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OptimoJoe / Optizelle

Optizelle [op-tuh-zel] is an open source software library designed to solve general purpose nonlinear optimization problems.
www.optimojoe.com/products/optizelle
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Add unit test for MINRES where it uses only a rank-1 projection and we exit immediately #31

Closed josyoun closed 8 years ago

josyoun commented 9 years ago

Sometimes, such as when we have a rank-1 nullspace projection, the second Krylov vector lies in the nullspace of the preconditioner (projection). If we need to exit early, due to the trust-region radius being hit or due to a detected NaN, we don't have a search direction to fall back on in order to calculate our truncated solution. In this case, we can calculate our truncated solution based on our first Krylov vector, but we need special code to do so. We need a unit test to test this functionality.

josyoun commented 8 years ago

I remove the MINRES code with the new interior point stuff on commit 59b450472520365893c248dd31f9a0319a0ca36e, so this bug is deprecated.