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Add `lslq` in `tronls` allowed subsolvers

Open tmigot opened this issue 3 years ago • 1 comments

const tronls_allowed_subsolvers = [:cgls, :crls, :lslq, :lsqr, :lsmr]

Originally posted by @amontoison in https://github.com/JuliaSmoothOptimizers/JSOSolvers.jl/pull/145#discussion_r971428971

tmigot avatar Sep 21 '22 20:09 tmigot

The iterate norm is monotonic, but the residual is not monotonic in LSLQ. So I don't think you can just plug it into a trust-region method.

dpo avatar Sep 21 '22 20:09 dpo