from __future__ import annotations from typing import List, Dict from .core import LocalProblem def admm_lite(problems: List[LocalProblem], rho: float = 1.0, max_iter: int = 50) -> Dict: """ A minimal ADMM-lite solver across a set of LocalProblem instances. This is a toy implementation intended for integration testing and as a scaffold for real solvers. Each problem provides a gradient function objective_grad(x). If not provided, the gradient is assumed to be zero. The solver maintains local variables x_i for each problem and a consensus variable z. It performs a simple primal update followed by a consensus step. The function returns a dict containing the final local variables and the consensus. """ if len(problems) == 0: return {"X": [], "Z": None, "iterations": 0} dims = [p.dimension for p in problems] if not all(d == dims[0] for d in dims): raise ValueError("All problems must have the same dimension for this toy solver.") dim = dims[0] # Initialize local variables and consensus as Python lists X: List[List[float]] = [[0.0 for _ in range(dim)] for _ in problems] Z: List[float] = [0.0 for _ in range(dim)] def _grad(p: LocalProblem, x: List[float]) -> List[float]: if p.objective_grad is None: return [0.0 for _ in range(dim)] return p.objective_grad(x) for _ in range(max_iter): # Local update (proximal-like step towards consensus Z) for i, p in enumerate(problems): g = _grad(p, X[i]) # X[i] = X[i] - (1/rho) * g - (1/rho) * (X[i] - Z) for d in range(dim): X[i][d] = X[i][d] - (1.0 / max(1e-8, rho)) * g[d] - (1.0 / max(1e-8, rho)) * (X[i][d] - Z[d]) # Global consensus update (element-wise average) for d in range(dim): Z[d] = sum(X[i][d] for i in range(len(X))) / len(X) return {"X": X, "Z": Z, "iterations": max_iter}