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This PR essentially consists of dividing the equation

$$s^T B s = s^T y$$

in the QN update by $||s||_2^2$ to handle better small $s$ values. I put some storage vectors in the DiagonalQN struct to avoid allocating them at every push! call.

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codecov bot commented Feb 21, 2023

Codecov Report

Patch coverage: 85.71% and project coverage change: +0.01 🎉

Comparison is base (106f083) 97.42% compared to head (0806b02) 97.43%.

Additional details and impacted files
@@            Coverage Diff             @@
##             main     #271      +/-   ##
==========================================
+ Coverage   97.42%   97.43%   +0.01%     
==========================================
  Files          14       14              
  Lines        1009     1013       +4     
==========================================
+ Hits          983      987       +4     
  Misses         26       26              
Impacted Files Coverage Δ
src/DiagonalHessianApproximation.jl 95.74% <85.71%> (+0.39%) ⬆️

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github-actions bot commented Feb 21, 2023

Package name latest stable
CaNNOLeS.jl
DCISolver.jl
FletcherPenaltySolver.jl
JSOSolvers.jl
Krylov.jl
NLPModels.jl
NLPModelsModifiers.jl
PROPACK.jl
Percival.jl
QuadraticModels.jl
SolverTools.jl

@geoffroyleconte geoffroyleconte requested a review from dpo February 21, 2023 15:25
@geoffroyleconte geoffroyleconte merged commit df68461 into JuliaSmoothOptimizers:main Mar 1, 2023
@geoffroyleconte geoffroyleconte deleted the qn-stability branch March 1, 2023 15:58
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2 participants