Add interface for smooth problems

Project.toml

@@ -36,15 +36,17 @@ ProximalOperators = "0.15"
 RegularizedProblems = "0.1.3"
 ShiftedProximalOperators = "0.2"
 SolverCore = "0.3.10"
+SolverTest = "0.3.18"
 julia = "^1.6.0"
 
 [extras]
 ADNLPModels = "54578032-b7ea-4c30-94aa-7cbd1cce6c9a"
 OptimizationProblems = "5049e819-d29b-5fba-b941-0eee7e64c1c6"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 RegularizedProblems = "ea076b23-609f-44d2-bb12-a4ae45328278"
+SolverTest = "4343dc35-3317-4c6e-8877-f0cc8502c90e"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 TestSetExtensions = "98d24dd4-01ad-11ea-1b02-c9a08f80db04"
 
 [targets]
-test = ["ADNLPModels", "OptimizationProblems", "Random", "RegularizedProblems", "Test", "TestSetExtensions"]
+test = ["ADNLPModels", "OptimizationProblems", "Random", "RegularizedProblems", "SolverTest", "Test", "TestSetExtensions"]

src/utils.jl

@@ -189,3 +189,30 @@ function update_bounds!(
     @. u_bound_m_x = min(Δ, u_bound - xk)
   end
 end
+
+for solver in [
+  :R2,
+  :R2N,
+  :R2DH,
+  :TR,
+  :TRDH,
+]
+  @eval $solver(nlp::AbstractNLPModel{T, V}; kwargs...) where{T, V} = begin
+    selected = pop!(kwargs, :selected, 1:get_nvar(nlp))
+    h = NullRegularizer(T)
+    reg_nlp = RegularizedNLPModel(nlp, h, selected)
+    $solver(reg_nlp; kwargs...)
+  end
+end
+
+for solver in [
+  :LM,
+  :LMTR
+]
+  @eval $solver(nls::AbstractNLSModel{T, V}; kwargs...) where{T, V} = begin
+    selected = pop!(kwargs, :selected, 1:get_nvar(nls))
+    h = NullRegularizer(T)
+    reg_nls = RegularizedNLSModel(nls, h, selected)
+    $solver(reg_nls; kwargs...)
+  end
+end

test/runtests.jl

@@ -8,7 +8,8 @@ using ADNLPModels,
   NLPModelsModifiers,
   RegularizedProblems,
   RegularizedOptimization,
-  SolverCore
+  SolverCore,
+  SolverTest
 
 Random.seed!(0)
 const global compound = 1
@@ -19,6 +20,7 @@ const global bpdn2, bpdn_nls2, sol2 = bpdn_model(compound, bounds = true)
 const global λ = norm(grad(bpdn, zeros(bpdn.meta.nvar)), Inf) / 10
 
 include("test_AL.jl")
+include("test-smooth.jl")
 
 for (mod, mod_name) ∈ ((x -> x, "exact"), (LSR1Model, "lsr1"), (LBFGSModel, "lbfgs"))
   for (h, h_name) ∈ ((NormL0(λ), "l0"), (NormL1(λ), "l1"), (IndBallL0(10 * compound), "B0"))

test/test-smooth.jl

@@ -0,0 +1,25 @@
+@testset "smooth NLP" begin
+  @testset "unconstrained" begin
+    for solver in [R2, R2N, R2DH, TR, TRDH]
+      unconstrained_nlp(solver, atol = 1e-3, rtol = 1e-3)
+    end
+  end
+  @testset "bound-constrained" begin
+    for solver in [R2, R2N, R2DH, TR, TRDH]
+      bound_constrained_nlp(solver, atol = 1e-3, rtol = 1e-3)
+    end
+  end
+end
+
+@testset "smooth NLS" begin
+  @testset "unconstrained" begin
+    for solver in [LM, LMTR]
+      unconstrained_nls(solver, atol = 1e-3, rtol = 1e-3)
+    end
+  end
+  @testset "bound-constrained" begin
+    for solver in [LM, LMTR]
+      bound_constrained_nls(solver, atol = 1e-3, rtol = 1e-3)
+    end
+  end
+end