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Speeding up subsolvers #391
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Codecov Report
@@ Coverage Diff @@
## main #391 +/- ##
==========================================
+ Coverage 92.78% 92.87% +0.08%
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Files 209 211 +2
Lines 16628 17070 +442
==========================================
+ Hits 15428 15853 +425
- Misses 1200 1217 +17
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…ry_gradient_descent_step...
…SourceEconomics/estimagic into tranquilo-subsolver-speedup
janosg
reviewed
Nov 7, 2022
src/estimagic/optimization/subsolvers/_conjugate_gradient_quadratic_fast.py
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src/estimagic/optimization/subsolvers/_conjugate_gradient_quadratic_fast.py
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src/estimagic/optimization/subsolvers/_trsbox_quadratic_fast.py
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Ran another set of benchmarks. If anything, the faster subsolvers also perform better. |
janosg
approved these changes
Nov 7, 2022
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take_preliminary_gradient_descent_step_and_check_for_solution
compute_conjugate_gradient_step
minimize_trust_trsbox
minimize_trust_cg
minimize_trust_stcg