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Implement Line Search with Negative Curvature Detection for MINRES Based on Liu et al. (2022) #969

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Implement Line Search with Negative Curvature Detection for MINRES Based on Liu et al. (2022) #969

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b8d7431
Update minres.jl
farhadrclass Feb 24, 2025
1ed157f
add line-search to MINRES
farhadrclass Feb 24, 2025
b3d8f21
Update src/minres.jl
farhadrclass Mar 4, 2025
b60e77c
updating the code and status so we have a flag for nonPositive curv a…
farhadrclass Mar 4, 2025
89d79d5
Update minres.jl
farhadrclass Mar 4, 2025
45c40f1
Update test_minres.jl
farhadrclass Mar 4, 2025
27b8040
Merge branch 'JuliaSmoothOptimizers:main' into MINRES_linesearch
farhadrclass Mar 5, 2025
4c7f4af
fixed the issue raised by review
farhadrclass Mar 5, 2025
2c1d0a3
Merge branch 'MINRES_linesearch' of https://github.com/Farhad-phd/Kry…
farhadrclass Mar 5, 2025
d687602
Update test_minres.jl
farhadrclass Mar 5, 2025
d30705c
Update block_krylov_solvers.jl
farhadrclass Mar 5, 2025
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4 changes: 2 additions & 2 deletions src/block_krylov_solvers.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -60,7 +60,7 @@
Hₖ₋₁ = SM(undef, 2p, p)
τₖ₋₂ = SV(undef, p)
τₖ₋₁ = SV(undef, p)
stats = SimpleStats(0, false, false, T[], T[], T[], 0.0, "unknown")
stats = SimpleStats(0, false, false, false, T[], T[], T[], 0.0, "unknown")

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solver = BlockMinresSolver{T,FC,SV,SM}(m, n, p, ΔX, X, P, Q, C, D, Φ, Vₖ₋₁, Vₖ, wₖ₋₂, wₖ₋₁, Hₖ₋₂, Hₖ₋₁, τₖ₋₂, τₖ₋₁, false, stats)
return solver
end
Expand Down Expand Up @@ -121,7 +121,7 @@
R = SM[SM(undef, p, p) for i = 1 : div(memory * (memory+1), 2)]
H = SM[SM(undef, 2p, p) for i = 1 : memory]
τ = SV[SV(undef, p) for i = 1 : memory]
stats = SimpleStats(0, false, false, T[], T[], T[], 0.0, "unknown")
stats = SimpleStats(0, false, false, false, T[], T[], T[], 0.0, "unknown")

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solver = BlockGmresSolver{T,FC,SV,SM}(m, n, p, ΔX, X, W, P, Q, C, D, V, Z, R, H, τ, false, stats)
return solver
end
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