Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add apply_step! option for Newton method #284

Open
wants to merge 2 commits into
base: master
Choose a base branch
from

Commits on Aug 3, 2023

  1. Add a project_region! option for Newton method

    If using `method=:newton` with `linesearch=LineSearches.Static()` (the default linesearch), an additional argument
    `project_region!` (default value `(x)->(nothing)`) can be used to define a function to modify the proposed new
    `x` value after each Newton iteration.
    
    For example, `project_region! = (x) -> (x .= max.(x, 1e-80))` will enforce a constraint `x[i] >= 1e-80`.
    sjdaines committed Aug 3, 2023
    Configuration menu
    Copy the full SHA
    64741d9 View commit details
    Browse the repository at this point in the history

Commits on Oct 11, 2023

  1. Generalize project_region! to apply_step!

    If `method = :newton` and `linesearch=LineSearches.Static()` (the default),
    an additional argument `apply_step!` (default value `(x, x_old, newton_step)->(x .= x_old .+ newton_step)`)
    can be used to define a function to modify the proposed new `x` value after the Newton iteration.
    eg
        `apply_step! = (x, x_old, newton_step)->(x .= x_old .+ newton_step; x .= max.(x, 1e-80))`
    will enforce a constraint `x[i] >= 1e-80`.
    sjdaines committed Oct 11, 2023
    Configuration menu
    Copy the full SHA
    c3a182c View commit details
    Browse the repository at this point in the history