Merge pull request #179 from yash2798/ys/tr_test

iip vs oop iteration test

Author: ChrisRackauckas

src/trustRegion.jl

@@ -324,6 +324,7 @@ function SciMLBase.__init(prob::NonlinearProblem{uType, iip}, alg::TrustRegion,
       initial_trust_radius = convert(eltype(u), p1 * (norm(fu)^0.99))
     end
 
+
     return TrustRegionCache{iip}(f, alg, u, fu, p, uf, linsolve, J, jac_config,
                                  1, false, maxiters, internalnorm,
                                  ReturnCode.Default, abstol, prob, radius_update_scheme, initial_trust_radius,

test/basictests.jl

@@ -486,6 +486,42 @@ for options in list_of_options
     @test all(abs.(f(u, p)) .< 1e-10)
 end
 
+# Testing consistency of iip vs oop iterations
+
+maxiterations = [2, 3, 4, 5]
+u0 = [1.0, 1.0]
+function iip_oop(f, fip, u0, radius_update_scheme, maxiters)
+    prob_iip = NonlinearProblem{true}(fip, u0)
+    solver = init(prob_iip, TrustRegion(radius_update_scheme = radius_update_scheme), abstol = 1e-9, maxiters = maxiters)
+    sol_iip = solve!(solver)
+
+    prob_oop = NonlinearProblem{false}(f, u0)
+    solver = init(prob_oop, TrustRegion(radius_update_scheme = radius_update_scheme), abstol = 1e-9, maxiters = maxiters)
+    sol_oop = solve!(solver)
+
+    return sol_iip.u[end], sol_oop.u[end]
+end
+
+for maxiters in maxiterations
+    iip, oop = iip_oop(ff, ffiip, u0, RadiusUpdateSchemes.Simple, maxiters)
+    @test iip == oop
+end
+
+for maxiters in maxiterations
+    iip, oop = iip_oop(ff, ffiip, u0, RadiusUpdateSchemes.Hei, maxiters)
+    @test iip == oop
+end
+
+for maxiters in maxiterations
+    iip, oop = iip_oop(ff, ffiip, u0, RadiusUpdateSchemes.Yuan, maxiters)
+    @test iip == oop
+end
+
+for maxiters in maxiterations
+    iip, oop = iip_oop(ff, ffiip, u0, RadiusUpdateSchemes.Fan, maxiters)
+    @test iip == oop
+end
+
 # --- LevenbergMarquardt tests ---
 
 function benchmark_immutable(f, u0)