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Merged
MaxenceGollier merged 6 commits into from
Mar 11, 2026
Merged

Remove R2NModels #311

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a736a90
remove R2NModels
MaxenceGollier Mar 10, 2026
cf29b06
remove skip_sigma
MaxenceGollier Mar 10, 2026
1c169e0
solve mk function in R2N
MaxenceGollier Mar 10, 2026
02f120d
remove regularization in TR quadratic model
MaxenceGollier Mar 10, 2026
83295d1
improve mk syntax in R2N
MaxenceGollier Mar 11, 2026
d251914
update obj name
MaxenceGollier Mar 11, 2026
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2 changes: 2 additions & 0 deletions Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -19,6 +19,7 @@ NLPModelsModifiers = "e01155f1-5c6f-4375-a9d8-616dd036575f"
Percival = "01435c0c-c90d-11e9-3788-63660f8fbccc"
Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
ProximalOperators = "a725b495-10eb-56fe-b38b-717eba820537"
QuadraticModels = "f468eda6-eac5-11e8-05a5-ff9e497bcd19"
RegularizedProblems = "ea076b23-609f-44d2-bb12-a4ae45328278"
ShiftedProximalOperators = "d4fd37fa-580c-4e43-9b30-361c21aae263"
SolverCore = "ff4d7338-4cf1-434d-91df-b86cb86fb843"
Expand All @@ -33,6 +34,7 @@ NLPModelsModifiers = "0.7"
OptimizationProblems = "0.9.2"
Percival = "0.7.2"
ProximalOperators = "0.15"
QuadraticModels = "0.9.15"
RegularizedProblems = "0.1.3"
ShiftedProximalOperators = "0.2"
SolverCore = "0.3.10"
Expand Down
27 changes: 18 additions & 9 deletions src/R2N.jl
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Expand Up @@ -19,6 +19,7 @@ mutable struct R2NSolver{
s::V
s1::V
v0::V
v1::V
has_bnds::Bool
l_bound::V
u_bound::V
Expand Down Expand Up @@ -50,6 +51,7 @@ function R2NSolver(

v0 = [(-1.0)^i for i = 0:(reg_nlp.model.meta.nvar - 1)]
v0 ./= sqrt(reg_nlp.model.meta.nvar)
v1 = similar(v0)

has_bnds = any(l_bound .!= T(-Inf)) || any(u_bound .!= T(Inf))
if has_bnds
Expand All @@ -68,7 +70,7 @@ function R2NSolver(
shifted(reg_nlp.h, xk)

Bk = hess_op(reg_nlp, xk)
sub_nlp = R2NModel(Bk, ∇fk, T(1), x0)
sub_nlp = QuadraticModel(∇fk, Bk, σ = T(1), x0 = x0)
subpb = RegularizedNLPModel(sub_nlp, ψ)
substats = RegularizedExecutionStats(subpb)
subsolver = subsolver(subpb)
Expand All @@ -84,6 +86,7 @@ function R2NSolver(
s,
s1,
v0,
v1,
has_bnds,
l_bound,
u_bound,
Expand All @@ -98,7 +101,7 @@ end

function SolverCore.reset!(solver::R2NSolver)
_reset_power_method!(solver.v0)
B = solver.subpb.model.B
B = solver.subpb.model.data.H
isa(B, AbstractLinearOperator) && LinearOperators.reset!(B)
end

Expand Down Expand Up @@ -306,9 +309,9 @@ function SolverCore.solve!(
found_λ = true

if opnorm_maxiter ≤ 0
λmax, found_λ = opnorm(solver.subpb.model.B)
λmax, found_λ = opnorm(solver.subpb.model.data.H)
else
λmax = power_method!(solver.subpb.model.B, solver.v0, solver.subpb.model.v, opnorm_maxiter)
λmax = power_method!(solver.subpb.model.data.H, solver.v0, solver.v1, opnorm_maxiter)
end
found_λ || error("operator norm computation failed")

Expand Down Expand Up @@ -337,8 +340,14 @@ function SolverCore.solve!(
d -> φ1(d) + ψ(d)::T
end

mk = let ψ = ψ, solver = solver
d -> obj(solver.subpb.model, d, skip_sigma = true) + ψ(d)::T
mk = let ψ = ψ, model = solver.subpb.model
d -> begin
temp_σ = model.data.σ
model.data.σ = zero(T)
_obj = obj(model, d) + ψ(d)
model.data.σ = temp_σ
return _obj
end
end

prox!(s1, ψ, mν∇fk, ν₁)
Expand Down Expand Up @@ -372,7 +381,7 @@ function SolverCore.solve!(
while !done
sub_atol = stats.iter == 0 ? 1.0e-3 : min(sqrt_ξ1_νInv ^ (1.5), sqrt_ξ1_νInv * 1e-3)

solver.subpb.model.σ = σk
solver.subpb.model.data.σ = σk
isa(solver.subsolver, R2DHSolver) && (solver.subsolver.D.d[1] = 1/ν₁)
if isa(solver.subsolver, R2Solver) #FIXME
solve!(
Expand Down Expand Up @@ -458,9 +467,9 @@ function SolverCore.solve!(
end

if opnorm_maxiter ≤ 0
λmax, found_λ = opnorm(solver.subpb.model.B)
λmax, found_λ = opnorm(solver.subpb.model.data.H)
else
λmax = power_method!(solver.subpb.model.B, solver.v0, solver.subpb.model.v, opnorm_maxiter)
λmax = power_method!(solver.subpb.model.data.H, solver.v0, solver.v1, opnorm_maxiter)
end
found_λ || error("operator norm computation failed")
set_step_status!(stats, :accepted)
Expand Down
53 changes: 0 additions & 53 deletions src/R2NModel.jl
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2 changes: 1 addition & 1 deletion src/RegularizedOptimization.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -11,6 +11,7 @@ using LinearOperators,
ManualNLPModels,
NLPModels,
NLPModelsModifiers,
QuadraticModels,
RegularizedProblems,
ShiftedProximalOperators,
SolverCore
Expand Down Expand Up @@ -45,7 +46,6 @@ include("LMModel.jl")
include("LM_alg.jl")
include("LMTR_alg.jl")
include("R2DH.jl")
include("R2NModel.jl")
include("R2N.jl")
include("AL_alg.jl")

Expand Down
13 changes: 8 additions & 5 deletions src/TR_alg.jl
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Expand Up @@ -19,6 +19,7 @@ mutable struct TRSolver{
xkn::V
s::V
v0::V
v1::V
has_bnds::Bool
l_bound::V
u_bound::V
Expand Down Expand Up @@ -61,14 +62,15 @@ function TRSolver(

v0 = [(-1.0)^i for i = 0:(reg_nlp.model.meta.nvar - 1)]
v0 ./= sqrt(reg_nlp.model.meta.nvar)
v1 = similar(v0)

ψ =
has_bnds || subsolver == TRDHSolver ?
shifted(reg_nlp.h, xk, l_bound_m_x, u_bound_m_x, reg_nlp.selected) :
shifted(reg_nlp.h, xk, T(1), χ)

Bk = hess_op(reg_nlp, xk)
sub_nlp = R2NModel(Bk, ∇fk, zero(T), x0) #FIXME
sub_nlp = QuadraticModel(∇fk, Bk, x0 = x0)
subpb = RegularizedNLPModel(sub_nlp, ψ)
substats = RegularizedExecutionStats(subpb)
subsolver = subsolver(subpb)
Expand All @@ -83,6 +85,7 @@ function TRSolver(
xkn,
s,
v0,
v1,
has_bnds,
l_bound,
u_bound,
Expand Down Expand Up @@ -307,9 +310,9 @@ function SolverCore.solve!(
found_λ = true

if opnorm_maxiter ≤ 0
λmax, found_λ = opnorm(solver.subpb.model.B)
λmax, found_λ = opnorm(solver.subpb.model.data.H)
else
λmax = power_method!(solver.subpb.model.B, solver.v0, solver.subpb.model.v, opnorm_maxiter)
λmax = power_method!(solver.subpb.model.data.H, solver.v0, solver.v1, opnorm_maxiter)
end
found_λ || error("operator norm computation failed")

Expand Down Expand Up @@ -468,9 +471,9 @@ function SolverCore.solve!(
end

if opnorm_maxiter ≤ 0
λmax, found_λ = opnorm(solver.subpb.model.B)
λmax, found_λ = opnorm(solver.subpb.model.data.H)
else
λmax = power_method!(solver.subpb.model.B, solver.v0, solver.subpb.model.v, opnorm_maxiter)
λmax = power_method!(solver.subpb.model.data.H, solver.v0, solver.v1, opnorm_maxiter)
end
found_λ || error("operator norm computation failed")

Expand Down
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