Proximal methods for point source localisation: the implementation
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2025-02-17, 2025-02-17
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Description
This package contains the Rust codes for the numerical experiments in the articles
T. Valkonen, “Proximal methods for point source localisation”, Journal of Nonsmooth Analysis and Optimization 4 (2023), 10433, doi:10.46298/jnsao-2023-10433 (arXiv:2212.02991)
T. Valkonen, “Point source localisation with unbalanced optimal transport” (2025), submitted, arXiv:2502.12417
It concerns solution of problems of the type $$\min_{μ ∈ ℳ(Ω)} F(μ) λ |μ|_{ℳ(Ω)} + δ_{≥ 0}(μ),$$ where $F$ is a data term, and $ℳ(Ω)$ is the space of Radon measures on the (rectangular) domain $Ω ⊂ ℝ^n$. Implemented are $F(μ)=\frac12|Aμ-b|_2^2$ and $F(μ)=|Aμ-b|_1$ for the forward operator $A \in 𝕃(ℳ(Ω); ℝ^m)$ modelling a simple sensor grid.
Installation and usage
Installing dependencies
Most dependencies are managed by the Cargo build system of Rust. You will only need to install the “nightly” Rust compiler and the GNU Scientific Library manually. At the time of writing this README, alg_tools also needs to be downloaded separately.
Install the Rust infrastructure (including Cargo) with rustup.
Install a “nightly” release of the Rust compiler. With rustup, installed in the previous step, this can be done with
rustup toolchain install nightly
Install GNU Scientific Library. On a Mac with Homebrew installed, this can be done with
brew install gsl
For other operating systems, suggestions are available in the rust-GSL crate documentation. You may need to pass extra RUSTFLAGS options to Cargo in the following steps to locate the library.
Download alg_tools and unpack it under the same directory as this package.
Building and running the experiments
To compile and install the program, use
cargo install --path=.
When doing this for the first time, several dependencies will be downloaded. Now you can run the default set of experiments with
pointsource_algs -o results
The -o results option tells pointsource_algs to write results in the results directory. The option is required.
Alternatively, you may build and run the program without installing with
cargo run --release -- -o results
The double-dash separates the options for the Cargo build system and pointsource_algs.
Documentation
Use the --help option to get an extensive listing of command line options to customise algorithm parameters and the experiments performed.
Internals
If you are interested in the program internals, the integrated source code documentation may be built and opened with
cargo doc # build dependency docs
misc/cargo-d --open # build and open KaTeX-aware docs for this crate
The cargo-d script ensures that KaTeX mathematics is rendered in the generated documentation through an ugly workaround. Unfortunately, rustdoc, akin to Rust largely itself, is stuck in 80's 7-bit gringo ASCII world, and does not support modern markdown features, such as mathematics.