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fix: remove uses of LineSearches.jl backtracking #480

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merged 2 commits into from
Oct 21, 2024
Merged

fix: remove uses of LineSearches.jl backtracking #480

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93b78a1
fix: remove uses of LineSearches.jl backtracking
avik-pal Oct 21, 2024
64e712b
docs: fix chunksize
avik-pal Oct 21, 2024
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2 changes: 1 addition & 1 deletion .github/workflows/Downgrade.yml
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Original file line number Diff line number Diff line change
Expand Up @@ -15,7 +15,7 @@ jobs:
runs-on: ubuntu-latest
strategy:
matrix:
version: ["1"]
version: ["1.10"]
steps:
- uses: actions/checkout@v4
- uses: julia-actions/setup-julia@v2
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6 changes: 3 additions & 3 deletions Project.toml
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
name = "NonlinearSolve"
uuid = "8913a72c-1f9b-4ce2-8d82-65094dcecaec"
authors = ["SciML"]
version = "3.15.1"
version = "3.15.2"

[deps]
ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
Expand Down Expand Up @@ -80,7 +80,7 @@ Hwloc = "3"
InteractiveUtils = "<0.0.1, 1"
LazyArrays = "1.8.2, 2"
LeastSquaresOptim = "0.8.5"
LineSearch = "0.1.2"
LineSearch = "0.1.4"
LineSearches = "7.3"
LinearAlgebra = "1.10"
LinearSolve = "2.35"
Expand All @@ -96,7 +96,7 @@ Pkg = "1.10"
PrecompileTools = "1.2"
Preferences = "1.4"
Printf = "1.10"
Random = "1.91"
Random = "1.10"
ReTestItems = "1.24"
RecursiveArrayTools = "3.27"
Reexport = "1.2"
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6 changes: 3 additions & 3 deletions docs/src/tutorials/large_systems.md
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Expand Up @@ -143,12 +143,12 @@ prob_brusselator_2d_autosparse = NonlinearProblem(
u0, p; abstol = 1e-10, reltol = 1e-10)

@btime solve(prob_brusselator_2d_autosparse,
NewtonRaphson(; autodiff = AutoForwardDiff(; chunksize = 32)));
NewtonRaphson(; autodiff = AutoForwardDiff(; chunksize = 12)));
@btime solve(prob_brusselator_2d_autosparse,
NewtonRaphson(; autodiff = AutoForwardDiff(; chunksize = 32),
NewtonRaphson(; autodiff = AutoForwardDiff(; chunksize = 12),
linsolve = KLUFactorization()));
@btime solve(prob_brusselator_2d_autosparse,
NewtonRaphson(; autodiff = AutoForwardDiff(; chunksize = 32),
NewtonRaphson(; autodiff = AutoForwardDiff(; chunksize = 12),
linsolve = KrylovJL_GMRES()));
nothing # hide
```
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2 changes: 1 addition & 1 deletion src/NonlinearSolve.jl
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Expand Up @@ -176,7 +176,7 @@ export NewtonDescent, SteepestDescent, Dogleg, DampedNewtonDescent, GeodesicAcce
## Line Search Algorithms
export LineSearchesJL, LiFukushimaLineSearch # FIXME: deprecated. use LineSearch.jl directly
export Static, HagerZhang, MoreThuente, StrongWolfe, BackTracking # FIXME: deprecated
export NoLineSearch, RobustNonMonotoneLineSearch
export LineSearch, NoLineSearch, RobustNonMonotoneLineSearch
## Trust Region Algorithms
export RadiusUpdateSchemes

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20 changes: 5 additions & 15 deletions src/default.jl
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Expand Up @@ -364,9 +364,7 @@ function RobustMultiNewton(::Type{T} = Float64; concrete_jac = nothing, linsolve
radius_update_scheme = RadiusUpdateSchemes.Bastin),
NewtonRaphson(; concrete_jac, linsolve, precs, autodiff),
NewtonRaphson(; concrete_jac, linsolve, precs,
linesearch = LineSearch.LineSearchesJL(;
method = LineSearches.BackTracking()),
autodiff),
linesearch = LineSearch.BackTracking(), autodiff),
TrustRegion(; concrete_jac, linsolve, precs,
radius_update_scheme = RadiusUpdateSchemes.NLsolve, autodiff),
TrustRegion(; concrete_jac, linsolve, precs,
Expand Down Expand Up @@ -407,9 +405,7 @@ function FastShortcutNonlinearPolyalg(
else
algs = (NewtonRaphson(; concrete_jac, linsolve, precs, autodiff),
NewtonRaphson(; concrete_jac, linsolve, precs,
linesearch = LineSearch.LineSearchesJL(;
method = LineSearches.BackTracking()),
autodiff),
linesearch = LineSearch.BackTracking(), autodiff),
TrustRegion(; concrete_jac, linsolve, precs, autodiff),
TrustRegion(; concrete_jac, linsolve, precs,
radius_update_scheme = RadiusUpdateSchemes.Bastin, autodiff))
Expand All @@ -430,9 +426,7 @@ function FastShortcutNonlinearPolyalg(
SimpleKlement(),
NewtonRaphson(; concrete_jac, linsolve, precs, autodiff),
NewtonRaphson(; concrete_jac, linsolve, precs,
linesearch = LineSearch.LineSearchesJL(;
method = LineSearches.BackTracking()),
autodiff),
linesearch = LineSearch.BackTracking(), autodiff),
TrustRegion(; concrete_jac, linsolve, precs,
radius_update_scheme = RadiusUpdateSchemes.Bastin, autodiff))
end
Expand All @@ -451,9 +445,7 @@ function FastShortcutNonlinearPolyalg(
Klement(; linsolve, precs, autodiff),
NewtonRaphson(; concrete_jac, linsolve, precs, autodiff),
NewtonRaphson(; concrete_jac, linsolve, precs,
linesearch = LineSearch.LineSearchesJL(;
method = LineSearches.BackTracking()),
autodiff),
linesearch = LineSearch.BackTracking(), autodiff),
TrustRegion(; concrete_jac, linsolve, precs, autodiff),
TrustRegion(; concrete_jac, linsolve, precs,
radius_update_scheme = RadiusUpdateSchemes.Bastin, autodiff))
Expand Down Expand Up @@ -489,9 +481,7 @@ function FastShortcutNLLSPolyalg(
linsolve, precs, disable_geodesic = Val(true), autodiff, kwargs...),
TrustRegion(; concrete_jac, linsolve, precs, autodiff, kwargs...),
GaussNewton(; concrete_jac, linsolve, precs,
linesearch = LineSearch.LineSearchesJL(;
method = LineSearches.BackTracking()),
autodiff, kwargs...),
linesearch = LineSearch.BackTracking(), autodiff, kwargs...),
TrustRegion(; concrete_jac, linsolve, precs,
radius_update_scheme = RadiusUpdateSchemes.Bastin, autodiff, kwargs...),
LevenbergMarquardt(; linsolve, precs, autodiff, kwargs...))
Expand Down
63 changes: 41 additions & 22 deletions test/core/rootfind_tests.jl
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Expand Up @@ -53,11 +53,15 @@ end
# --- NewtonRaphson tests ---

@testitem "NewtonRaphson" setup=[CoreRootfindTesting] tags=[:core] begin
@testset "LineSearch: $(_nameof(lsmethod)) LineSearch AD: $(_nameof(ad))" for lsmethod in (
Static(), StrongWolfe(), BackTracking(), HagerZhang(), MoreThuente()),
ad in (AutoForwardDiff(), AutoZygote(), AutoFiniteDiff())
@testset "LineSearch: $(_nameof(linesearch)) LineSearch AD: $(_nameof(ad))" for ad in (
AutoForwardDiff(), AutoZygote(), AutoFiniteDiff()
),
linesearch in (
Static(; autodiff = ad), StrongWolfe(; autodiff = ad),
BackTracking(; autodiff = ad), LineSearch.BackTracking(; autodiff = ad),
HagerZhang(; autodiff = ad), MoreThuente(; autodiff = ad)
)

linesearch = LineSearchesJL(; method = lsmethod, autodiff = ad)
u0s = ([1.0, 1.0], @SVector[1.0, 1.0], 1.0)

@testset "[OOP] u0: $(typeof(u0))" for u0 in u0s
Expand Down Expand Up @@ -463,14 +467,17 @@ end
# --- Broyden tests ---

@testitem "Broyden" setup=[CoreRootfindTesting] tags=[:core] begin
@testset "LineSearch: $(_nameof(lsmethod)) LineSearch AD: $(_nameof(ad)) Init Jacobian: $(init_jacobian) Update Rule: $(update_rule)" for lsmethod in (
Static(), StrongWolfe(), BackTracking(),
HagerZhang(), MoreThuente(), LiFukushimaLineSearch()),
ad in (AutoForwardDiff(), AutoZygote(), AutoFiniteDiff()),
@testset "LineSearch: $(_nameof(linesearch)) LineSearch AD: $(_nameof(ad)) Init Jacobian: $(init_jacobian) Update Rule: $(update_rule)" for ad in (
AutoForwardDiff(), AutoZygote(), AutoFiniteDiff()
),
linesearch in (
Static(; autodiff = ad), StrongWolfe(; autodiff = ad),
BackTracking(; autodiff = ad), LineSearch.BackTracking(; autodiff = ad),
HagerZhang(; autodiff = ad), MoreThuente(; autodiff = ad)
),
init_jacobian in (Val(:identity), Val(:true_jacobian)),
update_rule in (Val(:good_broyden), Val(:bad_broyden), Val(:diagonal))

linesearch = LineSearchesJL(; method = lsmethod, autodiff = ad)
u0s = ([1.0, 1.0], @SVector[1.0, 1.0], 1.0)

@testset "[OOP] u0: $(typeof(u0))" for u0 in u0s
Expand Down Expand Up @@ -513,12 +520,16 @@ end
# --- Klement tests ---

@testitem "Klement" setup=[CoreRootfindTesting] tags=[:core] begin
@testset "LineSearch: $(_nameof(lsmethod)) LineSearch AD: $(_nameof(ad)) Init Jacobian: $(init_jacobian)" for lsmethod in (
Static(), StrongWolfe(), BackTracking(), HagerZhang(), MoreThuente()),
ad in (AutoForwardDiff(), AutoZygote(), AutoFiniteDiff()),
@testset "LineSearch: $(_nameof(linesearch)) LineSearch AD: $(_nameof(ad)) Init Jacobian: $(init_jacobian)" for ad in (
AutoForwardDiff(), AutoZygote(), AutoFiniteDiff()
),
linesearch in (
Static(; autodiff = ad), StrongWolfe(; autodiff = ad),
BackTracking(; autodiff = ad), LineSearch.BackTracking(; autodiff = ad),
HagerZhang(; autodiff = ad), MoreThuente(; autodiff = ad)
),
init_jacobian in (Val(:identity), Val(:true_jacobian), Val(:true_jacobian_diagonal))

linesearch = LineSearchesJL(; method = lsmethod, autodiff = ad)
u0s = ([1.0, 1.0], @SVector[1.0, 1.0], 1.0)

@testset "[OOP] u0: $(typeof(u0))" for u0 in u0s
Expand Down Expand Up @@ -562,31 +573,39 @@ end
# --- LimitedMemoryBroyden tests ---

@testitem "LimitedMemoryBroyden" setup=[CoreRootfindTesting] tags=[:core] begin
@testset "LineSearch: $(_nameof(lsmethod)) LineSearch AD: $(_nameof(ad))" for lsmethod in (
Static(), StrongWolfe(), BackTracking(),
HagerZhang(), MoreThuente(), LiFukushimaLineSearch()),
ad in (AutoForwardDiff(), AutoZygote(), AutoFiniteDiff())
@testset "LineSearch: $(_nameof(linesearch)) LineSearch AD: $(_nameof(ad))" for ad in (
AutoForwardDiff(), AutoZygote(), AutoFiniteDiff()
),
linesearch in (
Static(; autodiff = ad), StrongWolfe(; autodiff = ad),
BackTracking(; autodiff = ad), LineSearch.BackTracking(; autodiff = ad),
HagerZhang(; autodiff = ad), MoreThuente(; autodiff = ad),
LiFukushimaLineSearch()
)

linesearch = LineSearchesJL(; method = lsmethod, autodiff = ad)
u0s = ([1.0, 1.0], @SVector[1.0, 1.0], 1.0)

@testset "[OOP] u0: $(typeof(u0))" for u0 in u0s
broken = linesearch isa BackTracking && ad isa AutoFiniteDiff && u0 isa Vector

solver = LimitedMemoryBroyden(; linesearch)
sol = benchmark_nlsolve_oop(quadratic_f, u0; solver)
@test SciMLBase.successful_retcode(sol)
@test all(abs.(sol.u .* sol.u .- 2) .< 1e-9)
@test SciMLBase.successful_retcode(sol) broken=broken
@test all(abs.(sol.u .* sol.u .- 2) .< 1e-9) broken=broken

cache = init(NonlinearProblem{false}(quadratic_f, u0, 2.0),
LimitedMemoryBroyden(; linesearch), abstol = 1e-9)
@test (@ballocated solve!($cache)) < 200
end

@testset "[IIP] u0: $(typeof(u0))" for u0 in ([1.0, 1.0],)
broken = linesearch isa BackTracking && ad isa AutoFiniteDiff && u0 isa Vector
ad isa AutoZygote && continue

solver = LimitedMemoryBroyden(; linesearch)
sol = benchmark_nlsolve_iip(quadratic_f!, u0; solver)
@test SciMLBase.successful_retcode(sol)
@test all(abs.(sol.u .* sol.u .- 2) .< 1e-9)
@test SciMLBase.successful_retcode(sol) broken=broken
@test all(abs.(sol.u .* sol.u .- 2) .< 1e-9) broken=broken

cache = init(NonlinearProblem{true}(quadratic_f!, u0, 2.0),
LimitedMemoryBroyden(; linesearch), abstol = 1e-9)
Expand Down
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