Avoid LSMR post-computation in feasibility step#198
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arnavk23 wants to merge 2 commits intoJuliaSmoothOptimizers:mainfrom
Open
Avoid LSMR post-computation in feasibility step#198arnavk23 wants to merge 2 commits intoJuliaSmoothOptimizers:mainfrom
arnavk23 wants to merge 2 commits intoJuliaSmoothOptimizers:mainfrom
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Reuse Krylov LSMR stats for residual and step norms in feasibility_step. Remove extra J*d post-computation in TR_lsmr and use stats.xNorm for infeasibility check. Refs JuliaSmoothOptimizers#95
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Pull request overview
This PR updates the feasibility trust-region step to avoid extra post-computation when using the Krylov LSMR-based step, reusing LSMR-provided statistics to compute the predicted reduction and step/infeasibility norms (fixing #95).
Changes:
- Reuse LSMR stats (
xNorm, residual) infeasibility_stepto compute‖d‖and‖c + Jd‖without extra products. - Skip the
J * dpost-computation inTR_lsmrand usestats.xNormfor the infeasibility check. - Use cached
ndin logging and trust-region radius update logic.
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@tmigot Reuse Krylov LSMR stats for residual and step norms in feasibility_step.
Remove extra J*d post-computation in TR_lsmr and use stats.xNorm for infeasibility check.
Fixes #95