Snapshot WIP: solver HP epic progress, BPHX/HX physics, BMAD skill refresh.
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Capture uncommitted solver robustness work (regularization, domain errors, linear solver lifecycle, tube DP/MSH), web workbench updates, and synced BMAD skills across IDE agent folders before starting BPHX pressure-drop.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
2026-07-19 16:35:31 +02:00
parent 88620790d6
commit 5bd180b5b8
1363 changed files with 101041 additions and 58547 deletions

View File

@@ -31,7 +31,7 @@ use crate::solver::{
};
use crate::system::System;
use super::{HomotopyConfig, NewtonConfig, PicardConfig};
use super::{HomotopyConfig, NewtonConfig, PicardConfig, PtcConfig, TrustRegionConfig};
/// Configuration for the intelligent fallback solver.
///
@@ -196,6 +196,25 @@ pub struct FallbackSolver {
/// `iPRVS`): cheap solvers first, robust continuation only when needed.
/// `None` (default) preserves the original Newton↔Picard-only behaviour.
pub homotopy_config: Option<HomotopyConfig>,
/// Optional pseudo-transient continuation (PTC) globalization stage.
///
/// Invoked when the primary Newton/Picard stages fail, before the homotopy
/// stage: PTC regularizes the Newton step with a diagonal δ⁻¹ shift and
/// grows the timestep as the residual shrinks (Kelley-Keyes 1998). It
/// targets exactly the line-search stagnation observed on fully-coupled
/// systems with two-phase pressure drops at high EXV opening. `Some` by
/// default (it only runs on primary failure); `None` disables the stage.
pub ptc_config: Option<PtcConfig>,
/// Optional Powell dogleg trust-region globalization stage.
///
/// Invoked when the primary Newton/Picard stages *and* PTC have failed,
/// before the homotopy stage. Trust-region escapes the local-minimum-of-‖F‖
/// trap by blending Newton and Cauchy steps inside a trust ball of radius
/// δ, accepting steps based on the gain ratio ρ of actual vs predicted
/// ‖r‖ reduction. It targets the exact failure mode where PTC's timestep
/// collapses (Newton step almost orthogonal to ∇‖F‖, but still close to a
/// root). `Some` by default; `None` disables the stage.
pub trust_region_config: Option<TrustRegionConfig>,
}
impl FallbackSolver {
@@ -211,6 +230,8 @@ impl FallbackSolver {
newton_config: NewtonConfig::default(),
picard_config: PicardConfig::default().with_anderson(3),
homotopy_config: None,
ptc_config: Some(PtcConfig::default()),
trust_region_config: Some(TrustRegionConfig::default()),
}
}
@@ -242,6 +263,20 @@ impl FallbackSolver {
self
}
/// Sets a custom pseudo-transient continuation configuration, or disables
/// the stage with `None`. See [`PtcConfig`] for the stage semantics.
pub fn with_ptc(mut self, config: Option<PtcConfig>) -> Self {
self.ptc_config = config;
self
}
/// Sets a custom Powell dogleg trust-region configuration, or disables the
/// stage with `None`. See [`TrustRegionConfig`] for the stage semantics.
pub fn with_trust_region(mut self, config: Option<TrustRegionConfig>) -> Self {
self.trust_region_config = config;
self
}
/// Sets the initial state for cold-start solving (Story 4.6 — builder pattern).
///
/// Delegates to `newton_config`, `picard_config`, and the optional homotopy
@@ -249,6 +284,12 @@ impl FallbackSolver {
pub fn with_initial_state(mut self, state: Vec<f64>) -> Self {
self.newton_config.initial_state = Some(state.clone());
self.picard_config.initial_state = Some(state.clone());
if let Some(ref mut p) = self.ptc_config {
p.initial_state = Some(state.clone());
}
if let Some(ref mut tr) = self.trust_region_config {
tr.initial_state = Some(state.clone());
}
if let Some(ref mut h) = self.homotopy_config {
h.initial_state = Some(state);
}
@@ -390,7 +431,18 @@ impl FallbackSolver {
return Err(SolverError::Timeout { timeout_ms }
.with_optional_diagnostics(child_diagnostics));
}
SolverError::Divergence { reason } => {
divergence_like @ (SolverError::Divergence { .. }
| SolverError::DomainViolation(_)) => {
// Recoverable-exhaustion failures (DomainViolation)
// are recovery-eligible, like divergence: switch
// strategy or attempt the PTC/trust-region/homotopy
// cascade instead of propagating immediately.
let reason =
if let SolverError::Divergence { reason } = &divergence_like {
reason.clone()
} else {
divergence_like.to_string()
};
// Handle divergence based on current solver and state
if !self.config.fallback_enabled {
tracing::info!(
@@ -401,8 +453,9 @@ impl FallbackSolver {
reason = reason,
"Divergence detected, fallback disabled"
);
return Err(SolverError::Divergence { reason }
.with_optional_diagnostics(child_diagnostics));
return Err(
divergence_like.with_optional_diagnostics(child_diagnostics)
);
}
match state.current_solver {
@@ -497,7 +550,7 @@ impl FallbackSolver {
reason = reason,
"Picard diverged, no more fallbacks available"
);
return Err(SolverError::Divergence { reason }
return Err(divergence_like
.with_optional_diagnostics(child_diagnostics));
}
}
@@ -668,6 +721,123 @@ impl FallbackSolver {
}
}
/// Attempts pseudo-transient continuation after the primary Newton/Picard
/// stages have failed, before falling back to homotopy continuation.
///
/// Returns the PTC result on success; otherwise returns the *primary* error
/// (the PTC failure is logged but not surfaced, like the homotopy stage).
/// Structural `InvalidSystem` errors are never retried.
fn try_ptc_recovery(
&self,
system: &mut System,
primary_err: SolverError,
remaining: Option<Duration>,
) -> Result<ConvergedState, SolverError> {
if matches!(primary_err.base_error(), SolverError::InvalidSystem { .. }) {
return Err(primary_err);
}
let Some(mut ptc) = self.ptc_config.clone() else {
return Err(primary_err);
};
// Share the cold start with the primary solvers unless explicitly set.
if ptc.initial_state.is_none() {
ptc.initial_state = self.newton_config.initial_state.clone();
}
// Clamp the stage budget to the remaining global time budget: the
// cascade shares ONE time budget across all stages — the tighter of
// the stage's own timeout and what is left of the global budget wins.
ptc.timeout = match (ptc.timeout, remaining) {
(Some(t), Some(rem)) => Some(t.min(rem)),
(None, rem) => rem,
(t, None) => t,
};
tracing::info!(
error = %primary_err,
"Primary solvers failed; attempting pseudo-transient continuation"
);
match ptc.solve(system) {
Ok(converged) => {
tracing::info!(
iterations = converged.iterations,
final_residual = converged.final_residual,
"PTC recovered convergence"
);
Ok(converged)
}
Err(ptc_err) => {
tracing::warn!(
error = %ptc_err,
"PTC also failed; returning primary error"
);
Err(primary_err)
}
}
}
/// Attempts the Powell dogleg trust-region stage after PTC has failed,
/// before the homotopy stage. Trust-region is more effective than PTC when
/// Newton stagnates *near* a root (PTC's timestep collapses there because
/// the regularized step is too short to make progress).
///
/// Returns the trust-region result on success; otherwise returns the
/// *primary* error (the trust-region failure is logged but not surfaced,
/// like the homotopy stage). Structural `InvalidSystem` errors are never
/// retried.
fn try_trust_region_recovery(
&self,
system: &mut System,
primary_err: SolverError,
remaining: Option<Duration>,
) -> Result<ConvergedState, SolverError> {
if matches!(primary_err.base_error(), SolverError::InvalidSystem { .. }) {
return Err(primary_err);
}
let Some(mut tr) = self.trust_region_config.clone() else {
return Err(primary_err);
};
// Share the cold start with the primary solvers unless explicitly set.
if tr.initial_state.is_none() {
tr.initial_state = self.newton_config.initial_state.clone();
}
// Clamp the stage budget to the remaining global time budget: the
// cascade shares ONE time budget across all stages — the tighter of
// the stage's own timeout and what is left of the global budget wins.
tr.timeout = match (tr.timeout, remaining) {
(Some(t), Some(rem)) => Some(t.min(rem)),
(None, rem) => rem,
(t, None) => t,
};
tracing::info!(
error = %primary_err,
"PTC failed; attempting Powell dogleg trust-region continuation"
);
match tr.solve(system) {
Ok(converged) => {
tracing::info!(
iterations = converged.iterations,
final_residual = converged.final_residual,
"Trust-region continuation recovered convergence"
);
Ok(converged)
}
Err(tr_err) => {
tracing::warn!(
error = %tr_err,
"Trust-region continuation also failed; returning primary error"
);
Err(primary_err)
}
}
}
/// Attempts Newton-homotopy continuation as a last-resort recovery after the
/// primary Newton/Picard stages have failed.
///
@@ -694,10 +864,14 @@ impl FallbackSolver {
if homotopy.initial_state.is_none() {
homotopy.initial_state = self.newton_config.initial_state.clone();
}
// Inherit the remaining global time budget if the stage has none.
if homotopy.timeout.is_none() {
homotopy.timeout = remaining;
}
// Clamp the stage budget to the remaining global time budget: the
// cascade shares ONE time budget across all stages — the tighter of
// the stage's own timeout and what is left of the global budget wins.
homotopy.timeout = match (homotopy.timeout, remaining) {
(Some(t), Some(rem)) => Some(t.min(rem)),
(None, rem) => rem,
(t, None) => t,
};
tracing::info!(
error = %primary_err,
@@ -764,7 +938,20 @@ impl Solver for FallbackSolver {
Ok(converged) => Ok(converged),
Err(primary_err) => {
let remaining = timeout.map(|t| t.saturating_sub(start_time.elapsed()));
self.try_homotopy_recovery(system, primary_err, remaining)
match self.try_ptc_recovery(system, primary_err.clone(), remaining) {
Ok(converged) => Ok(converged),
Err(ptc_err) => {
let remaining = timeout.map(|t| t.saturating_sub(start_time.elapsed()));
match self.try_trust_region_recovery(system, ptc_err.clone(), remaining) {
Ok(converged) => Ok(converged),
Err(tr_err) => {
let remaining =
timeout.map(|t| t.saturating_sub(start_time.elapsed()));
self.try_homotopy_recovery(system, tr_err, remaining)
}
}
}
}
}
}
}
@@ -772,6 +959,12 @@ impl Solver for FallbackSolver {
fn with_timeout(mut self, timeout: Duration) -> Self {
self.newton_config.timeout = Some(timeout);
self.picard_config.timeout = Some(timeout);
if let Some(ref mut p) = self.ptc_config {
p.timeout = Some(timeout);
}
if let Some(ref mut tr) = self.trust_region_config {
tr.timeout = Some(timeout);
}
if let Some(ref mut h) = self.homotopy_config {
h.timeout = Some(timeout);
}

View File

@@ -157,6 +157,7 @@ impl HomotopyConfig {
jacobian_condition: None,
max_residual_index,
max_residual,
recoverable_events: 0,
});
Some(diagnostics)
}
@@ -179,13 +180,22 @@ impl HomotopyConfig {
residuals_h: &mut Vec<f64>,
jacobian: &mut JacobianMatrix,
jacobian_builder: &mut JacobianBuilder,
) -> Result<usize, ()> {
) -> Result<usize, Option<SolverError>> {
let offset = 1.0 - lambda;
for k in 0..self.inner_max_iterations {
// Evaluate F(x) and form the homotopy residual H = F (1 λ)·r0.
if system.compute_residuals(state, residuals).is_err() {
return Err(());
// Recoverable domain violations shrink λ (KINSOL convention, Story
// 1.3); fatal errors abort the whole homotopy immediately instead
// of burning the λ budget on a bug.
if let Err(e) = system.compute_residuals(state, residuals) {
return Err(if e.is_recoverable() {
None
} else {
Some(SolverError::InvalidSystem {
message: format!("Failed to compute residuals: {:?}", e),
})
});
}
for i in 0..residuals.len() {
residuals_h[i] = residuals[i] - offset * r0[i];
@@ -196,7 +206,7 @@ impl HomotopyConfig {
return Ok(k);
}
if !norm.is_finite() || norm > self.divergence_threshold {
return Err(());
return Err(None);
}
// ∂H/∂x = ∂F/∂x, so the Jacobian of F is used unchanged.
@@ -211,12 +221,18 @@ impl HomotopyConfig {
};
match JacobianMatrix::numerical(compute, state, residuals.as_slice(), eps) {
Ok(jm) => jacobian.as_matrix_mut().copy_from(jm.as_matrix()),
Err(_) => return Err(()),
Err(_) => return Err(None),
}
} else {
jacobian_builder.clear();
if system.assemble_jacobian(state, jacobian_builder).is_err() {
return Err(());
if let Err(e) = system.assemble_jacobian(state, jacobian_builder) {
return Err(if e.is_recoverable() {
None
} else {
Some(SolverError::InvalidSystem {
message: format!("Failed to assemble Jacobian: {:?}", e),
})
});
}
jacobian.update_from_builder(jacobian_builder.entries());
}
@@ -224,15 +240,21 @@ impl HomotopyConfig {
// Solve J·Δx = H (the solve routine negates the supplied residual).
let delta = match jacobian.solve(residuals_h.as_slice()) {
Some(d) => d,
None => return Err(()),
None => return Err(None),
};
apply_newton_step(state, &delta, clipping_mask, 1.0);
}
// Final convergence check after the last step.
if system.compute_residuals(state, residuals).is_err() {
return Err(());
if let Err(e) = system.compute_residuals(state, residuals) {
return Err(if e.is_recoverable() {
None
} else {
Some(SolverError::InvalidSystem {
message: format!("Failed to compute residuals: {:?}", e),
})
});
}
for i in 0..residuals.len() {
residuals_h[i] = residuals[i] - offset * r0[i];
@@ -240,7 +262,7 @@ impl HomotopyConfig {
if Self::residual_norm(residuals_h.as_slice()) < self.inner_tolerance {
Ok(self.inner_max_iterations)
} else {
Err(())
Err(None)
}
}
}
@@ -373,13 +395,11 @@ impl Solver for HomotopyConfig {
// Step succeeded: gently grow the increment for the next step.
dlambda = (dlambda * 1.5).min(max_step);
}
Err(()) => {
// Step failed: restore and halve the increment, then retry.
Err(None) => {
// Step failed (recoverable): restore and halve the increment, then retry.
state.copy_from_slice(&state_saved);
dlambda *= 0.5;
if dlambda < min_lambda_step {
// Report the residual at the restored (last-good) state so
// final_residual matches the state we actually return from.
let compute_ok = system.compute_residuals(&state, &mut residuals).is_ok();
let final_residual = if compute_ok {
Self::residual_norm(&residuals)
@@ -399,6 +419,10 @@ impl Solver for HomotopyConfig {
.with_optional_diagnostics(diagnostics));
}
}
Err(Some(fatal)) => {
// Fatal evaluation error: do not burn the λ budget on it.
return Err(fatal);
}
}
}

View File

@@ -23,12 +23,16 @@
mod fallback;
mod homotopy;
mod newton_raphson;
mod pseudo_transient;
mod sequential_substitution;
mod trust_region;
pub use fallback::{FallbackConfig, FallbackSolver};
pub use homotopy::HomotopyConfig;
pub use newton_raphson::NewtonConfig;
pub use pseudo_transient::PtcConfig;
pub use sequential_substitution::PicardConfig;
pub use trust_region::TrustRegionConfig;
use crate::solver::{ConvergedState, Solver, SolverError};
use crate::system::System;

View File

@@ -14,7 +14,8 @@ use crate::solver::{
SolverType, TimeoutConfig, VerboseConfig,
};
use crate::system::System;
use entropyk_components::JacobianBuilder;
use entropyk_components::{ComponentError, JacobianBuilder};
use entropyk_solver_core::{DomainViolation, LinearSolver};
/// Configuration for the Newton-Raphson solver.
///
@@ -180,6 +181,11 @@ impl NewtonConfig {
/// Performs Armijo line search. Returns Some(alpha) if valid step found.
/// hot path. `state_copy` and `new_residuals` must have appropriate lengths.
///
/// Recoverable component domain violations (KINSOL `> 0`, see
/// [`ComponentError::is_recoverable`]) shrink the step and are counted in
/// `recoverable_events` for the iteration diagnostics; a fatal evaluation
/// error aborts the search immediately instead of burning backtracks.
#[allow(clippy::too_many_arguments)]
fn line_search(
&self,
@@ -191,7 +197,8 @@ impl NewtonConfig {
state_copy: &mut [f64],
new_residuals: &mut Vec<f64>,
clipping_mask: &[Option<(f64, f64)>],
) -> Option<f64> {
recoverable_events: &mut u32,
) -> Result<Option<f64>, SolverError> {
let mut alpha: f64 = 1.0;
state_copy.copy_from_slice(state);
let gradient_dot_delta = -current_norm;
@@ -199,10 +206,18 @@ impl NewtonConfig {
for _backtrack in 0..self.line_search_max_backtracks {
apply_newton_step(state, delta, clipping_mask, alpha);
if system.compute_residuals(state, new_residuals).is_err() {
if let Err(e) = system.compute_residuals(state, new_residuals) {
state.copy_from_slice(state_copy);
alpha *= 0.5;
continue;
if e.is_recoverable() {
// Recoverable domain violation (KINSOL > 0): shrink and retry.
alpha *= 0.5;
*recoverable_events += 1;
continue;
}
// Fatal evaluation error: abort without burning backtracks.
return Err(SolverError::InvalidSystem {
message: format!("Failed to compute residuals: {:?}", e),
});
}
let new_norm = Self::residual_norm(new_residuals);
@@ -213,7 +228,7 @@ impl NewtonConfig {
new_norm,
"Line search accepted"
);
return Some(alpha);
return Ok(Some(alpha));
}
state.copy_from_slice(state_copy);
@@ -224,7 +239,7 @@ impl NewtonConfig {
"Line search failed after {} backtracks",
self.line_search_max_backtracks
);
None
Ok(None)
}
fn finalize_failure_diagnostics(
@@ -330,6 +345,17 @@ impl Solver for NewtonConfig {
let mut frozen_count: usize = 0;
let mut force_recompute: bool = true;
// LinearSolver backend (FR3): factorizes at each fresh assembly and
// reuses the factorization (with cached scalings) across frozen
// iterations and repeated solves — bit-identical to JacobianMatrix::solve.
let mut linear_backend = crate::linear::NalgebraLuSolver::new();
linear_backend
.set_problem(n_equations, n_state)
.map_err(|e| SolverError::InvalidSystem {
message: format!("Failed to initialize linear backend: {e}"),
})?;
let mut delta_buf: Vec<f64> = vec![0.0; n_state];
// Cached condition number (for verbose mode when Jacobian frozen)
let mut cached_condition: Option<f64> = None;
@@ -338,17 +364,47 @@ impl Solver for NewtonConfig {
.map(|i| system.get_solver_bounds_for_state_index(i))
.collect();
// Initial residual computation
// Initial residual computation. A recoverable domain violation at the
// cold start is a typed outcome; fatal errors stay InvalidSystem.
system
.compute_residuals(&state, &mut residuals)
.map_err(|e| SolverError::InvalidSystem {
message: format!("Failed to compute initial residuals: {:?}", e),
.map_err(|e| match e {
ComponentError::DomainViolation(violation) => {
SolverError::DomainViolation(violation)
}
fatal => SolverError::InvalidSystem {
message: format!("Failed to compute initial residuals: {:?}", fatal),
},
})?;
let mut current_norm = Self::residual_norm(&residuals);
best_state.copy_from_slice(&state);
best_residual = current_norm;
// Optional per-equation residual dump (debugging aid, controlled by env
// var so production runs are unaffected). Prints the 8 largest-magnitude
// residuals at the cold start so we can pinpoint which component / state
// slot dominates the residual norm — exactly the NLPD "bottleneck
// equation" diagnostic but at the solver entry point.
if std::env::var("ENTROPYK_DUMP_RESIDUALS").is_ok() {
let mut indexed: Vec<(usize, f64)> = residuals
.iter()
.enumerate()
.map(|(i, &r)| (i, r.abs()))
.collect();
indexed.sort_by(|a, b| b.1.partial_cmp(&a.1).unwrap_or(std::cmp::Ordering::Equal));
tracing::info!(
residual_norm = current_norm,
top_residuals = ?indexed
.iter()
.take(8)
.map(|(i, v)| format!("[{i}]={v:.4e}"))
.collect::<Vec<_>>()
.join(" "),
"Initial residual breakdown (top 8 by magnitude)"
);
}
tracing::debug!(iteration = 0, residual_norm = current_norm, "Initial state");
// Check if already converged
@@ -458,6 +514,14 @@ impl Solver for NewtonConfig {
jacobian_matrix.update_from_builder(jacobian_builder.entries());
};
// Feed the LinearSolver backend with the freshly assembled
// matrix (assembles + factorizes; frozen iterations skip this).
linear_backend
.set_matrix(jacobian_matrix.as_matrix())
.map_err(|e| SolverError::InvalidSystem {
message: format!("Failed to factorize Jacobian: {e}"),
})?;
frozen_count = 0;
force_recompute = false;
@@ -487,27 +551,55 @@ impl Solver for NewtonConfig {
tracing::debug!(iteration, frozen_count, "Reusing frozen Jacobian");
}
// Solve J·Δx = -r
let delta = match jacobian_matrix.solve(&residuals) {
Some(d) => d,
None => {
let failure_diagnostics = self.finalize_failure_diagnostics(
diagnostics.take(),
iteration,
current_norm,
best_residual,
start_time.elapsed().as_millis() as u64,
cached_condition,
Some(state.clone()),
);
return Err(SolverError::Divergence {
reason: "Jacobian is singular".to_string(),
// Solve J·Δx = -r through the LinearSolver backend (FR3). The
// factorization is fresh when assembled above and reused when the
// Jacobian is frozen. Non-square systems keep the legacy
// least-squares path.
let delta = if n_equations != n_state {
match jacobian_matrix.solve(&residuals) {
Some(d) => d,
None => {
let failure_diagnostics = self.finalize_failure_diagnostics(
diagnostics.take(),
iteration,
current_norm,
best_residual,
start_time.elapsed().as_millis() as u64,
cached_condition,
Some(state.clone()),
);
return Err(SolverError::Divergence {
reason: "Jacobian is singular".to_string(),
}
.with_optional_diagnostics(failure_diagnostics));
}
}
} else {
for (d, r) in delta_buf.iter_mut().zip(residuals.iter()) {
*d = -*r;
}
match linear_backend.solve_in_place(&mut delta_buf) {
Ok(()) => delta_buf.clone(),
Err(_) => {
let failure_diagnostics = self.finalize_failure_diagnostics(
diagnostics.take(),
iteration,
current_norm,
best_residual,
start_time.elapsed().as_millis() as u64,
cached_condition,
Some(state.clone()),
);
return Err(SolverError::Divergence {
reason: "Jacobian is singular".to_string(),
}
.with_optional_diagnostics(failure_diagnostics));
}
.with_optional_diagnostics(failure_diagnostics));
}
};
// Apply step with optional line search
let mut recoverable_events = 0u32;
let alpha = if self.line_search {
match self.line_search(
system,
@@ -518,7 +610,8 @@ impl Solver for NewtonConfig {
&mut state_copy,
&mut new_residuals,
&clipping_mask,
) {
&mut recoverable_events,
)? {
Some(a) => a,
None => {
let failure_diagnostics = self.finalize_failure_diagnostics(
@@ -530,6 +623,17 @@ impl Solver for NewtonConfig {
cached_condition,
Some(state.clone()),
);
// Backtracks exhausted on recoverable domain violations:
// a typed outcome, not an untyped stall (AC #2).
if recoverable_events > 0 {
return Err(SolverError::DomainViolation(DomainViolation {
component: None,
detail:
"line search exhausted after recoverable domain violation(s)"
.into(),
})
.with_optional_diagnostics(failure_diagnostics));
}
return Err(SolverError::Divergence {
reason: "Line search failed".to_string(),
}
@@ -543,8 +647,13 @@ impl Solver for NewtonConfig {
system
.compute_residuals(&state, &mut residuals)
.map_err(|e| SolverError::InvalidSystem {
message: format!("Failed to compute residuals: {:?}", e),
.map_err(|e| match e {
ComponentError::DomainViolation(violation) => {
SolverError::DomainViolation(violation)
}
fatal => SolverError::InvalidSystem {
message: format!("Failed to compute residuals: {:?}", fatal),
},
})?;
previous_norm = current_norm;
@@ -606,6 +715,7 @@ impl Solver for NewtonConfig {
jacobian_condition: cached_condition,
max_residual_index,
max_residual,
recoverable_events,
});
}

View File

@@ -0,0 +1,334 @@
//! Pseudo-transient continuation (PTC / Ψtc) globalization.
//!
//! When Newton-with-line-search stagnates at a local minimum of ‖F‖ — the
//! classic failure on fully-coupled vapor-compression systems with two-phase
//! pressure drops at high EXV opening — PTC walks the physical relaxation
//! dynamics instead of minimizing ‖F‖ along a line. Each iteration is one
//! linearized implicit Euler step of the fictitious dynamics `x = F(x)`:
//!
//! ```text
//! (δ⁻¹·I + J(x))·s = F(x), x ← x + s
//! ```
//!
//! with the timestep δ grown by the Switched Evolution Relaxation (SER) rule
//! as the residual shrinks. Small δ far from the solution reconditions the
//! near-singular momentum block (orifice ↔ two-phase ΔP) and bounds the step;
//! δ → ∞ recovers exact Newton with quadratic terminal convergence.
//!
//! References: Kelley & Keyes, *Convergence Analysis of Pseudo-transient
//! Continuation*, SIAM J. Numer. Anal. 35:508523 (1998); Mulder & Van Leer
//! (1985) for the SER rule; PETSc `TSPSEUDO` for the incremental SER variant.
use crate::jacobian::JacobianMatrix;
use crate::metadata::SimulationMetadata;
use crate::solver::{apply_newton_step, ConvergedState, ConvergenceStatus, Solver, SolverError};
use crate::system::System;
use entropyk_components::JacobianBuilder;
use entropyk_solver_core::LinearSolver;
use std::time::{Duration, Instant};
/// Configuration for pseudo-transient continuation.
///
/// Used as a globalization stage of [`super::FallbackSolver`]: only invoked
/// when the primary Newton/Picard stages fail, so it never perturbs problems
/// that already converge.
#[derive(Debug, Clone, PartialEq)]
pub struct PtcConfig {
/// Maximum PTC iterations.
pub max_iterations: usize,
/// Convergence tolerance on the residual L2 norm.
pub tolerance: f64,
/// Initial timestep δ₀ (in scaled-residual units). Small δ₀ regularizes
/// the first steps; too small wastes iterations in the induction phase.
pub delta0: f64,
/// SER growth factor (> 1). Controls how fast δ grows as ‖F‖ shrinks.
pub growth: f64,
/// Maximum timestep before the diagonal shift is negligible (pure Newton).
pub delta_max: f64,
/// Timestep shrink factor on rejected steps (< 1).
pub shrink: f64,
/// Minimum timestep: if δ falls below this after repeated rejections the
/// method has failed (detectable failure mode, Kelley-Keyes Thm 2.3).
pub delta_min: f64,
/// Optional initial state (cold start shared with the primary solvers).
pub initial_state: Option<Vec<f64>>,
/// Optional timeout.
pub timeout: Option<Duration>,
}
impl Default for PtcConfig {
fn default() -> Self {
Self {
max_iterations: 200,
tolerance: 1e-6,
delta0: 1e-3,
growth: 1.5,
delta_max: 1e9,
shrink: 0.25,
delta_min: 1e-12,
initial_state: None,
timeout: None,
}
}
}
impl PtcConfig {
/// L2 residual norm, consistent with the other strategies.
fn residual_norm(residuals: &[f64]) -> f64 {
let norm = residuals.iter().map(|r| r * r).sum::<f64>().sqrt();
if norm.is_finite() {
norm
} else {
f64::MAX
}
}
}
impl Solver for PtcConfig {
fn solve(&mut self, system: &mut System) -> Result<ConvergedState, SolverError> {
let start_time = Instant::now();
let n_state = system.full_state_vector_len();
let n_equations: usize = system
.traverse_for_jacobian()
.map(|(_, c, _)| c.n_equations())
.sum::<usize>()
+ system.constraints().count()
+ system.coupling_residual_count()
+ 2 * system.saturated_controller_count()
+ system.mass_flow_closure_count();
if n_state == 0 || n_equations == 0 {
return Err(SolverError::InvalidSystem {
message: "Empty system has no state variables or equations".to_string(),
});
}
let mut state: Vec<f64> = match self.initial_state.as_ref() {
Some(s) if s.len() == n_state => s.clone(),
Some(s) => {
return Err(SolverError::InvalidSystem {
message: format!(
"initial_state length {} does not match system state length {}",
s.len(),
n_state
),
});
}
None => vec![0.0; n_state],
};
let mut residuals: Vec<f64> = vec![0.0; n_equations];
let mut saved_state: Vec<f64> = vec![0.0; n_state];
let mut jacobian_builder = JacobianBuilder::new();
let mut jacobian_matrix = JacobianMatrix::zeros(n_equations, n_state);
// LinearSolver backend (FR3): factorizes at each fresh assembly;
// bit-identical to JacobianMatrix::solve.
let mut linear_backend = crate::linear::NalgebraLuSolver::new();
linear_backend
.set_problem(n_equations, n_state)
.map_err(|e| SolverError::InvalidSystem {
message: format!("Failed to initialize linear backend: {e}"),
})?;
let mut step_buf: Vec<f64> = vec![0.0; n_state];
let clipping_mask: Vec<Option<(f64, f64)>> = (0..n_state)
.map(|i| system.get_solver_bounds_for_state_index(i))
.collect();
system
.compute_residuals(&state, &mut residuals)
.map_err(|e| SolverError::InvalidSystem {
message: format!("Failed to compute initial residuals: {:?}", e),
})?;
let mut current_norm = Self::residual_norm(&residuals);
let mut prev_norm = current_norm;
tracing::info!(
max_iterations = self.max_iterations,
tolerance = self.tolerance,
delta0 = self.delta0,
residual_norm = current_norm,
"Pseudo-transient continuation starting"
);
if current_norm < self.tolerance {
return Ok(ConvergedState::new(
state,
0,
current_norm,
ConvergenceStatus::Converged,
SimulationMetadata::new(system.input_hash()),
));
}
let mut delta = self.delta0;
for iteration in 1..=self.max_iterations {
if let Some(timeout) = self.timeout {
if start_time.elapsed() > timeout {
tracing::info!(iteration, "PTC timed out");
return Err(SolverError::Timeout {
timeout_ms: timeout.as_millis() as u64,
});
}
}
// Fresh Jacobian each iteration (δ changes every step anyway).
jacobian_builder.clear();
system
.assemble_jacobian(&state, &mut jacobian_builder)
.map_err(|e| SolverError::InvalidSystem {
message: format!("Failed to assemble Jacobian: {:?}", e),
})?;
jacobian_matrix.update_from_builder(jacobian_builder.entries());
// Diagonal shift: (δ⁻¹·I + J)·s = F.
let shift = 1.0 / delta;
{
let n = jacobian_matrix.as_matrix().nrows();
let m = jacobian_matrix.as_matrix_mut();
for i in 0..n {
m[(i, i)] += shift;
}
}
// Solve through the LinearSolver backend (FR3); non-square keeps
// the legacy least-squares path.
let step = if n_equations == n_state {
linear_backend
.set_matrix(jacobian_matrix.as_matrix())
.map_err(|e| SolverError::InvalidSystem {
message: format!("Failed to factorize Jacobian: {e}"),
})?;
for (d, r) in step_buf.iter_mut().zip(residuals.iter()) {
*d = -*r;
}
linear_backend
.solve_in_place(&mut step_buf)
.ok()
.map(|_| step_buf.clone())
} else {
jacobian_matrix.solve(&residuals)
};
let Some(step) = step else {
// Singular even with the shift: shrink and retry without
// consuming an iteration of state progress.
delta *= self.shrink;
if delta < self.delta_min {
return Err(SolverError::NonConvergence {
iterations: iteration - 1,
final_residual: current_norm,
});
}
continue;
};
saved_state.copy_from_slice(&state);
// No line search: the δ⁻¹ term already bounds the step.
apply_newton_step(&mut state, &step, &clipping_mask, 1.0);
if let Err(e) = system.compute_residuals(&state, &mut residuals) {
if !e.is_recoverable() {
// Fatal evaluation error: abort immediately, do not burn
// the shrink budget on it.
return Err(SolverError::InvalidSystem {
message: format!("Failed to compute residuals: {:?}", e),
});
}
// Recoverable domain violation (KINSOL > 0): reject and shrink
// (residual undefined).
state.copy_from_slice(&saved_state);
delta *= self.shrink;
if delta < self.delta_min {
return Err(SolverError::NonConvergence {
iterations: iteration - 1,
final_residual: current_norm,
});
}
continue;
}
current_norm = Self::residual_norm(&residuals);
tracing::debug!(
iteration,
residual_norm = current_norm,
delta,
"PTC iteration"
);
if current_norm < self.tolerance {
tracing::info!(
iterations = iteration,
final_residual = current_norm,
"PTC converged"
);
return Ok(ConvergedState::new(
state,
iteration,
current_norm,
ConvergenceStatus::Converged,
SimulationMetadata::new(system.input_hash()),
));
}
if current_norm > prev_norm {
// Reject: restore and cut the timestep.
state.copy_from_slice(&saved_state);
delta *= self.shrink;
tracing::debug!(iteration, delta, "PTC step rejected, shrinking timestep");
if delta < self.delta_min {
tracing::warn!(
iteration,
final_residual = current_norm,
"PTC timestep collapsed — globalization failed"
);
return Err(SolverError::NonConvergence {
iterations: iteration - 1,
final_residual: current_norm,
});
}
continue;
}
// SER incremental rule (PETSc form), bounded by delta_max.
delta = (self.growth * delta * prev_norm / current_norm).min(self.delta_max);
prev_norm = current_norm;
}
Err(SolverError::NonConvergence {
iterations: self.max_iterations,
final_residual: current_norm,
})
}
fn with_timeout(mut self, timeout: Duration) -> Self {
self.timeout = Some(timeout);
self
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_ptc_config_defaults() {
let cfg = PtcConfig::default();
assert_eq!(cfg.max_iterations, 200);
assert!(cfg.delta0 > 0.0 && cfg.delta0 < 1.0);
assert!(cfg.growth > 1.0);
assert!(cfg.delta_max > cfg.delta0);
assert!(cfg.shrink > 0.0 && cfg.shrink < 1.0);
assert!(cfg.delta_min > 0.0 && cfg.delta_min < cfg.delta0);
}
#[test]
fn test_ptc_rejects_empty_system() {
let mut system = System::new();
system.finalize().unwrap();
let mut solver = PtcConfig::default();
let result = solver.solve(&mut system);
assert!(matches!(result, Err(SolverError::InvalidSystem { .. })));
}
}

View File

@@ -15,6 +15,7 @@ use crate::solver::{
IterationDiagnostics, Solver, SolverError, SolverType, TimeoutConfig, VerboseConfig,
};
use crate::system::System;
use entropyk_components::ComponentError;
/// Configuration for the Sequential Substitution (Picard iteration) solver.
///
@@ -338,11 +339,17 @@ impl Solver for PicardConfig {
let mut best_state: Vec<f64> = vec![0.0; n_state];
let mut best_residual: f64;
// Initial residual computation
// Initial residual computation. A recoverable domain violation is a
// typed outcome (Picard has no step to shrink); fatal stays InvalidSystem.
system
.compute_residuals(&state, &mut residuals)
.map_err(|e| SolverError::InvalidSystem {
message: format!("Failed to compute initial residuals: {:?}", e),
.map_err(|e| match e {
ComponentError::DomainViolation(violation) => {
SolverError::DomainViolation(violation)
}
fatal => SolverError::InvalidSystem {
message: format!("Failed to compute initial residuals: {:?}", fatal),
},
})?;
let mut current_norm = Self::residual_norm(&residuals);
@@ -419,11 +426,17 @@ impl Solver for PicardConfig {
Self::apply_relaxation(&mut state, &residuals, self.relaxation_factor);
}
// Compute new residuals
// Compute new residuals. Recoverable domain violation → typed
// outcome; fatal → InvalidSystem flattening.
system
.compute_residuals(&state, &mut residuals)
.map_err(|e| SolverError::InvalidSystem {
message: format!("Failed to compute residuals: {:?}", e),
.map_err(|e| match e {
ComponentError::DomainViolation(violation) => {
SolverError::DomainViolation(violation)
}
fatal => SolverError::InvalidSystem {
message: format!("Failed to compute residuals: {:?}", fatal),
},
})?;
previous_norm = current_norm;
@@ -471,6 +484,7 @@ impl Solver for PicardConfig {
jacobian_condition: None, // No Jacobian in Picard
max_residual_index,
max_residual,
recoverable_events: 0, // Picard has no step-reduction retry
});
}

View File

@@ -0,0 +1,717 @@
//! Powell dogleg trust-region globalization.
//!
//! When Newton-with-line-search stagnates near a local minimum of ‖F‖ — the
//! signature failure of fully-coupled vapor-compression systems with two-phase
//! pressure drops at high EXV opening, where the Newton direction is almost
//! orthogonal to the gradient of ‖F‖ and Armijo backtracking collapses to
//! infinitesimal steps — trust-region globalization escapes by picking the
//! step inside a ball of radius δ that best reduces the linear model
//! m(p) = ½‖r + J·p‖². The classic Powell dogleg blends the Newton step n
//! (J·n = r) and the Cauchy (steepest-descent) step c inside the trust region;
//! when the Jacobian is singular or ill-conditioned, the step falls back to a
//! LevenbergMarquardt solve (JᵀJ + λI)·p = Jᵀr, clipped to the region.
//! The radius δ is grown/shrunk from the gain ratio ρ of actual vs predicted
//! ‖r‖ reduction. The method reuses Entropyk's analytical Jacobian — no finite
//! differences — and the same Ruiz-equilibrated LU path as `NewtonConfig`.
//!
//! References:
//! - Nocedal & Wright, *Numerical Optimization* (2nd ed.), ch. 4.6 (dogleg)
//! - Madsen, Nielsen & Tingleff, *Methods for Non-Linear Least Squares
//! Problems* (2004) — LM with gain ratio
//! - Dennis & Schnabel, *Numerical Methods for Unconstrained Optimization*
//! - GSL `gsl_multifit_nlinear` hybrid scaled algorithm
//! - gomez crate (MIT): <https://github.com/datamole-ai/gomez>
use std::time::{Duration, Instant};
use crate::jacobian::JacobianMatrix;
use crate::metadata::SimulationMetadata;
use crate::solver::{apply_newton_step, ConvergedState, ConvergenceStatus, Solver, SolverError};
use crate::system::System;
use entropyk_components::JacobianBuilder;
use nalgebra::DVector;
/// Configuration for the Powell dogleg trust-region solver.
///
/// Used as a globalization stage of [`super::FallbackSolver`]: only invoked
/// when the primary Newton/Picard stages fail, so it never perturbs problems
/// that already converge. The defaults mirror the well-tested gomez/GSL
/// parameterization.
#[derive(Debug, Clone, PartialEq)]
pub struct TrustRegionConfig {
/// Maximum trust-region iterations.
pub max_iterations: usize,
/// Convergence tolerance on the residual L2 norm.
pub tolerance: f64,
/// Initial trust-region radius δ₀ (in column-scaled variables).
pub delta_init: f64,
/// Minimum radius: if δ collapses below this the method has failed.
pub delta_min: f64,
/// Maximum radius (effectively unbounded above this).
pub delta_max: f64,
/// Gain ratio ρ below which a step is rejected and δ shrinks.
pub accept_threshold: f64,
/// ρ below which δ is shrunk even on accepted steps (poor model match).
pub shrink_threshold: f64,
/// ρ above which δ is expanded (only if ‖D·p‖ ≈ δ, i.e. the step hit the boundary).
pub expand_threshold: f64,
/// δ shrink multiplier (< 1) on rejected steps.
pub shrink_factor: f64,
/// δ expand multiplier (> 1) on the boundary with good gain.
pub expand_factor: f64,
/// Consecutive rejections before declaring failure at the current point.
pub max_rejections: usize,
/// Initial LevenbergMarquardt λ for the singular-Newton fallback.
pub lm_lambda_init: f64,
/// LM λ upper bound (solves become pure gradient descent above this).
pub lm_lambda_max: f64,
/// LM λ growth on a rejected LM step.
pub lm_lambda_grow: f64,
/// LM λ shrink on an accepted LM step.
pub lm_lambda_shrink: f64,
/// Optional initial state (cold start shared with the primary solvers).
pub initial_state: Option<Vec<f64>>,
/// Optional timeout.
pub timeout: Option<Duration>,
}
impl Default for TrustRegionConfig {
fn default() -> Self {
Self {
max_iterations: 200,
tolerance: 1e-6,
delta_init: 1.0,
delta_min: f64::EPSILON.sqrt(), // ≈ 1.5e-8 (gomez)
delta_max: 1e9,
accept_threshold: 1e-4,
shrink_threshold: 0.25,
expand_threshold: 0.75,
shrink_factor: 0.5, // gomez / Madsen-Tingleff μ=0.5 on rejection
expand_factor: 2.0,
max_rejections: 20,
lm_lambda_init: 1e-3,
lm_lambda_max: 1e10,
lm_lambda_grow: 10.0,
lm_lambda_shrink: 0.1,
initial_state: None,
timeout: None,
}
}
}
impl TrustRegionConfig {
/// L2 residual norm, consistent with the other strategies. Falls back to
/// `f64::MAX` on non-finite values so the divergence guard fires cleanly
/// instead of poisoning the gain ratio with NaN.
fn residual_norm(residuals: &[f64]) -> f64 {
let norm = residuals.iter().map(|r| r * r).sum::<f64>().sqrt();
if norm.is_finite() {
norm
} else {
f64::MAX
}
}
/// Column-scaling diagonal `d_j = 1 / ‖col_j(J)‖` (GSL-style). Returns the
/// vector of `d_j` so the trust-region metric `‖D·p‖` treats every state
/// variable on the same scale — critical for thermodynamic systems that
/// mix P (~1e6 Pa), h (~1e5 J/kg) and dimensionless controls (~1) in the
/// same state vector. Zero columns fall back to `d_j = 1` to avoid div-by-0.
fn column_scaling(jacobian: &JacobianMatrix) -> Vec<f64> {
let m = jacobian.as_matrix();
let ncols = m.ncols();
let mut d = Vec::with_capacity(ncols);
for j in 0..ncols {
let col_norm = m.column(j).norm();
d.push(if col_norm > f64::EPSILON.sqrt() {
1.0 / col_norm
} else {
1.0
});
}
d
}
/// Weighted norm `‖D·v‖` used as the trust-region metric.
fn scaled_norm(v: &[f64], d: &[f64]) -> f64 {
let mut acc = 0.0_f64;
for (vi, di) in v.iter().zip(d.iter()) {
acc += (vi * di).powi(2);
}
acc.sqrt()
}
/// Computes the dogleg step blending the Cauchy point `c` and Newton step
/// `n` so that `‖D·p‖ ≤ δ`. Returns the step in the same coordinates as
/// the Newton step (i.e. in x-space, not D-scaled).
///
/// Algorithm (Nocedal & Wright, Procedure 4.3, scaled form):
/// * If `‖D·n‖ ≤ δ`, return `n` (full Newton step is inside the region).
/// * Else if `‖D·c‖ ≥ δ`, clip the Cauchy step: `p = (δ/‖D·c‖)·c`.
/// * Else find the unique τ ∈ (0,1] with `‖D·(c + τ(n c))‖ = δ` by
/// solving the quadratic `a·τ² + b·τ + c = 0` and return the linear
/// blend on the segment from c to n.
///
/// All inputs are in x-space; only the trust-region *radius* is measured
/// in D-scaled coordinates.
#[allow(clippy::too_many_arguments)]
fn dogleg_step(
newton: Option<&[f64]>,
cauchy: &[f64],
d: &[f64],
delta: f64,
buf_dp: &mut [f64],
buf_dn: &mut [f64],
) -> Vec<f64> {
// Case 1: Newton step valid and inside the region.
if let Some(n) = newton {
let norm_dn = {
for (i, &ni) in n.iter().enumerate() {
buf_dn[i] = ni * d[i];
}
buf_dn.iter().map(|x| x * x).sum::<f64>().sqrt()
};
if norm_dn <= delta {
return n.to_vec();
}
}
// Case 2: outside Newton — clip Cauchy if needed.
let norm_dc = {
for (i, &ci) in cauchy.iter().enumerate() {
buf_dp[i] = ci * d[i];
}
buf_dp.iter().map(|x| x * x).sum::<f64>().sqrt()
};
if norm_dc >= delta || newton.is_none() {
let alpha = if norm_dc > 0.0 { delta / norm_dc } else { 0.0 };
return cauchy.iter().map(|c| c * alpha).collect();
}
// Case 3: dogleg on the segment c → n. Solve the quadratic for τ ≥ 0
// such that ‖D·(c + τ(n c))‖² = δ².
let n = newton.unwrap();
let mut a = 0.0_f64;
let mut b = 0.0_f64;
let mut c_coef = 0.0_f64;
for j in 0..n.len() {
let dj = d[j];
let cj = cauchy[j] * dj;
let nj = n[j] * dj;
let mj = nj - cj; // direction of the segment in scaled space
a += mj * mj;
b += 2.0 * cj * mj;
c_coef += cj * cj;
}
let rhs = c_coef - delta * delta;
// Solve a·τ² + b·τ + rhs = 0 for the smallest non-negative root. We
// want τ ∈ (0,1]: that is the intersection of the segment with the
// sphere surface. If a is ~0 (n ≈ c numerically) fall back to Cauchy.
let tau = if a.abs() < f64::EPSILON {
1.0
} else {
let disc = b * b - 4.0 * a * rhs;
if disc < 0.0 {
// Quadratic has no real root: the whole segment is inside or
// outside. Numerically degenerate — fall back to Cauchy clip.
return cauchy.to_vec();
}
let sqrt_disc = disc.sqrt();
let tau1 = (-b + sqrt_disc) / (2.0 * a);
let tau2 = (-b - sqrt_disc) / (2.0 * a);
// Pick the smallest non-negative root in (0,1].
let mut candidates = [tau1, tau2]
.iter()
.copied()
.filter(|&t| t.is_finite() && t > 0.0 && t <= 1.0 + 1e-12)
.collect::<Vec<_>>();
candidates.sort_by(|a, b| a.partial_cmp(b).unwrap_or(std::cmp::Ordering::Equal));
candidates.first().copied().unwrap_or(1.0).clamp(0.0, 1.0)
};
cauchy
.iter()
.zip(n.iter())
.map(|(c, n)| c + tau * (n - c))
.collect()
}
/// Solves the LevenbergMarquardt normal equations `(JᵀJ + λI)·p = Jᵀr`
/// via LU. Returns `None` if the regularized system is still singular.
fn lm_step(jacobian: &JacobianMatrix, residuals: &[f64], lambda: f64) -> Option<Vec<f64>> {
let m = jacobian.as_matrix();
let n = m.ncols();
let jt = m.transpose();
let mut regularized = &jt * m;
// Add λ on the diagonal of the normal-equations matrix. nalgebra
// exposes `diagonal_mut` only on owned `OMatrix`; we already have one
// (result of `&jt * m` is owned), so the call works through DMatrix.
for j in 0..n {
regularized[(j, j)] += lambda;
}
let jtr = DVector::from_iterator(
n,
(0..n).map(|j| {
let col = jt.column(j);
-(col.dot(&DVector::from_row_slice(residuals)))
}),
);
let lu = regularized.lu();
lu.solve(&jtr)
.map(|v| {
let p: Vec<f64> = v.iter().copied().collect();
if p.iter().all(|x| x.is_finite()) {
Some(p)
} else {
None
}
})
.flatten()
}
}
impl Solver for TrustRegionConfig {
fn solve(&mut self, system: &mut System) -> Result<ConvergedState, SolverError> {
let start_time = Instant::now();
let n_state = system.full_state_vector_len();
let n_equations: usize = system
.traverse_for_jacobian()
.map(|(_, c, _)| c.n_equations())
.sum::<usize>()
+ system.constraints().count()
+ system.coupling_residual_count()
+ 2 * system.saturated_controller_count()
+ system.mass_flow_closure_count();
if n_state == 0 || n_equations == 0 {
return Err(SolverError::InvalidSystem {
message: "Empty system has no state variables or equations".to_string(),
});
}
let mut state: Vec<f64> = match self.initial_state.as_ref() {
Some(s) if s.len() == n_state => s.clone(),
Some(s) => {
return Err(SolverError::InvalidSystem {
message: format!(
"initial_state length {} does not match system state length {}",
s.len(),
n_state
),
});
}
None => vec![0.0; n_state],
};
let mut residuals: Vec<f64> = vec![0.0; n_equations];
let mut saved_state: Vec<f64> = vec![0.0; n_state];
let mut trial_state: Vec<f64> = vec![0.0; n_state];
let mut trial_residuals: Vec<f64> = vec![0.0; n_equations];
let mut jacobian_builder = JacobianBuilder::new();
let mut jacobian_matrix = JacobianMatrix::zeros(n_equations, n_state);
// Scratch buffers for the dogleg computation — sized to n_state.
let mut buf_dp = vec![0.0; n_state];
let mut buf_dn = vec![0.0; n_state];
let clipping_mask: Vec<Option<(f64, f64)>> = (0..n_state)
.map(|i| system.get_solver_bounds_for_state_index(i))
.collect();
system
.compute_residuals(&state, &mut residuals)
.map_err(|e| SolverError::InvalidSystem {
message: format!("Failed to compute initial residuals: {:?}", e),
})?;
let mut current_norm = Self::residual_norm(&residuals);
tracing::info!(
max_iterations = self.max_iterations,
tolerance = self.tolerance,
delta_init = self.delta_init,
residual_norm = current_norm,
"Trust-region (Powell dogleg + LM) starting"
);
if current_norm < self.tolerance {
return Ok(ConvergedState::new(
state,
0,
current_norm,
ConvergenceStatus::Converged,
SimulationMetadata::new(system.input_hash()),
));
}
let mut delta = self.delta_init;
let mut lm_lambda = self.lm_lambda_init;
let mut consecutive_rejections = 0usize;
for iteration in 1..=self.max_iterations {
if let Some(timeout) = self.timeout {
if start_time.elapsed() > timeout {
tracing::info!(iteration, "Trust-region timed out");
return Err(SolverError::Timeout {
timeout_ms: timeout.as_millis() as u64,
});
}
}
// Fresh analytical Jacobian every iteration — the trust-region
// accepts/rejects based on actual residuals, so a stale Jacobian
// would mis-predict the gain ratio.
jacobian_builder.clear();
system
.assemble_jacobian(&state, &mut jacobian_builder)
.map_err(|e| SolverError::InvalidSystem {
message: format!("Failed to assemble Jacobian: {:?}", e),
})?;
jacobian_matrix.update_from_builder(jacobian_builder.entries());
// Column scaling diagonal D (constant within an iteration).
let d = Self::column_scaling(&jacobian_matrix);
// Gradient of ½‖r‖²: g = Jᵀ·r.
let m = jacobian_matrix.as_matrix().clone();
let r_vec = DVector::from_row_slice(&residuals);
let grad = m.transpose() * &r_vec;
// ─── Newton step ──────────────────────────────────────────────
let newton_step = jacobian_matrix.solve(&residuals);
// ─── Cauchy (steepest-descent) step ───────────────────────────
// α = (g·g) / (g·JᵀJ·g) = ‖g‖² / ‖J·g‖². For F(x)=0 we use the
// convention that the descent direction is g.
let grad_norm_sq = grad.dot(&grad);
let j_grad = &m * &grad; // J·g (n_eq-vector)
let j_grad_norm_sq = j_grad.dot(&j_grad);
let cauchy_step: Vec<f64> = if j_grad_norm_sq > f64::EPSILON {
let alpha = grad_norm_sq / j_grad_norm_sq;
grad.iter().map(|gi| -alpha * gi).collect()
} else {
// Degenerate (gradient ≈ 0): no descent direction available.
grad.iter().map(|_| 0.0).collect()
};
// ─── Pick the trust-region step ───────────────────────────────
// Try the dogleg first; if the Newton step is missing (singular J),
// fall back to a LevenbergMarquardt solve clipped to the region.
let step = if newton_step.is_some() || j_grad_norm_sq > f64::EPSILON {
Self::dogleg_step(
newton_step.as_deref(),
&cauchy_step,
&d,
delta,
&mut buf_dp,
&mut buf_dn,
)
} else {
// Both Newton and Cauchy are unusable — LM is the only hope.
match Self::lm_step(&jacobian_matrix, &residuals, lm_lambda) {
Some(p) => {
let norm_dp = Self::scaled_norm(&p, &d);
if norm_dp > delta && norm_dp > 0.0 {
p.iter().map(|pi| pi * (delta / norm_dp)).collect()
} else {
p
}
}
None => {
// Even LM failed: shrink δ and retry without consuming
// an iteration of state progress.
delta *= self.shrink_factor;
if delta < self.delta_min {
return Err(SolverError::NonConvergence {
iterations: iteration - 1,
final_residual: current_norm,
});
}
continue;
}
}
};
if step.iter().any(|s| !s.is_finite()) {
// Poisoned step: shrink and retry.
delta *= self.shrink_factor;
consecutive_rejections += 1;
if delta < self.delta_min || consecutive_rejections > self.max_rejections {
return Err(SolverError::NonConvergence {
iterations: iteration - 1,
final_residual: current_norm,
});
}
continue;
}
// ─── Trial state ──────────────────────────────────────────────
saved_state.copy_from_slice(&state);
trial_state.copy_from_slice(&state);
apply_newton_step(&mut trial_state, &step, &clipping_mask, 1.0);
if let Err(e) = system.compute_residuals(&trial_state, &mut trial_residuals) {
if !e.is_recoverable() {
// Fatal evaluation error: abort immediately, do not burn
// the shrink budget on it.
return Err(SolverError::InvalidSystem {
message: format!("Failed to compute residuals: {:?}", e),
});
}
// Recoverable domain violation (KINSOL > 0): reject and shrink.
delta *= self.shrink_factor;
consecutive_rejections += 1;
if delta < self.delta_min || consecutive_rejections > self.max_rejections {
return Err(SolverError::NonConvergence {
iterations: iteration - 1,
final_residual: current_norm,
});
}
continue;
}
let trial_norm = Self::residual_norm(&trial_residuals);
// ─── Gain ratio ρ ─────────────────────────────────────────────
// ρ = (½‖r‖² ½‖r_trial‖²) / (½‖r‖² ½‖r + J·p‖²)
// The denominator is the linear-model reduction; for square systems
// with an exact Newton step it equals ½‖r‖².
let actual_reduction = 0.5 * (current_norm * current_norm - trial_norm * trial_norm);
let predicted_reduction = {
let j_step = &m * DVector::from_row_slice(&step);
let predicted: DVector<f64> = &r_vec + &j_step;
0.5 * (current_norm * current_norm - predicted.norm().powi(2))
};
let rho = if predicted_reduction.abs() > f64::EPSILON {
actual_reduction / predicted_reduction
} else if actual_reduction > 0.0 {
// Model and reality both flat-ish; accept progress but do not
// expand the region (would lead to runaway δ growth).
1.0
} else {
// No predicted reduction and no actual reduction — reject.
-1.0
};
let step_norm_d = Self::scaled_norm(&step, &d);
if rho >= self.accept_threshold && trial_norm < current_norm {
// ─── Accept ───────────────────────────────────────────────
state.copy_from_slice(&trial_state);
residuals.copy_from_slice(&trial_residuals);
current_norm = trial_norm;
consecutive_rejections = 0;
// Grow δ on a boundary step with good model agreement. On a
// *very* good gain (ρ > 0.9) we also re-center δ at its init
// value when it has collapsed — a strong signal that we just
// escaped a tough spot and can afford bolder steps again.
if rho > self.expand_threshold
&& step_norm_d > 0.9 * delta
&& step_norm_d < 1.1 * delta
{
delta = (delta * self.expand_factor).min(self.delta_max);
} else if rho > self.shrink_threshold {
// Reasonable gain, no shrink. If δ had collapsed and we
// just made real progress, lift it back up so subsequent
// iterations don't get stuck at infinitesimal steps.
if delta < self.delta_init {
delta = self.delta_init.min(self.delta_max);
}
} else {
// Accepted but the model poorly predicted the reduction —
// tighten the region for the next iteration.
delta = (delta * self.shrink_factor).max(self.delta_min);
}
// LM λ decay on accepted LM steps.
if newton_step.is_none() {
lm_lambda = (lm_lambda * self.lm_lambda_shrink).max(1e-12);
}
tracing::debug!(
iteration,
residual_norm = current_norm,
delta,
rho,
step_norm_d,
"Trust-region accepted step"
);
if current_norm < self.tolerance {
tracing::info!(
iterations = iteration,
final_residual = current_norm,
"Trust-region converged"
);
return Ok(ConvergedState::new(
state,
iteration,
current_norm,
ConvergenceStatus::Converged,
SimulationMetadata::new(system.input_hash()),
));
}
} else {
// ─── Reject ───────────────────────────────────────────────
consecutive_rejections += 1;
delta = (delta * self.shrink_factor).max(self.delta_min);
// Grow LM λ on rejected LM steps so the next iteration is more
// gradient-descent-like.
if newton_step.is_none() {
lm_lambda = (lm_lambda * self.lm_lambda_grow).min(self.lm_lambda_max);
}
tracing::debug!(
iteration,
residual_norm = current_norm,
trial_norm,
delta,
rho,
consecutive_rejections,
"Trust-region rejected step"
);
if delta <= self.delta_min || consecutive_rejections > self.max_rejections {
tracing::warn!(
iteration,
final_residual = current_norm,
delta,
consecutive_rejections,
"Trust-region failed to make progress"
);
return Err(SolverError::NonConvergence {
iterations: iteration - 1,
final_residual: current_norm,
});
}
}
}
tracing::warn!(
max_iterations = self.max_iterations,
final_residual = current_norm,
"Trust-region did not converge"
);
Err(SolverError::NonConvergence {
iterations: self.max_iterations,
final_residual: current_norm,
})
}
fn with_timeout(mut self, timeout: Duration) -> Self {
self.timeout = Some(timeout);
self
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::solver::Solver;
use crate::system::System;
#[test]
fn test_trust_region_defaults() {
let cfg = TrustRegionConfig::default();
assert_eq!(cfg.max_iterations, 200);
assert!(cfg.delta_init > 0.0);
assert!(cfg.delta_min > 0.0 && cfg.delta_min < cfg.delta_init);
assert!(cfg.delta_max > cfg.delta_init);
assert!(cfg.shrink_factor > 0.0 && cfg.shrink_factor < 1.0);
assert!(cfg.expand_factor > 1.0);
assert!(cfg.accept_threshold > 0.0 && cfg.accept_threshold < 1.0);
}
#[test]
fn test_trust_region_rejects_empty_system() {
let mut system = System::new();
system.finalize().unwrap();
let mut solver = TrustRegionConfig::default();
let result = solver.solve(&mut system);
assert!(matches!(result, Err(SolverError::InvalidSystem { .. })));
}
/// Smoke check on the dogleg step: when Newton is inside the region the
/// returned step must equal the Newton step exactly.
#[test]
fn test_dogleg_returns_newton_inside_region() {
// Newton step of norm 0.5 (in D=I), region radius 1.0 → inside.
let newton = vec![0.3, 0.4]; // ‖n‖ = 0.5
let cauchy = vec![0.1, 0.1];
let d = vec![1.0, 1.0];
let mut buf_dp = vec![0.0; 2];
let mut buf_dn = vec![0.0; 2];
let p = TrustRegionConfig::dogleg_step(
Some(&newton),
&cauchy,
&d,
1.0,
&mut buf_dp,
&mut buf_dn,
);
assert!((p[0] - 0.3).abs() < 1e-12);
assert!((p[1] - 0.4).abs() < 1e-12);
}
/// When the Newton step is outside the region but the Cauchy point is
/// inside, the dogleg must lie on the segment c → n at the boundary.
#[test]
fn test_dogleg_blends_to_boundary() {
// Newton ‖n‖ = 10, Cauchy ‖c‖ = 0.1, δ = 1.0 → τ must place the step
// on the segment c→n with scaled norm 1.
let newton = vec![10.0, 0.0];
let cauchy = vec![-0.1, 0.0];
let d = vec![1.0, 1.0];
let mut buf_dp = vec![0.0; 2];
let mut buf_dn = vec![0.0; 2];
let p = TrustRegionConfig::dogleg_step(
Some(&newton),
&cauchy,
&d,
1.0,
&mut buf_dp,
&mut buf_dn,
);
let norm = (p[0].powi(2) + p[1].powi(2)).sqrt();
// Step must hit the trust-region boundary (within numerical tolerance).
assert!(
(norm - 1.0).abs() < 1e-9,
"dogleg must hit the boundary, got norm = {}",
norm
);
// Step must lie on the segment c → n (x-component between 0.1 and 10).
assert!(p[0] >= -0.1 && p[0] <= 10.0);
assert!((p[1]).abs() < 1e-12);
}
/// When Newton is missing (singular Jacobian) and Cauchy is outside the
/// region, the step is the Cauchy direction clipped to the boundary.
#[test]
fn test_dogleg_clips_cauchy_when_newton_missing() {
let cauchy = vec![3.0, 4.0]; // ‖c‖ = 5
let d = vec![1.0, 1.0];
let mut buf_dp = vec![0.0; 2];
let mut buf_dn = vec![0.0; 2];
let p = TrustRegionConfig::dogleg_step(None, &cauchy, &d, 1.0, &mut buf_dp, &mut buf_dn);
let norm = (p[0].powi(2) + p[1].powi(2)).sqrt();
assert!((norm - 1.0).abs() < 1e-12);
// Same direction as Cauchy.
assert!(p[0] > 0.0 && p[1] > 0.0);
}
/// Column scaling must assign ~1 to near-zero columns and 1/‖col‖ otherwise.
#[test]
fn test_column_scaling_handles_zero_and_unit_columns() {
// J = [[10, 0], [0, 2]] → d = [1/10, 1/2].
let entries = vec![(0, 0, 10.0), (1, 1, 2.0)];
let j = JacobianMatrix::from_builder(&entries, 2, 2);
let d = TrustRegionConfig::column_scaling(&j);
assert!((d[0] - 0.1).abs() < 1e-12);
assert!((d[1] - 0.5).abs() < 1e-12);
// Zero column → d = 1.
let entries = vec![(0, 0, 5.0), (1, 0, 5.0)]; // col 1 all zeros
let j = JacobianMatrix::from_builder(&entries, 2, 2);
let d = TrustRegionConfig::column_scaling(&j);
assert!((d[1] - 1.0).abs() < 1e-12);
}
}