NonSmoothSolvers

OptimizerParams

Generic parameters for optim algs

OptimizationState

Stores information after one iteration of the optimizer. Generic information is stored explicitly in the struct, custom information may be stored in the field additionalinfo::NamedTuple.

optimize!(state, pb, optimizer, optparams, tracestrategy, inittrace) -> Tuple{Any, DataStructures.Deque}

Call the optimizer on problem pb, with initial point initial_x. Returns a tuple containing the final iterate vector and a trace.

Features:

• timing of the update_iterate method only;
• saves basic information of each iteration in a vector of OptimizationState, the so-called trace;
• the information saved at each iterate may be enriched by the user by providing a name and callback function via the optimstate_extension argument.

Example

getx(o, os) = os.x
optimstate_extensions = OrderedDict{Symbol, Function}(:x => getx)

optimize!(pb, o, xclose; optparams, optimstate_extensions)

Gradient sampling algorthm.

linesearch_nsbfgs

Nonsmooth linesearch from Nonsmooth optimization via quasi-Newton methods, Lewis & Overton, 2013.