# 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 GradientMethod(Algorithm):
r"""
Gradient 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 \nabla f(x^k).
State-space representation
--------------------------
The update can be written in the algorithm representation with
.. math::
\bx^k = x^k, \qquad
\bu^k = \nabla f(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}} = \{1\},\quad I_{\text{op}} = \varnothing.
"""
def __init__(
self, gamma:
float)
-> None:
r"""
Initialize the gradient 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}} = \{1\},\quad I_{\mathrm{op}} = \varnothing.
"""
super()
.__init__(n
=1, m
=1, m_bar_is
=[
1], I_func
=[
1], I_op
=[])
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.GradientMethod`.
**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)