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L2 Penalty Algorithm #145
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MaxenceGollier
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JuliaSmoothOptimizers:master
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MaxenceGollier:l2_penalty_alg
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L2 Penalty Algorithm #145
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fcb860e
Add algorithm
MaxenceGollier 1aab1d1
Merge branch 'master' into l2_penalty_alg
MaxenceGollier e6497aa
Add R2N, R2DH and update LM
MohamedLaghdafHABIBOULLAH e81080d
Merge branch 'JuliaSmoothOptimizers:master' into l2_penalty_alg
MaxenceGollier abe70d2
Merge remote-tracking branch 'mohamed-fork/R2N-R2DH' into l2_penalty_alg
MaxenceGollier 804ffdf
add Quasi-Newton approach, all tests don't pass
MaxenceGollier bcc8ab7
at this point, all test pass
MaxenceGollier 81d0021
reduce precision when computing sub problem
MaxenceGollier 7fbdee2
Merge branch 'JuliaSmoothOptimizers:master' into l2_penalty_alg
MaxenceGollier 9ef40c8
Merge branch 'l2_penalty_alg' of https://github.com/MaxenceGollier/Re…
MaxenceGollier 71c1132
add neg tol to l2penalty
MaxenceGollier e6867d4
fix minor issues in L2P
MaxenceGollier d3a4601
minor fix
MaxenceGollier fd42bb8
add infeasibility test
MaxenceGollier e668e27
remove println in R2N
MaxenceGollier 007d9be
Solve R2N bug - HS79 works from here
MaxenceGollier 2991660
solve bug in R2N subsolver
MaxenceGollier 3156e82
solve final bug, everything should work from here
MaxenceGollier b611cad
add consistency check + safeguarding in R2N subsolver
MaxenceGollier 2f42f84
add safeguard for smallest value of alpha
MaxenceGollier 0b16d5e
test wether J has full row rank or not
MaxenceGollier b1c827e
update Project + correct tests
MaxenceGollier c0e9d3b
identation and type
MaxenceGollier 3999c8e
have only H instead of H1 H2
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
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@@ -4,6 +4,8 @@ author = ["Robert Baraldi <[email protected]> and Dominique Orban <dominique.orban | |
| version = "0.1.0" | ||
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| [deps] | ||
| DelimitedFiles = "8bb1440f-4735-579b-a4ab-409b98df4dab" | ||
| Krylov = "ba0b0d4f-ebba-5204-a429-3ac8c609bfb7" | ||
| LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e" | ||
| LinearOperators = "5c8ed15e-5a4c-59e4-a42b-c7e8811fb125" | ||
| Logging = "56ddb016-857b-54e1-b83d-db4d58db5568" | ||
|
|
@@ -14,24 +16,28 @@ ProximalOperators = "a725b495-10eb-56fe-b38b-717eba820537" | |
| RegularizedProblems = "ea076b23-609f-44d2-bb12-a4ae45328278" | ||
| ShiftedProximalOperators = "d4fd37fa-580c-4e43-9b30-361c21aae263" | ||
| SolverCore = "ff4d7338-4cf1-434d-91df-b86cb86fb843" | ||
| SparseMatricesCOO = "fa32481b-f100-4b48-8dc8-c62f61b13870" | ||
| TSVD = "9449cd9e-2762-5aa3-a617-5413e99d722e" | ||
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||
| [compat] | ||
| LinearOperators = "2.7" | ||
| NLPModels = "0.19, 0.20" | ||
| NLPModels = "0.19, 0.20, 0.21" | ||
| NLPModelsModifiers = "0.7" | ||
| ProximalOperators = "0.15" | ||
| RegularizedProblems = "0.1.1" | ||
| ShiftedProximalOperators = "0.2" | ||
| SolverCore = "0.3.0" | ||
| SparseMatricesCOO = "0.2.3" | ||
| TSVD = "0.4" | ||
| julia = "^1.6.0" | ||
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| [extras] | ||
| ADNLPModels = "54578032-b7ea-4c30-94aa-7cbd1cce6c9a" | ||
| OptimizationProblems = "5049e819-d29b-5fba-b941-0eee7e64c1c6" | ||
| Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c" | ||
| RegularizedProblems = "ea076b23-609f-44d2-bb12-a4ae45328278" | ||
| Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40" | ||
| TestSetExtensions = "98d24dd4-01ad-11ea-1b02-c9a08f80db04" | ||
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| [targets] | ||
| test = ["Random", "RegularizedProblems", "Test", "TestSetExtensions"] | ||
| test = ["Random", "RegularizedProblems", "ADNLPModels", "OptimizationProblems", "Test", "TestSetExtensions"] | ||
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Why do we need this? It shouldn't be required by the solver.