JuliaNLSolvers / Optim.jl

Optimization functions for Julia
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IPNewton() sparsity support #977

Open schrimpf opened 2 years ago

schrimpf commented 2 years ago

This makes IPNewton() compatible with alternate types (e.g. sparse) of Hessians and Jacobians. It addresses one part of #609

This is a work in progress. Some remaining issues:

pkofod commented 2 years ago

Appreciate it! Let me know when it's ready for review.

codecov[bot] commented 2 years ago

Codecov Report

Merging #977 (24a38a8) into master (cdebfca) will increase coverage by 1.31%. The diff coverage is 88.88%.

:exclamation: Current head 24a38a8 differs from pull request most recent head f5835da. Consider uploading reports for the commit f5835da to get more accurate results

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #977      +/-   ##
==========================================
+ Coverage   83.92%   85.23%   +1.31%     
==========================================
  Files          42       42              
  Lines        3066     3184     +118     
==========================================
+ Hits         2573     2714     +141     
+ Misses        493      470      -23     
Impacted Files Coverage Δ
...tivariate/solvers/constrained/ipnewton/interior.jl 76.44% <0.00%> (-0.58%) :arrow_down:
...tivariate/solvers/constrained/ipnewton/ipnewton.jl 96.17% <87.50%> (-0.34%) :arrow_down:
...ariate/solvers/second_order/newton_trust_region.jl 97.07% <100.00%> (+0.66%) :arrow_up:
src/types.jl 84.15% <100.00%> (+36.38%) :arrow_up:
src/multivariate/solvers/first_order/bfgs.jl 90.66% <0.00%> (-1.12%) :arrow_down:
src/univariate/printing.jl 17.64% <0.00%> (-1.11%) :arrow_down:
src/multivariate/optimize/interface.jl 81.13% <0.00%> (-0.60%) :arrow_down:
...c/multivariate/solvers/zeroth_order/nelder_mead.jl 84.84% <0.00%> (-0.51%) :arrow_down:
src/multivariate/solvers/constrained/fminbox.jl 79.25% <0.00%> (-0.08%) :arrow_down:
... and 17 more

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Vaibhavdixit02 commented 2 years ago

@schrimpf do you plan to continue this?