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Add option for strongly convex case to DRLS + other fixes #54

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merged 5 commits into from
Oct 24, 2021

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@lostella lostella commented Oct 23, 2021

  • Add options for step size selection in strongly convex cases
  • Add fallback nominal DRS step when line search fails

(See https://arxiv.org/abs/2005.10230)

Unrelated: relaxing LP test tolerances because it started failing on some platforms. This test should be de-randomized.

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codecov bot commented Oct 23, 2021

Codecov Report

Merging #54 (700fb13) into master (b89725b) will increase coverage by 0.24%.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #54      +/-   ##
==========================================
+ Coverage   88.40%   88.65%   +0.24%     
==========================================
  Files          20       20              
  Lines         802      802              
==========================================
+ Hits          709      711       +2     
+ Misses         93       91       -2     
Impacted Files Coverage Δ
src/algorithms/drls.jl 94.82% <100.00%> (+3.44%) ⬆️

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@lostella lostella changed the title Add option for strongly convex case to DRLS Add option for strongly convex case to DRLS, other fixes Oct 24, 2021
@lostella lostella changed the title Add option for strongly convex case to DRLS, other fixes Add option for strongly convex case to DRLS + other fixes Oct 24, 2021
@lostella lostella merged commit d3c4442 into JuliaFirstOrder:master Oct 24, 2021
@lostella lostella deleted the drls-strongly-convex-case branch October 24, 2021 08:13
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