collect all imports to top-level file

Author: hakkelt

src/ProximalAlgorithms.jl

@@ -3,9 +3,15 @@ module ProximalAlgorithms
 using ADTypes: ADTypes
 using DifferentiationInterface: DifferentiationInterface
 using ProximalCore
-using ProximalCore: prox, prox!, is_smooth, is_locally_smooth, is_convex, is_strongly_convex, is_proximable
-using OperatorCore: is_linear
+using ProximalCore: Zero, IndZero, convex_conjugate, prox, prox!, is_smooth, is_locally_smooth, is_convex, is_strongly_convex, is_proximable
+using OperatorCore: is_linear, is_symmetric, is_positive_definite
+using LinearAlgebra
+using Base.Iterators
+using Printf
+
 import Base: show
+import Base: *
+import LinearAlgebra: mul!
 
 const RealOrComplex{R} = Union{R,Complex{R}}
 const Maybe{T} = Union{T,Nothing}
@@ -113,8 +119,39 @@ IterativeAlgorithm(T; maxit, stop, solution, verbose, freq, display, kwargs...)
         kwargs,
     )
 
+"""
+    get_iterator(alg::IterativeAlgorithm{IteratorType}) where {IteratorType}
+
+Return an iterator of type `IteratorType` constructed from the algorithm `alg`.
+This is a convenience function to allow for easy access to the iterator type
+associated with an `IterativeAlgorithm`.
+
+# Example
+```julia
+julia> using ProximalAlgorithms: CG, get_iterator
+
+julia> alg = CG(maxit=3, tol=1e-8);
+
+julia> iter = get_iterator(alg, A=reshape(collect(1:25)), b=collect(1:5));
+
+julia>  for (k, state) in enumerate(iter)
+            if k >= alg.maxit || alg.stop(iter, state)
+                alg.verbose && alg.display(k, iter, state)
+                return (alg.solution(iter, state), k)
+            end
+            alg.verbose && mod(k, alg.freq) == 0 && alg.display(k, iter, state)
+        end
+    1 | 7.416e+00
+    2 | 2.742e+00
+    3 | 2.300e+01
+([0.5581699346405239, 0.31633986928104635, 0.07450980392156867, -0.16732026143790907, -0.4091503267973867], 3)
+```
+"""
+get_iterator(alg::IterativeAlgorithm{IteratorType}; kwargs...) where {IteratorType} =
+    IteratorType(; alg.kwargs..., kwargs...)
+
 function (alg::IterativeAlgorithm{IteratorType})(; kwargs...) where {IteratorType}
-    iter = IteratorType(; alg.kwargs..., kwargs...)
+    iter = get_iterator(alg; kwargs...)
     for (k, state) in enumerate(iter)
         if k >= alg.maxit || alg.stop(iter, state)
             alg.verbose && alg.display(k, iter, state)

src/accel/anderson.jl

@@ -1,7 +1,3 @@
-using LinearAlgebra
-import Base: *
-import LinearAlgebra: mul!
-
 mutable struct AndersonAccelerationOperator{M,I,T}
     currmem::I
     curridx::I

src/accel/broyden.jl

@@ -1,7 +1,3 @@
-using LinearAlgebra
-import Base: *
-import LinearAlgebra: mul!
-
 struct BroydenOperator{R,TH}
     H::TH
     theta_bar::R

src/accel/lbfgs.jl

@@ -1,7 +1,3 @@
-using LinearAlgebra
-import Base: *
-import LinearAlgebra: mul!
-
 mutable struct LBFGSOperator{M,R,I,T}
     currmem::I
     curridx::I

src/algorithms/davis_yin.jl

@@ -2,11 +2,6 @@
 # Applications", Set-Valued and Variational Analysis, vol. 25, no. 4,
 # pp. 829–858 (2017).
 
-using Printf
-using ProximalCore: Zero
-using LinearAlgebra
-using Printf
-
 """
     DavisYinIteration(; <keyword-arguments>)
 

src/algorithms/douglas_rachford.jl

@@ -2,11 +2,6 @@
 # Proximal Point Algorithm for Maximal Monotone Operators",
 # Mathematical Programming, vol. 55, no. 1, pp. 293-318 (1989).
 
-using Base.Iterators
-using ProximalCore: Zero
-using LinearAlgebra
-using Printf
-
 """
     DouglasRachfordIteration(; <keyword-arguments>)
 

src/algorithms/drls.jl

@@ -2,12 +2,6 @@
 # nonconvex optimization: Accelerated and Newton-type linesearch algorithms",
 # Computational Optimization and Applications, vol. 82, no. 2, pp. 395-440 (2022).
 
-using Base.Iterators
-using ProximalAlgorithms.IterationTools
-using ProximalCore: Zero
-using LinearAlgebra
-using Printf
-
 function drls_default_gamma(f::Tf, mf, Lf, alpha, lambda) where {Tf}
     if mf !== nothing && mf > 0
         return 1 / (alpha * mf)

src/algorithms/fast_forward_backward.jl

@@ -5,12 +5,6 @@
 # for Linear Inverse Problems", SIAM Journal on Imaging Sciences, vol. 2,
 # no. 1, pp. 183-202 (2009).
 
-using Base.Iterators
-using ProximalAlgorithms.IterationTools
-using ProximalCore: Zero
-using LinearAlgebra
-using Printf
-
 """
     FastForwardBackwardIteration(; <keyword-arguments>)
 
@@ -151,7 +145,7 @@ default_stopping_criterion(
 ) = norm(state.res, Inf) / state.gamma <= tol
 default_solution(::FastForwardBackwardIteration, state::FastForwardBackwardState) = state.z
 default_display(it, ::FastForwardBackwardIteration, state::FastForwardBackwardState) =
-    @printf("%5d | %.3e | %.3e\n", it, state.gamma, norm(state.res, Inf) / state.gamma)
+    @printf("%5d | %.3e | %.3e | %.3e | %.3e\n", it, state.gamma, state.f_x, state.g_z, norm(state.res, Inf) / state.gamma)
 
 """
     FastForwardBackward(; <keyword-arguments>)

src/algorithms/forward_backward.jl

@@ -1,12 +1,6 @@
 # Lions, Mercier, “Splitting algorithms for the sum of two nonlinear
 # operators,” SIAM Journal on Numerical Analysis, vol. 16, pp. 964–979 (1979).
 
-using Base.Iterators
-using ProximalAlgorithms.IterationTools
-using ProximalCore: Zero
-using LinearAlgebra
-using Printf
-
 """
     ForwardBackwardIteration(; <keyword-arguments>)
 

src/algorithms/li_lin.jl

@@ -1,12 +1,6 @@
 # Li, Lin, "Accelerated Proximal Gradient Methods for Nonconvex Programming",
 # Proceedings of NIPS 2015 (2015).
 
-using Base.Iterators
-using ProximalAlgorithms.IterationTools
-using ProximalCore: Zero
-using LinearAlgebra
-using Printf
-
 """
     LiLinIteration(; <keyword-arguments>)