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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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6 changes: 3 additions & 3 deletions src/cr.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -335,7 +335,7 @@ kwargs_cr = (:M, :ldiv, :radius, :linesearch, :γ, :atol, :rtol, :itmax, :timema

kaxpy!(n, α, p, x)
xNorm = knorm(n, x)
xNorm ≈ radius && (on_boundary = true)
xNorm ≈ radius > 0 && (on_boundary = true)
kaxpy!(n, -α, Mq, r) # residual
if MisI
rNorm² = kdotr(n, r, r)
Expand Down Expand Up @@ -401,11 +401,11 @@ 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")
on_boundary && (status = "on trust-region boundary")

# 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 on trust-region boundary when radius > 0
A, b = symmetric_indefinite(FC=FC, shift = 5)
x, stats = cr(A, b, radius = one(Float64))
@test stats.status == "on trust-region boundary"

# 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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