Better initial objective

Author: avik-pal

src/termination_conditions.jl

@@ -61,7 +61,7 @@ get_reltol(cache::NonlinearTerminationModeCache) = cache.reltol
 
 function __update_u!!(cache::NonlinearTerminationModeCache, u)
     cache.u === nothing && return
-    if ArrayInterface.can_setindex(cache.u)
+    if cache.u isa AbstractArray && ArrayInterface.can_setindex(cache.u)
         copyto!(cache.u, u)
     else
         cache.u = u
@@ -77,21 +77,27 @@ function _get_tolerance(::Nothing, ::Type{T}) where {T}
     return _get_tolerance(η, T)
 end
 
-function SciMLBase.init(u::Union{AbstractArray{T}, T},
+function SciMLBase.init(du::Union{AbstractArray{T}, T}, u::Union{AbstractArray{T}, T},
     mode::AbstractNonlinearTerminationMode; abstol = nothing, reltol = nothing,
     kwargs...) where {T <: Number}
     abstol = _get_tolerance(abstol, T)
     reltol = _get_tolerance(reltol, T)
-    best_value = __cvt_real(T, Inf)
     TT = typeof(abstol)
     u_ = mode isa AbstractSafeBestNonlinearTerminationMode ?
          (ArrayInterface.can_setindex(u) ? copy(u) : u) : nothing
     if mode isa AbstractSafeNonlinearTerminationMode
-        initial_objective = TT(0)
+        if mode isa AbsSafeTerminationMode || mode isa AbsSafeBestTerminationMode
+            initial_objective = NONLINEARSOLVE_DEFAULT_NORM(du)
+        else
+            initial_objective = NONLINEARSOLVE_DEFAULT_NORM(du) /
+                                (NONLINEARSOLVE_DEFAULT_NORM(du .+ u) + eps(TT))
+        end
         objectives_trace = Vector{TT}(undef, mode.patience_steps)
+        best_value = initial_objective
     else
         initial_objective = nothing
         objectives_trace = nothing
+        best_value = __cvt_real(T, Inf)
     end
     return NonlinearTerminationModeCache{typeof(u_), TT, typeof(mode),
         typeof(initial_objective), typeof(objectives_trace)}(u_,
@@ -122,6 +128,13 @@ function (cache::NonlinearTerminationModeCache)(mode::AbstractSafeNonlinearTermi
         criteria = cache.reltol
     end
 
+    # Protective Break
+    if isinf(objective) || isnan(objective) ||
+        (objective ≥ cache.initial_objective * cache.mode.protective_threshold * length(du))
+        cache.retcode = NonlinearSafeTerminationReturnCode.ProtectiveTermination
+        return true
+    end
+
     # Check if best solution
     if mode isa AbstractSafeBestNonlinearTerminationMode &&
        objective < cache.best_objective_value
@@ -154,12 +167,6 @@ function (cache::NonlinearTerminationModeCache)(mode::AbstractSafeNonlinearTermi
         end
     end
 
-    # Protective Break
-    if objective ≥ cache.initial_objective * cache.mode.protective_threshold * length(du)
-        cache.retcode = NonlinearSafeTerminationReturnCode.ProtectiveTermination
-        return true
-    end
-
     cache.retcode = NonlinearSafeTerminationReturnCode.Failure
     return false
 end
@@ -238,9 +245,10 @@ function NLSolveSafeTerminationResult(u = nothing; best_objective_value = Inf64,
     best_objective_value_iteration = 0,
     return_code = NLSolveSafeTerminationReturnCode.Failure)
     u = u !== nothing ? copy(u) : u
+    Base.depwarn("NLSolveSafeTerminationResult has been deprecated in favor of the new dispatch based termination conditions. Please use the new termination conditions API!",
+        :NLSolveSafeTerminationResult)
     return NLSolveSafeTerminationResult{typeof(best_objective_value), typeof(u)}(u,
-        best_objective_value,
-        best_objective_value_iteration, return_code)
+        best_objective_value, best_objective_value_iteration, return_code)
 end
 
 const BASIC_TERMINATION_MODES = (NLSolveTerminationMode.SteadyStateDefault,
@@ -296,6 +304,8 @@ Define the termination criteria for the NonlinearProblem or SteadyStateProblem.
   * `protective_threshold`: If the objective value increased by this factor wrt initial objective terminate immediately.
   * `patience_steps`: If objective is within `patience_objective_multiplier` factor of the criteria and no improvement within `min_max_factor` has happened then terminate.
 
+!!! warning
+    This has been deprecated and will be removed in the next major release. Please use the new dispatch based termination conditions API.
 """
 struct NLSolveTerminationCondition{mode, T,
     S <: Union{<:NLSolveSafeTerminationOptions, Nothing}}
@@ -323,6 +333,8 @@ function NLSolveTerminationCondition(mode; abstol::T = 1e-8, reltol::T = 1e-6,
     protective_threshold = 1e3, patience_steps::Int = 30,
     patience_objective_multiplier = 3,
     min_max_factor = 1.3) where {T}
+    Base.depwarn("NLSolveTerminationCondition has been deprecated in favor of the new dispatch based termination conditions. Please use the new termination conditions API!",
+        :NLSolveTerminationCondition)
     @assert mode ∈ instances(NLSolveTerminationMode.T)
     options = if mode ∈ SAFE_TERMINATION_MODES
         NLSolveSafeTerminationOptions(protective_threshold, patience_steps,