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Add keywork use_only_objgrad in functions calling grad! #232

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tmigot merged 2 commits into from
Aug 26, 2025
Merged

Add keywork use_only_objgrad in functions calling grad! #232

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tmigot Dec 13, 2024
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Add keywork use_only_objgrad in functions calling grad!
tmigot Aug 26, 2025
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0 copier-answers.jso.yml → .copier-answers.jso.yml
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15 changes: 9 additions & 6 deletions src/trust-region/tron-trust-region.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -92,9 +92,10 @@ function aredpred!(
Δm::T,
x_trial::V,
step::V,
slope::T,
slope::T;
kwargs...,
) where {T, V}
ared, pred, tr.good_grad = aredpred_common(nlp, f, f_trial, Δm, x_trial, step, tr.gt, slope)
ared, pred, tr.good_grad = aredpred_common(nlp, f, f_trial, Δm, x_trial, step, tr.gt, slope; kwargs...)
γ = f_trial - f - slope
tr.quad_min = γ <= 0 ? tr.increase_factor : max(tr.large_decrease_factor, -slope / γ / 2)
return ared, pred
Expand All @@ -108,10 +109,11 @@ function aredpred!(
Δm::T,
x_trial::V,
step::V,
slope::T,
slope::T;
kwargs...
) where {T, V}
Fx = similar(x_trial, nls.nls_meta.nequ)
return aredpred!(tr, nls, Fx, f, f_trial, Δm, x_trial, step, slope)
return aredpred!(tr, nls, Fx, f, f_trial, Δm, x_trial, step, slope; kwargs...)
end

function aredpred!(
Expand All @@ -123,9 +125,10 @@ function aredpred!(
Δm::T,
x_trial::V,
step::V,
slope::T,
slope::T;
kwargs...
) where {T, V}
ared, pred, tr.good_grad = aredpred_common(nls, Fx, f, f_trial, Δm, x_trial, step, tr.gt, slope)
ared, pred, tr.good_grad = aredpred_common(nls, Fx, f, f_trial, Δm, x_trial, step, tr.gt, slope; kwargs...)
γ = f_trial - f - slope
tr.quad_min = γ <= 0 ? tr.increase_factor : max(tr.large_decrease_factor, -slope / γ / 2)
return ared, pred
Expand Down
27 changes: 18 additions & 9 deletions src/trust-region/trust-region.jl
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Expand Up @@ -44,7 +44,8 @@ function aredpred_common(
x_trial::V,
step::V,
g_trial::V,
slope::T,
slope::T;
use_only_objgrad::Bool = false,
) where {T, V}
absf = abs(f)
ϵ = eps(T)
Expand All @@ -54,7 +55,11 @@ function aredpred_common(
ared = f_trial - f + max(one(T), absf) * 10 * ϵ
if (abs(Δm) < 10_000 * ϵ) || (abs(ared) < 10_000 * ϵ * absf)
# correct for roundoff error
grad!(nlp, x_trial, g_trial)
if use_only_objgrad
objgrad!(nlp, x_trial, g_trial)
else
grad!(nlp, x_trial, g_trial)
end
good_grad = true
slope_trial = dot(g_trial, step)
ared = (slope_trial + slope) / 2
Expand All @@ -71,7 +76,8 @@ function aredpred_common(
x_trial::V,
step::V,
g_trial::V,
slope::T,
slope::T;
kwargs...,
) where {T, V}
absf = abs(f)
ϵ = eps(T)
Expand Down Expand Up @@ -110,9 +116,10 @@ function aredpred!(
Δm::T,
x_trial::V,
step::V,
slope::T,
slope::T;
kwargs...
) where {T, V}
ared, pred, tr.good_grad = aredpred_common(nlp, f, f_trial, Δm, x_trial, step, tr.gt, slope)
ared, pred, tr.good_grad = aredpred_common(nlp, f, f_trial, Δm, x_trial, step, tr.gt, slope; kwargs...)
return ared, pred
end

Expand All @@ -124,10 +131,11 @@ function aredpred!(
Δm::T,
x_trial::V,
step::V,
slope::T,
slope::T;
kwargs...
) where {T, V}
Fx = similar(x_trial, nls.nls_meta.nequ)
ared, pred, tr.good_grad = aredpred_common(nls, Fx, f, f_trial, Δm, x_trial, step, tr.gt, slope)
ared, pred, tr.good_grad = aredpred_common(nls, Fx, f, f_trial, Δm, x_trial, step, tr.gt, slope; kwargs...)
return ared, pred
end

Expand All @@ -140,9 +148,10 @@ function aredpred!(
Δm::T,
x_trial::V,
step::V,
slope::T,
slope::T;
kwargs...
) where {T, V}
ared, pred, tr.good_grad = aredpred_common(nls, Fx, f, f_trial, Δm, x_trial, step, tr.gt, slope)
ared, pred, tr.good_grad = aredpred_common(nls, Fx, f, f_trial, Δm, x_trial, step, tr.gt, slope; kwargs...)
return ared, pred
end

Expand Down
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