You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
Copy file name to clipboardExpand all lines: src/R2N.jl
+3-7Lines changed: 3 additions & 7 deletions
Original file line number
Diff line number
Diff line change
@@ -138,7 +138,6 @@ For advanced usage, first define a solver "R2NSolver" to preallocate the memory
138
138
- `θ::T = 1/(1 + eps(T)^(1 / 5))`: is the model decrease fraction with respect to the decrease of the Cauchy model;
139
139
- `compute_opnorm::Bool = false`: whether the operator norm of Bₖ should be computed at each iteration. If false, a Rayleigh quotient is computed instead. The first option causes the solver to converge in fewer iterations but the computational cost per iteration is larger;
140
140
- `m_monotone::Int = 1`: monotonicity parameter. By default, R2N is monotone but the non-monotone variant will be used if `m_monotone > 1`;
141
-
- `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.
142
141
143
142
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.
0 commit comments