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TR: fix definition of ν #124

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merged 7 commits into from
Feb 20, 2024
+6 −6
Merged

TR: fix definition of ν #124

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5c63896
TR: fix definition of ν
dpo Oct 7, 2023
f741e8c
steplength to safeguard against unbounded Hessian
dpo Nov 1, 2023
332e62b
Update src/TR_alg.jl
dpo Nov 6, 2023
b7675a8
Update src/TR_alg.jl
dpo Nov 13, 2023
11551e9
Update src/TR_alg.jl
dpo Nov 13, 2023
fe0c1f4
Update src/TR_alg.jl
dpo Nov 13, 2023
3e191d1
Update src/TR_alg.jl
dpo Nov 13, 2023
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12 changes: 6 additions & 6 deletions src/TR_alg.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -132,8 +132,8 @@ function TR(
Bk = hess_op(f, xk)

λmax = opnorm(Bk)
νInv = (1 + θ) * λmax
ν = 1 / (νInv + 1 / (Δk * α))
αΔ = α * Δk
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ν = αΔ / (1 + λmax * (1 + αΔ))
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sqrt_ξ1_νInv = one(R)

optimal = false
Expand Down Expand Up @@ -216,7 +216,7 @@ function TR(

if (verbose > 0) && (k % ptf == 0)
#! format: off
@info @sprintf "%6d %8d %8.1e %8.1e %7.1e %7.1e %8.1e %7.1e %7.1e %7.1e %7.1e %1s" k iter fk hk sqrt_ξ1_νInv sqrt(ξ) ρk ∆_effective χ(xk) sNorm νInv TR_stat
@info @sprintf "%6d %8d %8.1e %8.1e %7.1e %7.1e %8.1e %7.1e %7.1e %7.1e %7.1e %1s" k iter fk hk sqrt_ξ1_νInv sqrt(ξ) ρk ∆_effective χ(xk) sNorm λmax TR_stat
#! format: on
end

Expand All @@ -241,7 +241,6 @@ function TR(
end
Bk = hess_op(f, xk)
λmax = opnorm(Bk)
νInv = (1 + θ) * λmax
∇fk⁻ .= ∇fk
end

Expand All @@ -250,7 +249,8 @@ function TR(
(has_bounds(f) || subsolver == TRDH) ?
set_bounds!(ψ, max.(-Δk, l_bound - xk), min.(Δk, u_bound - xk)) : set_radius!(ψ, Δk)
end
ν = 1 / (νInv + 1 / (Δk * α))
αΔ = α * Δk
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ν = αΔ / (1 + λmax * (1 + αΔ))
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tired = k ≥ maxIter || elapsed_time > maxTime
end

Expand All @@ -259,7 +259,7 @@ function TR(
@info @sprintf "%6d %8s %8.1e %8.1e" k "" fk hk
elseif optimal
#! format: off
@info @sprintf "%6d %8d %8.1e %8.1e %7.1e %7.1e %8s %7.1e %7.1e %7.1e %7.1e" k 1 fk hk sqrt_ξ1_νInv sqrt(ξ1) "" Δk χ(xk) χ(s) νInv
@info @sprintf "%6d %8d %8.1e %8.1e %7.1e %7.1e %8s %7.1e %7.1e %7.1e %7.1e" k 1 fk hk sqrt_ξ1_νInv sqrt(ξ1) "" Δk χ(xk) χ(s) λmax
#! format: on
@info "TR: terminating with √(ξ1/ν) = $(sqrt_ξ1_νInv)"
end
Expand Down