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Line-search solver for Armijo-Goldstein conditions #213

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merged 18 commits into from
Apr 20, 2024

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d-monnet
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Add a line-search solver for the Armijo-Goldstein conditions.
This is a direct implementation (M=0, no incumbent memory) of the method proposed in:
Cartis, C., Sampaio, P.R., Toint, P.L.: Worst-case evaluation complexity of non-monotone gradient-related algorithms for unconstrained optimization. Optimization 64(5), 1349–1361 (2015).

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codecov bot commented Mar 12, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 98.14%. Comparing base (e14901a) to head (fb73995).
Report is 4 commits behind head on main.

❗ Current head fb73995 differs from pull request most recent head 46a957b. Consider uploading reports for the commit 46a957b to get more accurate results

Additional details and impacted files
@@            Coverage Diff             @@
##             main     #213      +/-   ##
==========================================
+ Coverage   97.75%   98.14%   +0.38%     
==========================================
  Files           8        9       +1     
  Lines         223      269      +46     
==========================================
+ Hits          218      264      +46     
  Misses          5        5              

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Package name latest stable
DCISolver.jl
JSOSolvers.jl
Percival.jl

@d-monnet d-monnet changed the title Line-search solver for Armijo-Goldstein conditions. Line-search solver for Armijo-Goldstein conditions Mar 12, 2024
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I will modify/add tests to have a full coverage of armijo_goldstein.

@d-monnet d-monnet requested review from dpo and tmigot March 12, 2024 01:15
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A few quick initial comments. I didn't check the algorithm itself.

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Package name latest stable
DCISolver.jl
JSOSolvers.jl
Percival.jl

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Package name latest stable
DCISolver.jl
JSOSolvers.jl
Percival.jl

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Package name latest stable
DCISolver.jl
JSOSolvers.jl
Percival.jl

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Package name latest stable
DCISolver.jl
JSOSolvers.jl
Percival.jl

@tmigot tmigot linked an issue Mar 13, 2024 that may be closed by this pull request
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Thanks @d-monnet for the suggestion. I made comments.

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Package name latest stable
DCISolver.jl
JSOSolvers.jl
Percival.jl

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Package name latest stable
DCISolver.jl
JSOSolvers.jl
Percival.jl

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Package name latest stable
DCISolver.jl
JSOSolvers.jl
Percival.jl

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Package name latest stable
DCISolver.jl
JSOSolvers.jl
Percival.jl

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Package name latest stable
DCISolver.jl
JSOSolvers.jl
Percival.jl

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Package name latest stable
DCISolver.jl
JSOSolvers.jl
Percival.jl

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Package name latest stable
DCISolver.jl
JSOSolvers.jl
Percival.jl

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LGTM, thanks

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Package name latest stable
DCISolver.jl
JSOSolvers.jl
Percival.jl

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d-monnet and others added 2 commits April 16, 2024 17:40
update docstring

Co-authored-by: Dominique <[email protected]>
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Package name latest stable
DCISolver.jl
JSOSolvers.jl
Percival.jl

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Package name latest stable
DCISolver.jl
JSOSolvers.jl
Percival.jl

d-monnet and others added 2 commits April 17, 2024 16:55
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Package name latest stable
DCISolver.jl
JSOSolvers.jl
Percival.jl

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Package name latest stable
DCISolver.jl
JSOSolvers.jl
Percival.jl

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Thank you!

@dpo dpo merged commit e7d949a into JuliaSmoothOptimizers:main Apr 20, 2024
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add Goldstein-Armijo line-search solver
3 participants