Add static StrongWolfe path for OptimizationProblem - #85
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Signed-off-by: AdityaPandeyCN <adityapand3y666@gmail.com>
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marked this pull request as draft
July 23, 2026 11:38
Signed-off-by: AdityaPandeyCN <adityapand3y666@gmail.com>
Signed-off-by: AdityaPandeyCN <adityapand3y666@gmail.com>
AdityaPandeyCN
marked this pull request as ready for review
July 23, 2026 11:58
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@ChrisRackauckas Can you take a look? |
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COLPRAC.
Additional context
StrongWolfeLineSearch's static (GPU/SArray/Number) path hardcoded the residual merit½‖f(u)‖². That is correct forNonlinearProblem, but wrong for minimization: an objective line search needs to test decrease offitself.Passing an
OptimizationProblemobjective through the existing path would silently evaluate½‖f‖²instead.This selects the merit by problem type on the static path:
AbstractNonlinearProblem--½‖f(u)‖²(unchanged)OptimizationProblem--f(u)(static-only; non-staticu/furaiseArgumentError)Dispatch uses zero-sized mode structs in the cache so the search loop stays branch-free / warp-uniform.
grad_fmust match the merit:J'ffor residual mode,∇ffor scalar mode. Staticsolve!also accepts a per-callα_max(clamped by the cache); on failure it still returnsα_init.