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 Vec G_old, X_old, U, V, W, work; 13 Vec g_work, y_work, d_work; 14 Vec sk, yk; 15 Vec steffnm1, steffn, steffnp1; 16 Vec steffva, steffvatmp, steffm1va, steffm2va; 17 Vec unprojected_gradient, unprojected_gradient_old; 18 IS active_lower, active_upper, active_fixed, active_idx, inactive_idx, inactive_old, new_inactives; 19 Vec inactive_grad, inactive_step; 20 Vec diag; /* might be unused. Might have to use if Alp's approach with inverses isn't right */ 21 Vec invD; 22 Vec invDnew; 23 PetscInt as_type; 24 PetscReal as_step, as_tol, yts, yty, sts; 25 26 PetscReal f; 27 PetscReal rho, pow; 28 PetscReal eta; /* Restart tolerance */ 29 PetscReal epsilon; /* Machine precision */ 30 PetscReal eps_23; /* Two-thirds power of machine precision */ 31 PetscBool recycle; 32 PetscBool inv_sig; 33 PetscInt cg_type; /* Formula to use */ 34 PetscReal theta; /* The convex combination parameter in the SSML_Broyden method. */ 35 PetscReal gamma; /* Stabilization parameter for multiple BNCG methods */ 36 PetscReal zeta; /* Another parameter, exclusive to Kou-Dai, modifying the y_k scalar contribution */ 37 PetscReal bfgs_scale; /* Scaling of the bfgs tau parameter in the bfgs and broyden methods. Default 1. */ 38 PetscReal tau_bfgs, tau_dfp; 39 40 Vec bfgs_work; 41 PetscReal dfp_scale; /* Scaling of the dfp tau parameter in the dfp and broyden methods. Default 1. */ 42 Vec dfp_work; 43 44 PetscInt ls_fails, resets, broken_ortho, descent_error; 45 PetscInt iter_quad, min_quad; /* Dynamic restart variables in Dai-Kou, SIAM J. Optim. Vol 23, pp. 296-320, Algorithm 4.1 */ 46 PetscReal tol_quad; /* tolerance for Dai-Kou dynamic restart */ 47 PetscBool dynamic_restart; /* Keeps track of whether or not to do a dynamic (KD) restart */ 48 PetscBool use_steffenson; /* In development - attempting to use vector-based steffenson acceleration to the fixed point */ 49 PetscBool spaced_restart; /* If true, restarts the CG method every x*n iterations */ 50 PetscBool use_dynamic_restart; 51 PetscInt min_restart_num; /* Restarts every x*n iterations, where n is the dimension */ 52 PetscBool neg_xi; 53 PetscBool unscaled_restart; 54 PetscBool diag_scaling; 55 PetscReal alpha; /* convex ratio in the scaling */ 56 PetscReal beta; /* Exponential factor in the diagonal scaling */ 57 PetscReal hz_theta; 58 PetscReal xi; /* Parameter for KD, DK, and HZ methods. */ 59 } TAO_BNCG; 60 61 #endif /* ifndef __TAO_BNCG_H */ 62 63 PETSC_INTERN PetscErrorCode TaoBNCGEstimateActiveSet(Tao, PetscInt); 64 PETSC_INTERN PetscErrorCode TaoBNCGBoundStep(Tao, PetscInt, Vec); 65 PETSC_EXTERN PetscErrorCode TaoBNCGSetRecycleFlag(Tao, PetscBool); 66 PETSC_INTERN PetscErrorCode TaoBNCGComputeScalarScaling(PetscReal, PetscReal, PetscReal, PetscReal*, PetscReal); 67 PETSC_INTERN PetscErrorCode TaoBNCGConductIteration(Tao, PetscReal); 68 PETSC_INTERN PetscErrorCode TaoBNCGStepDirectionUpdate(Tao, PetscReal, PetscReal, PetscReal, PetscReal, PetscBool, PetscReal, PetscReal); 69 PETSC_INTERN PetscErrorCode TaoBNCGComputeDiagScaling(Tao, PetscReal, PetscReal); 70 PETSC_INTERN PetscErrorCode TaoBNCGResetUpdate(Tao, PetscReal); 71 PETSC_INTERN PetscErrorCode TaoBNCGCheckDynamicRestart(Tao, PetscReal, PetscReal, PetscReal, PetscBool*, PetscReal); 72 PETSC_INTERN PetscErrorCode TaoBNCGSteffensonAcceleration(Tao); 73