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github-actions[bot]CompatHelper Juliatmigot
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CompatHelper: bump compat for ADNLPModels to 0.7 for package introduction-to-cannoles, (drop existing compat) (#130)
* CompatHelper: bump compat for ADNLPModels to 0.7 for package introduction-to-cannoles, (drop existing compat) * Update with new kwargs --------- Co-authored-by: CompatHelper Julia <[email protected]> Co-authored-by: tmigot <[email protected]>
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tutorials/introduction-to-cannoles/Project.toml

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CaNNOLeS = "5a1c9e79-9c58-5ec0-afc4-3298fdea2875"
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[compat]
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ADNLPModels = "0.6"
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ADNLPModels = "0.7"
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CaNNOLeS = "0.7"

tutorials/introduction-to-cannoles/index.jmd

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| Parameters | Type | Default | Description |
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| -------------------- | ------------- | ----------------- | -------------------------------------------------- |
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| rtol | AbstractFloat | `√eps(eltype(x))` | tolerance |
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| atol | AbstractFloat | `√eps(eltype(x))` | absolute tolerance |
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| rtol | AbstractFloat | `√eps(eltype(x))` | relative tolerance: the algorithm uses `ϵtol := atol + rtol * ‖∇F(x⁰)ᵀF(x⁰) - ∇c(x⁰)ᵀλ⁰‖` |
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| Fatol | AbstractFloat | `√eps(eltype(x))` | absolute tolerance on the residual |
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| Frtol | AbstractFloat | `√eps(eltype(x))` |relative tolerance on the residual, the algorithm stops when ‖F(xᵏ)‖ ≤ Fatol + Frtol * ‖F(x⁰)‖ and ‖c(xᵏ)‖∞ ≤ √ϵtol |
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| unbounded_threshold | AbstractFloat | `-1e5` | below this threshold the problem is unbounded |
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| max_f | Integer | `100000` | evaluation limit, e.g. `sum_counters(nls) > max_f` |
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| max_eval | Integer | `100000` | maximum number of evaluations computed by `neval_residual(nls) + neval_cons(nls)` |
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| max_iter | Integer | `-1` | maximum number of iterations |
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| max_time | AbstractFloat | `30.0` | maximum number of seconds |
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| max_inner | Integer | `10000` | maximum number of iterations |
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| max_inner | Integer | `10000` | maximum number of inner iterations (return stalled if this limit is reached) |
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| verbose | Integer | `0` | if > 0, display iteration details every `verbose` iteration |
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### Algorithmic parameters
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| Parameters | Type | Default | Description |
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| --------------------------- | -------------- | ------------------- | -------------------------------------------------- |
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| x | AbstractVector | `nls.meta.x0` | initial guess |
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| λ | AbstractVector | `eltype(x)[]` | initial guess for the Lagrange mutlipliers |
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| λ | AbstractVector | `nls.meta.y0` | initial guess for the Lagrange mutlipliers |
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| use_initial_multiplier | Bool | `false` | if `true` use `λ` for the initial stopping tests |
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| method | Symbol | `:Newton` | method to compute direction, `:Newton`, `:LM`, `:Newton_noFHess`, or `:Newton_vanishing` |
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| linsolve | Symbol | `:ma57` | solver use to compute the factorization: `:ma57`, `:ma97`, `:ldlfactorizations` |
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| verbose | Int | `0` | if > 0, display iteration details every `verbose` iteration |

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