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CompatHelper: bump compat for ADNLPModels to 0.7 for package introduction-to-cannoles, (drop existing compat) #130

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Merged
merged 2 commits into from
Jul 24, 2023
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CompatHelper: bump compat for ADNLPModels to 0.7 for package introduction-to-cannoles, (drop existing compat) #130

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7aee99e
CompatHelper: bump compat for ADNLPModels to 0.7 for package introduc…
Jul 20, 2023
3281c33
Update with new kwargs
tmigot Jul 24, 2023
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2 changes: 1 addition & 1 deletion tutorials/introduction-to-cannoles/Project.toml
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Expand Up @@ -3,5 +3,5 @@ ADNLPModels = "54578032-b7ea-4c30-94aa-7cbd1cce6c9a"
CaNNOLeS = "5a1c9e79-9c58-5ec0-afc4-3298fdea2875"

[compat]
ADNLPModels = "0.6"
ADNLPModels = "0.7"
CaNNOLeS = "0.7"
14 changes: 10 additions & 4 deletions tutorials/introduction-to-cannoles/index.jmd
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Expand Up @@ -28,18 +28,24 @@ Find below a list of the main options of `cannoles`.

| Parameters | Type | Default | Description |
| -------------------- | ------------- | ----------------- | -------------------------------------------------- |
| rtol | AbstractFloat | `√eps(eltype(x))` | tolerance |
| atol | AbstractFloat | `√eps(eltype(x))` | absolute tolerance |
| rtol | AbstractFloat | `√eps(eltype(x))` | relative tolerance: the algorithm uses `ϵtol := atol + rtol * ‖∇F(x⁰)ᵀF(x⁰) - ∇c(x⁰)ᵀλ⁰‖` |
| Fatol | AbstractFloat | `√eps(eltype(x))` | absolute tolerance on the residual |
| Frtol | AbstractFloat | `√eps(eltype(x))` |relative tolerance on the residual, the algorithm stops when ‖F(xᵏ)‖ ≤ Fatol + Frtol * ‖F(x⁰)‖ and ‖c(xᵏ)‖∞ ≤ √ϵtol |
| unbounded_threshold | AbstractFloat | `-1e5` | below this threshold the problem is unbounded |
| max_f | Integer | `100000` | evaluation limit, e.g. `sum_counters(nls) > max_f` |
| max_eval | Integer | `100000` | maximum number of evaluations computed by `neval_residual(nls) + neval_cons(nls)` |
| max_iter | Integer | `-1` | maximum number of iterations |
| max_time | AbstractFloat | `30.0` | maximum number of seconds |
| max_inner | Integer | `10000` | maximum number of iterations |
| max_inner | Integer | `10000` | maximum number of inner iterations (return stalled if this limit is reached) |
| verbose | Integer | `0` | if > 0, display iteration details every `verbose` iteration |

### Algorithmic parameters

| Parameters | Type | Default | Description |
| --------------------------- | -------------- | ------------------- | -------------------------------------------------- |
| x | AbstractVector | `nls.meta.x0` | initial guess |
| λ | AbstractVector | `eltype(x)[]` | initial guess for the Lagrange mutlipliers |
| λ | AbstractVector | `nls.meta.y0` | initial guess for the Lagrange mutlipliers |
| use_initial_multiplier | Bool | `false` | if `true` use `λ` for the initial stopping tests |
| method | Symbol | `:Newton` | method to compute direction, `:Newton`, `:LM`, `:Newton_noFHess`, or `:Newton_vanishing` |
| linsolve | Symbol | `:ma57` | solver use to compute the factorization: `:ma57`, `:ma97`, `:ldlfactorizations` |
| verbose | Int | `0` | if > 0, display iteration details every `verbose` iteration |
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