Introduction of R2N Solver in JSOSolvers

Project.toml

@@ -16,7 +16,7 @@ SolverTools = "b5612192-2639-5dc1-abfe-fbedd65fab29"
 
 [compat]
 Krylov = "0.9.6"
-LinearOperators = "2.0"
+LinearOperators = "2.9"
 NLPModels = "0.21"
 NLPModelsModifiers = "0.7"
 SolverCore = "0.3"

README.md

@@ -34,6 +34,7 @@ This package provides an implementation of four classic algorithms for unconstra
     > high-order regularized models. *Mathematical Programming*, 163(1), 359-368.
     > DOI: [10.1007/s10107-016-1065-8](https://doi.org/10.1007/s10107-016-1065-8)
 
+- `R2N`: an inexact second-order quadratic regularization method for unconstrained optimization with shifted L-BFGS systems;
 - `fomo`: a first-order method with momentum for unconstrained optimization;
 
 - `tron`: a pure Julia implementation of TRON, a trust-region solver for bound-constrained optimization described in
@@ -63,7 +64,7 @@ using JSOSolvers, ADNLPModels
 
 # Rosenbrock
 nlp = ADNLPModel(x -> 100 * (x[2] - x[1]^2)^2 + (x[1] - 1)^2, [-1.2; 1.0])
-stats = lbfgs(nlp) # or trunk, tron, R2
+stats = lbfgs(nlp) # or trunk, tron, R2, R2N
 ```
 
 ## How to cite

docs/src/solvers.md

@@ -7,10 +7,11 @@
 - [`trunk`](@ref)
 - [`R2`](@ref)
 - [`fomo`](@ref)
+- [`R2N`](@ref)
 
 | Problem type          | Solvers  |
 | --------------------- | -------- |
-| Unconstrained NLP     | [`lbfgs`](@ref), [`tron`](@ref), [`trunk`](@ref), [`R2`](@ref), [`fomo`](@ref)|
+| Unconstrained NLP     | [`lbfgs`](@ref), [`tron`](@ref), [`trunk`](@ref), [`R2`](@ref), [`fomo`](@ref), ['R2N'] |
 | Unconstrained NLS     | [`trunk`](@ref), [`tron`](@ref) |
 | Bound-constrained NLP | [`tron`](@ref) |
 | Bound-constrained NLS | [`tron`](@ref) |
@@ -23,4 +24,5 @@ tron
 trunk
 R2
 fomo
+R2N
 ```

src/JSOSolvers.jl

@@ -45,6 +45,7 @@ end
 include("lbfgs.jl")
 include("trunk.jl")
 include("fomo.jl")
+include("R2N.jl")
 
 # Unconstrained solvers for NLS
 include("trunkls.jl")