Nonmonotone variant of linesearch methods #96

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Open

aldma wants to merge 6 commits into JuliaFirstOrder:master from aldma:nonmonotone-feat

Collaborator

aldma commented May 16, 2025 •

edited

Loading

This PR adds the possibility to run algorithms with a linesearch procedure in a nonmonotone variant. In particular,

this feature addresses algorithms such as PANOC, PANOCplus, ZeroFPR and DRLS;
a kwarg monotonicity is added to control the level of monotonicity required, with 0 < monotonicity <= 1;
the default monotonicity = 1 coincides with the current implementation (monotone descent);
a scalar value merit is included in the state, monitoring progress instead of objective or envelope values.

aldma added 6 commits

May 14, 2025 22:18


          nonmonotone PANOCplus

1d047e4


          nonmonotone DRLS

95e89b7


          fix PANOCplus merit update

2820f45


          nonmonotone ZeroFPR

e3308ce


          nonmonotone PANOC

e6aa0c3


          less storing, more consistent names

aldma requested a review from lostella

May 18, 2025 05:54

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet