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Nonmonotone variant of linesearch methods

Open aldma opened this issue 7 months ago • 2 comments

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, ZeroFPR and DRLS;
  • a kwarg monotonicity is added to control the level of monotonicity required, with 0 < monotonicity <= 1;
  • the default monotonicity = 1 coincides with the current implementation (monotone descent);
  • a scalar value merit is included in the state, monitoring progress instead of objective or envelope values.

aldma avatar May 16 '25 15:05 aldma

@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.

lostella avatar May 22 '25 20:05 lostella

I hope I didn't mess things up with the rebasing. I am still learning gitology.

aldma avatar May 25 '25 08:05 aldma