ProximalAlgorithms.jl
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Nonmonotone variant of linesearch methods
This PR adds the possibility to run algorithms with a linesearch procedure in a nonmonotone variant. In particular,
- this feature addresses algorithms such as
PANOC,PANOCplus,ZeroFPRandDRLS; - a kwarg
monotonicityis added to control the level of monotonicity required, with0 < monotonicity <= 1; - the default
monotonicity = 1coincides with the current implementation (monotone descent); - a scalar value
meritis included in thestate, monitoring progress instead of objective or envelope values.
@aldma thanks, I should be able to review this over the weekend.
I’m wondering about the test failures: the test dependency on AbstractOperators we could remove; regarding RecursiveArrayTools, not sure, I’ll need to look into it.
I hope I didn't mess things up with the rebasing. I am still learning gitology.