#pragma once /* Context for bound-constrained nonlinear conjugate gradient method */ #include typedef struct { Mat B; Mat pc; Vec G_old, X_old, W, work; Vec g_work, y_work, d_work; Vec sk, yk; Vec unprojected_gradient, unprojected_gradient_old; Vec inactive_grad, inactive_step; IS active_lower, active_upper, active_fixed, active_idx, inactive_idx, inactive_old, new_inactives; PetscReal alpha; /* convex ratio in the scalar scaling */ PetscReal hz_theta; PetscReal xi; /* Parameter for KD, DK, and HZ methods. */ PetscReal theta; /* The convex combination parameter in the SSML_Broyden method. */ PetscReal zeta; /* Another parameter, exclusive to Kou-Dai, modifying the y_k scalar contribution */ PetscReal hz_eta, dk_eta; PetscReal bfgs_scale, dfp_scale; /* Scaling of the bfgs/dfp tau parameter in the bfgs and broyden methods. Default 1. */ PetscReal tau_bfgs, tau_dfp; PetscReal as_step, as_tol, yts, yty, sts; PetscReal f, delta_min, delta_max; PetscReal epsilon; /* Machine precision unless changed by user */ PetscReal eps_23; /* Two-thirds power of machine precision */ TaoBNCGType cg_type; /* Formula to use */ PetscInt min_restart_num; /* Restarts every x*n iterations, where n is the dimension */ PetscInt ls_fails, resets, descent_error, skipped_updates, pure_gd_steps; PetscInt iter_quad, min_quad; /* Dynamic restart variables in Dai-Kou, SIAM J. Optim. Vol 23, pp. 296-320, Algorithm 4.1 */ PetscInt as_type; PetscBool inv_sig; PetscReal tol_quad; /* tolerance for Dai-Kou dynamic restart */ PetscBool dynamic_restart; /* Keeps track of whether or not to do a dynamic (KD) restart */ PetscBool spaced_restart; /* If true, restarts the CG method every x*n iterations */ PetscBool use_dynamic_restart; PetscBool neg_xi; PetscBool unscaled_restart; /* Gradient descent restarts are done without rescaling*/ PetscBool diag_scaling; PetscBool no_scaling; } TAO_BNCG; PETSC_INTERN PetscErrorCode TaoBNCGEstimateActiveSet(Tao, PetscInt); PETSC_INTERN PetscErrorCode TaoBNCGBoundStep(Tao, PetscInt, Vec); PETSC_INTERN PetscErrorCode TaoBNCGComputeScalarScaling(PetscReal, PetscReal, PetscReal, PetscReal *, PetscReal); PETSC_INTERN PetscErrorCode TaoBNCGConductIteration(Tao, PetscReal); PETSC_INTERN PetscErrorCode TaoBNCGStepDirectionUpdate(Tao, PetscReal, PetscReal, PetscReal, PetscReal, PetscReal, PetscBool); PETSC_INTERN PetscErrorCode TaoBNCGComputeDiagScaling(Tao, PetscReal, PetscReal); PETSC_INTERN PetscErrorCode TaoBNCGResetUpdate(Tao, PetscReal); PETSC_INTERN PetscErrorCode TaoBNCGCheckDynamicRestart(Tao, PetscReal, PetscReal, PetscReal, PetscBool *, PetscReal);