Allow initialization of y without cgls #42
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@@ Coverage Diff @@
## master #42 +/- ##
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Coverage 90.14% 90.14%
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Files 3 3
Lines 142 142
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Hits 128 128
Misses 14 14
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dpo
reviewed
Mar 21, 2021
| @@ -52,7 +52,7 @@ Implementation of an augmented Lagrangian method. The following keyword paramete | |||
| function percival(::Val{:equ}, nlp :: AbstractNLPModel; μ :: Real = eltype(nlp.meta.x0)(10.0), | |||
| max_iter :: Int = 1000, max_time :: Real = 30.0, max_eval :: Int=100000, | |||
| atol :: Real = 1e-8, rtol :: Real = 1e-8, ctol :: Real = 1e-8, | |||
| subsolver_logger :: AbstractLogger=NullLogger(), | |||
| subsolver_logger :: AbstractLogger=NullLogger(), inity = nothing, | |||
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Is inity supposed to be a vector here?
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inity should be added to the docstring above.
4 tasks
abelsiqueira
requested changes
Mar 21, 2021
| @@ -52,7 +52,7 @@ Implementation of an augmented Lagrangian method. The following keyword paramete | |||
| function percival(::Val{:equ}, nlp :: AbstractNLPModel; μ :: Real = eltype(nlp.meta.x0)(10.0), | |||
| max_iter :: Int = 1000, max_time :: Real = 30.0, max_eval :: Int=100000, | |||
| atol :: Real = 1e-8, rtol :: Real = 1e-8, ctol :: Real = 1e-8, | |||
| subsolver_logger :: AbstractLogger=NullLogger(), | |||
| subsolver_logger :: AbstractLogger=NullLogger(), inity = nothing, | |||
There was a problem hiding this comment.
inity should be added to the docstring above.
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Thank you. |
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cglsrequires both theJ vandJ' voperators. However, arguably the main benefit of the augmented Lagrangian algorithm is for problems where there exists an efficientJ' voperator. Often the opposite may not be true. From what I can tell,cglsis only used to initialize the duals so one can choose to initialize these manually instead to bypasscgls. This PR allows that.