Generalized Cauchy direction and box constraints#554
Generalized Cauchy direction and box constraints#554mateuszbaran wants to merge 134 commits intodev-0.6from
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I have also added a simple direction-based stepsize limiting that can be used in solvers that don't approximate the Hessian to limit the stepsize. |
kellertuer
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Here is a set of comments.
I think most of them are merely something to work though. The major points to check is
- What is a Finder? Is that the best name we can come up with?
- Why does a Finder store a manifold – the manifold should only be stored in the problem and otherwise passed down.
Probably a "subsolver" would be a better alternative to "finder", what do you think? I can easily remove manifold from |
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Ah it is a subsolver ;) I did not see that. To avoid that a user makes this mistake, the easiest is to not double information :) |
Co-authored-by: Ronny Bergmann <git@ronnybergmann.net>
…pply those suggestions from the browser interface)
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I think all my points are clarified by now. Thanks for the productive discussions.
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Since this will also be part of the next major version 0.6, I diverted the base branch (this merges into) already to |
# Conflicts: # Changelog.md # src/helpers/LineSearchesTypes.jl # src/plans/stepsize/linesearch.jl # src/plans/stepsize/stepsize.jl # src/plans/stopping_criterion.jl # test/plans/test_stepsize.jl # test/plans/test_stopping_criteria.jl # test/solvers/test_quasi_Newton.jl
…tyle and fix one further bug.
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This is a WIP PR that implements the GCP idea to L-BFGS and maybe some other solvers, so that they can be used in the presence of box constraints on the Euclidean part of the manifold. The constraints are handled similarly to L-BFGS-B (although not all Euclidean tricks are applied).
TODO:
The implementation was prepared in collaboration with @paprzybysz .