Skip to content

Conversation

@geoffroyleconte
Copy link
Member

@geoffroyleconte geoffroyleconte commented Mar 15, 2024

This PR is not finished, please do not merge.

A first implementation of RIPM and RIPMDH.

The values of the objective per iteration (or objective evaluation) are objdec = solver_out.solver_specific[:Fhist] + solver_out.solver_specific[:Hhist].

The benchmark plots are not working yet, because I would need to add to all solvers (TR, R2, TRDH) a list to indicate which iterations of the algorithm correspond to a gradient evaluation (not done in this PR) (because the gradient is not necessarly computed at every iteration).

To get the values of the objective per gradient evaluation, I could do objdec = unique!(solver_out.solver_specific[:Fhist] + solver_out.solver_specific[:Hhist]), but I'm not sure that this woud be 100% accurate for small variations between $x_k$ and $x_{k+1}$, or functions with constant gradients.

@dpo

@geoffroyleconte geoffroyleconte added the do not merge This PR is not yet ready label Mar 15, 2024
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

do not merge This PR is not yet ready

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant