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Add sigma_cauchy and scp_norm to solver statistics in all solvers #253

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Add sigma_cauchy and scp_norm to solver statistics in all solvers #253

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734bc23
Add sigma_cauchy and scp_norm to solver statistics in LMTR, LMSolver,…
MohamedLaghdafHABIBOULLAH Oct 15, 2025
be59180
Add scp_norm to solver-specific entries in RegularizedExecutionStats
MohamedLaghdafHABIBOULLAH Oct 21, 2025
337169f
Update .gitignore
MohamedLaghdafHABIBOULLAH Dec 6, 2025
b8f941b
Avoid to compute norm of scp twice in LMSolver, R2DHSolver, and R2So…
MohamedLaghdafHABIBOULLAH Jan 4, 2026
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1 change: 1 addition & 0 deletions .gitignore
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@@ -0,0 +1 @@
**/Manifest.toml
4 changes: 4 additions & 0 deletions src/LMTR_alg.jl
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Expand Up @@ -285,6 +285,7 @@ function SolverCore.solve!(
set_objective!(stats, fk + hk)
set_solver_specific!(stats, :smooth_obj, fk)
set_solver_specific!(stats, :nonsmooth_obj, hk)
set_solver_specific!(stats, :sigma_cauchy, 1/ν)
set_solver_specific!(stats, :prox_evals, prox_evals + 1)

φ1 = let Fk = Fk, ∇fk = ∇fk
Expand All @@ -302,6 +303,7 @@ function SolverCore.solve!(
# Take first proximal gradient step s1 and see if current xk is nearly stationary.
# s1 minimizes φ1(d) + ‖d‖² / 2 / ν + ψ(d) ⟺ s1 ∈ prox{νψ}(-ν∇φ1(0))
prox!(s, ψ, mν∇fk, ν)
set_solver_specific!(stats, :scp_norm, norm(s))
ξ1 = fk + hk - mk1(s) + max(1, abs(fk + hk)) * 10 * eps()
sqrt_ξ1_νInv = ξ1 ≥ 0 ? sqrt(ξ1 / ν) : sqrt(-ξ1 / ν)
solved = (ξ1 < 0 && sqrt_ξ1_νInv ≤ neg_tol) || (ξ1 ≥ 0 && sqrt_ξ1_νInv ≤ atol)
Expand Down Expand Up @@ -448,9 +450,11 @@ function SolverCore.solve!(
set_solver_specific!(stats, :prox_evals, prox_evals + 1)

ν = α * Δk / (1 + σmax^2 * (α * Δk + 1))
set_solver_specific!(stats, :sigma_cauchy, 1/ν)
@. mν∇fk = -∇fk * ν

prox!(s, ψ, mν∇fk, ν)
set_solver_specific!(stats, :scp_norm, norm(s))
mks = mk1(s)

ξ1 = fk + hk - mks + max(1, abs(hk)) * 10 * eps()
Expand Down
9 changes: 8 additions & 1 deletion src/LM_alg.jl
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Expand Up @@ -272,6 +272,7 @@ function SolverCore.solve!(
local ξ1::T
local ρk::T = zero(T)
local prox_evals::Int = 0
local norm_s::T = zero(T)

residual!(nls, xk, Fk)
jtprod_residual!(nls, xk, Fk, ∇fk)
Expand All @@ -290,6 +291,7 @@ function SolverCore.solve!(
set_objective!(stats, fk + hk)
set_solver_specific!(stats, :smooth_obj, fk)
set_solver_specific!(stats, :nonsmooth_obj, hk)
set_solver_specific!(stats, :sigma_cauchy, 1/ν)
set_solver_specific!(stats, :prox_evals, prox_evals + 1)
m_monotone > 1 && (m_fh_hist[stats.iter % (m_monotone - 1) + 1] = fk + hk)

Expand All @@ -306,6 +308,8 @@ function SolverCore.solve!(
end

prox!(s, ψ, mν∇fk, ν)
norm_s = norm(s)
set_solver_specific!(stats, :scp_norm, norm_s)
ξ1 = fk + hk - mk1(s) + max(1, abs(fk + hk)) * 10 * eps()
sqrt_ξ1_νInv = ξ1 ≥ 0 ? sqrt(ξ1 / ν) : sqrt(-ξ1 / ν)
solved = (ξ1 < 0 && sqrt_ξ1_νInv ≤ neg_tol) || (ξ1 ≥ 0 && sqrt_ξ1_νInv ≤ atol)
Expand Down Expand Up @@ -436,9 +440,12 @@ function SolverCore.solve!(
set_solver_specific!(stats, :prox_evals, prox_evals + 1)

ν = θ / (σmax^2 + σk) # ‖J'J + σₖ I‖ = ‖J‖² + σₖ
set_solver_specific!(stats, :sigma_cauchy, 1/ν)

@. mν∇fk = - ν * ∇fk
prox!(s, ψ, mν∇fk, ν)
norm_s = norm(s)
set_solver_specific!(stats, :scp_norm, norm_s)
mks = mk1(s)

ξ1 = fk + hk - mks + max(1, abs(hk)) * 10 * eps()
Expand Down Expand Up @@ -470,7 +477,7 @@ function SolverCore.solve!(

if verbose > 0 && stats.status == :first_order
@info log_row(
Any[stats.iter, 0, fk, hk, sqrt_ξ1_νInv, ρk, σk, norm(xk), norm(s), 1 / ν, ""],
Any[stats.iter, 0, fk, hk, sqrt_ξ1_νInv, ρk, σk, norm(xk), norm_s, 1 / ν, ""],
colsep = 1,
)
@info "LM: terminating with √(ξ1/ν) = $(sqrt_ξ1_νInv)"
Expand Down
11 changes: 8 additions & 3 deletions src/R2DH.jl
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Expand Up @@ -292,6 +292,7 @@ function SolverCore.solve!(

local ξ::T
local ρk::T = zero(T)
local norm_s::T = zero(T)

fk = obj(nlp, xk)
grad!(nlp, xk, ∇fk)
Expand Down Expand Up @@ -328,6 +329,8 @@ function SolverCore.solve!(
mk(d)::T = φ(d) + ψ(d)::T

spectral_test ? prox!(s, ψ, mν∇fk, ν₁) : iprox!(s, ψ, ∇fk, dkσk)
norm_s = norm(s)
set_solver_specific!(stats, :scp_norm, norm_s)

mks = mk(s)

Expand Down Expand Up @@ -379,7 +382,7 @@ function SolverCore.solve!(
ρk,
σk,
norm(xk),
norm(s),
norm_s,
(η2 ≤ ρk < Inf) ? '↘' : (ρk < η1 ? '↗' : '='),
],
colsep = 1,
Expand Down Expand Up @@ -412,19 +415,21 @@ function SolverCore.solve!(
set_solver_specific!(stats, :smooth_obj, fk)
set_solver_specific!(stats, :nonsmooth_obj, hk)
set_solver_specific!(stats, :sigma, σk)
set_solver_specific!(stats, :sigma_cauchy, 1/ν₁)
set_iter!(stats, stats.iter + 1)
set_time!(stats, time() - start_time)

@. dkσk = D.d .+ σk
DNorm = norm(D.d, Inf)

ν₁ = θ / (DNorm + σk)
set_solver_specific!(stats, :sigma_cauchy, 1/ν₁)

@. mν∇fk = -ν₁ * ∇fk
m_monotone > 1 && (m_fh_hist[stats.iter % (m_monotone - 1) + 1] = fk + hk)

spectral_test ? prox!(s, ψ, mν∇fk, ν₁) : iprox!(s, ψ, ∇fk, dkσk)
norm_s = norm(s)
set_solver_specific!(stats, :scp_norm, norm_s)
mks = mk(s)

ξ = hk - mks + max(1, abs(hk)) * 10 * eps()
Expand Down Expand Up @@ -453,7 +458,7 @@ function SolverCore.solve!(
end

if verbose > 0 && stats.status == :first_order
@info log_row(Any[stats.iter, fk, hk, sqrt_ξ_νInv, ρk, σk, norm(xk), norm(s), ""], colsep = 1)
@info log_row(Any[stats.iter, fk, hk, sqrt_ξ_νInv, ρk, σk, norm(xk), norm_s, ""], colsep = 1)
@info "R2DH: terminating with √(ξ/ν) = $(sqrt_ξ_νInv)"
end

Expand Down
2 changes: 2 additions & 0 deletions src/R2N.jl
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Expand Up @@ -331,6 +331,7 @@ function SolverCore.solve!(
end

prox!(s1, ψ, mν∇fk, ν₁)
set_solver_specific!(stats, :scp_norm, norm(s1))
mks = mk1(s1)

ξ1 = hk - mks + max(1, abs(hk)) * 10 * eps()
Expand Down Expand Up @@ -477,6 +478,7 @@ function SolverCore.solve!(

@. mν∇fk = - ν₁ * ∇fk
prox!(s1, ψ, mν∇fk, ν₁)
set_solver_specific!(stats, :scp_norm, norm(s1))
mks = mk1(s1)

ξ1 = hk - mks + max(1, abs(hk)) * 10 * eps()
Expand Down
9 changes: 7 additions & 2 deletions src/R2_alg.jl
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Expand Up @@ -382,6 +382,7 @@ function SolverCore.solve!(

local ξ::T
local ρk::T
local norm_s::T = zero(T)
σk = max(1 / ν, σmin)
ν = 1 / σk
sqrt_ξ_νInv = one(T)
Expand All @@ -402,6 +403,8 @@ function SolverCore.solve!(
mk(d)::T = φk(d) + ψ(d)::T

prox!(s, ψ, mν∇fk, ν)
norm_s = norm(s)
set_solver_specific!(stats, :scp_norm, norm_s)
mks = mk(s)

ξ = hk - mks + max(1, abs(hk)) * 10 * eps()
Expand Down Expand Up @@ -453,7 +456,7 @@ function SolverCore.solve!(
ρk,
σk,
norm(xk),
norm(s),
norm_s,
(η2 ≤ ρk < Inf) ? '↘' : (ρk < η1 ? '↗' : '='),
],
colsep = 1,
Expand Down Expand Up @@ -489,6 +492,8 @@ function SolverCore.solve!(
set_time!(stats, time() - start_time)

prox!(s, ψ, mν∇fk, ν)
norm_s = norm(s)
set_solver_specific!(stats, :scp_norm, norm_s)
mks = mk(s)

ξ = hk - mks + max(1, abs(hk)) * 10 * eps()
Expand Down Expand Up @@ -517,7 +522,7 @@ function SolverCore.solve!(
end

if verbose > 0 && stats.status == :first_order
@info log_row(Any[stats.iter, fk, hk, sqrt_ξ_νInv, ρk, σk, norm(xk), norm(s), ""], colsep = 1)
@info log_row(Any[stats.iter, fk, hk, sqrt_ξ_νInv, ρk, σk, norm(xk), norm_s, ""], colsep = 1)
@info "R2: terminating with √(ξ/ν) = $(sqrt_ξ_νInv)"
end

Expand Down
6 changes: 6 additions & 0 deletions src/TRDH_alg.jl
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Expand Up @@ -333,6 +333,7 @@ function SolverCore.solve!(
set_objective!(stats, fk + hk)
set_solver_specific!(stats, :smooth_obj, fk)
set_solver_specific!(stats, :nonsmooth_obj, hk)
set_solver_specific!(stats, :sigma_cauchy, 1/ν)

# models
φ1 = let ∇fk = ∇fk
Expand All @@ -358,6 +359,7 @@ function SolverCore.solve!(

if reduce_TR
prox!(s, ψ, mν∇fk, ν)
set_solver_specific!(stats, :scp_norm, norm(s))
mks = mk1(s)

ξ1 = hk - mks + max(1, abs(hk)) * 10 * eps()
Expand All @@ -383,6 +385,7 @@ function SolverCore.solve!(
sNorm = χ(s)

if !reduce_TR
set_solver_specific!(stats, :scp_norm, norm(s))
sqrt_ξ_νInv = ξ ≥ 0 ? sqrt(ξ / ν) : sqrt(-ξ / ν)
solved = (ξ < 0 && sqrt_ξ_νInv ≤ neg_tol) || (ξ ≥ 0 && sqrt_ξ_νInv < atol)
(ξ < 0 && sqrt_ξ_νInv > neg_tol) &&
Expand Down Expand Up @@ -473,10 +476,12 @@ function SolverCore.solve!(
set_time!(stats, time() - start_time)

ν = reduce_TR ? (α * Δk)/(DNorm + one(T)) : α / (DNorm + one(T))
set_solver_specific!(stats, :sigma_cauchy, 1/ν)
mν∇fk .= -ν .* ∇fk

if reduce_TR
prox!(s, ψ, mν∇fk, ν)
set_solver_specific!(stats, :scp_norm, norm(s))
ξ1 = hk - mk1(s) + max(1, abs(hk)) * 10 * eps()
sqrt_ξ_νInv = ξ1 ≥ 0 ? sqrt(ξ1 / ν) : sqrt(-ξ1 / ν)
solved = (ξ1 < 0 && sqrt_ξ_νInv ≤ neg_tol) || (ξ1 ≥ 0 && sqrt_ξ_νInv < atol)
Expand All @@ -489,6 +494,7 @@ function SolverCore.solve!(
sNorm = χ(s)

if !reduce_TR
set_solver_specific!(stats, :scp_norm, norm(s))
ξ = hk - mk(s) + max(1, abs(hk)) * 10 * eps()
sqrt_ξ_νInv = ξ ≥ 0 ? sqrt(ξ / ν) : sqrt(-ξ / ν)
solved = (ξ < 0 && sqrt_ξ_νInv ≤ neg_tol) || (ξ ≥ 0 && sqrt_ξ_νInv < atol)
Expand Down
4 changes: 4 additions & 0 deletions src/TR_alg.jl
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Expand Up @@ -314,6 +314,7 @@ function SolverCore.solve!(
set_objective!(stats, fk + hk)
set_solver_specific!(stats, :smooth_obj, fk)
set_solver_specific!(stats, :nonsmooth_obj, hk)
set_solver_specific!(stats, :sigma_cauchy, 1/ν₁)
set_solver_specific!(stats, :prox_evals, prox_evals + 1)
m_monotone > 1 && (m_fh_hist[stats.iter % (m_monotone - 1) + 1] = fk + hk)

Expand All @@ -330,6 +331,7 @@ function SolverCore.solve!(
end

prox!(s, ψ, mν∇fk, ν₁)
set_solver_specific!(stats, :scp_norm, norm(s))
ξ1 = hk - mk1(s) + max(1, abs(hk)) * 10 * eps()
ξ1 > 0 || error("TR: first prox-gradient step should produce a decrease but ξ1 = $(ξ1)")
sqrt_ξ1_νInv = sqrt(ξ1 / ν₁)
Expand Down Expand Up @@ -489,9 +491,11 @@ function SolverCore.solve!(
set_solver_specific!(stats, :prox_evals, prox_evals + 1)

ν₁ = α * Δk / (1 + λmax * (α * Δk + 1))
set_solver_specific!(stats, :sigma_cauchy, 1/ν₁)
@. mν∇fk = -ν₁ * ∇fk

prox!(s, ψ, mν∇fk, ν₁)
set_solver_specific!(stats, :scp_norm, norm(s))
ξ1 = hk - mk1(s) + max(1, abs(hk)) * 10 * eps()
sqrt_ξ1_νInv = sqrt(ξ1 / ν₁)

Expand Down
1 change: 1 addition & 0 deletions src/utils.jl
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Expand Up @@ -128,6 +128,7 @@ function RegularizedExecutionStats(reg_nlp::AbstractRegularizedNLPModel{T, V}) w
set_solver_specific!(stats, :sigma_cauchy, T(Inf))
set_solver_specific!(stats, :radius, T(Inf))
set_solver_specific!(stats, :prox_evals, T(Inf))
set_solver_specific!(stats, :scp_norm, T(Inf))
return stats
end

Expand Down
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