Re:Nonlinearsolve.jl: Fast and Robust Solvers for Nonlinear ...
by kxyvr on Tuesday March 26, 2024 @04:41PM
(#39832588)
What's your convergence metric? It looks like x_sol gives a residual on the order of 1e-7. That's fine, but I'd like to measure an equivalent number to the benchmark.
Re:Nonlinearsolve.jl: Fast and Robust Solvers for Nonlinear ...
by ChrisRackauckas on Tuesday March 26, 2024 @05:48PM
(#39833242)
It's varied, that's why it's measured as work-precision. It would be good to similarly produce a full work-precision line as point estimates do not tell the full story.
Note that we are preparing an extension to easily use the optimizers https://github.com/SciML/NonlinearSolve.jl/pull/395 to add it to the benchmarks.
https://docs.sciml.ai/SciMLBenchmarksOutput/dev/NonlinearPro...
But as Avik states, this same kind of thing is done as part of the trust region methods, and so the trust region stuff with some ways to avoid J'J is effectively doing the same thing, though of course that cannot target a symmetric linear solver because J is not generally symmetric and it needs to do the L2 solve so it needs a QR/GMRES.
But indeed, let's get IPOPT in this interface and benchmarks and show it in the plots.