Start wrapping NLSolvers

Author: avik-pal

Project.toml

@@ -1,7 +1,7 @@
 name = "NonlinearSolve"
 uuid = "8913a72c-1f9b-4ce2-8d82-65094dcecaec"
 authors = ["SciML"]
-version = "3.5.6"
+version = "3.6.0"
 
 [deps]
 ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
@@ -36,6 +36,7 @@ FixedPointAcceleration = "817d07cb-a79a-5c30-9a31-890123675176"
 LeastSquaresOptim = "0fc2ff8b-aaa3-5acd-a817-1944a5e08891"
 MINPACK = "4854310b-de5a-5eb6-a2a5-c1dee2bd17f9"
 NLsolve = "2774e3e8-f4cf-5e23-947b-6d7e65073b56"
+NLSolvers = "337daf1e-9722-11e9-073e-8b9effe078ba"
 SIAMFANLEquations = "084e46ad-d928-497d-ad5e-07fa361a48c4"
 SpeedMapping = "f1835b91-879b-4a3f-a438-e4baacf14412"
 Symbolics = "0c5d862f-8b57-4792-8d23-62f2024744c7"
@@ -48,6 +49,7 @@ NonlinearSolveFixedPointAccelerationExt = "FixedPointAcceleration"
 NonlinearSolveLeastSquaresOptimExt = "LeastSquaresOptim"
 NonlinearSolveMINPACKExt = "MINPACK"
 NonlinearSolveNLsolveExt = "NLsolve"
+NonlinearSolveNLSolversExt = "NLSolvers"
 NonlinearSolveSIAMFANLEquationsExt = "SIAMFANLEquations"
 NonlinearSolveSpeedMappingExt = "SpeedMapping"
 NonlinearSolveSymbolicsExt = "Symbolics"
@@ -77,6 +79,7 @@ LinearSolve = "2.21"
 MINPACK = "1.2"
 MaybeInplace = "0.1.1"
 NLsolve = "4.5"
+NLSolvers = "0.5"
 NaNMath = "1"
 NonlinearProblemLibrary = "0.1.2"
 OrdinaryDiffEq = "6.63"
@@ -120,6 +123,7 @@ LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 LinearSolve = "7ed4a6bd-45f5-4d41-b270-4a48e9bafcae"
 MINPACK = "4854310b-de5a-5eb6-a2a5-c1dee2bd17f9"
 NLsolve = "2774e3e8-f4cf-5e23-947b-6d7e65073b56"
+NLSolvers = "337daf1e-9722-11e9-073e-8b9effe078ba"
 NaNMath = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3"
 NonlinearProblemLibrary = "b7050fa9-e91f-4b37-bcee-a89a063da141"
 OrdinaryDiffEq = "1dea7af3-3e70-54e6-95c3-0bf5283fa5ed"
@@ -139,4 +143,4 @@ Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
 
 [targets]
-test = ["Aqua", "Enzyme", "BenchmarkTools", "SafeTestsets", "Pkg", "Test", "ForwardDiff", "StaticArrays", "Symbolics", "LinearSolve", "Random", "LinearAlgebra", "Zygote", "SparseDiffTools", "NonlinearProblemLibrary", "LeastSquaresOptim", "FastLevenbergMarquardt", "NaNMath", "BandedMatrices", "DiffEqBase", "StableRNGs", "MINPACK", "NLsolve", "OrdinaryDiffEq", "SpeedMapping", "FixedPointAcceleration", "SIAMFANLEquations", "Sundials", "ReTestItems", "Reexport", "CUDA"]
+test = ["Aqua", "Enzyme", "BenchmarkTools", "SafeTestsets", "Pkg", "Test", "ForwardDiff", "StaticArrays", "Symbolics", "LinearSolve", "Random", "LinearAlgebra", "Zygote", "SparseDiffTools", "NonlinearProblemLibrary", "LeastSquaresOptim", "FastLevenbergMarquardt", "NaNMath", "BandedMatrices", "DiffEqBase", "StableRNGs", "MINPACK", "NLsolve", "OrdinaryDiffEq", "SpeedMapping", "FixedPointAcceleration", "SIAMFANLEquations", "Sundials", "ReTestItems", "Reexport", "CUDA", "NLSolvers"]

ext/NonlinearSolveNLsolversExt.jl

@@ -0,0 +1,50 @@
+module NonlinearSolveNLSolversExt
+
+using NonlinearSolve, NLSolversJL, SciMLBase
+
+function SciMLBase.__solve(prob::NonlinearProblem, alg::NLSolversJL, args...;
+        abstol = nothing, reltol = nothing, maxiters = 1000, alias_u0::Bool = false,
+        termination_condition = nothing, kwargs...) where {StT, ShT}
+    NonlinearSolve.__test_termination_condition(termination_condition, :NLSolversJL)
+
+    if prob.u0 isa Number
+        error("Scalar Inputs for NLsolversJL is not yet handled.")
+    end
+
+    f!, u0, resid = NonlinearSolve.__construct_extension_f(prob; alias_u0)
+
+#     if prob.f.jac === nothing && alg.autodiff isa Symbol
+#         df = OnceDifferentiable(f!, u0, resid; alg.autodiff)
+#     else
+#         jac! = NonlinearSolve.__construct_extension_jac(prob, alg, u0, resid; alg.autodiff)
+#         if prob.f.jac_prototype === nothing
+#             J = similar(u0, promote_type(eltype(u0), eltype(resid)), length(u0),
+#                 length(resid))
+#         else
+#             J = zero(prob.f.jac_prototype)
+#         end
+#         df = OnceDifferentiable(f!, jac!, vec(u0), vec(resid), J)
+#     end
+
+#     abstol = NonlinearSolve.DEFAULT_TOLERANCE(abstol, eltype(u0))
+#     show_trace = ShT || alg.show_trace
+#     store_trace = StT || alg.store_trace
+#     extended_trace = !(trace_level isa TraceMinimal) || alg.extended_trace
+
+#     original = nlsolve(df, vec(u0); ftol = abstol, iterations = maxiters, alg.method,
+#         store_trace, extended_trace, alg.linesearch, alg.linsolve, alg.factor,
+#         alg.autoscale, alg.m, alg.beta, show_trace)
+
+#     f!(vec(resid), original.zero)
+#     u = prob.u0 isa Number ? original.zero[1] : reshape(original.zero, size(prob.u0))
+#     resid = prob.u0 isa Number ? resid[1] : resid
+
+#     retcode = original.x_converged || original.f_converged ? ReturnCode.Success :
+#               ReturnCode.Failure
+#     stats = SciMLBase.NLStats(original.f_calls, original.g_calls, original.g_calls,
+#         original.g_calls, original.iterations)
+
+#     return SciMLBase.build_solution(prob, alg, u, resid; retcode, original, stats)
+end
+
+end

src/NonlinearSolve.jl

@@ -144,7 +144,7 @@ export NonlinearSolvePolyAlgorithm,
        RobustMultiNewton, FastShortcutNonlinearPolyalg, FastShortcutNLLSPolyalg
 
 # Extension Algorithms
-export LeastSquaresOptimJL, FastLevenbergMarquardtJL, CMINPACK, NLsolveJL,
+export LeastSquaresOptimJL, FastLevenbergMarquardtJL, CMINPACK, NLsolveJL, NLSolversJL,
        FixedPointAccelerationJL, SpeedMappingJL, SIAMFANLEquationsJL
 
 # Advanced Algorithms -- Without Bells and Whistles

src/algorithms/extension_algs.jl

@@ -281,6 +281,22 @@ function NLsolveJL(; method = :trust_region, autodiff = :central, store_trace =
         factor, autoscale, m, beta, show_trace)
 end
 
+@concrete struct NLSolversJL <: AbstractNonlinearSolveExtensionAlgorithm
+    method
+    autodiff
+
+    function NLSolversJL(method, autodiff)
+        if Base.get_extension(@__MODULE__, :NonlinearSolveNLsolversExt) === nothing
+            error("NLSolversJL requires NLSolvers.jl to be loaded")
+        end
+
+        return new{typeof(method), typeof(autodiff)}(method, autodiff)
+    end
+end
+
+NLSolversJL(method; autodiff = nothing) = NLSolversJL(method, autodiff)
+NLSolversJL(; method, autodiff = nothing) = NLSolversJL(method, autodiff)
+
 """
     SpeedMappingJL(; σ_min = 0.0, stabilize::Bool = false, check_obj::Bool = false,
         orders::Vector{Int} = [3, 3, 2], time_limit::Real = 1000)