JuliaSmoothOptimizers / JuliaSmoothOptimizers/RegularizedProblems.jl
Add an `AbstractShiftedProximableNLPModel`
- Dominant language
- Julia
- Stars
- 5
- Forks
- 9
- PR merge metrics
- No merged PRs in 30d
Description
In `RegularizedOptimization.jl`, we often construct subproblems of the form
```math
\min_s \varphi(s; x) + \psi(s; x) + \frac{\sigma}{2} \lVert s \rVert^2
```
where $$\varphi(s; x) = f(x) + \nabla f(x)^T s + \frac{1}{2} s^T B(x) s$$ and $$\psi$$ is a shifted model of a regularized $$h$$.
Just like `RegularizedNLPModel` wraps both an `NLPModel` and a regularizer `h`, I suggest we add an `AbstractShiftedProximableNLPModel <: AbstractRegularizedNLPModel` that wraps a shift of a `RegularizedNLPModel`.
Related: https://github.com/JuliaSmoothOptimizers/RegularizedOptimization.jl/pull/316.
Contributor guide
Assessment
This issue has not been assessed yet.