Add the Newton decrement as a termination criterion of the Newton solver.
After an accepted line-search step, the solver has already rebuilt the gradient and Hessian and solved for the next search direction, so the Newton decrement 0.5*g'*H^-1*g -- the quadratic model's predicted cost improvement of the next iteration -- costs one dot product. Terminating when it falls below tolerance avoids running one more iteration only to observe a correspondingly small actual improvement. This is a C port of Alain's proposal in MJWarp: https://github.com/google-deepmind/mujoco_warp/pull/1520 PiperOrigin-RevId: 947768034 Change-Id: I94e5c71a4e2b4a7775611edd1dad254bba2633b4
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@@ -595,6 +595,9 @@ TEST_F(CoreSmoothTest, RefsiteConservesMomentum) {
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ASSERT_THAT(model, NotNull());
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mjData* data = mj_makeData(model);
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// this test asserts tight momentum conservation: solve exactly, no early termination
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model->opt.tolerance = 0;
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data->ctrl[0] = 1;
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data->ctrl[1] = -1;
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@@ -391,5 +391,101 @@ TEST_F(SolverTest, EllipticLineSearchPrecisionDiagnostics) {
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}
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}
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// Newton terminates early when the decrement predicts sub-tolerance improvement
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TEST_F(SolverTest, NewtonDecrementTermination) {
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const std::string xml_path = GetTestDataFilePath(kHumanoidPath);
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char error[1024];
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mjModel* model = mj_loadXML(xml_path.c_str(), nullptr, error, sizeof(error));
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ASSERT_THAT(model, NotNull()) << error;
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model->opt.solver = mjSOL_NEWTON;
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model->opt.disableflags |= mjDSBL_ISLAND; // monolithic solve
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model->opt.iterations = 100;
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const mjtNum tolerance = MjTol(1e-6, 1e-4);
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int state_size = mj_stateSize(model, mjSTATE_FULLPHYSICS);
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mjtNum* state = (mjtNum*) mju_malloc(sizeof(mjtNum)*state_size);
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mjData* data = mj_makeData(model);
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mjData* data_test = mj_makeData(model);
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mjData* data_deep = mj_makeData(model);
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mj_resetDataKeyframe(model, data, 0);
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int nfired = 0;
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mjtNum max_leftover = 0;
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for (int step = 0; step < 200; step++) {
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model->opt.tolerance = tolerance;
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mj_step(model, data);
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mj_getState(model, data, state, mjSTATE_FULLPHYSICS);
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// solve with the test tolerance
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mj_setState(model, data_test, state, mjSTATE_FULLPHYSICS);
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mj_forward(model, data_test);
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// reference: tolerance 0 runs until the line search finds no improvement
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model->opt.tolerance = 0;
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mj_setState(model, data_deep, state, mjSTATE_FULLPHYSICS);
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mj_forward(model, data_deep);
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// accuracy: both runs produce identical iterates up to the test run's
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// stopping point, so the cost improvement forgone by early termination is
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// the sum of the deep run's remaining (scaled) improvements
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int niter = data_test->solver_niter[0];
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int niter_deep = std::min(data_deep->solver_niter[0], mjNSOLVER);
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mjtNum leftover = 0;
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for (int i = niter; i < niter_deep; i++) {
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leftover += max(static_cast<mjtNum>(0), data_deep->solver[i].improvement);
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}
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max_leftover = max(max_leftover, leftover);
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// count decrement terminations: the test run stopped while both existing
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// criteria were above tolerance, and the deep run shows that the next
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// iteration would have improved the cost by less than tolerance
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if (niter > 0 && niter < std::min(model->opt.iterations, mjNSOLVER) &&
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data_deep->solver_niter[0] > niter) {
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const mjSolverStat& last = data_test->solver[niter - 1];
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const mjSolverStat& next = data_deep->solver[niter];
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if (last.improvement >= tolerance && last.gradient >= tolerance &&
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next.improvement < tolerance) {
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nfired++;
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}
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}
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}
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EXPECT_LT(max_leftover, 10*tolerance)
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<< "early termination forgoes more than a small multiple of tolerance";
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EXPECT_GT(nfired, 0)
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<< "no state exercised the Newton decrement termination criterion";
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mj_deleteData(data_deep);
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mj_deleteData(data_test);
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mj_deleteData(data);
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mju_free(state);
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mj_deleteModel(model);
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}
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// tolerance == 0 disables early termination, including the Newton decrement
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TEST_F(SolverTest, ZeroToleranceDisablesTermination) {
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const std::string xml_path = GetTestDataFilePath(kHumanoidPath);
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char error[1024];
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mjModel* model = mj_loadXML(xml_path.c_str(), nullptr, error, sizeof(error));
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ASSERT_THAT(model, NotNull()) << error;
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model->opt.solver = mjSOL_NEWTON;
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model->opt.disableflags |= mjDSBL_ISLAND | mjDSBL_WARMSTART;
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model->opt.tolerance = 0;
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model->opt.iterations = 3;
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mjData* data = mj_makeData(model);
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for (mjtCone cone : {mjCONE_PYRAMIDAL, mjCONE_ELLIPTIC}) {
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model->opt.cone = cone;
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mj_resetDataKeyframe(model, data, 0);
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mj_forward(model, data);
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EXPECT_EQ(data->solver_niter[0], 3)
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<< "cone: " << (cone == mjCONE_ELLIPTIC ? "elliptic" : "pyramidal");
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}
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mj_deleteData(data);
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mj_deleteModel(model);
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}
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} // namespace
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} // namespace mujoco
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