JuliaManifolds · kellertuer · Feb 28, 2024 · May 30, 2023 · May 30, 2023 · May 30, 2023
diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
@@ -25,6 +25,7 @@ jobs:
       - uses: julia-actions/julia-processcoverage@v1
       - uses: codecov/codecov-action@v4
         with:
+          token: ${{ secrets.CODECOV_TOKEN }}
           file: ./lcov.info
           name: codecov-umbrella
           fail_ci_if_error: false

diff --git a/.vale.ini b/.vale.ini
@@ -15,6 +15,8 @@ BasedOnStyles = Vale, Google
 
 [docs/src/contributing.md]
 Google.FirstPerson = No
+Google.We = No
+
 
 [src/*.md] ; actually .jl but they are identified those above I think?
 BasedOnStyles = Vale, Google
@@ -23,7 +25,7 @@ BasedOnStyles = Vale, Google
 Google.Units = false #wto ignore formats= for now.
 TokenIgnores = \$.+?\$,\[.+?\]\(@(ref|id|cite).+?\),`.+`,``.*``,\s{4}.+\n
 
-[test/plans/test_debug.jl] #repeat previous until I find out how to combine them
+[test/plans/test_debug.md] #repeat previous until I find out how to combine them
 Google.Units = false #wto ignore formats= for now.
 TokenIgnores = \$.+?\$,\[.+?\]\(@(ref|id|cite).+?\),`.+`,``.*``,\s{4}.+\n
 

diff --git a/.zenodo.json b/.zenodo.json
@@ -3,7 +3,8 @@
         {
             "affiliation": "NTNU Trondheim",
             "name": "Jasa, Hajg",
-            "type": "Other"
+            "type": "ProjectMember",
+            "orcid": "0009-0002-7917-0530"
         },
         {
             "name": "Mathieu Besançon",

diff --git a/Changelog.md b/Changelog.md
@@ -5,12 +5,18 @@ All notable Changes to the Julia package `Manopt.jl` will be documented in this
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
-## [0.4.54] unreleased
+## [0.4.54] February 28, 2024
+
+### Added
+
+* `convex_bundle_method` optimization algorithm for non-smooth geodesically convex functions
+* `proximal_bundle_method` optimization algorithm for non-smooth functions.
+* `StopWhenSubgradientNormLess`, `StopWhenLagrangeMultiplierLess`, and stopping criteria.
 
 ### Fixed
 
 * Doc strings now follow a [vale.sh](https://vale.sh) policy. Though this is not fully working,
-  this PR imporves a lot of the doc strings concerning wording and spelling.
+  this PR improves a lot of the doc strings concerning wording and spelling.
 
 ## [0.4.53] February 13, 2024
 

diff --git a/Project.toml b/Project.toml
@@ -1,7 +1,7 @@
 name = "Manopt"
 uuid = "0fc0a36d-df90-57f3-8f93-d78a9fc72bb5"
 authors = ["Ronny Bergmann <[email protected]>"]
-version = "0.4.53"
+version = "0.4.54"
 
 [deps]
 ColorSchemes = "35d6a980-a343-548e-a6ea-1d62b119f2f4"
@@ -10,6 +10,7 @@ Colors = "5ae59095-9a9b-59fe-a467-6f913c188581"
 DataStructures = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
 Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+LinearOperators = "5c8ed15e-5a4c-59e4-a42b-c7e8811fb125"
 ManifoldDiff = "af67fdf4-a580-4b9f-bbec-742ef357defd"
 ManifoldsBase = "3362f125-f0bb-47a3-aa74-596ffd7ef2fb"
 Markdown = "d6f4376e-aef5-505a-96c1-9c027394607a"
@@ -28,13 +29,16 @@ LRUCache = "8ac3fa9e-de4c-5943-b1dc-09c6b5f20637"
 LineSearches = "d3d80556-e9d4-5f37-9878-2ab0fcc64255"
 Manifolds = "1cead3c2-87b3-11e9-0ccd-23c62b72b94e"
 Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"
+QuadraticModels = "f468eda6-eac5-11e8-05a5-ff9e497bcd19"
+RipQP = "1e40b3f8-35eb-4cd8-8edd-3e515bb9de08"
 
 [extensions]
-ManoptJuMPExt = ["JuMP"]
+ManoptJuMPExt = "JuMP"
 ManoptLRUCacheExt = "LRUCache"
 ManoptLineSearchesExt = "LineSearches"
-ManoptManifoldsExt = ["Manifolds"]
+ManoptManifoldsExt = "Manifolds"
 ManoptPlotsExt = "Plots"
+ManoptRipQPQuadraticModelsExt = ["RipQP", "QuadraticModels"]
 
 [compat]
 ColorSchemes = "3.5.0"
@@ -45,6 +49,7 @@ Dates = "1.6"
 JuMP = "1.15"
 LRUCache = "1.4"
 LinearAlgebra = "1.6"
+LinearOperators = "~2.6"
 ManifoldDiff = "0.3.8"
 Manifolds = "0.9.11"
 ManifoldsBase = "0.15"
@@ -53,8 +58,10 @@ Markdown = "1.6"
 PolynomialRoots = "1"
 Preferences = "1.4"
 Printf = "1.6"
+QuadraticModels = "0.9"
 Random = "1.6"
 Requires = "0.5, 1"
+RipQP = "0.6"
 SparseArrays = "1.6"
 Statistics = "1.6"
 Test = "1.6"
@@ -69,7 +76,9 @@ ManifoldDiff = "af67fdf4-a580-4b9f-bbec-742ef357defd"
 Manifolds = "1cead3c2-87b3-11e9-0ccd-23c62b72b94e"
 ManoptExamples = "5b8d5e80-5788-45cb-83d6-5e8f1484217d"
 Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"
+QuadraticModels = "f468eda6-eac5-11e8-05a5-ff9e497bcd19"
+RipQP = "1e40b3f8-35eb-4cd8-8edd-3e515bb9de08"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
-test = ["Test", "ForwardDiff", "JuMP", "Manifolds", "ManoptExamples", "ManifoldDiff", "Plots", "LineSearches", "LRUCache"]
+test = ["Test", "ForwardDiff", "JuMP", "Manifolds", "ManoptExamples", "ManifoldDiff", "Plots", "LineSearches", "LRUCache", "RipQP", "QuadraticModels"]
diff --git a/benchmarks/benchmark_subgradient.jl b/benchmarks/benchmark_subgradient.jl
diff --git a/benchmarks/benchmark_trust_regions.jl b/benchmarks/benchmark_trust_regions.jl
diff --git a/docs/Project.toml b/docs/Project.toml
@@ -18,7 +18,9 @@ Manifolds = "1cead3c2-87b3-11e9-0ccd-23c62b72b94e"
 ManifoldsBase = "3362f125-f0bb-47a3-aa74-596ffd7ef2fb"
 Manopt = "0fc0a36d-df90-57f3-8f93-d78a9fc72bb5"
 Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"
+QuadraticModels = "f468eda6-eac5-11e8-05a5-ff9e497bcd19"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+RipQP = "1e40b3f8-35eb-4cd8-8edd-3e515bb9de08"
 
 [compat]
 BenchmarkTools = "1.3"
@@ -38,4 +40,5 @@ Literate = "2"
 Manifolds = "0.8.81, 0.9"
 ManifoldsBase = "0.14.12, 0.15"
 Manopt = "0.4"
+QuadraticModels = "0.9.6"
 Plots = "1"
diff --git a/docs/make.jl b/docs/make.jl
@@ -7,7 +7,7 @@ if "--help" ∈ ARGS
         """
 docs/make.jl
 
-Render the `Manopt.jl` documenation with optinal arguments
+Render the `Manopt.jl` documenation with optional arguments
 
 Arguments
 * `--exclude-tutorials` - exclude the tutorials from the menu of Documenter,
@@ -18,8 +18,11 @@ Arguments
 * `--quarto`            – run the Quarto notebooks from the `tutorials/` folder before generating the documentation
   this has to be run locally at least once for the `tutorials/*.md` files to exist that are included in
   the documentation (see `--exclude-tutorials`) for the alternative.
-  If they are generated ones they are cached accordingly.
+  If they are generated once they are cached accordingly.
   Then you can spare time in the rendering by not passing this argument.
+  If quarto is not run, some tutorials are generated as empty files, since they
+  are referenced from within the documentation. These are currently
+  `Optimize.md` and `ImplementOwnManifold.md`.
 """,
     )
     exit(0)
@@ -50,6 +53,9 @@ if "--quarto" ∈ ARGS
         Pkg.activate(@__DIR__) # but return to the docs one before
         run(`quarto render $(tutorials_folder)`)
     end
+else # fallback to at least create empty files for Optimize and Implement
+    touch(joinpath(@__DIR__, "src/tutorials/Optimize.md"))
+    touch(joinpath(@__DIR__, "src/tutorials/ImplementOwnManifold.md"))
 end
 
 tutorials_in_menu = true
@@ -67,6 +73,7 @@ end
 using Documenter
 using DocumenterCitations
 using JuMP, LineSearches, LRUCache, Manopt, Manifolds, Plots
+using RipQP, QuadraticModels
 
 # (d) add contributing.md to docs
 generated_path = joinpath(@__DIR__, "src")
@@ -142,6 +149,11 @@ makedocs(;
         else
             Manopt.ManoptPlotsExt
         end,
+        if isdefined(Base, :get_extension)
+            Base.get_extension(Manopt, :ManoptRipQPQuadraticModelsExt)
+        else
+            Manopt.ManoptRipQPQuadraticModelsExt
+        end,
     ],
     authors="Ronny Bergmann and contributors.",
     sitename="Manopt.jl",
@@ -156,6 +168,7 @@ makedocs(;
             "Augmented Lagrangian Method" => "solvers/augmented_Lagrangian_method.md",
             "Chambolle-Pock" => "solvers/ChambollePock.md",
             "Conjugate gradient descent" => "solvers/conjugate_gradient_descent.md",
+            "Convex bundle method" => "solvers/convex_bundle_method.md",
             "Cyclic Proximal Point" => "solvers/cyclic_proximal_point.md",
             "Difference of Convex" => "solvers/difference_of_convex.md",
             "Douglas—Rachford" => "solvers/DouglasRachford.md",
@@ -166,6 +179,7 @@ makedocs(;
             "Nelder–Mead" => "solvers/NelderMead.md",
             "Particle Swarm Optimization" => "solvers/particle_swarm.md",
             "Primal-dual Riemannian semismooth Newton" => "solvers/primal_dual_semismooth_Newton.md",
+            "Proximal bundle method" => "solvers/proximal_bundle_method.md",
             "Quasi-Newton" => "solvers/quasi_Newton.md",
             "Stochastic Gradient Descent" => "solvers/stochastic_gradient_descent.md",
             "Subgradient method" => "solvers/subgradient.md",

diff --git a/docs/src/about.md b/docs/src/about.md
@@ -7,6 +7,7 @@ The following people contributed
 * [Constantin Ahlmann-Eltze](https://const-ae.name) implemented the [gradient and differential `check` functions](helpers/checks.md)
 * [Renée Dornig](https://github.com/r-dornig) implemented the [particle swarm](solvers/particle_swarm.md), the [Riemannian Augmented Lagrangian Method](solvers/augmented_Lagrangian_method.md), the [Exact Penalty Method](solvers/exact_penalty_method.md), as well as the [`NonmonotoneLinesearch`](@ref)
 * [Willem Diepeveen](https://www.maths.cam.ac.uk/person/wd292) implemented the [primal-dual Riemannian semismooth Newton](solvers/primal_dual_semismooth_Newton.md) solver.
+* [Hajg Jasa](https://www.ntnu.edu/employees/hajg.jasa) implemented the [convex bundle method](solvers/convex_bundle_method.md) and the [proximal bundle method](solvers/proximal_bundle_method.md).
 * Even Stephansen Kjemsås contributed to the implementation of the [Frank Wolfe Method](solvers/FrankWolfe.md) solver
 * Mathias Ravn Munkvold contributed most of the implementation of the [Adaptive Regularization with Cubics](solvers/adaptive-regularization-with-cubics.md) solver
 * [Tom-Christian Riemer](https://www.tu-chemnitz.de/mathematik/wire/mitarbeiter.php) implemented the [trust regions](solvers/trust_regions.md) and [quasi Newton](solvers/quasi_Newton.md) solvers.

diff --git a/docs/src/references.bib b/docs/src/references.bib
@@ -166,6 +166,15 @@ @article{BergmannHerzogSilvaLouzeiroTenbrinckVidalNunez:2021
     VOLUME       = {21},
 }
 
+@article{BergmannHerzogJasa:2024,
+    AUTHOR  = {Bergmann, Ronny and Herzog, Roland and Jasa, Hajg},
+    JOURNAL = {preprint},
+    EPRINT  = {2402.13670},
+    EPRINTTYPE = {arXiv},
+    TITLE   = {The Riemannian Convex Bundle Method},
+    YEAR    = {2024},
+}
+
 @article{BergmannLausSteidlWeinmann:2014:1,
     AUTHOR     = {Bergmann, Ronny and Laus, Friederike and Steidl, Gabriele and Weinmann, Andreas},
     EPRINT     = {1405.5349},
@@ -415,6 +424,17 @@ @article{HestenesStiefel:1952
     VOLUME    = {49},
     YEAR      = {1952}
 }
+@article{HoseiniMonjeziNobakhtianPouryayevali:2021,
+    AUTHOR       = {Hoseini Monjezi, Najmeh and Nobakhtian, Soghra and Pouryayevali, Mohamad Reza},
+    DOI          = {10.1093/imanum/drab091},
+    JOURNAL      = {IMA Journal of Numerical Analysis},
+    NUMBER       = {1},
+    PAGES        = {293–325},
+    PUBLISHER    = {Oxford University Press (OUP)},
+    TITLE        = {A proximal bundle algorithm for nonsmooth optimization on Riemannian manifolds},
+    VOLUME       = {43},
+    YEAR         = {2023},
+}
 @phdthesis{Huang:2014,
     AUTHOR    = {Huang, W.},
     SCHOOL    = {Flordia State University},

diff --git a/docs/src/solvers/convex_bundle_method.md b/docs/src/solvers/convex_bundle_method.md
@@ -0,0 +1,44 @@
+# [Convex Bundle Method](@id ConvexBundleMethodSolver)
+
+```@meta
+CurrentModule = Manopt
+```
+
+```@docs
+convex_bundle_method
+convex_bundle_method!
+```
+
+## State
+
+```@docs
+ConvexBundleMethodState
+```
+
+## Stopping Criteria
+```@docs
+StopWhenLagrangeMultiplierLess
+```
+
+## Debug Functions
+
+```@docs
+DebugWarnIfLagrangeMultiplierIncreases
+```
+
+## Helpers and internal functions
+
+```@docs
+convex_bundle_method_subsolver
+sectional_curvature
+ζ_1
+ζ_2
+close_point
+```
+
+## Literature
+
+```@bibliography
+Pages = ["convex_bundle_method.md"]
+Canonical=false
+```
diff --git a/docs/src/solvers/index.md b/docs/src/solvers/index.md
@@ -18,6 +18,7 @@ The following algorithms are currently available
 [Augmented Lagrangian Method](augmented_Lagrangian_method.md) | [`augmented_Lagrangian_method`](@ref), [`AugmentedLagrangianMethodState`](@ref) | ``f``, ``\operatorname{grad} f``, ``g``, ``\operatorname{grad} g_i``, ``h``, ``\operatorname{grad} h_j`` |
 [Chambolle-Pock](ChambollePock.md) | [`ChambollePock`](@ref), [`ChambollePockState`](@ref) (using [`TwoManifoldProblem`](@ref)) | ``f=F+G(Λ\cdot)``, ``\operatorname{prox}_{σ F}``, ``\operatorname{prox}_{τ G^*}``, ``Λ`` |
 [Conjugate Gradient Descent](conjugate_gradient_descent.md) | [`conjugate_gradient_descent`](@ref), [`ConjugateGradientDescentState`](@ref) | ``f``, ``\operatorname{grad} f``
+[Convex Bundle Method](convex_bundle_method.md) | [`convex_bundle_method`](@ref), [`ConvexBundleMethodState`](@ref) | ``f``, ``\partial f``
 [Cyclic Proximal Point](cyclic_proximal_point.md) | [`cyclic_proximal_point`](@ref), [`CyclicProximalPointState`](@ref) | ``f=\sum f_i``, ``\operatorname{prox}_{\lambda f_i}`` |
 [Difference of Convex Algorithm](@ref solver-difference-of-convex) | [`difference_of_convex_algorithm`](@ref), [`DifferenceOfConvexState`](@ref) | ``f=g-h``, ``∂h``, and for example ``g``, ``\operatorname{grad} g`` |
 [Difference of Convex Proximal Point](@ref solver-difference-of-convex-proximal-point) | [`difference_of_convex_proximal_point`](@ref), [`DifferenceOfConvexProximalState`](@ref) | ``f=g-h``, ``∂h``, and for example ``g``, ``\operatorname{grad} g`` |
@@ -29,6 +30,7 @@ The following algorithms are currently available
 [Nelder-Mead](NelderMead.md) | [`NelderMead`](@ref), [`NelderMeadState`](@ref) | ``f``
 [Particle Swarm](particle_swarm.md) | [`particle_swarm`](@ref), [`ParticleSwarmState`](@ref) | ``f`` |
 [Primal-dual Riemannian semismooth Newton Algorithm](@ref solver-pdrssn) | [`primal_dual_semismooth_Newton`](@ref),  [`PrimalDualSemismoothNewtonState`](@ref) (using [`TwoManifoldProblem`](@ref)) | ``f=F+G(Λ\cdot)``, ``\operatorname{prox}_{σ F}`` & diff., ``\operatorname{prox}_{τ G^*}`` & diff., ``Λ``
+[Proximal Bundle Method](proximal_bundle_method.md) | [`proximal_bundle_method`](@ref), [`ProximalBundleMethodState`](@ref) | ``f``, ``\partial f``
 [Quasi-Newton Method](quasi_Newton.md) | [`quasi_Newton`](@ref), [`QuasiNewtonState`](@ref) | ``f``, ``\operatorname{grad} f`` |
 [Steihaug-Toint Truncated Conjugate-Gradient Method](@ref tCG) | [`truncated_conjugate_gradient_descent`](@ref), [`TruncatedConjugateGradientState`](@ref) | ``f``, ``\operatorname{grad} f``, ``\operatorname{Hess} f`` |
 [Subgradient Method](subgradient.md) | [`subgradient_method`](@ref), [`SubGradientMethodState`](@ref) | ``f``, ``∂ f`` |