associating with jitted functions.
87379c4
@jybot
Changed to float64 precision for cg accuracy. Added the pre-multiplic…
370f6bb 
…ation/post-multiplication option for cg when float32 is in use.
@jybot
Updated bounded Bregman Potential generation so it accommodates high-…
fc7f95f 
…dimensional box constraints.
@jybot
Fixed CMD update computation to accommendate general step sizes (non-…
3ef49a4 
…uniform for a single player's individual variables). Augmented the bounded Bregman potential generation with non-uniform step size.
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