make LM a bit faster

Author: MohamedLaghdafHABIBOULLAH

paper/examples/Benchmark.jl

@@ -107,17 +107,17 @@ function run_r2n_svm!(model, x0; λ = 1.0, qn = :LBFGS, atol = 1e-3, rtol = 1e-3
     )
 end
 
-function run_LM_svm!(nls_model, x0; λ = 1.0, atol = 1e-3, rtol = 1e-3, verbose = 0)
+function run_LM_svm!(nls_model, x0; λ = 1.0, atol = 1e-3, rtol = 1e-3, verbose = 0, sub_kwargs = (;))
     reg_nls  = RegularizedNLSModel(nls_model, RootNormLhalf(λ))
     solver   = LMSolver(reg_nls)
     stats    = RegularizedExecutionStats(reg_nls)
     RegularizedOptimization.solve!(solver, reg_nls, stats;
-        x = x0, atol = atol, rtol = rtol, verbose = verbose)
+        x = x0, atol = atol, rtol = rtol, verbose = verbose, sub_kwargs = sub_kwargs)
     reset!(nls_model)  # Reset counters before timing
     reg_nls  = RegularizedNLSModel(nls_model, RootNormLhalf(λ))
     solver   = LMSolver(reg_nls)
     t = @elapsed RegularizedOptimization.solve!(solver, reg_nls, stats;
-        x = x0, atol = atol, rtol = rtol, verbose = verbose)
+        x = x0, atol = atol, rtol = rtol, verbose = verbose, sub_kwargs = sub_kwargs)
     return (
         name      = "LM (SVM)",
         status    = string(stats.status),
@@ -139,7 +139,7 @@ function bench_svm!(cfg = CFG)
     results = NamedTuple[]
     (:TR    in cfg.RUN_SOLVERS) && push!(results, run_tr_svm!(model, x0; λ = cfg.LAMBDA_L0, qn = cfg.QN_FOR_TR, atol = cfg.TOL, rtol = cfg.RTOL, verbose = cfg.VERBOSE_RO, sub_kwargs = cfg.SUB_KWARGS_R2N))
     (:R2N   in cfg.RUN_SOLVERS) && push!(results, run_r2n_svm!(model, x0; λ = cfg.LAMBDA_L0, qn = cfg.QN_FOR_R2N, atol = cfg.TOL, rtol = cfg.RTOL, verbose = cfg.VERBOSE_RO, sub_kwargs = cfg.SUB_KWARGS_R2N))
-    (:LM    in cfg.RUN_SOLVERS) && push!(results, run_LM_svm!(nls_train, x0; λ = cfg.LAMBDA_L0, atol = cfg.TOL, rtol = cfg.RTOL, verbose = cfg.VERBOSE_RO))
+    (:LM    in cfg.RUN_SOLVERS) && push!(results, run_LM_svm!(nls_train, x0; λ = cfg.LAMBDA_L0, atol = cfg.TOL, rtol = cfg.RTOL, verbose = cfg.VERBOSE_RO, sub_kwargs = cfg.SUB_KWARGS_R2N))
 
     # Print quick summary
     println("\n=== SVM: solver comparison ===")

paper/examples/Benchmark.tex

@@ -1,11 +1,11 @@
 \begin{tabular}{lcrrrrr}
   \hline
   \textbf{Method} & \textbf{Status} & \textbf{$t$($s$)} & \textbf{$\#f$} & \textbf{$\#\nabla f$} & \textbf{$\#prox$} & \textbf{Objective} \\\hline
-  TR (LSR1, SVM) & first\_order & 2.3656 & 347 & 291 & 4037 & 179.837 \\
-  R2N (LSR1, SVM) & first\_order & 0.9742 & 185 & 101 & 27932 & 192.493 \\
-  LM (SVM) & first\_order & 24.6641 & 6 & 9161 & 3644 & 202.731 \\
+  TR (LSR1, SVM) & first\_order & 3.4768 & 347 & 291 & 4037 & 179.837 \\
+  R2N (LSR1, SVM) & first\_order & 1.728 & 185 & 101 & 27932 & 192.493 \\
+  LM (SVM) & first\_order & 18.0861 & 6 & 2876 & 1001 & 201.186 \\
   \hline
-  TR (LBFGS, NNMF) & first\_order & 0.0542 & 42 & 40 & 3160 & 976.06 \\
-  R2N (LBFGS, NNMF) & first\_order & 0.2905 & 169 & 107 & 17789 & 411.727 \\
-  LM (NNMF) & first\_order & 0.2596 & 15 & 27703 & 12320 & 131.183 \\\hline
+  TR (LBFGS, NNMF) & first\_order & 0.1013 & 42 & 40 & 3160 & 976.06 \\
+  R2N (LBFGS, NNMF) & first\_order & 0.4974 & 169 & 107 & 17789 & 411.727 \\
+  LM (NNMF) & first\_order & 0.4654 & 15 & 27703 & 12320 & 131.183 \\\hline
 \end{tabular}