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JuliaSmoothOptimizers / SolverTools.jl

Tools for developing nonlinear optimization solvers.
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Should TRON max_radius limit the maximum radius every turn? #185

Closed abelsiqueira closed 1 year ago

abelsiqueira commented 1 year ago

Relevant discussion: https://discourse.julialang.org/t/trust-region-constrained-optimization/93077/6

tmigot commented 1 year ago

That's a good question, actually it used in the initialization https://github.com/JuliaSmoothOptimizers/SolverTools.jl/blob/96b16a4b500dd15176ab766ca42c5f9fca5f3542/src/trust-region/tron-trust-region.jl#L31 but also in the update! https://github.com/JuliaSmoothOptimizers/SolverTools.jl/blob/96b16a4b500dd15176ab766ca42c5f9fca5f3542/src/trust-region/tron-trust-region.jl#L85 However, it is not used in this case where the radius increases: https://github.com/JuliaSmoothOptimizers/SolverTools.jl/blob/96b16a4b500dd15176ab766ca42c5f9fca5f3542/src/trust-region/tron-trust-region.jl#L83

It is used in the basic TrustRegion, so it should be added. We also miss more explicit docstrings for these functions.

abelsiqueira commented 1 year ago

I tend to agree with you. Maybe it's an oversight in the definition in the paper, or we copied it wrongly. Either way, I think it is valid to use it in update! always.

We also miss more explicit docstrings for these functions.

Yes. Unfortunately, SolverTools is in the lower layers of our investment, so it usually gets less attention.