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Description
MRE
using LinearAlgebra: length
using LinearAlgebra, Random
using ProximalOperators
using NLPModels
using NLPModelsModifiers, RegularizedProblems, RegularizedOptimization, SolverCore
Random.seed!(0)
compound = 1
bpdn, _, _ = bpdn_model(compound)
λ = norm(grad(bpdn, zeros(bpdn.meta.nvar)), Inf) / 10
h = NormL0(λ)
reg_nlp = RegularizedNLPModel(LBFGSModel(bpdn), h)
solver = R2NSolver(reg_nlp)
stats = RegularizedExecutionStats(reg_nlp)
solve!(solver, reg_nlp, stats, σk = 1.0, atol = 1e-6, rtol = 1e-6)
println(stats.solver_specific[:sigma_cauchy])
solve!(solver, reg_nlp, stats, σk = 1.0, atol = 1e-6, rtol = 1e-6)
println(stats.solver_specific[:sigma_cauchy])
results in
2.220069341990324
3.242917504053576
This is due to the v0 entry not being reset to its original value at the start.
MohamedLaghdafHABIBOULLAH
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