1 #include <petsc/private/taolinesearchimpl.h> 2 #include <../src/tao/linesearch/impls/armijo/armijo.h> 3 4 #define REPLACE_FIFO 1 5 #define REPLACE_MRU 2 6 7 #define REFERENCE_MAX 1 8 #define REFERENCE_AVE 2 9 #define REFERENCE_MEAN 3 10 11 static PetscErrorCode TaoLineSearchDestroy_Armijo(TaoLineSearch ls) 12 { 13 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data; 14 PetscErrorCode ierr; 15 16 PetscFunctionBegin; 17 ierr = PetscFree(armP->memory);CHKERRQ(ierr); 18 ierr = VecDestroy(&armP->x);CHKERRQ(ierr); 19 ierr = VecDestroy(&armP->work);CHKERRQ(ierr); 20 ierr = PetscFree(ls->data);CHKERRQ(ierr); 21 PetscFunctionReturn(0); 22 } 23 24 static PetscErrorCode TaoLineSearchReset_Armijo(TaoLineSearch ls) 25 { 26 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data; 27 PetscErrorCode ierr; 28 29 PetscFunctionBegin; 30 ierr = PetscFree(armP->memory);CHKERRQ(ierr); 31 armP->memorySetup = PETSC_FALSE; 32 PetscFunctionReturn(0); 33 } 34 35 static PetscErrorCode TaoLineSearchSetFromOptions_Armijo(PetscOptionItems *PetscOptionsObject,TaoLineSearch ls) 36 { 37 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data; 38 PetscErrorCode ierr; 39 40 PetscFunctionBegin; 41 ierr = PetscOptionsHead(PetscOptionsObject,"Armijo linesearch options");CHKERRQ(ierr); 42 ierr = PetscOptionsReal("-tao_ls_armijo_alpha", "initial reference constant", "", armP->alpha, &armP->alpha,NULL);CHKERRQ(ierr); 43 ierr = PetscOptionsReal("-tao_ls_armijo_beta_inf", "decrease constant one", "", armP->beta_inf, &armP->beta_inf,NULL);CHKERRQ(ierr); 44 ierr = PetscOptionsReal("-tao_ls_armijo_beta", "decrease constant", "", armP->beta, &armP->beta,NULL);CHKERRQ(ierr); 45 ierr = PetscOptionsReal("-tao_ls_armijo_sigma", "acceptance constant", "", armP->sigma, &armP->sigma,NULL);CHKERRQ(ierr); 46 ierr = PetscOptionsInt("-tao_ls_armijo_memory_size", "number of historical elements", "", armP->memorySize, &armP->memorySize,NULL);CHKERRQ(ierr); 47 ierr = PetscOptionsInt("-tao_ls_armijo_reference_policy", "policy for updating reference value", "", armP->referencePolicy, &armP->referencePolicy,NULL);CHKERRQ(ierr); 48 ierr = PetscOptionsInt("-tao_ls_armijo_replacement_policy", "policy for updating memory", "", armP->replacementPolicy, &armP->replacementPolicy,NULL);CHKERRQ(ierr); 49 ierr = PetscOptionsBool("-tao_ls_armijo_nondescending","Use nondescending armijo algorithm","",armP->nondescending,&armP->nondescending,NULL);CHKERRQ(ierr); 50 ierr = PetscOptionsTail();CHKERRQ(ierr); 51 PetscFunctionReturn(0); 52 } 53 54 static PetscErrorCode TaoLineSearchView_Armijo(TaoLineSearch ls, PetscViewer pv) 55 { 56 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data; 57 PetscBool isascii; 58 PetscErrorCode ierr; 59 60 PetscFunctionBegin; 61 ierr = PetscObjectTypeCompare((PetscObject)pv, PETSCVIEWERASCII, &isascii);CHKERRQ(ierr); 62 if (isascii) { 63 ierr=PetscViewerASCIIPrintf(pv," Armijo linesearch",armP->alpha);CHKERRQ(ierr); 64 if (armP->nondescending) { 65 ierr = PetscViewerASCIIPrintf(pv, " (nondescending)");CHKERRQ(ierr); 66 } 67 if (ls->bounded) { 68 ierr = PetscViewerASCIIPrintf(pv," (projected)");CHKERRQ(ierr); 69 } 70 ierr=PetscViewerASCIIPrintf(pv,": alpha=%g beta=%g ",(double)armP->alpha,(double)armP->beta);CHKERRQ(ierr); 71 ierr=PetscViewerASCIIPrintf(pv,"sigma=%g ",(double)armP->sigma);CHKERRQ(ierr); 72 ierr=PetscViewerASCIIPrintf(pv,"memsize=%D\n",armP->memorySize);CHKERRQ(ierr); 73 } 74 PetscFunctionReturn(0); 75 } 76 77 /* @ TaoApply_Armijo - This routine performs a linesearch. It 78 backtracks until the (nonmonotone) Armijo conditions are satisfied. 79 80 Input Parameters: 81 + tao - Tao context 82 . X - current iterate (on output X contains new iterate, X + step*S) 83 . S - search direction 84 . f - merit function evaluated at X 85 . G - gradient of merit function evaluated at X 86 . W - work vector 87 - step - initial estimate of step length 88 89 Output parameters: 90 + f - merit function evaluated at new iterate, X + step*S 91 . G - gradient of merit function evaluated at new iterate, X + step*S 92 . X - new iterate 93 - step - final step length 94 95 @ */ 96 static PetscErrorCode TaoLineSearchApply_Armijo(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s) 97 { 98 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data; 99 PetscErrorCode ierr; 100 PetscInt i, its=0; 101 PetscReal fact, ref, gdx; 102 PetscInt idx; 103 PetscBool g_computed=PETSC_FALSE; /* to prevent extra gradient computation */ 104 105 PetscFunctionBegin; 106 107 ierr = TaoLineSearchMonitor(ls, 0, *f, 0.0);CHKERRQ(ierr); 108 109 ls->reason = TAOLINESEARCH_CONTINUE_ITERATING; 110 if (!armP->work) { 111 ierr = VecDuplicate(x,&armP->work);CHKERRQ(ierr); 112 armP->x = x; 113 ierr = PetscObjectReference((PetscObject)armP->x);CHKERRQ(ierr); 114 } else if (x != armP->x) { 115 /* If x has changed, then recreate work */ 116 ierr = VecDestroy(&armP->work);CHKERRQ(ierr); 117 ierr = VecDuplicate(x,&armP->work);CHKERRQ(ierr); 118 ierr = PetscObjectDereference((PetscObject)armP->x);CHKERRQ(ierr); 119 armP->x = x; 120 ierr = PetscObjectReference((PetscObject)armP->x);CHKERRQ(ierr); 121 } 122 123 /* Check linesearch parameters */ 124 if (armP->alpha < 1) { 125 ierr = PetscInfo1(ls,"Armijo line search error: alpha (%g) < 1\n", (double)armP->alpha);CHKERRQ(ierr); 126 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 127 } else if ((armP->beta <= 0) || (armP->beta >= 1)) { 128 ierr = PetscInfo1(ls,"Armijo line search error: beta (%g) invalid\n", (double)armP->beta);CHKERRQ(ierr); 129 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 130 } else if ((armP->beta_inf <= 0) || (armP->beta_inf >= 1)) { 131 ierr = PetscInfo1(ls,"Armijo line search error: beta_inf (%g) invalid\n", (double)armP->beta_inf);CHKERRQ(ierr); 132 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 133 } else if ((armP->sigma <= 0) || (armP->sigma >= 0.5)) { 134 ierr = PetscInfo1(ls,"Armijo line search error: sigma (%g) invalid\n", (double)armP->sigma);CHKERRQ(ierr); 135 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 136 } else if (armP->memorySize < 1) { 137 ierr = PetscInfo1(ls,"Armijo line search error: memory_size (%D) < 1\n", armP->memorySize);CHKERRQ(ierr); 138 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 139 } else if ((armP->referencePolicy != REFERENCE_MAX) && (armP->referencePolicy != REFERENCE_AVE) && (armP->referencePolicy != REFERENCE_MEAN)) { 140 ierr = PetscInfo(ls,"Armijo line search error: reference_policy invalid\n");CHKERRQ(ierr); 141 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 142 } else if ((armP->replacementPolicy != REPLACE_FIFO) && (armP->replacementPolicy != REPLACE_MRU)) { 143 ierr = PetscInfo(ls,"Armijo line search error: replacement_policy invalid\n");CHKERRQ(ierr); 144 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 145 } else if (PetscIsInfOrNanReal(*f)) { 146 ierr = PetscInfo(ls,"Armijo line search error: initial function inf or nan\n");CHKERRQ(ierr); 147 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 148 } 149 150 if (ls->reason != TAOLINESEARCH_CONTINUE_ITERATING) { 151 PetscFunctionReturn(0); 152 } 153 154 /* Check to see of the memory has been allocated. If not, allocate 155 the historical array and populate it with the initial function 156 values. */ 157 if (!armP->memory) { 158 ierr = PetscMalloc1(armP->memorySize, &armP->memory );CHKERRQ(ierr); 159 } 160 161 if (!armP->memorySetup) { 162 for (i = 0; i < armP->memorySize; i++) { 163 armP->memory[i] = armP->alpha*(*f); 164 } 165 166 armP->current = 0; 167 armP->lastReference = armP->memory[0]; 168 armP->memorySetup=PETSC_TRUE; 169 } 170 171 /* Calculate reference value (MAX) */ 172 ref = armP->memory[0]; 173 idx = 0; 174 175 for (i = 1; i < armP->memorySize; i++) { 176 if (armP->memory[i] > ref) { 177 ref = armP->memory[i]; 178 idx = i; 179 } 180 } 181 182 if (armP->referencePolicy == REFERENCE_AVE) { 183 ref = 0; 184 for (i = 0; i < armP->memorySize; i++) { 185 ref += armP->memory[i]; 186 } 187 ref = ref / armP->memorySize; 188 ref = PetscMax(ref, armP->memory[armP->current]); 189 } else if (armP->referencePolicy == REFERENCE_MEAN) { 190 ref = PetscMin(ref, 0.5*(armP->lastReference + armP->memory[armP->current])); 191 } 192 ierr = VecDot(g,s,&gdx);CHKERRQ(ierr); 193 194 if (PetscIsInfOrNanReal(gdx)) { 195 ierr = PetscInfo1(ls,"Initial Line Search step * g is Inf or Nan (%g)\n",(double)gdx);CHKERRQ(ierr); 196 ls->reason=TAOLINESEARCH_FAILED_INFORNAN; 197 PetscFunctionReturn(0); 198 } 199 if (gdx >= 0.0) { 200 ierr = PetscInfo1(ls,"Initial Line Search step is not descent direction (g's=%g)\n",(double)gdx);CHKERRQ(ierr); 201 ls->reason = TAOLINESEARCH_FAILED_ASCENT; 202 PetscFunctionReturn(0); 203 } 204 205 if (armP->nondescending) { 206 fact = armP->sigma; 207 } else { 208 fact = armP->sigma * gdx; 209 } 210 ls->step = ls->initstep; 211 while (ls->step >= ls->stepmin && (ls->nfeval+ls->nfgeval) < ls->max_funcs) { 212 /* Calculate iterate */ 213 ++its; 214 ierr = VecCopy(x,armP->work);CHKERRQ(ierr); 215 ierr = VecAXPY(armP->work,ls->step,s);CHKERRQ(ierr); 216 if (ls->bounded) { 217 ierr = VecMedian(ls->lower,armP->work,ls->upper,armP->work);CHKERRQ(ierr); 218 } 219 220 /* Calculate function at new iterate */ 221 if (ls->hasobjective) { 222 ierr = TaoLineSearchComputeObjective(ls,armP->work,f);CHKERRQ(ierr); 223 g_computed=PETSC_FALSE; 224 } else if (ls->usegts) { 225 ierr = TaoLineSearchComputeObjectiveAndGTS(ls,armP->work,f,&gdx);CHKERRQ(ierr); 226 g_computed=PETSC_FALSE; 227 } else { 228 ierr = TaoLineSearchComputeObjectiveAndGradient(ls,armP->work,f,g);CHKERRQ(ierr); 229 g_computed=PETSC_TRUE; 230 } 231 if (ls->step == ls->initstep) { 232 ls->f_fullstep = *f; 233 } 234 235 /* call monitor */ 236 ierr = TaoLineSearchMonitor(ls, its, *f, ls->step);CHKERRQ(ierr); 237 238 if (PetscIsInfOrNanReal(*f)) { 239 ls->step *= armP->beta_inf; 240 } else { 241 /* Check descent condition */ 242 if (armP->nondescending && *f <= ref - ls->step*fact*ref) 243 break; 244 if (!armP->nondescending && *f <= ref + ls->step*fact) { 245 break; 246 } 247 248 ls->step *= armP->beta; 249 } 250 } 251 252 /* Check termination */ 253 if (PetscIsInfOrNanReal(*f)) { 254 ierr = PetscInfo(ls, "Function is inf or nan.\n");CHKERRQ(ierr); 255 ls->reason = TAOLINESEARCH_FAILED_INFORNAN; 256 } else if (ls->step < ls->stepmin) { 257 ierr = PetscInfo(ls, "Step length is below tolerance.\n");CHKERRQ(ierr); 258 ls->reason = TAOLINESEARCH_HALTED_RTOL; 259 } else if ((ls->nfeval+ls->nfgeval) >= ls->max_funcs) { 260 ierr = PetscInfo2(ls, "Number of line search function evals (%D) > maximum allowed (%D)\n",ls->nfeval+ls->nfgeval, ls->max_funcs);CHKERRQ(ierr); 261 ls->reason = TAOLINESEARCH_HALTED_MAXFCN; 262 } 263 if (ls->reason) { 264 PetscFunctionReturn(0); 265 } 266 267 /* Successful termination, update memory */ 268 ls->reason = TAOLINESEARCH_SUCCESS; 269 armP->lastReference = ref; 270 if (armP->replacementPolicy == REPLACE_FIFO) { 271 armP->memory[armP->current++] = *f; 272 if (armP->current >= armP->memorySize) { 273 armP->current = 0; 274 } 275 } else { 276 armP->current = idx; 277 armP->memory[idx] = *f; 278 } 279 280 /* Update iterate and compute gradient */ 281 ierr = VecCopy(armP->work,x);CHKERRQ(ierr); 282 if (!g_computed) { 283 ierr = TaoLineSearchComputeGradient(ls, x, g);CHKERRQ(ierr); 284 } 285 ierr = PetscInfo2(ls, "%D function evals in line search, step = %g\n",ls->nfeval, (double)ls->step);CHKERRQ(ierr); 286 PetscFunctionReturn(0); 287 } 288 289 PETSC_EXTERN PetscErrorCode TaoLineSearchCreate_Armijo(TaoLineSearch ls) 290 { 291 TaoLineSearch_ARMIJO *armP; 292 PetscErrorCode ierr; 293 294 PetscFunctionBegin; 295 PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 296 ierr = PetscNewLog(ls,&armP);CHKERRQ(ierr); 297 298 armP->memory = NULL; 299 armP->alpha = 1.0; 300 armP->beta = 0.5; 301 armP->beta_inf = 0.5; 302 armP->sigma = 1e-4; 303 armP->memorySize = 1; 304 armP->referencePolicy = REFERENCE_MAX; 305 armP->replacementPolicy = REPLACE_MRU; 306 armP->nondescending=PETSC_FALSE; 307 ls->data = (void*)armP; 308 ls->initstep=1.0; 309 ls->ops->setup=0; 310 ls->ops->apply=TaoLineSearchApply_Armijo; 311 ls->ops->view = TaoLineSearchView_Armijo; 312 ls->ops->destroy = TaoLineSearchDestroy_Armijo; 313 ls->ops->reset = TaoLineSearchReset_Armijo; 314 ls->ops->setfromoptions = TaoLineSearchSetFromOptions_Armijo; 315 PetscFunctionReturn(0); 316 } 317 318