1 #include <petsc/private/taolinesearchimpl.h> 2 #include <../src/tao/linesearch/impls/gpcglinesearch/gpcglinesearch.h> 3 4 /* ---------------------------------------------------------- */ 5 6 static PetscErrorCode TaoLineSearchDestroy_GPCG(TaoLineSearch ls) 7 { 8 PetscErrorCode ierr; 9 TaoLineSearch_GPCG *ctx = (TaoLineSearch_GPCG *)ls->data; 10 11 PetscFunctionBegin; 12 ierr = VecDestroy(&ctx->W1);CHKERRQ(ierr); 13 ierr = VecDestroy(&ctx->W2);CHKERRQ(ierr); 14 ierr = VecDestroy(&ctx->Gold);CHKERRQ(ierr); 15 ierr = VecDestroy(&ctx->x);CHKERRQ(ierr); 16 ierr = PetscFree(ls->data);CHKERRQ(ierr); 17 PetscFunctionReturn(0); 18 } 19 20 21 /*------------------------------------------------------------*/ 22 static PetscErrorCode TaoLineSearchView_GPCG(TaoLineSearch ls, PetscViewer viewer) 23 { 24 PetscBool isascii; 25 PetscErrorCode ierr; 26 27 PetscFunctionBegin; 28 ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);CHKERRQ(ierr); 29 if (isascii) { 30 ierr = PetscViewerASCIIPrintf(viewer," GPCG Line search");CHKERRQ(ierr); 31 } 32 PetscFunctionReturn(0); 33 } 34 35 /*------------------------------------------------------------*/ 36 static PetscErrorCode TaoLineSearchApply_GPCG(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s) 37 { 38 TaoLineSearch_GPCG *neP = (TaoLineSearch_GPCG *)ls->data; 39 PetscErrorCode ierr; 40 PetscInt i; 41 PetscBool g_computed=PETSC_FALSE; /* to prevent extra gradient computation */ 42 PetscReal d1,finit,actred,prered,rho, gdx; 43 44 PetscFunctionBegin; 45 /* ls->stepmin - lower bound for step */ 46 /* ls->stepmax - upper bound for step */ 47 /* ls->rtol - relative tolerance for an acceptable step */ 48 /* ls->ftol - tolerance for sufficient decrease condition */ 49 /* ls->gtol - tolerance for curvature condition */ 50 /* ls->nfeval - number of function evaluations */ 51 /* ls->nfeval - number of function/gradient evaluations */ 52 /* ls->max_funcs - maximum number of function evaluations */ 53 54 ls->reason = TAOLINESEARCH_CONTINUE_ITERATING; 55 ls->step = ls->initstep; 56 if (!neP->W2) { 57 ierr = VecDuplicate(x,&neP->W2);CHKERRQ(ierr); 58 ierr = VecDuplicate(x,&neP->W1);CHKERRQ(ierr); 59 ierr = VecDuplicate(x,&neP->Gold);CHKERRQ(ierr); 60 neP->x = x; 61 ierr = PetscObjectReference((PetscObject)neP->x);CHKERRQ(ierr); 62 } else if (x != neP->x) { 63 ierr = VecDestroy(&neP->x);CHKERRQ(ierr); 64 ierr = VecDestroy(&neP->W1);CHKERRQ(ierr); 65 ierr = VecDestroy(&neP->W2);CHKERRQ(ierr); 66 ierr = VecDestroy(&neP->Gold);CHKERRQ(ierr); 67 ierr = VecDuplicate(x,&neP->W1);CHKERRQ(ierr); 68 ierr = VecDuplicate(x,&neP->W2);CHKERRQ(ierr); 69 ierr = VecDuplicate(x,&neP->Gold);CHKERRQ(ierr); 70 ierr = PetscObjectDereference((PetscObject)neP->x);CHKERRQ(ierr); 71 neP->x = x; 72 ierr = PetscObjectReference((PetscObject)neP->x);CHKERRQ(ierr); 73 } 74 75 ierr = VecDot(g,s,&gdx);CHKERRQ(ierr); 76 if (gdx > 0) { 77 ierr = PetscInfo1(ls,"Line search error: search direction is not descent direction. dot(g,s) = %g\n",(double)gdx);CHKERRQ(ierr); 78 ls->reason = TAOLINESEARCH_FAILED_ASCENT; 79 PetscFunctionReturn(0); 80 } 81 ierr = VecCopy(x,neP->W2);CHKERRQ(ierr); 82 ierr = VecCopy(g,neP->Gold);CHKERRQ(ierr); 83 if (ls->bounded) { 84 /* Compute the smallest steplength that will make one nonbinding variable equal the bound */ 85 ierr = VecStepBoundInfo(x,s,ls->lower,ls->upper,&rho,&actred,&d1);CHKERRQ(ierr); 86 ls->step = PetscMin(ls->step,d1); 87 } 88 rho=0; actred=0; 89 90 if (ls->step < 0) { 91 ierr = PetscInfo1(ls,"Line search error: initial step parameter %g< 0\n",(double)ls->step);CHKERRQ(ierr); 92 ls->reason = TAOLINESEARCH_HALTED_OTHER; 93 PetscFunctionReturn(0); 94 } 95 96 /* Initialization */ 97 finit = *f; 98 for (i=0; i< ls->max_funcs; i++) { 99 /* Force the step to be within the bounds */ 100 ls->step = PetscMax(ls->step,ls->stepmin); 101 ls->step = PetscMin(ls->step,ls->stepmax); 102 103 ierr = VecCopy(x,neP->W2);CHKERRQ(ierr); 104 ierr = VecAXPY(neP->W2,ls->step,s);CHKERRQ(ierr); 105 if (ls->bounded) { 106 /* Make sure new vector is numerically within bounds */ 107 ierr = VecMedian(neP->W2,ls->lower,ls->upper,neP->W2);CHKERRQ(ierr); 108 } 109 110 /* Gradient is not needed here. Unless there is a separate 111 gradient routine, compute it here anyway to prevent recomputing at 112 the end of the line search */ 113 if (ls->hasobjective) { 114 ierr = TaoLineSearchComputeObjective(ls,neP->W2,f);CHKERRQ(ierr); 115 g_computed=PETSC_FALSE; 116 } else if (ls->usegts){ 117 ierr = TaoLineSearchComputeObjectiveAndGTS(ls,neP->W2,f,&gdx);CHKERRQ(ierr); 118 g_computed=PETSC_FALSE; 119 } else { 120 ierr = TaoLineSearchComputeObjectiveAndGradient(ls,neP->W2,f,g);CHKERRQ(ierr); 121 g_computed=PETSC_TRUE; 122 } 123 124 if (0 == i) { 125 ls->f_fullstep = *f; 126 } 127 128 actred = *f - finit; 129 ierr = VecCopy(neP->W2,neP->W1);CHKERRQ(ierr); 130 ierr = VecAXPY(neP->W1,-1.0,x);CHKERRQ(ierr); /* W1 = W2 - X */ 131 ierr = VecDot(neP->W1,neP->Gold,&prered);CHKERRQ(ierr); 132 133 if (PetscAbsReal(prered)<1.0e-100) prered=1.0e-12; 134 rho = actred/prered; 135 136 /* 137 If sufficient progress has been obtained, accept the 138 point. Otherwise, backtrack. 139 */ 140 141 if (actred > 0) { 142 ierr = PetscInfo(ls,"Step resulted in ascent, rejecting.\n");CHKERRQ(ierr); 143 ls->step = (ls->step)/2; 144 } else if (rho > ls->ftol){ 145 break; 146 } else{ 147 ls->step = (ls->step)/2; 148 } 149 150 /* Convergence testing */ 151 152 if (ls->step <= ls->stepmin || ls->step >= ls->stepmax) { 153 ls->reason = TAOLINESEARCH_HALTED_OTHER; 154 ierr = PetscInfo(ls,"Rounding errors may prevent further progress. May not be a step satisfying\n");CHKERRQ(ierr); 155 ierr = PetscInfo(ls,"sufficient decrease and curvature conditions. Tolerances may be too small.\n");CHKERRQ(ierr); 156 break; 157 } 158 if (ls->step == ls->stepmax) { 159 ierr = PetscInfo1(ls,"Step is at the upper bound, stepmax (%g)\n",(double)ls->stepmax);CHKERRQ(ierr); 160 ls->reason = TAOLINESEARCH_HALTED_UPPERBOUND; 161 break; 162 } 163 if (ls->step == ls->stepmin) { 164 ierr = PetscInfo1(ls,"Step is at the lower bound, stepmin (%g)\n",(double)ls->stepmin);CHKERRQ(ierr); 165 ls->reason = TAOLINESEARCH_HALTED_LOWERBOUND; 166 break; 167 } 168 if ((ls->nfeval+ls->nfgeval) >= ls->max_funcs) { 169 ierr = PetscInfo2(ls,"Number of line search function evals (%D) > maximum (%D)\n",ls->nfeval+ls->nfgeval,ls->max_funcs);CHKERRQ(ierr); 170 ls->reason = TAOLINESEARCH_HALTED_MAXFCN; 171 break; 172 } 173 if ((neP->bracket) && (ls->stepmax - ls->stepmin <= ls->rtol*ls->stepmax)){ 174 ierr = PetscInfo1(ls,"Relative width of interval of uncertainty is at most rtol (%g)\n",(double)ls->rtol);CHKERRQ(ierr); 175 ls->reason = TAOLINESEARCH_HALTED_RTOL; 176 break; 177 } 178 } 179 ierr = PetscInfo2(ls,"%D function evals in line search, step = %g\n",ls->nfeval+ls->nfgeval,(double)ls->step);CHKERRQ(ierr); 180 /* set new solution vector and compute gradient if necessary */ 181 ierr = VecCopy(neP->W2, x);CHKERRQ(ierr); 182 if (ls->reason == TAOLINESEARCH_CONTINUE_ITERATING) { 183 ls->reason = TAOLINESEARCH_SUCCESS; 184 } 185 if (!g_computed) { 186 ierr = TaoLineSearchComputeGradient(ls,x,g);CHKERRQ(ierr); 187 } 188 PetscFunctionReturn(0); 189 } 190 191 /* ---------------------------------------------------------- */ 192 PETSC_EXTERN PetscErrorCode TaoLineSearchCreate_GPCG(TaoLineSearch ls) 193 { 194 PetscErrorCode ierr; 195 TaoLineSearch_GPCG *neP; 196 197 PetscFunctionBegin; 198 ls->ftol = 0.05; 199 ls->rtol = 0.0; 200 ls->gtol = 0.0; 201 ls->stepmin = 1.0e-20; 202 ls->stepmax = 1.0e+20; 203 ls->nfeval = 0; 204 ls->max_funcs = 30; 205 ls->step = 1.0; 206 207 ierr = PetscNewLog(ls,&neP);CHKERRQ(ierr); 208 neP->bracket = 0; 209 neP->infoc = 1; 210 ls->data = (void*)neP; 211 212 ls->ops->setup = 0; 213 ls->ops->reset = 0; 214 ls->ops->apply=TaoLineSearchApply_GPCG; 215 ls->ops->view =TaoLineSearchView_GPCG; 216 ls->ops->destroy=TaoLineSearchDestroy_GPCG; 217 ls->ops->setfromoptions=0; 218 PetscFunctionReturn(0); 219 } 220 221