Proper handling of complex numbers and failures

.github/workflows/CI.yml

@@ -10,6 +10,11 @@ on:
       - master
     paths-ignore:
       - 'docs/**'
+concurrency:
+  # Skip intermediate builds: always.
+  # Cancel intermediate builds: only if it is a pull request build.
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }}
 jobs:
   test:
     runs-on: ubuntu-latest

.github/workflows/Downstream.yml

@@ -4,7 +4,11 @@ on:
     branches: [master]
     tags: [v*]
   pull_request:
-
+concurrency:
+  # Skip intermediate builds: always.
+  # Cancel intermediate builds: only if it is a pull request build.
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }}
 jobs:
   test:
     name: ${{ matrix.package.repo }}/${{ matrix.package.group }}/${{ matrix.julia-version }}

Project.toml

@@ -40,7 +40,7 @@ ADTypes = "0.2"
 ArrayInterface = "6.0.24, 7"
 BandedMatrices = "1"
 ConcreteStructs = "0.2"
-DiffEqBase = "6.130"
+DiffEqBase = "6.136"
 EnumX = "1"
 Enzyme = "0.11"
 FastBroadcast = "0.1.9, 0.2"
@@ -56,7 +56,7 @@ RecursiveArrayTools = "2"
 Reexport = "0.2, 1"
 SciMLBase = "2.4"
 SimpleNonlinearSolve = "0.1.23"
-SparseDiffTools = "2.6"
+SparseDiffTools = "2.9"
 StaticArraysCore = "1.4"
 UnPack = "1.0"
 Zygote = "0.6"

docs/Project.toml

@@ -2,12 +2,14 @@
 AlgebraicMultigrid = "2169fc97-5a83-5252-b627-83903c6c433c"
 ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
 BenchmarkTools = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
+DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
 Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
 IncompleteLU = "40713840-3770-5561-ab4c-a76e7d0d7895"
 LinearSolve = "7ed4a6bd-45f5-4d41-b270-4a48e9bafcae"
 ModelingToolkit = "961ee093-0014-501f-94e3-6117800e7a78"
 NonlinearSolve = "8913a72c-1f9b-4ce2-8d82-65094dcecaec"
 NonlinearSolveMINPACK = "c100e077-885d-495a-a2ea-599e143bf69d"
+SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
 SciMLNLSolve = "e9a6253c-8580-4d32-9898-8661bb511710"
 SimpleNonlinearSolve = "727e6d20-b764-4bd8-a329-72de5adea6c7"
 StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
@@ -19,12 +21,14 @@ Symbolics = "0c5d862f-8b57-4792-8d23-62f2024744c7"
 AlgebraicMultigrid = "0.5, 0.6"
 ArrayInterface = "6, 7"
 BenchmarkTools = "1"
+DiffEqBase = "6.136"
 Documenter = "1"
 IncompleteLU = "0.2"
 LinearSolve = "2"
 ModelingToolkit = "8"
 NonlinearSolve = "1, 2"
 NonlinearSolveMINPACK = "0.1"
+SciMLBase = "2.4"
 SciMLNLSolve = "0.1"
 SimpleNonlinearSolve = "0.1.5"
 StaticArrays = "1"

docs/make.jl

@@ -1,5 +1,5 @@
 using Documenter, NonlinearSolve, SimpleNonlinearSolve, Sundials, SciMLNLSolve,
-    NonlinearSolveMINPACK, SteadyStateDiffEq
+    NonlinearSolveMINPACK, SteadyStateDiffEq, SciMLBase, DiffEqBase
 
 cp("./docs/Manifest.toml", "./docs/src/assets/Manifest.toml", force = true)
 cp("./docs/Project.toml", "./docs/src/assets/Project.toml", force = true)
@@ -8,9 +8,8 @@ include("pages.jl")
 
 makedocs(sitename = "NonlinearSolve.jl",
     authors = "Chris Rackauckas",
-    modules = [NonlinearSolve, NonlinearSolve.SciMLBase, NonlinearSolve.DiffEqBase,
-        SimpleNonlinearSolve, Sundials, SciMLNLSolve, NonlinearSolveMINPACK,
-        SteadyStateDiffEq],
+    modules = [NonlinearSolve, SciMLBase, DiffEqBase, SimpleNonlinearSolve, Sundials,
+        SciMLNLSolve, NonlinearSolveMINPACK, SteadyStateDiffEq],
     clean = true, doctest = false, linkcheck = true,
     linkcheck_ignore = ["https://twitter.com/ChrisRackauckas/status/1544743542094020615"],
     warnonly = [:missing_docs, :cross_references],

docs/pages.jl

@@ -6,7 +6,6 @@ pages = ["index.md",
         "Handling Large Ill-Conditioned and Sparse Systems" => "tutorials/large_systems.md",
         "Symbolic System Definition and Acceleration via ModelingToolkit" => "tutorials/modelingtoolkit.md",
         "tutorials/small_compile.md",
-        "tutorials/termination_conditions.md",
         "tutorials/iterator_interface.md"],
     "Basics" => Any["basics/NonlinearProblem.md",
         "basics/NonlinearFunctions.md",

docs/src/basics/TerminationCondition.md

@@ -1,10 +1,75 @@
 # [Termination Conditions](@id termination_condition)
 
 Provides a API to specify termination conditions for [`NonlinearProblem`](@ref) and
-[`SteadyStateProblem`](@ref). For details on the various termination modes, i.e.,
-NLSolveTerminationMode, see the documentation for [`NLSolveTerminationCondition`](@ref).
+[`SteadyStateProblem`](@ref). For details on the various termination modes:
 
-## Termination Condition API
+## Termination Conditions
+
+The termination condition is constructed as:
+
+```julia
+cache = init(du, u, AbsNormTerminationMode(); abstol = 1e-9, reltol = 1e-9)
+```
+
+If `abstol` and `reltol` are not supplied, then we choose a default based on the element
+types of `du` and `u`.
+
+We can query the `cache` using `DiffEqBase.get_termination_mode`, `DiffEqBase.get_abstol`
+and `DiffEqBase.get_reltol`.
+
+To test for termination simply call the `cache`:
+
+```julia
+terminated = cache(du, u, uprev)
+```
+
+!!! note
+
+    The default for NonlinearSolve.jl is `AbsSafeBestTerminationMode`!
+
+### Absolute Tolerance
+
+```@docs
+AbsTerminationMode
+AbsNormTerminationMode
+AbsSafeTerminationMode
+AbsSafeBestTerminationMode
+```
+
+### Relative Tolerance
+
+```@docs
+RelTerminationMode
+RelNormTerminationMode
+RelSafeTerminationMode
+RelSafeBestTerminationMode
+```
+
+### Both Absolute and Relative Tolerance
+
+```@docs
+NormTerminationMode
+SteadyStateDiffEqTerminationMode
+SimpleNonlinearSolveTerminationMode
+```
+
+### Return Codes
+
+```@docs
+DiffEqBase.NonlinearSafeTerminationReturnCode
+DiffEqBase.NonlinearSafeTerminationReturnCode.Success
+DiffEqBase.NonlinearSafeTerminationReturnCode.Default
+DiffEqBase.NonlinearSafeTerminationReturnCode.Failure
+DiffEqBase.NonlinearSafeTerminationReturnCode.PatienceTermination
+DiffEqBase.NonlinearSafeTerminationReturnCode.ProtectiveTermination
+```
+
+## [Deprecated] Termination Condition API
+
+!!! warning
+
+    This is deprecated. Currently only parts of `SimpleNonlinearSolve` uses this API. That
+    will also be phased out soon!
 
 ```@docs
 NLSolveTerminationCondition

ext/NonlinearSolveFastLevenbergMarquardtExt.jl

@@ -32,8 +32,8 @@ end
 (f::InplaceFunction{false})(fx, x, p) = (fx .= f.f(x, p))
 
 function SciMLBase.__init(prob::NonlinearLeastSquaresProblem,
-    alg::FastLevenbergMarquardtJL, args...; abstol = 1e-8, reltol = 1e-8,
-    verbose = false, maxiters = 1000, kwargs...)
+        alg::FastLevenbergMarquardtJL, args...; abstol = 1e-8, reltol = 1e-8,
+        verbose = false, maxiters = 1000, kwargs...)
     iip = SciMLBase.isinplace(prob)
 
     @assert prob.f.jac!==nothing "FastLevenbergMarquardt requires a Jacobian!"

ext/NonlinearSolveLeastSquaresOptimExt.jl

@@ -33,7 +33,7 @@ end
 (f::FunctionWrapper{false})(du, u) = (du .= f.f(u, f.p))
 
 function SciMLBase.__init(prob::NonlinearLeastSquaresProblem, alg::LeastSquaresOptimJL,
-    args...; abstol = 1e-8, reltol = 1e-8, verbose = false, maxiters = 1000, kwargs...)
+        args...; abstol = 1e-8, reltol = 1e-8, verbose = false, maxiters = 1000, kwargs...)
     iip = SciMLBase.isinplace(prob)
 
     f! = FunctionWrapper{iip}(prob.f, prob.p)

src/NonlinearSolve.jl

@@ -14,7 +14,7 @@ PrecompileTools.@recompile_invalidations begin
 
     import ADTypes: AbstractFiniteDifferencesMode
     import ArrayInterface: undefmatrix,
-        matrix_colors, parameterless_type, ismutable, issingular,fast_scalar_indexing
+        matrix_colors, parameterless_type, ismutable, issingular, fast_scalar_indexing
     import ConcreteStructs: @concrete
     import EnumX: @enumx
     import ForwardDiff
@@ -30,6 +30,9 @@ PrecompileTools.@recompile_invalidations begin
 end
 
 @reexport using ADTypes, LineSearches, SciMLBase, SimpleNonlinearSolve
+import DiffEqBase: AbstractNonlinearTerminationMode,
+    AbstractSafeNonlinearTerminationMode, AbstractSafeBestNonlinearTerminationMode,
+    NonlinearSafeTerminationReturnCode, get_termination_mode
 
 const AbstractSparseADType = Union{ADTypes.AbstractSparseFiniteDifferences,
     ADTypes.AbstractSparseForwardMode, ADTypes.AbstractSparseReverseMode}
@@ -44,7 +47,7 @@ abstract type AbstractNonlinearSolveCache{iip} end
 isinplace(::AbstractNonlinearSolveCache{iip}) where {iip} = iip
 
 function SciMLBase.__solve(prob::Union{NonlinearProblem, NonlinearLeastSquaresProblem},
-    alg::AbstractNonlinearSolveAlgorithm, args...; kwargs...)
+        alg::AbstractNonlinearSolveAlgorithm, args...; kwargs...)
     cache = init(prob, alg, args...; kwargs...)
     return solve!(cache)
 end
@@ -53,6 +56,9 @@ function not_terminated(cache::AbstractNonlinearSolveCache)
     return !cache.force_stop && cache.stats.nsteps < cache.maxiters
 end
 get_fu(cache::AbstractNonlinearSolveCache) = cache.fu1
+set_fu!(cache::AbstractNonlinearSolveCache, fu) = (cache.fu1 = fu)
+get_u(cache::AbstractNonlinearSolveCache) = cache.u
+SciMLBase.set_u!(cache::AbstractNonlinearSolveCache, u) = (cache.u = u)
 
 function SciMLBase.solve!(cache::AbstractNonlinearSolveCache)
     while not_terminated(cache)
@@ -69,7 +75,7 @@ function SciMLBase.solve!(cache::AbstractNonlinearSolveCache)
         end
     end
 
-    return SciMLBase.build_solution(cache.prob, cache.alg, cache.u, get_fu(cache);
+    return SciMLBase.build_solution(cache.prob, cache.alg, get_u(cache), get_fu(cache);
         cache.retcode, cache.stats)
 end
 
@@ -96,7 +102,7 @@ PrecompileTools.@compile_workload begin
             NonlinearProblem{true}((du, u, p) -> du .= u .* u .- p, T[0.1], T[2]))
 
         precompile_algs = (NewtonRaphson(), TrustRegion(), LevenbergMarquardt(),
-            PseudoTransient(), GeneralBroyden(), GeneralKlement(), nothing)
+            PseudoTransient(), GeneralBroyden(), GeneralKlement(), DFSane(), nothing)
 
         for prob in probs, alg in precompile_algs
             solve(prob, alg, abstol = T(1e-2))
@@ -113,4 +119,10 @@ export RobustMultiNewton, FastShortcutNonlinearPolyalg
 
 export LineSearch, LiFukushimaLineSearch
 
+# Export the termination conditions from DiffEqBase
+export SteadyStateDiffEqTerminationMode, SimpleNonlinearSolveTerminationMode,
+    NormTerminationMode, RelTerminationMode, RelNormTerminationMode, AbsTerminationMode,
+    AbsNormTerminationMode, RelSafeTerminationMode, AbsSafeTerminationMode,
+    RelSafeBestTerminationMode, AbsSafeBestTerminationMode
+
 end # module

src/ad.jl

@@ -26,16 +26,16 @@ function scalar_nlsolve_ad(prob, alg, args...; kwargs...)
 end
 
 function SciMLBase.solve(prob::NonlinearProblem{<:Union{Number, SVector, <:AbstractArray},
-        false, <:Dual{T, V, P}}, alg::AbstractNewtonAlgorithm, args...;
-    kwargs...) where {T, V, P}
+            false, <:Dual{T, V, P}}, alg::AbstractNonlinearSolveAlgorithm, args...;
+        kwargs...) where {T, V, P}
     sol, partials = scalar_nlsolve_ad(prob, alg, args...; kwargs...)
     dual_soln = scalar_nlsolve_dual_soln(sol.u, partials, prob.p)
     return SciMLBase.build_solution(prob, alg, dual_soln, sol.resid; sol.retcode)
 end
 
 function SciMLBase.solve(prob::NonlinearProblem{<:Union{Number, SVector, <:AbstractArray},
-        false, <:AbstractArray{<:Dual{T, V, P}}}, alg::AbstractNewtonAlgorithm, args...;
-    kwargs...) where {T, V, P}
+            false, <:AbstractArray{<:Dual{T, V, P}}}, alg::AbstractNonlinearSolveAlgorithm,
+        args...; kwargs...) where {T, V, P}
     sol, partials = scalar_nlsolve_ad(prob, alg, args...; kwargs...)
     dual_soln = scalar_nlsolve_dual_soln(sol.u, partials, prob.p)
     return SciMLBase.build_solution(prob, alg, dual_soln, sol.resid; sol.retcode)
@@ -53,11 +53,11 @@ function scalar_nlsolve_∂f_∂u(f, u, p)
 end
 
 function scalar_nlsolve_dual_soln(u::Number, partials,
-    ::Union{<:AbstractArray{<:Dual{T, V, P}}, Dual{T, V, P}}) where {T, V, P}
+        ::Union{<:AbstractArray{<:Dual{T, V, P}}, Dual{T, V, P}}) where {T, V, P}
     return Dual{T, V, P}(u, partials)
 end
 
 function scalar_nlsolve_dual_soln(u::AbstractArray, partials,
-    ::Union{<:AbstractArray{<:Dual{T, V, P}}, Dual{T, V, P}}) where {T, V, P}
+        ::Union{<:AbstractArray{<:Dual{T, V, P}}, Dual{T, V, P}}) where {T, V, P}
     return map(((uᵢ, pᵢ),) -> Dual{T, V, P}(uᵢ, pᵢ), zip(u, partials))
 end