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Trust Region - Fan's method #178

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merged 4 commits into from
Apr 11, 2023
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yash2798
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@yash2798 yash2798 commented Apr 8, 2023

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@yash2798 yash2798 changed the title Trust Region - Fan's method WIP - Trust Region - Fan's method Apr 8, 2023
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codecov bot commented Apr 8, 2023

Codecov Report

Merging #178 (05a3e99) into master (c698d16) will increase coverage by 1.03%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master     #178      +/-   ##
==========================================
+ Coverage   91.88%   92.92%   +1.03%     
==========================================
  Files           7        7              
  Lines         604      636      +32     
==========================================
+ Hits          555      591      +36     
+ Misses         49       45       -4     
Impacted Files Coverage Δ
src/trustRegion.jl 97.13% <100.00%> (+2.31%) ⬆️

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@yash2798
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Hi @ChrisRackauckas , line 307 and 309, is it alright if I calculate jacobian through direct ForwardDiff.jacobian calls? If Hei's scheme is used they'll be calculated only once in the cache init function

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nvm i think jvp will work here too.

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@ChrisRackauckas if this seems alright, this can be merged.

@yash2798 yash2798 changed the title WIP - Trust Region - Fan's method Trust Region - Fan's method Apr 11, 2023
@ChrisRackauckas ChrisRackauckas merged commit c1267c8 into SciML:master Apr 11, 2023
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Next step, can we get a test that like 4 iterations of in-place and out-of-place match results?

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Next step, can we get a test that like 4 iterations of in-place and out-of-place match results?

Sure I will make a pr for this soon.

@yash2798 yash2798 deleted the ys/tr_fan branch April 19, 2023 18:16
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3 participants