Actual source code: gpcglinesearch.c

      1: #include <petsc/private/taolinesearchimpl.h>
      2: #include <../src/tao/linesearch/impls/gpcglinesearch/gpcglinesearch.h>

      4: static PetscErrorCode TaoLineSearchDestroy_GPCG(TaoLineSearch ls)
      5: {
      6:   TaoLineSearch_GPCG *ctx = (TaoLineSearch_GPCG *)ls->data;

      8:   PetscFunctionBegin;
      9:   PetscCall(VecDestroy(&ctx->W1));
     10:   PetscCall(VecDestroy(&ctx->W2));
     11:   PetscCall(VecDestroy(&ctx->Gold));
     12:   PetscCall(VecDestroy(&ctx->x));
     13:   PetscCall(PetscFree(ls->data));
     14:   PetscFunctionReturn(PETSC_SUCCESS);
     15: }

     17: static PetscErrorCode TaoLineSearchView_GPCG(TaoLineSearch ls, PetscViewer viewer)
     18: {
     19:   PetscBool isascii;

     21:   PetscFunctionBegin;
     22:   PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &isascii));
     23:   if (isascii) PetscCall(PetscViewerASCIIPrintf(viewer, " GPCG Line search"));
     24:   PetscFunctionReturn(PETSC_SUCCESS);
     25: }

     27: static PetscErrorCode TaoLineSearchApply_GPCG(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s)
     28: {
     29:   TaoLineSearch_GPCG *neP = (TaoLineSearch_GPCG *)ls->data;
     30:   PetscInt            i;
     31:   PetscBool           g_computed = PETSC_FALSE; /* to prevent extra gradient computation */
     32:   PetscReal           d1, finit, actred, prered, rho, gdx;

     34:   PetscFunctionBegin;
     35:   /* ls->stepmin - lower bound for step */
     36:   /* ls->stepmax - upper bound for step */
     37:   /* ls->rtol     - relative tolerance for an acceptable step */
     38:   /* ls->ftol     - tolerance for sufficient decrease condition */
     39:   /* ls->gtol     - tolerance for curvature condition */
     40:   /* ls->nfeval   - number of function evaluations */
     41:   /* ls->nfeval   - number of function/gradient evaluations */
     42:   /* ls->max_funcs  - maximum number of function evaluations */

     44:   PetscCall(TaoLineSearchMonitor(ls, 0, *f, 0.0));

     46:   ls->reason = TAOLINESEARCH_CONTINUE_ITERATING;
     47:   ls->step   = ls->initstep;
     48:   if (!neP->W2) {
     49:     PetscCall(VecDuplicate(x, &neP->W2));
     50:     PetscCall(VecDuplicate(x, &neP->W1));
     51:     PetscCall(VecDuplicate(x, &neP->Gold));
     52:     neP->x = x;
     53:     PetscCall(PetscObjectReference((PetscObject)neP->x));
     54:   } else if (x != neP->x) {
     55:     PetscCall(VecDestroy(&neP->x));
     56:     PetscCall(VecDestroy(&neP->W1));
     57:     PetscCall(VecDestroy(&neP->W2));
     58:     PetscCall(VecDestroy(&neP->Gold));
     59:     PetscCall(VecDuplicate(x, &neP->W1));
     60:     PetscCall(VecDuplicate(x, &neP->W2));
     61:     PetscCall(VecDuplicate(x, &neP->Gold));
     62:     PetscCall(PetscObjectDereference((PetscObject)neP->x));
     63:     neP->x = x;
     64:     PetscCall(PetscObjectReference((PetscObject)neP->x));
     65:   }

     67:   PetscCall(VecDot(g, s, &gdx));
     68:   if (gdx > 0) {
     69:     PetscCall(PetscInfo(ls, "Line search error: search direction is not descent direction. dot(g,s) = %g\n", (double)gdx));
     70:     ls->reason = TAOLINESEARCH_FAILED_ASCENT;
     71:     PetscFunctionReturn(PETSC_SUCCESS);
     72:   }
     73:   PetscCall(VecCopy(x, neP->W2));
     74:   PetscCall(VecCopy(g, neP->Gold));
     75:   if (ls->bounded) {
     76:     /* Compute the smallest steplength that will make one nonbinding variable  equal the bound */
     77:     PetscCall(VecStepBoundInfo(x, s, ls->lower, ls->upper, &rho, &actred, &d1));
     78:     ls->step = PetscMin(ls->step, d1);
     79:   }
     80:   rho    = 0;
     81:   actred = 0;

     83:   if (ls->step < 0) {
     84:     PetscCall(PetscInfo(ls, "Line search error: initial step parameter %g< 0\n", (double)ls->step));
     85:     ls->reason = TAOLINESEARCH_HALTED_OTHER;
     86:     PetscFunctionReturn(PETSC_SUCCESS);
     87:   }

     89:   /* Initialization */
     90:   finit = *f;
     91:   for (i = 0; i < ls->max_funcs; i++) {
     92:     /* Force the step to be within the bounds */
     93:     ls->step = PetscMax(ls->step, ls->stepmin);
     94:     ls->step = PetscMin(ls->step, ls->stepmax);

     96:     PetscCall(VecWAXPY(neP->W2, ls->step, s, x));
     97:     if (ls->bounded) {
     98:       /* Make sure new vector is numerically within bounds */
     99:       PetscCall(VecMedian(neP->W2, ls->lower, ls->upper, neP->W2));
    100:     }

    102:     /* Gradient is not needed here.  Unless there is a separate
    103:        gradient routine, compute it here anyway to prevent recomputing at
    104:        the end of the line search */
    105:     if (ls->hasobjective) {
    106:       PetscCall(TaoLineSearchComputeObjective(ls, neP->W2, f));
    107:       g_computed = PETSC_FALSE;
    108:     } else if (ls->usegts) {
    109:       PetscCall(TaoLineSearchComputeObjectiveAndGTS(ls, neP->W2, f, &gdx));
    110:       g_computed = PETSC_FALSE;
    111:     } else {
    112:       PetscCall(TaoLineSearchComputeObjectiveAndGradient(ls, neP->W2, f, g));
    113:       g_computed = PETSC_TRUE;
    114:     }

    116:     PetscCall(TaoLineSearchMonitor(ls, i + 1, *f, ls->step));

    118:     if (0 == i) ls->f_fullstep = *f;

    120:     actred = *f - finit;
    121:     PetscCall(VecWAXPY(neP->W1, -1.0, x, neP->W2)); /* W1 = W2 - X */
    122:     PetscCall(VecDot(neP->W1, neP->Gold, &prered));

    124:     if (PetscAbsReal(prered) < 1.0e-100) prered = 1.0e-12;
    125:     rho = actred / prered;

    127:     /*
    128:        If sufficient progress has been obtained, accept the
    129:        point.  Otherwise, backtrack.
    130:     */

    132:     if (actred > 0) {
    133:       PetscCall(PetscInfo(ls, "Step resulted in ascent, rejecting.\n"));
    134:       ls->step = (ls->step) / 2;
    135:     } else if (rho > ls->ftol) {
    136:       break;
    137:     } else {
    138:       ls->step = (ls->step) / 2;
    139:     }

    141:     /* Convergence testing */

    143:     if (ls->step <= ls->stepmin || ls->step >= ls->stepmax) {
    144:       ls->reason = TAOLINESEARCH_HALTED_OTHER;
    145:       PetscCall(PetscInfo(ls, "Rounding errors may prevent further progress.  May not be a step satisfying\n"));
    146:       PetscCall(PetscInfo(ls, "sufficient decrease and curvature conditions. Tolerances may be too small.\n"));
    147:       break;
    148:     }
    149:     if (ls->step == ls->stepmax) {
    150:       PetscCall(PetscInfo(ls, "Step is at the upper bound, stepmax (%g)\n", (double)ls->stepmax));
    151:       ls->reason = TAOLINESEARCH_HALTED_UPPERBOUND;
    152:       break;
    153:     }
    154:     if (ls->step == ls->stepmin) {
    155:       PetscCall(PetscInfo(ls, "Step is at the lower bound, stepmin (%g)\n", (double)ls->stepmin));
    156:       ls->reason = TAOLINESEARCH_HALTED_LOWERBOUND;
    157:       break;
    158:     }
    159:     if ((ls->nfeval + ls->nfgeval) >= ls->max_funcs) {
    160:       PetscCall(PetscInfo(ls, "Number of line search function evals (%" PetscInt_FMT ") > maximum (%" PetscInt_FMT ")\n", ls->nfeval + ls->nfgeval, ls->max_funcs));
    161:       ls->reason = TAOLINESEARCH_HALTED_MAXFCN;
    162:       break;
    163:     }
    164:     if (neP->bracket && (ls->stepmax - ls->stepmin <= ls->rtol * ls->stepmax)) {
    165:       PetscCall(PetscInfo(ls, "Relative width of interval of uncertainty is at most rtol (%g)\n", (double)ls->rtol));
    166:       ls->reason = TAOLINESEARCH_HALTED_RTOL;
    167:       break;
    168:     }
    169:   }
    170:   PetscCall(PetscInfo(ls, "%" PetscInt_FMT " function evals in line search, step = %g\n", ls->nfeval + ls->nfgeval, (double)ls->step));
    171:   /* set new solution vector and compute gradient if necessary */
    172:   PetscCall(VecCopy(neP->W2, x));
    173:   if (ls->reason == TAOLINESEARCH_CONTINUE_ITERATING) ls->reason = TAOLINESEARCH_SUCCESS;
    174:   if (!g_computed) PetscCall(TaoLineSearchComputeGradient(ls, x, g));
    175:   PetscFunctionReturn(PETSC_SUCCESS);
    176: }

    178: /*MC
    179:    TAOLINESEARCHGPCG - Special line-search method for the Gradient-Projected Conjugate Gradient (`TAOGPCG`) algorithm.
    180:    Should not be used with any other algorithm.

    182:    Level: developer

    184: .seealso: `TAOGPCG`, `TaoLineSearch`, `Tao`
    185: M*/
    186: PETSC_EXTERN PetscErrorCode TaoLineSearchCreate_GPCG(TaoLineSearch ls)
    187: {
    188:   TaoLineSearch_GPCG *neP;

    190:   PetscFunctionBegin;
    191:   ls->ftol      = 0.05;
    192:   ls->rtol      = 0.0;
    193:   ls->gtol      = 0.0;
    194:   ls->stepmin   = 1.0e-20;
    195:   ls->stepmax   = 1.0e+20;
    196:   ls->nfeval    = 0;
    197:   ls->max_funcs = 30;
    198:   ls->step      = 1.0;

    200:   PetscCall(PetscNew(&neP));
    201:   neP->bracket = 0;
    202:   neP->infoc   = 1;
    203:   ls->data     = (void *)neP;

    205:   ls->ops->setup          = NULL;
    206:   ls->ops->reset          = NULL;
    207:   ls->ops->apply          = TaoLineSearchApply_GPCG;
    208:   ls->ops->view           = TaoLineSearchView_GPCG;
    209:   ls->ops->destroy        = TaoLineSearchDestroy_GPCG;
    210:   ls->ops->setfromoptions = NULL;
    211:   ls->ops->monitor        = NULL;
    212:   PetscFunctionReturn(PETSC_SUCCESS);
    213: }