1 #include <petsc/private/taolinesearchimpl.h>
2 #include <../src/tao/linesearch/impls/armijo/armijo.h>
3
4 #define REPLACE_FIFO 1
5 #define REPLACE_MRU 2
6
7 #define REFERENCE_MAX 1
8 #define REFERENCE_AVE 2
9 #define REFERENCE_MEAN 3
10
TaoLineSearchDestroy_Armijo(TaoLineSearch ls)11 static PetscErrorCode TaoLineSearchDestroy_Armijo(TaoLineSearch ls)
12 {
13 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data;
14
15 PetscFunctionBegin;
16 PetscCall(PetscFree(armP->memory));
17 PetscCall(VecDestroy(&armP->x));
18 PetscCall(VecDestroy(&armP->work));
19 PetscCall(PetscFree(ls->data));
20 PetscFunctionReturn(PETSC_SUCCESS);
21 }
22
TaoLineSearchReset_Armijo(TaoLineSearch ls)23 static PetscErrorCode TaoLineSearchReset_Armijo(TaoLineSearch ls)
24 {
25 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data;
26
27 PetscFunctionBegin;
28 PetscCall(PetscFree(armP->memory));
29 armP->memorySetup = PETSC_FALSE;
30 PetscFunctionReturn(PETSC_SUCCESS);
31 }
32
TaoLineSearchSetFromOptions_Armijo(TaoLineSearch ls,PetscOptionItems PetscOptionsObject)33 static PetscErrorCode TaoLineSearchSetFromOptions_Armijo(TaoLineSearch ls, PetscOptionItems PetscOptionsObject)
34 {
35 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data;
36
37 PetscFunctionBegin;
38 PetscOptionsHeadBegin(PetscOptionsObject, "Armijo linesearch options");
39 PetscCall(PetscOptionsReal("-tao_ls_armijo_alpha", "initial reference constant", "", armP->alpha, &armP->alpha, NULL));
40 PetscCall(PetscOptionsReal("-tao_ls_armijo_beta_inf", "decrease constant one", "", armP->beta_inf, &armP->beta_inf, NULL));
41 PetscCall(PetscOptionsReal("-tao_ls_armijo_beta", "decrease constant", "", armP->beta, &armP->beta, NULL));
42 PetscCall(PetscOptionsReal("-tao_ls_armijo_sigma", "acceptance constant", "", armP->sigma, &armP->sigma, NULL));
43 PetscCall(PetscOptionsInt("-tao_ls_armijo_memory_size", "number of historical elements", "", armP->memorySize, &armP->memorySize, NULL));
44 PetscCall(PetscOptionsInt("-tao_ls_armijo_reference_policy", "policy for updating reference value", "", armP->referencePolicy, &armP->referencePolicy, NULL));
45 PetscCall(PetscOptionsInt("-tao_ls_armijo_replacement_policy", "policy for updating memory", "", armP->replacementPolicy, &armP->replacementPolicy, NULL));
46 PetscCall(PetscOptionsBool("-tao_ls_armijo_nondescending", "Use nondescending armijo algorithm", "", armP->nondescending, &armP->nondescending, NULL));
47 PetscOptionsHeadEnd();
48 PetscFunctionReturn(PETSC_SUCCESS);
49 }
50
TaoLineSearchView_Armijo(TaoLineSearch ls,PetscViewer pv)51 static PetscErrorCode TaoLineSearchView_Armijo(TaoLineSearch ls, PetscViewer pv)
52 {
53 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data;
54 PetscBool isascii;
55
56 PetscFunctionBegin;
57 PetscCall(PetscObjectTypeCompare((PetscObject)pv, PETSCVIEWERASCII, &isascii));
58 if (isascii) {
59 PetscCall(PetscViewerASCIIPrintf(pv, " Armijo linesearch"));
60 if (armP->nondescending) PetscCall(PetscViewerASCIIPrintf(pv, " (nondescending)"));
61 if (ls->bounded) PetscCall(PetscViewerASCIIPrintf(pv, " (projected)"));
62 PetscCall(PetscViewerASCIIPrintf(pv, ": alpha=%g beta=%g ", (double)armP->alpha, (double)armP->beta));
63 PetscCall(PetscViewerASCIIPrintf(pv, "sigma=%g ", (double)armP->sigma));
64 PetscCall(PetscViewerASCIIPrintf(pv, "memsize=%" PetscInt_FMT "\n", armP->memorySize));
65 }
66 PetscFunctionReturn(PETSC_SUCCESS);
67 }
68
69 /* @ TaoApply_Armijo - This routine performs a linesearch. It
70 backtracks until the (nonmonotone) Armijo conditions are satisfied.
71
72 Input Parameters:
73 + tao - Tao context
74 . X - current iterate (on output X contains new iterate, X + step*S)
75 . S - search direction
76 . f - merit function evaluated at X
77 . G - gradient of merit function evaluated at X
78 . W - work vector
79 - step - initial estimate of step length
80
81 Output parameters:
82 + f - merit function evaluated at new iterate, X + step*S
83 . G - gradient of merit function evaluated at new iterate, X + step*S
84 . X - new iterate
85 - step - final step length
86
87 @ */
TaoLineSearchApply_Armijo(TaoLineSearch ls,Vec x,PetscReal * f,Vec g,Vec s)88 static PetscErrorCode TaoLineSearchApply_Armijo(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s)
89 {
90 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data;
91 PetscInt i, its = 0;
92 PetscReal fact, ref, gdx;
93 PetscInt idx;
94 PetscBool g_computed = PETSC_FALSE; /* to prevent extra gradient computation */
95
96 PetscFunctionBegin;
97 PetscCall(TaoLineSearchMonitor(ls, 0, *f, 0.0));
98
99 ls->reason = TAOLINESEARCH_CONTINUE_ITERATING;
100 if (!armP->work) {
101 PetscCall(VecDuplicate(x, &armP->work));
102 armP->x = x;
103 PetscCall(PetscObjectReference((PetscObject)armP->x));
104 } else if (x != armP->x) {
105 /* If x has changed, then recreate work */
106 PetscCall(VecDestroy(&armP->work));
107 PetscCall(VecDuplicate(x, &armP->work));
108 PetscCall(PetscObjectDereference((PetscObject)armP->x));
109 armP->x = x;
110 PetscCall(PetscObjectReference((PetscObject)armP->x));
111 }
112
113 /* Check linesearch parameters */
114 if (armP->alpha < 1) {
115 PetscCall(PetscInfo(ls, "Armijo line search error: alpha (%g) < 1\n", (double)armP->alpha));
116 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER;
117 } else if ((armP->beta <= 0) || (armP->beta >= 1)) {
118 PetscCall(PetscInfo(ls, "Armijo line search error: beta (%g) invalid\n", (double)armP->beta));
119 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER;
120 } else if ((armP->beta_inf <= 0) || (armP->beta_inf >= 1)) {
121 PetscCall(PetscInfo(ls, "Armijo line search error: beta_inf (%g) invalid\n", (double)armP->beta_inf));
122 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER;
123 } else if ((armP->sigma <= 0) || (armP->sigma >= 0.5)) {
124 PetscCall(PetscInfo(ls, "Armijo line search error: sigma (%g) invalid\n", (double)armP->sigma));
125 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER;
126 } else if (armP->memorySize < 1) {
127 PetscCall(PetscInfo(ls, "Armijo line search error: memory_size (%" PetscInt_FMT ") < 1\n", armP->memorySize));
128 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER;
129 } else if ((armP->referencePolicy != REFERENCE_MAX) && (armP->referencePolicy != REFERENCE_AVE) && (armP->referencePolicy != REFERENCE_MEAN)) {
130 PetscCall(PetscInfo(ls, "Armijo line search error: reference_policy invalid\n"));
131 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER;
132 } else if ((armP->replacementPolicy != REPLACE_FIFO) && (armP->replacementPolicy != REPLACE_MRU)) {
133 PetscCall(PetscInfo(ls, "Armijo line search error: replacement_policy invalid\n"));
134 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER;
135 } else if (PetscIsInfOrNanReal(*f)) {
136 PetscCall(PetscInfo(ls, "Armijo line search error: initial function inf or nan\n"));
137 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER;
138 }
139
140 if (ls->reason != TAOLINESEARCH_CONTINUE_ITERATING) PetscFunctionReturn(PETSC_SUCCESS);
141
142 /* Check to see of the memory has been allocated. If not, allocate
143 the historical array and populate it with the initial function
144 values. */
145 if (!armP->memory) PetscCall(PetscMalloc1(armP->memorySize, &armP->memory));
146
147 if (!armP->memorySetup) {
148 for (i = 0; i < armP->memorySize; i++) armP->memory[i] = armP->alpha * (*f);
149
150 armP->current = 0;
151 armP->lastReference = armP->memory[0];
152 armP->memorySetup = PETSC_TRUE;
153 }
154
155 /* Calculate reference value (MAX) */
156 ref = *f;
157 idx = armP->current;
158 for (i = 0; i < armP->memorySize; i++) {
159 if (armP->memory[i] > ref) {
160 ref = armP->memory[i];
161 idx = i;
162 }
163 }
164
165 if (armP->referencePolicy == REFERENCE_AVE) {
166 ref = 0;
167 for (i = 0; i < armP->memorySize; i++) ref += armP->memory[i];
168 ref = ref / armP->memorySize;
169 ref = PetscMax(ref, armP->memory[armP->current]);
170 } else if (armP->referencePolicy == REFERENCE_MEAN) {
171 ref = PetscMin(ref, 0.5 * (armP->lastReference + armP->memory[armP->current]));
172 }
173 PetscCall(VecDot(g, s, &gdx));
174
175 if (PetscIsInfOrNanReal(gdx)) {
176 PetscCall(PetscInfo(ls, "Initial Line Search step * g is infinity or NaN (%g)\n", (double)gdx));
177 ls->reason = TAOLINESEARCH_FAILED_INFORNAN;
178 PetscFunctionReturn(PETSC_SUCCESS);
179 }
180 if (gdx >= 0.0) {
181 PetscCall(PetscInfo(ls, "Initial Line Search step is not descent direction (g's=%g)\n", (double)gdx));
182 ls->reason = TAOLINESEARCH_FAILED_ASCENT;
183 PetscFunctionReturn(PETSC_SUCCESS);
184 }
185
186 if (armP->nondescending) {
187 fact = armP->sigma;
188 } else {
189 fact = armP->sigma * gdx;
190 }
191 ls->step = ls->initstep;
192 while (ls->step >= ls->stepmin && (ls->nfeval + ls->nfgeval) < ls->max_funcs) {
193 /* Calculate iterate */
194 ++its;
195 PetscCall(VecWAXPY(armP->work, ls->step, s, x));
196 if (ls->bounded) PetscCall(VecMedian(ls->lower, armP->work, ls->upper, armP->work));
197
198 /* Calculate function at new iterate */
199 PetscCall(VecLockReadPush(x));
200 if (ls->hasobjective) {
201 PetscCall(TaoLineSearchComputeObjective(ls, armP->work, f));
202 g_computed = PETSC_FALSE;
203 } else if (ls->usegts) {
204 PetscCall(TaoLineSearchComputeObjectiveAndGTS(ls, armP->work, f, &gdx));
205 g_computed = PETSC_FALSE;
206 } else {
207 PetscCall(TaoLineSearchComputeObjectiveAndGradient(ls, armP->work, f, g));
208 g_computed = PETSC_TRUE;
209 }
210 PetscCall(VecLockReadPop(x));
211 if (ls->step == ls->initstep) ls->f_fullstep = *f;
212
213 PetscCall(TaoLineSearchMonitor(ls, its, *f, ls->step));
214
215 if (PetscIsInfOrNanReal(*f)) {
216 ls->step *= armP->beta_inf;
217 } else {
218 /* Check descent condition */
219 if (armP->nondescending && *f <= ref - ls->step * fact * ref) break;
220 if (!armP->nondescending && *f <= ref + ls->step * fact) break;
221
222 ls->step *= armP->beta;
223 }
224 }
225
226 /* Check termination */
227 if (PetscIsInfOrNanReal(*f)) {
228 PetscCall(PetscInfo(ls, "Function is inf or nan.\n"));
229 ls->reason = TAOLINESEARCH_FAILED_INFORNAN;
230 } else if (ls->step < ls->stepmin) {
231 PetscCall(PetscInfo(ls, "Step length is below tolerance.\n"));
232 ls->reason = TAOLINESEARCH_HALTED_RTOL;
233 } else if ((ls->nfeval + ls->nfgeval) >= ls->max_funcs) {
234 PetscCall(PetscInfo(ls, "Number of line search function evals (%" PetscInt_FMT ") > maximum allowed (%" PetscInt_FMT ")\n", ls->nfeval + ls->nfgeval, ls->max_funcs));
235 ls->reason = TAOLINESEARCH_HALTED_MAXFCN;
236 }
237 if (ls->reason) PetscFunctionReturn(PETSC_SUCCESS);
238
239 /* Successful termination, update memory */
240 ls->reason = TAOLINESEARCH_SUCCESS;
241 armP->lastReference = ref;
242 if (armP->replacementPolicy == REPLACE_FIFO) {
243 armP->memory[armP->current++] = *f;
244 if (armP->current >= armP->memorySize) armP->current = 0;
245 } else {
246 armP->current = idx;
247 armP->memory[idx] = *f;
248 }
249
250 /* Update iterate and compute gradient */
251 PetscCall(VecCopy(armP->work, x));
252 if (!g_computed) PetscCall(TaoLineSearchComputeGradient(ls, x, g));
253 PetscCall(PetscInfo(ls, "%" PetscInt_FMT " function evals in line search, step = %g\n", ls->nfeval, (double)ls->step));
254 PetscFunctionReturn(PETSC_SUCCESS);
255 }
256
257 /*MC
258 TAOLINESEARCHARMIJO - Backtracking line-search that satisfies only the (nonmonotone) Armijo condition
259 (i.e., sufficient decrease).
260
261 Armijo line-search type can be selected with "-tao_ls_type armijo".
262
263 Level: developer
264
265 .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetType()`, `TaoLineSearchApply()`
266 M*/
TaoLineSearchCreate_Armijo(TaoLineSearch ls)267 PETSC_EXTERN PetscErrorCode TaoLineSearchCreate_Armijo(TaoLineSearch ls)
268 {
269 TaoLineSearch_ARMIJO *armP;
270
271 PetscFunctionBegin;
272 PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1);
273 PetscCall(PetscNew(&armP));
274
275 armP->memory = NULL;
276 armP->alpha = 1.0;
277 armP->beta = 0.5;
278 armP->beta_inf = 0.5;
279 armP->sigma = 1e-4;
280 armP->memorySize = 1;
281 armP->referencePolicy = REFERENCE_MAX;
282 armP->replacementPolicy = REPLACE_MRU;
283 armP->nondescending = PETSC_FALSE;
284 ls->data = (void *)armP;
285 ls->initstep = 1.0;
286 ls->ops->setup = NULL;
287 ls->ops->monitor = NULL;
288 ls->ops->apply = TaoLineSearchApply_Armijo;
289 ls->ops->view = TaoLineSearchView_Armijo;
290 ls->ops->destroy = TaoLineSearchDestroy_Armijo;
291 ls->ops->reset = TaoLineSearchReset_Armijo;
292 ls->ops->setfromoptions = TaoLineSearchSetFromOptions_Armijo;
293 PetscFunctionReturn(PETSC_SUCCESS);
294 }
295