update LM solver #156
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update LM solver #156
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… different subsolver criterion stop
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@dpo pour cette PR j'ai modifié le critère d'arrêt du sous solveur de LM pour qu'il soit le même que R2N |
dpo
reviewed
Dec 14, 2024
| @@ -176,22 +179,24 @@ function LM( | |||
| prox!(s, ψ, ∇fk, ν) | |||
| ξ1 = fk + hk - mk1(s) + max(1, abs(fk + hk)) * 10 * eps() # TODO: isn't mk(s) returned by subsolver? | |||
| ξ1 > 0 || error("LM: first prox-gradient step should produce a decrease but ξ1 = $(ξ1)") | |||
| sqrt_ξ1_νInv = ξ1 > 0 ? sqrt(ξ1 * νInv) : 10. | |||
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@MohamedLaghdafHABIBOULLAH What’s this?
dpo
reviewed
Dec 30, 2024
Comment on lines
+252
to
+254
| if nonlinear == true | ||
| σmax = opnorm(Jk) | ||
| end |
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Suggested change
| if nonlinear == true | |
| σmax = opnorm(Jk) | |
| end | |
| if nonlinear | |
| σmax = opnorm(Jk) | |
| end |
dpo
reviewed
Dec 30, 2024
| @@ -252,6 +260,7 @@ function LM( | |||
| σk = σk * γ | |||
| end | |||
| νInv = (1 + θ) * (σmax^2 + σk) # ‖J'J + σₖ I‖ = ‖J‖² + σₖ | |||
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We enable the use of R2DH as a subsolver with different stopping criteria for the subproblem.
Remark: this PR uses the input_struct.jl defined here: #153