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L2 Penalty Algorithm #145

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L2 Penalty Algorithm #145

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fcb860e
Add algorithm
MaxenceGollier Aug 20, 2024
1aab1d1
Merge branch 'master' into l2_penalty_alg
MaxenceGollier Sep 9, 2024
e6497aa
Add R2N, R2DH and update LM
MohamedLaghdafHABIBOULLAH Sep 12, 2024
e81080d
Merge branch 'JuliaSmoothOptimizers:master' into l2_penalty_alg
MaxenceGollier Sep 13, 2024
abe70d2
Merge remote-tracking branch 'mohamed-fork/R2N-R2DH' into l2_penalty_alg
MaxenceGollier Sep 13, 2024
804ffdf
add Quasi-Newton approach, all tests don't pass
MaxenceGollier Sep 15, 2024
bcc8ab7
at this point, all test pass
MaxenceGollier Sep 15, 2024
81d0021
reduce precision when computing sub problem
MaxenceGollier Sep 15, 2024
7fbdee2
Merge branch 'JuliaSmoothOptimizers:master' into l2_penalty_alg
MaxenceGollier Sep 15, 2024
9ef40c8
Merge branch 'l2_penalty_alg' of https://github.com/MaxenceGollier/Re…
MaxenceGollier Sep 15, 2024
71c1132
add neg tol to l2penalty
MaxenceGollier Sep 16, 2024
e6867d4
fix minor issues in L2P
MaxenceGollier Sep 19, 2024
d3a4601
minor fix
MaxenceGollier Sep 19, 2024
fd42bb8
add infeasibility test
MaxenceGollier Sep 22, 2024
e668e27
remove println in R2N
MaxenceGollier Sep 24, 2024
007d9be
Solve R2N bug - HS79 works from here
MaxenceGollier Sep 28, 2024
2991660
solve bug in R2N subsolver
MaxenceGollier Sep 29, 2024
3156e82
solve final bug, everything should work from here
MaxenceGollier Sep 29, 2024
b611cad
add consistency check + safeguarding in R2N subsolver
MaxenceGollier Sep 30, 2024
2f42f84
add safeguard for smallest value of alpha
MaxenceGollier Sep 30, 2024
0b16d5e
test wether J has full row rank or not
MaxenceGollier Sep 30, 2024
b1c827e
update Project + correct tests
MaxenceGollier Oct 31, 2024
c0e9d3b
identation and type
MaxenceGollier Oct 31, 2024
3999c8e
have only H instead of H1 H2
MaxenceGollier Oct 31, 2024
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8 changes: 7 additions & 1 deletion Project.toml
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Expand Up @@ -4,26 +4,32 @@ author = ["Robert Baraldi <[email protected]> and Dominique Orban <dominique.orban
version = "0.1.0"

[deps]
ADNLPModels = "54578032-b7ea-4c30-94aa-7cbd1cce6c9a"
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DelimitedFiles = "8bb1440f-4735-579b-a4ab-409b98df4dab"
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Why do we need this? It shouldn't be required by the solver.

Krylov = "ba0b0d4f-ebba-5204-a429-3ac8c609bfb7"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
LinearOperators = "5c8ed15e-5a4c-59e4-a42b-c7e8811fb125"
Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
NLPModels = "a4795742-8479-5a88-8948-cc11e1c8c1a6"
NLPModelsModifiers = "e01155f1-5c6f-4375-a9d8-616dd036575f"
OptimizationProblems = "5049e819-d29b-5fba-b941-0eee7e64c1c6"
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Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
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"

[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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