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Copy file name to clipboardExpand all lines: src/LMTR_alg.jl
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@@ -147,21 +147,7 @@ The algorithm stops either when `√(ξₖ/νₖ) < atol + rtol*√(ξ₀/ν₀)
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The value returned is a `GenericExecutionStats`, see `SolverCore.jl`.
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# Callback
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The callback is called at each iteration.
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The expected signature of the callback is `callback(nlp, solver, stats)`, and its output is ignored.
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Changing any of the input arguments will affect the subsequent iterations.
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In particular, setting `stats.status = :user` will stop the algorithm.
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All relevant information should be available in `nlp` and `solver`.
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Notably, you can access, and modify, the following:
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- `solver.xk`: current iterate;
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- `solver.∇fk`: current gradient;
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- `stats`: structure holding the output of the algorithm (`GenericExecutionStats`), which contains, among other things:
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- `stats.iter`: current iteration counter;
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- `stats.objective`: current objective function value;
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- `stats.solver_specific[:smooth_obj]`: current value of the smooth part of the objective function;
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- `stats.solver_specific[:nonsmooth_obj]`: current value of the nonsmooth part of the objective function;
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- `stats.status`: current status of the algorithm. Should be `:unknown` unless the algorithm has attained a stopping criterion. Changing this to anything other than `:unknown` will stop the algorithm, but you should use `:user` to properly indicate the intention;
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