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Merged
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Oct 1, 2025
Merged

Add computation function for bounds and initialize bounds #240

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15 changes: 3 additions & 12 deletions src/LMTR_alg.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -328,10 +328,7 @@ function SolverCore.solve!(
∆_effective = min(β * χ(s), Δk)

if has_bnds
@. l_bound_m_x = l_bound - xk
@. u_bound_m_x = u_bound - xk
@. l_bound_m_x .= max.(l_bound_m_x, -∆_effective)
@. u_bound_m_x .= min.(u_bound_m_x, ∆_effective)
update_bounds!(l_bound_m_x, u_bound_m_x, false, l_bound, u_bound, xk, ∆_effective)
set_bounds!(ψ, l_bound_m_x, u_bound_m_x)
set_bounds!(solver.subsolver.ψ, l_bound_m_x, u_bound_m_x)
else
Expand Down Expand Up @@ -399,10 +396,7 @@ function SolverCore.solve!(
if η1 ≤ ρk < Inf
xk .= xkn
if has_bnds
@. l_bound_m_x = l_bound - xk
@. u_bound_m_x = u_bound - xk
@. l_bound_m_x .= max.(l_bound_m_x, -Δk)
@. u_bound_m_x .= min.(u_bound_m_x, Δk)
update_bounds!(l_bound_m_x, u_bound_m_x, false, l_bound, u_bound, xk, Δk)
set_bounds!(ψ, l_bound_m_x, u_bound_m_x)
set_bounds!(solver.subsolver.ψ, l_bound_m_x, u_bound_m_x)
end
Expand Down Expand Up @@ -430,10 +424,7 @@ function SolverCore.solve!(
if ρk < η1 || ρk == Inf
Δk = Δk / 2
if has_bnds
@. l_bound_m_x = l_bound - xk
@. u_bound_m_x = u_bound - xk
@. l_bound_m_x .= max.(l_bound_m_x, -Δk)
@. u_bound_m_x .= min.(u_bound_m_x, Δk)
update_bounds!(l_bound_m_x, u_bound_m_x, false, l_bound, u_bound, xk, ∆k)
set_bounds!(ψ, l_bound_m_x, u_bound_m_x)
set_bounds!(solver.subsolver.ψ, l_bound_m_x, u_bound_m_x)
else
Expand Down
11 changes: 5 additions & 6 deletions src/LM_alg.jl
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Expand Up @@ -230,10 +230,10 @@ function SolverCore.solve!(
m_monotone = length(m_fh_hist) + 1

if has_bnds
l_bound = solver.l_bound
u_bound = solver.u_bound
l_bound_m_x = solver.l_bound_m_x
u_bound_m_x = solver.u_bound_m_x
l_bound, u_bound = solver.l_bound, solver.u_bound
l_bound_m_x, u_bound_m_x = solver.l_bound_m_x, solver.u_bound_m_x
update_bounds!(l_bound_m_x, u_bound_m_x, l_bound, u_bound, xk)
set_bounds!(ψ, l_bound_m_x, u_bound_m_x)
end

# initialize parameters
Expand Down Expand Up @@ -387,8 +387,7 @@ function SolverCore.solve!(
xk .= xkn

if has_bnds
@. l_bound_m_x = l_bound - xk
@. u_bound_m_x = u_bound - xk
update_bounds!(l_bound_m_x, u_bound_m_x, l_bound, u_bound, xk)
set_bounds!(ψ, l_bound_m_x, u_bound_m_x)
end

Expand Down
11 changes: 5 additions & 6 deletions src/R2DH.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -253,10 +253,10 @@ function SolverCore.solve!(
has_bnds = solver.has_bnds

if has_bnds
l_bound_m_x = solver.l_bound_m_x
u_bound_m_x = solver.u_bound_m_x
l_bound = solver.l_bound
u_bound = solver.u_bound
l_bound, u_bound = solver.l_bound, solver.u_bound
l_bound_m_x, u_bound_m_x = solver.l_bound_m_x, solver.u_bound_m_x
update_bounds!(l_bound_m_x, u_bound_m_x, l_bound, u_bound, xk)
set_bounds!(ψ, l_bound_m_x, u_bound_m_x)
end
m_monotone = length(m_fh_hist) + 1

Expand Down Expand Up @@ -388,8 +388,7 @@ function SolverCore.solve!(
if η1 ≤ ρk < Inf
xk .= xkn
if has_bnds
@. l_bound_m_x = l_bound - xk
@. u_bound_m_x = u_bound - xk
update_bounds!(l_bound_m_x, u_bound_m_x, l_bound, u_bound, xk)
set_bounds!(ψ, l_bound_m_x, u_bound_m_x)
end
fk = fkn
Expand Down
11 changes: 5 additions & 6 deletions src/R2N.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -243,10 +243,10 @@ function SolverCore.solve!(
has_bnds = solver.has_bnds

if has_bnds
l_bound_m_x = solver.l_bound_m_x
u_bound_m_x = solver.u_bound_m_x
l_bound = solver.l_bound
u_bound = solver.u_bound
l_bound, u_bound = solver.l_bound, solver.u_bound
l_bound_m_x, u_bound_m_x = solver.l_bound_m_x, solver.u_bound_m_x
update_bounds!(l_bound_m_x, u_bound_m_x, l_bound, u_bound, xk)
set_bounds!(ψ, l_bound_m_x, u_bound_m_x)
end
m_monotone = length(m_fh_hist) + 1

Expand Down Expand Up @@ -430,8 +430,7 @@ function SolverCore.solve!(
if η1 ≤ ρk < Inf
xk .= xkn
if has_bnds
@. l_bound_m_x = l_bound - xk
@. u_bound_m_x = u_bound - xk
update_bounds!(l_bound_m_x, u_bound_m_x, l_bound, u_bound, xk)
set_bounds!(ψ, l_bound_m_x, u_bound_m_x)
end
#update functions
Expand Down
11 changes: 5 additions & 6 deletions src/R2_alg.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -343,10 +343,10 @@ function SolverCore.solve!(
s = solver.s
has_bnds = solver.has_bnds
if has_bnds
l_bound = solver.l_bound
u_bound = solver.u_bound
l_bound_m_x = solver.l_bound_m_x
u_bound_m_x = solver.u_bound_m_x
l_bound, u_bound = solver.l_bound, solver.u_bound
l_bound_m_x, u_bound_m_x = solver.l_bound_m_x, solver.u_bound_m_x
update_bounds!(l_bound_m_x, u_bound_m_x, l_bound, u_bound, xk)
set_bounds!(ψ, l_bound_m_x, u_bound_m_x)
end

# initialize parameters
Expand Down Expand Up @@ -462,8 +462,7 @@ function SolverCore.solve!(
if η1 ≤ ρk < Inf
xk .= xkn
if has_bnds
@. l_bound_m_x = l_bound - xk
@. u_bound_m_x = u_bound - xk
update_bounds!(l_bound_m_x, u_bound_m_x, l_bound, u_bound, xk)
set_bounds!(ψ, l_bound_m_x, u_bound_m_x)
end
fk = fkn
Expand Down
11 changes: 0 additions & 11 deletions src/RegularizedOptimization.jl
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Expand Up @@ -34,17 +34,6 @@ Notably, you can access, and modify, the following:
- `stats.elapsed_time`: elapsed time in seconds.
"

# update l_bound_k and u_bound_k
function update_bounds!(l_bound_k, u_bound_k, is_subsolver, l_bound, u_bound, xk, Δ)
if is_subsolver
@. l_bound_k = max(xk - Δ, l_bound)
@. u_bound_k = min(xk + Δ, u_bound)
else
@. l_bound_k = max(-Δ, l_bound - xk)
@. u_bound_k = min(Δ, u_bound - xk)
end
end

include("utils.jl")
include("input_struct.jl")
include("TR_alg.jl")
Expand Down
23 changes: 11 additions & 12 deletions src/TRDH_alg.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -265,11 +265,17 @@ function SolverCore.solve!(
χ = solver.χ
has_bnds = solver.has_bnds

is_subsolver = h isa ShiftedProximableFunction # case TRDH is used as a subsolver

if has_bnds
l_bound_m_x = solver.l_bound_m_x
u_bound_m_x = solver.u_bound_m_x
l_bound = solver.l_bound
u_bound = solver.u_bound
l_bound_m_x, u_bound_m_x = solver.l_bound_m_x, solver.u_bound_m_x
l_bound, u_bound = solver.l_bound, solver.u_bound
if is_subsolver
l_bound .= ψ.l
u_bound .= ψ.u
end
update_bounds!(l_bound_m_x, u_bound_m_x, is_subsolver, l_bound, u_bound, xk, Δk)
set_bounds!(ψ, l_bound_m_x, u_bound_m_x)
end

# initialize parameters
Expand All @@ -286,13 +292,6 @@ function SolverCore.solve!(
improper == true && @warn "TRDH: Improper term detected"
improper == true && return stats

is_subsolver = h isa ShiftedProximableFunction # case TRDH is used as a subsolver

if is_subsolver
l_bound .= ψ.l
u_bound .= ψ.u
end

if verbose > 0
@info log_header(
[:iter, :fx, :hx, :xi, :ρ, :Δ, :normx, :norms, :normD, :arrow],
Expand Down Expand Up @@ -439,7 +438,7 @@ function SolverCore.solve!(
xk .= xkn
if has_bnds
update_bounds!(l_bound_m_x, u_bound_m_x, is_subsolver, l_bound, u_bound, xk, Δk)
has_bnds && set_bounds!(ψ, l_bound_m_x, u_bound_m_x)
set_bounds!(ψ, l_bound_m_x, u_bound_m_x)
end
fk = fkn
hk = hkn
Expand Down
15 changes: 15 additions & 0 deletions src/utils.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -155,3 +155,18 @@ function get_status(
:unknown
end
end

function update_bounds!(l_bound_m_x::V, u_bound_m_x::V, l_bound::V, u_bound::V, xk::V,) where {V <: AbstractVector}
@. l_bound_m_x = l_bound - xk
@. u_bound_m_x = u_bound - xk
end

function update_bounds!(l_bound_m_x::V, u_bound_m_x::V, is_subsolver::Bool, l_bound::V, u_bound::V, xk::V, Δ::T) where {T <: Real, V <: AbstractVector{T}}
if is_subsolver
@. l_bound_m_x = max(xk - Δ, l_bound)
@. u_bound_m_x = min(xk + Δ, u_bound)
else
@. l_bound_m_x = max(-Δ, l_bound - xk)
@. u_bound_m_x = min(Δ, u_bound - xk)
end
end
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