R2NLS solver for unconstrained nonlinear least-squares (NLS) problems
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Introduces the R2NLS solver, an inexact second-order quadratic regularization method for nonlinear least-squares, with support for multiple subproblem solvers including QRMumps. Updates documentation, tests, and dependencies to include R2NLS and its utilities, and adds comprehensive test coverage for the new solver and its subsolvers.
The finalizer that calls close! on QRMumpsSolver has been commented out due to crashes in libdqrm.dll during object finalization, likely caused by a double free or invalid pointer reference. Additional minor changes include switching from view to direct indexing for SparseMatrixCOO construction to avoid pointer issues, and reordering some operations in SolverCore.solve! for clarity.
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+ Coverage 89.00% 89.40% +0.40%
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Eliminated a duplicate call to mul!(∇f, Jx', r) in the SolverCore.solve! function to avoid unnecessary computation.
tmigot
requested changes
Aug 21, 2025
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Thanks @farhadrclass for the PR. I made a first batch of comments (but didn't check the new algorithm)
src/R2NLS.jl
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| ls_subsolver.irn[1:ls_subsolver.nnzj], | ||
| ls_subsolver.jcn[1:ls_subsolver.nnzj], | ||
| ls_subsolver.val[1:ls_subsolver.nnzj], | ||
| ) #For now till they fix the SparseMatrixCOO to accept pointers |
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Is there an open issue for this?
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No, but @dpo and I thinking about this right now
tmigot
requested changes
Aug 21, 2025
| SolverCore = "0.3" | ||
| SolverParameters = "0.1" | ||
| SolverTools = "0.9" | ||
| SparseArrays = "1.11.0" |
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Suggested change
| SparseArrays = "1.11.0" | |
| SparseArrays = "1.10.0" |
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why do we want 1.10?
Deleted utilities.jl and its tests, removing the opnorm/TSVD utilities and all related test coverage. Dropped Arpack and GenericLinearAlgebra from dependencies and compat, and updated code and tests to no longer use or include them. Fixed a typo in the CRLS subsolver dispatch in test_solvers.jl.
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@tmigot thank you for the review, I applied most of what you recommend and asked some questions to confirm the rest |
Introduces the R2NLSParameterSet struct to encapsulate all algorithmic parameters for the R2NLS solver, replacing individual keyword arguments. Updates R2SolverNLS and R2NLS constructors and solve! logic to use the new parameter set, improving type safety, maintainability, and clarity of parameter handling.
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This pull request introduces the new
R2NLSsolver for unconstrained nonlinear least-squares (NLS) problems, expands documentation and test coverage for this solver.Major features and solver additions:
R2NLSsolver, an inexact second-order quadratic regularization method for unconstrained NLS, to the codebase and exported it for use. (src/JSOSolvers.jl,src/R2NLS.jl,README.md,docs/src/solvers.md) [1] [2] [3] [4]R2NLSas an available solver for unconstrained NLS problems. (docs/src/solvers.md,README.md) [1] [2] [3]Utilities and infrastructure:
opnormutility function inutilities.jlthat computes operator norms for both standard numeric and arbitrary element types, using LAPACK, ARPACK, or TSVD as appropriate. This is now included and exported in the main module. (src/utilities.jl,src/JSOSolvers.jl) [1] [2]opnormutility, covering multiple numeric types and matrix shapes. (test/test_Utilities.jl)Testing enhancements:
R2NLSand its subsolver variants in all relevant test suites, including allocation, callback, consistency, restart, and general solver tests. (test/allocs.jl,test/callback.jl,test/consistency.jl,test/restart.jl,test/runtests.jl,test/test_solvers.jl) [1] [2] [3] [4] [5] [6] [7]Dependency and import updates:
Arpack,SparseArrays, andKrylovin both the main module and test files to support the new solver and utilities. (src/JSOSolvers.jl,test/runtests.jl) [1] [2]Note: