1 /* 2 Context for bound-constrained nonlinear conjugate gradient method 3 */ 4 5 6 #ifndef __TAO_BNCG_H 7 #define __TAO_BNCG_H 8 9 #include <petsc/private/taoimpl.h> 10 11 typedef struct { 12 Mat B; 13 Vec G_old, X_old, W, work; 14 Vec g_work, y_work, d_work; 15 Vec sk, yk; 16 Vec steffnm1, steffn, steffnp1; 17 Vec steffva, steffvatmp; 18 Vec unprojected_gradient, unprojected_gradient_old; 19 Vec inactive_grad, inactive_step; 20 21 PetscReal alpha; /* convex ratio in the scalar scaling */ 22 PetscReal hz_theta; 23 PetscReal xi; /* Parameter for KD, DK, and HZ methods. */ 24 PetscReal theta; /* The convex combination parameter in the SSML_Broyden method. */ 25 PetscReal zeta; /* Another parameter, exclusive to Kou-Dai, modifying the y_k scalar contribution */ 26 PetscReal hz_eta, dk_eta; 27 PetscReal bfgs_scale, dfp_scale; /* Scaling of the bfgs/dfp tau parameter in the bfgs and broyden methods. Default 1. */ 28 PetscReal tau_bfgs, tau_dfp; 29 PetscReal as_step, as_tol, yts, yty, sts; 30 PetscReal f; 31 PetscReal epsilon; /* Machine precision unless changed by user */ 32 PetscReal eps_23; /* Two-thirds power of machine precision */ 33 34 IS active_lower, active_upper, active_fixed, active_idx, inactive_idx, inactive_old, new_inactives; 35 36 PetscInt cg_type; /* Formula to use */ 37 PetscInt min_restart_num; /* Restarts every x*n iterations, where n is the dimension */ 38 PetscInt ls_fails, resets, descent_error; 39 PetscInt iter_quad, min_quad; /* Dynamic restart variables in Dai-Kou, SIAM J. Optim. Vol 23, pp. 296-320, Algorithm 4.1 */ 40 PetscInt as_type; 41 42 PetscBool recycle; 43 PetscBool inv_sig; 44 PetscReal tol_quad; /* tolerance for Dai-Kou dynamic restart */ 45 PetscBool dynamic_restart; /* Keeps track of whether or not to do a dynamic (KD) restart */ 46 PetscBool use_steffenson; /* In development - attempting to use vector-based steffenson acceleration to the fixed point */ 47 PetscBool spaced_restart; /* If true, restarts the CG method every x*n iterations */ 48 PetscBool use_dynamic_restart; 49 PetscBool neg_xi; 50 PetscBool unscaled_restart; /* Gradient descent restarts are done without rescaling*/ 51 PetscBool diag_scaling; 52 53 } TAO_BNCG; 54 55 #endif /* ifndef __TAO_BNCG_H */ 56 57 PETSC_INTERN PetscErrorCode TaoBNCGEstimateActiveSet(Tao, PetscInt); 58 PETSC_INTERN PetscErrorCode TaoBNCGBoundStep(Tao, PetscInt, Vec); 59 PETSC_EXTERN PetscErrorCode TaoBNCGSetRecycleFlag(Tao, PetscBool); 60 PETSC_INTERN PetscErrorCode TaoBNCGComputeScalarScaling(PetscReal, PetscReal, PetscReal, PetscReal*, PetscReal); 61 PETSC_INTERN PetscErrorCode TaoBNCGConductIteration(Tao, PetscReal); 62 PETSC_INTERN PetscErrorCode TaoBNCGStepDirectionUpdate(Tao, PetscReal, PetscReal, PetscReal, PetscReal, PetscBool, PetscReal, PetscReal); 63 PETSC_INTERN PetscErrorCode TaoBNCGComputeDiagScaling(Tao, PetscReal, PetscReal); 64 PETSC_INTERN PetscErrorCode TaoBNCGResetUpdate(Tao, PetscReal); 65 PETSC_INTERN PetscErrorCode TaoBNCGCheckDynamicRestart(Tao, PetscReal, PetscReal, PetscReal, PetscBool*, PetscReal); 66 PETSC_INTERN PetscErrorCode TaoBNCGSteffensonAcceleration(Tao); 67