Added a Trust Region solver.

README.md

@@ -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
 

src/NonlinearSolve.jl

@@ -31,22 +31,23 @@ end
 include("utils.jl")
 include("jacobian.jl")
 include("raphson.jl")
+include("trustRegion.jl")
 include("ad.jl")
 
 import SnoopPrecompile
 
 SnoopPrecompile.@precompile_all_calls begin for T in (Float32, Float64)
     prob = NonlinearProblem{false}((u, p) -> u .* u .- p, T(0.1), T(2))
-    for alg in (NewtonRaphson,)
+    for alg in (NewtonRaphson, TrustRegion)
         solve(prob, alg(), abstol = T(1e-2))
     end
 
     prob = NonlinearProblem{true}((du, u, p) -> du[1] = u[1] * u[1] - p[1], T[0.1], T[2])
-    for alg in (NewtonRaphson,)
+    for alg in (NewtonRaphson, TrustRegion)
         solve(prob, alg(), abstol = T(1e-2))
     end
 end end
 
-export NewtonRaphson
+export NewtonRaphson, TrustRegion
 
 end # module

src/ad.jl

@@ -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;
@@ -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)