Skip to content

Conversation

@MaxenceGollier
Copy link
Collaborator

@dpo @MohamedLaghdafHABIBOULLAH
I think this solves #161.
I added a function that constructs a GenericExecutionStats on a RegularizedNLPModel.
solver_specific entries are added during the construction, this removes the allocation in solve! caused by adding an uninitialized solver_specific entry in stats.

Also, for type stability, I had to specify that solver_specific entries are the same type as the one added in this new constructor, else there are allocations as well. This might cause issues if used without care.

src/utils.jl Outdated
stats = GenericExecutionStats(reg_nlp.model, solver_specific = Dict{Symbol, T}())
set_solver_specific!(stats, :smooth_obj, T(Inf))
set_solver_specific!(stats, :nonsmooth_obj, T(Inf))
set_solver_specific!(stats, :xi, T(Inf))
Copy link
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Wouldn’t $\xi$ be in dual_feas?

Copy link
Collaborator Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

I don't see how $$\xi$$ is related with dual feasibility of the unconstrained problem but perhaps I am missing something ?

Copy link
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

By dual feasibility, we mean the gradient of the Lagrangian (for smooth problems). Here, the corresponding concept is $$\sqrt{\xi / \nu}$$.

@MaxenceGollier
Copy link
Collaborator Author

@dpo we should be good now I think.

@dpo dpo merged commit b9d5d56 into JuliaSmoothOptimizers:master Jan 15, 2025
14 of 15 checks passed
This was referenced Jan 16, 2025
@MaxenceGollier MaxenceGollier deleted the stats_allocation branch January 20, 2025 17:44
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

2 participants