#include #include <../src/tao/linesearch/impls/gpcglinesearch/gpcglinesearch.h> static PetscErrorCode TaoLineSearchDestroy_GPCG(TaoLineSearch ls) { TaoLineSearch_GPCG *ctx = (TaoLineSearch_GPCG *)ls->data; PetscFunctionBegin; PetscCall(VecDestroy(&ctx->W1)); PetscCall(VecDestroy(&ctx->W2)); PetscCall(VecDestroy(&ctx->Gold)); PetscCall(VecDestroy(&ctx->x)); PetscCall(PetscFree(ls->data)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoLineSearchView_GPCG(TaoLineSearch ls, PetscViewer viewer) { PetscBool isascii; PetscFunctionBegin; PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &isascii)); if (isascii) PetscCall(PetscViewerASCIIPrintf(viewer, " GPCG Line search")); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoLineSearchApply_GPCG(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s) { TaoLineSearch_GPCG *neP = (TaoLineSearch_GPCG *)ls->data; PetscInt i; PetscBool g_computed = PETSC_FALSE; /* to prevent extra gradient computation */ PetscReal d1, finit, actred, prered, rho, gdx; PetscFunctionBegin; /* ls->stepmin - lower bound for step */ /* ls->stepmax - upper bound for step */ /* ls->rtol - relative tolerance for an acceptable step */ /* ls->ftol - tolerance for sufficient decrease condition */ /* ls->gtol - tolerance for curvature condition */ /* ls->nfeval - number of function evaluations */ /* ls->nfeval - number of function/gradient evaluations */ /* ls->max_funcs - maximum number of function evaluations */ PetscCall(TaoLineSearchMonitor(ls, 0, *f, 0.0)); ls->reason = TAOLINESEARCH_CONTINUE_ITERATING; ls->step = ls->initstep; if (!neP->W2) { PetscCall(VecDuplicate(x, &neP->W2)); PetscCall(VecDuplicate(x, &neP->W1)); PetscCall(VecDuplicate(x, &neP->Gold)); neP->x = x; PetscCall(PetscObjectReference((PetscObject)neP->x)); } else if (x != neP->x) { PetscCall(VecDestroy(&neP->x)); PetscCall(VecDestroy(&neP->W1)); PetscCall(VecDestroy(&neP->W2)); PetscCall(VecDestroy(&neP->Gold)); PetscCall(VecDuplicate(x, &neP->W1)); PetscCall(VecDuplicate(x, &neP->W2)); PetscCall(VecDuplicate(x, &neP->Gold)); PetscCall(PetscObjectDereference((PetscObject)neP->x)); neP->x = x; PetscCall(PetscObjectReference((PetscObject)neP->x)); } PetscCall(VecDot(g, s, &gdx)); if (gdx > 0) { PetscCall(PetscInfo(ls, "Line search error: search direction is not descent direction. dot(g,s) = %g\n", (double)gdx)); ls->reason = TAOLINESEARCH_FAILED_ASCENT; PetscFunctionReturn(PETSC_SUCCESS); } PetscCall(VecCopy(x, neP->W2)); PetscCall(VecCopy(g, neP->Gold)); if (ls->bounded) { /* Compute the smallest steplength that will make one nonbinding variable equal the bound */ PetscCall(VecStepBoundInfo(x, s, ls->lower, ls->upper, &rho, &actred, &d1)); ls->step = PetscMin(ls->step, d1); } rho = 0; actred = 0; if (ls->step < 0) { PetscCall(PetscInfo(ls, "Line search error: initial step parameter %g< 0\n", (double)ls->step)); ls->reason = TAOLINESEARCH_HALTED_OTHER; PetscFunctionReturn(PETSC_SUCCESS); } /* Initialization */ finit = *f; for (i = 0; i < ls->max_funcs; i++) { /* Force the step to be within the bounds */ ls->step = PetscMax(ls->step, ls->stepmin); ls->step = PetscMin(ls->step, ls->stepmax); PetscCall(VecWAXPY(neP->W2, ls->step, s, x)); if (ls->bounded) { /* Make sure new vector is numerically within bounds */ PetscCall(VecMedian(neP->W2, ls->lower, ls->upper, neP->W2)); } /* Gradient is not needed here. Unless there is a separate gradient routine, compute it here anyway to prevent recomputing at the end of the line search */ PetscCall(VecLockReadPush(x)); if (ls->hasobjective) { PetscCall(TaoLineSearchComputeObjective(ls, neP->W2, f)); g_computed = PETSC_FALSE; } else if (ls->usegts) { PetscCall(TaoLineSearchComputeObjectiveAndGTS(ls, neP->W2, f, &gdx)); g_computed = PETSC_FALSE; } else { PetscCall(TaoLineSearchComputeObjectiveAndGradient(ls, neP->W2, f, g)); g_computed = PETSC_TRUE; } PetscCall(VecLockReadPop(x)); PetscCall(TaoLineSearchMonitor(ls, i + 1, *f, ls->step)); if (0 == i) ls->f_fullstep = *f; actred = *f - finit; PetscCall(VecWAXPY(neP->W1, -1.0, x, neP->W2)); /* W1 = W2 - X */ PetscCall(VecDot(neP->W1, neP->Gold, &prered)); if (PetscAbsReal(prered) < 1.0e-100) prered = 1.0e-12; rho = actred / prered; /* If sufficient progress has been obtained, accept the point. Otherwise, backtrack. */ if (actred > 0) { PetscCall(PetscInfo(ls, "Step resulted in ascent, rejecting.\n")); ls->step = (ls->step) / 2; } else if (rho > ls->ftol) { break; } else { ls->step = (ls->step) / 2; } /* Convergence testing */ if (ls->step <= ls->stepmin || ls->step >= ls->stepmax) { ls->reason = TAOLINESEARCH_HALTED_OTHER; PetscCall(PetscInfo(ls, "Rounding errors may prevent further progress. May not be a step satisfying\n")); PetscCall(PetscInfo(ls, "sufficient decrease and curvature conditions. Tolerances may be too small.\n")); break; } if (ls->step == ls->stepmax) { PetscCall(PetscInfo(ls, "Step is at the upper bound, stepmax (%g)\n", (double)ls->stepmax)); ls->reason = TAOLINESEARCH_HALTED_UPPERBOUND; break; } if (ls->step == ls->stepmin) { PetscCall(PetscInfo(ls, "Step is at the lower bound, stepmin (%g)\n", (double)ls->stepmin)); ls->reason = TAOLINESEARCH_HALTED_LOWERBOUND; break; } if ((ls->nfeval + ls->nfgeval) >= ls->max_funcs) { PetscCall(PetscInfo(ls, "Number of line search function evals (%" PetscInt_FMT ") > maximum (%" PetscInt_FMT ")\n", ls->nfeval + ls->nfgeval, ls->max_funcs)); ls->reason = TAOLINESEARCH_HALTED_MAXFCN; break; } if (neP->bracket && (ls->stepmax - ls->stepmin <= ls->rtol * ls->stepmax)) { PetscCall(PetscInfo(ls, "Relative width of interval of uncertainty is at most rtol (%g)\n", (double)ls->rtol)); ls->reason = TAOLINESEARCH_HALTED_RTOL; break; } } PetscCall(PetscInfo(ls, "%" PetscInt_FMT " function evals in line search, step = %g\n", ls->nfeval + ls->nfgeval, (double)ls->step)); /* set new solution vector and compute gradient if necessary */ PetscCall(VecCopy(neP->W2, x)); if (ls->reason == TAOLINESEARCH_CONTINUE_ITERATING) ls->reason = TAOLINESEARCH_SUCCESS; if (!g_computed) PetscCall(TaoLineSearchComputeGradient(ls, x, g)); PetscFunctionReturn(PETSC_SUCCESS); } /*MC TAOLINESEARCHGPCG - Special line-search method for the Gradient-Projected Conjugate Gradient (`TAOGPCG`) algorithm. Should not be used with any other algorithm. Level: developer .seealso: `TAOGPCG`, `TaoLineSearch`, `Tao` M*/ PETSC_EXTERN PetscErrorCode TaoLineSearchCreate_GPCG(TaoLineSearch ls) { TaoLineSearch_GPCG *neP; PetscFunctionBegin; ls->ftol = 0.05; ls->rtol = 0.0; ls->gtol = 0.0; ls->stepmin = 1.0e-20; ls->stepmax = 1.0e+20; ls->nfeval = 0; ls->max_funcs = 30; ls->step = 1.0; PetscCall(PetscNew(&neP)); neP->bracket = 0; neP->infoc = 1; ls->data = (void *)neP; ls->ops->setup = NULL; ls->ops->reset = NULL; ls->ops->apply = TaoLineSearchApply_GPCG; ls->ops->view = TaoLineSearchView_GPCG; ls->ops->destroy = TaoLineSearchDestroy_GPCG; ls->ops->setfromoptions = NULL; ls->ops->monitor = NULL; PetscFunctionReturn(PETSC_SUCCESS); }