Source code for autolyap.algorithms.forward

# SPDX-FileCopyrightText: 2025-2026 AutoLyap contributors
# SPDX-License-Identifier: GPL-3.0-only

import numpy as np
from typing import Tuple
from .algorithm import Algorithm


[docs] class ForwardMethod(Algorithm): r""" Forward method. See :doc:`3. Algorithm representation </theory/algorithm_representation>` for mathematical notation and definitions. Notation-driven assumptions are declared by the user via :class:`~autolyap.problemclass.InclusionProblem`: when present, terms written with :math:`\nabla` use differentiable functions, terms written with :math:`\prox_{\gamma f}` use proper, lower semicontinuous, convex functions, and terms written with :math:`J_{\gamma G}` use maximally monotone operators. Standard form ------------- For an initial point :math:`x^0 \in \calH` and step size :math:`\gamma \in \reals_{++}`, .. math:: (\forall k \in \naturals)\quad x^{k+1} = x^k - \gamma G_1(x^k). State-space representation -------------------------- The update can be written in the algorithm representation with .. math:: \bx^k = x^k, \qquad \bu^k = G_1(x^k), \qquad \by^k = x^k. With this representation, the system matrices are .. math:: \begin{aligned} A_k &= \begin{bmatrix} 1 \end{bmatrix}, & B_k &= \begin{bmatrix} -\gamma \end{bmatrix}, \\ C_k &= \begin{bmatrix} 1 \end{bmatrix}, & D_k &= \begin{bmatrix} 0 \end{bmatrix}. \end{aligned} These are the system matrices returned by :meth:`~autolyap.algorithms.Algorithm.get_ABCD`. Structural parameters --------------------- .. math:: n = 1,\quad m = 1,\quad (\bar{m}_i)_{i=1}^{m} = (1),\quad \bar{m} = 1. .. math:: I_{\text{func}} = \varnothing,\quad I_{\text{op}} = \{1\}. """ def __init__(self, gamma: float) -> None: r""" Initialize the forward method. Structural inputs passed to :class:`~autolyap.algorithms.Algorithm` are .. math:: n = 1,\quad m = 1,\quad (\bar m_i)_{i=1}^{m} = (1),\quad \bar m = 1,\quad I_{\mathrm{func}} = \varnothing,\quad I_{\mathrm{op}} = \{1\}. """ super().__init__(1, 1, [1], [], [1]) self.gamma = gamma
[docs] def set_gamma(self, gamma: float) -> None: r""" Set the step-size parameter :math:`\gamma`. Shared notation follows the class-level reference in :class:`~autolyap.algorithms.ForwardMethod`. **Parameters** - `gamma` (:class:`~typing.Union`\[:class:`int`, :class:`float`\]): The value corresponding to :math:`\gamma`. **Raises** - `ValueError`: If `gamma` is not a finite real number or if :math:`\gamma \le 0`. """ gamma = self._validate_positive_finite_real(gamma, "gamma") self._set_dynamic_parameter("gamma", gamma)
[docs] def get_ABCD(self, k: int) -> Tuple[np.ndarray, np.ndarray, np.ndarray, np.ndarray]: A = np.array([[1]]) B = np.array([[-self.gamma]]) C = np.array([[1]]) D = np.array([[0]]) return (A, B, C, D)