From 50539d00d7f740b422d47507e5421f42a50b2065 Mon Sep 17 00:00:00 2001 From: Avik Pal Date: Mon, 30 Oct 2023 13:21:04 -0400 Subject: [PATCH 1/7] Use the new Termination Condition API --- Manifest.toml | 956 ++++++++++++++++++++++++++++++++++++++++++++++++ src/lbroyden.jl | 5 + src/utils.jl | 5 +- 3 files changed, 964 insertions(+), 2 deletions(-) create mode 100644 Manifest.toml diff --git a/Manifest.toml b/Manifest.toml new file mode 100644 index 000000000..295c748b6 --- /dev/null +++ b/Manifest.toml @@ -0,0 +1,956 @@ +# This file is machine-generated - editing it directly is not advised + +julia_version = "1.10.0-beta3" +manifest_format = "2.0" +project_hash = "1ed626bd8f3bd27c54d2cbbee8b7f3b485bdc0ba" + +[[deps.ADTypes]] +git-tree-sha1 = "5d2e21d7b0d8c22f67483ef95ebdc39c0e6b6003" +uuid = "47edcb42-4c32-4615-8424-f2b9edc5f35b" +version = "0.2.4" + +[[deps.Adapt]] +deps = ["LinearAlgebra", "Requires"] +git-tree-sha1 = "02f731463748db57cc2ebfbd9fbc9ce8280d3433" +uuid = 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"Random", "Serialization"] +uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40" + +[[deps.ThreadingUtilities]] +deps = ["ManualMemory"] +git-tree-sha1 = "eda08f7e9818eb53661b3deb74e3159460dfbc27" +uuid = "8290d209-cae3-49c0-8002-c8c24d57dab5" +version = "0.5.2" + +[[deps.TriangularSolve]] +deps = ["CloseOpenIntervals", "IfElse", "LayoutPointers", "LinearAlgebra", "LoopVectorization", "Polyester", "Static", "VectorizationBase"] +git-tree-sha1 = "31eedbc0b6d07c08a700e26d31298ac27ef330eb" +uuid = "d5829a12-d9aa-46ab-831f-fb7c9ab06edf" +version = "0.1.19" + +[[deps.Tricks]] +git-tree-sha1 = "eae1bb484cd63b36999ee58be2de6c178105112f" +uuid = "410a4b4d-49e4-4fbc-ab6d-cb71b17b3775" +version = "0.1.8" + +[[deps.TruncatedStacktraces]] +deps = ["InteractiveUtils", "MacroTools", "Preferences"] +git-tree-sha1 = "ea3e54c2bdde39062abf5a9758a23735558705e1" +uuid = "781d530d-4396-4725-bb49-402e4bee1e77" +version = "1.4.0" + +[[deps.UUIDs]] +deps = ["Random", "SHA"] +uuid = "cf7118a7-6976-5b1a-9a39-7adc72f591a4" + +[[deps.UnPack]] +git-tree-sha1 = "387c1f73762231e86e0c9c5443ce3b4a0a9a0c2b" +uuid = "3a884ed6-31ef-47d7-9d2a-63182c4928ed" +version = "1.0.2" + +[[deps.Unicode]] +uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5" + +[[deps.VectorizationBase]] +deps = ["ArrayInterface", "CPUSummary", "HostCPUFeatures", "IfElse", "LayoutPointers", "Libdl", "LinearAlgebra", "SIMDTypes", "Static", "StaticArrayInterface"] +git-tree-sha1 = "b182207d4af54ac64cbc71797765068fdeff475d" +uuid = "3d5dd08c-fd9d-11e8-17fa-ed2836048c2f" +version = "0.21.64" + +[[deps.VertexSafeGraphs]] +deps = ["Graphs"] +git-tree-sha1 = "8351f8d73d7e880bfc042a8b6922684ebeafb35c" +uuid = "19fa3120-7c27-5ec5-8db8-b0b0aa330d6f" +version = "0.2.0" + +[[deps.Zlib_jll]] +deps = ["Libdl"] +uuid = "83775a58-1f1d-513f-b197-d71354ab007a" +version = "1.2.13+1" + +[[deps.ZygoteRules]] +deps = ["ChainRulesCore", "MacroTools"] +git-tree-sha1 = "9d749cd449fb448aeca4feee9a2f4186dbb5d184" +uuid = "700de1a5-db45-46bc-99cf-38207098b444" +version = "0.2.4" + +[[deps.libblastrampoline_jll]] +deps = ["Artifacts", "Libdl"] +uuid = "8e850b90-86db-534c-a0d3-1478176c7d93" +version = "5.8.0+1" + +[[deps.nghttp2_jll]] +deps = ["Artifacts", "Libdl"] +uuid = "8e850ede-7688-5339-a07c-302acd2aaf8d" +version = "1.52.0+1" + +[[deps.p7zip_jll]] +deps = ["Artifacts", "Libdl"] +uuid = "3f19e933-33d8-53b3-aaab-bd5110c3b7a0" +version = "17.4.0+2" diff --git a/src/lbroyden.jl b/src/lbroyden.jl index 62fad090d..75317865e 100644 --- a/src/lbroyden.jl +++ b/src/lbroyden.jl @@ -101,6 +101,11 @@ function perform_step!(cache::LimitedMemoryBroydenCache{true}) @unpack f, p, du, u = cache T = eltype(u) +<<<<<<< HEAD +======= + termination_condition = cache.termination_condition(tc_storage) + +>>>>>>> a83cf9c (Use the new Termination Condition API) α = perform_linesearch!(cache.ls_cache, u, du) _axpy!(-α, du, u) f(cache.fu2, u, p) diff --git a/src/utils.jl b/src/utils.jl index 0b0447772..c5619bcf5 100644 --- a/src/utils.jl +++ b/src/utils.jl @@ -176,7 +176,7 @@ end Defaults to `mul!(C, A, B)`. However, for sparse matrices uses `C .= A * B`. """ -__matmul!(C, A, B) = mul!(C, A, B) +__matmul!(C, A, B) = mul!(C, A, B)`` __matmul!(C::AbstractSparseMatrix, A, B) = C .= A * B # Concretize Algorithms @@ -198,7 +198,7 @@ function __get_concrete_algorithm(alg, prob) use_sparse_ad ? AutoSparseFiniteDiff() : AutoFiniteDiff() else (use_sparse_ad ? AutoSparseForwardDiff : AutoForwardDiff)(; - tag = NonlinearSolveTag()) + tag = ForwardDiff.Tag(NonlinearSolveTag(), eltype(prob.u0))) end return set_ad(alg, ad) end @@ -273,6 +273,7 @@ function check_and_update!(tc_cache, cache, fu, u, uprev, cache.force_stop = true end end +# FIXME: Purge things till here! __init_identity_jacobian(u::Number, _) = u function __init_identity_jacobian(u, fu) From 1dc62322d0da309c12594aee7767edcd633d2f78 Mon Sep 17 00:00:00 2001 From: Avik Pal Date: Mon, 30 Oct 2023 15:56:56 -0400 Subject: [PATCH 2/7] Improve termination conditions --- Manifest.toml | 6 +++--- src/lbroyden.jl | 5 ----- src/utils.jl | 3 +-- test/basictests.jl | 28 ++++++++++++++++++++++++++++ 4 files changed, 32 insertions(+), 10 deletions(-) diff --git a/Manifest.toml b/Manifest.toml index 295c748b6..7a9729bd6 100644 --- a/Manifest.toml +++ b/Manifest.toml @@ -164,7 +164,7 @@ uuid = "ade2ca70-3891-5945-98fb-dc099432e06a" [[deps.DiffEqBase]] deps = ["ArrayInterface", "ChainRulesCore", "DataStructures", "DocStringExtensions", "EnumX", "EnzymeCore", "FastBroadcast", "ForwardDiff", "FunctionWrappers", "FunctionWrappersWrappers", "LinearAlgebra", "Logging", "Markdown", "MuladdMacro", "Parameters", "PreallocationTools", "PrecompileTools", "Printf", "RecursiveArrayTools", "Reexport", "Requires", "SciMLBase", "SciMLOperators", "Setfield", "SparseArrays", "Static", "StaticArraysCore", "Statistics", "Tricks", "TruncatedStacktraces", "ZygoteRules"] -git-tree-sha1 = "e5049e32074cd22f86d74036caf6663637623003" +git-tree-sha1 = "4e661d0beddac31da05e71b79afd769232622de8" repo-rev = "ap/tstable_termination" repo-url = "https://github.com/SciML/DiffEqBase.jl" uuid = "2b5f629d-d688-5b77-993f-72d75c75574e" @@ -689,9 +689,9 @@ version = "0.1.0" [[deps.SLEEFPirates]] deps = ["IfElse", "Static", "VectorizationBase"] -git-tree-sha1 = "897b39ec056c0619ea87adc7eeadba0bec0cf931" +git-tree-sha1 = "f5c896d781486f1d67c8492f0e0ead2c3517208c" uuid = "476501e8-09a2-5ece-8869-fb82de89a1fa" -version = "0.6.40" +version = "0.6.41" [[deps.SciMLBase]] deps = ["ADTypes", "ArrayInterface", "ChainRulesCore", "CommonSolve", "ConstructionBase", "Distributed", "DocStringExtensions", "EnumX", "FillArrays", "FunctionWrappersWrappers", "IteratorInterfaceExtensions", "LinearAlgebra", "Logging", "Markdown", "PrecompileTools", "Preferences", "RecipesBase", "RecursiveArrayTools", "Reexport", "RuntimeGeneratedFunctions", "SciMLOperators", "StaticArraysCore", "Statistics", "SymbolicIndexingInterface", "Tables", "TruncatedStacktraces", "ZygoteRules"] diff --git a/src/lbroyden.jl b/src/lbroyden.jl index 75317865e..62fad090d 100644 --- a/src/lbroyden.jl +++ b/src/lbroyden.jl @@ -101,11 +101,6 @@ function perform_step!(cache::LimitedMemoryBroydenCache{true}) @unpack f, p, du, u = cache T = eltype(u) -<<<<<<< HEAD -======= - termination_condition = cache.termination_condition(tc_storage) - ->>>>>>> a83cf9c (Use the new Termination Condition API) α = perform_linesearch!(cache.ls_cache, u, du) _axpy!(-α, du, u) f(cache.fu2, u, p) diff --git a/src/utils.jl b/src/utils.jl index c5619bcf5..c9013ead5 100644 --- a/src/utils.jl +++ b/src/utils.jl @@ -176,7 +176,7 @@ end Defaults to `mul!(C, A, B)`. However, for sparse matrices uses `C .= A * B`. """ -__matmul!(C, A, B) = mul!(C, A, B)`` +__matmul!(C, A, B) = mul!(C, A, B) __matmul!(C::AbstractSparseMatrix, A, B) = C .= A * B # Concretize Algorithms @@ -273,7 +273,6 @@ function check_and_update!(tc_cache, cache, fu, u, uprev, cache.force_stop = true end end -# FIXME: Purge things till here! __init_identity_jacobian(u::Number, _) = u function __init_identity_jacobian(u, fu) diff --git a/test/basictests.jl b/test/basictests.jl index b1f9d3cb7..6ee51e8da 100644 --- a/test/basictests.jl +++ b/test/basictests.jl @@ -133,7 +133,10 @@ const TERMINATION_CONDITIONS = [ @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) +<<<<<<< HEAD +======= +>>>>>>> 1a0df4e (Improve termination conditions) probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, NewtonRaphson(); termination_condition).u .≈ sqrt(2.0)) end @@ -298,7 +301,10 @@ end @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) +<<<<<<< HEAD +======= +>>>>>>> 1a0df4e (Improve termination conditions) probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, TrustRegion(); termination_condition).u .≈ sqrt(2.0)) end @@ -415,7 +421,10 @@ end @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) +<<<<<<< HEAD +======= +>>>>>>> 1a0df4e (Improve termination conditions) probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, LevenbergMarquardt(); termination_condition).u .≈ sqrt(2.0)) end @@ -550,7 +559,10 @@ end @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) +<<<<<<< HEAD +======= +>>>>>>> 1a0df4e (Improve termination conditions) probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, DFSane(); termination_condition).u .≈ sqrt(2.0)) end @@ -671,7 +683,10 @@ end @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) +<<<<<<< HEAD +======= +>>>>>>> 1a0df4e (Improve termination conditions) probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, PseudoTransient(; alpha_initial = 10.0); termination_condition).u .≈ sqrt(2.0)) @@ -769,7 +784,10 @@ end @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) +<<<<<<< HEAD +======= +>>>>>>> 1a0df4e (Improve termination conditions) probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, GeneralBroyden(); termination_condition).u .≈ sqrt(2.0)) end @@ -866,9 +884,14 @@ end @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) +<<<<<<< HEAD probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, GeneralKlement(); termination_condition).u .≈ sqrt(2.0)) +======= + probN = NonlinearProblem(quadratic_f, u0, 2.0) + @test all(solve(probN,GeneralKlement(); termination_condition).u .≈ sqrt(2.0)) +>>>>>>> 1a0df4e (Improve termination conditions) end end @@ -967,9 +990,14 @@ end @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) +<<<<<<< HEAD probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, LimitedMemoryBroyden(); +======= + probN = NonlinearProblem(quadratic_f, u0, 2.0) + @test all(solve(probN, LimitedMemoryBroyden(); +>>>>>>> 1a0df4e (Improve termination conditions) termination_condition).u .≈ sqrt(2.0)) end end From 4178ce381dfd3de7e925201a145d52d79ab5777a Mon Sep 17 00:00:00 2001 From: Avik Pal Date: Tue, 31 Oct 2023 22:38:04 -0400 Subject: [PATCH 3/7] Line Search for Gauss Newton --- src/gaussnewton.jl | 23 ++++++++++++++++------- src/linesearch.jl | 1 + src/raphson.jl | 2 +- test/nonlinear_least_squares.jl | 18 ++++++++++-------- 4 files changed, 28 insertions(+), 16 deletions(-) diff --git a/src/gaussnewton.jl b/src/gaussnewton.jl index c857f2d23..012767dcf 100644 --- a/src/gaussnewton.jl +++ b/src/gaussnewton.jl @@ -1,5 +1,5 @@ """ - GaussNewton(; concrete_jac = nothing, linsolve = nothing, + GaussNewton(; concrete_jac = nothing, linsolve = nothing, linesearch = LineSearch(), precs = DEFAULT_PRECS, adkwargs...) An advanced GaussNewton implementation with support for efficient handling of sparse @@ -30,6 +30,9 @@ for large-scale and numerically-difficult nonlinear least squares problems. preconditioners. For more information on specifying preconditioners for LinearSolve algorithms, consult the [LinearSolve.jl documentation](https://docs.sciml.ai/LinearSolve/stable/). + - `linesearch`: the line search algorithm to use. Defaults to [`LineSearch()`](@ref), + which means that no line search is performed. Algorithms from `LineSearches.jl` can be + used here directly, and they will be converted to the correct `LineSearch`. !!! warning @@ -40,16 +43,18 @@ for large-scale and numerically-difficult nonlinear least squares problems. ad::AD linsolve precs + linesearch end function set_ad(alg::GaussNewton{CJ}, ad) where {CJ} - return GaussNewton{CJ}(ad, alg.linsolve, alg.precs) + return GaussNewton{CJ}(ad, alg.linsolve, alg.precs, alg.linesearch) end function GaussNewton(; concrete_jac = nothing, linsolve = nothing, - precs = DEFAULT_PRECS, adkwargs...) + linesearch = LineSearch(), precs = DEFAULT_PRECS, adkwargs...) ad = default_adargs_to_adtype(; adkwargs...) - return GaussNewton{_unwrap_val(concrete_jac)}(ad, linsolve, precs) + linesearch = linesearch isa LineSearch ? linesearch : LineSearch(; method = linesearch) + return GaussNewton{_unwrap_val(concrete_jac)}(ad, linsolve, precs, linesearch) end @concrete mutable struct GaussNewtonCache{iip} <: AbstractNonlinearSolveCache{iip} @@ -78,6 +83,7 @@ end stats::NLStats tc_cache_1 tc_cache_2 + ls_cache end function SciMLBase.__init(prob::NonlinearLeastSquaresProblem{uType, iip}, alg_::GaussNewton, @@ -107,7 +113,8 @@ function SciMLBase.__init(prob::NonlinearLeastSquaresProblem{uType, iip}, alg_:: return GaussNewtonCache{iip}(f, alg, u, copy(u), fu1, fu2, zero(fu1), du, p, uf, linsolve, J, JᵀJ, Jᵀf, jac_cache, false, maxiters, internalnorm, ReturnCode.Default, - abstol, reltol, prob, NLStats(1, 0, 0, 0, 0), tc_cache_1, tc_cache_2) + abstol, reltol, prob, NLStats(1, 0, 0, 0, 0), tc_cache_1, tc_cache_2, + init_linesearch_cache(alg.linesearch, f, u, p, fu1, Val(iip))) end function perform_step!(cache::GaussNewtonCache{true}) @@ -128,7 +135,8 @@ function perform_step!(cache::GaussNewtonCache{true}) linu = _vec(du), p, reltol = cache.abstol) end cache.linsolve = linres.cache - @. u = u - du + α = perform_linesearch!(cache.ls_cache, u, du) + _axpy!(-α, du, u) f(cache.fu_new, u, p) check_and_update!(cache.tc_cache_1, cache, cache.fu_new, cache.u, cache.u_prev) @@ -169,7 +177,8 @@ function perform_step!(cache::GaussNewtonCache{false}) end cache.linsolve = linres.cache end - cache.u = @. u - cache.du # `u` might not support mutation + α = perform_linesearch!(cache.ls_cache, u, cache.du) + cache.u = @. u - α * cache.du # `u` might not support mutation cache.fu_new = f(cache.u, p) check_and_update!(cache.tc_cache_1, cache, cache.fu_new, cache.u, cache.u_prev) diff --git a/src/linesearch.jl b/src/linesearch.jl index 760f67769..833361607 100644 --- a/src/linesearch.jl +++ b/src/linesearch.jl @@ -122,6 +122,7 @@ function LineSearchesJLCache(ls::LineSearch, f::F, u, p, fu1, IIP::Val{iip}) whe end function g!(u, fu) + # FIXME: Upstream patch to allow non-square Jacobians op = VecJac((args...) -> f(args..., p), u; autodiff) if iip mul!(g₀, op, fu) diff --git a/src/raphson.jl b/src/raphson.jl index 1b75d231e..a28dec699 100644 --- a/src/raphson.jl +++ b/src/raphson.jl @@ -1,5 +1,5 @@ """ - NewtonRaphson(; concrete_jac = nothing, linsolve = nothing, + NewtonRaphson(; concrete_jac = nothing, linsolve = nothing, linesearch = LineSearch(), precs = DEFAULT_PRECS, adkwargs...) An advanced NewtonRaphson implementation with support for efficient handling of sparse diff --git a/test/nonlinear_least_squares.jl b/test/nonlinear_least_squares.jl index c7a02dc58..f4c9f9f7d 100644 --- a/test/nonlinear_least_squares.jl +++ b/test/nonlinear_least_squares.jl @@ -27,14 +27,16 @@ prob_iip = NonlinearLeastSquaresProblem(NonlinearFunction(loss_function; resid_prototype = zero(y_target)), θ_init, x) nlls_problems = [prob_oop, prob_iip] -solvers = [ - GaussNewton(), - GaussNewton(; linsolve = LUFactorization()), - LevenbergMarquardt(), - LevenbergMarquardt(; linsolve = LUFactorization()), - LeastSquaresOptimJL(:lm), - LeastSquaresOptimJL(:dogleg), -] +solvers = vec(Any[GaussNewton(; linsolve, linesearch) + for linsolve in [nothing, LUFactorization()], +linesearch in [Static(), BackTracking(), HagerZhang(), StrongWolfe(), MoreThuente()]]) +append!(solvers, + [ + LevenbergMarquardt(), + LevenbergMarquardt(; linsolve = LUFactorization()), + LeastSquaresOptimJL(:lm), + LeastSquaresOptimJL(:dogleg), + ]) for prob in nlls_problems, solver in solvers @time sol = solve(prob, solver; maxiters = 10000, abstol = 1e-8) From b4e49b1d2bac3f976aa3e2996422c3e69b21badd Mon Sep 17 00:00:00 2001 From: Avik Pal Date: Sun, 5 Nov 2023 16:36:10 -0500 Subject: [PATCH 4/7] Update the Project toml --- Project.toml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Project.toml b/Project.toml index 6411e91a5..30c6df2e6 100644 --- a/Project.toml +++ b/Project.toml @@ -58,7 +58,7 @@ Reexport = "0.2, 1" SciMLBase = "2.4" SimpleNonlinearSolve = "0.1.23" SparseArrays = "1.9" -SparseDiffTools = "2.9" +SparseDiffTools = "2.11" StaticArraysCore = "1.4" UnPack = "1.0" Zygote = "0.6" From 731fb28004c22f8d9a8a3f0fc3e0469a1ea14e24 Mon Sep 17 00:00:00 2001 From: Avik Pal Date: Sun, 5 Nov 2023 16:40:29 -0500 Subject: [PATCH 5/7] Remove Manifest --- Manifest.toml | 956 -------------------------------------------------- 1 file changed, 956 deletions(-) delete mode 100644 Manifest.toml diff --git a/Manifest.toml b/Manifest.toml deleted file mode 100644 index 7a9729bd6..000000000 --- a/Manifest.toml +++ /dev/null @@ -1,956 +0,0 @@ -# This file is machine-generated - 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-[[deps.libblastrampoline_jll]] -deps = ["Artifacts", "Libdl"] -uuid = "8e850b90-86db-534c-a0d3-1478176c7d93" -version = "5.8.0+1" - -[[deps.nghttp2_jll]] -deps = ["Artifacts", "Libdl"] -uuid = "8e850ede-7688-5339-a07c-302acd2aaf8d" -version = "1.52.0+1" - -[[deps.p7zip_jll]] -deps = ["Artifacts", "Libdl"] -uuid = "3f19e933-33d8-53b3-aaab-bd5110c3b7a0" -version = "17.4.0+2" From 97017f90ae56a86ce23c7a875ff169c91b1766ce Mon Sep 17 00:00:00 2001 From: Avik Pal Date: Sun, 5 Nov 2023 16:43:03 -0500 Subject: [PATCH 6/7] Incorrect rebase --- src/linesearch.jl | 3 +-- test/basictests.jl | 34 ---------------------------------- 2 files changed, 1 insertion(+), 36 deletions(-) diff --git a/src/linesearch.jl b/src/linesearch.jl index 833361607..a2b396b06 100644 --- a/src/linesearch.jl +++ b/src/linesearch.jl @@ -122,8 +122,7 @@ function LineSearchesJLCache(ls::LineSearch, f::F, u, p, fu1, IIP::Val{iip}) whe end function g!(u, fu) - # FIXME: Upstream patch to allow non-square Jacobians - op = VecJac((args...) -> f(args..., p), u; autodiff) + op = VecJac(f, u, p; fu = fu1, autodiff) if iip mul!(g₀, op, fu) return g₀ diff --git a/test/basictests.jl b/test/basictests.jl index 6ee51e8da..e5d7aad88 100644 --- a/test/basictests.jl +++ b/test/basictests.jl @@ -133,10 +133,6 @@ const TERMINATION_CONDITIONS = [ @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) -<<<<<<< HEAD - -======= ->>>>>>> 1a0df4e (Improve termination conditions) probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, NewtonRaphson(); termination_condition).u .≈ sqrt(2.0)) end @@ -301,10 +297,6 @@ end @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) -<<<<<<< HEAD - -======= ->>>>>>> 1a0df4e (Improve termination conditions) probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, TrustRegion(); termination_condition).u .≈ sqrt(2.0)) end @@ -421,10 +413,6 @@ end @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) -<<<<<<< HEAD - -======= ->>>>>>> 1a0df4e (Improve termination conditions) probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, LevenbergMarquardt(); termination_condition).u .≈ sqrt(2.0)) end @@ -559,10 +547,6 @@ end @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) -<<<<<<< HEAD - -======= ->>>>>>> 1a0df4e (Improve termination conditions) probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, DFSane(); termination_condition).u .≈ sqrt(2.0)) end @@ -683,10 +667,6 @@ end @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) -<<<<<<< HEAD - -======= ->>>>>>> 1a0df4e (Improve termination conditions) probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, PseudoTransient(; alpha_initial = 10.0); termination_condition).u .≈ sqrt(2.0)) @@ -784,10 +764,6 @@ end @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) -<<<<<<< HEAD - -======= ->>>>>>> 1a0df4e (Improve termination conditions) probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, GeneralBroyden(); termination_condition).u .≈ sqrt(2.0)) end @@ -884,14 +860,9 @@ end @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) -<<<<<<< HEAD probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, GeneralKlement(); termination_condition).u .≈ sqrt(2.0)) -======= - probN = NonlinearProblem(quadratic_f, u0, 2.0) - @test all(solve(probN,GeneralKlement(); termination_condition).u .≈ sqrt(2.0)) ->>>>>>> 1a0df4e (Improve termination conditions) end end @@ -990,14 +961,9 @@ end @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) -<<<<<<< HEAD probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, LimitedMemoryBroyden(); -======= - probN = NonlinearProblem(quadratic_f, u0, 2.0) - @test all(solve(probN, LimitedMemoryBroyden(); ->>>>>>> 1a0df4e (Improve termination conditions) termination_condition).u .≈ sqrt(2.0)) end end From 77be3a27acf95af75b46788bd8712e1fd4974eb9 Mon Sep 17 00:00:00 2001 From: Avik Pal Date: Sun, 5 Nov 2023 17:05:37 -0500 Subject: [PATCH 7/7] Fix formatting --- test/basictests.jl | 6 ++++++ test/nonlinear_least_squares.jl | 2 +- 2 files changed, 7 insertions(+), 1 deletion(-) diff --git a/test/basictests.jl b/test/basictests.jl index e5d7aad88..b1f9d3cb7 100644 --- a/test/basictests.jl +++ b/test/basictests.jl @@ -133,6 +133,7 @@ const TERMINATION_CONDITIONS = [ @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) + probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, NewtonRaphson(); termination_condition).u .≈ sqrt(2.0)) end @@ -297,6 +298,7 @@ end @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) + probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, TrustRegion(); termination_condition).u .≈ sqrt(2.0)) end @@ -413,6 +415,7 @@ end @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) + probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, LevenbergMarquardt(); termination_condition).u .≈ sqrt(2.0)) end @@ -547,6 +550,7 @@ end @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) + probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, DFSane(); termination_condition).u .≈ sqrt(2.0)) end @@ -667,6 +671,7 @@ end @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) + probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, PseudoTransient(; alpha_initial = 10.0); termination_condition).u .≈ sqrt(2.0)) @@ -764,6 +769,7 @@ end @testset "Termination condition: $(termination_condition) u0: $(_nameof(u0))" for termination_condition in TERMINATION_CONDITIONS, u0 in (1.0, [1.0, 1.0]) + probN = NonlinearProblem(quadratic_f, u0, 2.0) @test all(solve(probN, GeneralBroyden(); termination_condition).u .≈ sqrt(2.0)) end diff --git a/test/nonlinear_least_squares.jl b/test/nonlinear_least_squares.jl index f4c9f9f7d..07a310196 100644 --- a/test/nonlinear_least_squares.jl +++ b/test/nonlinear_least_squares.jl @@ -28,7 +28,7 @@ prob_iip = NonlinearLeastSquaresProblem(NonlinearFunction(loss_function; nlls_problems = [prob_oop, prob_iip] solvers = vec(Any[GaussNewton(; linsolve, linesearch) - for linsolve in [nothing, LUFactorization()], + for linsolve in [nothing, LUFactorization()], linesearch in [Static(), BackTracking(), HagerZhang(), StrongWolfe(), MoreThuente()]]) append!(solvers, [