xref: /petsc/src/tao/bound/impls/bncg/bncg.c (revision 560169d08178e182c4bde5c8ce4a30e62bc710ea)
1ac9112b8SAlp Dener #include <petsctaolinesearch.h>
2ac9112b8SAlp Dener #include <../src/tao/bound/impls/bncg/bncg.h>
3ac9112b8SAlp Dener 
4ac9112b8SAlp Dener #define CG_FletcherReeves       0
5ac9112b8SAlp Dener #define CG_PolakRibiere         1
6ac9112b8SAlp Dener #define CG_PolakRibierePlus     2
7ac9112b8SAlp Dener #define CG_HestenesStiefel      3
8ac9112b8SAlp Dener #define CG_DaiYuan              4
9*560169d0SAlp Dener #define CG_GradientDescent      5
10*560169d0SAlp Dener #define CG_Types                6
11ac9112b8SAlp Dener 
12*560169d0SAlp Dener static const char *CG_Table[64] = {"fr", "pr", "prp", "hs", "dy", "gd"};
13ac9112b8SAlp Dener 
1461be54a6SAlp Dener #define CG_AS_NONE       0
1561be54a6SAlp Dener #define CG_AS_BERTSEKAS  1
1661be54a6SAlp Dener #define CG_AS_SIZE       2
17ac9112b8SAlp Dener 
1861be54a6SAlp Dener static const char *CG_AS_TYPE[64] = {"none", "bertsekas"};
19ac9112b8SAlp Dener 
20c0f10754SAlp Dener PetscErrorCode TaoBNCGSetRecycleFlag(Tao tao, PetscBool recycle)
21c0f10754SAlp Dener {
22c0f10754SAlp Dener   TAO_BNCG                     *cg = (TAO_BNCG*)tao->data;
23c0f10754SAlp Dener 
24c0f10754SAlp Dener   PetscFunctionBegin;
25c0f10754SAlp Dener   cg->recycle = recycle;
26c0f10754SAlp Dener   PetscFunctionReturn(0);
27c0f10754SAlp Dener }
28c0f10754SAlp Dener 
2961be54a6SAlp Dener PetscErrorCode TaoBNCGEstimateActiveSet(Tao tao, PetscInt asType)
3061be54a6SAlp Dener {
3161be54a6SAlp Dener   PetscErrorCode               ierr;
3261be54a6SAlp Dener   TAO_BNCG                     *cg = (TAO_BNCG *)tao->data;
3361be54a6SAlp Dener 
3461be54a6SAlp Dener   PetscFunctionBegin;
3561be54a6SAlp Dener   ierr = ISDestroy(&cg->inactive_old);CHKERRQ(ierr);
3661be54a6SAlp Dener   if (cg->inactive_idx) {
3761be54a6SAlp Dener     ierr = ISDuplicate(cg->inactive_idx, &cg->inactive_old);CHKERRQ(ierr);
3861be54a6SAlp Dener     ierr = ISCopy(cg->inactive_idx, cg->inactive_old);CHKERRQ(ierr);
3961be54a6SAlp Dener   }
4061be54a6SAlp Dener   switch (asType) {
4161be54a6SAlp Dener   case CG_AS_NONE:
4261be54a6SAlp Dener     ierr = ISDestroy(&cg->inactive_idx);CHKERRQ(ierr);
4361be54a6SAlp Dener     ierr = VecWhichInactive(tao->XL, tao->solution, cg->unprojected_gradient, tao->XU, PETSC_TRUE, &cg->inactive_idx);CHKERRQ(ierr);
4461be54a6SAlp Dener     ierr = ISDestroy(&cg->active_idx);CHKERRQ(ierr);
4561be54a6SAlp Dener     ierr = ISComplementVec(cg->inactive_idx, tao->solution, &cg->active_idx);CHKERRQ(ierr);
4661be54a6SAlp Dener     break;
4761be54a6SAlp Dener 
4861be54a6SAlp Dener   case CG_AS_BERTSEKAS:
4961be54a6SAlp Dener     /* Use gradient descent to estimate the active set */
5061be54a6SAlp Dener     ierr = VecCopy(cg->unprojected_gradient, cg->W);CHKERRQ(ierr);
5161be54a6SAlp Dener     ierr = VecScale(cg->W, -1.0);CHKERRQ(ierr);
5289da521bSAlp Dener     ierr = TaoEstimateActiveBounds(tao->solution, tao->XL, tao->XU, cg->unprojected_gradient, cg->W, cg->work, cg->as_step, &cg->as_tol,
5389da521bSAlp Dener                                    &cg->active_lower, &cg->active_upper, &cg->active_fixed, &cg->active_idx, &cg->inactive_idx);CHKERRQ(ierr);
54c4b75bccSAlp Dener     break;
5561be54a6SAlp Dener 
5661be54a6SAlp Dener   default:
5761be54a6SAlp Dener     break;
5861be54a6SAlp Dener   }
5961be54a6SAlp Dener   PetscFunctionReturn(0);
6061be54a6SAlp Dener }
6161be54a6SAlp Dener 
62a1318120SAlp Dener PetscErrorCode TaoBNCGBoundStep(Tao tao, PetscInt asType, Vec step)
6361be54a6SAlp Dener {
6461be54a6SAlp Dener   PetscErrorCode               ierr;
6561be54a6SAlp Dener   TAO_BNCG                     *cg = (TAO_BNCG *)tao->data;
6661be54a6SAlp Dener 
6761be54a6SAlp Dener   PetscFunctionBegin;
68a1318120SAlp Dener   switch (asType) {
6961be54a6SAlp Dener   case CG_AS_NONE:
70c4b75bccSAlp Dener     ierr = VecISSet(step, cg->active_idx, 0.0);CHKERRQ(ierr);
7161be54a6SAlp Dener     break;
7261be54a6SAlp Dener 
7361be54a6SAlp Dener   case CG_AS_BERTSEKAS:
74c4b75bccSAlp Dener     ierr = TaoBoundStep(tao->solution, tao->XL, tao->XU, cg->active_lower, cg->active_upper, cg->active_fixed, 1.0, step);CHKERRQ(ierr);
7561be54a6SAlp Dener     break;
7661be54a6SAlp Dener 
7761be54a6SAlp Dener   default:
7861be54a6SAlp Dener     break;
7961be54a6SAlp Dener   }
8061be54a6SAlp Dener   PetscFunctionReturn(0);
8161be54a6SAlp Dener }
8261be54a6SAlp Dener 
83ac9112b8SAlp Dener static PetscErrorCode TaoSolve_BNCG(Tao tao)
84ac9112b8SAlp Dener {
85ac9112b8SAlp Dener   TAO_BNCG                     *cg = (TAO_BNCG*)tao->data;
86ac9112b8SAlp Dener   PetscErrorCode               ierr;
87ac9112b8SAlp Dener   TaoLineSearchConvergedReason ls_status = TAOLINESEARCH_CONTINUE_ITERATING;
8889da521bSAlp Dener   PetscReal                    step=1.0,gnorm,gnorm2,gd,ginner,beta,dnorm;
8989da521bSAlp Dener   PetscReal                    gd_old,gnorm2_old,f_old,resnorm;
90*560169d0SAlp Dener   PetscBool                    cg_restart, gd_fallback = PETSC_FALSE;
91c4b75bccSAlp Dener   PetscInt                     nDiff;
92ac9112b8SAlp Dener 
93ac9112b8SAlp Dener   PetscFunctionBegin;
94ac9112b8SAlp Dener   /*   Project the current point onto the feasible set */
95ac9112b8SAlp Dener   ierr = TaoComputeVariableBounds(tao);CHKERRQ(ierr);
96ac9112b8SAlp Dener   ierr = TaoLineSearchSetVariableBounds(tao->linesearch,tao->XL,tao->XU);CHKERRQ(ierr);
97ac9112b8SAlp Dener 
98ac9112b8SAlp Dener   /* Project the initial point onto the feasible region */
993b063059SAlp Dener   ierr = TaoBoundSolution(tao->solution, tao->XL,tao->XU, 0.0, &nDiff, tao->solution);CHKERRQ(ierr);
100ac9112b8SAlp Dener 
101e046c495SAlp Dener   if (nDiff > 0 || !cg->recycle) {
10211eb65dcSAlp Dener     /*  Solver is not being recycled so just compute the objective function and criteria */
103c0f10754SAlp Dener     ierr = TaoComputeObjectiveAndGradient(tao, tao->solution, &cg->f, cg->unprojected_gradient);CHKERRQ(ierr);
10411eb65dcSAlp Dener   } else {
10511eb65dcSAlp Dener     /* We are recycling, so we have to compute ||g_old||^2 for use in the CG step calculation */
10611eb65dcSAlp Dener     ierr = VecDot(cg->G_old, cg->G_old, &gnorm2_old);CHKERRQ(ierr);
107c0f10754SAlp Dener   }
108ac9112b8SAlp Dener   ierr = VecNorm(cg->unprojected_gradient,NORM_2,&gnorm);CHKERRQ(ierr);
109c0f10754SAlp Dener   if (PetscIsInfOrNanReal(cg->f) || PetscIsInfOrNanReal(gnorm)) SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN");
110ac9112b8SAlp Dener 
11161be54a6SAlp Dener   /* Estimate the active set and compute the projected gradient */
11261be54a6SAlp Dener   ierr = TaoBNCGEstimateActiveSet(tao, cg->as_type);CHKERRQ(ierr);
11361be54a6SAlp Dener 
114ac9112b8SAlp Dener   /* Project the gradient and calculate the norm */
11561be54a6SAlp Dener   ierr = VecCopy(cg->unprojected_gradient, tao->gradient);CHKERRQ(ierr);
11661be54a6SAlp Dener   ierr = VecISSet(tao->gradient, cg->active_idx, 0.0);CHKERRQ(ierr);
117ac9112b8SAlp Dener   ierr = VecNorm(tao->gradient,NORM_2,&gnorm);CHKERRQ(ierr);
118ac9112b8SAlp Dener   gnorm2 = gnorm*gnorm;
119ac9112b8SAlp Dener 
120ac9112b8SAlp Dener   /* Convergence check */
121e031d6f5SAlp Dener   tao->niter = 0;
122ac9112b8SAlp Dener   tao->reason = TAO_CONTINUE_ITERATING;
12389da521bSAlp Dener   ierr = TaoLogConvergenceHistory(tao, cg->f, gnorm, 0.0, tao->ksp_its);CHKERRQ(ierr);
12489da521bSAlp Dener   ierr = TaoMonitor(tao, tao->niter, cg->f, gnorm, 0.0, step);CHKERRQ(ierr);
125ac9112b8SAlp Dener   ierr = (*tao->ops->convergencetest)(tao,tao->cnvP);CHKERRQ(ierr);
126ac9112b8SAlp Dener   if (tao->reason != TAO_CONTINUE_ITERATING) PetscFunctionReturn(0);
127ac9112b8SAlp Dener 
128ac9112b8SAlp Dener   /* Start optimization iterations */
129e031d6f5SAlp Dener   cg->ls_fails = cg->broken_ortho = cg->descent_error = 0;
130ac9112b8SAlp Dener   cg->resets = -1;
131ac9112b8SAlp Dener   while (tao->reason == TAO_CONTINUE_ITERATING) {
132c4b75bccSAlp Dener     ++tao->niter;
13389da521bSAlp Dener 
13489da521bSAlp Dener     /* Check restart conditions for using steepest descent */
135ac9112b8SAlp Dener     cg_restart = PETSC_FALSE;
136ac9112b8SAlp Dener     ierr = VecDot(tao->gradient, cg->G_old, &ginner);CHKERRQ(ierr);
137937a31a1SAlp Dener     ierr = VecNorm(tao->stepdirection, NORM_2, &dnorm);CHKERRQ(ierr);
138c4b75bccSAlp Dener     if (tao->niter == 1 && !cg->recycle && dnorm != 0.0) {
139937a31a1SAlp Dener       /* 1) First iteration, with recycle disabled, and a non-zero previous step */
140ac9112b8SAlp Dener       cg_restart = PETSC_TRUE;
141ac9112b8SAlp Dener     } else if (PetscAbsScalar(ginner) >= cg->eta * gnorm2) {
142ac9112b8SAlp Dener       /* 2) Gradients are far from orthogonal */
143ac9112b8SAlp Dener       cg_restart = PETSC_TRUE;
144c4b75bccSAlp Dener       ++cg->broken_ortho;
145ac9112b8SAlp Dener     }
146ac9112b8SAlp Dener 
147ac9112b8SAlp Dener     /* Compute CG step */
148ac9112b8SAlp Dener     if (cg_restart) {
149ac9112b8SAlp Dener       beta = 0.0;
150c4b75bccSAlp Dener       ++cg->resets;
151ac9112b8SAlp Dener     } else {
152ac9112b8SAlp Dener       switch (cg->cg_type) {
153ac9112b8SAlp Dener       case CG_FletcherReeves:
154ac9112b8SAlp Dener         beta = gnorm2 / gnorm2_old;
155ac9112b8SAlp Dener         break;
156ac9112b8SAlp Dener 
157ac9112b8SAlp Dener       case CG_PolakRibiere:
158ac9112b8SAlp Dener         beta = (gnorm2 - ginner) / gnorm2_old;
159ac9112b8SAlp Dener         break;
160ac9112b8SAlp Dener 
161ac9112b8SAlp Dener       case CG_PolakRibierePlus:
162ac9112b8SAlp Dener         beta = PetscMax((gnorm2-ginner)/gnorm2_old, 0.0);
163ac9112b8SAlp Dener         break;
164ac9112b8SAlp Dener 
165ac9112b8SAlp Dener       case CG_HestenesStiefel:
166ac9112b8SAlp Dener         ierr = VecDot(tao->gradient, tao->stepdirection, &gd);CHKERRQ(ierr);
167ac9112b8SAlp Dener         ierr = VecDot(cg->G_old, tao->stepdirection, &gd_old);CHKERRQ(ierr);
168ac9112b8SAlp Dener         beta = (gnorm2 - ginner) / (gd - gd_old);
169ac9112b8SAlp Dener         break;
170ac9112b8SAlp Dener 
171ac9112b8SAlp Dener       case CG_DaiYuan:
172ac9112b8SAlp Dener         ierr = VecDot(tao->gradient, tao->stepdirection, &gd);CHKERRQ(ierr);
173ac9112b8SAlp Dener         ierr = VecDot(cg->G_old, tao->stepdirection, &gd_old);CHKERRQ(ierr);
174ac9112b8SAlp Dener         beta = gnorm2 / (gd - gd_old);
175ac9112b8SAlp Dener         break;
176ac9112b8SAlp Dener 
177*560169d0SAlp Dener       case CG_GradientDescent:
178*560169d0SAlp Dener         beta = 0.0;
179*560169d0SAlp Dener         break;
180*560169d0SAlp Dener 
181ac9112b8SAlp Dener       default:
182ac9112b8SAlp Dener         beta = 0.0;
183ac9112b8SAlp Dener         break;
184ac9112b8SAlp Dener       }
185ac9112b8SAlp Dener     }
186ac9112b8SAlp Dener 
187ac9112b8SAlp Dener     /*  Compute the direction d=-g + beta*d */
188ac9112b8SAlp Dener     ierr = VecAXPBY(tao->stepdirection, -1.0, beta, tao->gradient);CHKERRQ(ierr);
189a1318120SAlp Dener     ierr = TaoBNCGBoundStep(tao, cg->as_type, tao->stepdirection);CHKERRQ(ierr);
19089da521bSAlp Dener 
191*560169d0SAlp Dener     if (cg->cg_type != CG_GradientDescent) {
19289da521bSAlp Dener       /* Figure out which previously active variables became inactive this iteration */
19361be54a6SAlp Dener       ierr = ISDestroy(&cg->new_inactives);CHKERRQ(ierr);
19489da521bSAlp Dener       if (cg->inactive_idx && cg->inactive_old) {
1950b7db9bbSAlp Dener         ierr = ISDifference(cg->inactive_idx, cg->inactive_old, &cg->new_inactives);CHKERRQ(ierr);
19689da521bSAlp Dener       }
19789da521bSAlp Dener 
19889da521bSAlp Dener       /* Selectively reset the CG step those freshly inactive variables */
1997529f6b4SAlp Dener       if (cg->new_inactives) {
20061be54a6SAlp Dener         ierr = VecGetSubVector(tao->stepdirection, cg->new_inactives, &cg->inactive_step);CHKERRQ(ierr);
20189da521bSAlp Dener         ierr = VecGetSubVector(cg->unprojected_gradient, cg->new_inactives, &cg->inactive_grad);CHKERRQ(ierr);
20261be54a6SAlp Dener         ierr = VecCopy(cg->inactive_grad, cg->inactive_step);CHKERRQ(ierr);
20361be54a6SAlp Dener         ierr = VecScale(cg->inactive_step, -1.0);CHKERRQ(ierr);
20461be54a6SAlp Dener         ierr = VecRestoreSubVector(tao->stepdirection, cg->new_inactives, &cg->inactive_step);CHKERRQ(ierr);
20589da521bSAlp Dener         ierr = VecRestoreSubVector(cg->unprojected_gradient, cg->new_inactives, &cg->inactive_grad);CHKERRQ(ierr);
2067529f6b4SAlp Dener       }
207ac9112b8SAlp Dener 
208ac9112b8SAlp Dener       /* Verify that this is a descent direction */
209ac9112b8SAlp Dener       ierr = VecDot(tao->gradient, tao->stepdirection, &gd);CHKERRQ(ierr);
210*560169d0SAlp Dener       ierr = VecNorm(tao->stepdirection, NORM_2, &dnorm);
211ac9112b8SAlp Dener       if (gd > -cg->rho*PetscPowReal(dnorm, cg->pow)) {
212ac9112b8SAlp Dener         /* Not a descent direction, so we reset back to projected gradient descent */
213ac9112b8SAlp Dener         ierr = VecAXPBY(tao->stepdirection, -1.0, 0.0, tao->gradient);CHKERRQ(ierr);
214*560169d0SAlp Dener         ierr = TaoBNCGBoundStep(tao, cg->as_type, tao->stepdirection);CHKERRQ(ierr);
215c4b75bccSAlp Dener         ++cg->resets;
216c4b75bccSAlp Dener         ++cg->descent_error;
217*560169d0SAlp Dener         gd_fallback = PETSC_TRUE;
218*560169d0SAlp Dener       } else {
219*560169d0SAlp Dener         gd_fallback = PETSC_FALSE;
220*560169d0SAlp Dener       }
221ac9112b8SAlp Dener     }
222ac9112b8SAlp Dener 
223ac9112b8SAlp Dener     /* Store solution and gradient info before it changes */
224ac9112b8SAlp Dener     ierr = VecCopy(tao->solution, cg->X_old);CHKERRQ(ierr);
225ac9112b8SAlp Dener     ierr = VecCopy(tao->gradient, cg->G_old);CHKERRQ(ierr);
226ac9112b8SAlp Dener     ierr = VecCopy(cg->unprojected_gradient, cg->unprojected_gradient_old);CHKERRQ(ierr);
227ac9112b8SAlp Dener     gnorm2_old = gnorm2;
228c0f10754SAlp Dener     f_old = cg->f;
229ac9112b8SAlp Dener 
230ac9112b8SAlp Dener     /* Perform bounded line search */
231c0f10754SAlp Dener     ierr = TaoLineSearchApply(tao->linesearch, tao->solution, &cg->f, cg->unprojected_gradient, tao->stepdirection, &step, &ls_status);CHKERRQ(ierr);
232ac9112b8SAlp Dener     ierr = TaoAddLineSearchCounts(tao);CHKERRQ(ierr);
233ac9112b8SAlp Dener 
234ac9112b8SAlp Dener     /*  Check linesearch failure */
235ac9112b8SAlp Dener     if (ls_status != TAOLINESEARCH_SUCCESS && ls_status != TAOLINESEARCH_SUCCESS_USER) {
236c4b75bccSAlp Dener       ++cg->ls_fails;
237ac9112b8SAlp Dener       /* Restore previous point */
238ac9112b8SAlp Dener       gnorm2 = gnorm2_old;
239c0f10754SAlp Dener       cg->f = f_old;
240ac9112b8SAlp Dener       ierr = VecCopy(cg->X_old, tao->solution);CHKERRQ(ierr);
241ac9112b8SAlp Dener       ierr = VecCopy(cg->G_old, tao->gradient);CHKERRQ(ierr);
242ac9112b8SAlp Dener       ierr = VecCopy(cg->unprojected_gradient_old, cg->unprojected_gradient);CHKERRQ(ierr);
243ac9112b8SAlp Dener 
244*560169d0SAlp Dener       if (cg->cg_type == CG_GradientDescent || gd_fallback){
245*560169d0SAlp Dener         /* Nothing left to do but fail out of the optimization */
246*560169d0SAlp Dener         step = 0.0;
247*560169d0SAlp Dener         tao->reason = TAO_DIVERGED_LS_FAILURE;
248*560169d0SAlp Dener       } else {
249*560169d0SAlp Dener         /* Fall back on the unscaled gradient step */
25061be54a6SAlp Dener         ierr = VecCopy(tao->gradient, tao->stepdirection);CHKERRQ(ierr);
251ac9112b8SAlp Dener         ierr = VecScale(tao->stepdirection, -1.0);CHKERRQ(ierr);
252a1318120SAlp Dener         ierr = TaoBNCGBoundStep(tao, cg->as_type, tao->stepdirection);CHKERRQ(ierr);
253*560169d0SAlp Dener 
254*560169d0SAlp Dener         ierr = TaoLineSearchSetInitialStepLength(tao->linesearch, 1.0);CHKERRQ(ierr);
255c0f10754SAlp Dener         ierr = TaoLineSearchApply(tao->linesearch, tao->solution, &cg->f, cg->unprojected_gradient, tao->stepdirection, &step, &ls_status);CHKERRQ(ierr);
256ac9112b8SAlp Dener         ierr = TaoAddLineSearchCounts(tao);CHKERRQ(ierr);
257ac9112b8SAlp Dener 
258ac9112b8SAlp Dener         if (ls_status != TAOLINESEARCH_SUCCESS && ls_status != TAOLINESEARCH_SUCCESS_USER){
259*560169d0SAlp Dener           cg->ls_fails++;
260ac9112b8SAlp Dener           /* Restore previous point */
261ac9112b8SAlp Dener           gnorm2 = gnorm2_old;
262c0f10754SAlp Dener           cg->f = f_old;
263ac9112b8SAlp Dener           ierr = VecCopy(cg->X_old, tao->solution);CHKERRQ(ierr);
264ac9112b8SAlp Dener           ierr = VecCopy(cg->G_old, tao->gradient);CHKERRQ(ierr);
265ac9112b8SAlp Dener           ierr = VecCopy(cg->unprojected_gradient_old, cg->unprojected_gradient);CHKERRQ(ierr);
266ac9112b8SAlp Dener 
267ac9112b8SAlp Dener           /* Nothing left to do but fail out of the optimization */
268ac9112b8SAlp Dener           step = 0.0;
269ac9112b8SAlp Dener           tao->reason = TAO_DIVERGED_LS_FAILURE;
270ac9112b8SAlp Dener         }
271ac9112b8SAlp Dener       }
272*560169d0SAlp Dener     }
273ac9112b8SAlp Dener 
274c4b75bccSAlp Dener     if (tao->reason != TAO_DIVERGED_LS_FAILURE) {
27561be54a6SAlp Dener       /* Estimate the active set at the new solution */
27661be54a6SAlp Dener       ierr = TaoBNCGEstimateActiveSet(tao, cg->as_type);CHKERRQ(ierr);
27761be54a6SAlp Dener 
278ac9112b8SAlp Dener       /* Compute the projected gradient and its norm */
27961be54a6SAlp Dener       ierr = VecCopy(cg->unprojected_gradient, tao->gradient);CHKERRQ(ierr);
28061be54a6SAlp Dener       ierr = VecISSet(tao->gradient, cg->active_idx, 0.0);CHKERRQ(ierr);
281ac9112b8SAlp Dener       ierr = VecNorm(tao->gradient,NORM_2,&gnorm);CHKERRQ(ierr);
282ac9112b8SAlp Dener       gnorm2 = gnorm*gnorm;
283c4b75bccSAlp Dener     }
284ac9112b8SAlp Dener 
285ac9112b8SAlp Dener     /* Convergence test */
28661be54a6SAlp Dener     ierr = VecFischer(tao->solution, cg->unprojected_gradient, tao->XL, tao->XU, cg->W);CHKERRQ(ierr);
28761be54a6SAlp Dener     ierr = VecNorm(cg->W, NORM_2, &resnorm);CHKERRQ(ierr);
288b4a30f08SAlp Dener     if (PetscIsInfOrNanReal(resnorm)) SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN");
28961be54a6SAlp Dener     ierr = TaoLogConvergenceHistory(tao, cg->f, resnorm, 0.0, tao->ksp_its);CHKERRQ(ierr);
29061be54a6SAlp Dener     ierr = TaoMonitor(tao, tao->niter, cg->f, resnorm, 0.0, step);CHKERRQ(ierr);
291ac9112b8SAlp Dener     ierr = (*tao->ops->convergencetest)(tao,tao->cnvP);CHKERRQ(ierr);
292ac9112b8SAlp Dener   }
293ac9112b8SAlp Dener   PetscFunctionReturn(0);
294ac9112b8SAlp Dener }
295ac9112b8SAlp Dener 
296ac9112b8SAlp Dener static PetscErrorCode TaoSetUp_BNCG(Tao tao)
297ac9112b8SAlp Dener {
298ac9112b8SAlp Dener   TAO_BNCG         *cg = (TAO_BNCG*)tao->data;
299ac9112b8SAlp Dener   PetscErrorCode ierr;
300ac9112b8SAlp Dener 
301ac9112b8SAlp Dener   PetscFunctionBegin;
302c4b75bccSAlp Dener   if (!tao->gradient) {
303c4b75bccSAlp Dener     ierr = VecDuplicate(tao->solution,&tao->gradient);CHKERRQ(ierr);
304c4b75bccSAlp Dener   }
305c4b75bccSAlp Dener   if (!tao->stepdirection) {
306c4b75bccSAlp Dener     ierr = VecDuplicate(tao->solution,&tao->stepdirection);CHKERRQ(ierr);
307c4b75bccSAlp Dener   }
308c4b75bccSAlp Dener   if (!cg->W) {
309c4b75bccSAlp Dener     ierr = VecDuplicate(tao->solution,&cg->W);CHKERRQ(ierr);
310c4b75bccSAlp Dener   }
311c4b75bccSAlp Dener   if (!cg->work) {
312c4b75bccSAlp Dener     ierr = VecDuplicate(tao->solution,&cg->work);CHKERRQ(ierr);
313c4b75bccSAlp Dener   }
314c4b75bccSAlp Dener   if (!cg->X_old) {
315c4b75bccSAlp Dener     ierr = VecDuplicate(tao->solution,&cg->X_old);CHKERRQ(ierr);
316c4b75bccSAlp Dener   }
317c4b75bccSAlp Dener   if (!cg->G_old) {
318c4b75bccSAlp Dener     ierr = VecDuplicate(tao->gradient,&cg->G_old);CHKERRQ(ierr);
319c4b75bccSAlp Dener   }
320c4b75bccSAlp Dener   if (!cg->unprojected_gradient) {
321c4b75bccSAlp Dener     ierr = VecDuplicate(tao->gradient,&cg->unprojected_gradient);CHKERRQ(ierr);
322c4b75bccSAlp Dener   }
323c4b75bccSAlp Dener   if (!cg->unprojected_gradient_old) {
324c4b75bccSAlp Dener     ierr = VecDuplicate(tao->gradient,&cg->unprojected_gradient_old);CHKERRQ(ierr);
325c4b75bccSAlp Dener   }
326ac9112b8SAlp Dener   PetscFunctionReturn(0);
327ac9112b8SAlp Dener }
328ac9112b8SAlp Dener 
329ac9112b8SAlp Dener static PetscErrorCode TaoDestroy_BNCG(Tao tao)
330ac9112b8SAlp Dener {
331ac9112b8SAlp Dener   TAO_BNCG       *cg = (TAO_BNCG*) tao->data;
332ac9112b8SAlp Dener   PetscErrorCode ierr;
333ac9112b8SAlp Dener 
334ac9112b8SAlp Dener   PetscFunctionBegin;
335ac9112b8SAlp Dener   if (tao->setupcalled) {
33661be54a6SAlp Dener     ierr = VecDestroy(&cg->W);CHKERRQ(ierr);
337c4b75bccSAlp Dener     ierr = VecDestroy(&cg->work);CHKERRQ(ierr);
338ac9112b8SAlp Dener     ierr = VecDestroy(&cg->X_old);CHKERRQ(ierr);
339ac9112b8SAlp Dener     ierr = VecDestroy(&cg->G_old);CHKERRQ(ierr);
340ac9112b8SAlp Dener     ierr = VecDestroy(&cg->unprojected_gradient);CHKERRQ(ierr);
341ac9112b8SAlp Dener     ierr = VecDestroy(&cg->unprojected_gradient_old);CHKERRQ(ierr);
342ac9112b8SAlp Dener   }
343ca964c49SAlp Dener   ierr = ISDestroy(&cg->active_lower);CHKERRQ(ierr);
344ca964c49SAlp Dener   ierr = ISDestroy(&cg->active_upper);CHKERRQ(ierr);
345ca964c49SAlp Dener   ierr = ISDestroy(&cg->active_fixed);CHKERRQ(ierr);
346ca964c49SAlp Dener   ierr = ISDestroy(&cg->active_idx);CHKERRQ(ierr);
347ca964c49SAlp Dener   ierr = ISDestroy(&cg->inactive_idx);CHKERRQ(ierr);
348ca964c49SAlp Dener   ierr = ISDestroy(&cg->inactive_old);CHKERRQ(ierr);
349ca964c49SAlp Dener   ierr = ISDestroy(&cg->new_inactives);CHKERRQ(ierr);
350ac9112b8SAlp Dener   ierr = PetscFree(tao->data);CHKERRQ(ierr);
351ac9112b8SAlp Dener   PetscFunctionReturn(0);
352ac9112b8SAlp Dener }
353ac9112b8SAlp Dener 
354ac9112b8SAlp Dener static PetscErrorCode TaoSetFromOptions_BNCG(PetscOptionItems *PetscOptionsObject,Tao tao)
355ac9112b8SAlp Dener  {
356ac9112b8SAlp Dener     TAO_BNCG       *cg = (TAO_BNCG*)tao->data;
357ac9112b8SAlp Dener     PetscErrorCode ierr;
358ac9112b8SAlp Dener 
359ac9112b8SAlp Dener     PetscFunctionBegin;
360ac9112b8SAlp Dener     ierr = TaoLineSearchSetFromOptions(tao->linesearch);CHKERRQ(ierr);
361ac9112b8SAlp Dener     ierr = PetscOptionsHead(PetscOptionsObject,"Nonlinear Conjugate Gradient method for unconstrained optimization");CHKERRQ(ierr);
36261be54a6SAlp Dener     ierr = PetscOptionsReal("-tao_bncg_eta","restart tolerance", "", cg->eta,&cg->eta,NULL);CHKERRQ(ierr);
36361be54a6SAlp Dener     ierr = PetscOptionsReal("-tao_bncg_rho","descent direction tolerance", "", cg->rho,&cg->rho,NULL);CHKERRQ(ierr);
36461be54a6SAlp Dener     ierr = PetscOptionsReal("-tao_bncg_pow","descent direction exponent", "", cg->pow,&cg->pow,NULL);CHKERRQ(ierr);
36561be54a6SAlp Dener     ierr = PetscOptionsEList("-tao_bncg_type","cg formula", "", CG_Table, CG_Types, CG_Table[cg->cg_type], &cg->cg_type,NULL);CHKERRQ(ierr);
36661be54a6SAlp Dener     ierr = PetscOptionsEList("-tao_bncg_as_type","active set estimation method", "", CG_AS_TYPE, CG_AS_SIZE, CG_AS_TYPE[cg->cg_type], &cg->cg_type,NULL);CHKERRQ(ierr);
36761be54a6SAlp Dener     ierr = PetscOptionsBool("-tao_bncg_recycle","enable recycling the existing solution and gradient at the start of a new solve","",cg->recycle,&cg->recycle,NULL);CHKERRQ(ierr);
36861be54a6SAlp Dener     ierr = PetscOptionsReal("-tao_bncg_as_tol", "initial tolerance used when estimating actively bounded variables","",cg->as_tol,&cg->as_tol,NULL);CHKERRQ(ierr);
36961be54a6SAlp Dener     ierr = PetscOptionsReal("-tao_bncg_as_step", "step length used when estimating actively bounded variables","",cg->as_step,&cg->as_step,NULL);CHKERRQ(ierr);
370ac9112b8SAlp Dener    ierr = PetscOptionsTail();CHKERRQ(ierr);
371ac9112b8SAlp Dener    PetscFunctionReturn(0);
372ac9112b8SAlp Dener }
373ac9112b8SAlp Dener 
374ac9112b8SAlp Dener static PetscErrorCode TaoView_BNCG(Tao tao, PetscViewer viewer)
375ac9112b8SAlp Dener {
376ac9112b8SAlp Dener   PetscBool      isascii;
377ac9112b8SAlp Dener   TAO_BNCG       *cg = (TAO_BNCG*)tao->data;
378ac9112b8SAlp Dener   PetscErrorCode ierr;
379ac9112b8SAlp Dener 
380ac9112b8SAlp Dener   PetscFunctionBegin;
381ac9112b8SAlp Dener   ierr = PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &isascii);CHKERRQ(ierr);
382ac9112b8SAlp Dener   if (isascii) {
383ac9112b8SAlp Dener     ierr = PetscViewerASCIIPushTab(viewer);CHKERRQ(ierr);
384ac9112b8SAlp Dener     ierr = PetscViewerASCIIPrintf(viewer, "CG Type: %s\n", CG_Table[cg->cg_type]);CHKERRQ(ierr);
385ac9112b8SAlp Dener     ierr = PetscViewerASCIIPrintf(viewer, "Resets: %i\n", cg->resets);CHKERRQ(ierr);
386ac9112b8SAlp Dener     ierr = PetscViewerASCIIPrintf(viewer, "  Broken ortho: %i\n", cg->broken_ortho);CHKERRQ(ierr);
387ac9112b8SAlp Dener     ierr = PetscViewerASCIIPrintf(viewer, "  Not a descent dir.: %i\n", cg->descent_error);CHKERRQ(ierr);
388ac9112b8SAlp Dener     ierr = PetscViewerASCIIPrintf(viewer, "Line search fails: %i\n", cg->ls_fails);CHKERRQ(ierr);
389ac9112b8SAlp Dener     ierr = PetscViewerASCIIPopTab(viewer);CHKERRQ(ierr);
390ac9112b8SAlp Dener   }
391ac9112b8SAlp Dener   PetscFunctionReturn(0);
392ac9112b8SAlp Dener }
393ac9112b8SAlp Dener 
394ac9112b8SAlp Dener /*MC
395ac9112b8SAlp Dener      TAOBNCG -   Bound-constrained Nonlinear Conjugate Gradient method.
396ac9112b8SAlp Dener 
397ac9112b8SAlp Dener    Options Database Keys:
398c4b75bccSAlp Dener +      -tao_bncg_recycle - enable recycling the latest calculated gradient vector in subsequent TaoSolve() calls
399c4b75bccSAlp Dener .      -tao_bncg_eta <r> - restart tolerance
40061be54a6SAlp Dener .      -tao_bncg_type <taocg_type> - cg formula
401c4b75bccSAlp Dener .      -tao_bncg_as_type <none,bertsekas> - active set estimation method
402c4b75bccSAlp Dener .      -tao_bncg_as_tol <r> - tolerance used in Bertsekas active-set estimation
403c4b75bccSAlp Dener .      -tao_bncg_as_step <r> - trial step length used in Bertsekas active-set estimation
404ac9112b8SAlp Dener 
405ac9112b8SAlp Dener   Notes:
406ac9112b8SAlp Dener      CG formulas are:
407ac9112b8SAlp Dener          "fr" - Fletcher-Reeves
408ac9112b8SAlp Dener          "pr" - Polak-Ribiere
409ac9112b8SAlp Dener          "prp" - Polak-Ribiere-Plus
410ac9112b8SAlp Dener          "hs" - Hestenes-Steifel
411ac9112b8SAlp Dener          "dy" - Dai-Yuan
412*560169d0SAlp Dener          "gd" - Gradient Descent
413ac9112b8SAlp Dener   Level: beginner
414ac9112b8SAlp Dener M*/
415ac9112b8SAlp Dener 
416ac9112b8SAlp Dener 
417ac9112b8SAlp Dener PETSC_EXTERN PetscErrorCode TaoCreate_BNCG(Tao tao)
418ac9112b8SAlp Dener {
419ac9112b8SAlp Dener   TAO_BNCG       *cg;
420ac9112b8SAlp Dener   const char     *morethuente_type = TAOLINESEARCHMT;
421ac9112b8SAlp Dener   PetscErrorCode ierr;
422ac9112b8SAlp Dener 
423ac9112b8SAlp Dener   PetscFunctionBegin;
424ac9112b8SAlp Dener   tao->ops->setup = TaoSetUp_BNCG;
425ac9112b8SAlp Dener   tao->ops->solve = TaoSolve_BNCG;
426ac9112b8SAlp Dener   tao->ops->view = TaoView_BNCG;
427ac9112b8SAlp Dener   tao->ops->setfromoptions = TaoSetFromOptions_BNCG;
428ac9112b8SAlp Dener   tao->ops->destroy = TaoDestroy_BNCG;
429ac9112b8SAlp Dener 
430ac9112b8SAlp Dener   /* Override default settings (unless already changed) */
431ac9112b8SAlp Dener   if (!tao->max_it_changed) tao->max_it = 2000;
432ac9112b8SAlp Dener   if (!tao->max_funcs_changed) tao->max_funcs = 4000;
433ac9112b8SAlp Dener 
434ac9112b8SAlp Dener   /*  Note: nondefault values should be used for nonlinear conjugate gradient  */
435ac9112b8SAlp Dener   /*  method.  In particular, gtol should be less that 0.5; the value used in  */
436ac9112b8SAlp Dener   /*  Nocedal and Wright is 0.10.  We use the default values for the  */
437ac9112b8SAlp Dener   /*  linesearch because it seems to work better. */
438ac9112b8SAlp Dener   ierr = TaoLineSearchCreate(((PetscObject)tao)->comm, &tao->linesearch);CHKERRQ(ierr);
439ac9112b8SAlp Dener   ierr = PetscObjectIncrementTabLevel((PetscObject)tao->linesearch, (PetscObject)tao, 1);CHKERRQ(ierr);
440ac9112b8SAlp Dener   ierr = TaoLineSearchSetType(tao->linesearch, morethuente_type);CHKERRQ(ierr);
441ac9112b8SAlp Dener   ierr = TaoLineSearchUseTaoRoutines(tao->linesearch, tao);CHKERRQ(ierr);
442ac9112b8SAlp Dener   ierr = TaoLineSearchSetOptionsPrefix(tao->linesearch,tao->hdr.prefix);CHKERRQ(ierr);
443ac9112b8SAlp Dener 
444ac9112b8SAlp Dener   ierr = PetscNewLog(tao,&cg);CHKERRQ(ierr);
445ac9112b8SAlp Dener   tao->data = (void*)cg;
446ac9112b8SAlp Dener   cg->rho = 1e-4;
447ac9112b8SAlp Dener   cg->pow = 2.1;
448ac9112b8SAlp Dener   cg->eta = 0.5;
44961be54a6SAlp Dener   cg->as_step = 0.001;
45061be54a6SAlp Dener   cg->as_tol = 0.001;
45161be54a6SAlp Dener   cg->as_type = CG_AS_BERTSEKAS;
452ac9112b8SAlp Dener   cg->cg_type = CG_DaiYuan;
453c0f10754SAlp Dener   cg->recycle = PETSC_FALSE;
454ac9112b8SAlp Dener   PetscFunctionReturn(0);
455ac9112b8SAlp Dener }
456