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My implementation of LBFGS et LSR1 #13

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My implementation of LBFGS et LSR1 #13

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10 changes: 10 additions & 0 deletions src/tr_cg_lo_nlp.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -171,6 +171,11 @@ function solver_TR_CG_Ab_NLP_LO_ges(
return ges
end

"""
stats = my_LSR1(nlp::AbstractNLPModel; x::AbstractVector = copy(nlp.meta.x0), T = eltype(x), kwargs...)

Personnal implementation of LSR1 trust-region.
"""
function my_LSR1(
nlp::AbstractNLPModel;
x::AbstractVector = copy(nlp.meta.x0),
Expand All @@ -182,6 +187,11 @@ function my_LSR1(
return solver_TR_CG_Ab_NLP_LO_ges(nlp, B; x = x, kwargs...)
end

"""
stats = my_LBFGS(nlp::AbstractNLPModel; x::AbstractVector = copy(nlp.meta.x0), T = eltype(x), kwargs...)

Personnal implementation of LBFGS trust-region.
"""
function my_LBFGS(
nlp::AbstractNLPModel;
x::AbstractVector = copy(nlp.meta.x0),
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