impls/owlqn/owlqn.c

2 #include <../src/tao/unconstrained/impls/owlqn/owlqn.h>
52 static PetscErrorCode TaoSolve_OWLQN(Tao tao)
54   TAO_OWLQN                   *lmP = (TAO_OWLQN *)tao->data;
62   if (tao->XL || tao->XU || tao->ops->computebounds) PetscCall(PetscInfo(tao, "WARNING: Variable bounds have been set but will be ignored by owlqn algorithm\n"));
65   PetscCall(TaoComputeObjectiveAndGradient(tao, tao->solution, &f, tao->gradient));
66   PetscCall(VecCopy(tao->gradient, lmP->GV));
67   PetscCall(ComputePseudoGrad_OWLQN(tao->solution, lmP->GV, lmP->lambda));
69   PetscCheck(!PetscIsInfOrNanReal(f) && !PetscIsInfOrNanReal(gnorm), PetscObjectComm((PetscObject)tao), PETSC_ERR_USER, "User provided compute function generated infinity or NaN");
71   tao->reason = TAO_CONTINUE_ITERATING;
72   PetscCall(TaoLogConvergenceHistory(tao, f, gnorm, 0.0, tao->ksp_its));
73   PetscCall(TaoMonitor(tao, tao->niter, f, gnorm, 0.0, step));
74   PetscUseTypeMethod(tao, convergencetest, tao->cnvP);
75   if (tao->reason != TAO_CONTINUE_ITERATING) PetscFunctionReturn(PETSC_SUCCESS);
87   while (tao->reason == TAO_CONTINUE_ITERATING) {
89     PetscTryTypeMethod(tao, update, tao->niter, tao->user_update);
92     PetscCall(MatLMVMUpdate(lmP->M, tao->solution, tao->gradient));
113       PetscCall(MatLMVMUpdate(lmP->M, tao->solution, tao->gradient));
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));
140     PetscCall(TaoAddLineSearchCounts(tao));
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));
159         PetscCall(MatLMVMUpdate(lmP->M, tao->solution, tao->gradient));
175         PetscCall(MatLMVMUpdate(lmP->M, tao->solution, tao->gradient));
188       PetscCall(TaoLineSearchApply(tao->linesearch, tao->solution, &f, lmP->GV, lmP->D, &step, &ls_status));
189       PetscCall(TaoAddLineSearchCounts(tao));
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));
210     ++tao->niter;
211     PetscCall(TaoLogConvergenceHistory(tao, f, gnorm, 0.0, tao->ksp_its));
212     PetscCall(TaoMonitor(tao, tao->niter, f, gnorm, 0.0, step));
213     PetscUseTypeMethod(tao, convergencetest, tao->cnvP);
220 static PetscErrorCode TaoSetUp_OWLQN(Tao tao)
222   TAO_OWLQN *lmP = (TAO_OWLQN *)tao->data;
226   /* Existence of tao->solution checked in TaoSetUp() */
227   if (!tao->gradient) PetscCall(VecDuplicate(tao->solution, &tao->gradient));
228   if (!tao->stepdirection) PetscCall(VecDuplicate(tao->solution, &tao->stepdirection));
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));
235   PetscCall(VecGetLocalSize(tao->solution, &n));
236   PetscCall(VecGetSize(tao->solution, &N));
237   PetscCall(MatCreateLMVMBFGS(((PetscObject)tao)->comm, n, N, &lmP->M));
238   PetscCall(MatLMVMAllocate(lmP->M, tao->solution, tao->gradient));
242 static PetscErrorCode TaoDestroy_OWLQN(Tao tao)
244   TAO_OWLQN *lmP = (TAO_OWLQN *)tao->data;
247   if (tao->setupcalled) {
254   PetscCall(PetscFree(tao->data));
258 static PetscErrorCode TaoSetFromOptions_OWLQN(Tao tao, PetscOptionItems PetscOptionsObject)
260   TAO_OWLQN *lmP = (TAO_OWLQN *)tao->data;
266   PetscCall(TaoLineSearchSetFromOptions(tao->linesearch));
270 static PetscErrorCode TaoView_OWLQN(Tao tao, PetscViewer viewer)
272   TAO_OWLQN *lm = (TAO_OWLQN *)tao->data;
295 PETSC_EXTERN PetscErrorCode TaoCreate_OWLQN(Tao tao)
301   tao->ops->setup          = TaoSetUp_OWLQN;
302   tao->ops->solve          = TaoSolve_OWLQN;
303   tao->ops->view           = TaoView_OWLQN;
304   tao->ops->setfromoptions = TaoSetFromOptions_OWLQN;
305   tao->ops->destroy        = TaoDestroy_OWLQN;
315   tao->data = (void *)lmP;
317   PetscCall(TaoParametersInitialize(tao));
318   PetscObjectParameterSetDefault(tao, max_it, 2000);
319   PetscObjectParameterSetDefault(tao, max_funcs, 4000);
321   PetscCall(TaoLineSearchCreate(((PetscObject)tao)->comm, &tao->linesearch));
322   PetscCall(PetscObjectIncrementTabLevel((PetscObject)tao->linesearch, (PetscObject)tao, 1));
323   PetscCall(TaoLineSearchSetType(tao->linesearch, owarmijo_type));
324   PetscCall(TaoLineSearchUseTaoRoutines(tao->linesearch, tao));
325   PetscCall(TaoLineSearchSetOptionsPrefix(tao->linesearch, tao->hdr.prefix));