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Newton trust region #52

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YingboMa opened this issue Feb 14, 2022 · 2 comments
Closed

Newton trust region #52

YingboMa opened this issue Feb 14, 2022 · 2 comments
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new-algorithm

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@YingboMa
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Our NewtonRaphson implementation isn't robust against functions that look like this
image

julia> nl(t, p) = 0.010000000000000002 + 10.000000000000002 / (1 + (0.21640425613334457 + 216.40425613334457 / (1 + (0.21640425613334457 + 216.40425613334457 / (1 + 0.0006250000000000001(t^2.0)))^2.0))^2.0) - 0.0011552453009332421t
nl (generic function with 2 methods)

julia> solve(NonlinearProblem(nl, 10.0), NewtonRaphson()).retcode
:MAXITERS_EXCEED
@ChrisRackauckas
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And note NLSolveJL does succeed here.

@Deltadahl
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I've implemented trustRegion.jl in SimpleNonlinearSolve.jl and I'll now give this a go.
(I've got exams coming, but I'll try to fix it asap)

avik-pal pushed a commit that referenced this issue Nov 1, 2024
@ChrisRackauckas
Merge pull request #52 from SciML/dependabot/github_actions/actions/c…
5a6aa22 
…heckout-3

Bump actions/checkout from 1 to 3
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@ChrisRackauckas @YingboMa @Deltadahl