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Adapted R2 optimality measure

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dpo commented Aug 31, 2023

@geoffroyleconte @MohamedLaghdafHABIBOULLAH Could you please look into this? I think we should do the same in all solvers.

@dpo dpo requested a review from geoffroyleconte August 31, 2023 18:17
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codecov bot commented Aug 31, 2023

Codecov Report

Patch coverage is 100.00% of modified lines.

Files Changed Coverage
src/R2_alg.jl 100.00%

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Here are the
demos-results

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geoffroyleconte commented Aug 31, 2023

I find that for my experiments, it is not very satisfying, especially for TR (maybe we would have to adjust the tolerances of the subsolver). This makes the stopping criteria more difficult to reach (but $\xi_1$ is smaller in the end). Also, there is the problem of the "noredTR" variant in TRDH, i'm not sure how we should deal with $\xi$ to terminate the algorithm in this case.

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dpo commented Sep 1, 2023

Let's not worry too much about "noredTR" because we don't have a convergence proof for it at this point.

@dpo dpo merged commit 4fd58bd into JuliaSmoothOptimizers:master Oct 4, 2023
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dpo commented Oct 4, 2023

Thank you!

@MaxenceGollier MaxenceGollier deleted the R2OptimalityMeasure branch June 1, 2024 07:44
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3 participants