#include #include <../src/tao/linesearch/impls/armijo/armijo.h> #define REPLACE_FIFO 1 #define REPLACE_MRU 2 #define REFERENCE_MAX 1 #define REFERENCE_AVE 2 #define REFERENCE_MEAN 3 static PetscErrorCode TaoLineSearchDestroy_Armijo(TaoLineSearch ls) { TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data; PetscFunctionBegin; PetscCall(PetscFree(armP->memory)); PetscCall(VecDestroy(&armP->x)); PetscCall(VecDestroy(&armP->work)); PetscCall(PetscFree(ls->data)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoLineSearchReset_Armijo(TaoLineSearch ls) { TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data; PetscFunctionBegin; PetscCall(PetscFree(armP->memory)); armP->memorySetup = PETSC_FALSE; PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoLineSearchSetFromOptions_Armijo(TaoLineSearch ls, PetscOptionItems PetscOptionsObject) { TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data; PetscFunctionBegin; PetscOptionsHeadBegin(PetscOptionsObject, "Armijo linesearch options"); PetscCall(PetscOptionsReal("-tao_ls_armijo_alpha", "initial reference constant", "", armP->alpha, &armP->alpha, NULL)); PetscCall(PetscOptionsReal("-tao_ls_armijo_beta_inf", "decrease constant one", "", armP->beta_inf, &armP->beta_inf, NULL)); PetscCall(PetscOptionsReal("-tao_ls_armijo_beta", "decrease constant", "", armP->beta, &armP->beta, NULL)); PetscCall(PetscOptionsReal("-tao_ls_armijo_sigma", "acceptance constant", "", armP->sigma, &armP->sigma, NULL)); PetscCall(PetscOptionsInt("-tao_ls_armijo_memory_size", "number of historical elements", "", armP->memorySize, &armP->memorySize, NULL)); PetscCall(PetscOptionsInt("-tao_ls_armijo_reference_policy", "policy for updating reference value", "", armP->referencePolicy, &armP->referencePolicy, NULL)); PetscCall(PetscOptionsInt("-tao_ls_armijo_replacement_policy", "policy for updating memory", "", armP->replacementPolicy, &armP->replacementPolicy, NULL)); PetscCall(PetscOptionsBool("-tao_ls_armijo_nondescending", "Use nondescending armijo algorithm", "", armP->nondescending, &armP->nondescending, NULL)); PetscOptionsHeadEnd(); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoLineSearchView_Armijo(TaoLineSearch ls, PetscViewer pv) { TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data; PetscBool isascii; PetscFunctionBegin; PetscCall(PetscObjectTypeCompare((PetscObject)pv, PETSCVIEWERASCII, &isascii)); if (isascii) { PetscCall(PetscViewerASCIIPrintf(pv, " Armijo linesearch")); if (armP->nondescending) PetscCall(PetscViewerASCIIPrintf(pv, " (nondescending)")); if (ls->bounded) PetscCall(PetscViewerASCIIPrintf(pv, " (projected)")); PetscCall(PetscViewerASCIIPrintf(pv, ": alpha=%g beta=%g ", (double)armP->alpha, (double)armP->beta)); PetscCall(PetscViewerASCIIPrintf(pv, "sigma=%g ", (double)armP->sigma)); PetscCall(PetscViewerASCIIPrintf(pv, "memsize=%" PetscInt_FMT "\n", armP->memorySize)); } PetscFunctionReturn(PETSC_SUCCESS); } /* @ TaoApply_Armijo - This routine performs a linesearch. It backtracks until the (nonmonotone) Armijo conditions are satisfied. Input Parameters: + tao - Tao context . X - current iterate (on output X contains new iterate, X + step*S) . S - search direction . f - merit function evaluated at X . G - gradient of merit function evaluated at X . W - work vector - step - initial estimate of step length Output parameters: + f - merit function evaluated at new iterate, X + step*S . G - gradient of merit function evaluated at new iterate, X + step*S . X - new iterate - step - final step length @ */ static PetscErrorCode TaoLineSearchApply_Armijo(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s) { TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data; PetscInt i, its = 0; PetscReal fact, ref, gdx; PetscInt idx; PetscBool g_computed = PETSC_FALSE; /* to prevent extra gradient computation */ PetscFunctionBegin; PetscCall(TaoLineSearchMonitor(ls, 0, *f, 0.0)); ls->reason = TAOLINESEARCH_CONTINUE_ITERATING; if (!armP->work) { PetscCall(VecDuplicate(x, &armP->work)); armP->x = x; PetscCall(PetscObjectReference((PetscObject)armP->x)); } else if (x != armP->x) { /* If x has changed, then recreate work */ PetscCall(VecDestroy(&armP->work)); PetscCall(VecDuplicate(x, &armP->work)); PetscCall(PetscObjectDereference((PetscObject)armP->x)); armP->x = x; PetscCall(PetscObjectReference((PetscObject)armP->x)); } /* Check linesearch parameters */ if (armP->alpha < 1) { PetscCall(PetscInfo(ls, "Armijo line search error: alpha (%g) < 1\n", (double)armP->alpha)); ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER; } else if ((armP->beta <= 0) || (armP->beta >= 1)) { PetscCall(PetscInfo(ls, "Armijo line search error: beta (%g) invalid\n", (double)armP->beta)); ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER; } else if ((armP->beta_inf <= 0) || (armP->beta_inf >= 1)) { PetscCall(PetscInfo(ls, "Armijo line search error: beta_inf (%g) invalid\n", (double)armP->beta_inf)); ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER; } else if ((armP->sigma <= 0) || (armP->sigma >= 0.5)) { PetscCall(PetscInfo(ls, "Armijo line search error: sigma (%g) invalid\n", (double)armP->sigma)); ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER; } else if (armP->memorySize < 1) { PetscCall(PetscInfo(ls, "Armijo line search error: memory_size (%" PetscInt_FMT ") < 1\n", armP->memorySize)); ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER; } else if ((armP->referencePolicy != REFERENCE_MAX) && (armP->referencePolicy != REFERENCE_AVE) && (armP->referencePolicy != REFERENCE_MEAN)) { PetscCall(PetscInfo(ls, "Armijo line search error: reference_policy invalid\n")); ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER; } else if ((armP->replacementPolicy != REPLACE_FIFO) && (armP->replacementPolicy != REPLACE_MRU)) { PetscCall(PetscInfo(ls, "Armijo line search error: replacement_policy invalid\n")); ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER; } else if (PetscIsInfOrNanReal(*f)) { PetscCall(PetscInfo(ls, "Armijo line search error: initial function inf or nan\n")); ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER; } if (ls->reason != TAOLINESEARCH_CONTINUE_ITERATING) PetscFunctionReturn(PETSC_SUCCESS); /* Check to see of the memory has been allocated. If not, allocate the historical array and populate it with the initial function values. */ if (!armP->memory) PetscCall(PetscMalloc1(armP->memorySize, &armP->memory)); if (!armP->memorySetup) { for (i = 0; i < armP->memorySize; i++) armP->memory[i] = armP->alpha * (*f); armP->current = 0; armP->lastReference = armP->memory[0]; armP->memorySetup = PETSC_TRUE; } /* Calculate reference value (MAX) */ ref = *f; idx = armP->current; for (i = 0; i < armP->memorySize; i++) { if (armP->memory[i] > ref) { ref = armP->memory[i]; idx = i; } } if (armP->referencePolicy == REFERENCE_AVE) { ref = 0; for (i = 0; i < armP->memorySize; i++) ref += armP->memory[i]; ref = ref / armP->memorySize; ref = PetscMax(ref, armP->memory[armP->current]); } else if (armP->referencePolicy == REFERENCE_MEAN) { ref = PetscMin(ref, 0.5 * (armP->lastReference + armP->memory[armP->current])); } PetscCall(VecDot(g, s, &gdx)); if (PetscIsInfOrNanReal(gdx)) { PetscCall(PetscInfo(ls, "Initial Line Search step * g is infinity or NaN (%g)\n", (double)gdx)); ls->reason = TAOLINESEARCH_FAILED_INFORNAN; PetscFunctionReturn(PETSC_SUCCESS); } if (gdx >= 0.0) { PetscCall(PetscInfo(ls, "Initial Line Search step is not descent direction (g's=%g)\n", (double)gdx)); ls->reason = TAOLINESEARCH_FAILED_ASCENT; PetscFunctionReturn(PETSC_SUCCESS); } if (armP->nondescending) { fact = armP->sigma; } else { fact = armP->sigma * gdx; } ls->step = ls->initstep; while (ls->step >= ls->stepmin && (ls->nfeval + ls->nfgeval) < ls->max_funcs) { /* Calculate iterate */ ++its; PetscCall(VecWAXPY(armP->work, ls->step, s, x)); if (ls->bounded) PetscCall(VecMedian(ls->lower, armP->work, ls->upper, armP->work)); /* Calculate function at new iterate */ PetscCall(VecLockReadPush(x)); if (ls->hasobjective) { PetscCall(TaoLineSearchComputeObjective(ls, armP->work, f)); g_computed = PETSC_FALSE; } else if (ls->usegts) { PetscCall(TaoLineSearchComputeObjectiveAndGTS(ls, armP->work, f, &gdx)); g_computed = PETSC_FALSE; } else { PetscCall(TaoLineSearchComputeObjectiveAndGradient(ls, armP->work, f, g)); g_computed = PETSC_TRUE; } PetscCall(VecLockReadPop(x)); if (ls->step == ls->initstep) ls->f_fullstep = *f; PetscCall(TaoLineSearchMonitor(ls, its, *f, ls->step)); if (PetscIsInfOrNanReal(*f)) { ls->step *= armP->beta_inf; } else { /* Check descent condition */ if (armP->nondescending && *f <= ref - ls->step * fact * ref) break; if (!armP->nondescending && *f <= ref + ls->step * fact) break; ls->step *= armP->beta; } } /* Check termination */ if (PetscIsInfOrNanReal(*f)) { PetscCall(PetscInfo(ls, "Function is inf or nan.\n")); ls->reason = TAOLINESEARCH_FAILED_INFORNAN; } else if (ls->step < ls->stepmin) { PetscCall(PetscInfo(ls, "Step length is below tolerance.\n")); ls->reason = TAOLINESEARCH_HALTED_RTOL; } else if ((ls->nfeval + ls->nfgeval) >= ls->max_funcs) { PetscCall(PetscInfo(ls, "Number of line search function evals (%" PetscInt_FMT ") > maximum allowed (%" PetscInt_FMT ")\n", ls->nfeval + ls->nfgeval, ls->max_funcs)); ls->reason = TAOLINESEARCH_HALTED_MAXFCN; } if (ls->reason) PetscFunctionReturn(PETSC_SUCCESS); /* Successful termination, update memory */ ls->reason = TAOLINESEARCH_SUCCESS; armP->lastReference = ref; if (armP->replacementPolicy == REPLACE_FIFO) { armP->memory[armP->current++] = *f; if (armP->current >= armP->memorySize) armP->current = 0; } else { armP->current = idx; armP->memory[idx] = *f; } /* Update iterate and compute gradient */ PetscCall(VecCopy(armP->work, x)); if (!g_computed) PetscCall(TaoLineSearchComputeGradient(ls, x, g)); PetscCall(PetscInfo(ls, "%" PetscInt_FMT " function evals in line search, step = %g\n", ls->nfeval, (double)ls->step)); PetscFunctionReturn(PETSC_SUCCESS); } /*MC TAOLINESEARCHARMIJO - Backtracking line-search that satisfies only the (nonmonotone) Armijo condition (i.e., sufficient decrease). Armijo line-search type can be selected with "-tao_ls_type armijo". Level: developer .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetType()`, `TaoLineSearchApply()` M*/ PETSC_EXTERN PetscErrorCode TaoLineSearchCreate_Armijo(TaoLineSearch ls) { TaoLineSearch_ARMIJO *armP; PetscFunctionBegin; PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); PetscCall(PetscNew(&armP)); armP->memory = NULL; armP->alpha = 1.0; armP->beta = 0.5; armP->beta_inf = 0.5; armP->sigma = 1e-4; armP->memorySize = 1; armP->referencePolicy = REFERENCE_MAX; armP->replacementPolicy = REPLACE_MRU; armP->nondescending = PETSC_FALSE; ls->data = (void *)armP; ls->initstep = 1.0; ls->ops->setup = NULL; ls->ops->monitor = NULL; ls->ops->apply = TaoLineSearchApply_Armijo; ls->ops->view = TaoLineSearchView_Armijo; ls->ops->destroy = TaoLineSearchDestroy_Armijo; ls->ops->reset = TaoLineSearchReset_Armijo; ls->ops->setfromoptions = TaoLineSearchSetFromOptions_Armijo; PetscFunctionReturn(PETSC_SUCCESS); }