impls/owlqn/owlqn.c

54   TAO_OWLQN                   *lmP = (TAO_OWLQN *)tao->data;
66   PetscCall(VecCopy(tao->gradient, lmP->GV));
67   PetscCall(ComputePseudoGrad_OWLQN(tao->solution, lmP->GV, lmP->lambda));
68   PetscCall(VecNorm(lmP->GV, NORM_2, &gnorm));
79   PetscCall(MatLMVMSetJ0Scale(lmP->M, delta));
82   lmP->bfgs  = 0;
83   lmP->sgrad = 0;
84   lmP->grad  = 0;
92     PetscCall(MatLMVMUpdate(lmP->M, tao->solution, tao->gradient));
93     PetscCall(MatSolve(lmP->M, lmP->GV, lmP->D));
95     PetscCall(ProjDirect_OWLQN(lmP->D, lmP->GV));
97     ++lmP->bfgs;
100     PetscCall(VecDot(lmP->D, lmP->GV, &gdx));
108       ++lmP->grad;
111       PetscCall(MatLMVMSetJ0Scale(lmP->M, delta));
112       PetscCall(MatLMVMReset(lmP->M, PETSC_FALSE));
113       PetscCall(MatLMVMUpdate(lmP->M, tao->solution, tao->gradient));
114       PetscCall(MatSolve(lmP->M, lmP->GV, lmP->D));
116       PetscCall(ProjDirect_OWLQN(lmP->D, lmP->GV));
118       lmP->bfgs = 1;
119       ++lmP->sgrad;
122       if (1 == lmP->bfgs) {
124         ++lmP->sgrad;
127         ++lmP->bfgs;
132     PetscCall(VecScale(lmP->D, -1.0));
136     PetscCall(VecCopy(tao->solution, lmP->Xold));
137     PetscCall(VecCopy(tao->gradient, lmP->Gold));
139     PetscCall(TaoLineSearchApply(tao->linesearch, tao->solution, &f, lmP->GV, lmP->D, &step, &ls_status));
145       PetscCall(VecCopy(lmP->Xold, tao->solution));
146       PetscCall(VecCopy(lmP->Gold, tao->gradient));
147       PetscCall(VecCopy(tao->gradient, lmP->GV));
149       PetscCall(ComputePseudoGrad_OWLQN(tao->solution, lmP->GV, lmP->lambda));
157         PetscCall(MatLMVMSetJ0Scale(lmP->M, delta));
158         PetscCall(MatLMVMReset(lmP->M, PETSC_FALSE));
159         PetscCall(MatLMVMUpdate(lmP->M, tao->solution, tao->gradient));
160         PetscCall(MatSolve(lmP->M, lmP->GV, lmP->D));
162         PetscCall(ProjDirect_OWLQN(lmP->D, lmP->GV));
164         lmP->bfgs = 1;
165         ++lmP->sgrad;
173         PetscCall(MatLMVMSetJ0Scale(lmP->M, 1.0));
174         PetscCall(MatLMVMReset(lmP->M, PETSC_FALSE));
175         PetscCall(MatLMVMUpdate(lmP->M, tao->solution, tao->gradient));
176         PetscCall(MatSolve(lmP->M, lmP->GV, lmP->D));
178         PetscCall(ProjDirect_OWLQN(lmP->D, lmP->GV));
180         lmP->bfgs = 1;
181         ++lmP->grad;
185       PetscCall(VecScale(lmP->D, -1.0));
188       PetscCall(TaoLineSearchApply(tao->linesearch, tao->solution, &f, lmP->GV, lmP->D, &step, &ls_status));
195       PetscCall(VecCopy(lmP->Xold, tao->solution));
196       PetscCall(VecCopy(lmP->Gold, tao->gradient));
197       PetscCall(VecCopy(tao->gradient, lmP->GV));
201       PetscCall(VecCopy(lmP->GV, tao->gradient));
204     PetscCall(ComputePseudoGrad_OWLQN(tao->solution, lmP->GV, lmP->lambda));
208     PetscCall(VecNorm(lmP->GV, NORM_2, &gnorm));
222   TAO_OWLQN *lmP = (TAO_OWLQN *)tao->data;
229   if (!lmP->D) PetscCall(VecDuplicate(tao->solution, &lmP->D));
230   if (!lmP->GV) PetscCall(VecDuplicate(tao->solution, &lmP->GV));
231   if (!lmP->Xold) PetscCall(VecDuplicate(tao->solution, &lmP->Xold));
232   if (!lmP->Gold) PetscCall(VecDuplicate(tao->solution, &lmP->Gold));
237   PetscCall(MatCreateLMVMBFGS(((PetscObject)tao)->comm, n, N, &lmP->M));
238   PetscCall(MatLMVMAllocate(lmP->M, tao->solution, tao->gradient));
244   TAO_OWLQN *lmP = (TAO_OWLQN *)tao->data;
248     PetscCall(VecDestroy(&lmP->Xold));
249     PetscCall(VecDestroy(&lmP->Gold));
250     PetscCall(VecDestroy(&lmP->D));
251     PetscCall(MatDestroy(&lmP->M));
252     PetscCall(VecDestroy(&lmP->GV));
260   TAO_OWLQN *lmP = (TAO_OWLQN *)tao->data;
264   PetscCall(PetscOptionsReal("-tao_owlqn_lambda", "regulariser weight", "", 100, &lmP->lambda, NULL));
297   TAO_OWLQN  *lmP;
307   PetscCall(PetscNew(&lmP));
308   lmP->D      = NULL;
309   lmP->M      = NULL;
310   lmP->GV     = NULL;
311   lmP->Xold   = NULL;
312   lmP->Gold   = NULL;
313   lmP->lambda = 1.0;
315   tao->data = (void *)lmP;