JuliaSmoothOptimizers / JuliaSmoothOptimizers/RegularizedOptimization.jl
Addressing the issue where $m_k(s_k) = - \infty$ in Regularized solvers
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- Julia
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Description
In this case, the solvers R2, R2N, R2DH, and LM should be able to increase $$\sigma_k$$ until the function becomes prox-friendly.
Ideally, we should avoid recomputing the objective and performing tests, as we already know that the iteration will inevitably be unsuccessful.
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