1 /* 2 Context for bound-constrained nonlinear conjugate gradient method 3 */ 4 5 #ifndef __TAO_BNCG_H 6 #define __TAO_BNCG_H 7 8 #include <petsc/private/taoimpl.h> 9 10 typedef struct { 11 Mat B; 12 Mat pc; 13 Vec G_old, X_old, W, work; 14 Vec g_work, y_work, d_work; 15 Vec sk, yk; 16 Vec unprojected_gradient, unprojected_gradient_old; 17 Vec inactive_grad, inactive_step; 18 19 IS active_lower, active_upper, active_fixed, active_idx, inactive_idx, inactive_old, new_inactives; 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, delta_min, delta_max; 31 PetscReal epsilon; /* Machine precision unless changed by user */ 32 PetscReal eps_23; /* Two-thirds power of machine precision */ 33 34 PetscInt cg_type; /* Formula to use */ 35 PetscInt min_restart_num; /* Restarts every x*n iterations, where n is the dimension */ 36 PetscInt ls_fails, resets, descent_error, skipped_updates, pure_gd_steps; 37 PetscInt iter_quad, min_quad; /* Dynamic restart variables in Dai-Kou, SIAM J. Optim. Vol 23, pp. 296-320, Algorithm 4.1 */ 38 PetscInt as_type; 39 40 PetscBool inv_sig; 41 PetscReal tol_quad; /* tolerance for Dai-Kou dynamic restart */ 42 PetscBool dynamic_restart; /* Keeps track of whether or not to do a dynamic (KD) restart */ 43 PetscBool spaced_restart; /* If true, restarts the CG method every x*n iterations */ 44 PetscBool use_dynamic_restart; 45 PetscBool neg_xi; 46 PetscBool unscaled_restart; /* Gradient descent restarts are done without rescaling*/ 47 PetscBool diag_scaling; 48 PetscBool no_scaling; 49 50 } TAO_BNCG; 51 52 #endif /* ifndef __TAO_BNCG_H */ 53 54 PETSC_INTERN PetscErrorCode TaoBNCGEstimateActiveSet(Tao, PetscInt); 55 PETSC_INTERN PetscErrorCode TaoBNCGBoundStep(Tao, PetscInt, Vec); 56 PETSC_INTERN PetscErrorCode TaoBNCGComputeScalarScaling(PetscReal, PetscReal, PetscReal, PetscReal*, PetscReal); 57 PETSC_INTERN PetscErrorCode TaoBNCGConductIteration(Tao, PetscReal); 58 PETSC_INTERN PetscErrorCode TaoBNCGStepDirectionUpdate(Tao, PetscReal, PetscReal, PetscReal, PetscReal, PetscReal, PetscBool); 59 PETSC_INTERN PetscErrorCode TaoBNCGComputeDiagScaling(Tao, PetscReal, PetscReal); 60 PETSC_INTERN PetscErrorCode TaoBNCGResetUpdate(Tao, PetscReal); 61 PETSC_INTERN PetscErrorCode TaoBNCGCheckDynamicRestart(Tao, PetscReal, PetscReal, PetscReal, PetscBool*, PetscReal); 62