nonlinear-solvers
13
总安装量
3
周安装量
#24446
全站排名
安装命令
npx skills add https://github.com/heshamfs/materials-simulation-skills --skill nonlinear-solvers
Agent 安装分布
codex
3
gemini-cli
3
amp
2
kimi-cli
2
github-copilot
2
Skill 文档
Nonlinear Solvers
Goal
Provide a universal workflow to select a nonlinear solver, configure globalization strategies, and diagnose convergence for root-finding, optimization, and least-squares problems.
Requirements
- Python 3.8+
- NumPy (for Jacobian diagnostics)
- SciPy (optional, for advanced analysis)
Inputs to Gather
| Input | Description | Example |
|---|---|---|
| Problem type | Root-finding, optimization, least-squares | root-finding |
| Problem size | Number of unknowns | n = 10000 |
| Jacobian availability | Analytic, finite-diff, unavailable | analytic |
| Jacobian cost | Cheap or expensive to compute | expensive |
| Constraints | None, bounds, equality, inequality | none |
| Smoothness | Is objective/residual smooth? | yes |
| Residual history | Sequence of residual norms | 1,0.1,0.01,... |
Decision Guidance
Solver Selection Flowchart
Is Jacobian available and cheap?
âââ YES â Problem size?
â âââ Small (n < 1000) â Newton (full)
â âââ Large (n ⥠1000) â Newton-Krylov
âââ NO â Is objective smooth?
âââ YES â Memory limited?
â âââ YES â L-BFGS or Broyden
â âââ NO â BFGS
âââ NO â Anderson acceleration or Picard
Quick Reference
| Problem Type | First Choice | Alternative | Globalization |
|---|---|---|---|
| Small root-finding | Newton | Broyden | Line search |
| Large root-finding | Newton-Krylov | Anderson | Trust region |
| Optimization | L-BFGS | BFGS | Wolfe line search |
| Least-squares | Levenberg-Marquardt | Gauss-Newton | Trust region |
| Bound constrained | L-BFGS-B | Trust-region reflective | Projected |
Script Outputs (JSON Fields)
| Script | Key Outputs |
|---|---|
scripts/solver_selector.py |
recommended, alternatives, notes |
scripts/convergence_analyzer.py |
converged, convergence_type, estimated_rate, diagnosis |
scripts/jacobian_diagnostics.py |
condition_number, jacobian_quality, rank_deficient |
scripts/globalization_advisor.py |
strategy, line_search_type, trust_region_type, parameters |
scripts/residual_monitor.py |
patterns_detected, alerts, recommendations |
scripts/step_quality.py |
ratio, step_quality, accept_step, trust_radius_action |
Workflow
- Characterize problem – Identify type, size, Jacobian availability
- Select solver – Run
scripts/solver_selector.py - Choose globalization – Run
scripts/globalization_advisor.py - Analyze Jacobian – If available, run
scripts/jacobian_diagnostics.py - Monitor residuals – During solve, use
scripts/residual_monitor.py - Analyze convergence – Run
scripts/convergence_analyzer.py - Evaluate steps – For trust region, use
scripts/step_quality.py
Conversational Workflow Example
User: My Newton solver for a phase-field simulation is converging very slowly. After 50 iterations, the residual only dropped from 1 to 0.1.
Agent workflow:
- Analyze convergence:
python3 scripts/convergence_analyzer.py --residuals 1,0.8,0.6,0.5,0.4,0.3,0.2,0.15,0.12,0.1 --json - Check globalization strategy:
python3 scripts/globalization_advisor.py --problem-type root-finding --jacobian-quality ill-conditioned --previous-failures 0 --json - Recommend: Switch to trust region with Levenberg-Marquardt regularization, or use Newton-Krylov with better preconditioning.
Pre-Solve Checklist
- Confirm problem type (root-finding, optimization, least-squares)
- Assess Jacobian availability and cost
- Check initial guess quality
- Set appropriate tolerances
- Choose globalization strategy
- Prepare to monitor convergence
CLI Examples
# Select solver for large unconstrained optimization
python3 scripts/solver_selector.py --size 50000 --smooth --memory-limited --json
# Analyze convergence from residual history
python3 scripts/convergence_analyzer.py --residuals 1,0.1,0.01,0.001,0.0001 --tolerance 1e-6 --json
# Diagnose Jacobian quality
python3 scripts/jacobian_diagnostics.py --matrix jacobian.txt --json
# Get globalization recommendation
python3 scripts/globalization_advisor.py --problem-type optimization --jacobian-quality good --json
# Monitor residual patterns
python3 scripts/residual_monitor.py --residuals 1,0.8,0.9,0.7,0.75,0.6 --target-tolerance 1e-8 --json
# Evaluate step quality for trust region
python3 scripts/step_quality.py --predicted-reduction 0.5 --actual-reduction 0.4 --step-norm 0.8 --gradient-norm 1.0 --trust-radius 1.0 --json
Error Handling
| Error | Cause | Resolution |
|---|---|---|
problem_size must be positive |
Invalid size | Check problem dimension |
constraint_type must be one of... |
Unknown constraint | Use: none, bound, equality, inequality |
residuals must be non-negative |
Invalid residual data | Check residual computation |
Matrix file not found |
Invalid path | Verify Jacobian file exists |
Interpretation Guidance
Convergence Type
| Type | Meaning | Action |
|---|---|---|
| quadratic | Optimal Newton | Continue, near solution |
| superlinear | Quasi-Newton working | Monitor for stagnation |
| linear | Acceptable | May improve with preconditioner |
| sublinear | Too slow | Change method or formulation |
| stagnated | No progress | Check Jacobian, preconditioner |
| diverged | Increasing residual | Add globalization, check Jacobian |
Jacobian Quality
| Quality | Condition Number | Action |
|---|---|---|
| good | < 10â¶ | Standard Newton works |
| moderately-conditioned | 10â¶ – 10¹Ⱐ| Consider scaling |
| ill-conditioned | > 10¹Ⱐ| Use regularization |
| near-singular | â | Reformulate or use LM |
Step Quality (Trust Region)
| Ratio Ï | Quality | Trust Radius |
|---|---|---|
| Ï < 0 | very_poor | Shrink aggressively |
| Ï < 0.25 | marginal | Shrink |
| 0.25 â¤ Ï < 0.75 | good | Maintain |
| Ï â¥ 0.75 | excellent | Expand if at boundary |
Limitations
- No global convergence guarantee: All methods may fail for pathological problems
- Jacobian accuracy: Finite-difference Jacobian may be inaccurate near discontinuities
- Large dense problems: May require specialized solvers not covered here
- Constrained optimization: Complex constraints need SQP or interior point methods
References
references/solver_decision_tree.md– Problem-based solver selectionreferences/method_catalog.md– Method details and parametersreferences/convergence_diagnostics.md– Diagnosing convergence issuesreferences/globalization_strategies.md– Line search and trust region
Version History
- v1.0.0 : Initial release with 6 analysis scripts