1 #include "petscvec.h" 2 #include "taosolver.h" 3 #include "tao-private/taolinesearch_impl.h" 4 #include "armijo.h" 5 6 #define REPLACE_FIFO 1 7 #define REPLACE_MRU 2 8 9 #define REFERENCE_MAX 1 10 #define REFERENCE_AVE 2 11 #define REFERENCE_MEAN 3 12 13 #undef __FUNCT__ 14 #define __FUNCT__ "TaoLineSearchDestroy_Armijo" 15 static PetscErrorCode TaoLineSearchDestroy_Armijo(TaoLineSearch ls) 16 { 17 TAOLINESEARCH_ARMIJO_CTX *armP = (TAOLINESEARCH_ARMIJO_CTX *)ls->data; 18 PetscErrorCode ierr; 19 20 PetscFunctionBegin; 21 if (armP->memory != PETSC_NULL) { 22 ierr = PetscFree(armP->memory);CHKERRQ(ierr); 23 armP->memory = PETSC_NULL; 24 } 25 if (armP->x) { 26 ierr = PetscObjectDereference((PetscObject)armP->x);CHKERRQ(ierr); 27 } 28 ierr = VecDestroy(&armP->work);CHKERRQ(ierr); 29 ierr = PetscFree(ls->data);CHKERRQ(ierr); 30 ls->data = PETSC_NULL; 31 PetscFunctionReturn(0); 32 } 33 34 #undef __FUNCT__ 35 #define __FUNCT__ "TaoLineSearchReset_Armijo" 36 static PetscErrorCode TaoLineSearchReset_Armijo(TaoLineSearch ls) 37 { 38 TAOLINESEARCH_ARMIJO_CTX *armP = (TAOLINESEARCH_ARMIJO_CTX *)ls->data; 39 PetscErrorCode ierr; 40 41 PetscFunctionBegin; 42 if (armP->memory != PETSC_NULL) { 43 ierr = PetscFree(armP->memory);CHKERRQ(ierr); 44 armP->memory = PETSC_NULL; 45 } 46 armP->memorySetup = PETSC_FALSE; 47 PetscFunctionReturn(0); 48 } 49 50 #undef __FUNCT__ 51 #define __FUNCT__ "TaoLineSearchSetFromOptions_Armijo" 52 static PetscErrorCode TaoLineSearchSetFromOptions_Armijo(TaoLineSearch ls) 53 { 54 TAOLINESEARCH_ARMIJO_CTX *armP = (TAOLINESEARCH_ARMIJO_CTX *)ls->data; 55 PetscErrorCode ierr; 56 57 PetscFunctionBegin; 58 ierr = PetscOptionsHead("Armijo linesearch options");CHKERRQ(ierr); 59 ierr = PetscOptionsReal("-tao_ls_armijo_alpha", "initial reference constant", "", armP->alpha, &armP->alpha, 0);CHKERRQ(ierr); 60 ierr = PetscOptionsReal("-tao_ls_armijo_beta_inf", "decrease constant one", "", armP->beta_inf, &armP->beta_inf, 0);CHKERRQ(ierr); 61 ierr = PetscOptionsReal("-tao_ls_armijo_beta", "decrease constant", "", armP->beta, &armP->beta, 0);CHKERRQ(ierr); 62 ierr = PetscOptionsReal("-tao_ls_armijo_sigma", "acceptance constant", "", armP->sigma, &armP->sigma, 0);CHKERRQ(ierr); 63 ierr = PetscOptionsInt("-tao_ls_armijo_memory_size", "number of historical elements", "", armP->memorySize, &armP->memorySize, 0);CHKERRQ(ierr); 64 ierr = PetscOptionsInt("-tao_ls_armijo_reference_policy", "policy for updating reference value", "", armP->referencePolicy, &armP->referencePolicy, 0);CHKERRQ(ierr); 65 ierr = PetscOptionsInt("-tao_ls_armijo_replacement_policy", "policy for updating memory", "", armP->replacementPolicy, &armP->replacementPolicy, 0);CHKERRQ(ierr); 66 ierr = PetscOptionsBool("-tao_ls_armijo_nondescending","Use nondescending armijo algorithm","",armP->nondescending,&armP->nondescending, 0);CHKERRQ(ierr); 67 ierr = PetscOptionsTail();CHKERRQ(ierr); 68 PetscFunctionReturn(0); 69 } 70 71 #undef __FUNCT__ 72 #define __FUNCT__ "TaoLineSearchView_Armijo" 73 static PetscErrorCode TaoLineSearchView_Armijo(TaoLineSearch ls, PetscViewer pv) 74 { 75 TAOLINESEARCH_ARMIJO_CTX *armP = (TAOLINESEARCH_ARMIJO_CTX *)ls->data; 76 PetscBool isascii; 77 PetscErrorCode ierr; 78 79 PetscFunctionBegin; 80 ierr = PetscObjectTypeCompare((PetscObject)pv, PETSCVIEWERASCII, &isascii);CHKERRQ(ierr); 81 if (isascii) { 82 ierr = PetscViewerASCIIPrintf(pv," maxf=%D, ftol=%g, gtol=%g\n",ls->max_funcs, (double)ls->rtol, (double)ls->ftol);CHKERRQ(ierr); 83 ierr=PetscViewerASCIIPrintf(pv," Armijo linesearch",armP->alpha);CHKERRQ(ierr); 84 if (armP->nondescending) { 85 ierr = PetscViewerASCIIPrintf(pv, " (nondescending)");CHKERRQ(ierr); 86 } 87 if (ls->bounded) { 88 ierr = PetscViewerASCIIPrintf(pv," (projected)");CHKERRQ(ierr); 89 } 90 ierr=PetscViewerASCIIPrintf(pv,": alpha=%g beta=%g ",(double)armP->alpha,(double)armP->beta);CHKERRQ(ierr); 91 ierr=PetscViewerASCIIPrintf(pv,"sigma=%g ",(double)armP->sigma);CHKERRQ(ierr); 92 ierr=PetscViewerASCIIPrintf(pv,"memsize=%D\n",armP->memorySize);CHKERRQ(ierr); 93 } 94 PetscFunctionReturn(0); 95 } 96 97 #undef __FUNCT__ 98 #define __FUNCT__ "TaoLineSearchApply_Armijo" 99 /* @ TaoApply_Armijo - This routine performs a linesearch. It 100 backtracks until the (nonmonotone) Armijo conditions are satisfied. 101 102 Input Parameters: 103 + tao - TaoSolver context 104 . X - current iterate (on output X contains new iterate, X + step*S) 105 . S - search direction 106 . f - merit function evaluated at X 107 . G - gradient of merit function evaluated at X 108 . W - work vector 109 - step - initial estimate of step length 110 111 Output parameters: 112 + f - merit function evaluated at new iterate, X + step*S 113 . G - gradient of merit function evaluated at new iterate, X + step*S 114 . X - new iterate 115 - step - final step length 116 117 Info is set to one of: 118 . 0 - the line search succeeds; the sufficient decrease 119 condition and the directional derivative condition hold 120 121 negative number if an input parameter is invalid 122 - -1 - step < 0 123 124 positive number > 1 if the line search otherwise terminates 125 + 1 - Step is at the lower bound, stepmin. 126 @ */ 127 static PetscErrorCode TaoLineSearchApply_Armijo(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s) 128 { 129 TAOLINESEARCH_ARMIJO_CTX *armP = (TAOLINESEARCH_ARMIJO_CTX *)ls->data; 130 PetscErrorCode ierr; 131 PetscInt i; 132 PetscReal fact, ref, gdx; 133 PetscInt idx; 134 PetscBool g_computed=PETSC_FALSE; /* to prevent extra gradient computation */ 135 136 PetscFunctionBegin; 137 138 ls->reason = TAOLINESEARCH_CONTINUE_ITERATING; 139 if (!armP->work) { 140 ierr = VecDuplicate(x,&armP->work);CHKERRQ(ierr); 141 armP->x = x; 142 ierr = PetscObjectReference((PetscObject)armP->x);CHKERRQ(ierr); 143 } else if (x != armP->x) { 144 /* If x has changed, then recreate work */ 145 ierr = VecDestroy(&armP->work);CHKERRQ(ierr); 146 ierr = VecDuplicate(x,&armP->work);CHKERRQ(ierr); 147 ierr = PetscObjectDereference((PetscObject)armP->x);CHKERRQ(ierr); 148 armP->x = x; 149 ierr = PetscObjectReference((PetscObject)armP->x);CHKERRQ(ierr); 150 } 151 152 /* Check linesearch parameters */ 153 if (armP->alpha < 1) { 154 ierr = PetscInfo1(ls,"Armijo line search error: alpha (%g) < 1\n", (double)armP->alpha);CHKERRQ(ierr); 155 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 156 } else if ((armP->beta <= 0) || (armP->beta >= 1)) { 157 ierr = PetscInfo1(ls,"Armijo line search error: beta (%g) invalid\n", (double)armP->beta);CHKERRQ(ierr); 158 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 159 } else if ((armP->beta_inf <= 0) || (armP->beta_inf >= 1)) { 160 ierr = PetscInfo1(ls,"Armijo line search error: beta_inf (%g) invalid\n", (double)armP->beta_inf);CHKERRQ(ierr); 161 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 162 } else if ((armP->sigma <= 0) || (armP->sigma >= 0.5)) { 163 ierr = PetscInfo1(ls,"Armijo line search error: sigma (%g) invalid\n", (double)armP->sigma);CHKERRQ(ierr); 164 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 165 } else if (armP->memorySize < 1) { 166 ierr = PetscInfo1(ls,"Armijo line search error: memory_size (%D) < 1\n", armP->memorySize);CHKERRQ(ierr); 167 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 168 } else if ((armP->referencePolicy != REFERENCE_MAX) && (armP->referencePolicy != REFERENCE_AVE) && (armP->referencePolicy != REFERENCE_MEAN)) { 169 ierr = PetscInfo(ls,"Armijo line search error: reference_policy invalid\n");CHKERRQ(ierr); 170 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 171 } else if ((armP->replacementPolicy != REPLACE_FIFO) && (armP->replacementPolicy != REPLACE_MRU)) { 172 ierr = PetscInfo(ls,"Armijo line search error: replacement_policy invalid\n");CHKERRQ(ierr); 173 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 174 } else if (PetscIsInfOrNanReal(*f)) { 175 ierr = PetscInfo(ls,"Armijo line search error: initial function inf or nan\n");CHKERRQ(ierr); 176 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 177 } 178 179 if (ls->reason != TAOLINESEARCH_CONTINUE_ITERATING) { 180 PetscFunctionReturn(0); 181 } 182 183 /* Check to see of the memory has been allocated. If not, allocate 184 the historical array and populate it with the initial function 185 values. */ 186 if (armP->memory == PETSC_NULL) { 187 ierr = PetscMalloc(sizeof(PetscReal)*armP->memorySize, &armP->memory );CHKERRQ(ierr); 188 } 189 190 if (!armP->memorySetup) { 191 for (i = 0; i < armP->memorySize; i++) { 192 armP->memory[i] = armP->alpha*(*f); 193 } 194 195 armP->current = 0; 196 armP->lastReference = armP->memory[0]; 197 armP->memorySetup=PETSC_TRUE; 198 } 199 200 /* Calculate reference value (MAX) */ 201 ref = armP->memory[0]; 202 idx = 0; 203 204 for (i = 1; i < armP->memorySize; i++) { 205 if (armP->memory[i] > ref) { 206 ref = armP->memory[i]; 207 idx = i; 208 } 209 } 210 211 if (armP->referencePolicy == REFERENCE_AVE) { 212 ref = 0; 213 for (i = 0; i < armP->memorySize; i++) { 214 ref += armP->memory[i]; 215 } 216 ref = ref / armP->memorySize; 217 ref = PetscMax(ref, armP->memory[armP->current]); 218 } else if (armP->referencePolicy == REFERENCE_MEAN) { 219 ref = PetscMin(ref, 0.5*(armP->lastReference + armP->memory[armP->current])); 220 } 221 ierr = VecDot(g,s,&gdx);CHKERRQ(ierr); 222 223 if (PetscIsInfOrNanReal(gdx)) { 224 ierr = PetscInfo1(ls,"Initial Line Search step * g is Inf or Nan (%g)\n",(double)gdx);CHKERRQ(ierr); 225 ls->reason=TAOLINESEARCH_FAILED_INFORNAN; 226 PetscFunctionReturn(0); 227 } 228 if (gdx >= 0.0) { 229 ierr = PetscInfo1(ls,"Initial Line Search step is not descent direction (g's=%g)\n",(double)gdx);CHKERRQ(ierr); 230 ls->reason = TAOLINESEARCH_FAILED_ASCENT; 231 PetscFunctionReturn(0); 232 } 233 234 if (armP->nondescending) { 235 fact = armP->sigma; 236 } else { 237 fact = armP->sigma * gdx; 238 } 239 ls->step = ls->initstep; 240 while (ls->step >= ls->stepmin && (ls->nfeval+ls->nfgeval) < ls->max_funcs) { 241 /* Calculate iterate */ 242 ierr = VecCopy(x,armP->work);CHKERRQ(ierr); 243 ierr = VecAXPY(armP->work,ls->step,s);CHKERRQ(ierr); 244 if (ls->bounded) { 245 ierr = VecMedian(ls->lower,armP->work,ls->upper,armP->work);CHKERRQ(ierr); 246 } 247 248 /* Calculate function at new iterate */ 249 if (ls->hasobjective) { 250 ierr = TaoLineSearchComputeObjective(ls,armP->work,f);CHKERRQ(ierr); 251 g_computed=PETSC_FALSE; 252 } else if (ls->usegts) { 253 ierr = TaoLineSearchComputeObjectiveAndGTS(ls,armP->work,f,&gdx);CHKERRQ(ierr); 254 g_computed=PETSC_FALSE; 255 } else { 256 ierr = TaoLineSearchComputeObjectiveAndGradient(ls,armP->work,f,g);CHKERRQ(ierr); 257 g_computed=PETSC_TRUE; 258 } 259 if (ls->step == ls->initstep) { 260 ls->f_fullstep = *f; 261 } 262 263 if (PetscIsInfOrNanReal(*f)) { 264 ls->step *= armP->beta_inf; 265 } else { 266 /* Check descent condition */ 267 if (armP->nondescending && *f <= ref - ls->step*fact*ref) 268 break; 269 if (!armP->nondescending && *f <= ref + ls->step*fact) { 270 break; 271 } 272 273 ls->step *= armP->beta; 274 } 275 } 276 277 /* Check termination */ 278 if (PetscIsInfOrNanReal(*f)) { 279 ierr = PetscInfo(ls, "Function is inf or nan.\n");CHKERRQ(ierr); 280 ls->reason = TAOLINESEARCH_FAILED_INFORNAN; 281 } else if (ls->step < ls->stepmin) { 282 ierr = PetscInfo(ls, "Step length is below tolerance.\n");CHKERRQ(ierr); 283 ls->reason = TAOLINESEARCH_HALTED_RTOL; 284 } else if ((ls->nfeval+ls->nfgeval) >= ls->max_funcs) { 285 ierr = PetscInfo2(ls, "Number of line search function evals (%D) > maximum allowed (%D)\n",ls->nfeval+ls->nfgeval, ls->max_funcs);CHKERRQ(ierr); 286 ls->reason = TAOLINESEARCH_HALTED_MAXFCN; 287 } 288 if (ls->reason) { 289 PetscFunctionReturn(0); 290 } 291 292 /* Successful termination, update memory */ 293 armP->lastReference = ref; 294 if (armP->replacementPolicy == REPLACE_FIFO) { 295 armP->memory[armP->current++] = *f; 296 if (armP->current >= armP->memorySize) { 297 armP->current = 0; 298 } 299 } else { 300 armP->current = idx; 301 armP->memory[idx] = *f; 302 } 303 304 /* Update iterate and compute gradient */ 305 ierr = VecCopy(armP->work,x);CHKERRQ(ierr); 306 if (!g_computed) { 307 ierr = TaoLineSearchComputeGradient(ls, x, g);CHKERRQ(ierr); 308 } 309 ierr = PetscInfo2(ls, "%D function evals in line search, step = %g\n",ls->nfeval, (double)ls->step);CHKERRQ(ierr); 310 PetscFunctionReturn(0); 311 } 312 313 EXTERN_C_BEGIN 314 #undef __FUNCT__ 315 #define __FUNCT__ "TaoLineSearchCreate_Armijo" 316 PetscErrorCode TaoLineSearchCreate_Armijo(TaoLineSearch ls) 317 { 318 TAOLINESEARCH_ARMIJO_CTX *armP; 319 PetscErrorCode ierr; 320 321 PetscFunctionBegin; 322 PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 323 ierr = PetscNewLog(ls,&armP);CHKERRQ(ierr); 324 325 armP->memory = PETSC_NULL; 326 armP->alpha = 1.0; 327 armP->beta = 0.5; 328 armP->beta_inf = 0.5; 329 armP->sigma = 1e-4; 330 armP->memorySize = 1; 331 armP->referencePolicy = REFERENCE_MAX; 332 armP->replacementPolicy = REPLACE_MRU; 333 armP->nondescending=PETSC_FALSE; 334 ls->data = (void*)armP; 335 ls->initstep=1.0; 336 ls->ops->setup=0; 337 ls->ops->apply=TaoLineSearchApply_Armijo; 338 ls->ops->view = TaoLineSearchView_Armijo; 339 ls->ops->destroy = TaoLineSearchDestroy_Armijo; 340 ls->ops->reset = TaoLineSearchReset_Armijo; 341 ls->ops->setfromoptions = TaoLineSearchSetFromOptions_Armijo; 342 PetscFunctionReturn(0); 343 } 344 EXTERN_C_END 345