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Add neval_hprod incrementation #87

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Merged
merged 3 commits into from
Jan 10, 2023
Merged

Add neval_hprod incrementation #87

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136364f
add neval_hprod increment + test
Jan 5, 2023
6f7f523
Update test/nlp/quasi-newton.jl
paraynaud Jan 6, 2023
ee18570
pair neval_hprod(nlp) to nlp.op.nprod
Jan 10, 2023
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4 changes: 4 additions & 0 deletions src/quasi-newton.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -107,6 +107,7 @@ NLPModels.jac_nln_structure!(
# the following methods are affected by the Hessian approximation
NLPModels.hess_op(nlp::QuasiNewtonModel, x::AbstractVector; kwargs...) = nlp.op
NLPModels.hprod(nlp::QuasiNewtonModel, x::AbstractVector, v::AbstractVector; kwargs...) = nlp.op * v

function NLPModels.hprod!(
nlp::QuasiNewtonModel,
x::AbstractVector,
Expand All @@ -129,6 +130,9 @@ function NLPModels.hprod!(
return Hv
end

NLPModels.neval_hprod(nlp::LBFGSModel) = nlp.op.nprod
NLPModels.neval_hprod(nlp::LSR1Model) = nlp.op.nprod

function Base.push!(nlp::QuasiNewtonModel, args...)
push!(nlp.op, args...)
return nlp
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3 changes: 3 additions & 0 deletions test/nlp/quasi-newton.jl
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Expand Up @@ -37,6 +37,9 @@
@test obj(nlp, x) ≈ f(x)
@test grad(nlp, x) ≈ ∇f(x)
@test hprod(nlp, x, v) ≈ H(x) * v
@test neval_hprod(nlp.model) == 0
(QNM == LSR1Model) && (@test neval_hprod(nlp) == 2)
(QNM == LBFGSModel) && (@test neval_hprod(nlp) == 1)
@test cons(nlp, x) ≈ c(x)
@test jac(nlp, x) ≈ J(x)
@test jprod(nlp, x, v) ≈ J(x) * v
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