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Non allocating R2N and R2DH#166

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MaxenceGollier wants to merge 125 commits intoJuliaSmoothOptimizers:masterJuliaSmoothOptimizers/RegularizedOptimization.jl:masterfrom MaxenceGollier:R2N-JSOMaxenceGollier/RegularizedOptimization.jl:R2N-JSOCopy head branch name to clipboard

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Commits on Dec 25, 2024

• m-monotone, non-allocating R2N

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• m-monotone, non-allocating R2DH

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• minor fixes in R2N

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• add tests for R2N,R2DH

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• add test for whether the model gives -Inf in R2DH + Todos

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Commits on Dec 30, 2024

• allow for keyword args in wrappedallocs macro

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Commits on Dec 31, 2024

• remove allocations in R2DH

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• add R2DH documentation

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Commits on Jan 4, 2025

• minor updates for R2DH

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Commits on Jan 5, 2025

• significantly reduce allocations in R2N - down to 8.32Ko

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Commits on Jan 7, 2025

• resolve allocation for R2N

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• update allocation test

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• fix few errors in R2N

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• add doc for R2NModel

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• update unit tests for R2N & R2DH

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Commits on Jan 8, 2025

• update R2DH initialization when called with R2N

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Commits on Jan 15, 2025

• m-monotone, non-allocating R2N

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• m-monotone, non-allocating R2DH

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• minor fixes in R2N

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• add tests for R2N,R2DH

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• add test for whether the model gives -Inf in R2DH + Todos

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• allow for keyword args in wrappedallocs macro

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• remove allocations in R2DH

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• add R2DH documentation

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• minor updates for R2DH

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• significantly reduce allocations in R2N - down to 8.32Ko

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• resolve allocation for R2N

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• update allocation test

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• fix few errors in R2N

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• add doc for R2NModel

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• update unit tests for R2N & R2DH

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• update R2DH initialization when called with R2N

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• Merge branch 'R2N-JSO' of https://github.com/MaxenceGollier/RegularizedOptimization.jl into R2N-JSO

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• update R2N-R2DH for RegularizedExecutionStats

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Commits on Jan 16, 2025

• improve type stability in R2DH

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• Merge branch 'JuliaSmoothOptimizers:master' into R2N-JSO

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Commits on Jan 17, 2025

• Add R2N, R2DH and update LM

  

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• add theta to nu and remove summation

  

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• Change R2_alg so that it returns list of times

  

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• add updated parameter of subsolvers and add sigam-k to input.jl structure

  

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• change subsolver parameters of LM

  

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• reset LM alg and change it in another PR

  

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• Remove the changes in R2_alg.jl

  

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• correct documentation

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• Update src/R2N.jl

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• Update src/R2N.jl

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• Update src/R2N.jl

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• update documentation of R2N

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• Update documentation of src/R2DH.jl

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• Update src/R2N.jl

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• Update src/R2N.jl

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• Update src/R2N.jl

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• Update src/R2N.jl

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• Update src/R2N.jl

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• Update documentation and remove dead code

  

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• Update runtests.jl

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• Update src/R2DH.jl

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• Update src/R2N.jl

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• update Mmonotone as in the paper

  

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• Update src/R2DH.jl

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• Update src/R2DH.jl

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• Update doc

  

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• Update R2DH.jl

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• Update src/R2N.jl

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• Update src/R2N.jl

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• Update src/R2N.jl

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• Update src/R2N.jl

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• Update src/R2DH.jl

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• Update src/R2DH.jl clean documentation

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• Update src/R2DH.jl remove redundant DNorm

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• Update test/runtests.jl

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• Update doc R2DH.jl

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• Remove the condition mk = -Inf

  

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• update sigma of the subsolver

  

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• 🤖 Format .jl files

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Commits on Jan 19, 2025

• minor fixes in R2N

  MaxenceGollier

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• significantly reduce allocations in R2N - down to 8.32Ko

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• resolve allocation for R2N

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• fix few errors in R2N

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• update R2N-R2DH for RegularizedExecutionStats

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• improve type stability in R2DH

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• init AL method: model and alg

  

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• TR and R2 as default subsolvers

  

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• bugfix for ineq dispatch

  

  aldma

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• improve AL description comment

  

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• use Percival for AL model

  

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• add optional dual_safeguard with default projection

  

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• add R2 method, add max_eval, rename cviol, remove rtol

  

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• use kwargs for options, allow single input reg_nlp

  

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• add ALSolver and solve!, uniform kwargs

  

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• add callback

  

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• add solver_specific in stats

  

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• Merge branch 'R2N-JSO' of https://github.com/MaxenceGollier/RegularizedOptimization.jl into R2N-JSO

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• m-monotone, non-allocating R2N

  MaxenceGollier

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• m-monotone, non-allocating R2DH

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  4aaaf14

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• minor fixes in R2N

  MaxenceGollier

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• add tests for R2N,R2DH

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• add test for whether the model gives -Inf in R2DH + Todos

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• allow for keyword args in wrappedallocs macro

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• remove allocations in R2DH

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• add R2DH documentation

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• minor updates for R2DH

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• significantly reduce allocations in R2N - down to 8.32Ko

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• resolve allocation for R2N

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• update allocation test

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• fix few errors in R2N

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• add doc for R2NModel

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• update R2DH initialization when called with R2N

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• minor fixes in R2N

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• significantly reduce allocations in R2N - down to 8.32Ko

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• resolve allocation for R2N

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• fix few errors in R2N

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• update R2N-R2DH for RegularizedExecutionStats

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• improve type stability in R2DH

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• init AL method: model and alg

  

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• TR and R2 as default subsolvers

  

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• use Percival for AL model

  

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• use kwargs for options, allow single input reg_nlp

  

  aldma

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• add ALSolver and solve!, uniform kwargs

  

  aldma

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• minor fixes in R2N

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• significantly reduce allocations in R2N - down to 8.32Ko

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• resolve allocation for R2N

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• fix few errors in R2N

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• Merge branch 'R2N-JSO' of https://github.com/MaxenceGollier/RegularizedOptimization.jl into R2N-JSO

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• resolve rebase issues

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