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RIPM #135

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@geoffroyleconte geoffroyleconte commented Mar 15, 2024

This PR is not finished, please do not merge.

A first implementation of RIPM and RIPMDH.

The values of the objective per iteration (or objective evaluation) are objdec = solver_out.solver_specific[:Fhist] + solver_out.solver_specific[:Hhist].

The benchmark plots are not working yet, because I would need to add to all solvers (TR, R2, TRDH) a list to indicate which iterations of the algorithm correspond to a gradient evaluation (not done in this PR) (because the gradient is not necessarly computed at every iteration).

To get the values of the objective per gradient evaluation, I could do objdec = unique!(solver_out.solver_specific[:Fhist] + solver_out.solver_specific[:Hhist]), but I'm not sure that this woud be 100% accurate for small variations between $x_k$ and $x_{k+1}$, or functions with constant gradients.

@dpo

@geoffroyleconte geoffroyleconte added the do not merge This PR is not yet ready label Mar 15, 2024
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