add sub_kwargs dict for R2N

Author: MaxenceGollier

src/R2N.jl

@@ -131,6 +131,7 @@ For advanced usage, first define a solver "R2NSolver" to preallocate the memory
 - `γ::T = T(3)`: regularization parameter multiplier, σ := σ/γ when the iteration is very successful and σ := σγ when the iteration is unsuccessful.
 - `θ::T = 1/(1 + eps(T)^(1 / 5))`: is the model decrease fraction with respect to the decrease of the Cauchy model. 
 - `m_monotone::Int = 1`: monotonicity parameter. By default, R2N is monotone but the non-monotone variant will be used if `m_monotone > 1`
+- `sub_kwargs::Dict{Symbol}`: a dictionary containing the keyword arguments to be sent to the subsolver. The solver will fail if invalid keyword arguments are provided to the subsolver.
 
 The algorithm stops either when `√(ξₖ/νₖ) < atol + rtol*√(ξ₀/ν₀) ` or `ξₖ < 0` and `√(-ξₖ/νₖ) < neg_tol` where ξₖ := f(xₖ) + h(xₖ) - φ(sₖ; xₖ) - ψ(sₖ; xₖ), and √(ξₖ/νₖ) is a stationarity measure.
 
@@ -164,6 +165,7 @@ function R2N(
   selected = pop!(kwargs_dict, :selected, 1:(nlp.meta.nvar))
   x0 = pop!(kwargs_dict, :x0, nlp.meta.x0)
   reg_nlp = RegularizedNLPModel(nlp, h, selected)
+  sub_kwargs = pop!(kwargs_dict, :sub_kwargs, Dict{Symbol, Any}())
   return R2N(
     reg_nlp,
     x = x0,
@@ -177,7 +179,8 @@ function R2N(
     η1 = options.η1,
     η2 = options.η2,
     ν = options.ν,
-    γ = options.γ;
+    γ = options.γ,
+    sub_kwargs = sub_kwargs;
     kwargs_dict...,
   )
 end
@@ -212,7 +215,7 @@ function SolverCore.solve!(
   γ::T = T(3),
   β::T = 1 / eps(T),
   θ::T = 1/(1 + eps(T)^(1 / 5)),
-  kwargs...,
+  sub_kwargs::Dict{Symbol} = Dict()
 ) where {T, V, G}
   reset!(stats)
 
@@ -351,15 +354,15 @@ function SolverCore.solve!(
 
     solver.subpb.model.σ = σk
     isa(solver.subsolver, R2DHSolver) && (solver.subsolver.D.d[1] = 1/ν₁)
-    ν_sub = isa(solver.subsolver, R2DHSolver) ? 1/σk : ν₁
+    sub_ν = isa(solver.subsolver, R2DHSolver) ? 1/σk : ν₁
     solve!(
       solver.subsolver,
       solver.subpb,
       solver.substats;
       x = s1,
       atol = sub_atol,
-      ν = ν_sub,
-      kwargs...,
+      ν = sub_ν,
+      sub_kwargs...,
     )
 
     s .= solver.substats.solution