FazBrowse GitHub Viewer | Trending |
URL:
| Home
Tools: [Download Repo ZIP]   [Original HTTPS Page]

Damp the Newton step in the solver when the full step makes things worse. Fixes #1247 by ruevs · Pull Request #1748 · solvespace/solvespace · GitHub

Draft
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension .cpp  (3) .slvs  (1) .txt  (1) All 3 file types selected
Viewed files
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Unified
Split
Hide whitespace
Diff view
Unified
Split
Hide whitespace
58 changes: 44 additions & 14 deletions src/system.cpp
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode characters
Original file line number Diff line number Diff line change
Expand Up @@ -316,32 +316,62 @@ bool System::NewtonSolve() {
for(i = 0; i < mat.m; i++) {
mat.B.num[i] = (mat.B.sym[i])->Eval();
}

// Where we were before we took the step, so that we can take a shorter
// one from the same operating point if the first one is no good.
std::vector<double> prevVal(mat.n);

// Take the Newton step,
// J(x_n) (x_{n+1} - x_n) = 0 - F(x_n)
// scaled by relax, and re-evaluate the functions, since the params have
// just changed. Returns false if that took us somewhere clearly useless.
auto takeStep = [&](double relax) {
for(int k = 0; k < mat.n; k++) {
Param *p = param.FindById(mat.param[k]);
p->val = prevVal[k] - relax*mat.X[k];
if(IsReasonable(p->val)) return false;
}
for(int k = 0; k < mat.m; k++) {
mat.B.num[k] = (mat.B.sym[k])->Eval();
if(IsReasonable(mat.B.num[k])) return false;
}
return true;
};

do {
// And evaluate the Jacobian at our initial operating point.
EvalJacobian();

if(!SolveLeastSquares()) break;

// Take the Newton step;
// J(x_n) (x_{n+1} - x_n) = 0 - F(x_n)
for(i = 0; i < mat.n; i++) {
Param *p = param.FindById(mat.param[i]);
p->val -= mat.X[i];
if(IsReasonable(p->val)) {
// Very bad, and clearly not convergent
return false;
}
prevVal[i] = param.FindById(mat.param[i])->val;
}

// Re-evalute the functions, since the params have just changed.
for(i = 0; i < mat.m; i++) {
mat.B.num[i] = (mat.B.sym[i])->Eval();
if(IsReasonable(mat.B.num[i])) {
const double err = mat.B.num.squaredNorm();

// A Newton step is only as good as the linearization of F about our
// operating point, so where F is strongly curved the full step can
// land much further from the solution than it started; and if it
// lands near a critical point of F, then the step after that one is
// enormous, and the geometry runs away to nowhere. But the step is a
// descent direction for |F|^2, so if the full step makes things
// worse, then a short enough step along the same direction makes
// them better. So backtrack until the residual actually decreases.
bool accepted = false;
double relax = 1.0;
for(int tries = 0; tries < 8 && !accepted; tries++, relax /= 2) {
accepted = takeStep(relax) && mat.B.num.squaredNorm() < err;
}
if(!accepted) {
// No step along this direction is an improvement, so just take
// the whole thing, like we always used to; if that was a bad
// idea, then the iteration limit below will catch it.
if(!takeStep(1.0)) {
// Very bad, and clearly not convergent
return false;
}
}

// Check for convergence
converged = true;
for(i = 0; i < mat.m; i++) {
Expand Down
1 change: 1 addition & 0 deletions test/CMakeLists.txt
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode characters
Original file line number Diff line number Diff line change
Expand Up @@ -20,6 +20,7 @@ set(testsuite_SOURCES
core/locale/test.cpp
core/path/test.cpp
core/prune/test.cpp
core/solver/test.cpp
constraint/points_coincident/test.cpp
constraint/pt_pt_distance/test.cpp
constraint/pt_plane_distance/test.cpp
Expand Down
Loading

Back | FazBrowse Home | New Git URL