Tensor Newton subproblem solve (with regularization)
Part 1 of 2 Nan's under valid options in recursive call (regularization)
In the recursive call (model=4) the starting point is either x=d(:)=0 or x=d(:)=1.0e-12, in the zero case, we have that update_regularized_gradient(g,x,normx,options) will have normx=0 and
...
Case (2)
g = g - options%regularization_term*(normx**(options% &
regularization_power-2.0_wp))*x
will produce NaN when 0^0 is encountered (which is a default valid option combination...)
Fix (pushed to box-logic)
Select Case (options%regularization)
Case (1)
g = g - options%regularization_term*x
Case (2)
If (normx==0.0_wp) Then
! Avoid undefined behaviour (Knuth 1992, 0^0 := 1)
g = g - options%regularization_term*x
Else
g = g - options%regularization_term*(normx**(options% &
regularization_power-2.0_wp))*x
End If
End Select
This is pushed to box-logic.
Part 2 of 2 Subsolvers fail under default starting point
Further to this problem, d(:)=0.0seems not to be a valid starting point for the sub-solvers
0 4.9210E+01 4.43299E+01 4.46844E+00 1.00E+02 -1.00E+00 --I-
*** Solving the regularized subproblem using Galahad DRQS ***
*** Subproblem solution not found. Trying next method ***
*** Solving the regularized subproblem using RALFit Solver ***
*** Error or Subproblem solution NOT found ***
-------------------------------------------------------------------------------
Status: aborted, no progress
yet forcing x=d(:) = 1e-12 won't make the subsolvers fail but it neither provides any progress in the solve (need to look into)
Potentially, this can be tackled by using a favourable starting point for the recursive solve e.g. x=d(:)=sqrt(norm(w%g))??? (probably not, need to think about it)
For now the solve just fails with no progress.
Options used:
! Set options
Call e04zmf(handle,'BXNL Use Second Derivatives = Yes',ifail)
Call e04zmf(handle,'BXNL Model = Tensor-Newton',ifail)
Call e04zmf(handle,'BXNL NLLS Method = AINT',ifail)
Call e04zmf(handle,'BXNL Glob Method = REG',ifail)
Call e04zmf(handle,'Bxnl Basereg Type= EXPAND-1-DOF',ifail)
Call e04zmf(handle,'Bxnl TN METHOD= Implicit',ifail)
Tensor Newton subproblem solve (with regularization)
Part 1 of 2 Nan's under valid options in recursive call (regularization)
In the recursive call (model=4) the starting point is either
x=d(:)=0
orx=d(:)=1.0e-12
, in the zero case, we have thatupdate_regularized_gradient(g,x,normx,options)
will havenormx=0
andwill produce
NaN
when 0^0 is encountered (which is a default valid option combination...)Fix (pushed to
box-logic
)This is pushed to
box-logic
.Part 2 of 2 Subsolvers fail under default starting point
Further to this problem,
d(:)=0.0
seems not to be a valid starting point for the sub-solversyet forcing
x=d(:) = 1e-12
won't make the subsolvers fail but it neither provides any progress in the solve (need to look into)Potentially, this can be tackled by using a favourable starting point for the recursive solve e.g.
x=d(:)=sqrt(norm(w%g))
??? (probably not, need to think about it)For now the solve just fails with no progress. Options used: