Merge pull request #857 from AayushSabharwal/as/get-nlsolve

feat: add fields to `OverrideInit`, better `nlsolve_alg` handling

Author: ChrisRackauckas

.github/workflows/Downstream.yml

@@ -85,4 +85,4 @@ jobs:
         with:
           file: lcov.info
           token: ${{ secrets.CODECOV_TOKEN }}
-          fail_ci_if_error: true
+          fail_ci_if_error: false

src/ODE_nlsolve.jl

@@ -43,4 +43,3 @@ struct ODE_NLProbData{NLProb, UNLProb, NLProbMap, NLProbPmap}
     """
     nlprobpmap::NLProbPmap
 end
-

src/SciMLBase.jl

@@ -21,7 +21,7 @@ import CommonSolve: solve, init, step!, solve!
 import FunctionWrappersWrappers
 import RuntimeGeneratedFunctions
 import EnumX
-import ADTypes: AbstractADType
+import ADTypes: ADTypes, AbstractADType
 import Accessors: @set, @reset
 using Expronicon.ADT: @match
 
@@ -351,7 +351,16 @@ struct CheckInit <: DAEInitializationAlgorithm end
 """
 $(TYPEDEF)
 """
-struct OverrideInit <: DAEInitializationAlgorithm end
+struct OverrideInit{T1, T2, F} <: DAEInitializationAlgorithm
+    abstol::T1
+    reltol::T2
+    nlsolve::F
+end
+
+function OverrideInit(; abstol = nothing, reltol = nothing, nlsolve = nothing)
+    OverrideInit(abstol, reltol, nlsolve)
+end
+OverrideInit(abstol) = OverrideInit(; abstol = abstol, nlsolve = nothing)
 
 # PDE Discretizations
 

src/initialization.jl

@@ -68,17 +68,26 @@ function Base.showerror(io::IO, e::OverrideInitMissingAlgorithm)
         "OverrideInit specified but no NonlinearSolve.jl algorithm provided. Provide an algorithm via the `nlsolve_alg` keyword argument to `get_initial_values`.")
 end
 
+struct OverrideInitNoTolerance <: Exception
+    tolerance::Symbol
+end
+
+function Base.showerror(io::IO, e::OverrideInitNoTolerance)
+    print(io,
+        "Tolerances were not provided to `OverrideInit`. `$(e.tolerance)` must be provided as a keyword argument to `get_initial_values` or as a keyword argument to the `OverrideInit` constructor.")
+end
+
 """
-Utility function to evaluate the RHS of the ODE, using the integrator's `tmp_cache` if
+Utility function to evaluate the RHS, using the integrator's `tmp_cache` if
 it is in-place or simply calling the function if not.
 """
-function _evaluate_f_ode(integrator, f, isinplace::Val{true}, args...)
+function _evaluate_f(integrator, f, isinplace::Val{true}, args...)
     tmp = first(get_tmp_cache(integrator))
     f(tmp, args...)
     return tmp
 end
 
-function _evaluate_f_ode(integrator, f, isinplace::Val{false}, args...)
+function _evaluate_f(integrator, f, isinplace::Val{false}, args...)
     return f(args...)
 end
 
@@ -98,53 +107,49 @@ _vec(v::AbstractVector) = v
 
 Check if the algebraic constraints are satisfied, and error if they aren't. Returns
 the `u0` and `p` as-is, and is always successful if it returns. Valid only for
-`ODEProblem` and `DAEProblem`. Requires a `DEIntegrator` as its second argument.
+`AbstractDEProblem` and `AbstractDAEProblem`. Requires a `DEIntegrator` as its second argument.
+
+Keyword arguments:
+- `abstol`: The absolute value below which the norm of the residual of algebraic equations
+  should lie. The norm function used is `integrator.opts.internalnorm` if present, and
+  `LinearAlgebra.norm` if not.
 """
-function get_initial_values(prob::AbstractODEProblem, integrator, f, alg::CheckInit,
-        isinplace::Union{Val{true}, Val{false}}; kwargs...)
+function get_initial_values(
+        prob::AbstractDEProblem, integrator::DEIntegrator, f, alg::CheckInit,
+        isinplace::Union{Val{true}, Val{false}}; abstol, kwargs...)
     u0 = state_values(integrator)
     p = parameter_values(integrator)
     t = current_time(integrator)
     M = f.mass_matrix
 
     algebraic_vars = [all(iszero, x) for x in eachcol(M)]
     algebraic_eqs = [all(iszero, x) for x in eachrow(M)]
-    (iszero(algebraic_vars) || iszero(algebraic_eqs)) && return
+    (iszero(algebraic_vars) || iszero(algebraic_eqs)) && return u0, p, true
     update_coefficients!(M, u0, p, t)
-    tmp = _evaluate_f_ode(integrator, f, isinplace, u0, p, t)
+    tmp = _evaluate_f(integrator, f, isinplace, u0, p, t)
     tmp .= ArrayInterface.restructure(tmp, algebraic_eqs .* _vec(tmp))
 
-    normresid = integrator.opts.internalnorm(tmp, t)
-    if normresid > integrator.opts.abstol
-        throw(CheckInitFailureError(normresid, integrator.opts.abstol))
+    normresid = isdefined(integrator.opts, :internalnorm) ?
+                integrator.opts.internalnorm(tmp, t) : norm(tmp)
+    if normresid > abstol
+        throw(CheckInitFailureError(normresid, abstol))
     end
     return u0, p, true
 end
 
-"""
-Utility function to evaluate the RHS of the DAE, using the integrator's `tmp_cache` if
-it is in-place or simply calling the function if not.
-"""
-function _evaluate_f_dae(integrator, f, isinplace::Val{true}, args...)
-    tmp = get_tmp_cache(integrator)[2]
-    f(tmp, args...)
-    return tmp
-end
-
-function _evaluate_f_dae(integrator, f, isinplace::Val{false}, args...)
-    return f(args...)
-end
-
-function get_initial_values(prob::AbstractDAEProblem, integrator, f, alg::CheckInit,
-        isinplace::Union{Val{true}, Val{false}}; kwargs...)
+function get_initial_values(
+        prob::AbstractDAEProblem, integrator::DEIntegrator, f, alg::CheckInit,
+        isinplace::Union{Val{true}, Val{false}}; abstol, kwargs...)
     u0 = state_values(integrator)
     p = parameter_values(integrator)
     t = current_time(integrator)
 
-    resid = _evaluate_f_dae(integrator, f, isinplace, integrator.du, u0, p, t)
-    normresid = integrator.opts.internalnorm(resid, t)
-    if normresid > integrator.opts.abstol
-        throw(CheckInitFailureError(normresid, integrator.opts.abstol))
+    resid = _evaluate_f(integrator, f, isinplace, integrator.du, u0, p, t)
+    normresid = isdefined(integrator.opts, :internalnorm) ?
+                integrator.opts.internalnorm(resid, t) : norm(resid)
+
+    if normresid > abstol
+        throw(CheckInitFailureError(normresid, abstol))
     end
     return u0, p, true
 end
@@ -155,12 +160,19 @@ end
 Solve a `NonlinearProblem`/`NonlinearLeastSquaresProblem` to obtain the initial `u0` and
 `p`. Requires that `f` have the field `initialization_data` which is an `OverrideInitData`.
 If the field is absent or the value is `nothing`, return `u0` and `p` successfully as-is.
-The NonlinearSolve.jl algorithm to use must be specified through the `nlsolve_alg` keyword
-argument, failing which this function will throw an error. The success value returned
-depends on the success of the nonlinear solve.
+
+The success value returned depends on the success of the nonlinear solve.
+
+Keyword arguments:
+- `nlsolve_alg`: The NonlinearSolve.jl algorithm to use. If not provided, this function will
+  throw an error.
+- `abstol`, `reltol`: The `abstol` (`reltol`) to use for the nonlinear solve. The value
+  provided to the `OverrideInit` constructor takes priority over this keyword argument.
+  If the former is `nothing`, this keyword argument will be used. If it is also not provided,
+  an error will be thrown.
 """
 function get_initial_values(prob, valp, f, alg::OverrideInit,
-        isinplace::Union{Val{true}, Val{false}}; nlsolve_alg = nothing, kwargs...)
+        iip::Union{Val{true}, Val{false}}; nlsolve_alg = nothing, abstol = nothing, reltol = nothing, kwargs...)
     u0 = state_values(valp)
     p = parameter_values(valp)
 
@@ -171,15 +183,30 @@ function get_initial_values(prob, valp, f, alg::OverrideInit,
     initdata::OverrideInitData = f.initialization_data
     initprob = initdata.initializeprob
 
-    if nlsolve_alg === nothing
+    nlsolve_alg = something(nlsolve_alg, alg.nlsolve, Some(nothing))
+    if nlsolve_alg === nothing && state_values(initprob) !== nothing
         throw(OverrideInitMissingAlgorithm())
     end
 
     if initdata.update_initializeprob! !== nothing
         initdata.update_initializeprob!(initprob, valp)
     end
 
-    nlsol = solve(initprob, nlsolve_alg)
+    if alg.abstol !== nothing
+        _abstol = alg.abstol
+    elseif abstol !== nothing
+        _abstol = abstol
+    else
+        throw(OverrideInitNoTolerance(:abstol))
+    end
+    if alg.reltol !== nothing
+        _reltol = alg.reltol
+    elseif reltol !== nothing
+        _reltol = reltol
+    else
+        throw(OverrideInitNoTolerance(:reltol))
+    end
+    nlsol = solve(initprob, nlsolve_alg; abstol = _abstol, reltol = _reltol)
 
     u0 = initdata.initializeprobmap(nlsol)
     if initdata.initializeprobpmap !== nothing

src/scimlfunctions.jl

@@ -401,7 +401,8 @@ numerically-defined functions.
 """
 struct ODEFunction{iip, specialize, F, TMM, Ta, Tt, TJ, JVP, VJP, JP, SP, TW, TWt, WP, TPJ,
     O, TCV,
-    SYS, ID<:Union{Nothing, OverrideInitData}, NLP<:Union{Nothing, ODE_NLProbData}} <: AbstractODEFunction{iip}
+    SYS, ID <: Union{Nothing, OverrideInitData}, NLP <: Union{Nothing, ODE_NLProbData}} <:
+       AbstractODEFunction{iip}
     f::F
     mass_matrix::TMM
     analytic::Ta
@@ -522,7 +523,8 @@ information on generating the SplitFunction from this symbolic engine.
 """
 struct SplitFunction{
     iip, specialize, F1, F2, TMM, C, Ta, Tt, TJ, JVP, VJP, JP, WP, SP, TW, TWt,
-    TPJ, O, TCV, SYS, ID<:Union{Nothing, OverrideInitData}, NLP<:Union{Nothing, ODE_NLProbData}} <: AbstractODEFunction{iip}
+    TPJ, O, TCV, SYS, ID <: Union{Nothing, OverrideInitData},
+    NLP <: Union{Nothing, ODE_NLProbData}} <: AbstractODEFunction{iip}
     f1::F1
     f2::F2
     mass_matrix::TMM
@@ -2442,7 +2444,7 @@ function ODEFunction{iip, specialize}(f;
         initializeprobpmap = __has_initializeprobpmap(f) ? f.initializeprobpmap : nothing,
         initialization_data = __has_initialization_data(f) ? f.initialization_data :
                               nothing,
-        nlprob_data = __has_nlprob_data(f) ? f.nlprob_data : nothing,
+        nlprob_data = __has_nlprob_data(f) ? f.nlprob_data : nothing
 ) where {iip,
         specialize
 }
@@ -2500,7 +2502,8 @@ function ODEFunction{iip, specialize}(f;
             typeof(sparsity), Any, Any, typeof(W_prototype), Any,
             Any,
             typeof(_colorvec),
-            typeof(sys), Union{Nothing, OverrideInitData}, Union{Nothing, ODE_NLProbData}}(_f, mass_matrix, analytic, tgrad, jac,
+            typeof(sys), Union{Nothing, OverrideInitData}, Union{Nothing, ODE_NLProbData}}(
+            _f, mass_matrix, analytic, tgrad, jac,
             jvp, vjp, jac_prototype, sparsity, Wfact,
             Wfact_t, W_prototype, paramjac,
             observed, _colorvec, sys, initdata, nlprob_data)
@@ -2770,7 +2773,8 @@ function SplitFunction{iip, specialize}(f1, f2;
     if specialize === NoSpecialize
         SplitFunction{iip, specialize, Any, Any, Any, Any, Any, Any, Any, Any, Any,
             Any, Any, Any, Any, Any, Any, Any,
-            Any, Any, Union{Nothing, OverrideInitData}, Union{Nothing, ODE_NLProbData}}(f1, f2, mass_matrix, _func_cache,
+            Any, Any, Union{Nothing, OverrideInitData}, Union{Nothing, ODE_NLProbData}}(
+            f1, f2, mass_matrix, _func_cache,
             analytic,
             tgrad, jac, jvp, vjp, jac_prototype, W_prototype,
             sparsity, Wfact, Wfact_t, paramjac,

test/downstream/initialization.jl

@@ -0,0 +1,61 @@
+using OrdinaryDiffEq, Sundials, SciMLBase, Test
+
+@testset "CheckInit" begin
+    abstol = 1e-10
+    @testset "Sundials + ODEProblem" begin
+        function rhs(u, p, t)
+            return [u[1] * t, u[1]^2 - u[2]^2]
+        end
+        function rhs!(du, u, p, t)
+            du[1] = u[1] * t
+            du[2] = u[1]^2 - u[2]^2
+        end
+
+        oopfn = ODEFunction{false}(rhs, mass_matrix = [1 0; 0 0])
+        iipfn = ODEFunction{true}(rhs!, mass_matrix = [1 0; 0 0])
+
+        @testset "Inplace = $(SciMLBase.isinplace(f))" for f in [oopfn, iipfn]
+            prob = ODEProblem(f, [1.0, 1.0], (0.0, 1.0))
+            integ = init(prob, Sundials.ARKODE())
+            u0, _, success = SciMLBase.get_initial_values(
+                prob, integ, f, SciMLBase.CheckInit(), Val(SciMLBase.isinplace(f)); abstol)
+            @test success
+            @test u0 == prob.u0
+
+            integ.u[2] = 2.0
+            @test_throws SciMLBase.CheckInitFailureError SciMLBase.get_initial_values(
+                prob, integ, f, SciMLBase.CheckInit(), Val(SciMLBase.isinplace(f)); abstol)
+        end
+    end
+
+    @testset "Sundials + DAEProblem" begin
+        function daerhs(du, u, p, t)
+            return [du[1] - u[1] * t - p, u[1]^2 - u[2]^2]
+        end
+        function daerhs!(resid, du, u, p, t)
+            resid[1] = du[1] - u[1] * t - p
+            resid[2] = u[1]^2 - u[2]^2
+        end
+
+        oopfn = DAEFunction{false}(daerhs)
+        iipfn = DAEFunction{true}(daerhs!)
+
+        @testset "Inplace = $(SciMLBase.isinplace(f))" for f in [oopfn, iipfn]
+            prob = DAEProblem(f, [1.0, 0.0], [1.0, 1.0], (0.0, 1.0), 1.0)
+            integ = init(prob, Sundials.IDA())
+            u0, _, success = SciMLBase.get_initial_values(
+                prob, integ, f, SciMLBase.CheckInit(), Val(SciMLBase.isinplace(f)); abstol)
+            @test success
+            @test u0 == prob.u0
+
+            integ.u[2] = 2.0
+            @test_throws SciMLBase.CheckInitFailureError SciMLBase.get_initial_values(
+                prob, integ, f, SciMLBase.CheckInit(), Val(SciMLBase.isinplace(f)); abstol)
+
+            integ.u[2] = 1.0
+            integ.du[1] = 2.0
+            @test_throws SciMLBase.CheckInitFailureError SciMLBase.get_initial_values(
+                prob, integ, f, SciMLBase.CheckInit(), Val(SciMLBase.isinplace(f)); abstol)
+        end
+    end
+end