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add step entry in RegularizedExecutionStats #179

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Merged
merged 4 commits into from
Apr 9, 2025
Merged

add step entry in RegularizedExecutionStats #179

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4bf87cb
add sigma entry in RegExecStats
MaxenceGollier Feb 23, 2025
bb04154
add radius in solver_specifics
MaxenceGollier Mar 3, 2025
6727f9c
add :sigma and :radius solver specific entries to LM,LMTR,R2DH,R2N,TR…
MaxenceGollier Mar 26, 2025
fd45839
Merge branch 'JuliaSmoothOptimizers:master' into StepRegExecutionStats
MaxenceGollier Apr 9, 2025
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1 change: 1 addition & 0 deletions src/LMTR_alg.jl
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Expand Up @@ -296,6 +296,7 @@ function LMTR(
set_residuals!(stats, zero(eltype(xk)), ξ1 ≥ 0 ? sqrt(ξ1) : ξ1)
set_iter!(stats, k)
set_time!(stats, elapsed_time)
set_solver_specific!(stats, :radius, Δk)
set_solver_specific!(stats, :Fhist, Fobj_hist[1:k])
set_solver_specific!(stats, :Hhist, Hobj_hist[1:k])
set_solver_specific!(stats, :NonSmooth, h)
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1 change: 1 addition & 0 deletions src/LM_alg.jl
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Expand Up @@ -290,6 +290,7 @@ function LM(
set_residuals!(stats, zero(eltype(xk)), ξ1 ≥ 0 ? sqrt_ξ1_νInv : ξ1)
set_iter!(stats, k)
set_time!(stats, elapsed_time)
set_solver_specific!(stats, :sigma, σk)
set_solver_specific!(stats, :Fhist, Fobj_hist[1:k])
set_solver_specific!(stats, :Hhist, Hobj_hist[1:k])
set_solver_specific!(stats, :NonSmooth, h)
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2 changes: 2 additions & 0 deletions src/R2DH.jl
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Expand Up @@ -61,6 +61,7 @@ function R2DH(
set_residuals!(stats, zero(eltype(xk)), sqrt_ξ_νInv)
set_iter!(stats, k)
set_time!(stats, outdict[:elapsed_time])
set_solver_specific!(stats, :sigma, outdict[:sigma])
set_solver_specific!(stats, :Fhist, outdict[:Fhist])
set_solver_specific!(stats, :Hhist, outdict[:Hhist])
set_solver_specific!(stats, :Time_hist, outdict[:Time_hist])
Expand Down Expand Up @@ -313,6 +314,7 @@ function R2DH(
:hk => hk,
:sqrt_ξ_νInv => sqrt_ξ_νInv,
:elapsed_time => elapsed_time,
:sigma => σk
)

return xk, k, outdict
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1 change: 1 addition & 0 deletions src/R2N.jl
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Expand Up @@ -288,6 +288,7 @@ function R2N(
set_residuals!(stats, zero(eltype(xk)), sqrt_ξ1_νInv)
set_iter!(stats, k)
set_time!(stats, elapsed_time)
set_solver_specific!(stats, :sigma, σk)
set_solver_specific!(stats, :Fhist, Fobj_hist[1:k])
set_solver_specific!(stats, :Hhist, Hobj_hist[1:k])
set_solver_specific!(stats, :NonSmooth, h)
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2 changes: 2 additions & 0 deletions src/R2_alg.jl
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Expand Up @@ -410,6 +410,7 @@ function SolverCore.solve!(
set_objective!(stats, fk + hk)
set_solver_specific!(stats, :smooth_obj, fk)
set_solver_specific!(stats, :nonsmooth_obj, hk)
set_solver_specific!(stats, :sigma, σk)

φk(d) = dot(∇fk, d)
mk(d)::T = φk(d) + ψ(d)::T
Expand Down Expand Up @@ -498,6 +499,7 @@ function SolverCore.solve!(
set_objective!(stats, fk + hk)
set_solver_specific!(stats, :smooth_obj, fk)
set_solver_specific!(stats, :nonsmooth_obj, hk)
set_solver_specific!(stats, :sigma, σk)
set_iter!(stats, stats.iter + 1)
set_time!(stats, time() - start_time)

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2 changes: 2 additions & 0 deletions src/TRDH_alg.jl
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Expand Up @@ -75,6 +75,7 @@ function TRDH(
set_residuals!(stats, zero(eltype(xk)), sqrt_ξ_νInv)
set_iter!(stats, k)
set_time!(stats, outdict[:elapsed_time])
set_solver_specific!(stats, :radius, outdict[:radius])
set_solver_specific!(stats, :Fhist, outdict[:Fhist])
set_solver_specific!(stats, :Hhist, outdict[:Hhist])
set_solver_specific!(stats, :NonSmooth, outdict[:NonSmooth])
Expand Down Expand Up @@ -362,6 +363,7 @@ function TRDH(
:hk => hk,
:sqrt_ξ_νInv => sqrt_ξ_νInv,
:elapsed_time => elapsed_time,
:radius => Δk,
)

return xk, k, outdict
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1 change: 1 addition & 0 deletions src/TR_alg.jl
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Expand Up @@ -285,6 +285,7 @@ function TR(
set_residuals!(stats, zero(eltype(xk)), sqrt_ξ1_νInv)
set_iter!(stats, k)
set_time!(stats, elapsed_time)
set_solver_specific!(stats, :radius, Δk)
set_solver_specific!(stats, :Fhist, Fobj_hist[1:k])
set_solver_specific!(stats, :Hhist, Hobj_hist[1:k])
set_solver_specific!(stats, :NonSmooth, h)
Expand Down
2 changes: 2 additions & 0 deletions src/utils.jl
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Expand Up @@ -111,5 +111,7 @@ function RegularizedExecutionStats(reg_nlp::AbstractRegularizedNLPModel{T, V}) w
stats = GenericExecutionStats(reg_nlp.model, solver_specific = Dict{Symbol, T}())
set_solver_specific!(stats, :smooth_obj, T(Inf))
set_solver_specific!(stats, :nonsmooth_obj, T(Inf))
set_solver_specific!(stats, :sigma, T(Inf))
set_solver_specific!(stats, :radius, T(Inf))
return stats
end
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