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Added a Trust Region solver. #116

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merged 27 commits into from
Jan 18, 2023
Merged

Added a Trust Region solver. #116

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51206a5
Implemented a TrustRegion-solver
Deltadahl Jan 17, 2023
3f434c5
Moving functions.
Deltadahl Jan 17, 2023
76edc1f
Format
Deltadahl Jan 17, 2023
569599a
Update src/trustRegion.jl
ChrisRackauckas Jan 17, 2023
18abfba
Update src/trustRegion.jl
ChrisRackauckas Jan 17, 2023
7caf196
Update src/trustRegion.jl
ChrisRackauckas Jan 17, 2023
c532be2
fixing comments in #116 PR
Deltadahl Jan 17, 2023
bea5a07
Merge branch 'master' of github.com:CCsimon123/NonlinearSolve.jl
Deltadahl Jan 17, 2023
e4c91f1
fix misspell
Deltadahl Jan 17, 2023
2043c95
fix misspell
Deltadahl Jan 17, 2023
8e89003
fix docs
Deltadahl Jan 17, 2023
cae5f58
fixing allocation of du1
Deltadahl Jan 17, 2023
65458fc
fixing Copy of J -> new J
Deltadahl Jan 17, 2023
47ed728
replaced $delta N$ with du1
Deltadahl Jan 17, 2023
2751b16
undo last commit...
Deltadahl Jan 17, 2023
12a26cd
undo last commit that gave error
Deltadahl Jan 17, 2023
3c2a937
undo last error commits...
Deltadahl Jan 17, 2023
fd6c9a3
replaced $delta N$ with du1
Deltadahl Jan 17, 2023
b9ab326
replaced du1 with u_tmp
Deltadahl Jan 17, 2023
6dbae4e
solved ForwardDif problem
Deltadahl Jan 17, 2023
0da7d0e
Merge branch 'SciML:master' into master
Deltadahl Jan 18, 2023
15fa80e
Trying to fix allocations
Deltadahl Jan 18, 2023
c518e9b
testing for allocations
Deltadahl Jan 18, 2023
25de883
Update NonlinearSolve.jl
ChrisRackauckas Jan 18, 2023
3348ae0
Update NonlinearSolve.jl
ChrisRackauckas Jan 18, 2023
1758eca
Update NonlinearSolve.jl
ChrisRackauckas Jan 18, 2023
45d6195
Update NonlinearSolve.jl
ChrisRackauckas Jan 18, 2023
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2 changes: 1 addition & 1 deletion README.md
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Original file line number Diff line number Diff line change
Expand Up @@ -28,7 +28,7 @@ using NonlinearSolve, StaticArrays
f(u,p) = u .* u .- 2
u0 = @SVector[1.0, 1.0]
probN = NonlinearProblem(f, u0)
solver = solve(probN, NewtonRaphson(), tol = 1e-9)
solver = solve(probN, NewtonRaphson(), abstol = 1e-9)

## Bracketing Methods

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3 changes: 2 additions & 1 deletion src/NonlinearSolve.jl
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Expand Up @@ -31,6 +31,7 @@ end
include("utils.jl")
include("jacobian.jl")
include("raphson.jl")
include("trustRegion.jl")
include("ad.jl")

import SnoopPrecompile
Expand All @@ -47,6 +48,6 @@ SnoopPrecompile.@precompile_all_calls begin for T in (Float32, Float64)
end
end end

export NewtonRaphson
export NewtonRaphson, TrustRegion

end # module
6 changes: 4 additions & 2 deletions src/ad.jl
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Expand Up @@ -25,7 +25,8 @@ end

function SciMLBase.solve(prob::NonlinearProblem{<:Union{Number, StaticArraysCore.SVector},
iip,
<:Dual{T, V, P}}, alg::NewtonRaphson,
<:Dual{T, V, P}},
alg::Union{NewtonRaphson, TrustRegion},
args...; kwargs...) where {iip, T, V, P}
sol, partials = scalar_nlsolve_ad(prob, alg, args...; kwargs...)
return SciMLBase.build_solution(prob, alg, Dual{T, V, P}(sol.u, partials), sol.resid;
Expand All @@ -34,7 +35,8 @@ end
function SciMLBase.solve(prob::NonlinearProblem{<:Union{Number, StaticArraysCore.SVector},
iip,
<:AbstractArray{<:Dual{T, V, P}}},
alg::NewtonRaphson, args...; kwargs...) where {iip, T, V, P}
alg::Union{NewtonRaphson, TrustRegion}, args...;
kwargs...) where {iip, T, V, P}
sol, partials = scalar_nlsolve_ad(prob, alg, args...; kwargs...)
return SciMLBase.build_solution(prob, alg, Dual{T, V, P}(sol.u, partials), sol.resid;
retcode = sol.retcode)
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