closed #56

exanauts · Aug 15, 2023 · 8538e9f · 8538e9f
1 parent 1e40b25
commit 8538e9f
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diff --git a/src/algorithms/admm_one_level.jl b/src/algorithms/admm_one_level.jl
@@ -67,6 +67,15 @@ function admm_one_level(
             break
         end
 
+        # residual balancing
+        if rb_switch
+            if info.primres > par.rb_beta1 * info.dualres
+                sol.rho .*= par.rb_tau
+            elseif par.rb_beta2 * info.primres < info.dualres
+                sol.rho ./= par.rb_tau
+            end
+        end
+
     end # while outer
     end # @timed
 

diff --git a/src/utils/environment.jl b/src/utils/environment.jl
@@ -17,6 +17,10 @@ mutable struct Parameters
     rt_inc::Float64     #? not used
     rt_dec::Float64     #? not used
     eta::Float64        #? not used
+    rb_switch::Bool     # residual balancing on/off
+    rb_tau::Float64     # residual balancing multiplier
+    rb_beta1::Float64   # residual balancing criterion
+    rb_beta2::Float64   # residual balancing criterion
     verbose::Int
 
     # MPI implementation
@@ -51,6 +55,10 @@ mutable struct Parameters
         par.rt_inc = 2.0
         par.rt_dec = 2.0
         par.eta = 0.99
+        par.rb_switch = false
+        par.rb_tau = 2
+        par.rb_beta1 = 10
+        par.rb_beta2 = 10
         par.max_auglag = 50
         par.ABSTOL = 1e-6
         par.RELTOL = 1e-5