Include scale-invariant damped newton descent in tests

Author: michael-0brien

optimistix/__init__.py

@@ -76,6 +76,7 @@
     NonlinearCGDescent as NonlinearCGDescent,
     OptaxMinimiser as OptaxMinimiser,
     polak_ribiere as polak_ribiere,
+    ScaledDampedNewtonDescent as ScaledDampedNewtonDescent,
     SteepestDescent as SteepestDescent,
 )
 

optimistix/_solver/__init__.py

@@ -25,6 +25,7 @@
     IndirectDampedNewtonDescent as IndirectDampedNewtonDescent,
     IndirectLevenbergMarquardt as IndirectLevenbergMarquardt,
     LevenbergMarquardt as LevenbergMarquardt,
+    ScaledDampedNewtonDescent as ScaledDampedNewtonDescent,
 )
 from .limited_memory_bfgs import AbstractLBFGS as AbstractLBFGS, LBFGS as LBFGS
 from .nelder_mead import NelderMead as NelderMead

tests/helpers.py

@@ -126,6 +126,18 @@ class BFGSDampedNewton(optx.AbstractBFGS):
     verbose: frozenset[str] = frozenset()
 
 
+class BFGSScaledDampedNewton(optx.AbstractBFGS):
+    """BFGS Hessian + direct Levenberg Marquardt update."""
+
+    rtol: float
+    atol: float
+    norm: Callable = optx.max_norm
+    use_inverse: bool = False
+    search: optx.AbstractSearch = optx.ClassicalTrustRegion()
+    descent: optx.AbstractDescent = optx.ScaledDampedNewtonDescent()
+    verbose: frozenset[str] = frozenset()
+
+
 class BFGSIndirectDampedNewton(optx.AbstractBFGS):
     """BFGS Hessian + indirect Levenberg Marquardt update."""
 
@@ -198,6 +210,18 @@ class DFPDampedNewton(optx.AbstractDFP):
     verbose: frozenset[str] = frozenset()
 
 
+class DFPScaledDampedNewton(optx.AbstractDFP):
+    """DFP Hessian + direct Levenberg Marquardt update."""
+
+    rtol: float
+    atol: float
+    norm: Callable = optx.max_norm
+    use_inverse: bool = False
+    search: optx.AbstractSearch = optx.ClassicalTrustRegion()
+    descent: optx.AbstractDescent = optx.ScaledDampedNewtonDescent()
+    verbose: frozenset[str] = frozenset()
+
+
 class DFPIndirectDampedNewton(optx.AbstractDFP):
     """DFP Hessian + indirect Levenberg Marquardt update."""
 
@@ -264,10 +288,12 @@ class DFPClassicalTrustRegionHessian(optx.AbstractDFP):
     BFGSClassicalTrustRegionHessian(rtol, atol),
     BFGSLinearTrustRegionHessian(rtol, atol),
     BFGSLinearTrustRegion(rtol, atol),
+    BFGSScaledDampedNewton(rtol, atol),
     optx.DFP(rtol, atol, use_inverse=False),
     optx.DFP(rtol, atol, use_inverse=True),
     DFPDampedNewton(rtol, atol),
     DFPIndirectDampedNewton(rtol, atol),
+    DFPScaledDampedNewton(rtol, atol),
     # Tighter tolerance needed to have DFPDogleg pass the JVP test.
     DFPDogleg(1e-10, 1e-10),
     DFPClassicalTrustRegionHessian(rtol, atol),