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Non allocating R2N and R2DH #166

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7cf4675
m-monotone, non-allocating R2N
MaxenceGollier Dec 25, 2024
8a8bd9e
m-monotone, non-allocating R2DH
MaxenceGollier Dec 28, 2024
97bcc0d
minor fixes in R2N
MaxenceGollier Dec 28, 2024
41df470
add tests for R2N,R2DH
MaxenceGollier Dec 28, 2024
0f3c73d
add test for whether the model gives -Inf in R2DH + Todos
MaxenceGollier Dec 28, 2024
63390f3
allow for keyword args in wrappedallocs macro
MaxenceGollier Dec 30, 2024
dc4c43b
remove allocations in R2DH
MaxenceGollier Dec 31, 2024
2efb889
add R2DH documentation
MaxenceGollier Dec 31, 2024
b8f2063
minor updates for R2DH
MaxenceGollier Jan 4, 2025
04edade
significantly reduce allocations in R2N - down to 8.32Ko
MaxenceGollier Jan 5, 2025
56e248e
resolve allocation for R2N
MaxenceGollier Jan 7, 2025
3709994
update allocation test
MaxenceGollier Jan 7, 2025
4c4a832
fix few errors in R2N
MaxenceGollier Jan 7, 2025
e6afb0d
add doc for R2NModel
MaxenceGollier Jan 7, 2025
deeca54
update unit tests for R2N & R2DH
MaxenceGollier Jan 7, 2025
dbf6cc8
update R2DH initialization when called with R2N
MaxenceGollier Jan 8, 2025
caa98c4
m-monotone, non-allocating R2N
MaxenceGollier Dec 25, 2024
0e08d54
m-monotone, non-allocating R2DH
MaxenceGollier Dec 28, 2024
abaab0b
minor fixes in R2N
MaxenceGollier Dec 28, 2024
2d91dfe
add tests for R2N,R2DH
MaxenceGollier Dec 28, 2024
b82035d
add test for whether the model gives -Inf in R2DH + Todos
MaxenceGollier Dec 28, 2024
a9e0163
allow for keyword args in wrappedallocs macro
MaxenceGollier Dec 30, 2024
f283eca
remove allocations in R2DH
MaxenceGollier Dec 31, 2024
09f822c
add R2DH documentation
MaxenceGollier Dec 31, 2024
a4075e1
minor updates for R2DH
MaxenceGollier Jan 4, 2025
1f3f843
significantly reduce allocations in R2N - down to 8.32Ko
MaxenceGollier Jan 5, 2025
8c4d83f
resolve allocation for R2N
MaxenceGollier Jan 7, 2025
6a5f0fc
update allocation test
MaxenceGollier Jan 7, 2025
9a0f72c
fix few errors in R2N
MaxenceGollier Jan 7, 2025
3f9d249
add doc for R2NModel
MaxenceGollier Jan 7, 2025
1140307
update unit tests for R2N & R2DH
MaxenceGollier Jan 7, 2025
c77150d
update R2DH initialization when called with R2N
MaxenceGollier Jan 8, 2025
657dda5
Merge branch 'R2N-JSO' of https://github.com/MaxenceGollier/Regulariz…
MaxenceGollier Jan 15, 2025
085d7a1
update R2N-R2DH for RegularizedExecutionStats
MaxenceGollier Jan 15, 2025
bf6c92f
improve type stability in R2DH
MaxenceGollier Jan 16, 2025
00d6f72
Merge branch 'JuliaSmoothOptimizers:master' into R2N-JSO
MaxenceGollier Jan 16, 2025
bb2f2ea
Add R2N, R2DH and update LM
MohamedLaghdafHABIBOULLAH Sep 12, 2024
b756bcd
add theta to nu and remove summation
MohamedLaghdafHABIBOULLAH Sep 16, 2024
ced036b
Change R2_alg so that it returns list of times
MohamedLaghdafHABIBOULLAH Sep 17, 2024
883dcf9
add updated parameter of subsolvers and add sigam-k to input.jl struc…
MohamedLaghdafHABIBOULLAH Sep 25, 2024
7365bfc
change subsolver parameters of LM
MohamedLaghdafHABIBOULLAH Sep 27, 2024
e5888b9
reset LM alg and change it in another PR
MohamedLaghdafHABIBOULLAH Sep 27, 2024
910ef8c
Remove the changes in R2_alg.jl
MohamedLaghdafHABIBOULLAH Oct 21, 2024
4397239
correct documentation
MohamedLaghdafHABIBOULLAH Oct 31, 2024
6f9937f
Update src/R2N.jl
MohamedLaghdafHABIBOULLAH Oct 31, 2024
6f1f0a9
Update src/R2N.jl
MohamedLaghdafHABIBOULLAH Oct 31, 2024
bbe7fb4
Update src/R2N.jl
MohamedLaghdafHABIBOULLAH Oct 31, 2024
dc3dcf5
update documentation of R2N
MohamedLaghdafHABIBOULLAH Oct 31, 2024
f150291
Update documentation of src/R2DH.jl
MohamedLaghdafHABIBOULLAH Oct 31, 2024
3a63068
Update src/R2N.jl
MohamedLaghdafHABIBOULLAH Oct 31, 2024
78357ce
Update src/R2N.jl
MohamedLaghdafHABIBOULLAH Oct 31, 2024
d64ea05
Update src/R2N.jl
MohamedLaghdafHABIBOULLAH Oct 31, 2024
a3d8f08
Update src/R2N.jl
MohamedLaghdafHABIBOULLAH Oct 31, 2024
3d02ddb
Update src/R2N.jl
MohamedLaghdafHABIBOULLAH Oct 31, 2024
8f2dcbe
Update documentation and remove dead code
MohamedLaghdafHABIBOULLAH Oct 31, 2024
afeec23
Update runtests.jl
MohamedLaghdafHABIBOULLAH Oct 31, 2024
ec0caaa
Update src/R2DH.jl
dpo Nov 1, 2024
c2f2b71
Update src/R2N.jl
MohamedLaghdafHABIBOULLAH Nov 1, 2024
79eb747
update Mmonotone as in the paper
MohamedLaghdafHABIBOULLAH Nov 4, 2024
0f7ce1f
Update src/R2DH.jl
MohamedLaghdafHABIBOULLAH Nov 14, 2024
b01ec2b
Update src/R2DH.jl
MohamedLaghdafHABIBOULLAH Nov 14, 2024
e0a840b
Update doc
MohamedLaghdafHABIBOULLAH Nov 14, 2024
755cbfa
Update R2DH.jl
MohamedLaghdafHABIBOULLAH Nov 14, 2024
56f8b0b
Update src/R2N.jl
MohamedLaghdafHABIBOULLAH Jan 10, 2025
740a693
Update src/R2N.jl
MohamedLaghdafHABIBOULLAH Jan 10, 2025
5d63da7
Update src/R2N.jl
MohamedLaghdafHABIBOULLAH Jan 10, 2025
20e1cb4
Update src/R2N.jl
MohamedLaghdafHABIBOULLAH Jan 10, 2025
66ca59c
Update src/R2DH.jl
MohamedLaghdafHABIBOULLAH Jan 10, 2025
9cea1ed
Update src/R2DH.jl clean documentation
MohamedLaghdafHABIBOULLAH Jan 10, 2025
0704167
Update src/R2DH.jl remove redundant DNorm
MohamedLaghdafHABIBOULLAH Jan 10, 2025
581a72d
Update test/runtests.jl
MohamedLaghdafHABIBOULLAH Jan 10, 2025
3126504
Update doc R2DH.jl
MohamedLaghdafHABIBOULLAH Jan 10, 2025
0eb8c3f
Remove the condition mk = -Inf
MohamedLaghdafHABIBOULLAH Jan 14, 2025
356eef3
update sigma of the subsolver
MohamedLaghdafHABIBOULLAH Jan 14, 2025
11e2a62
:robot: Format .jl files
dpo Jan 16, 2025
048e141
minor fixes in R2N
MaxenceGollier Dec 28, 2024
d653a17
significantly reduce allocations in R2N - down to 8.32Ko
MaxenceGollier Jan 5, 2025
c3625f1
resolve allocation for R2N
MaxenceGollier Jan 7, 2025
0ab6a81
fix few errors in R2N
MaxenceGollier Jan 7, 2025
4116776
update R2N-R2DH for RegularizedExecutionStats
MaxenceGollier Jan 15, 2025
01da463
improve type stability in R2DH
MaxenceGollier Jan 16, 2025
b0e73e3
init AL method: model and alg
aldma Oct 14, 2024
ca197cc
TR and R2 as default subsolvers
aldma Oct 15, 2024
67f1333
bugfix for ineq dispatch
aldma Oct 15, 2024
8870d85
improve AL description comment
aldma Nov 13, 2024
ee33905
use Percival for AL model
aldma Nov 16, 2024
b349b34
add optional dual_safeguard with default projection
aldma Nov 16, 2024
88763c3
add R2 method, add max_eval, rename cviol, remove rtol
aldma Nov 16, 2024
111ab2a
use kwargs for options, allow single input reg_nlp
aldma Nov 16, 2024
ac52bd0
add ALSolver and solve!, uniform kwargs
aldma Nov 18, 2024
e2ad75b
add callback
aldma Nov 18, 2024
129430b
add solver_specific in stats
aldma Nov 18, 2024
42eaabf
Merge branch 'R2N-JSO' of https://github.com/MaxenceGollier/Regulariz…
MaxenceGollier Jan 19, 2025
ad30fd4
m-monotone, non-allocating R2N
MaxenceGollier Dec 25, 2024
4aaaf14
m-monotone, non-allocating R2DH
MaxenceGollier Dec 28, 2024
e38e1ab
minor fixes in R2N
MaxenceGollier Dec 28, 2024
c721121
add tests for R2N,R2DH
MaxenceGollier Dec 28, 2024
8f712b2
add test for whether the model gives -Inf in R2DH + Todos
MaxenceGollier Dec 28, 2024
421c21c
allow for keyword args in wrappedallocs macro
MaxenceGollier Dec 30, 2024
9ed7498
remove allocations in R2DH
MaxenceGollier Dec 31, 2024
c4cfefb
add R2DH documentation
MaxenceGollier Dec 31, 2024
6342554
minor updates for R2DH
MaxenceGollier Jan 4, 2025
a5bf68c
significantly reduce allocations in R2N - down to 8.32Ko
MaxenceGollier Jan 5, 2025
ef35f80
resolve allocation for R2N
MaxenceGollier Jan 7, 2025
38e0e80
update allocation test
MaxenceGollier Jan 7, 2025
c8c32c0
fix few errors in R2N
MaxenceGollier Jan 7, 2025
28e9372
add doc for R2NModel
MaxenceGollier Jan 7, 2025
2f1e921
update R2DH initialization when called with R2N
MaxenceGollier Jan 8, 2025
d1492ca
minor fixes in R2N
MaxenceGollier Dec 28, 2024
23ffe71
significantly reduce allocations in R2N - down to 8.32Ko
MaxenceGollier Jan 5, 2025
3cd87d2
resolve allocation for R2N
MaxenceGollier Jan 7, 2025
8d16f33
fix few errors in R2N
MaxenceGollier Jan 7, 2025
e52da9a
update R2N-R2DH for RegularizedExecutionStats
MaxenceGollier Jan 15, 2025
2dcf3b4
improve type stability in R2DH
MaxenceGollier Jan 16, 2025
88a92b2
init AL method: model and alg
aldma Oct 14, 2024
5be0d6e
TR and R2 as default subsolvers
aldma Oct 15, 2024
d731c56
use Percival for AL model
aldma Nov 16, 2024
f2be170
use kwargs for options, allow single input reg_nlp
aldma Nov 16, 2024
985d5ec
add ALSolver and solve!, uniform kwargs
aldma Nov 18, 2024
5f3ea4f
minor fixes in R2N
MaxenceGollier Dec 28, 2024
d8eb150
significantly reduce allocations in R2N - down to 8.32Ko
MaxenceGollier Jan 5, 2025
373c478
resolve allocation for R2N
MaxenceGollier Jan 7, 2025
5adbd43
fix few errors in R2N
MaxenceGollier Jan 7, 2025
83e0f52
Merge branch 'R2N-JSO' of https://github.com/MaxenceGollier/Regulariz…
MaxenceGollier Jan 19, 2025
6476288
resolve rebase issues
MaxenceGollier Jan 19, 2025
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2 changes: 1 addition & 1 deletion examples/demo-cutest.jl
Original file line number Diff line number Diff line change
Expand Up @@ -43,4 +43,4 @@ callback =
stats = AL(nlp, h, atol = 1e-6, verbose = 1, callback = callback)
print(stats)

finalize(nlp)
finalize(nlp)
2 changes: 1 addition & 1 deletion src/AL_alg.jl
Original file line number Diff line number Diff line change
Expand Up @@ -383,4 +383,4 @@ project_y!(nlp::AugLagModel) = project_y!(nlp::AugLagModel, -1e20, 1e20)
function project_y!(nlp::AugLagModel, ymin::V, ymax::V) where {V}
nlp.y .= max.(ymin, min.(nlp.y, ymax))
nlp.μc_y .= nlp.μ .* nlp.cx .- nlp.y
end
end
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