added fan's method

Author: yash-rs

src/trustRegion.jl

@@ -302,6 +302,14 @@ function SciMLBase.__init(prob::NonlinearProblem{uType, iip}, alg::TrustRegion,
       p2 = convert(eltype(u), 1/6) # c5
       p3 = convert(eltype(u), 6.0) # c6
       p4 = convert(eltype(u), 0.0)
+    elseif radius_update_scheme === RadiusUpdateSchemes.Fan
+      step_threshold = convert(eltype(u), 0.0001)
+      shrink_threshold = convert(eltype(u), 0.25)
+      expand_threshold = convert(eltype(u), 0.75)
+      p1 = convert(eltype(u), 0.1) # μ
+      p2 = convert(eltype(u), 1/4) # c5
+      p3 = convert(eltype(u), 12) # c6
+      p4 = convert(eltype(u), 1.0e18) # M
     end
 
     return TrustRegionCache{iip}(f, alg, u, fu, p, uf, linsolve, J, jac_config,
@@ -435,8 +443,29 @@ function trust_region_step!(cache::TrustRegionCache)
       if iszero(cache.fu) || cache.internalnorm(cache.fu) < cache.abstol  || cache.internalnorm(g) < cache.ϵ 
         cache.force_stop = true
       end
+    #Fan's update scheme
+    elseif radius_update_scheme === RadiusUpdateSchemes.Fan
+      if r < cache.shrink_threshold
+        cache.p1 *= cache.p2
+        cache.shrink_counter += 1
+      elseif r > cache.expand_threshold
+        cache.p1 = min(cache.p1*cache.p3, cache.p4)
+        cache.shrink_counter = 0
+      end
 
-    #elseif radius_update_scheme === RadiusUpdateSchemes.Bastin
+      if r > cache.step_threshold
+        take_step!(cache)
+        cache.loss = cache.loss_new
+        cache.make_new_J = true
+      else
+        cache.make_new_J = false
+      end
+
+      @unpack p1 = cache
+      cache.trust_r = p1 * (cache.internalnorm(cache.fu)^0.99)
+      if iszero(cache.fu) || cache.internalnorm(cache.fu) < cache.abstol  || cache.internalnorm(g) < cache.ϵ 
+        cache.force_stop = true
+      end
     end
 end