[OrdinaryDiffEqNonLinearSolve] relax = BackTracking()
leads to worse residual in NLNewton
#2442
Labels
relax = BackTracking()
leads to worse residual in NLNewton
#2442
I observed some weird behavior in my ODE solve with
NLNewton(; relax = BackTracking())
where the result is obviously wrong. After some digging I wrote a wrapper ofBackTracking
where I reject the relaxation when the residu becomes worse w.r.t. to the residu in the full newton step:I found out that many other linesearch methods from
LineSearches.jl
do a test whether the line is in a descending direction, butBackTracking
doesn't, so maybeBackTracking
works with that assumption which is sometimes wrong.But what I find most strange is that these wrong relaxed steps get accepted in all layers:
BackTracking
,NLNewton
,QNDF
.The text was updated successfully, but these errors were encountered: