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src/LM_alg.jl

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -193,8 +193,8 @@ function LM(
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continue
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end
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196-
# subsolver_options.ϵa = k == 1 ? 1.0e-1 : max(ϵ_subsolver, min(1.0e-2, ξ1 / 10))
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subsolver_options.ϵa = k == 1 ? 1.0e-3 : min(sqrt_ξ1_νInv ^ (1.5) , sqrt_ξ1_νInv * 1e-3) # 1.0e-5 default
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# subsolver_options.ϵa = k == 1 ? 1.0e-1 : max(ϵ_subsolver, min(1.0e-2, ξ1 / 10))
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subsolver_options.ϵa = k == 1 ? 1.0e-3 : min(sqrt_ξ1_νInv^(1.5), sqrt_ξ1_νInv * 1e-3) # 1.0e-5 default
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subsolver_options.ν = ν
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subsolver_args = subsolver == R2DH ? (SpectralGradient(νInv, nls.meta.nvar),) : ()
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@debug "setting inner stopping tolerance to" subsolver_options.optTol

test/test_bounds.jl

Lines changed: 3 additions & 9 deletions
Original file line numberDiff line numberDiff line change
@@ -102,18 +102,12 @@ for (h, h_name) ∈ ((NormL0(λ), "l0"), (NormL1(λ), "l1"))
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end
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# LM with R2DH as subsolver
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for (h, h_name) ((NormL0(λ), "l0"), )
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for (h, h_name) ((NormL0(λ), "l0"),)
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@testset "bpdn-with-bounds-ls-LM-$(h_name)-R2DH" begin
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x0 = zeros(bpdn_nls2.meta.nvar)
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@test has_bounds(bpdn_nls2)
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LM_out = LM(
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bpdn_nls2,
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h,
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options,
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x0 = x0,
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subsolver = R2DH,
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subsolver_options = subsolver_options,
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)
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LM_out =
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LM(bpdn_nls2, h, options, x0 = x0, subsolver = R2DH, subsolver_options = subsolver_options)
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@test typeof(LM_out.solution) == typeof(bpdn_nls2.meta.x0)
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@test length(LM_out.solution) == bpdn_nls2.meta.nvar
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@test typeof(LM_out.solver_specific[:Fhist]) == typeof(LM_out.solution)

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