impls/gpcglinesearch/gpcglinesearch.c

#include <petsc/private/taolinesearchimpl.h>
#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 */
    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(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);
}