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Merged
merged 12 commits into from
Jun 23, 2025
Merged

Add SciPy solver support for NonlinearSolve problems #632

merged 12 commits into from
Jun 23, 2025

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AdityaPandeyCN
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Checklist

  • Appropriate tests were added
  • Any code changes were done in a way that does not break public API
  • All documentation related to code changes were updated
  • The new code follows the
    contributor guidelines, in particular the SciML Style Guide and
    COLPRAC.
  • Any new documentation only uses public API

Additional context

This PR adds SciPy-based solvers (SciPyLeastSquares, SciPyRoot, SciPyRootScalar) for NonlinearSolve problem types via a PythonCall extension, addressing the request that "NonlinearProblem, NonlinearLeastSquaresProblem, and IntervalNonlinearProblem methods should live in NonlinearSolve.jl since the solvers for those types of problems are all associated there." This is referenced to this PR

@ChrisRackauckas
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For the docs it's missing its solver specific page, like https://docs.sciml.ai/NonlinearSolve/stable/api/fixedpointacceleration/

@ChrisRackauckas
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Set this up as a lib solver subpackage instead of an extension https://github.com/SciML/NonlinearSolve.jl/tree/master/lib.

ChrisRackauckas
ChrisRackauckas reviewed Jun 22, 2025
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ChrisRackauckas
ChrisRackauckas reviewed Jun 22, 2025
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Project.toml Outdated
@@ -19,12 +19,14 @@ LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
LinearSolve = "7ed4a6bd-45f5-4d41-b270-4a48e9bafcae"
NonlinearSolveBase = "be0214bd-f91f-a760-ac4e-3421ce2b2da0"
NonlinearSolveFirstOrder = "5959db7a-ea39-4486-b5fe-2dd0bf03d60d"
NonlinearSolveHomotopyContinuation = "2ac3b008-d579-4536-8c91-a1a5998c2f8b"
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This shouldn't be there

ChrisRackauckas
ChrisRackauckas reviewed Jun 22, 2025
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Project.toml Outdated
NonlinearSolveQuasiNewton = "9a2c21bd-3a47-402d-9113-8faf9a0ee114"
NonlinearSolveSpectralMethods = "26075421-4e9a-44e1-8bd1-420ed7ad02b2"
PrecompileTools = "aea7be01-6a6a-4083-8856-8a6e6704d82a"
Preferences = "21216c6a-2e73-6563-6e65-726566657250"
Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
SciMLJacobianOperators = "19f34311-ddf3-4b8b-af20-060888a46c0e"
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isn't necessary?

ChrisRackauckas
ChrisRackauckas reviewed Jun 22, 2025
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Project.toml Outdated
@@ -41,28 +43,11 @@ MPI = "da04e1cc-30fd-572f-bb4f-1f8673147195"
NLSolvers = "337daf1e-9722-11e9-073e-8b9effe078ba"
NLsolve = "2774e3e8-f4cf-5e23-947b-6d7e65073b56"
PETSc = "ace2c81b-2b5f-4b1e-a30d-d662738edfe0"
PythonCall = "9d6bc502-a68f-5bec-b839-aff6a2a0a179"
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Suggested change
PythonCall = "9d6bc502-a68f-5bec-b839-aff6a2a0a179"

ChrisRackauckas
ChrisRackauckas reviewed Jun 22, 2025
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Project.toml Outdated
@@ -117,6 +102,7 @@ Pkg = "1.10"
PolyesterForwardDiff = "0.1.3"
PrecompileTools = "1.2"
Preferences = "1.4"
PythonCall = "0.9"
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Suggested change
PythonCall = "0.9"

ChrisRackauckas
ChrisRackauckas reviewed Jun 22, 2025
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ChrisRackauckas
ChrisRackauckas reviewed Jun 22, 2025
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ChrisRackauckas
ChrisRackauckas reviewed Jun 22, 2025
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src/NonlinearSolve.jl Outdated
Comment on lines 113 to 114
NonlinearSolveQuasiNewton, SimpleNonlinearSolve, BracketingNonlinearSolve,
NonlinearSolveSciPy
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Suggested change
NonlinearSolveQuasiNewton, SimpleNonlinearSolve, BracketingNonlinearSolve,
NonlinearSolveSciPy
NonlinearSolveQuasiNewton, SimpleNonlinearSolve, BracketingNonlinearSolve

ChrisRackauckas
ChrisRackauckas reviewed Jun 22, 2025
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src/NonlinearSolve.jl Outdated
Comment on lines 122 to 124
FixedPointAccelerationJL, SpeedMappingJL, SIAMFANLEquationsJL, SciPyLeastSquares,
SciPyLeastSquaresTRF, SciPyLeastSquaresDogbox, SciPyLeastSquaresLM,
SciPyRoot, SciPyRootScalar
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Suggested change
FixedPointAccelerationJL, SpeedMappingJL, SIAMFANLEquationsJL, SciPyLeastSquares,
SciPyLeastSquaresTRF, SciPyLeastSquaresDogbox, SciPyLeastSquaresLM,
SciPyRoot, SciPyRootScalar
FixedPointAccelerationJL, SpeedMappingJL, SIAMFANLEquationsJL

ChrisRackauckas
ChrisRackauckas reviewed Jun 22, 2025
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src/NonlinearSolve.jl Outdated
@@ -42,6 +42,7 @@ using NonlinearSolveFirstOrder: NonlinearSolveFirstOrder, GeneralizedFirstOrderA
using NonlinearSolveQuasiNewton: NonlinearSolveQuasiNewton, QuasiNewtonAlgorithm
using NonlinearSolveSpectralMethods: NonlinearSolveSpectralMethods, GeneralizedDFSane
using SimpleNonlinearSolve: SimpleNonlinearSolve
using NonlinearSolveSciPy: NonlinearSolveSciPy
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Suggested change
using NonlinearSolveSciPy: NonlinearSolveSciPy

ChrisRackauckas
ChrisRackauckas reviewed Jun 22, 2025
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@ChrisRackauckas
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Copy how https://github.com/SciML/NonlinearSolve.jl/blob/master/lib/NonlinearSolveQuasiNewton/test/runtests.jl sets up its tests and this is probably done.

@AdityaPandeyCN
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Thankyou, Will do it

avik-pal
avik-pal reviewed Jun 22, 2025
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lib/NonlinearSolveSciPy/src/NonlinearSolveSciPy.jl Outdated
Comment on lines 7 to 11
const scipy_optimize = try
pyimport("scipy.optimize")
catch
nothing
end
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See https://juliapy.github.io/PythonCall.jl/stable/pythoncall/#Precompilation on how to import python packages in the global scope correctly

@AdityaPandeyCN
fixed import error
f992be2 
Signed-off-by: AdityaPandeyCN <[email protected]>
@ChrisRackauckas ChrisRackauckas merged commit d33df4f into SciML:master Jun 23, 2025
25 of 42 checks passed
@ChrisRackauckas
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@avik-pal with this CI system is there a way to subset out the nopre tests so Enzyme doesn't block pre?

@ChrisRackauckas
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Awesome stuff @AdityaPandeyCN, feel free to follow the instructions to PR the website as completed and claim your reward.

If you want to help another step, I think one other thing here that would be nice would be to add the new SciPy solvers to the benchmark set. https://docs.sciml.ai/SciMLBenchmarksOutput/dev/GlobalOptimization/blackbox_global_optimizers/ Just the global ones. You'd make a PR to update the generator script https://github.com/SciML/SciMLBenchmarks.jl/blob/master/benchmarks/GlobalOptimization/blackbox_global_optimizers.jmd which would then cause the update.

@AdityaPandeyCN
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Sure @ChrisRackauckas , I will start working on this.

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@ChrisRackauckas ChrisRackauckas ChrisRackauckas approved these changes

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3 participants
@AdityaPandeyCN @ChrisRackauckas @avik-pal