Secant fix #495
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Secant fix #495
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dhendryc
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Sep 4, 2024
matbesancon
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Sep 9, 2024
* add Combinatorics test (#486) * Secant Method based line search strategy for self-concordant functions (#491) * initial check - in // secant-based line search for self-concordant functions * added secant test and added reset_state to prevent side effects with the gradient and the linesearch workspaces / happened with golden-ration with it * minor updat to example * minor fixes to line search (clean-up) and example * MAT in test deps * remove reversediff * added data * more tests * added doc string * added a larger portfolio example * line search docstring attached * adapted workspace to avoid overwritting the gradient * formatting * remove benchmarktools --------- Co-authored-by: Mathieu Besançon <mathieu.besancon@gmail.com> * Update Project.toml (#492) * added tullio * added tullio (#493) * Use the best value for phi. * Secant fix (#495) * added tullio * change order for secant * domain oracle * BPCG - Real dual gap in Post Processing (#498) * Report the real dual gap in the post processing. * Add a note to non montonocity of the dual gap. * Update README.md --------- Co-authored-by: Hendrych <dhendryc@mob-009366.zib.de> Co-authored-by: Mathieu Besançon <mathieu.besancon@gmail.com> * Update Project.toml (#499) * Optimal Design Problem Example (#494) * Optimal Design Problem example. * Wrap Secant linesearch in MonotonicGenericStep. * Set the correct Step type flag. * Use corrected Secant step size. Compare number of iterations. Secant should require less iterations. * Check only the iterations. --------- Co-authored-by: Hendrych <dhendryc@mob-009366.zib.de> * breaking changes for 0.4 (#484) * breaking change on step type (#483) * breaking change on step type * st to steptype_string * step type names * Update Project.toml * adapt log --------- Co-authored-by: dhendryc <92737336+dhendryc@users.noreply.github.com> * added secant workspace to track last gamma as start (#500) * dicg tracking * adapt to 04 --------- Co-authored-by: Sebastian Pokutta <23001135+pokutta@users.noreply.github.com> Co-authored-by: Hendrych <dhendryc@mob-009366.zib.de> Co-authored-by: Sébastien Designolle <55443987+sebastiendesignolle@users.noreply.github.com> Co-authored-by: dhendryc <92737336+dhendryc@users.noreply.github.com>
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