From 2d1c16a5cd97b650dad4fe677f06c20c40715041 Mon Sep 17 00:00:00 2001
From: Sebastian Pokutta <23001135+pokutta@users.noreply.github.com>
Date: Sun, 14 Feb 2021 16:15:28 +0100
Subject: [PATCH 1/4] intermediate

---
 examples/largeScale.jl | 7 ++++---
 src/FrankWolfe.jl      | 8 ++++++++
 2 files changed, 12 insertions(+), 3 deletions(-)

diff --git a/examples/largeScale.jl b/examples/largeScale.jl
index c8cad6944..435e26749 100644
--- a/examples/largeScale.jl
+++ b/examples/largeScale.jl
@@ -1,7 +1,7 @@
 import FrankWolfe
 import LinearAlgebra
 
-n = Int(1e9)
+n = Int(1e4)
 k = 1000
 
 xpi = rand(n);
@@ -16,10 +16,10 @@ end
 # better for memory consumption as we do coordinate-wise ops
 
 function cf(x, xp)
-    return @. norm(x - xp)^2
+    return @. LinearAlgebra.norm(x - xp)^2
 end
 
-function cgrad(storage, x, xp)
+function cgrad!(storage, x, xp)
     return @. storage = 2 * (x - xp)
 end
 
@@ -33,6 +33,7 @@ FrankWolfe.benchmark_oracles(x -> cf(x, xp), (str, x) -> cgrad!(str, x, xp), lmo
     (str, x) -> cgrad!(str, x, xp),
     lmo,
     x0,
+    nep=false,
     max_iteration=k,
     line_search=FrankWolfe.agnostic,
     print_iter=k / 10,
diff --git a/src/FrankWolfe.jl b/src/FrankWolfe.jl
index 4ef7fcc63..9e034ae85 100644
--- a/src/FrankWolfe.jl
+++ b/src/FrankWolfe.jl
@@ -53,6 +53,7 @@ function fw(
     verbose=false,
     linesearch_tol=1e-7,
     emphasis::Emphasis=blas,
+    nep=false,
     gradient=nothing
 )
     function print_header(data)
@@ -143,6 +144,13 @@ function fw(
             @emphasis(emphasis, gradient = (momentum * gradient) + (1 - momentum) * gtemp)
         end
         first_iter = false
+        
+        # build-in NEP here
+        if nep === true
+            # argmin_v v^T(1-2y)
+            # y = x_t - 1/L * (t+1)/2 * gradient
+            @. gradient = 1 - 2 * (x - 1 / L * (t+1) / 2 * gradient)
+        end
 
         v = compute_extreme_point(lmo, gradient)
 

From 640cd5339aade9d9e99b3f680d093c534504cf95 Mon Sep 17 00:00:00 2001
From: Sebastian Pokutta <23001135+pokutta@users.noreply.github.com>
Date: Sun, 14 Feb 2021 16:32:04 +0100
Subject: [PATCH 2/4] working on nep implementation

---
 examples/largeScale.jl |  5 +++--
 src/FrankWolfe.jl      | 17 +++++++++--------
 2 files changed, 12 insertions(+), 10 deletions(-)

diff --git a/examples/largeScale.jl b/examples/largeScale.jl
index c078b7501..18eafd496 100644
--- a/examples/largeScale.jl
+++ b/examples/largeScale.jl
@@ -1,8 +1,8 @@
 import FrankWolfe
 using LinearAlgebra
 
-n = Int(1e4)
-k = 1000
+n = Int(1e5)
+k = 10000
 
 xpi = rand(n);
 total = sum(xpi);
@@ -34,6 +34,7 @@ FrankWolfe.benchmark_oracles(x -> cf(x, xp), (str, x) -> cgrad!(str, x, xp), lmo
     lmo,
     x0,
     nep=false,
+    L=2,
     max_iteration=k,
     line_search=FrankWolfe.agnostic,
     print_iter=k / 10,
diff --git a/src/FrankWolfe.jl b/src/FrankWolfe.jl
index 9e034ae85..113240b11 100644
--- a/src/FrankWolfe.jl
+++ b/src/FrankWolfe.jl
@@ -145,13 +145,6 @@ function fw(
         end
         first_iter = false
         
-        # build-in NEP here
-        if nep === true
-            # argmin_v v^T(1-2y)
-            # y = x_t - 1/L * (t+1)/2 * gradient
-            @. gradient = 1 - 2 * (x - 1 / L * (t+1) / 2 * gradient)
-        end
-
         v = compute_extreme_point(lmo, gradient)
 
         # go easy on the memory - only compute if really needed
@@ -170,6 +163,14 @@ function fw(
                 (t, primal, primal - dual_gap, dual_gap, (time_ns() - time_start) / 1.0e9),
             )
         end
+        
+        # build-in NEP here
+        if nep === true
+            # argmin_v v^T(1-2y)
+            # y = x_t - 1/L * (t+1)/2 * gradient
+            @. gradient = 1 - 2 * (x - 1 / (L * 2 / (t+1)) * gradient)
+            v = compute_extreme_point(lmo, gradient)
+        end
 
         if line_search === agnostic
             gamma = 2 // (2 + t)
@@ -313,7 +314,7 @@ function lcg(
     tt::StepType = regular
     time_start = time_ns()
 
-    if line_search == shortstep && L == Inf
+    if (line_search == shortstep || nep === true ) && L == Inf
         println("FATAL: Lipschitz constant not set. Prepare to blow up spectacularly.")
     end
 

From d34d01a944297d9a3240b18f680404fa367ccd7b Mon Sep 17 00:00:00 2001
From: Sebastian Pokutta <23001135+pokutta@users.noreply.github.com>
Date: Sun, 14 Feb 2021 16:36:36 +0100
Subject: [PATCH 3/4] minor -> just moved the check to the right function

---
 src/FrankWolfe.jl | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/src/FrankWolfe.jl b/src/FrankWolfe.jl
index 113240b11..fbc08aa24 100644
--- a/src/FrankWolfe.jl
+++ b/src/FrankWolfe.jl
@@ -101,7 +101,7 @@ function fw(
     trajData = []
     time_start = time_ns()
 
-    if (line_search === shortstep || line_search === adaptive) && L == Inf
+    if (line_search === shortstep || line_search === adaptive  || nep === true ) && L == Inf
         println("FATAL: Lipschitz constant not set. Prepare to blow up spectacularly.")
     end
 
@@ -314,7 +314,7 @@ function lcg(
     tt::StepType = regular
     time_start = time_ns()
 
-    if (line_search == shortstep || nep === true ) && L == Inf
+    if line_search == shortstep && L == Inf
         println("FATAL: Lipschitz constant not set. Prepare to blow up spectacularly.")
     end
 

From d5c5f21c25c733222f65bd997968a2c3533f83dc Mon Sep 17 00:00:00 2001
From: Sebastian Pokutta <23001135+pokutta@users.noreply.github.com>
Date: Sat, 20 Feb 2021 21:51:05 +0100
Subject: [PATCH 4/4] just update gitignore

---
 .gitignore | 1 +
 1 file changed, 1 insertion(+)

diff --git a/.gitignore b/.gitignore
index 17ee9912f..c394e1ab8 100644
--- a/.gitignore
+++ b/.gitignore
@@ -9,3 +9,4 @@ test/bug.jl
 before.pdf
 after.pdf
 *.pdf
+prof.txt