Merge pull request #136 from SciML/ap/nlls_term

Use the different norms for termination

Author: ChrisRackauckas

Project.toml

@@ -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"
@@ -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"
@@ -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"

src/nlsolve/broyden.jl

@@ -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) ?

src/nlsolve/dfsane.jl

@@ -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

src/nlsolve/halley.jl

@@ -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)

src/nlsolve/klement.jl

@@ -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)

src/nlsolve/lbroyden.jl

@@ -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)

src/nlsolve/raphson.jl

@@ -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

src/nlsolve/trustRegion.jl

@@ -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.

src/utils.jl

@@ -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
 
@@ -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