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Fix Negative Curvature Status Overriding in CR.jl #970

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Fix Negative Curvature Status Overriding in CR.jl #970

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a7ffb8e
Update cr.jl
farhadrclass Feb 25, 2025
396c180
added the test to check the status
farhadrclass Feb 25, 2025
f41e0e3
updated the pm the trust-region boundary flag
farhadrclass Feb 26, 2025
71aa227
Update test_cr.jl
farhadrclass Mar 5, 2025
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2 changes: 1 addition & 1 deletion src/cr.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -402,10 +402,10 @@ kwargs_cr = (:M, :ldiv, :radius, :linesearch, :γ, :atol, :rtol, :itmax, :timema
# Termination status
tired && (status = "maximum number of iterations exceeded")
on_boundary && (status = "on trust-region boundary")
npcurv && (status = "nonpositive curvature")
solved && (status = "solution good enough given atol and rtol")
user_requested_exit && (status = "user-requested exit")
overtimed && (status = "time limit exceeded")
npcurv && (status = "nonpositive curvature")

# Update x
warm_start && kaxpy!(n, one(FC), Δx, x)
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5 changes: 5 additions & 0 deletions test/test_cr.jl
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Expand Up @@ -67,6 +67,11 @@
x, stats = cr(A, b, linesearch=true)
@test stats.status == "nonpositive curvature"

#test nonpositive curvature when radius > 0
A, b = symmetric_indefinite(FC=FC, shift = 5)
x, stats = cr(A, b, radius = one(Float64))
@test stats.status == "nonpositive curvature"
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Right, but in trust-region methods, we would want “on trust-region boundary” to be the final status.

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@dpo so the issue here is that we want “on trust-region boundary” be the status?
In CR the flag is only set once

 elseif pAp > 0 && ρ > 0  # no negative curvature
          (verbose > 0) && @printf(iostream, "positive curvatures along p and r. pᴴAp = %8.1e and rᴴAr = %8.1e\n", pAp, ρ)
          α = ρ / kdotr(n, q, Mq)
          if α ≥ t1
            α = t1
            on_boundary = true
          end

which is not the case in this test, since A is a diagonal with very -ve values

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@dpo ?


# Test Linesearch which would stop on the first call since A is negative definite
A, b = symmetric_indefinite(FC=FC; shift = 5)
x, stats = cr(A, b, linesearch=true)
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