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lines changed Original file line number Diff line number Diff line change @@ -79,21 +79,22 @@ A second-order quadratic regularization method for the problem
7979
8080 min f(x) + h(x)
8181
82- where f: ℝⁿ → ℝ is C¹, and h: ℝⁿ → ℝ is
83- lower semi-continuous, proper and prox-bounded.
82+ where f: ℝⁿ → ℝ is C¹, and h: ℝⁿ → ℝ is lower semi-continuous, proper and prox-bounded.
8483
8584About each iterate xₖ, a step sₖ is computed as a solution of
8685
8786 min φ(s; xₖ) + ½ σₖ ‖s‖² + ψ(s; xₖ)
8887
89- where φ(s ; xₖ) = f(xₖ) + ∇f(xₖ)ᵀs + ½ sᵀDₖs is a quadratic approximation of f about xₖ,
88+ where φ(s ; xₖ) = f(xₖ) + ∇f(xₖ)ᵀs + ½ sᵀDₖs is a diagonal quadratic approximation of f about xₖ,
9089ψ(s; xₖ) is either h(xₖ + s) or an approximation of h(xₖ + s), ‖⋅‖ is the ℓ₂ norm and σₖ > 0 is the regularization parameter.
9190
92- For advanced usage, first define a solver " R2DHSolver" to preallocate the memory used in the algorithm, and then call `solve!`:
91+ For advanced usage, first define a solver ` R2DHSolver` to preallocate the memory used in the algorithm, and then call `solve!`:
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9493 solver = R2DHSolver(reg_nlp; m_monotone = 6)
9594 solve!(solver, reg_nlp)
9695
96+ or
97+
9798 stats = RegularizedExecutionStats(reg_nlp)
9899 solver = R2DHSolver(reg_nlp)
99100 solve!(solver, reg_nlp, stats)
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