merge commit 16 for PR R2 DH #100

JuliaSmoothOptimizers · Mar 8, 2024 · 88e1e80 · 88e1e80
1 parent 8a70702
commit 88e1e80
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diff --git a/benchmarks/tables/bpdn-constr-table.jl b/benchmarks/tables/bpdn-constr-table.jl
@@ -89,17 +89,80 @@ options6_nrTR = ROSolverOptions(
   reduce_TR = false,
 )
 
-solvers = [:R2, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TR, :TR, :TR, :TR, :TR, :TR, :TR]
+options7 = ROSolverOptions(
+  ν = ν,
+  ϵa = ϵ,
+  ϵr = ϵ,
+  verbose = verbose,
+  maxIter = maxIter,
+  spectral = false,
+  psb = false,
+  andrei = false
+)
+
+options7_nrTR = ROSolverOptions(
+  ν = ν,
+  ϵa = ϵ,
+  ϵr = ϵ,
+  verbose = verbose,
+  maxIter = maxIter,
+  spectral = false,
+  psb = false,
+  andrei = false,
+  reduce_TR = false,
+)
+
+options8 = ROSolverOptions(
+  ν = ν,
+  ϵa = ϵ,
+  ϵr = ϵ,
+  verbose = verbose,
+  maxIter = maxIter,
+  spectral = false,
+  psb = false,
+  andrei = false,
+  wolk = true
+)
+
+options8_nrTR = ROSolverOptions(
+  ν = ν,
+  ϵa = ϵ,
+  ϵr = ϵ,
+  verbose = verbose,
+  maxIter = maxIter,
+  spectral = false,
+  psb = false,
+  andrei = false,
+  wolk = true,
+  reduce_TR = false,
+)
+
+solvers = [:R2, :R2DH, :R2DH, :R2DH, :R2DH, :R2DH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR]
 subsolvers =
-  [:None, :None, :None, :None, :None, :None, :None, :R2, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH]
+  [:None, :None, :None, :None, :None, :None, :None, :None, :None, :None, :None, :None, :None, :None, :None, :None, :R2, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :R2DH, :R2DH, :R2DH]
 solver_options = [
   options,
   options,
+  options5,
+  options6,
+  options7,
+  options8,
+  options,
   options_nrTR,
   options5,
   options5_nrTR,
   options6,
   options6_nrTR,
+  options7,
+  options7_nrTR,
+  options8,
+  options8_nrTR,
+  options,
+  options,
+  options,
+  options,
+  options,
+  options,
   options,
   options,
   options,
@@ -110,6 +173,15 @@ solver_options = [
   options,
 ]
 subsolver_options = [
+  options2,
+  options2,
+  options2,
+  options2,
+  options2,
+  options2,
+  options2,
+  options2,
+  options2,
   options2,
   options2,
   options2,
@@ -124,7 +196,15 @@ subsolver_options = [
   options3_nrTR,
   options4,
   options4_nrTR,
+  options7,
+  options7_nrTR,
+  options8,
+  options8_nrTR,
+  options8,
+  options7,
+  options,
 ] # n'importe lequel si subsolver = :None
+
 stats = benchmark_table(
   f,
   1:(f.meta.nvar),

diff --git a/benchmarks/tables/bpdn-table.jl b/benchmarks/tables/bpdn-table.jl
@@ -90,17 +90,80 @@ options6_nrTR = ROSolverOptions(
   reduce_TR = false,
 )
 
-solvers = [:R2, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TR, :TR, :TR, :TR, :TR, :TR, :TR]
+options7 = ROSolverOptions(
+  ν = ν,
+  ϵa = ϵ,
+  ϵr = ϵ,
+  verbose = verbose,
+  maxIter = maxIter,
+  spectral = false,
+  psb = false,
+  andrei = false
+)
+
+options7_nrTR = ROSolverOptions(
+  ν = ν,
+  ϵa = ϵ,
+  ϵr = ϵ,
+  verbose = verbose,
+  maxIter = maxIter,
+  spectral = false,
+  psb = false,
+  andrei = false,
+  reduce_TR = false,
+)
+
+options8 = ROSolverOptions(
+  ν = ν,
+  ϵa = ϵ,
+  ϵr = ϵ,
+  verbose = verbose,
+  maxIter = maxIter,
+  spectral = false,
+  psb = false,
+  andrei = false,
+  wolk = true
+)
+
+options8_nrTR = ROSolverOptions(
+  ν = ν,
+  ϵa = ϵ,
+  ϵr = ϵ,
+  verbose = verbose,
+  maxIter = maxIter,
+  spectral = false,
+  psb = false,
+  andrei = false,
+  wolk = true,
+  reduce_TR = false,
+)
+
+solvers = [:R2, :R2DH, :R2DH, :R2DH, :R2DH, :R2DH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR]
 subsolvers =
-  [:None, :None, :None, :None, :None, :None, :None, :R2, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH]
+  [:None, :None, :None, :None, :None, :None, :None, :None, :None, :None, :None, :None, :None, :None, :None, :None, :R2, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :R2DH, :R2DH, :R2DH]
 solver_options = [
   options,
   options,
+  options5,
+  options6,
+  options7,
+  options8,
+  options,
   options_nrTR,
   options5,
   options5_nrTR,
   options6,
   options6_nrTR,
+  options7,
+  options7_nrTR,
+  options8,
+  options8_nrTR,
+  options,
+  options,
+  options,
+  options,
+  options,
+  options,
   options,
   options,
   options,
@@ -111,6 +174,15 @@ solver_options = [
   options,
 ]
 subsolver_options = [
+  options2,
+  options2,
+  options2,
+  options2,
+  options2,
+  options2,
+  options2,
+  options2,
+  options2,
   options2,
   options2,
   options2,
@@ -125,6 +197,13 @@ subsolver_options = [
   options3_nrTR,
   options4,
   options4_nrTR,
+  options7,
+  options7_nrTR,
+  options8,
+  options8_nrTR,
+  options8,
+  options7,
+  options,
 ] # n'importe lequel si subsolver = :None
 
 stats = benchmark_table(

diff --git a/benchmarks/tables/nnmf-table.jl b/benchmarks/tables/nnmf-table.jl
@@ -4,10 +4,10 @@ random_seed = 1234
 Random.seed!(random_seed)
 m, n, k = 100, 50, 5
 model, nls_model, A, selected = nnmf_model(m, n, k)
-f = LSR1Model(model)
+f = LBFGSModel(model)
 λ = 1.0e-1 # norm(grad(model, rand(model.meta.nvar)), Inf) / 100
 h = NormL0(λ)
-ν = 1.0
+ν = 1.0e-3
 ϵ = 1.0e-5
 ϵi = 1.0e-3
 ϵri = 1.0e-6
@@ -85,18 +85,78 @@ options6_nrTR = ROSolverOptions(
   psb = false,
   reduce_TR = false,
 )
+options7 = ROSolverOptions(
+  ν = ν,
+  ϵa = ϵ,
+  ϵr = ϵ,
+  verbose = verbose,
+  maxIter = maxIter,
+  spectral = false,
+  psb = false,
+  andrei = false
+)
+
+options7_nrTR = ROSolverOptions(
+  ν = ν,
+  ϵa = ϵ,
+  ϵr = ϵ,
+  verbose = verbose,
+  maxIter = maxIter,
+  spectral = false,
+  psb = false,
+  andrei = false,
+  reduce_TR = false,
+)
+
+options8 = ROSolverOptions(
+  ν = ν,
+  ϵa = ϵ,
+  ϵr = ϵ,
+  verbose = verbose,
+  maxIter = maxIter,
+  spectral = false,
+  psb = false,
+  andrei = false,
+  wolk = true
+)
 
-solvers = [:R2, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TR, :TR, :TR, :TR, :TR, :TR, :TR]
+options8_nrTR = ROSolverOptions(
+  ν = ν,
+  ϵa = ϵ,
+  ϵr = ϵ,
+  verbose = verbose,
+  maxIter = maxIter,
+  spectral = false,
+  psb = false,
+  andrei = false,
+  wolk = true,
+  reduce_TR = false,
+)
+
+solvers = [:R2, :R2DH, :R2DH, :R2DH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR, :TR]
 subsolvers =
-  [:None, :None, :None, :None, :None, :None, :None, :R2, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH]
+  [:None, :None, :None, :None, :None, :None, :None, :None, :None, :None, :None, :None, :None, :None, :R2, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :TRDH, :R2DH, :R2DH, :R2DH]
 solver_options = [
   options,
   options,
+  options7,
+  options8,
+  options,
   options_nrTR,
   options5,
   options5_nrTR,
   options6,
   options6_nrTR,
+  options7,
+  options7_nrTR,
+  options8,
+  options8_nrTR,
+  options,
+  options,
+  options,
+  options,
+  options,
+  options,
   options,
   options,
   options,
@@ -116,11 +176,25 @@ subsolver_options = [
   options2,
   options2,
   options2,
+  options2,
+  options2,
+  options2,
+  options2,
+  options2,
+  options2,
+  options2,
   options2_nrTR,
   options3,
   options3_nrTR,
   options4,
   options4_nrTR,
+  options7,
+  options7_nrTR,
+  options8,
+  options8_nrTR,
+  options8,
+  options7,
+  options,
 ] # n'importe lequel si subsolver = :None
 subset = 1:length(solvers)
 

diff --git a/benchmarks/tables/regulopt-tables.jl b/benchmarks/tables/regulopt-tables.jl
@@ -22,11 +22,14 @@ function options_str(
   subsolver_options::ROSolverOptions,
   subsolver::Symbol,
 )
-  if solver == :TRDH
-    out_str = !options.spectral ? (options.psb ? "-PSB" : "-Andrei") : "-Spec"
+  if solver ∈ [:R2DH, :TRDH]
+    out_str = !options.spectral ? (options.psb ? "-PSB" : (options.andrei ? "-Andrei" : (options.wolk ? "-Wolk" : "-DBFGS"))) : "-Spec"
     out_str = (options.reduce_TR) ? out_str : string(out_str, "-noredTR")
-  elseif solver == :TR && subsolver == :TRDH
-    out_str = !subsolver_options.spectral ? (subsolver_options.psb ? "-PSB" : "-Andrei") : "-Spec"
+  elseif solver == :TR && subsolver ∈ [:R2DH, :TRDH]
+    out_str = !subsolver_options.spectral ? (subsolver_options.psb ? "-PSB" : (subsolver_options.andrei ? "-Andrei" : (subsolver_options.wolk ? "-Wolk" : "-DBFGS"))) : "-Spec"
+    out_str = (subsolver_options.reduce_TR) ? out_str : string(out_str, "-noredTR")
+  elseif solver == :R2N && subsolver ∈ [:R2DH, :TRDH]
+    out_str = !subsolver_options.spectral ? (subsolver_options.psb ? "-PSB" : (subsolver_options.andrei ? "-Andrei" : (subsolver_options.wolk ? "-Wolk" : "-DBFGS"))) : "-Spec"
     out_str = (subsolver_options.reduce_TR) ? out_str : string(out_str, "-noredTR")
   else
     out_str = ""
@@ -38,7 +41,7 @@ grad_evals(nls::AbstractNLSModel) = neval_jtprod_residual(nls) + neval_jprod_res
 obj_evals(nlp::AbstractNLPModel) = neval_obj(nlp)
 obj_evals(nls::AbstractNLSModel) = neval_residual(nls)
 function nb_prox_evals(stats, solver::Symbol)
-  if solver ∈ [:TR, :R2, :TRDH]
+  if solver ∈ [:TR, :R2, :TRDH, :R2DH, :R2N]
     prox_evals = sum(stats.solver_specific[:SubsolverCounter])
   else
     error("not implemented")
@@ -202,7 +205,7 @@ function benchmark_table(
       ),
     )
   else
-    pretty_table(data; header = header, title = title, formatters = (print_formats,))
+    pretty_table(data; header = header, title = title, formatters = (print_formats,), display_size = (-1,-1))
   end
   return solver_names, solver_stats
 end