Don't use Krylov residuals length

Author: abelsiqueira

src/tron.jl

@@ -27,7 +27,7 @@ function tron(::Val{:Newton},
               σ :: Real=eltype(x)(10),
               max_eval :: Int=-1,
               max_time :: Real=30.0,
-              max_cgiter :: Int=nlp.meta.nvar,
+              max_cgiter :: Int=50,
               use_only_objgrad :: Bool=false,
               cgtol :: Real=eltype(x)(0.1),
               atol :: Real=√eps(eltype(x)),
@@ -305,7 +305,7 @@ projected on the active bounds.
 function projected_newton!(x::AbstractVector{T}, H::Union{AbstractMatrix,AbstractLinearOperator},
                            g::AbstractVector{T}, Δ::Real, cgtol::Real, s::AbstractVector{T},
                            ℓ::AbstractVector{T}, u::AbstractVector{T};
-                           max_cgiter::Int = max(50, length(x))) where T <: Real
+                           max_cgiter::Int = 50) where T <: Real
   n = length(x)
   status = ""
 
@@ -330,9 +330,8 @@ function projected_newton!(x::AbstractVector{T}, H::Union{AbstractMatrix,Abstrac
     gfnorm = norm(wa)
 
     ZHZ = Z' * H * Z
-    st, stats = Krylov.cg(ZHZ, -gfree, radius=Δ, rtol=cgtol, atol=zero(T),
-                          itmax=max_cgiter)
-    iters += length(stats.residuals)
+    st, stats = Krylov.cg(ZHZ, -gfree, radius=Δ, rtol=cgtol, atol=zero(T))
+    iters += 1
     status = stats.status
 
     # Projected line search

src/tronls.jl

@@ -38,7 +38,7 @@ function tron(::Val{:GaussNewton},
               σ :: Real=eltype(x)(10),
               max_eval :: Int=-1,
               max_time :: Real=30.0,
-              max_cgiter :: Int=nlp.meta.nvar,
+              max_cgiter :: Int=50,
               cgtol :: Real=eltype(x)(0.1),
               atol :: Real=√eps(eltype(x)),
               rtol :: Real=√eps(eltype(x)),
@@ -313,7 +313,7 @@ function projected_gauss_newton!(x::AbstractVector{T}, A::Union{AbstractMatrix,A
                                  Fx::AbstractVector{T}, Δ::Real, cgtol::Real, s::AbstractVector{T},
                                  ℓ::AbstractVector{T}, u::AbstractVector{T};
                                  subsolver :: Symbol=:lsmr,
-                                 max_cgiter::Int = max(50, length(x))) where T <: Real
+                                 max_cgiter::Int = 50) where T <: Real
   n = length(x)
   status = ""
   subsolver in tronls_allowed_subsolvers || error("subproblem solver must be one of $tronls_allowed_subsolvers")
@@ -340,9 +340,8 @@ function projected_gauss_newton!(x::AbstractVector{T}, A::Union{AbstractMatrix,A
     wanorm = norm(wa)
 
     AZ = A * Z
-    st, stats = lssolver(AZ, -Ffree, radius=Δ, rtol=cgtol, atol=zero(T),
-                         itmax=max_cgiter)
-    iters += length(stats.residuals)
+    st, stats = lssolver(AZ, -Ffree, radius=Δ, rtol=cgtol, atol=zero(T))
+    iters += 1
     status = stats.status
 
     # Projected line search

test/solvers/unconstrained.jl

@@ -46,7 +46,7 @@ function test_unconstrained_solver(solver)
       stats = with_logger(NullLogger()) do
         solver(nlp, max_eval=-1)
       end
-      @test isapprox(stats.solution, ones(2), atol=1e-6)
+      @test isapprox(stats.solution, ones(2), atol=1e-4)
       @test isapprox(stats.objective, 0.0, atol=1e-6)
       @test stats.dual_feas < 1e-6
       @test stats.status == :first_order