Active-Set CG Router / results.json
Beats tuned baseline
1{
2 "ridge_sweep": [
3 {
4 "lambda_": 0.0001,
5 "condition": 9999.000199974857,
6 "sqrt_condition": 99.99500087491802,
7 "active_cg_matvecs": 56,
8 "pivots": 0,
9 "active_free": 16,
10 "pg_steps": 3239,
11 "active_objective": -105.40781739382753,
12 "pg_objective": -105.40781739382759,
13 "simplex_error": 4.729550084903167e-13,
14 "min_x": 0.0,
15 "kkt_free": 2.461248982399411e-10,
16 "kkt_bound_min": -2.3039348207021249e-10,
17 "active_time": 0.0034129239993490046,
18 "pg_time": 0.2553559389998554
19 },
20 {
21 "lambda_": 0.001,
22 "condition": 9990.010989017504,
23 "sqrt_condition": 99.95004246631166,
24 "active_cg_matvecs": 55,
25 "pivots": 0,
26 "active_free": 16,
27 "pg_steps": 3239,
28 "active_objective": -105.40798164382757,
29 "pg_objective": -105.40798164382753,
30 "simplex_error": 1.3871126469666706e-12,
31 "min_x": 0.0,
32 "kkt_free": 3.213749266706145e-10,
33 "kkt_bound_min": -6.067857327707316e-10,
34 "active_time": 0.003321640000649495,
35 "pg_time": 0.2504232419996697
36 },
37 {
38 "lambda_": 0.01,
39 "condition": 9900.999999998474,
40 "sqrt_condition": 99.50376877283831,
41 "active_cg_matvecs": 55,
42 "pivots": 0,
43 "active_free": 16,
44 "pg_steps": 3238,
45 "active_objective": -105.40962414382756,
46 "pg_objective": -105.40962414382757,
47 "simplex_error": 1.2466694343515883e-12,
48 "min_x": 0.0,
49 "kkt_free": 6.832223675701243e-11,
50 "kkt_bound_min": -1.042721464727947e-11,
51 "active_time": 0.003294611000455916,
52 "pg_time": 0.24821845299993583
53 },
54 {
55 "lambda_": 0.1,
56 "condition": 9090.999999994923,
57 "sqrt_condition": 95.34673565463541,
58 "active_cg_matvecs": 55,
59 "pivots": 0,
60 "active_free": 16,
61 "pg_steps": 3233,
62 "active_objective": -105.42604914382761,
63 "pg_objective": -105.42604914382756,
64 "simplex_error": 8.881784197001252e-15,
65 "min_x": 0.0,
66 "kkt_free": 1.866240495473903e-11,
67 "kkt_bound_min": -1.0278000672769849e-11,
68 "active_time": 0.0032702349999453872,
69 "pg_time": 0.24844830499932868
70 },
71 {
72 "lambda_": 1.0,
73 "condition": 5000.5000000019445,
74 "sqrt_condition": 70.7142135641905,
75 "active_cg_matvecs": 53,
76 "pivots": 0,
77 "active_free": 16,
78 "pg_steps": 3178,
79 "active_objective": -105.59029914382761,
80 "pg_objective": -105.59029914382755,
81 "simplex_error": 8.44035952241029e-12,
82 "min_x": 0.0,
83 "kkt_free": 1.5955627929997718e-08,
84 "kkt_bound_min": -1.4328826125620253e-08,
85 "active_time": 0.003214570999261923,
86 "pg_time": 0.2523497069996665
87 }
88 ],
89 "spectrum_sweep": [
90 {
91 "raw_ratio": 1,
92 "condition": 1.000000000000004,
93 "sqrt_condition": 1.000000000000002,
94 "cg_matvecs": 2,
95 "pg_steps": 2,
96 "objective_gap": 2.7755575615628914e-17
97 },
98 {
99 "raw_ratio": 10,
100 "condition": 9.991008991008988,
101 "sqrt_condition": 3.160855737139705,
102 "cg_matvecs": 32,
103 "pg_steps": 94,
104 "objective_gap": -1.1102230246251565e-16
105 },
106 {
107 "raw_ratio": 100,
108 "condition": 99.9010989010994,
109 "sqrt_condition": 9.995053721771555,
110 "cg_matvecs": 39,
111 "pg_steps": 340,
112 "objective_gap": 4.440892098500626e-16
113 },
114 {
115 "raw_ratio": 1000,
116 "condition": 999.0019980020144,
117 "sqrt_condition": 31.60699286553554,
118 "cg_matvecs": 46,
119 "pg_steps": 1102,
120 "objective_gap": -1.0658141036401503e-14
121 },
122 {
123 "raw_ratio": 10000,
124 "condition": 9990.010989017504,
125 "sqrt_condition": 99.95004246631166,
126 "cg_matvecs": 55,
127 "pg_steps": 3239,
128 "objective_gap": 4.263256414560601e-14
129 }
130 ],
131 "predictions": [
132 "Increasing ridge decreases kappa(A) monotonically and should reduce CG work.",
133 "Across spectra, CG work should track sqrt(kappa) more closely than projected-gradient steps track kappa.",
134 "The active-set output should have exact simplex feasibility and nonnegative coefficients, with sparse support."
135 ]
136}