1 #include <petsc/private/taolinesearchimpl.h>
2 #include <../src/tao/linesearch/impls/owarmijo/owarmijo.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
ProjWork_OWLQN(Vec w,Vec x,Vec gv,PetscReal * gdx)11 static PetscErrorCode ProjWork_OWLQN(Vec w, Vec x, Vec gv, PetscReal *gdx)
12 {
13 const PetscReal *xptr, *gptr;
14 PetscReal *wptr;
15 PetscInt low, high, low1, high1, low2, high2, i;
16
17 PetscFunctionBegin;
18 PetscCall(VecGetOwnershipRange(w, &low, &high));
19 PetscCall(VecGetOwnershipRange(x, &low1, &high1));
20 PetscCall(VecGetOwnershipRange(gv, &low2, &high2));
21
22 *gdx = 0.0;
23 PetscCall(VecGetArray(w, &wptr));
24 PetscCall(VecGetArrayRead(x, &xptr));
25 PetscCall(VecGetArrayRead(gv, &gptr));
26
27 for (i = 0; i < high - low; i++) {
28 if (xptr[i] * wptr[i] < 0.0) wptr[i] = 0.0;
29 *gdx = *gdx + gptr[i] * (wptr[i] - xptr[i]);
30 }
31 PetscCall(VecRestoreArray(w, &wptr));
32 PetscCall(VecRestoreArrayRead(x, &xptr));
33 PetscCall(VecRestoreArrayRead(gv, &gptr));
34 PetscFunctionReturn(PETSC_SUCCESS);
35 }
36
TaoLineSearchDestroy_OWArmijo(TaoLineSearch ls)37 static PetscErrorCode TaoLineSearchDestroy_OWArmijo(TaoLineSearch ls)
38 {
39 TaoLineSearch_OWARMIJO *armP = (TaoLineSearch_OWARMIJO *)ls->data;
40
41 PetscFunctionBegin;
42 PetscCall(PetscFree(armP->memory));
43 if (armP->x) PetscCall(PetscObjectDereference((PetscObject)armP->x));
44 PetscCall(VecDestroy(&armP->work));
45 PetscCall(PetscFree(ls->data));
46 PetscFunctionReturn(PETSC_SUCCESS);
47 }
48
TaoLineSearchSetFromOptions_OWArmijo(TaoLineSearch ls,PetscOptionItems PetscOptionsObject)49 static PetscErrorCode TaoLineSearchSetFromOptions_OWArmijo(TaoLineSearch ls, PetscOptionItems PetscOptionsObject)
50 {
51 TaoLineSearch_OWARMIJO *armP = (TaoLineSearch_OWARMIJO *)ls->data;
52
53 PetscFunctionBegin;
54 PetscOptionsHeadBegin(PetscOptionsObject, "OWArmijo linesearch options");
55 PetscCall(PetscOptionsReal("-tao_ls_OWArmijo_alpha", "initial reference constant", "", armP->alpha, &armP->alpha, NULL));
56 PetscCall(PetscOptionsReal("-tao_ls_OWArmijo_beta_inf", "decrease constant one", "", armP->beta_inf, &armP->beta_inf, NULL));
57 PetscCall(PetscOptionsReal("-tao_ls_OWArmijo_beta", "decrease constant", "", armP->beta, &armP->beta, NULL));
58 PetscCall(PetscOptionsReal("-tao_ls_OWArmijo_sigma", "acceptance constant", "", armP->sigma, &armP->sigma, NULL));
59 PetscCall(PetscOptionsInt("-tao_ls_OWArmijo_memory_size", "number of historical elements", "", armP->memorySize, &armP->memorySize, NULL));
60 PetscCall(PetscOptionsInt("-tao_ls_OWArmijo_reference_policy", "policy for updating reference value", "", armP->referencePolicy, &armP->referencePolicy, NULL));
61 PetscCall(PetscOptionsInt("-tao_ls_OWArmijo_replacement_policy", "policy for updating memory", "", armP->replacementPolicy, &armP->replacementPolicy, NULL));
62 PetscCall(PetscOptionsBool("-tao_ls_OWArmijo_nondescending", "Use nondescending OWArmijo algorithm", "", armP->nondescending, &armP->nondescending, NULL));
63 PetscOptionsHeadEnd();
64 PetscFunctionReturn(PETSC_SUCCESS);
65 }
66
TaoLineSearchView_OWArmijo(TaoLineSearch ls,PetscViewer pv)67 static PetscErrorCode TaoLineSearchView_OWArmijo(TaoLineSearch ls, PetscViewer pv)
68 {
69 TaoLineSearch_OWARMIJO *armP = (TaoLineSearch_OWARMIJO *)ls->data;
70 PetscBool isascii;
71
72 PetscFunctionBegin;
73 PetscCall(PetscObjectTypeCompare((PetscObject)pv, PETSCVIEWERASCII, &isascii));
74 if (isascii) {
75 PetscCall(PetscViewerASCIIPrintf(pv, " OWArmijo linesearch"));
76 if (armP->nondescending) PetscCall(PetscViewerASCIIPrintf(pv, " (nondescending)"));
77 PetscCall(PetscViewerASCIIPrintf(pv, ": alpha=%g beta=%g ", (double)armP->alpha, (double)armP->beta));
78 PetscCall(PetscViewerASCIIPrintf(pv, "sigma=%g ", (double)armP->sigma));
79 PetscCall(PetscViewerASCIIPrintf(pv, "memsize=%" PetscInt_FMT "\n", armP->memorySize));
80 }
81 PetscFunctionReturn(PETSC_SUCCESS);
82 }
83
84 /* @ TaoApply_OWArmijo - This routine performs a linesearch. It
85 backtracks until the (nonmonotone) OWArmijo conditions are satisfied.
86
87 Input Parameters:
88 + tao - TAO_SOLVER context
89 . X - current iterate (on output X contains new iterate, X + step*S)
90 . S - search direction
91 . f - merit function evaluated at X
92 . G - gradient of merit function evaluated at X
93 . W - work vector
94 - step - initial estimate of step length
95
96 Output parameters:
97 + f - merit function evaluated at new iterate, X + step*S
98 . G - gradient of merit function evaluated at new iterate, X + step*S
99 . X - new iterate
100 - step - final step length
101
102 Info is set to one of:
103 . 0 - the line search succeeds; the sufficient decrease
104 condition and the directional derivative condition hold
105
106 negative number if an input parameter is invalid
107 - -1 - step < 0
108
109 positive number > 1 if the line search otherwise terminates
110 + 1 - Step is at the lower bound, stepmin.
111 @ */
TaoLineSearchApply_OWArmijo(TaoLineSearch ls,Vec x,PetscReal * f,Vec g,Vec s)112 static PetscErrorCode TaoLineSearchApply_OWArmijo(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s)
113 {
114 TaoLineSearch_OWARMIJO *armP = (TaoLineSearch_OWARMIJO *)ls->data;
115 PetscInt i, its = 0;
116 PetscReal fact, ref, gdx;
117 PetscInt idx;
118 PetscBool g_computed = PETSC_FALSE; /* to prevent extra gradient computation */
119 Vec g_old;
120 PetscReal owlqn_minstep = 0.005;
121 PetscReal partgdx;
122 MPI_Comm comm;
123
124 PetscFunctionBegin;
125 PetscCall(PetscObjectGetComm((PetscObject)ls, &comm));
126 fact = 0.0;
127 ls->nfeval = 0;
128 ls->reason = TAOLINESEARCH_CONTINUE_ITERATING;
129 if (!armP->work) {
130 PetscCall(VecDuplicate(x, &armP->work));
131 armP->x = x;
132 PetscCall(PetscObjectReference((PetscObject)armP->x));
133 } else if (x != armP->x) {
134 PetscCall(VecDestroy(&armP->work));
135 PetscCall(VecDuplicate(x, &armP->work));
136 PetscCall(PetscObjectDereference((PetscObject)armP->x));
137 armP->x = x;
138 PetscCall(PetscObjectReference((PetscObject)armP->x));
139 }
140
141 PetscCall(TaoLineSearchMonitor(ls, 0, *f, 0.0));
142
143 /* Check linesearch parameters */
144 if (armP->alpha < 1) {
145 PetscCall(PetscInfo(ls, "OWArmijo line search error: alpha (%g) < 1\n", (double)armP->alpha));
146 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER;
147 } else if ((armP->beta <= 0) || (armP->beta >= 1)) {
148 PetscCall(PetscInfo(ls, "OWArmijo line search error: beta (%g) invalid\n", (double)armP->beta));
149 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER;
150 } else if ((armP->beta_inf <= 0) || (armP->beta_inf >= 1)) {
151 PetscCall(PetscInfo(ls, "OWArmijo line search error: beta_inf (%g) invalid\n", (double)armP->beta_inf));
152 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER;
153 } else if ((armP->sigma <= 0) || (armP->sigma >= 0.5)) {
154 PetscCall(PetscInfo(ls, "OWArmijo line search error: sigma (%g) invalid\n", (double)armP->sigma));
155 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER;
156 } else if (armP->memorySize < 1) {
157 PetscCall(PetscInfo(ls, "OWArmijo line search error: memory_size (%" PetscInt_FMT ") < 1\n", armP->memorySize));
158 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER;
159 } else if ((armP->referencePolicy != REFERENCE_MAX) && (armP->referencePolicy != REFERENCE_AVE) && (armP->referencePolicy != REFERENCE_MEAN)) {
160 PetscCall(PetscInfo(ls, "OWArmijo line search error: reference_policy invalid\n"));
161 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER;
162 } else if ((armP->replacementPolicy != REPLACE_FIFO) && (armP->replacementPolicy != REPLACE_MRU)) {
163 PetscCall(PetscInfo(ls, "OWArmijo line search error: replacement_policy invalid\n"));
164 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER;
165 } else if (PetscIsInfOrNanReal(*f)) {
166 PetscCall(PetscInfo(ls, "OWArmijo line search error: initial function inf or nan\n"));
167 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER;
168 }
169
170 if (ls->reason != TAOLINESEARCH_CONTINUE_ITERATING) PetscFunctionReturn(PETSC_SUCCESS);
171
172 /* Check to see of the memory has been allocated. If not, allocate
173 the historical array and populate it with the initial function
174 values. */
175 if (!armP->memory) PetscCall(PetscMalloc1(armP->memorySize, &armP->memory));
176
177 if (!armP->memorySetup) {
178 for (i = 0; i < armP->memorySize; i++) armP->memory[i] = armP->alpha * (*f);
179 armP->current = 0;
180 armP->lastReference = armP->memory[0];
181 armP->memorySetup = PETSC_TRUE;
182 }
183
184 /* Calculate reference value (MAX) */
185 ref = armP->memory[0];
186 idx = 0;
187
188 for (i = 1; i < armP->memorySize; i++) {
189 if (armP->memory[i] > ref) {
190 ref = armP->memory[i];
191 idx = i;
192 }
193 }
194
195 if (armP->referencePolicy == REFERENCE_AVE) {
196 ref = 0;
197 for (i = 0; i < armP->memorySize; i++) ref += armP->memory[i];
198 ref = ref / armP->memorySize;
199 ref = PetscMax(ref, armP->memory[armP->current]);
200 } else if (armP->referencePolicy == REFERENCE_MEAN) {
201 ref = PetscMin(ref, 0.5 * (armP->lastReference + armP->memory[armP->current]));
202 }
203
204 if (armP->nondescending) fact = armP->sigma;
205
206 PetscCall(VecDuplicate(g, &g_old));
207 PetscCall(VecCopy(g, g_old));
208
209 ls->step = ls->initstep;
210 while (ls->step >= owlqn_minstep && ls->nfeval < ls->max_funcs) {
211 /* Calculate iterate */
212 ++its;
213 PetscCall(VecWAXPY(armP->work, ls->step, s, x));
214
215 partgdx = 0.0;
216 PetscCall(ProjWork_OWLQN(armP->work, x, g_old, &partgdx));
217 PetscCallMPI(MPIU_Allreduce(&partgdx, &gdx, 1, MPIU_REAL, MPIU_SUM, comm));
218
219 /* Check the condition of gdx */
220 if (PetscIsInfOrNanReal(gdx)) {
221 PetscCall(PetscInfo(ls, "Initial Line Search step * g is infinity or NaN (%g)\n", (double)gdx));
222 ls->reason = TAOLINESEARCH_FAILED_INFORNAN;
223 PetscFunctionReturn(PETSC_SUCCESS);
224 }
225 if (gdx >= 0.0) {
226 PetscCall(PetscInfo(ls, "Initial Line Search step is not descent direction (g's=%g)\n", (double)gdx));
227 ls->reason = TAOLINESEARCH_FAILED_ASCENT;
228 PetscFunctionReturn(PETSC_SUCCESS);
229 }
230
231 /* Calculate function at new iterate */
232 PetscCall(VecLockReadPush(x));
233 PetscCall(TaoLineSearchComputeObjectiveAndGradient(ls, armP->work, f, g));
234 PetscCall(VecLockReadPop(x));
235 g_computed = PETSC_TRUE;
236
237 PetscCall(TaoLineSearchMonitor(ls, its, *f, ls->step));
238
239 if (ls->step == ls->initstep) ls->f_fullstep = *f;
240
241 if (PetscIsInfOrNanReal(*f)) {
242 ls->step *= armP->beta_inf;
243 } else {
244 /* Check descent condition */
245 if (armP->nondescending && *f <= ref - ls->step * fact * ref) break;
246 if (!armP->nondescending && *f <= ref + armP->sigma * gdx) break;
247 ls->step *= armP->beta;
248 }
249 }
250 PetscCall(VecDestroy(&g_old));
251
252 /* Check termination */
253 if (PetscIsInfOrNanReal(*f)) {
254 PetscCall(PetscInfo(ls, "Function is inf or nan.\n"));
255 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER;
256 } else if (ls->step < owlqn_minstep) {
257 PetscCall(PetscInfo(ls, "Step length is below tolerance.\n"));
258 ls->reason = TAOLINESEARCH_HALTED_RTOL;
259 } else if (ls->nfeval >= ls->max_funcs) {
260 PetscCall(PetscInfo(ls, "Number of line search function evals (%" PetscInt_FMT ") > maximum allowed (%" PetscInt_FMT ")\n", ls->nfeval, ls->max_funcs));
261 ls->reason = TAOLINESEARCH_HALTED_MAXFCN;
262 }
263 if (ls->reason) PetscFunctionReturn(PETSC_SUCCESS);
264
265 /* Successful termination, update memory */
266 ls->reason = TAOLINESEARCH_SUCCESS;
267 armP->lastReference = ref;
268 if (armP->replacementPolicy == REPLACE_FIFO) {
269 armP->memory[armP->current++] = *f;
270 if (armP->current >= armP->memorySize) armP->current = 0;
271 } else {
272 armP->current = idx;
273 armP->memory[idx] = *f;
274 }
275
276 /* Update iterate and compute gradient */
277 PetscCall(VecCopy(armP->work, x));
278 if (!g_computed) PetscCall(TaoLineSearchComputeGradient(ls, x, g));
279 PetscCall(PetscInfo(ls, "%" PetscInt_FMT " function evals in line search, step = %10.4f\n", ls->nfeval, (double)ls->step));
280 PetscFunctionReturn(PETSC_SUCCESS);
281 }
282
283 /*MC
284 TAOLINESEARCHOWARMIJO - Special line-search type for the Orthant-Wise Limited Quasi-Newton (`TAOOWLQN`) algorithm.
285 Should not be used with any other algorithm.
286
287 Level: developer
288
289 .seealso: `TaoLineSearch`, `TAOOWLQN`, `Tao`
290 M*/
TaoLineSearchCreate_OWArmijo(TaoLineSearch ls)291 PETSC_EXTERN PetscErrorCode TaoLineSearchCreate_OWArmijo(TaoLineSearch ls)
292 {
293 TaoLineSearch_OWARMIJO *armP;
294
295 PetscFunctionBegin;
296 PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1);
297 PetscCall(PetscNew(&armP));
298
299 armP->memory = NULL;
300 armP->alpha = 1.0;
301 armP->beta = 0.25;
302 armP->beta_inf = 0.25;
303 armP->sigma = 1e-4;
304 armP->memorySize = 1;
305 armP->referencePolicy = REFERENCE_MAX;
306 armP->replacementPolicy = REPLACE_MRU;
307 armP->nondescending = PETSC_FALSE;
308 ls->data = (void *)armP;
309 ls->initstep = 0.1;
310 ls->ops->monitor = NULL;
311 ls->ops->setup = NULL;
312 ls->ops->reset = NULL;
313 ls->ops->apply = TaoLineSearchApply_OWArmijo;
314 ls->ops->view = TaoLineSearchView_OWArmijo;
315 ls->ops->destroy = TaoLineSearchDestroy_OWArmijo;
316 ls->ops->setfromoptions = TaoLineSearchSetFromOptions_OWArmijo;
317 PetscFunctionReturn(PETSC_SUCCESS);
318 }
319