{ "ridge_sweep": [ { "lambda_": 0.0001, "condition": 9999.000199974857, "sqrt_condition": 99.99500087491802, "active_cg_matvecs": 56, "pivots": 0, "active_free": 16, "pg_steps": 3239, "active_objective": -105.40781739382753, "pg_objective": -105.40781739382759, "simplex_error": 4.729550084903167e-13, "min_x": 0.0, "kkt_free": 2.461248982399411e-10, "kkt_bound_min": -2.3039348207021249e-10, "active_time": 0.0034129239993490046, "pg_time": 0.2553559389998554 }, { "lambda_": 0.001, "condition": 9990.010989017504, "sqrt_condition": 99.95004246631166, "active_cg_matvecs": 55, "pivots": 0, "active_free": 16, "pg_steps": 3239, "active_objective": -105.40798164382757, "pg_objective": -105.40798164382753, "simplex_error": 1.3871126469666706e-12, "min_x": 0.0, "kkt_free": 3.213749266706145e-10, "kkt_bound_min": -6.067857327707316e-10, "active_time": 0.003321640000649495, "pg_time": 0.2504232419996697 }, { "lambda_": 0.01, "condition": 9900.999999998474, "sqrt_condition": 99.50376877283831, "active_cg_matvecs": 55, "pivots": 0, "active_free": 16, "pg_steps": 3238, "active_objective": -105.40962414382756, "pg_objective": -105.40962414382757, "simplex_error": 1.2466694343515883e-12, "min_x": 0.0, "kkt_free": 6.832223675701243e-11, "kkt_bound_min": -1.042721464727947e-11, "active_time": 0.003294611000455916, "pg_time": 0.24821845299993583 }, { "lambda_": 0.1, "condition": 9090.999999994923, "sqrt_condition": 95.34673565463541, "active_cg_matvecs": 55, "pivots": 0, "active_free": 16, "pg_steps": 3233, "active_objective": -105.42604914382761, "pg_objective": -105.42604914382756, "simplex_error": 8.881784197001252e-15, "min_x": 0.0, "kkt_free": 1.866240495473903e-11, "kkt_bound_min": -1.0278000672769849e-11, "active_time": 0.0032702349999453872, "pg_time": 0.24844830499932868 }, { "lambda_": 1.0, "condition": 5000.5000000019445, "sqrt_condition": 70.7142135641905, "active_cg_matvecs": 53, "pivots": 0, "active_free": 16, "pg_steps": 3178, "active_objective": -105.59029914382761, "pg_objective": -105.59029914382755, "simplex_error": 8.44035952241029e-12, "min_x": 0.0, "kkt_free": 1.5955627929997718e-08, "kkt_bound_min": -1.4328826125620253e-08, "active_time": 0.003214570999261923, "pg_time": 0.2523497069996665 } ], "spectrum_sweep": [ { "raw_ratio": 1, "condition": 1.000000000000004, "sqrt_condition": 1.000000000000002, "cg_matvecs": 2, "pg_steps": 2, "objective_gap": 2.7755575615628914e-17 }, { "raw_ratio": 10, "condition": 9.991008991008988, "sqrt_condition": 3.160855737139705, "cg_matvecs": 32, "pg_steps": 94, "objective_gap": -1.1102230246251565e-16 }, { "raw_ratio": 100, "condition": 99.9010989010994, "sqrt_condition": 9.995053721771555, "cg_matvecs": 39, "pg_steps": 340, "objective_gap": 4.440892098500626e-16 }, { "raw_ratio": 1000, "condition": 999.0019980020144, "sqrt_condition": 31.60699286553554, "cg_matvecs": 46, "pg_steps": 1102, "objective_gap": -1.0658141036401503e-14 }, { "raw_ratio": 10000, "condition": 9990.010989017504, "sqrt_condition": 99.95004246631166, "cg_matvecs": 55, "pg_steps": 3239, "objective_gap": 4.263256414560601e-14 } ], "predictions": [ "Increasing ridge decreases kappa(A) monotonically and should reduce CG work.", "Across spectra, CG work should track sqrt(kappa) more closely than projected-gradient steps track kappa.", "The active-set output should have exact simplex feasibility and nonnegative coefficients, with sparse support." ] }