slimgroup / genspgl.jl Goto Github PK

I recently tried to use this package as a replacement for the matlab version, only to find that I get very different results from the original implementation. I've been able to pin it down (I think) to the way the relative gap is computed. In SPGL1, the gap is computed as follows:

 gap     = r'*(r-b) + tau*gNorm;
 rGap    = abs(gap) / max(1,f);

while in this package it is computed using this formula:

  Err = norm(init.x - tmp_proj)
  rErr = Err/max(1,init.f)

I assume that the goal of this package is to reproduce the matlab results, but this different seems to be intentional. What is the rational behind it?

If I've simply found a bug, I'm happy to debug further and submit a PR that fixes my use case.

I get the

LoadError: syntax: incomplete: "function" at TraceNorm_project.jl:6 requires end

error when using GenSPGL on julia 0.6.2

The offending piece in TraceNorm_project.jl seems to be this:

if isapprox(norm(x), 0.0) && warn("norm(x) cannot be 0 in TraceNorm_project")

and commenting it out seems to make it all work.