Open longemen3000 opened 7 months ago
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The tests here pass with rosenbrock and NWI, but fails with my test case:
import Clapeyron, ForwardDiff
const C = Clapeyron
#obtain critical point of water with PC-SAFT eos
function test_critical_point()
model = C.PCSAFT("water")
function f_crit_static(Fx, x)
Ts = T_scale(model,SVector(1.0))
T_c = x[1]*Ts
V_c = exp10(x[2])
∂²A∂V², ∂³A∂V³ = ∂²³f(model, V_c, T_c, SA[1.0])
F1 = -∂²A∂V²
F2 = -∂³A∂V³
return SVector(F1,F2)
end
f_crit_static(x) = f_crit_static(nothing, x)
j_crit_static(J,x) = ForwardDiff.jacobian(f_crit_static,x)
fj_crit_static(F,J,x) = f_crit_static(x),j_crit_static(J,x)
obj = NLSolvers.VectorObjective(
f_crit_static,
j_crit_static,
fj_crit_static,
nothing,
)
prob_static = NLSolvers.NEqProblem(obj; inplace=false)
x01,x02 = C.x0_crit_pure(model)
x0_static= SVector(x01,x02)
NLSolvers.solve(prob_static, x0_static, TrustRegion(Newton(), NWI()), NEqOptions(maxiter = 20))
end
on the allocating version: this is the output of the trust region solver:
spr = (p = [-0.119191334506046, 0.04355412894426012], mz = -4.018965005920141e36, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 20.0)
spr = (p = [-0.0027029758072131525, 0.04499612541909675], mz = -4.7551669760870206e35, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 35.0)
spr = (p = [0.018511262372664327, 0.045777571320208765], mz = -6.205904430656341e34, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 61.25)
spr = (p = [0.013106086890848268, 0.04429461125778653], mz = -8.344042103677409e33, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 107.1875)
spr = (p = [0.002156155676237826, 0.03809921614778], mz = -1.063615592722335e33, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 187.578125)
spr = (p = [-0.004636514979904277, 0.025680354545900588], mz = -1.1154169725112833e32, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 328.26171875)
spr = (p = [-0.0037736725583891557, 0.010414501514063087], mz = -6.834517914423543e30, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 574.4580078125)
spr = (p = [-0.0007013620414804606, 0.0014772805678870081], mz = -9.525776840814146e28, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 1005.301513671875)
spr = (p = [-1.4438428337513423e-5, 2.7098407728549498e-5], mz = -3.2082145157529907e25, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 1759.2776489257812)
spr = (p = [-5.073980186604831e-9, 9.04901950919703e-9], mz = -3.700814555101485e18, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 3078.735885620117)
spr = (p = [-7.883218328763044e-15, -7.778461704842644e-15], mz = -577.1355732863631, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 5387.787799835205)
spr = (p = [3.845471800641081e-16, 4.870267452997498e-16], mz = -256.50452171776385, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 9428.628649711609)
spr = (p = [3.607523191190752e-17, 1.5088257208636439e-16], mz = -256.5045209330882, interior = false, λ = 2.4796342977323244e25, hard_case = false, solved = false, Δ = 1.5513534097936166e-16)
whereas the out-of-place version returns:
spr = (p = [-0.119191334506046, 0.043554128944260126], mz = -4.018965005920142e36, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 20.0)
spr = (p = [-0.0027003500478230986, 0.04499632231262638], mz = -4.755166976087023e35, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 35.0)
spr = (p = [0.018510197652017554, 0.04577760432131138], mz = -6.205942098689902e34, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 61.25)
spr = (p = [0.013104649946379613, 0.04429447425986432], mz = -8.344077069894073e33, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 107.1875)
spr = (p = [0.0021561276055823263, 0.03809921508070954], mz = -1.0636125973524221e33, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 187.578125)
spr = (p = [-0.004636552983922482, 0.025680336293903983], mz = -1.1154135772229733e32, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 328.26171875)
spr = (p = [-0.0037737304612361034, 0.010414445181253269], mz = -6.834487533690134e30, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 574.4580078125)
spr = (p = [-0.0007013635448527738, 0.0014772628407236513], mz = -9.525623669547625e28, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 1005.301513671875)
spr = (p = [-1.443704729940474e-5, 2.7098884597450056e-5], mz = -3.2080808621100005e25, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 1759.2776489257812)
spr = (p = [-5.068404359382654e-9, 9.05447388244233e-9], mz = -3.700854793463538e18, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 3078.735885620117)
#difference on mz
spr = (p = [-1.8265991947435736e-15, 7.918581472135602e-16], mz = -124148.18807046987, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 5387.787799835205)
spr = (p = [-6.729569458391707e-16, -3.0869047683300955e-15], mz = -113118.4936590613, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 2693.8938999176025)
spr = (p = [-1.3459155687153562e-15, 3.2686829703639614e-16], mz = -50274.88608109882, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 4714.314324855804)
spr = (p = [2.88410656444924e-16, 3.9429121117859366e-16], mz = -256.50452129970915, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 8250.050068497658)
spr = (p = [2.8841587101657233e-16, 3.942962412761004e-16], mz = -256.50452129973655, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 1.2354744340255133)
spr = (p = [2.8841587101657233e-16, 3.942962412761004e-16], mz = -256.50452129973655, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 1.2354744340255133)
spr = (p = [2.8841587101657233e-16, 3.942962412761004e-16], mz = -256.50452129973655, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 1.2354744340255133)
spr = (p = [2.8841587101657233e-16, 3.942962412761004e-16], mz = -256.50452129973655, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 1.2354744340255133)
spr = (p = [2.8841587101657233e-16, 3.942962412761004e-16], mz = -256.50452129973655, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 1.2354744340255133)
spr = (p = [2.8841587101657233e-16, 3.942962412761004e-16], mz = -256.50452129973655, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 1.2354744340255133)
spr = (p = [2.8841587101657233e-16, 3.942962412761004e-16], mz = -256.50452129973655, interior = true, λ = 0.0, hard_case = false, solved = true, Δ = 1.2354744340255133)
I'll look into it, thanks
this is focused in the
NWI
trust region, butTCG
also supports out of place now (there was some work on NTR, but some parts are still missing)summary of the changes:
update_H!(H,h,lamda) -> update_H!(mstyle, H,h,lamda)
trs_supports_outofplace(trs)
, that turns the support for out-of-place solvers for an specific trust region method.dot(x, H*x) -> dot(x, H, x)
(available since julia 1.4, it should reduce an allocation in the inplace methods)