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stopping criteria update #120

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stopping criteria update #120

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rjbaraldi
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codecov bot commented Sep 30, 2023

Codecov Report

Attention: 9 lines in your changes are missing coverage. Please review.

Files Coverage Δ
src/R2_alg.jl 92.44% <100.00%> (-0.09%) ⬇️
src/LMTR_alg.jl 89.02% <90.00%> (-0.33%) ⬇️
src/LM_alg.jl 89.37% <90.00%> (-0.33%) ⬇️
src/TR_alg.jl 88.23% <90.00%> (-0.16%) ⬇️
src/TRDH_alg.jl 86.93% <53.84%> (+0.79%) ⬆️

... and 1 file with indirect coverage changes

📢 Thoughts on this report? Let us know!.

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Here are the
demos-results

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dpo commented Oct 6, 2023

Could you please rebase this?

@dpo dpo force-pushed the xi_update_from_nls branch from fa2adfc to e02c02b Compare October 7, 2023 22:58
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dpo commented Oct 7, 2023

I rebased this PR for you.

@dpo dpo force-pushed the xi_update_from_nls branch from e02c02b to 688df74 Compare October 7, 2023 23:03
@@ -115,11 +115,11 @@ function LMTR(

if verbose > 0
#! format: off
@info @sprintf "%6s %8s %8s %8s %7s %7s %8s %7s %7s %7s %7s %1s" "outer" "inner" "f(x)" "h(x)" "√ξ1" "√ξ" "ρ" "Δ" "‖x‖" "‖s‖" "1/ν" "TR"
@info @sprintf "%6s %8s %8s %8s %7s %7s %8s %7s %7s %7s %7s %1s" "outer" "inner" "f(x)" "h(x)" "√(ξ1/ν)" "√(ξ/ν)" "ρ" "Δ" "‖x‖" "‖s‖" "1/ν" "TR"
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Compute $\xi_1 / \nu$ once and for all instead of recomputing it many times.

The other solvers don't compute or output $\sqrt{\xi / \nu}$; only $\sqrt{\xi}$. We could think in another PR if what we really want is $\sqrt{\xi / \nu}$.

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I was stuck on this when I was rebasing on Friday. It doesn't make sense to me to only do $\sqrt{\xi}$. I believe i had changed them all in this but I guess we could revert.

@@ -179,7 +177,7 @@ function TR(
continue
end

subsolver_options.ϵa = k == 1 ? 1.0e-5 : max(ϵ_subsolver, min(1e-2, sqrt_ξ1_νInv))
subsolver_options.ϵa = k == 1 ? 1.0e-5 : max(ϵ_subsolver, min(1e-2, sqrt_ξ1_νInv) * ξ1)
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@geoffroyleconte I reinstated this because it disappeared in ac255073a980ee340c02d7dff568dc0f2a07d265. It's not clear which produces the best results.

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It was intended, and this choice is mentioned in the section numerical results of indef-pg.

@@ -125,6 +125,7 @@ function LM(

σmax = opnorm(Jk)
νInv = (1 + θ) * (σmax^2 + σk) # ‖J'J + σₖ I‖ = ‖J‖² + σₖ
ν = 1 / νInv
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Why do we bother doing this? Why not just set ν directly?

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3 participants