Sub-solver parameters

[d-monnet]

Should sub-solver parameters also be included in parameters structures ?
If SolverParameters.jl is intended to provide an interface for fine-tuning optimization, I think they should.
One shortcoming is that the current solvers' interfaces in JSOSolvers.jl do not allows to pass parameters to the sub-solvers in SolverTools.jl.

[tmigot]

I would say so. Do you mean we need a mechanism to build a SolverParameter structure for a solver that itself depend on a SolverParameter?
That's good idea, we should definitely think about it.

[d-monnet]

I'm not sure how to do that properly....
One thing that bothers me a bit is that, for example trunk, does not allow to set the acceptance and trust region update parameters.
If we modify the JSOSolvers' solvers interface to pass these kind of parameters to their sub-solvers, then we can put them directly in their SolverParameter structures (no need to have another SolverParameter structure for the subsolver).

[tmigot]

I think it's good to have the parameters of the subsolver also in the parameters of the solver