Ideas to make ProximalProjection
more robust
#802
Labels
enhancement
General label for enhancement. Please also tag with "Speed", "Interface", "Functionality", etc
robustness
Make the code more robust
speed
New feature or request to make the code faster
Right now we still have cases where the proximal optimizer keeps trying smaller and smaller steps until eventually it quits saying
Warning: A bad approximation caused failure to predict improvement.
This seems to be due to inconsistent linearizations or a possibly instability, where small changes in the boundary (the
x
variable the optimizer sees) lead to large changes in the volume (thef
values the optimizer sees).Some possible ideas to make this better:
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