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Merge pull request #136 from SciML/ap/nlls_term
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Use the different norms for termination
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@ChrisRackauckas
ChrisRackauckas committed Mar 31, 2024
2 parents 0f02306 + e37f938 commit a8fda19
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Showing 9 changed files with 37 additions and 41 deletions.
10 changes: 5 additions & 5 deletions Project.toml
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
name = "SimpleNonlinearSolve"
uuid = "727e6d20-b764-4bd8-a329-72de5adea6c7"
authors = ["SciML"]
version = "1.6.0"
version = "1.7.0"

[deps]
ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
Expand Down Expand Up @@ -39,13 +39,13 @@ SimpleNonlinearSolveZygoteExt = "Zygote"
ADTypes = "0.2.6"
AllocCheck = "0.1.1"
Aqua = "0.8"
ArrayInterface = "7.7"
ArrayInterface = "7.8"
CUDA = "5.2"
ChainRulesCore = "1.22"
ConcreteStructs = "0.2.3"
DiffEqBase = "6.146"
DiffEqBase = "6.149"
DiffResults = "1.1"
FastClosures = "0.3"
FastClosures = "0.3.2"
FiniteDiff = "2.22"
ForwardDiff = "0.10.36"
LinearAlgebra = "1.10"
Expand All @@ -59,7 +59,7 @@ Random = "1.10"
ReTestItems = "1.23"
Reexport = "1.2"
ReverseDiff = "1.15"
SciMLBase = "2.26.3"
SciMLBase = "2.28.0"
SciMLSensitivity = "7.56"
StaticArrays = "1.9"
StaticArraysCore = "1.4.2"
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2 changes: 1 addition & 1 deletion src/nlsolve/broyden.jl
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Expand Up @@ -48,7 +48,7 @@ function SciMLBase.__solve(prob::NonlinearProblem, alg::SimpleBroyden, args...;
@bb δJ⁻¹n = copy(x)
@bb δJ⁻¹ = copy(J⁻¹)

abstol, reltol, tc_cache = init_termination_cache(abstol, reltol, fx, x,
abstol, reltol, tc_cache = init_termination_cache(prob, abstol, reltol, fx, x,
termination_condition)

ls_cache = __get_linesearch(alg) === Val(true) ?
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2 changes: 1 addition & 1 deletion src/nlsolve/dfsane.jl
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Expand Up @@ -70,7 +70,7 @@ function SciMLBase.__solve(prob::NonlinearProblem, alg::SimpleDFSane{M}, args...
τ_min = T(alg.τ_min)
τ_max = T(alg.τ_max)

abstol, reltol, tc_cache = init_termination_cache(abstol, reltol, fx, x,
abstol, reltol, tc_cache = init_termination_cache(prob, abstol, reltol, fx, x,
termination_condition)

fx_norm = NONLINEARSOLVE_DEFAULT_NORM(fx)^nexp
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2 changes: 1 addition & 1 deletion src/nlsolve/halley.jl
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Expand Up @@ -34,7 +34,7 @@ function SciMLBase.__solve(prob::NonlinearProblem, alg::SimpleHalley, args...;
T = eltype(x)

autodiff = __get_concrete_autodiff(prob, alg.autodiff)
abstol, reltol, tc_cache = init_termination_cache(abstol, reltol, fx, x,
abstol, reltol, tc_cache = init_termination_cache(prob, abstol, reltol, fx, x,
termination_condition)

@bb xo = copy(x)
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2 changes: 1 addition & 1 deletion src/nlsolve/klement.jl
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Expand Up @@ -13,7 +13,7 @@ function SciMLBase.__solve(prob::NonlinearProblem, alg::SimpleKlement, args...;
T = eltype(x)
fx = _get_fx(prob, x)

abstol, reltol, tc_cache = init_termination_cache(abstol, reltol, fx, x,
abstol, reltol, tc_cache = init_termination_cache(prob, abstol, reltol, fx, x,
termination_condition)

@bb δx = copy(x)
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2 changes: 1 addition & 1 deletion src/nlsolve/lbroyden.jl
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Expand Up @@ -61,7 +61,7 @@ end

U, Vᵀ = __init_low_rank_jacobian(x, fx, x isa StaticArray ? threshold : Val(η))

abstol, reltol, tc_cache = init_termination_cache(abstol, reltol, fx, x,
abstol, reltol, tc_cache = init_termination_cache(prob, abstol, reltol, fx, x,
termination_condition)

@bb xo = copy(x)
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2 changes: 1 addition & 1 deletion src/nlsolve/raphson.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -32,7 +32,7 @@ function SciMLBase.__solve(prob::Union{NonlinearProblem, NonlinearLeastSquaresPr
@bb xo = copy(x)
J, jac_cache = jacobian_cache(autodiff, prob.f, fx, x, prob.p)

abstol, reltol, tc_cache = init_termination_cache(abstol, reltol, fx, x,
abstol, reltol, tc_cache = init_termination_cache(prob, abstol, reltol, fx, x,
termination_condition)

for i in 1:maxiters
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2 changes: 1 addition & 1 deletion src/nlsolve/trustRegion.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -88,7 +88,7 @@ function SciMLBase.__solve(prob::NonlinearProblem, alg::SimpleTrustRegion, args.
J, jac_cache = jacobian_cache(autodiff, prob.f, fx, x, prob.p)
fx, ∇f = value_and_jacobian(autodiff, prob.f, fx, x, prob.p, jac_cache; J)

abstol, reltol, tc_cache = init_termination_cache(abstol, reltol, fx, x,
abstol, reltol, tc_cache = init_termination_cache(prob, abstol, reltol, fx, x,
termination_condition)

# Set default trust region radius if not specified by user.
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54 changes: 25 additions & 29 deletions src/utils.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -288,14 +288,30 @@ end
# different. NonlinearSolve is more for robust / cached solvers while SimpleNonlinearSolve
# is meant for low overhead solvers, users can opt into the other termination modes but the
# default is to use the least overhead version.
function init_termination_cache(abstol, reltol, du, u, ::Nothing)
return init_termination_cache(abstol, reltol, du, u, AbsNormTerminationMode())
function init_termination_cache(prob::NonlinearProblem, abstol, reltol, du, u, ::Nothing)
return init_termination_cache(prob, abstol, reltol, du, u,
AbsNormTerminationMode(Base.Fix1(maximum, abs)))
end
function init_termination_cache(abstol, reltol, du, u, tc::AbstractNonlinearTerminationMode)
function init_termination_cache(
prob::NonlinearLeastSquaresProblem, abstol, reltol, du, u, ::Nothing)
return init_termination_cache(prob, abstol, reltol, du, u,
AbsNormTerminationMode(Base.Fix2(norm, 2)))
end

function init_termination_cache(
prob::Union{NonlinearProblem, NonlinearLeastSquaresProblem},
abstol, reltol, du, u, tc::AbstractNonlinearTerminationMode)
T = promote_type(eltype(du), eltype(u))
abstol = __get_tolerance(u, abstol, T)
reltol = __get_tolerance(u, reltol, T)
tc_cache = init(du, u, tc; abstol, reltol)
tc_ = if hasfield(typeof(tc), :internalnorm) && tc.internalnorm === nothing
internalnorm = ifelse(
prob isa NonlinearProblem, Base.Fix1(maximum, abs), Base.Fix2(norm, 2))
DiffEqBase.set_termination_mode_internalnorm(tc, internalnorm)
else
tc
end
tc_cache = init(du, u, tc_; abstol, reltol, use_deprecated_retcodes = Val(false))
return DiffEqBase.get_abstol(tc_cache), DiffEqBase.get_reltol(tc_cache), tc_cache
end

Expand All @@ -305,45 +321,25 @@ function check_termination(tc_cache, fx, x, xo, prob, alg)
end
function check_termination(tc_cache, fx, x, xo, prob, alg,
::AbstractNonlinearTerminationMode)
if Bool(tc_cache(fx, x, xo))
tc_cache(fx, x, xo) &&
return build_solution(prob, alg, x, fx; retcode = ReturnCode.Success)
end
return nothing
end
function check_termination(tc_cache, fx, x, xo, prob, alg,
::AbstractSafeNonlinearTerminationMode)
if Bool(tc_cache(fx, x, xo))
if tc_cache.retcode == NonlinearSafeTerminationReturnCode.Success
retcode = ReturnCode.Success
elseif tc_cache.retcode == NonlinearSafeTerminationReturnCode.PatienceTermination
retcode = ReturnCode.ConvergenceFailure
elseif tc_cache.retcode == NonlinearSafeTerminationReturnCode.ProtectiveTermination
retcode = ReturnCode.Unstable
else
error("Unknown termination code: $(tc_cache.retcode)")
end
return build_solution(prob, alg, x, fx; retcode)
end
tc_cache(fx, x, xo) &&
return build_solution(prob, alg, x, fx; retcode = tc_cache.retcode)
return nothing
end
function check_termination(tc_cache, fx, x, xo, prob, alg,
::AbstractSafeBestNonlinearTerminationMode)
if Bool(tc_cache(fx, x, xo))
if tc_cache.retcode == NonlinearSafeTerminationReturnCode.Success
retcode = ReturnCode.Success
elseif tc_cache.retcode == NonlinearSafeTerminationReturnCode.PatienceTermination
retcode = ReturnCode.ConvergenceFailure
elseif tc_cache.retcode == NonlinearSafeTerminationReturnCode.ProtectiveTermination
retcode = ReturnCode.Unstable
else
error("Unknown termination code: $(tc_cache.retcode)")
end
if tc_cache(fx, x, xo)
if isinplace(prob)
prob.f(fx, x, prob.p)
else
fx = prob.f(x, prob.p)
end
return build_solution(prob, alg, tc_cache.u, fx; retcode)
return build_solution(prob, alg, tc_cache.u, fx; retcode = tc_cache.retcode)
end
return nothing
end
Expand Down

2 comments on commit a8fda19

@avik-pal
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Registration pull request created: JuliaRegistries/General/104010

Tip: Release Notes

Did you know you can add release notes too? Just add markdown formatted text underneath the comment after the text
"Release notes:" and it will be added to the registry PR, and if TagBot is installed it will also be added to the
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@JuliaRegistrator register

Release notes:

## Breaking changes

- blah

To add them here just re-invoke and the PR will be updated.

Tagging

After the above pull request is merged, it is recommended that a tag is created on this repository for the registered package version.

This will be done automatically if the Julia TagBot GitHub Action is installed, or can be done manually through the github interface, or via:

git tag -a v1.7.0 -m "<description of version>" a8fda1999e1f88867980e1288f5e905b86917ccf
git push origin v1.7.0

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