First-order with momentum (#250)

Co-authored-by: Dominique <[email protected]>
Co-authored-by: tmigot <[email protected]>

README.md

@@ -34,7 +34,8 @@ This package provides an implementation of four classic algorithms for unconstra
     > high-order regularized models. *Mathematical Programming*, 163(1), 359-368.
     > DOI: [10.1007/s10107-016-1065-8](https://doi.org/10.1007/s10107-016-1065-8)
 
-
+- `fomo`: a first-order method with momentum for unconstrained optimization;
+
 - `tron`: a pure Julia implementation of TRON, a trust-region solver for bound-constrained optimization described in
 
     >  Chih-Jen Lin and Jorge J. Moré, *Newton's Method for Large Bound-Constrained

docs/src/solvers.md

@@ -6,10 +6,11 @@
 - [`tron`](@ref)
 - [`trunk`](@ref)
 - [`R2`](@ref)
+- [`fomo`](@ref)
 
 | Problem type          | Solvers  |
 | --------------------- | -------- |
-| Unconstrained NLP     | [`lbfgs`](@ref), [`tron`](@ref), [`trunk`](@ref), [`R2`](@ref)|
+| Unconstrained NLP     | [`lbfgs`](@ref), [`tron`](@ref), [`trunk`](@ref), [`R2`](@ref), [`fomo`](@ref)|
 | Unconstrained NLS     | [`trunk`](@ref), [`tron`](@ref) |
 | Bound-constrained NLP | [`tron`](@ref) |
 | Bound-constrained NLS | [`tron`](@ref) |
@@ -21,4 +22,5 @@ lbfgs
 tron
 trunk
 R2
+fomo
 ```

src/JSOSolvers.jl

@@ -13,7 +13,7 @@ export solve!
 # Unconstrained solvers
 include("lbfgs.jl")
 include("trunk.jl")
-include("R2.jl")
+include("fomo.jl")
 
 # Unconstrained solvers for NLS
 include("trunkls.jl")