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add extra vector of storage inside QN models #140

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Merged
dpo merged 1 commit into from
Feb 19, 2026
Merged

add extra vector of storage inside QN models #140

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8 changes: 6 additions & 2 deletions src/quasi-newton.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -19,6 +19,7 @@ mutable struct LBFGSModel{
meta::Meta
model::M
op::Op
v::S # extra vector to compute and store yₖ = ∇fₖ₊₁ - ∇fₖ
end

mutable struct LSR1Model{
Expand All @@ -31,6 +32,7 @@ mutable struct LSR1Model{
meta::Meta
model::M
op::Op
v::S # extra vector to compute and store yₖ = ∇fₖ₊₁ - ∇fₖ
end

mutable struct DiagonalQNModel{
Expand All @@ -48,13 +50,15 @@ end
"Construct a `LBFGSModel` from another type of model."
function LBFGSModel(nlp::AbstractNLPModel{T, S}; kwargs...) where {T, S}
op = LBFGSOperator(T, nlp.meta.nvar; kwargs...)
return LBFGSModel{T, S, typeof(nlp), typeof(nlp.meta), typeof(op)}(nlp.meta, nlp, op)
v = similar(nlp.meta.x0)
return LBFGSModel{T, S, typeof(nlp), typeof(nlp.meta), typeof(op)}(nlp.meta, nlp, op, v)
end

"Construct a `LSR1Model` from another type of nlp."
function LSR1Model(nlp::AbstractNLPModel{T, S}; kwargs...) where {T, S}
op = LSR1Operator(T, nlp.meta.nvar; kwargs...)
return LSR1Model{T, S, typeof(nlp), typeof(nlp.meta), typeof(op)}(nlp.meta, nlp, op)
v = similar(nlp.meta.x0)
return LSR1Model{T, S, typeof(nlp), typeof(nlp.meta), typeof(op)}(nlp.meta, nlp, op, v)
end

"""
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