Code

L2 Penalty Algorithm#145

Code

Closed

MaxenceGollier wants to merge 24 commits intoJuliaSmoothOptimizers:masterJuliaSmoothOptimizers/RegularizedOptimization.jl:masterfrom MaxenceGollier:l2_penalty_algMaxenceGollier/RegularizedOptimization.jl:l2_penalty_algCopy head branch name to clipboard

+1,199-14

Commits

Commits on Aug 20, 2024

• Add algorithm

  MaxenceGollier

  committed
  fcb860e

  Copy full SHA for fcb860e

Commits on Sep 9, 2024

• Merge branch 'master' into l2_penalty_alg

  MaxenceGollier

  committed
  1aab1d1

  Copy full SHA for 1aab1d1

Commits on Sep 12, 2024

• Add R2N, R2DH and update LM

  MohamedLaghdafHABIBOULLAH

  committed
  e6497aa

  Copy full SHA for e6497aa

Commits on Sep 13, 2024

• Merge branch 'JuliaSmoothOptimizers:master' into l2_penalty_alg

  MaxenceGollier

  authored
  e81080d

  Copy full SHA for e81080d

• Merge remote-tracking branch 'mohamed-fork/R2N-R2DH' into l2_penalty_alg

  MaxenceGollier

  committed
  abe70d2

  Copy full SHA for abe70d2

Commits on Sep 15, 2024

• add Quasi-Newton approach, all tests don't pass

  MaxenceGollier

  committed
  804ffdf

  Copy full SHA for 804ffdf

• at this point, all test pass

  MaxenceGollier

  committed
  bcc8ab7

  Copy full SHA for bcc8ab7

• reduce precision when computing sub problem

  MaxenceGollier

  committed
  81d0021

  Copy full SHA for 81d0021

• Merge branch 'JuliaSmoothOptimizers:master' into l2_penalty_alg

  MaxenceGollier

  authored
  7fbdee2

  Copy full SHA for 7fbdee2

• Merge branch 'l2_penalty_alg' of https://github.com/MaxenceGollier/RegularizedOptimization.jl into l2_penalty_alg

  MaxenceGollier

  committed
  9ef40c8

  Copy full SHA for 9ef40c8

Commits on Sep 16, 2024

• add neg tol to l2penalty

  MaxenceGollier

  committed
  71c1132

  Copy full SHA for 71c1132

Commits on Sep 19, 2024

• fix minor issues in L2P

  MaxenceGollier

  committed
  e6867d4

  Copy full SHA for e6867d4

• minor fix

  MaxenceGollier

  committed
  d3a4601

  Copy full SHA for d3a4601

Commits on Sep 22, 2024

• add infeasibility test

  MaxenceGollier

  committed
  fd42bb8

  Copy full SHA for fd42bb8

Commits on Sep 24, 2024

• remove println in R2N

  MaxenceGollier

  authored
  e668e27

  Copy full SHA for e668e27

Commits on Sep 28, 2024

• Solve R2N bug - HS79 works from here

  MaxenceGollier

  committed
  007d9be

  Copy full SHA for 007d9be

Commits on Sep 29, 2024

• solve bug in R2N subsolver

  MaxenceGollier

  committed
  2991660

  Copy full SHA for 2991660

• solve final bug, everything should work from here

  MaxenceGollier

  committed
  3156e82

  Copy full SHA for 3156e82

Commits on Sep 30, 2024

• add consistency check + safeguarding in R2N subsolver

  MaxenceGollier

  committed
  b611cad

  Copy full SHA for b611cad

• add safeguard for smallest value of alpha

  MaxenceGollier

  committed
  2f42f84

  Copy full SHA for 2f42f84

• test wether J has full row rank or not

  MaxenceGollier

  committed
  0b16d5e

  Copy full SHA for 0b16d5e

Commits on Oct 31, 2024

• update Project + correct tests

  MaxenceGollier

  committed
  b1c827e

  Copy full SHA for b1c827e

• identation and type

  MaxenceGollier

  committed
  c0e9d3b

  Copy full SHA for c0e9d3b

• have only H instead of H1 H2

  MaxenceGollier

  committed
  3999c8e

  Copy full SHA for 3999c8e