Regularized model #54
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A type representing the problem as a whole is necessary in order to run benchmarks with SolverBenchmark.jl.
Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #54 +/- ##
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- Coverage 99.18% 76.73% -22.46%
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Files 11 18 +7
Lines 369 490 +121
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+ Hits 366 376 +10
- Misses 3 114 +111 ☔ View full report in Codecov by Sentry. |
geoffroyleconte
approved these changes
Apr 23, 2024
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This PR introduces the new types
RegularizedNLPModelandRegularizedNLSModel. Both combine a smooth model with a nonsmooth regularizer into a single type. UsualNLPModelmethods are defined for those types. The end objective is that running benchmarks with SolverBenchmarks will require problems to be specified as a single object (not f and h separately).In addition, I add many
setup_…()methods that predefine common problem combos (BPDN/ℓ0, FH/ℓ1, etc.). That should make it easier to run tests and benchmarks down the line. I had to slightly rework the interface of a few problems so they can be instantiated with default parameters when no input arguments are passed in. More precisely, you can callsetup_bpdn_l0()with no arguments to get a problem of default size, but you can also pass in arguments accepted bybpdn_model()to change the size.@rjbaraldi @MohamedLaghdafHABIBOULLAH @geoffroyleconte What do you think?