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R2 nonmonotone - #338

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aldma wants to merge 6 commits into
JuliaSmoothOptimizers:masterfrom
aldma:r2-nonmonotone
Open

R2 nonmonotone#338
aldma wants to merge 6 commits into
JuliaSmoothOptimizers:masterfrom
aldma:r2-nonmonotone

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@aldma

@aldma aldma commented Jul 30, 2026

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This PR affects R2 in two ways:

  • it adds nonmonotonicity, as implemented in R2DH. Max-type with default m_monotone=6.
  • it removes arrays Fobj_hist, Hobj_hist and Complex_hist, which were used for logging.

Tests are included for both the default (nonmonotone) and monotone variant.

@MaxenceGollier

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LGTM, Thank you @aldma!

@codecov

codecov Bot commented Jul 30, 2026

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Codecov Report

❌ Patch coverage is 93.33333% with 1 line in your changes missing coverage. Please review.
✅ Project coverage is 83.96%. Comparing base (e0f214d) to head (0d7d454).
⚠️ Report is 287 commits behind head on master.

Files with missing lines Patch % Lines
src/R2_alg.jl 93.33% 1 Missing ⚠️
Additional details and impacted files
@@             Coverage Diff             @@
##           master     #338       +/-   ##
===========================================
+ Coverage   61.53%   83.96%   +22.43%     
===========================================
  Files          11       12        +1     
  Lines        1292     1634      +342     
===========================================
+ Hits          795     1372      +577     
+ Misses        497      262      -235     

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@MaxenceGollier

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Actually, can you please add an entry to the doc ?

@aldma

aldma commented Jul 31, 2026

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There is a comment about the new m_monotone here for R2, analogous to the one in R2DH.
Anything else for the doc?

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Remove Fobj, Hobj and Time_hist from R2_alg.jl and use callbacks instead

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