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Bug fix for TrustRegion when iip=true. #125

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merged 8 commits into from
Jan 19, 2023
Merged

Bug fix for TrustRegion when iip=true. #125

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679fdab
Bug fix for TrustRegion when iip=true.
Deltadahl Jan 19, 2023
c978794
changing so only iip=true copy
Deltadahl Jan 19, 2023
52db214
Update .gitignore
Deltadahl Jan 19, 2023
a30eeed
remove unnecessary comment
Deltadahl Jan 19, 2023
6f7261a
format fix
Deltadahl Jan 19, 2023
46da9a5
initializing as zero
Deltadahl Jan 19, 2023
5744563
format
Deltadahl Jan 19, 2023
69350aa
changed from copy to .=
Deltadahl Jan 19, 2023
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20 changes: 14 additions & 6 deletions src/trustRegion.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -242,7 +242,8 @@ function SciMLBase.__init(prob::NonlinearProblem{uType, iip}, alg::TrustRegion,
return TrustRegionCache{iip}(f, alg, u, fu, p, uf, linsolve, J, jac_config,
1, false, maxiters, internalnorm,
ReturnCode.Default, abstol, prob, initial_trust_radius,
max_trust_radius, loss, loss, H, fu, 0, u, u_tmp, fu, true,
max_trust_radius, loss, loss, H, zero(fu), 0, zero(u),
u_tmp, zero(fu), true,
loss)
end

Expand Down Expand Up @@ -307,10 +308,7 @@ function trust_region_step!(cache::TrustRegionCache)
cache.shrink_counter = 0
end
if r > alg.step_threshold

# Take the step.
cache.u = u_tmp
cache.fu = fu_new
take_step!(cache)
cache.loss = cache.loss_new

# Update the trust region radius.
Expand All @@ -324,7 +322,7 @@ function trust_region_step!(cache::TrustRegionCache)
cache.make_new_J = false
end

if iszero(cache.fu) || cache.internalnorm(cache.step_size) < cache.abstol
if iszero(cache.fu) || cache.internalnorm(cache.fu) < cache.abstol
cache.force_stop = true
end
end
Expand Down Expand Up @@ -356,6 +354,16 @@ function dogleg!(cache::TrustRegionCache)
cache.step_size = δsd + τ * N_sd
end

function take_step!(cache::TrustRegionCache{true})
cache.u .= cache.u_tmp
cache.fu .= cache.fu_new
end

function take_step!(cache::TrustRegionCache{false})
cache.u = cache.u_tmp
cache.fu = cache.fu_new
end

function SciMLBase.solve!(cache::TrustRegionCache)
while !cache.force_stop && cache.iter < cache.maxiters &&
cache.shrink_counter < cache.alg.max_shrink_times
Expand Down
24 changes: 12 additions & 12 deletions test/basictests.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -34,13 +34,13 @@ u0 = [1.0, 1.0]

sol = benchmark_immutable(ff, cu0)
@test sol.retcode === ReturnCode.Success
@test all(sol.u .* sol.u .- 2 .< 1e-9)
@test all(abs.(sol.u .* sol.u .- 2) .< 1e-9)
sol = benchmark_mutable(ff, u0)
@test sol.retcode === ReturnCode.Success
@test all(sol.u .* sol.u .- 2 .< 1e-9)
@test all(abs.(sol.u .* sol.u .- 2) .< 1e-9)
sol = benchmark_scalar(sf, csu0)
@test sol.retcode === ReturnCode.Success
@test sol.u * sol.u - 2 < 1e-9
@test abs(sol.u * sol.u - 2) < 1e-9

# @test (@ballocated benchmark_immutable(ff, cu0)) < 200
# @test (@ballocated benchmark_mutable(ff, cu0)) < 200
Expand All @@ -59,7 +59,7 @@ u0 = [1.0, 1.0]

sol = benchmark_inplace(ffiip, u0)
@test sol.retcode === ReturnCode.Success
@test all(sol.u .* sol.u .- 2 .< 1e-9)
@test all(abs.(sol.u .* sol.u .- 2) .< 1e-9)

u0 = [1.0, 1.0]
probN = NonlinearProblem{true}(ffiip, u0)
Expand Down Expand Up @@ -160,13 +160,13 @@ u0 = [1.0, 1.0]

sol = benchmark_immutable(ff, cu0)
@test sol.retcode === ReturnCode.Success
@test all(sol.u .* sol.u .- 2 .< 1e-9)
@test all(abs.(sol.u .* sol.u .- 2) .< 1e-9)
sol = benchmark_mutable(ff, u0)
@test sol.retcode === ReturnCode.Success
@test all(sol.u .* sol.u .- 2 .< 1e-9)
@test all(abs.(sol.u .* sol.u .- 2) .< 1e-9)
sol = benchmark_scalar(sf, csu0)
@test sol.retcode === ReturnCode.Success
@test sol.u * sol.u - 2 < 1e-9
@test abs(sol.u * sol.u - 2) < 1e-9

function benchmark_inplace(f, u0)
probN = NonlinearProblem{true}(f, u0)
Expand All @@ -181,7 +181,7 @@ u0 = [1.0, 1.0]

sol = benchmark_inplace(ffiip, u0)
@test sol.retcode === ReturnCode.Success
@test all(sol.u .* sol.u .- 2 .< 1e-9)
@test all(abs.(sol.u .* sol.u .- 2) .< 1e-9)

u0 = [1.0, 1.0]
probN = NonlinearProblem{true}(ffiip, u0)
Expand Down Expand Up @@ -263,7 +263,7 @@ f = (u, p) -> 0.010000000000000002 .+
0.0011552453009332421u .- p
g = function (p)
probN = NonlinearProblem{false}(f, u0, p)
sol = solve(probN, TrustRegion())
sol = solve(probN, TrustRegion(), abstol = 1e-10)
return sol.u
end
p = [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0]
Expand Down Expand Up @@ -295,7 +295,7 @@ for options in list_of_options
expand_factor = options[7],
max_shrink_times = options[8])

probN = NonlinearProblem(f, u0, p)
sol = solve(probN, alg)
@test all(f(u, p) .< 1e-10)
probN = NonlinearProblem{false}(f, u0, p)
sol = solve(probN, alg, abstol = 1e-10)
@test all(abs.(f(u, p)) .< 1e-10)
end