Merge pull request #860 from oscardssmith/os/refactor-nlprob-to-nlprob_data

fix nlprob to match the initialization system

Author: ChrisRackauckas

src/ODE_nlsolve.jl

@@ -0,0 +1,46 @@
+"""
+    $(TYPEDEF)
+
+A collection of all the data required for custom ODE Nonlinear problem solving
+"""
+struct ODE_NLProbData{NLProb, UNLProb, NLProbMap, NLProbPmap}
+    """
+    The `AbstractNonlinearProblem` to define custom nonlinear problems to be used for
+    implicit time discretizations. This allows to use extra structure of the ODE function (e.g.
+    multi-level structure). The nonlinear function must match that form of the function implicit
+    ODE integration algorithms need do solve the a nonlinear problems,
+    specifically of the form `z = outer_tmp + dt⋅f(γ⋅z+inner_tmp,p,t)`.
+    Here `z` is the stage solution vector, `p` is the parameter of the ODE problem, `t` is
+    the time, `dt` the respective time increment`, `γ` is some scaling factor and the temporary
+    variables are some compatible vectors set by the specific solver.
+    Note that this field will not be used for integrators such as fully-implicit Runge-Kutta methods
+    that need to solve different nonlinear systems.
+    The inner nonlinear function of the nonlinear problem is in general of the form `g(z,p') = 0`
+    where `p'` is a NamedTuple with all information about the specific nonlinear problem at hand to solve
+    for a specific time discretization. Specifically, it is `(;dt, γ, inner_tmp, outer_tmp, t, p)`, such that
+    `g(z,p') = dt⋅f(γ⋅z+inner_tmp,p,t) + outer_tmp - z = 0`.
+    """
+    nlprob::NLProb
+    """
+    A function which takes `(nlprob, value_provider)` and updates
+    the parameters of the former with their values in the latter.
+    If absent (`nothing`) this will not be called, and the parameters
+    in `nlprob` will be used without modification. `value_provider`
+    refers to a value provider as defined by SymbolicIndexingInterface.jl.
+    Usually this will refer to a problem or integrator.
+    """
+    update_nlprob!::UNLProb
+    """
+    A function which takes the solution of `nlprob` and returns
+    the state vector of the original problem.
+    """
+    nlprobmap::NLProbMap
+    """
+    A function which takes the solution of `nlprob` and returns
+    the parameter object of the original problem. If absent (`nothing`),
+    this will not be called and the parameters of the problem being
+    solved will be returned as-is.
+    """
+    nlprobpmap::NLProbPmap
+end
+

src/SciMLBase.jl

@@ -658,6 +658,8 @@ Internal. Used for signifying the AD context comes from a Tracker.jl context.
 """
 struct TrackerOriginator <: ADOriginator end
 
+include("initialization.jl")
+include("ODE_nlsolve.jl")
 include("utils.jl")
 include("function_wrappers.jl")
 include("scimlfunctions.jl")
@@ -744,7 +746,6 @@ include("ensemble/ensemble_problems.jl")
 include("ensemble/basic_ensemble_solve.jl")
 include("ensemble/ensemble_analysis.jl")
 
-include("initialization.jl")
 include("solve.jl")
 include("interpolation.jl")
 include("integrator_interface.jl")

src/initialization.jl

@@ -100,7 +100,7 @@ Check if the algebraic constraints are satisfied, and error if they aren't. Retu
 the `u0` and `p` as-is, and is always successful if it returns. Valid only for
 `ODEProblem` and `DAEProblem`. Requires a `DEIntegrator` as its second argument.
 """
-function get_initial_values(prob::ODEProblem, integrator, f, alg::CheckInit,
+function get_initial_values(prob::AbstractODEProblem, integrator, f, alg::CheckInit,
         isinplace::Union{Val{true}, Val{false}}; kwargs...)
     u0 = state_values(integrator)
     p = parameter_values(integrator)
@@ -135,7 +135,7 @@ function _evaluate_f_dae(integrator, f, isinplace::Val{false}, args...)
     return f(args...)
 end
 
-function get_initial_values(prob::DAEProblem, integrator, f, alg::CheckInit,
+function get_initial_values(prob::AbstractDAEProblem, integrator, f, alg::CheckInit,
         isinplace::Union{Val{true}, Val{false}}; kwargs...)
     u0 = state_values(integrator)
     p = parameter_values(integrator)

src/scimlfunctions.jl

@@ -289,11 +289,6 @@ the usage of `f`. These include:
   based on the sparsity pattern. Defaults to `nothing`, which means a color vector will be
   internally computed on demand when required. The cost of this operation is highly dependent
   on the sparsity pattern.
-- `nlprob`: a `NonlinearProblem` that solves `f(u, t, p) = u_tmp`
-  where the nonlinear parameters are the tuple `(t, u_tmp, p)`.
-  This will be used as the nonlinear problem inside an implicit solver by specifying `u, u_tmp` and `t`
-  such that solving this function produces a solution to the implicit step of your solver.
-
 ## iip: In-Place vs Out-Of-Place
 
 `iip` is the optional boolean for determining whether a given function is written to
@@ -406,7 +401,7 @@ numerically-defined functions.
 """
 struct ODEFunction{iip, specialize, F, TMM, Ta, Tt, TJ, JVP, VJP, JP, SP, TW, TWt, WP, TPJ,
     O, TCV,
-    SYS, ID, NLP} <: AbstractODEFunction{iip}
+    SYS, ID<:Union{Nothing, OverrideInitData}, NLP<:Union{Nothing, ODE_NLProbData}} <: AbstractODEFunction{iip}
     f::F
     mass_matrix::TMM
     analytic::Ta
@@ -424,7 +419,7 @@ struct ODEFunction{iip, specialize, F, TMM, Ta, Tt, TJ, JVP, VJP, JP, SP, TW, TW
     colorvec::TCV
     sys::SYS
     initialization_data::ID
-    nlprob::NLP
+    nlprob_data::NLP
 end
 
 @doc doc"""
@@ -527,8 +522,7 @@ information on generating the SplitFunction from this symbolic engine.
 """
 struct SplitFunction{
     iip, specialize, F1, F2, TMM, C, Ta, Tt, TJ, JVP, VJP, JP, WP, SP, TW, TWt,
-    TPJ, O,
-    TCV, SYS, ID, NLP} <: AbstractODEFunction{iip}
+    TPJ, O, TCV, SYS, ID<:Union{Nothing, OverrideInitData}, NLP<:Union{Nothing, ODE_NLProbData}} <: AbstractODEFunction{iip}
     f1::F1
     f2::F2
     mass_matrix::TMM
@@ -547,8 +541,8 @@ struct SplitFunction{
     observed::O
     colorvec::TCV
     sys::SYS
-    nlprob::NLP
     initialization_data::ID
+    nlprob_data::NLP
 end
 
 @doc doc"""
@@ -2446,9 +2440,9 @@ function ODEFunction{iip, specialize}(f;
                                  f.update_initializeprob! : nothing,
         initializeprobmap = __has_initializeprobmap(f) ? f.initializeprobmap : nothing,
         initializeprobpmap = __has_initializeprobpmap(f) ? f.initializeprobpmap : nothing,
-        nlprob = __has_nlprob(f) ? f.nlprob : nothing,
         initialization_data = __has_initialization_data(f) ? f.initialization_data :
-                              nothing
+                              nothing,
+        nlprob_data = __has_nlprob_data(f) ? f.nlprob_data : nothing,
 ) where {iip,
         specialize
 }
@@ -2506,10 +2500,10 @@ function ODEFunction{iip, specialize}(f;
             typeof(sparsity), Any, Any, typeof(W_prototype), Any,
             Any,
             typeof(_colorvec),
-            typeof(sys), Any, Any}(_f, mass_matrix, analytic, tgrad, jac,
+            typeof(sys), Union{Nothing, OverrideInitData}, Union{Nothing, ODE_NLProbData}}(_f, mass_matrix, analytic, tgrad, jac,
             jvp, vjp, jac_prototype, sparsity, Wfact,
             Wfact_t, W_prototype, paramjac,
-            observed, _colorvec, sys, initdata, nlprob)
+            observed, _colorvec, sys, initdata, nlprob_data)
     elseif specialize === false
         ODEFunction{iip, FunctionWrapperSpecialize,
             typeof(_f), typeof(mass_matrix), typeof(analytic), typeof(tgrad),
@@ -2518,11 +2512,11 @@ function ODEFunction{iip, specialize}(f;
             typeof(paramjac),
             typeof(observed),
             typeof(_colorvec),
-            typeof(sys), typeof(initdata), typeof(nlprob)}(_f, mass_matrix,
+            typeof(sys), typeof(initdata), typeof(nlprob_data)}(_f, mass_matrix,
             analytic, tgrad, jac,
             jvp, vjp, jac_prototype, sparsity, Wfact,
             Wfact_t, W_prototype, paramjac,
-            observed, _colorvec, sys, initdata, nlprob)
+            observed, _colorvec, sys, initdata, nlprob_data)
     else
         ODEFunction{iip, specialize,
             typeof(_f), typeof(mass_matrix), typeof(analytic), typeof(tgrad),
@@ -2531,11 +2525,11 @@ function ODEFunction{iip, specialize}(f;
             typeof(paramjac),
             typeof(observed),
             typeof(_colorvec),
-            typeof(sys), typeof(initdata), typeof(nlprob)}(
+            typeof(sys), typeof(initdata), typeof(nlprob_data)}(
             _f, mass_matrix, analytic, tgrad,
             jac, jvp, vjp, jac_prototype, sparsity, Wfact,
             Wfact_t, W_prototype, paramjac,
-            observed, _colorvec, sys, initdata, nlprob)
+            observed, _colorvec, sys, initdata, nlprob_data)
     end
 end
 
@@ -2552,23 +2546,23 @@ function unwrapped_f(f::ODEFunction, newf = unwrapped_f(f.f))
             Any, Any, Any, Any, typeof(f.jac_prototype),
             typeof(f.sparsity), Any, Any, Any,
             Any, typeof(f.colorvec),
-            typeof(f.sys), Any, Any}(
+            typeof(f.sys), Union{Nothing, OverrideInitData}, Union{Nothing, ODE_NLProbData}}(
             newf, f.mass_matrix, f.analytic, f.tgrad, f.jac,
             f.jvp, f.vjp, f.jac_prototype, f.sparsity, f.Wfact,
             f.Wfact_t, f.W_prototype, f.paramjac,
-            f.observed, f.colorvec, f.sys, f.initialization_data, f.nlprob)
+            f.observed, f.colorvec, f.sys, f.initialization_data, f.nlprob_data)
     else
         ODEFunction{isinplace(f), specialization(f), typeof(newf), typeof(f.mass_matrix),
             typeof(f.analytic), typeof(f.tgrad),
             typeof(f.jac), typeof(f.jvp), typeof(f.vjp), typeof(f.jac_prototype),
             typeof(f.sparsity), typeof(f.Wfact), typeof(f.Wfact_t), typeof(f.W_prototype),
             typeof(f.paramjac),
             typeof(f.observed), typeof(f.colorvec),
-            typeof(f.sys), typeof(f.initialization_data), typeof(f.nlprob)}(
+            typeof(f.sys), typeof(f.initialization_data), typeof(f.nlprob_data)}(
             newf, f.mass_matrix, f.analytic, f.tgrad, f.jac,
             f.jvp, f.vjp, f.jac_prototype, f.sparsity, f.Wfact,
             f.Wfact_t, f.W_prototype, f.paramjac,
-            f.observed, f.colorvec, f.sys, f.initialization_data, f.nlprob)
+            f.observed, f.colorvec, f.sys, f.initialization_data, f.nlprob_data)
     end
 end
 
@@ -2703,7 +2697,7 @@ end
 @add_kwonly function SplitFunction(f1, f2, mass_matrix, cache, analytic, tgrad, jac, jvp,
         vjp, jac_prototype, W_prototype, sparsity, Wfact, Wfact_t, paramjac,
         observed, colorvec, sys, initializeprob = nothing, update_initializeprob! = nothing,
-        initializeprobmap = nothing, initializeprobpmap = nothing, nlprob = nothing, initialization_data = nothing)
+        initializeprobmap = nothing, initializeprobpmap = nothing, initialization_data = nothing, nlprob_data = nothing)
     f1 = ODEFunction(f1)
     f2 = ODEFunction(f2)
 
@@ -2721,11 +2715,11 @@ end
         typeof(cache), typeof(analytic), typeof(tgrad), typeof(jac), typeof(jvp),
         typeof(vjp), typeof(jac_prototype), typeof(W_prototype), typeof(sparsity),
         typeof(Wfact), typeof(Wfact_t), typeof(paramjac), typeof(observed), typeof(colorvec),
-        typeof(sys), typeof(initdata), typeof(nlprob)}(
+        typeof(sys), typeof(initdata), typeof(nlprob_data)}(
         f1, f2, mass_matrix,
         cache, analytic, tgrad, jac, jvp, vjp,
         jac_prototype, W_prototype, sparsity, Wfact, Wfact_t, paramjac, observed, colorvec, sys,
-        initdata, nlprob)
+        initdata, nlprob_data)
 end
 function SplitFunction{iip, specialize}(f1, f2;
         mass_matrix = __has_mass_matrix(f1) ?
@@ -2762,7 +2756,7 @@ function SplitFunction{iip, specialize}(f1, f2;
                                  f1.update_initializeprob! : nothing,
         initializeprobmap = __has_initializeprobmap(f1) ? f1.initializeprobmap : nothing,
         initializeprobpmap = __has_initializeprobpmap(f1) ? f1.initializeprobpmap : nothing,
-        nlprob = __has_nlprob(f1) ? f1.nlprob : nothing,
+        nlprob_data = __has_nlprob_data(f1) ? f1.nlprob_data : nothing,
         initialization_data = __has_initialization_data(f1) ? f1.initialization_data :
                               nothing
 ) where {iip,
@@ -2776,23 +2770,23 @@ function SplitFunction{iip, specialize}(f1, f2;
     if specialize === NoSpecialize
         SplitFunction{iip, specialize, Any, Any, Any, Any, Any, Any, Any, Any, Any,
             Any, Any, Any, Any, Any, Any, Any,
-            Any, Any, Any, Any}(f1, f2, mass_matrix, _func_cache,
+            Any, Any, Union{Nothing, OverrideInitData}, Union{Nothing, ODE_NLProbData}}(f1, f2, mass_matrix, _func_cache,
             analytic,
             tgrad, jac, jvp, vjp, jac_prototype, W_prototype,
             sparsity, Wfact, Wfact_t, paramjac,
-            observed, colorvec, sys, initdata, nlprob)
+            observed, colorvec, sys, initdata, nlprob_data)
     else
         SplitFunction{iip, specialize, typeof(f1), typeof(f2), typeof(mass_matrix),
             typeof(_func_cache), typeof(analytic),
             typeof(tgrad), typeof(jac), typeof(jvp), typeof(vjp),
             typeof(jac_prototype), typeof(W_prototype), typeof(sparsity),
             typeof(Wfact), typeof(Wfact_t), typeof(paramjac), typeof(observed),
             typeof(colorvec),
-            typeof(sys), typeof(initdata), typeof(nlprob)}(f1, f2,
+            typeof(sys), typeof(initdata), typeof(nlprob_data)}(f1, f2,
             mass_matrix, _func_cache, analytic, tgrad, jac,
             jvp, vjp, jac_prototype, W_prototype,
             sparsity, Wfact, Wfact_t, paramjac, observed, colorvec, sys,
-            initdata, nlprob)
+            initdata, nlprob_data)
     end
 end
 
@@ -4488,7 +4482,7 @@ __has_colorvec(f) = isdefined(f, :colorvec)
 __has_sys(f) = isdefined(f, :sys)
 __has_analytic_full(f) = isdefined(f, :analytic_full)
 __has_resid_prototype(f) = isdefined(f, :resid_prototype)
-__has_nlprob(f) = isdefined(f, :nlprob)
+__has_nlprob_data(f) = isdefined(f, :nlprob_data)
 function __has_initializeprob(f)
     has_initialization_data(f) && isdefined(f.initialization_data, :initializeprob)
 end