function [sol,info,objective] = douglas_rachford(x_0,f1, f2, param)
%DOUGLAS_RACHFORD Douglas-rachford proximal splitting algorithm
% Usage: sol = douglas_rachford(x_0,f1, f2, param);
% sol = douglas_rachford(x_0,f1, f2);
% [sol, info] = douglas_rachford(...);
%
% Input parameters:
% x_0 : Starting point of the algorithm
% f1 : First function to minimize
% f2 : Second function to minimize
% param : Optional parameter
% Output parameters:
% sol : Solution
% info : Structure summarizing informations at convergence
%
% DOUGLAS_RACHFORD algorithm solves:
%
% sol = argmin f1(x) + f2(x) for x belong to R^N
%
% where x is the variable.
%
% f1 and f2 are structures representing convex functions. Inside the structure, there
% have to be the prox of the function that can be called by f1.prox and
% the function itself that can be called by f1.eval.
%
% param a Matlab structure containing solver paremeters. See the
% function SOLVEP for more information. Additionally it contains those
% aditional fields:
%
% param.lambda*: is the weight of the update term. It is kind of a
% timestep for the proximal operators. (Warning it should not be confused
% with gamma, the time step for gradient descent part). By default it
% is set to 1. Do not change this parameter unless you know what you
% do.
%
% See also: solvep ppxa forward_backward sdmm
%
% Demos: demo_douglas_rachford
%
% References:
% P. Combettes and J. Pesquet. A douglas--rachford splitting approach to
% nonsmooth convex variational signal recovery. Selected Topics in Signal
% Processing, IEEE Journal of, 1(4):564--574, 2007.
%
%
% Url: https://epfl-lts2.github.io/unlocbox-html/doc/solver/douglas_rachford.html
% Copyright (C) 2012-2016 Nathanael Perraudin.
% This file is part of UNLOCBOX version 1.7.4
%
% This program is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% This program is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with this program. If not, see <http://www.gnu.org/licenses/>.
% Author: Nathanael Perraudin
% Date: 22 oct 2012
param.algo = 'DOUGLAS_RACHFORD';
[sol, info] = solvep(x_0,{f2,f1},param);
end
% function [sol,info,objective] = douglas_rachford(x_0,f1, f2, param)
% %DOUGLAS_RACHFORD Douglas-rachford proximal splitting algorithm
% % Usage: sol = douglas_rachford(x_0,f1, f2, param);
% % sol = douglas_rachford(x_0,f1, f2);
% % [sol,info,objective] = douglas_rachford(...);
% %
% % Input parameters:
% % x_0 : Starting point of the algorithm
% % f1 : First function to minimize
% % f2 : Second function to minimize
% % param : Optional parameter
% % Output parameters:
% % sol : Solution
% % info : Structure summarizing informations at convergence
% % objectiv: vector (evaluation of the objectiv function each iteration)
% %
% % `douglas_rachford` algorithm solves:
% %
% % .. sol = argmin f1(x) + f2(x) for x belong to R^N
% %
% % .. math:: sol = arg \min_x f_1(x) + f_2(x) \hspace{1cm} for \hspace{1cm} x\in R^N
% %
% % where $x$ is the variable.
% %
% % * *x_0* is the starting point.
% %
% % * *f1* is a structure representing a convex function. Inside the structure, there
% % have to be the prox of the function that can be called by *f1.prox* and
% % the function itself that can be called by *f1.eval*.
% %
% % * *f2* is a structure representing a convex function. Inside the structure, there
% % have to be the prox of the function that can be called by *f2.prox* and
% % the function itself that can be called by *f2.eval*. (default L1 norm)
% %
% % * *param* is a Matlab structure containing the following fields:
% %
% % General parameters:
% %
% % * *param.gamma* : is the stepsize. It should be stricly positive.
% % Tuning this parameter allows a tradeoff between speed of convergence
% % and precision. By default, it's 1.
% %
% % * *param.tol* : is stop criterion for the loop. The algorithm stops if
% %
% % .. ( n(t) - n(t-1) ) / n(t) < tol,
% %
% % .. math:: \frac{ n(t) - n(t-1) }{ n(t)} < tol,
% %
% % where $n(t) = f_1(x)+f_2(x)$ is the objective function at iteration *t*
% % by default, `tol=10e-4`.
% %
% % * *param.method* : is the method used to solve the problem. It can be 'FISTA' or
% % 'ISTA'. By default, it's 'FISTA'.
% %
% % * *param.lambda* : is the weight of the update term. By default 1.
% % (Do not touch this parameter unless you read the paper in reference)
% %
% % * *param.maxit* : is the maximum number of iteration. By default, it is 200.
% %
% % * *param.verbose* : 0 no log, 1 print main steps, 2 print all steps.
% %
% % * *param.abs_tol* : If activated, this stopping critterion is the
% % objectiv function smaller than *param.tol*. By default 0.
% %
% % info is a Matlab structure containing the following fields:
% %
% % * *info.algo* : Algorithm used
% %
% % * *info.iter* : Number of iteration
% %
% % * *info.time* : Time of exectution of the function in sec.
% %
% % * *info.final_eval* : Final evaluation of the objectivs functions
% %
% % * *info.crit* : Stopping critterion used
% %
% % * *info.rel_norm* : Relative norm at convergence
% %
% % See also: ppxa, forward_backward, sdmm
% %
% % Demos: demo_douglas_rachford
% %
% % References: combettes2007douglas
%
% % Author: Nathanael Perraudin, Gilles Puy
% % Date: 22 oct 2012
%
%
% % Start the time counter
% t1 = tic;
%
% % Optional input arguments
% if nargin<4, param=struct; end
%
% if ~isfield(param, 'tol'), param.tol=10e-4 ; end
% if ~isfield(param, 'maxit'), param.maxit=200; end
% if ~isfield(param, 'verbose'), param.verbose=1 ; end
% if ~isfield(param, 'lambda'), param.lambda=1 ; end
% if ~isfield(param, 'gamma'), param.gamma=1 ; end
% if ~isfield(param, 'abs_tol'), param.abs_tol=0 ; end
%
%
%
%
% if nargin<3
% error('Not enought input arguments');
% end
%
% % test the evaluate function
% [f1] = test_eval(f1);
% [f2] = test_eval(f2);
%
% % Initialization
% curr_norm = f1.eval(x_0)+f2.eval(x_0);
% [~,~,prev_norm,iter,objective,~] = convergence_test(curr_norm);
% y_n = x_0;
% x_n = x_0;
%
% % Main loop
% while 1
%
% %
% if param.verbose >= 2
% fprintf('Iteration %i:\n', iter);
% end
%
% % Algorithm
% y_n=y_n+param.lambda*(f1.prox(2*x_n-y_n,param.gamma)-x_n);
%
% x_n=f2.prox(y_n,param.gamma);
% sol=x_n; % updates
%
% % Global stopping criterion
% curr_norm = f1.eval(sol)+f2.eval(sol);
% [stop,rel_norm,prev_norm,iter,objective,crit] = convergence_test(curr_norm,prev_norm,iter,objective,param);
% [x_n,param] = post_process(sol, iter, curr_norm, prev_norm, objective, param);
%
% if param.verbose >= 2
% fprintf(' ||f|| = %e, rel_norm = %e\n', ...
% curr_norm, rel_norm);
% end
%
% if stop
% break;
% end
% end
%
% % Log
% if param.verbose>=2
% % Print norm
% fprintf('\n Solution found:\n');
% if param.abs_tol
% fprintf(' Final norm: %e\n', curr_norm );
% else
% fprintf(' Final relative norm: %e\n', rel_norm );
% end
%
%
% % Stopping criterion
% fprintf(' %i iterations\n', iter);
% fprintf(' Stopping criterion: %s \n\n', crit);
% elseif param.verbose>=1
% fprintf(' Solution found: ||f|| = %e, rel_norm = %e, %s\n', ...
% curr_norm, rel_norm,crit);
%
% end
%
%
% info.algo = mfilename;
% info.iter = iter;
% info.final_eval = curr_norm;
% info.crit = crit;
% info.time = toc(t1);
% info.rel_norm = rel_norm;
% info.objective = objective;
%
%
% end