Nonsmooth regularizers#22

Merged

lindonroberts merged 48 commits intomasterfrom

dev_regularized

Sep 11, 2024

Commits on Feb 9, 2022

Add author information to README.rst in the new branch
Yanjun Liu
committed

Commits on Feb 15, 2022

modify ctrsbox in trust_region.py (without test)
Yanjun Liu
committed
ctrsbox unconstrained tests pass!
Yanjun Liu
committed

Commits on Feb 16, 2022

modify model_value in util.py and test_util.py to include h
Yanjun Liu
committed
modify util.py
Yanjun Liu
committed
Fix bugs (miss xopt argument) in ctrsbox function; modify model_value in util.py. Tests of these two pass!
Yanjun Liu
committed

Commits on Feb 17, 2022

Add constrained tests for ctrsbox.py. Tests passed!
Yanjun Liu
committed

Commits on Feb 18, 2022

modify evaluate of objective function to include a regularisation term in util.py
Yanjun Liu
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fix the bug in __all__ in the util.py
Yanjun Liu
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modify controller.py based on changes in eval_least_squares_with_regularisation in util.py
Yanjun Liu
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modify model.py to include h
Yanjun Liu
committed

Commits on Feb 19, 2022

fix bugs in model.py and test_model.py to include h. All tests in test_model passed!
Yanjun Liu
committed
modify controller.py and fix some comments: f->objective
Yanjun Liu
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Commits on Feb 20, 2022

modify solver.py (without proper tests)
Yanjun Liu
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Commits on Feb 24, 2022

delete some completed TODOs and QUESTIONS
Yanjun Liu
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Commits on Feb 27, 2022

give explicit form of prox_uh in test_ctrsbox.py. Faster now!
Yanjun Liu
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delete argument maxhessian in ctrsbox
Yanjun Liu
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Commits on Mar 6, 2022

add origional tests for util.py. Both original and regularized tests pass!
Yanjun Liu
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original and regu tests for util.py all passed!
Yanjun Liu
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modifications according to changes of h=None in util.py
Yanjun Liu
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original and regu tests for model.py pass!
Yanjun Liu
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original and regu tests for trust_region.py pass!
Yanjun Liu
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Add h=None successfully! All tests including original and regu pass!
Yanjun Liu
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Speed problem when h != None. func_tol_tr < 1e-5 becomes slow. Force it to be max(, 1e-5) causes trust region increase problem (Exit flag=-2)
Yanjun Liu
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slow sfista using trival example ||x||_2 + ||x||_1
Yanjun Liu
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Commits on Apr 4, 2022

DFO-LS with regularisation passes all tests and works for simple example now!
Yanjun Liu
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Commits on Jun 22, 2022

add s-fista iterations to params.py, all tests passed!
Yanjun Liu
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Commits on Feb 23, 2023

generalised safety phase
Yanjun Liu
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Commits on Jul 20, 2023

update rule with rau, explicit smoothing para, fix bug in criticality measure
Yanjun Liu
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update print commands
Yanjun Liu
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fix H dimension
Yanjun Liu
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use expression of smooth para from proofs of sfista
Yanjun Liu
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Commits on Jul 21, 2023

sfista: pick best decrease so far
Yanjun Liu
committed

Commits on Aug 1, 2024

Brought branch up-to-date with master
lindonroberts
committed

Commits on Aug 14, 2024

Commits on Sep 11, 2024