improve output and tests

Author: Jutho

Diff for: src/cg.jl

@@ -169,8 +169,8 @@ function optimize(fg, x, alg::ConjugateGradient;
                            numiter, t, f, normgrad)
     else
         verbosity >= 1 &&
-            @warn @sprintf("CG: not converged to requested tol: f = %.12f, ‖∇f‖ = %.4e",
-                           f, normgrad)
+            @warn @sprintf("CG: not converged to requested tol after %d iterations and time %.2f s: f = %.12f, ‖∇f‖ = %.4e",
+                           numiter, t, f, normgrad)
     end
     history = [fhistory normgradhistory]
     return x, f, g, numfg, history

Diff for: src/gd.jl

@@ -117,8 +117,8 @@ function optimize(fg, x, alg::GradientDescent;
                            numiter, t, f, normgrad)
     else
         verbosity >= 1 &&
-            @warn @sprintf("GD: not converged to requested tol: f = %.12f, ‖∇f‖ = %.4e",
-                           f, normgrad)
+            @warn @sprintf("GD: not converged to requested tol after %d iterations and time %.2f s: f = %.12f, ‖∇f‖ = %.4e",
+                           numiter, t, f, normgrad)
     end
     history = [fhistory normgradhistory]
     return x, f, g, numfg, history

Diff for: src/lbfgs.jl

@@ -194,8 +194,8 @@ function optimize(fg, x, alg::LBFGS;
                            numiter, t, f, normgrad)
     else
         verbosity >= 1 &&
-            @warn @sprintf("LBFGS: not converged to requested tol: f = %.12f, ‖∇f‖ = %.4e",
-                           f, normgrad)
+            @warn @sprintf("LBFGS: not converged to requested tol after %d iterations and time %.2f s: f = %.12f, ‖∇f‖ = %.4e",
+                           numiter, t, f, normgrad)
     end
     history = [fhistory normgradhistory]
     return x, f, g, numfg, history

Diff for: src/tangentvector.jl

@@ -0,0 +1,34 @@
+using VectorInterface
+
+struct TangentVector{M,T,F1,F2,F3}
+    x::M
+    v::T
+    inner::F1
+    add!!::F2
+    scale!!::F3
+end
+
+Base.getindex(tv::TangentVector) = tv.v
+base(tv::TangentVector) = tv.x
+function checkbase(tv1::TangentVector, tv2::TangentVector)
+    return tv1.x === tv2.x ? tv1.x :
+           throw(ArgumentError("tangent vectors with different base points"))
+end
+
+function VectorInterface.scale!!(tv::TangentVector, α::Real)
+    tv.v = tv.scale!!(tv.v, α)
+    return tv
+end
+function VectorInterface.add!!(tv::TV, α::Real, tv2::TV) where {TV<:TangentVector}
+    checkbase(tv, tv2)
+    tv.v = tv.add!!(tv.v, α, tv2.v)
+    return tv
+end
+function VectorInterface.inner(tv::TV, tv2::TV) where {TV<:TangentVector}
+    return tv.inner(checkbase(tv, tv2), tv.v, tv2.v)
+end
+
+function retract(x::M, η::TangentVector{M}, α::Real) where {M}
+
+    return x, η
+end

Diff for: test/runtests.jl

@@ -57,7 +57,7 @@ algorithms = (GradientDescent, ConjugateGradient, LBFGS)
     A = randn(n, n)
     fg = quadraticproblem(A' * A, y)
     x₀ = randn(n)
-    alg = algtype(; verbosity=2, gradtol=1e-12)
+    alg = algtype(; verbosity=2, gradtol=1e-9, maxiter=10_000_000)
     x, f, g, numfg, normgradhistory = optimize(fg, x₀, alg)
     @test x ≈ y
     @test f < 1e-14