fix: initial objective for termination conditions

Author: avik-pal

lib/NonlinearSolveBase/Project.toml

@@ -1,7 +1,7 @@
 name = "NonlinearSolveBase"
 uuid = "be0214bd-f91f-a760-ac4e-3421ce2b2da0"
 authors = ["Avik Pal <[email protected]> and contributors"]
-version = "1.5.2"
+version = "1.5.3"
 
 [deps]
 ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"

lib/NonlinearSolveBase/src/termination_conditions.jl

@@ -49,11 +49,11 @@ function CommonSolve.init(
 
     if mode isa AbstractSafeNonlinearTerminationMode
         if mode isa AbsNormSafeTerminationMode || mode isa AbsNormSafeBestTerminationMode
-            initial_objective = Linf_NORM(du)
+            initial_objective = Utils.apply_norm(mode.internalnorm, du)
             u0_norm = nothing
         else
-            initial_objective = Linf_NORM(du) /
-                                (Utils.nonallocating_maximum(+, du, u) + eps(TT))
+            initial_objective = Utils.apply_norm(mode.internalnorm, du) /
+                                (Utils.apply_norm(mode.internalnorm, du, u) + eps(reltol))
             u0_norm = mode.max_stalled_steps === nothing ? nothing : L2_NORM(u)
         end
         objectives_trace = Vector{TT}(undef, mode.patience_steps)
@@ -107,10 +107,10 @@ function SciMLBase.reinit!(
 
     if mode isa AbstractSafeNonlinearTerminationMode
         if mode isa AbsNormSafeTerminationMode || mode isa AbsNormSafeBestTerminationMode
-            cache.initial_objective = Linf_NORM(du)
+            cache.initial_objective = Utils.apply_norm(mode.internalnorm, du)
         else
-            cache.initial_objective = Linf_NORM(du) /
-                                      (Utils.nonallocating_maximum(+, du, u) + eps(TT))
+            cache.initial_objective = Utils.apply_norm(mode.internalnorm, du) /
+                                      (Utils.apply_norm(mode.internalnorm, du, u) + eps(TT))
             cache.max_stalled_steps !== nothing && (cache.u0_norm = L2_NORM(u))
         end
         cache.best_objective_value = cache.initial_objective

lib/NonlinearSolveFirstOrder/test/least_squares_tests.jl

@@ -54,3 +54,24 @@ end
         @test norm(sol.resid, 2) < 1e-6
     end
 end
+
+@testitem "Correct Best Solution: #565" setup=[CoreNLLSTesting] tags=[:core] begin
+    using StableRNGs
+
+    x = collect(0:0.1:10)
+
+    line_fct(x, p) = p[1] .+ p[2] .* x
+
+    y_line = line_fct(x, [1, 3])
+    y_line_n = line_fct(x, [1, 3]) + randn(StableRNG(0), length(x))
+
+    res(β, (x, y)) = line_fct(x, β) .- y
+
+    prob = NonlinearLeastSquaresProblem(res, [1, 3], p = (x, y_line_n))
+    sol1 = solve(prob; maxiters = 1000)
+
+    prob = NonlinearLeastSquaresProblem(res, [1, 5], p = (x, y_line_n))
+    sol2 = solve(prob; maxiters = 1000)
+
+    @test sol1.u ≈ sol2.u
+end