Manopt.jl Files

Manopt v0.5.18

Diff since v0.5.17

Added

• Introduce the algorithm proximal_gradient_method along with ManifoldProximalGradientObjective, ProximalGradientMethodState, as well as an experimental ProximalGradientMethodAcceleration.
• Add ProximalGradientMethodBacktracking stepsize.
• Add StopWhenGradientMappingNormLess stopping criterion.
• Introduce a StopWhenRepeated stopping criterion that stops when the given stopping criterion has indicated to stop n times (consecutively, if consecutive=true).
• Introduce a StopWhenCriterionWithIterationCondition stopping criterion that stops when a given stopping criterion has been satisfied together with a certain iteration condition. This can the generated even with shortcuts like sc > 5
• Introduce a DebugCallback that allows to add a callback function to the debug system
• Introduce a callback= keyword to all solvers.
• Added back functions estimate_sectional_curvature, ζ_1, ζ_2, close_point from convex_bundle_method; the function call can stay the same as before since there is a curvature estimation fallback
• Add back some fields and arguments such as p_estimate, ϱ, α, from ConvexBundleMethodState

Changed

• make the GradientDescentState a bit more tolerant to ignore keywords it does not use.

Merged pull requests: - Updates to the convex bundle method (#478) (@hajg-ijk) - Add callback (debug) and a repeated stopping criterion (#480) (@kellertuer) - Introduce the proximal gradient method (#481) (@kellertuer)

Closed issues: - Conversion error when optimizing on ProductManifold with InvertibleMatrices (#473) - Ideas for meta stopping criteria (#477)