run without linesearch by default in newton solver (#51)

JuliaNLSolvers · May 16, 2016 · 65d1205 · 65d1205
1 parent caaba34
commit 65d1205
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diff --git a/README.md b/README.md
@@ -171,7 +171,7 @@ therefore:
 
 ```jl
 nlsolve(not_in_place(f), initial_x)
-```    
+```
 
 Finite-differencing is used to compute the Jacobian in that case.
 
@@ -260,16 +260,15 @@ This method accepts the following custom parameters:
 
 ## Newton method with linesearch
 
-This is the classical Newton algorithm with linesearch.
+This is the classical Newton algorithm with optional linesearch.
 
 This method is selected with `method = :newton`.
 
 This method accepts a custom parameter `linesearch!`, which must be equal to a
 function computing the linesearch. Currently, available values are taken from
-the `Optim` package, and are: `Optim.backtracking_linesearch!` (the default),
-`Optim.hz_linesearch!`, `Optim.interpolating_linesearch!`. To run without
-linesearch, pass the `NLsolve.no_linesearch!` function as argument. **Note:**
-it is assumed that a passed linesearch function will at least update the solution
+the `Optim` package, and are: `Optim.backtracking_linesearch!`,
+`Optim.hz_linesearch!`, `Optim.interpolating_linesearch!`. By default, no linesearch is performed.
+**Note:** it is assumed that a passed linesearch function will at least update the solution
 vector and evaluate the function at the new point.
 
 ## Common options

diff --git a/src/nlsolve_func_defs.jl b/src/nlsolve_func_defs.jl
@@ -7,7 +7,7 @@ function nlsolve{T}(df::AbstractDifferentiableMultivariateFunction,
                  store_trace::Bool = false,
                  show_trace::Bool = false,
                  extended_trace::Bool = false,
-                 linesearch!::Function = Optim.backtracking_linesearch!,
+                 linesearch!::Function = no_linesearch!,
                  factor::Real = one(T),
                  autoscale::Bool = true)
     if extended_trace
@@ -39,7 +39,7 @@ function nlsolve{T}(f!::Function,
                  store_trace::Bool = false,
                  show_trace::Bool = false,
                  extended_trace::Bool = false,
-                 linesearch!::Function = Optim.backtracking_linesearch!,
+                 linesearch!::Function = no_linesearch!,
                  factor::Real = one(T),
                  autoscale::Bool = true)
     nlsolve(DifferentiableMultivariateFunction(f!, g!),
@@ -58,7 +58,7 @@ function nlsolve{T}(f!::Function,
                  store_trace::Bool = false,
                  show_trace::Bool = false,
                  extended_trace::Bool = false,
-                 linesearch!::Function = Optim.backtracking_linesearch!,
+                 linesearch!::Function = no_linesearch!,
                  factor::Real = one(T),
                  autoscale::Bool = true,
                  autodiff::Bool = false)

diff --git a/test/minpack.jl b/test/minpack.jl
@@ -511,14 +511,14 @@ for (df, initial, name) in alltests
         if method == :newton && name in TESTS_FAIL_NEWTON
             continue
         end
-        tot_time = @elapsed r = nlsolve(df, initial, method = method)
+        tot_time = @elapsed r = nlsolve(df, initial, method = method, linesearch! = Optim.backtracking_linesearch!)
         @printf("%-45s   %5d   %5d   %5d   %14e   %10e\n", name*"-"*string(method), length(initial),
                 r.f_calls, r.g_calls, r.residual_norm, tot_time)
         @test converged(r)
         @printf(f_out, "%-45s   %5d   %5d   %5d   %14e\n", name*"-"*string(method), length(initial),
                 r.f_calls, r.g_calls, r.residual_norm)
         # with autodiff
-        tot_time = @elapsed r_AD = nlsolve(df.f!, initial, method = method, autodiff = true)
+        tot_time = @elapsed r_AD = nlsolve(df.f!, initial, method = method, autodiff = true, linesearch! = Optim.backtracking_linesearch!)
         @printf("%-45s   %5d   %5d   %5d   %14e   %10e\n", name*"-"*string(method)*"-AD",
                 length(initial), r_AD.f_calls, r_AD.g_calls, r_AD.residual_norm, tot_time)
         @printf(f_out, "%-45s   %5d   %5d   %5d   %14e\n", name*"-"*string(method)*"-AD", length(initial),