solve allocation issue with keyword args for the subsolver while keeping it flexible

Author: MaxenceGollier

src/R2N.jl

@@ -27,6 +27,7 @@ mutable struct R2NSolver{
   subsolver::ST
   subpb::PB
   substats::GenericExecutionStats{T, V, V, T}
+  subkwargs::Dict{Symbol, Real}
 end
 
 function R2NSolver(
@@ -70,6 +71,7 @@ function R2NSolver(
   subpb = RegularizedNLPModel(sub_nlp, ψ)
   substats = RegularizedExecutionStats(subpb)
   subsolver = subsolver(subpb)
+  subkwargs = Dict{Symbol, Real}()
 
   return R2NSolver{T, typeof(ψ), V, typeof(subsolver), typeof(subpb)}(
     xk,
@@ -90,6 +92,7 @@ function R2NSolver(
     subsolver,
     subpb,
     substats,
+    subkwargs
   )
 end
 
@@ -136,6 +139,7 @@ For advanced usage, first define a solver "R2NSolver" to preallocate the memory
 - `η2::T = T(0.9)`: very successful iteration threshold;
 - `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;
+- `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;
 - `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;
 - `m_monotone::Int = 1`: monotonicity parameter. By default, R2N is monotone but the non-monotone variant will be used if `m_monotone > 1`;
 
@@ -219,6 +223,7 @@ function SolverCore.solve!(
   γ::T = T(3),
   β::T = 1 / eps(T),
   θ::T = 1/(1 + eps(T)^(1 / 5)),
+  sub_kwargs::Dict{Symbol, Real} = solver.subkwargs,
   compute_opnorm::Bool = false,
 ) where {T, V, G}
   reset!(stats)
@@ -362,10 +367,11 @@ function SolverCore.solve!(
     solver.subpb.model.σ = σk
     isa(solver.subsolver, R2DHSolver) && (solver.subsolver.D.d[1] = 1/ν₁)
     if isa(solver.subsolver, R2Solver) #FIXME
-      solve!(solver.subsolver, solver.subpb, solver.substats; x = s1, atol = sub_atol, ν = ν₁)
+      sub_kwargs[:ν] = ν₁
     else
-      solve!(solver.subsolver, solver.subpb, solver.substats; x = s1, atol = sub_atol, σk = σk)
+      sub_kwargs[:σk] = σk
     end
+    solve!(solver.subsolver, solver.subpb, solver.substats; x = s1, atol = sub_atol, sub_kwargs...)
 
 
     s .= solver.substats.solution