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TrustRegion bugs #210

Merged
merged 23 commits into from
Sep 29, 2023
Merged

TrustRegion bugs #210

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081f3b1
fix incorrect gradient and Gauss-Newton Hessian proxy
FHoltorf Sep 14, 2023
f20e897
fix Cauchy point calculation in dogleg step
FHoltorf Sep 14, 2023
6f3556e
expose quadratic form structure explicitly
FHoltorf Sep 14, 2023
146dec9
add NLsolve trust region updating scheme and change GN step to -J\fu …
FHoltorf Sep 14, 2023
884aafc
add Nocedal and Wright trust region updating scheme
FHoltorf Sep 14, 2023
094eb34
add meaningful description for NLsolve and NW trust region updating s…
FHoltorf Sep 25, 2023
0e99655
cache memory for cauchy step to enable non-allocating code
FHoltorf Sep 25, 2023
439415b
parameter types should not be converted to eltype(u). For now, defaul…
FHoltorf Sep 26, 2023
0ba652b
finish rebase to master
FHoltorf Sep 26, 2023
6f7ef29
introduce better variable names (and also ones that are more consiste…
FHoltorf Sep 26, 2023
79ab992
fix consistency test
FHoltorf Sep 26, 2023
b749501
fix oop perform step and Fan scheme initialization
FHoltorf Sep 26, 2023
21d246d
improve comment
FHoltorf Sep 26, 2023
177def2
use less conservative step acceptance policy
FHoltorf Sep 26, 2023
0190764
choose Float64 as default type for trust region adaptation parameters…
FHoltorf Sep 26, 2023
5f298e3
hardcode NLsolve parameters
FHoltorf Sep 26, 2023
b2b5d89
add NLsolve-like trust region initialization
FHoltorf Sep 27, 2023
f67ced5
avoid recomputation of GN step if TR step was rejected. Faster and av…
FHoltorf Sep 27, 2023
34821e5
run SciML formatter
FHoltorf Sep 27, 2023
609f67c
rename NW -> NocedalWright
FHoltorf Sep 27, 2023
32cf735
convergence check for NocedalWright
FHoltorf Sep 27, 2023
e77fa76
test new trust region schemes
FHoltorf Sep 27, 2023
f5c66c4
run formatter
FHoltorf Sep 27, 2023
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