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default m_monotone to 6 in R2DH
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src/R2DH_alg.jl

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@@ -25,7 +25,7 @@ mutable struct R2DHSolver{
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m_fh_hist::V
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end
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function R2DHSolver(reg_nlp::AbstractRegularizedNLPModel{T, V}; m_monotone::Int = 1) where{T, V}
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function R2DHSolver(reg_nlp::AbstractRegularizedNLPModel{T, V}; m_monotone::Int = 6) where{T, V}
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x0 = reg_nlp.model.meta.x0
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l_bound = reg_nlp.model.meta.lvar
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u_bound = reg_nlp.model.meta.uvar
@@ -91,7 +91,7 @@ where φ(s ; xₖ) = f(xₖ) + ∇f(xₖ)ᵀs + ½ sᵀDₖs is a quadratic appr
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For advanced usage, first define a solver "R2DHSolver" to preallocate the memory used in the algorithm, and then call `solve!`:
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solver = R2DHSolver(reg_nlp; m_monotone = 1)
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solver = R2DHSolver(reg_nlp; m_monotone = 6)
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solve!(solver, reg_nlp)
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stats = RegularizedExecutionStats(reg_nlp)
@@ -116,7 +116,7 @@ For advanced usage, first define a solver "R2DHSolver" to preallocate the memory
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- `ν::T = eps(T)^(1 / 5)`: multiplicative inverse of the regularization parameter: ν = 1/σ;
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- `γ::T = T(3)`: regularization parameter multiplier, σ := σ/γ when the iteration is very successful and σ := σγ when the iteration is unsuccessful.
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- `θ::T = eps(T)^(1/5)`: is the model decrease fraction with respect to the decrease of the Cauchy model.
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- `m_monotone::Int = 1`: monotoneness parameter. By default, R2DH is monotone but the non-monotone variant can be used with `m_monotone > 1`
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- `m_monotone::Int = 6`: monotoneness parameter. By default, R2DH is non-monotone but the monotone variant can be used with `m_monotone = 1`
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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.
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