What do I need
I need to be able to use sparse Hessians in R2N.
For example in R2N, the subproblem is constructed by explicitely calling
|
Bk = hess_op(reg_nlp, xk) |
.
This means that the subsolver never has access to an other format for
Bk.
Why do I need it
In my special case where R2N is used to solve an exact penalty problem, i have an explicit characterization of the solution that uses the inverse of Bk, therefore i would like to be able to factorize it.
How do I plan to do it
I first tried by adding a keyword argument. See this discussion: #313 (comment)
In place, I proceed by adding an abstraction layer here: JuliaSmoothOptimizers/RegularizedProblems.jl#113.
What do I need
I need to be able to use sparse Hessians in R2N.
For example in R2N, the subproblem is constructed by explicitely calling
RegularizedOptimization.jl/src/R2N.jl
Line 72 in 0f24702
This means that the subsolver never has access to an other format for
Bk.Why do I need it
In my special case where R2N is used to solve an exact penalty problem, i have an explicit characterization of the solution that uses the inverse of
Bk, therefore i would like to be able to factorize it.How do I plan to do it
I first tried by adding a keyword argument. See this discussion: #313 (comment)
In place, I proceed by adding an abstraction layer here: JuliaSmoothOptimizers/RegularizedProblems.jl#113.