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fix autodiff=AutoFiniteDiff() for TrustRegion #361

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Feb 1, 2024
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fix autodiff=AutoFiniteDiff() for TrustRegion #361

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f68678a
fix autodiff=AutoFiniteDiff() for TrustRegion
oscardssmith Jan 31, 2024
cc3ebb7
address review
oscardssmith Jan 31, 2024
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11 changes: 9 additions & 2 deletions src/algorithms/trust_region.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -24,9 +24,16 @@
initial_trust_radius::Real = 0 // 1, step_threshold::Real = 1 // 10000,
shrink_threshold::Real = 1 // 4, expand_threshold::Real = 3 // 4,
shrink_factor::Real = 1 // 4, expand_factor::Real = 2 // 1,
max_shrink_times::Int = 32, vjp_autodiff = nothing, autodiff = nothing)
max_shrink_times::Int = 32, autodiff = nothing, vjp_autodiff = nothing)
descent = Dogleg(; linsolve, precs)
forward_ad = autodiff isa ADTypes.AbstractForwardMode ? autodiff : nothing
if autodiff isa Union{ADTypes.AbstractForwardMode, ADTypes.AbstractFiniteDifferencesMode}
forward_ad = autodiff

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else
forward_ad = nothing
end
if isnothing(vjp_autodiff) && autodiff isa ADTypes.AbstractFiniteDifferencesMode
vjp_autodiff = autodiff

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end
trustregion = GenericTrustRegionScheme(; method = radius_update_scheme, step_threshold,
shrink_threshold, expand_threshold, shrink_factor, expand_factor,
reverse_ad = vjp_autodiff, forward_ad)
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11 changes: 7 additions & 4 deletions test/misc/polyalgs.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -93,11 +93,14 @@ end
maxiters = 10)
end

no_ad_fast = FastShortcutNonlinearPolyalg(autodiff=AutoFiniteDiff())
no_ad_robust = RobustMultiNewton(autodiff=AutoFiniteDiff())
no_ad_algs = Set([no_ad_fast, no_ad_robust, no_ad_fast.algs..., no_ad_robust.algs...])
@testset "[IIP] no AD" begin
f_iip = Base.Experimental.@opaque (du, u, p) -> du .= u .* u .- p
u0 = [0.0]
u0 = [0.5]
prob = NonlinearProblem(f_iip, u0, 1.0)
for alg in [RobustMultiNewton(autodiff = AutoFiniteDiff())]
for alg in no_ad_algs
sol = solve(prob, alg)
@test isapprox(only(sol.u), 1.0)
@test SciMLBase.successful_retcode(sol.retcode)
Expand All @@ -106,9 +109,9 @@ end

@testset "[OOP] no AD" begin
f_oop = Base.Experimental.@opaque (u, p) -> u .* u .- p
u0 = [0.0]
u0 = [0.5]
prob = NonlinearProblem{false}(f_oop, u0, 1.0)
for alg in [RobustMultiNewton(autodiff = AutoFiniteDiff())]
for alg in no_ad_algs
sol = solve(prob, alg)
@test isapprox(only(sol.u), 1.0)
@test SciMLBase.successful_retcode(sol.retcode)
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