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Allow lbfgs on auglag, expose more kwargs and fix max_eval #44

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merged 14 commits into from
Apr 12, 2021

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mohamed82008
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This PR does 3 things. Let me know if you prefer I split them.

  • By introducing the modifier kwarg, one can now pass a function that changes the augmented Lagrangian model to an LBFGS model
  • I exposed more kwargs from tron to percival to give more options to set.
  • I made sure max_eval referred to the total number of function evaluations not for each loop iteration. Let me know if you think a different kwarg would be better here.

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codecov bot commented Apr 2, 2021

Codecov Report

Merging #44 (6fe9d08) into master (2132510) will increase coverage by 0.20%.
The diff coverage is 100.00%.

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@@            Coverage Diff             @@
##           master      #44      +/-   ##
==========================================
+ Coverage   90.20%   90.41%   +0.20%     
==========================================
  Files           3        3              
  Lines         143      146       +3     
==========================================
+ Hits          129      132       +3     
  Misses         14       14              
Impacted Files Coverage Δ
src/method.jl 84.26% <100.00%> (+0.54%) ⬆️

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@abelsiqueira abelsiqueira left a comment

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Thanks for the PR. I suggested changes for the names:

  • modifier -> subproblem_modifier
  • tron_max_eval -> subsolver_max_eval
    And I'm thinking that maybe max_cgiter could be passed as a Dict subsolver_kwargs because its splats nicely and when/if we add new subsolvers, it won't need much change.

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mohamed82008 and others added 4 commits April 7, 2021 04:21
Co-authored-by: Abel Siqueira <nepper271@gmail.com>
Co-authored-by: Abel Siqueira <nepper271@gmail.com>
Co-authored-by: Abel Siqueira <nepper271@gmail.com>
Co-authored-by: Abel Siqueira <nepper271@gmail.com>
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Let me know when it's time for a new review with the "request re-review" button, please.

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Thanks

@abelsiqueira abelsiqueira merged commit 23713ed into JuliaSmoothOptimizers:master Apr 12, 2021
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2 participants