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Function to_boundary is not working with preconditioners #686

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amontoison opened this issue Nov 15, 2022 · 1 comment
Open

Function to_boundary is not working with preconditioners #686

amontoison opened this issue Nov 15, 2022 · 1 comment
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@amontoison
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The norm used for the trust-region should be modified if a preconditioner is provided.
We should use the Euclidean norm only when M=I in CG and CR.
https://github.com/JuliaSmoothOptimizers/Krylov.jl/blob/main/src/krylov_utils.jl#L376-L392

Because we can also directly provide estimates of xNorm2 and dNorm2, the final result can be completely wrong because
they are not always computed in Euclidean norm.

cc: @paraynaud
Be careful if you use it with preconditioners.

@amontoison amontoison added the bug label Nov 15, 2022
@paraynaud
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I don't use any preconditioner for now, I'll tell you if I plan to add one in the future 😃

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