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add R2N with inexact prox computation #202

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nathanemac wants to merge 56 commits into from
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add R2N with inexact prox computation #202

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55c3e32
m-monotone, non-allocating R2N
MaxenceGollier Dec 25, 2024
9185a59
m-monotone, non-allocating R2DH
MaxenceGollier Dec 28, 2024
b14400f
minor fixes in R2N
MaxenceGollier Dec 28, 2024
36a0cca
add tests for R2N,R2DH
MaxenceGollier Dec 28, 2024
199cae9
add test for whether the model gives -Inf in R2DH + Todos
MaxenceGollier Dec 28, 2024
d879e31
allow for keyword args in wrappedallocs macro
MaxenceGollier Dec 30, 2024
3b61a4e
remove allocations in R2DH
MaxenceGollier Dec 31, 2024
ba45faa
add R2DH documentation
MaxenceGollier Dec 31, 2024
82b4422
minor updates for R2DH
MaxenceGollier Jan 4, 2025
c980afb
significantly reduce allocations in R2N - down to 8.32Ko
MaxenceGollier Jan 5, 2025
cd1dce3
resolve allocation for R2N
MaxenceGollier Jan 7, 2025
0089746
fix few errors in R2N
MaxenceGollier Jan 7, 2025
8b2e32c
add doc for R2NModel
MaxenceGollier Jan 7, 2025
f048317
update R2DH initialization when called with R2N
MaxenceGollier Jan 8, 2025
2ee570b
fix rebase issues
MaxenceGollier Jan 20, 2025
0fa84c2
solve R2DH signature, allow for AbstractNLPModel
MaxenceGollier Jan 20, 2025
c924a1c
solve verbose bug in R2DH
MaxenceGollier Jan 20, 2025
99bfbd9
Resolve verbose bug in R2N
MaxenceGollier Jan 20, 2025
4d8db19
default m_monotone to 6 in R2DH
MaxenceGollier Jan 20, 2025
8d85a76
solve m-monotoneness issues - R2N w R2DH give the same result now
MaxenceGollier Jan 20, 2025
733df89
force m_monotone = 6 as default for R2DH
MaxenceGollier Jan 20, 2025
41d28c3
add nu_sub variable for R2N
MaxenceGollier Jan 20, 2025
ba7ad32
replace *_alg.jl
MaxenceGollier Jan 21, 2025
cdd0d47
Apply suggestions from code review
MaxenceGollier Feb 9, 2025
306e883
apply suggestions in R2N & R2DH
MaxenceGollier Feb 9, 2025
aaeecb3
apply suggestions in R2NModel
MaxenceGollier Feb 9, 2025
6cf8cc0
change theta for better readibility
MaxenceGollier Feb 12, 2025
9098f75
add improper check and return in R2N & R2DH
MaxenceGollier Feb 12, 2025
515cd08
remove R2N alloc test - add FIXME
MaxenceGollier Feb 12, 2025
e2dc0b3
remove mks == -infty test in R2DH
MaxenceGollier Feb 12, 2025
db770d6
Remove dead comments in R2DH
MaxenceGollier Feb 20, 2025
fb850dc
revert changes to LM & LMTR, revert theta default value
MaxenceGollier Feb 24, 2025
11a0180
fix comment indentation
MaxenceGollier Feb 24, 2025
c58e7b4
fix type instability in R2NSolver constructor
MaxenceGollier Feb 24, 2025
9e0f1d5
revert type instability changes in R2N
MaxenceGollier Feb 24, 2025
354d557
Apply suggestions from code review
MaxenceGollier Mar 3, 2025
6671aed
add opnorm with arpack for R2N
MaxenceGollier Mar 3, 2025
af65c89
add R2DH function for first order models
MaxenceGollier Mar 5, 2025
b04251b
Merge branch 'JuliaSmoothOptimizers:master' into R2N-JSOnonalloc
MaxenceGollier Mar 6, 2025
30f8e2e
remove manifest
MaxenceGollier Mar 6, 2025
3c9c15a
first commit to branch, trying to make iR2 non alloc
nathanemac Mar 19, 2025
e9c91d8
making progress
nathanemac Mar 20, 2025
b957314
iR2 non-alloc (except line to update context.shift)
nathanemac Mar 20, 2025
ed5fbdd
now iR2 is clean with separate structs for prox, working on allocs
nathanemac Mar 24, 2025
e745780
add capability to evaluate prox! at iter 0 if h=inf
nathanemac Mar 24, 2025
7e7ccf5
iR2/iR2N are now non allocating.
nathanemac Mar 27, 2025
c651912
small changes to iR2/iR2N, both non allocating
nathanemac Mar 31, 2025
3eb1ea1
use hk in stats and remove allocs from push
nathanemac Apr 4, 2025
a194845
pure iR2N non allocating
nathanemac Apr 4, 2025
4592de5
small changes. trying to make ProxTV non allocating
nathanemac Apr 9, 2025
3b043a2
track-alloc = 0 for ir2 and ir2n, both can take exact prox now
nathanemac Apr 10, 2025
767c48a
bump LinearOperators to v2.10.0
nathanemac Apr 10, 2025
a824669
major changes
nathanemac May 11, 2025
af49a21
re-add ir2n, deleted by mistake
nathanemac May 11, 2025
5a0c450
small changes
nathanemac Aug 14, 2025
1b7d248
PUSH BEFORE IMPLEMENTING INEXACT F & G HANDLING
nathanemac Aug 15, 2025
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890 changes: 890 additions & 0 deletions Manifest.toml
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9 changes: 6 additions & 3 deletions Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -4,34 +4,37 @@ author = ["Robert Baraldi <[email protected]> and Dominique Orban <dominique.orban
version = "0.1.0"

[deps]
Arpack = "7d9fca2a-8960-54d3-9f78-7d1dccf2cb97"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
LinearOperators = "5c8ed15e-5a4c-59e4-a42b-c7e8811fb125"
Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
NLPModels = "a4795742-8479-5a88-8948-cc11e1c8c1a6"
NLPModelsModifiers = "e01155f1-5c6f-4375-a9d8-616dd036575f"
Percival = "01435c0c-c90d-11e9-3788-63660f8fbccc"
Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
ProxTV = "925ea013-038b-5ab6-a1ab-e0849925e528"
ProximalOperators = "a725b495-10eb-56fe-b38b-717eba820537"
RegularizedProblems = "ea076b23-609f-44d2-bb12-a4ae45328278"
ShiftedProximalOperators = "d4fd37fa-580c-4e43-9b30-361c21aae263"
SolverCore = "ff4d7338-4cf1-434d-91df-b86cb86fb843"
Arpack = "7d9fca2a-8960-54d3-9f78-7d1dccf2cb97"

[compat]
LinearOperators = "2.9"
Arpack = "0.5"
LinearOperators = "2.10.0"
NLPModels = "0.19, 0.20"
NLPModelsModifiers = "0.7"
Percival = "0.7.2"
ProxTV = "1.2.0"
ProximalOperators = "0.15"
RegularizedProblems = "0.1.1"
ShiftedProximalOperators = "0.2"
SolverCore = "0.3.0"
Arpack = "0.5"
julia = "^1.6.0"

[extras]
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
RegularizedProblems = "ea076b23-609f-44d2-bb12-a4ae45328278"
ProxTV = "925ea013-038b-5ab6-a1ab-e0849925e528"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
TestSetExtensions = "98d24dd4-01ad-11ea-1b02-c9a08f80db04"

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