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 #undef __FUNCT__ 12 #define __FUNCT__ "TaoLineSearchDestroy_Armijo" 13 static PetscErrorCode TaoLineSearchDestroy_Armijo(TaoLineSearch ls) 14 { 15 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data; 16 PetscErrorCode ierr; 17 18 PetscFunctionBegin; 19 ierr = PetscFree(armP->memory);CHKERRQ(ierr); 20 ierr = VecDestroy(&armP->x);CHKERRQ(ierr); 21 ierr = VecDestroy(&armP->work);CHKERRQ(ierr); 22 ierr = PetscFree(ls->data);CHKERRQ(ierr); 23 PetscFunctionReturn(0); 24 } 25 26 #undef __FUNCT__ 27 #define __FUNCT__ "TaoLineSearchReset_Armijo" 28 static PetscErrorCode TaoLineSearchReset_Armijo(TaoLineSearch ls) 29 { 30 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data; 31 PetscErrorCode ierr; 32 33 PetscFunctionBegin; 34 ierr = PetscFree(armP->memory);CHKERRQ(ierr); 35 armP->memorySetup = PETSC_FALSE; 36 PetscFunctionReturn(0); 37 } 38 39 #undef __FUNCT__ 40 #define __FUNCT__ "TaoLineSearchSetFromOptions_Armijo" 41 static PetscErrorCode TaoLineSearchSetFromOptions_Armijo(PetscOptionItems *PetscOptionsObject,TaoLineSearch ls) 42 { 43 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data; 44 PetscErrorCode ierr; 45 46 PetscFunctionBegin; 47 ierr = PetscOptionsHead(PetscOptionsObject,"Armijo linesearch options");CHKERRQ(ierr); 48 ierr = PetscOptionsReal("-tao_ls_armijo_alpha", "initial reference constant", "", armP->alpha, &armP->alpha,NULL);CHKERRQ(ierr); 49 ierr = PetscOptionsReal("-tao_ls_armijo_beta_inf", "decrease constant one", "", armP->beta_inf, &armP->beta_inf,NULL);CHKERRQ(ierr); 50 ierr = PetscOptionsReal("-tao_ls_armijo_beta", "decrease constant", "", armP->beta, &armP->beta,NULL);CHKERRQ(ierr); 51 ierr = PetscOptionsReal("-tao_ls_armijo_sigma", "acceptance constant", "", armP->sigma, &armP->sigma,NULL);CHKERRQ(ierr); 52 ierr = PetscOptionsInt("-tao_ls_armijo_memory_size", "number of historical elements", "", armP->memorySize, &armP->memorySize,NULL);CHKERRQ(ierr); 53 ierr = PetscOptionsInt("-tao_ls_armijo_reference_policy", "policy for updating reference value", "", armP->referencePolicy, &armP->referencePolicy,NULL);CHKERRQ(ierr); 54 ierr = PetscOptionsInt("-tao_ls_armijo_replacement_policy", "policy for updating memory", "", armP->replacementPolicy, &armP->replacementPolicy,NULL);CHKERRQ(ierr); 55 ierr = PetscOptionsBool("-tao_ls_armijo_nondescending","Use nondescending armijo algorithm","",armP->nondescending,&armP->nondescending,NULL);CHKERRQ(ierr); 56 ierr = PetscOptionsTail();CHKERRQ(ierr); 57 PetscFunctionReturn(0); 58 } 59 60 #undef __FUNCT__ 61 #define __FUNCT__ "TaoLineSearchView_Armijo" 62 static PetscErrorCode TaoLineSearchView_Armijo(TaoLineSearch ls, PetscViewer pv) 63 { 64 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data; 65 PetscBool isascii; 66 PetscErrorCode ierr; 67 68 PetscFunctionBegin; 69 ierr = PetscObjectTypeCompare((PetscObject)pv, PETSCVIEWERASCII, &isascii);CHKERRQ(ierr); 70 if (isascii) { 71 ierr=PetscViewerASCIIPrintf(pv," Armijo linesearch",armP->alpha);CHKERRQ(ierr); 72 if (armP->nondescending) { 73 ierr = PetscViewerASCIIPrintf(pv, " (nondescending)");CHKERRQ(ierr); 74 } 75 if (ls->bounded) { 76 ierr = PetscViewerASCIIPrintf(pv," (projected)");CHKERRQ(ierr); 77 } 78 ierr=PetscViewerASCIIPrintf(pv,": alpha=%g beta=%g ",(double)armP->alpha,(double)armP->beta);CHKERRQ(ierr); 79 ierr=PetscViewerASCIIPrintf(pv,"sigma=%g ",(double)armP->sigma);CHKERRQ(ierr); 80 ierr=PetscViewerASCIIPrintf(pv,"memsize=%D\n",armP->memorySize);CHKERRQ(ierr); 81 } 82 PetscFunctionReturn(0); 83 } 84 85 #undef __FUNCT__ 86 #define __FUNCT__ "TaoLineSearchApply_Armijo" 87 /* @ TaoApply_Armijo - This routine performs a linesearch. It 88 backtracks until the (nonmonotone) Armijo conditions are satisfied. 89 90 Input Parameters: 91 + tao - Tao context 92 . X - current iterate (on output X contains new iterate, X + step*S) 93 . S - search direction 94 . f - merit function evaluated at X 95 . G - gradient of merit function evaluated at X 96 . W - work vector 97 - step - initial estimate of step length 98 99 Output parameters: 100 + f - merit function evaluated at new iterate, X + step*S 101 . G - gradient of merit function evaluated at new iterate, X + step*S 102 . X - new iterate 103 - step - final step length 104 105 @ */ 106 static PetscErrorCode TaoLineSearchApply_Armijo(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s) 107 { 108 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data; 109 PetscErrorCode ierr; 110 PetscInt i; 111 PetscReal fact, ref, gdx; 112 PetscInt idx; 113 PetscBool g_computed=PETSC_FALSE; /* to prevent extra gradient computation */ 114 115 PetscFunctionBegin; 116 117 ls->reason = TAOLINESEARCH_CONTINUE_ITERATING; 118 if (!armP->work) { 119 ierr = VecDuplicate(x,&armP->work);CHKERRQ(ierr); 120 armP->x = x; 121 ierr = PetscObjectReference((PetscObject)armP->x);CHKERRQ(ierr); 122 } else if (x != armP->x) { 123 /* If x has changed, then recreate work */ 124 ierr = VecDestroy(&armP->work);CHKERRQ(ierr); 125 ierr = VecDuplicate(x,&armP->work);CHKERRQ(ierr); 126 ierr = PetscObjectDereference((PetscObject)armP->x);CHKERRQ(ierr); 127 armP->x = x; 128 ierr = PetscObjectReference((PetscObject)armP->x);CHKERRQ(ierr); 129 } 130 131 /* Check linesearch parameters */ 132 if (armP->alpha < 1) { 133 ierr = PetscInfo1(ls,"Armijo line search error: alpha (%g) < 1\n", (double)armP->alpha);CHKERRQ(ierr); 134 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 135 } else if ((armP->beta <= 0) || (armP->beta >= 1)) { 136 ierr = PetscInfo1(ls,"Armijo line search error: beta (%g) invalid\n", (double)armP->beta);CHKERRQ(ierr); 137 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 138 } else if ((armP->beta_inf <= 0) || (armP->beta_inf >= 1)) { 139 ierr = PetscInfo1(ls,"Armijo line search error: beta_inf (%g) invalid\n", (double)armP->beta_inf);CHKERRQ(ierr); 140 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 141 } else if ((armP->sigma <= 0) || (armP->sigma >= 0.5)) { 142 ierr = PetscInfo1(ls,"Armijo line search error: sigma (%g) invalid\n", (double)armP->sigma);CHKERRQ(ierr); 143 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 144 } else if (armP->memorySize < 1) { 145 ierr = PetscInfo1(ls,"Armijo line search error: memory_size (%D) < 1\n", armP->memorySize);CHKERRQ(ierr); 146 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 147 } else if ((armP->referencePolicy != REFERENCE_MAX) && (armP->referencePolicy != REFERENCE_AVE) && (armP->referencePolicy != REFERENCE_MEAN)) { 148 ierr = PetscInfo(ls,"Armijo line search error: reference_policy invalid\n");CHKERRQ(ierr); 149 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 150 } else if ((armP->replacementPolicy != REPLACE_FIFO) && (armP->replacementPolicy != REPLACE_MRU)) { 151 ierr = PetscInfo(ls,"Armijo line search error: replacement_policy invalid\n");CHKERRQ(ierr); 152 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 153 } else if (PetscIsInfOrNanReal(*f)) { 154 ierr = PetscInfo(ls,"Armijo line search error: initial function inf or nan\n");CHKERRQ(ierr); 155 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 156 } 157 158 if (ls->reason != TAOLINESEARCH_CONTINUE_ITERATING) { 159 PetscFunctionReturn(0); 160 } 161 162 /* Check to see of the memory has been allocated. If not, allocate 163 the historical array and populate it with the initial function 164 values. */ 165 if (!armP->memory) { 166 ierr = PetscMalloc1(armP->memorySize, &armP->memory );CHKERRQ(ierr); 167 } 168 169 if (!armP->memorySetup) { 170 for (i = 0; i < armP->memorySize; i++) { 171 armP->memory[i] = armP->alpha*(*f); 172 } 173 174 armP->current = 0; 175 armP->lastReference = armP->memory[0]; 176 armP->memorySetup=PETSC_TRUE; 177 } 178 179 /* Calculate reference value (MAX) */ 180 ref = armP->memory[0]; 181 idx = 0; 182 183 for (i = 1; i < armP->memorySize; i++) { 184 if (armP->memory[i] > ref) { 185 ref = armP->memory[i]; 186 idx = i; 187 } 188 } 189 190 if (armP->referencePolicy == REFERENCE_AVE) { 191 ref = 0; 192 for (i = 0; i < armP->memorySize; i++) { 193 ref += armP->memory[i]; 194 } 195 ref = ref / armP->memorySize; 196 ref = PetscMax(ref, armP->memory[armP->current]); 197 } else if (armP->referencePolicy == REFERENCE_MEAN) { 198 ref = PetscMin(ref, 0.5*(armP->lastReference + armP->memory[armP->current])); 199 } 200 ierr = VecDot(g,s,&gdx);CHKERRQ(ierr); 201 202 if (PetscIsInfOrNanReal(gdx)) { 203 ierr = PetscInfo1(ls,"Initial Line Search step * g is Inf or Nan (%g)\n",(double)gdx);CHKERRQ(ierr); 204 ls->reason=TAOLINESEARCH_FAILED_INFORNAN; 205 PetscFunctionReturn(0); 206 } 207 if (gdx >= 0.0) { 208 ierr = PetscInfo1(ls,"Initial Line Search step is not descent direction (g's=%g)\n",(double)gdx);CHKERRQ(ierr); 209 ls->reason = TAOLINESEARCH_FAILED_ASCENT; 210 PetscFunctionReturn(0); 211 } 212 213 if (armP->nondescending) { 214 fact = armP->sigma; 215 } else { 216 fact = armP->sigma * gdx; 217 } 218 ls->step = ls->initstep; 219 while (ls->step >= ls->stepmin && (ls->nfeval+ls->nfgeval) < ls->max_funcs) { 220 /* Calculate iterate */ 221 ierr = VecCopy(x,armP->work);CHKERRQ(ierr); 222 ierr = VecAXPY(armP->work,ls->step,s);CHKERRQ(ierr); 223 if (ls->bounded) { 224 ierr = VecMedian(ls->lower,armP->work,ls->upper,armP->work);CHKERRQ(ierr); 225 } 226 227 /* Calculate function at new iterate */ 228 if (ls->hasobjective) { 229 ierr = TaoLineSearchComputeObjective(ls,armP->work,f);CHKERRQ(ierr); 230 g_computed=PETSC_FALSE; 231 } else if (ls->usegts) { 232 ierr = TaoLineSearchComputeObjectiveAndGTS(ls,armP->work,f,&gdx);CHKERRQ(ierr); 233 g_computed=PETSC_FALSE; 234 } else { 235 ierr = TaoLineSearchComputeObjectiveAndGradient(ls,armP->work,f,g);CHKERRQ(ierr); 236 g_computed=PETSC_TRUE; 237 } 238 if (ls->step == ls->initstep) { 239 ls->f_fullstep = *f; 240 } 241 242 if (PetscIsInfOrNanReal(*f)) { 243 ls->step *= armP->beta_inf; 244 } else { 245 /* Check descent condition */ 246 if (armP->nondescending && *f <= ref - ls->step*fact*ref) 247 break; 248 if (!armP->nondescending && *f <= ref + ls->step*fact) { 249 break; 250 } 251 252 ls->step *= armP->beta; 253 } 254 } 255 256 /* Check termination */ 257 if (PetscIsInfOrNanReal(*f)) { 258 ierr = PetscInfo(ls, "Function is inf or nan.\n");CHKERRQ(ierr); 259 ls->reason = TAOLINESEARCH_FAILED_INFORNAN; 260 } else if (ls->step < ls->stepmin) { 261 ierr = PetscInfo(ls, "Step length is below tolerance.\n");CHKERRQ(ierr); 262 ls->reason = TAOLINESEARCH_HALTED_RTOL; 263 } else if ((ls->nfeval+ls->nfgeval) >= ls->max_funcs) { 264 ierr = PetscInfo2(ls, "Number of line search function evals (%D) > maximum allowed (%D)\n",ls->nfeval+ls->nfgeval, ls->max_funcs);CHKERRQ(ierr); 265 ls->reason = TAOLINESEARCH_HALTED_MAXFCN; 266 } 267 if (ls->reason) { 268 PetscFunctionReturn(0); 269 } 270 271 /* Successful termination, update memory */ 272 ls->reason = TAOLINESEARCH_SUCCESS; 273 armP->lastReference = ref; 274 if (armP->replacementPolicy == REPLACE_FIFO) { 275 armP->memory[armP->current++] = *f; 276 if (armP->current >= armP->memorySize) { 277 armP->current = 0; 278 } 279 } else { 280 armP->current = idx; 281 armP->memory[idx] = *f; 282 } 283 284 /* Update iterate and compute gradient */ 285 ierr = VecCopy(armP->work,x);CHKERRQ(ierr); 286 if (!g_computed) { 287 ierr = TaoLineSearchComputeGradient(ls, x, g);CHKERRQ(ierr); 288 } 289 ierr = PetscInfo2(ls, "%D function evals in line search, step = %g\n",ls->nfeval, (double)ls->step);CHKERRQ(ierr); 290 PetscFunctionReturn(0); 291 } 292 293 #undef __FUNCT__ 294 #define __FUNCT__ "TaoLineSearchCreate_Armijo" 295 PETSC_EXTERN PetscErrorCode TaoLineSearchCreate_Armijo(TaoLineSearch ls) 296 { 297 TaoLineSearch_ARMIJO *armP; 298 PetscErrorCode ierr; 299 300 PetscFunctionBegin; 301 PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 302 ierr = PetscNewLog(ls,&armP);CHKERRQ(ierr); 303 304 armP->memory = NULL; 305 armP->alpha = 1.0; 306 armP->beta = 0.5; 307 armP->beta_inf = 0.5; 308 armP->sigma = 1e-4; 309 armP->memorySize = 1; 310 armP->referencePolicy = REFERENCE_MAX; 311 armP->replacementPolicy = REPLACE_MRU; 312 armP->nondescending=PETSC_FALSE; 313 ls->data = (void*)armP; 314 ls->initstep=1.0; 315 ls->ops->setup=0; 316 ls->ops->apply=TaoLineSearchApply_Armijo; 317 ls->ops->view = TaoLineSearchView_Armijo; 318 ls->ops->destroy = TaoLineSearchDestroy_Armijo; 319 ls->ops->reset = TaoLineSearchReset_Armijo; 320 ls->ops->setfromoptions = TaoLineSearchSetFromOptions_Armijo; 321 PetscFunctionReturn(0); 322 } 323 324