Safety checks for MINPACK and NLsolve

Author: avik-pal

docs/src/basics/NonlinearSolution.md

@@ -14,3 +14,5 @@ SciMLBase.NonlinearSolution
     `NonlinearSafeTerminationReturnCode.ProtectiveTermination` and is caused if the step-size
     of the solver was too large or the objective value became non-finite.
   - `ReturnCode.MaxIters` - The maximum number of iterations was reached.
+  - `ReturnCode.Failure` - The nonlinear solve failed for some reason. This is used
+    sparingly and mostly for wrapped solvers for which we don't have a better error code.

ext/NonlinearSolveMINPACKExt.jl

@@ -6,7 +6,9 @@ using MINPACK
 function SciMLBase.__solve(prob::Union{NonlinearProblem{uType, iip},
             NonlinearLeastSquaresProblem{uType, iip}}, alg::CMINPACK, args...;
         abstol = 1e-6, maxiters = 100000, alias_u0::Bool = false,
-        kwargs...) where {uType, iip}
+        termination_condition = nothing, kwargs...) where {uType, iip}
+    @assert termination_condition===nothing "CMINPACK does not support termination conditions!"
+
     if prob.u0 isa Number
         u0 = [prob.u0]
     else
@@ -64,7 +66,11 @@ function SciMLBase.__solve(prob::Union{NonlinearProblem{uType, iip},
 
     u = reshape(original.x, size(u))
     resid = original.f
-    retcode = original.converged ? ReturnCode.Success : ReturnCode.Failure
+    # retcode = original.converged ? ReturnCode.Success : ReturnCode.Failure
+    # MINPACK lies about convergence? or maybe uses some other criteria?
+    # We just check for absolute tolerance on the residual
+    objective = NonlinearSolve.DEFAULT_NORM(resid)
+    retcode = ifelse(objective ≤ abstol, ReturnCode.Success, ReturnCode.Failure)
 
     return SciMLBase.build_solution(prob, alg, u, resid; retcode, original)
 end

ext/NonlinearSolveNLsolveExt.jl

@@ -4,7 +4,9 @@ using NonlinearSolve, NLsolve, DiffEqBase, SciMLBase
 import UnPack: @unpack
 
 function SciMLBase.__solve(prob::NonlinearProblem, alg::NLsolveJL, args...; abstol = 1e-6,
-        maxiters = 1000, alias_u0::Bool = false, kwargs...)
+        maxiters = 1000, alias_u0::Bool = false, termination_condition = nothing, kwargs...)
+    @assert termination_condition===nothing "NLsolveJL does not support termination conditions!"
+
     if typeof(prob.u0) <: Number
         u0 = [prob.u0]
     else