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early exit in SimpleTrustRegion #598

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May 5, 2025
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early exit in SimpleTrustRegion #598

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7 changes: 6 additions & 1 deletion lib/SimpleNonlinearSolve/src/trust_region.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -22,7 +22,7 @@ scalar and static array problems.
- `step_threshold`: the threshold for taking a step. In every iteration, the threshold is
compared with a value `r`, which is the actual reduction in the objective function
divided by the predicted reduction. If `step_threshold > r` the model is not a good
approximation, and the step is rejected. Defaults to `0.1`. For more details, see
approximation, and the step is rejected. Defaults to `0.0001`. For more details, see
[Rahpeymaii, F.](https://link.springer.com/article/10.1007/s40096-020-00339-4)
- `shrink_threshold`: the threshold for shrinking the trust region radius. In every
iteration, the threshold is compared with a value `r` which is the actual reduction in
Expand Down Expand Up @@ -128,6 +128,11 @@ function SciMLBase.__solve(
@bb Hδ = copy(x)
dogleg_cache = (; δsd, δN_δsd, δN)

solved, retcode, fx_sol, x_sol = Utils.check_termination(
tc_cache, fx, x, xo, prob
)
solved && return SciMLBase.build_solution(prob, alg, x_sol, fx_sol; retcode)

for _ in 1:maxiters
# Solve the trust region subproblem.
δ = dogleg_method!!(dogleg_cache, J, fx, g, Δ)
Expand Down
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