new version: 0.1.0

l0bnb/node/core.py

@@ -5,7 +5,6 @@
 from ..relaxation import cd_solve, l0gurobi, l0mosek
 from ._utils import upper_bound_solve
 
-GS_FLAG = False
 
 class Node:
     def __init__(self, parent, zlb: list, zub: list, **kwargs):
@@ -24,14 +23,14 @@ def __init__(self, parent, zlb: list, zub: list, **kwargs):
         Other Parameters
         ----------------
         x: np.array
-            The data matrix (n x p). If not specified the data will be inherited
-            from the parent node
+            The data matrix (n x p). If not specified the data will be
+            inherited from the parent node
         y: np.array
-            The data vector (n x 1). If not specified the data will be inherited
-            from the parent node
+            The data vector (n x 1). If not specified the data will be
+            inherited from the parent node
         xi_xi: np.array
-            The norm of each column in x (p x 1). If not specified the data will
-            be inherited from the parent node
+            The norm of each column in x (p x 1). If not specified the data
+            will be inherited from the parent node
         l0: float
             The zeroth norm coefficient. If not specified the data will
             be inherited from the parent node
@@ -74,9 +73,11 @@ def __init__(self, parent, zlb: list, zub: list, **kwargs):
         # Gradient screening params.
         self.gs_xtr = None
         self.gs_xb = None
-        if GS_FLAG and parent:
-            self.gs_xtr = np.copy(parent.gs_xtr)
-            self.gs_xb = np.copy(parent.gs_xb)
+        if parent:
+            if parent.gs_xtr is not None:
+                self.gs_xtr = parent.gs_xtr.copy()
+            if parent.gs_xb is not None:
+                self.gs_xb = parent.gs_xb.copy()
 
     def lower_solve(self, l0, l2, m, solver, rel_tol, int_tol=1e-6,
                     tree_upper_bound=None, mio_gap=None):

l0bnb/relaxation/__init__.py

@@ -7,6 +7,8 @@
 warnings.simplefilter('ignore', category=NumbaPendingDeprecationWarning)
 warnings.simplefilter('ignore', category=NumbaPerformanceWarning)
 
+GS_FLAG = False
+
 from .core import solve as cd_solve
 from .mosek import l0mosek
 from .gurobi import l0gurobi

l0bnb/relaxation/core.py

@@ -9,8 +9,7 @@
 from ._coordinate_descent import cd_loop, cd
 from ._cost import get_primal_cost, get_dual_cost
 from ._utils import get_ratio_threshold, get_active_components
-
-GS_FLAG = False
+from . import GS_FLAG
 
 
 def is_integral(solution, tol):
@@ -105,7 +104,7 @@ def _above_threshold_indices_gs(zub, r, x, y, threshold, gs_xtr, gs_xb, beta):
     rx[beta_supp] = r @ x[:, beta_supp]
 
     above_threshold_restricted = \
-    np.where(zub[v_hat] * np.abs(rx_restricted) - threshold > 0)[0]
+        np.where(zub[v_hat] * np.abs(rx_restricted) - threshold > 0)[0]
     above_threshold = v_hat[above_threshold_restricted]
 
     return above_threshold, rx, gs_xtr, gs_xb
@@ -115,6 +114,7 @@ def solve(x, y, l0, l2, m, zlb, zub, gs_xtr, gs_xb, xi_norm=None,
           warm_start=None, r=None,
           rel_tol=1e-4, tree_upper_bound=None, mio_gap=0,
           check_if_integral=True):
+    zlb_main, zub_main = zlb.copy(), zub.copy()
     st = time()
     _sol_str = \
         'primal_value dual_value support primal_beta sol_time z r gs_xtr gs_xb'
@@ -170,8 +170,8 @@ def solve(x, y, l0, l2, m, zlb, zub, gs_xtr, gs_xb, xi_norm=None,
         if prim_dual_gap > rel_tol:
             if is_integral(z_active, 1e-4):
                 ws = {i: j for i, j in zip(active_set, beta_active)}
-                sol = solve(x=x, y=y, l0=l0, l2=l2, m=m, zlb=zlb_active,
-                            zub=zub_active, gs_xtr=gs_xtr, gs_xb=gs_xb,
+                sol = solve(x=x, y=y, l0=l0, l2=l2, m=m, zlb=zlb_main,
+                            zub=zub_main, gs_xtr=gs_xtr, gs_xb=gs_xb,
                             xi_norm=xi_norm, warm_start=ws, r=r,
                             rel_tol=rel_tol, tree_upper_bound=tree_upper_bound,
                             mio_gap=1, check_if_integral=False)

setup.py

@@ -15,8 +15,8 @@ def readme():
     author_email="alikassemsaab@gmail.com",
     url='https://github.com/alisaab/l0bnb',
     download_url="https://github.com/alisaab/l0bnb/archive/0.0.6.tar.gz",
-    install_requires=["numpy >= 1.18.1", "scipy >= 1.4.1", "numba >= 0.48.0"],
-    version="0.0.6",
+    install_requires=["numpy >= 1.18.1", "scipy >= 1.4.1", "numba >= 0.53.1"],
+    version="0.1.0",
     packages=find_packages(),
     include_package_data=True,
     license=LICENSE,