Skip to content
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.

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

Add test cases, disable flatness check in HZ #180

Draft
wants to merge 9 commits into
base: master
Choose a base branch
from
Draft

Commits on Oct 22, 2024

  1. Configuration menu
    Copy the full SHA
    ba7217c View commit details
    Browse the repository at this point in the history
  2. Add an attempted flatness-convergence test

    The flatness check in HagerZhang was intended to prevent excessive
    iteration in cases where the objective function is flat to within
    numerical precision. This test is a poor attempt at capturing the issue.
    HZ takes more iterations than any other linesearch algorithm, but it's
    still a far cry from real-world cases I've seen where the linesearch
    exits from the iteration limit.
    timholy committed Oct 22, 2024
    Configuration menu
    Copy the full SHA
    71b72e1 View commit details
    Browse the repository at this point in the history
  3. Disable the flatness check in HZ

    This may cause problems of its own, but for the time being it's better
    than the status quo.
    
    Fixes #173
    Closes #174
    Fixes #175
    timholy committed Oct 22, 2024
    Configuration menu
    Copy the full SHA
    c043db6 View commit details
    Browse the repository at this point in the history
  4. More exhaustive

    timholy committed Oct 22, 2024
    Configuration menu
    Copy the full SHA
    2c98734 View commit details
    Browse the repository at this point in the history
  5. Try this

    timholy committed Oct 22, 2024
    Configuration menu
    Copy the full SHA
    c5043bb View commit details
    Browse the repository at this point in the history
  6. debug

    timholy committed Oct 22, 2024
    Configuration menu
    Copy the full SHA
    a278334 View commit details
    Browse the repository at this point in the history
  7. More lenient

    timholy committed Oct 22, 2024
    Configuration menu
    Copy the full SHA
    15be1b1 View commit details
    Browse the repository at this point in the history

Commits on Oct 24, 2024

  1. WIP: new HZ algorithm

    This follows the notation in the paper and is much more readable. It
    also introduces an external parameter, `epsilonk`, that "solves" the
    flatness problem (though it requires external specification).
    timholy committed Oct 24, 2024
    Configuration menu
    Copy the full SHA
    875b2ca View commit details
    Browse the repository at this point in the history
  2. Configuration menu
    Copy the full SHA
    92c46a6 View commit details
    Browse the repository at this point in the history