1 #include "petscvec.h" 2 #include "taosolver.h" 3 #include "petsc-private/taolinesearchimpl.h" 4 #include "owarmijo.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 static PetscErrorCode ProjWork_OWLQN(Vec w,Vec x,Vec gv,PetscReal *gdx) 14 { 15 PetscReal *xptr,*wptr,*gptr; 16 PetscErrorCode ierr; 17 PetscInt low,high,low1,high1,low2,high2,i; 18 19 PetscFunctionBegin; 20 ierr=VecGetOwnershipRange(w,&low,&high);CHKERRQ(ierr); 21 ierr=VecGetOwnershipRange(x,&low1,&high1);CHKERRQ(ierr); 22 ierr=VecGetOwnershipRange(gv,&low2,&high2);CHKERRQ(ierr); 23 24 *gdx=0.0; 25 ierr = VecGetArray(x,&xptr);CHKERRQ(ierr); 26 ierr = VecGetArray(w,&wptr);CHKERRQ(ierr); 27 ierr = VecGetArray(gv,&gptr);CHKERRQ(ierr); 28 29 for (i=0;i<high-low;i++) { 30 if (xptr[i]*wptr[i]<0.0) 31 wptr[i]=0.0; 32 *gdx = *gdx + gptr[i]*(wptr[i]-xptr[i]); 33 } 34 ierr = VecRestoreArray(w,&wptr);CHKERRQ(ierr); 35 ierr = VecRestoreArray(x,&xptr);CHKERRQ(ierr); 36 ierr = VecRestoreArray(gv,&gptr);CHKERRQ(ierr); 37 PetscFunctionReturn(0); 38 } 39 40 #undef __FUNCT__ 41 #define __FUNCT__ "TaoLineSearchDestroy_OWArmijo" 42 static PetscErrorCode TaoLineSearchDestroy_OWArmijo(TaoLineSearch ls) 43 { 44 TAOLINESEARCH_OWARMIJO_CTX *armP = (TAOLINESEARCH_OWARMIJO_CTX *)ls->data; 45 PetscErrorCode ierr; 46 47 PetscFunctionBegin; 48 ierr = PetscFree(armP->memory);CHKERRQ(ierr); 49 if (armP->x) { 50 ierr = PetscObjectDereference((PetscObject)armP->x);CHKERRQ(ierr); 51 } 52 ierr = VecDestroy(&armP->work);CHKERRQ(ierr); 53 ierr = PetscFree(ls->data);CHKERRQ(ierr); 54 PetscFunctionReturn(0); 55 } 56 57 #undef __FUNCT__ 58 #define __FUNCT__ "TaoLineSearchSetFromOptions_OWArmijo" 59 static PetscErrorCode TaoLineSearchSetFromOptions_OWArmijo(TaoLineSearch ls) 60 { 61 TAOLINESEARCH_OWARMIJO_CTX *armP = (TAOLINESEARCH_OWARMIJO_CTX *)ls->data; 62 PetscErrorCode ierr; 63 64 PetscFunctionBegin; 65 ierr = PetscOptionsHead("OWArmijo linesearch options");CHKERRQ(ierr); 66 ierr = PetscOptionsReal("-tao_ls_OWArmijo_alpha", "initial reference constant", "", armP->alpha, &armP->alpha, 0);CHKERRQ(ierr); 67 ierr = PetscOptionsReal("-tao_ls_OWArmijo_beta_inf", "decrease constant one", "", armP->beta_inf, &armP->beta_inf, 0);CHKERRQ(ierr); 68 ierr = PetscOptionsReal("-tao_ls_OWArmijo_beta", "decrease constant", "", armP->beta, &armP->beta, 0);CHKERRQ(ierr); 69 ierr = PetscOptionsReal("-tao_ls_OWArmijo_sigma", "acceptance constant", "", armP->sigma, &armP->sigma, 0);CHKERRQ(ierr); 70 ierr = PetscOptionsInt("-tao_ls_OWArmijo_memory_size", "number of historical elements", "", armP->memorySize, &armP->memorySize, 0);CHKERRQ(ierr); 71 ierr = PetscOptionsInt("-tao_ls_OWArmijo_reference_policy", "policy for updating reference value", "", armP->referencePolicy, &armP->referencePolicy, 0);CHKERRQ(ierr); 72 ierr = PetscOptionsInt("-tao_ls_OWArmijo_replacement_policy", "policy for updating memory", "", armP->replacementPolicy, &armP->replacementPolicy, 0);CHKERRQ(ierr); 73 ierr = PetscOptionsBool("-tao_ls_OWArmijo_nondescending","Use nondescending OWArmijo algorithm","",armP->nondescending,&armP->nondescending, 0);CHKERRQ(ierr); 74 ierr = PetscOptionsTail();CHKERRQ(ierr); 75 PetscFunctionReturn(0); 76 } 77 78 #undef __FUNCT__ 79 #define __FUNCT__ "TaoLineSearchView_OWArmijo" 80 static PetscErrorCode TaoLineSearchView_OWArmijo(TaoLineSearch ls, PetscViewer pv) 81 { 82 TAOLINESEARCH_OWARMIJO_CTX *armP = (TAOLINESEARCH_OWARMIJO_CTX *)ls->data; 83 PetscBool isascii; 84 PetscErrorCode ierr; 85 86 PetscFunctionBegin; 87 ierr = PetscObjectTypeCompare((PetscObject)pv, PETSCVIEWERASCII, &isascii);CHKERRQ(ierr); 88 if (isascii) { 89 ierr = PetscViewerASCIIPrintf(pv," maxf=%d, ftol=%g, gtol=%g\n",ls->max_funcs, ls->rtol, ls->ftol);CHKERRQ(ierr); 90 ierr=PetscViewerASCIIPrintf(pv," OWArmijo linesearch",armP->alpha);CHKERRQ(ierr); 91 if (armP->nondescending) { 92 ierr = PetscViewerASCIIPrintf(pv, " (nondescending)");CHKERRQ(ierr); 93 } 94 ierr=PetscViewerASCIIPrintf(pv,": alpha=%g beta=%g ",armP->alpha,armP->beta);CHKERRQ(ierr); 95 ierr=PetscViewerASCIIPrintf(pv,"sigma=%g ",armP->sigma);CHKERRQ(ierr); 96 ierr=PetscViewerASCIIPrintf(pv,"memsize=%d\n",armP->memorySize);CHKERRQ(ierr); 97 } 98 PetscFunctionReturn(0); 99 } 100 101 #undef __FUNCT__ 102 #define __FUNCT__ "TaoLineSearchApply_OWArmijo" 103 /* @ TaoApply_OWArmijo - This routine performs a linesearch. It 104 backtracks until the (nonmonotone) OWArmijo conditions are satisfied. 105 106 Input Parameters: 107 + tao - TAO_SOLVER context 108 . X - current iterate (on output X contains new iterate, X + step*S) 109 . S - search direction 110 . f - merit function evaluated at X 111 . G - gradient of merit function evaluated at X 112 . W - work vector 113 - step - initial estimate of step length 114 115 Output parameters: 116 + f - merit function evaluated at new iterate, X + step*S 117 . G - gradient of merit function evaluated at new iterate, X + step*S 118 . X - new iterate 119 - step - final step length 120 121 Info is set to one of: 122 . 0 - the line search succeeds; the sufficient decrease 123 condition and the directional derivative condition hold 124 125 negative number if an input parameter is invalid 126 - -1 - step < 0 127 128 positive number > 1 if the line search otherwise terminates 129 + 1 - Step is at the lower bound, stepmin. 130 @ */ 131 static PetscErrorCode TaoLineSearchApply_OWArmijo(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s) 132 { 133 TAOLINESEARCH_OWARMIJO_CTX *armP = (TAOLINESEARCH_OWARMIJO_CTX *)ls->data; 134 PetscErrorCode ierr; 135 PetscInt i; 136 PetscReal fact, ref, gdx; 137 PetscInt idx; 138 PetscBool g_computed=PETSC_FALSE; /* to prevent extra gradient computation */ 139 Vec g_old; 140 PetscReal owlqn_minstep=0.005; 141 PetscReal partgdx; 142 143 PetscFunctionBegin; 144 fact = 0.0; 145 ls->nfeval=0; 146 ls->reason = TAOLINESEARCH_CONTINUE_ITERATING; 147 if (!armP->work) { 148 ierr = VecDuplicate(x,&armP->work);CHKERRQ(ierr); 149 armP->x = x; 150 ierr = PetscObjectReference((PetscObject)armP->x);CHKERRQ(ierr); 151 } else if (x != armP->x) { 152 ierr = VecDestroy(&armP->work);CHKERRQ(ierr); 153 ierr = VecDuplicate(x,&armP->work);CHKERRQ(ierr); 154 ierr = PetscObjectDereference((PetscObject)armP->x);CHKERRQ(ierr); 155 armP->x = x; 156 ierr = PetscObjectReference((PetscObject)armP->x);CHKERRQ(ierr); 157 } 158 159 /* Check linesearch parameters */ 160 if (armP->alpha < 1) { 161 ierr = PetscInfo1(ls,"OWArmijo line search error: alpha (%g) < 1\n", armP->alpha);CHKERRQ(ierr); 162 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 163 } else if ((armP->beta <= 0) || (armP->beta >= 1)) { 164 ierr = PetscInfo1(ls,"OWArmijo line search error: beta (%g) invalid\n", armP->beta);CHKERRQ(ierr); 165 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 166 } else if ((armP->beta_inf <= 0) || (armP->beta_inf >= 1)) { 167 ierr = PetscInfo1(ls,"OWArmijo line search error: beta_inf (%g) invalid\n", armP->beta_inf);CHKERRQ(ierr); 168 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 169 } else if ((armP->sigma <= 0) || (armP->sigma >= 0.5)) { 170 ierr = PetscInfo1(ls,"OWArmijo line search error: sigma (%g) invalid\n", armP->sigma);CHKERRQ(ierr); 171 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 172 } else if (armP->memorySize < 1) { 173 ierr = PetscInfo1(ls,"OWArmijo line search error: memory_size (%d) < 1\n", armP->memorySize);CHKERRQ(ierr); 174 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 175 } else if ((armP->referencePolicy != REFERENCE_MAX) && (armP->referencePolicy != REFERENCE_AVE) && (armP->referencePolicy != REFERENCE_MEAN)) { 176 ierr = PetscInfo(ls,"OWArmijo line search error: reference_policy invalid\n");CHKERRQ(ierr); 177 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 178 } else if ((armP->replacementPolicy != REPLACE_FIFO) && (armP->replacementPolicy != REPLACE_MRU)) { 179 ierr = PetscInfo(ls,"OWArmijo line search error: replacement_policy invalid\n");CHKERRQ(ierr); 180 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 181 } else if (PetscIsInfOrNanReal(*f)) { 182 ierr = PetscInfo(ls,"OWArmijo line search error: initial function inf or nan\n");CHKERRQ(ierr); 183 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 184 } 185 186 if (ls->reason != TAOLINESEARCH_CONTINUE_ITERATING) PetscFunctionReturn(0); 187 188 /* Check to see of the memory has been allocated. If not, allocate 189 the historical array and populate it with the initial function 190 values. */ 191 if (!armP->memory) { 192 ierr = PetscMalloc1(armP->memorySize, &armP->memory );CHKERRQ(ierr); 193 } 194 195 if (!armP->memorySetup) { 196 for (i = 0; i < armP->memorySize; i++) { 197 armP->memory[i] = armP->alpha*(*f); 198 } 199 armP->current = 0; 200 armP->lastReference = armP->memory[0]; 201 armP->memorySetup=PETSC_TRUE; 202 } 203 204 /* Calculate reference value (MAX) */ 205 ref = armP->memory[0]; 206 idx = 0; 207 208 for (i = 1; i < armP->memorySize; i++) { 209 if (armP->memory[i] > ref) { 210 ref = armP->memory[i]; 211 idx = i; 212 } 213 } 214 215 if (armP->referencePolicy == REFERENCE_AVE) { 216 ref = 0; 217 for (i = 0; i < armP->memorySize; i++) { 218 ref += armP->memory[i]; 219 } 220 ref = ref / armP->memorySize; 221 ref = PetscMax(ref, armP->memory[armP->current]); 222 } else if (armP->referencePolicy == REFERENCE_MEAN) { 223 ref = PetscMin(ref, 0.5*(armP->lastReference + armP->memory[armP->current])); 224 } 225 226 if (armP->nondescending) { 227 fact = armP->sigma; 228 } 229 230 ierr = VecDuplicate(g,&g_old);CHKERRQ(ierr); 231 ierr = VecCopy(g,g_old);CHKERRQ(ierr); 232 233 ls->step = ls->initstep; 234 while (ls->step >= owlqn_minstep && ls->nfeval < ls->max_funcs) { 235 /* Calculate iterate */ 236 ierr = VecCopy(x,armP->work);CHKERRQ(ierr); 237 ierr = VecAXPY(armP->work,ls->step,s);CHKERRQ(ierr); 238 239 partgdx=0.0; 240 ierr = ProjWork_OWLQN(armP->work,x,g_old,&partgdx); 241 ierr = MPI_Allreduce(&partgdx,&gdx,1,MPI_DOUBLE,MPI_SUM,PETSC_COMM_WORLD);CHKERRQ(ierr); 242 243 /* Check the condition of gdx */ 244 if (PetscIsInfOrNanReal(gdx)) { 245 ierr = PetscInfo1(ls,"Initial Line Search step * g is Inf or Nan (%g)\n",gdx);CHKERRQ(ierr); 246 ls->reason=TAOLINESEARCH_FAILED_INFORNAN; 247 PetscFunctionReturn(0); 248 } 249 if (gdx >= 0.0) { 250 ierr = PetscInfo1(ls,"Initial Line Search step is not descent direction (g's=%g)\n",gdx);CHKERRQ(ierr); 251 ls->reason = TAOLINESEARCH_FAILED_ASCENT; 252 PetscFunctionReturn(0); 253 } 254 255 /* Calculate function at new iterate */ 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) break; 268 if (!armP->nondescending && *f <= ref + armP->sigma * gdx) break; 269 ls->step *= armP->beta; 270 } 271 } 272 ierr = VecDestroy(&g_old);CHKERRQ(ierr); 273 274 /* Check termination */ 275 if (PetscIsInfOrNanReal(*f)) { 276 ierr = PetscInfo(ls, "Function is inf or nan.\n");CHKERRQ(ierr); 277 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER; 278 } else if (ls->step < owlqn_minstep) { 279 ierr = PetscInfo(ls, "Step length is below tolerance.\n");CHKERRQ(ierr); 280 ls->reason = TAOLINESEARCH_HALTED_RTOL; 281 } else if (ls->nfeval >= ls->max_funcs) { 282 ierr = PetscInfo2(ls, "Number of line search function evals (%d) > maximum allowed (%d)\n",ls->nfeval, ls->max_funcs);CHKERRQ(ierr); 283 ls->reason = TAOLINESEARCH_HALTED_MAXFCN; 284 } 285 if (ls->reason) PetscFunctionReturn(0); 286 287 /* Successful termination, update memory */ 288 armP->lastReference = ref; 289 if (armP->replacementPolicy == REPLACE_FIFO) { 290 armP->memory[armP->current++] = *f; 291 if (armP->current >= armP->memorySize) { 292 armP->current = 0; 293 } 294 } else { 295 armP->current = idx; 296 armP->memory[idx] = *f; 297 } 298 299 /* Update iterate and compute gradient */ 300 ierr = VecCopy(armP->work,x);CHKERRQ(ierr); 301 if (!g_computed) { 302 ierr = TaoLineSearchComputeGradient(ls, x, g);CHKERRQ(ierr); 303 } 304 ierr = PetscInfo2(ls, "%d function evals in line search, step = %10.4f\n",ls->nfeval, ls->step);CHKERRQ(ierr); 305 PetscFunctionReturn(0); 306 } 307 308 EXTERN_C_BEGIN 309 #undef __FUNCT__ 310 #define __FUNCT__ "TaoLineSearchCreate_OWArmijo" 311 PetscErrorCode TaoLineSearchCreate_OWArmijo(TaoLineSearch ls) 312 { 313 TAOLINESEARCH_OWARMIJO_CTX *armP; 314 PetscErrorCode ierr; 315 316 PetscFunctionBegin; 317 PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 318 ierr = PetscNewLog(ls,&armP);CHKERRQ(ierr); 319 320 armP->memory = NULL; 321 armP->alpha = 1.0; 322 armP->beta = 0.25; 323 armP->beta_inf = 0.25; 324 armP->sigma = 1e-4; 325 armP->memorySize = 1; 326 armP->referencePolicy = REFERENCE_MAX; 327 armP->replacementPolicy = REPLACE_MRU; 328 armP->nondescending=PETSC_FALSE; 329 ls->data = (void*)armP; 330 ls->initstep=0.1; 331 ls->ops->setup=0; 332 ls->ops->apply=TaoLineSearchApply_OWArmijo; 333 ls->ops->view = TaoLineSearchView_OWArmijo; 334 ls->ops->destroy = TaoLineSearchDestroy_OWArmijo; 335 ls->ops->setfromoptions = TaoLineSearchSetFromOptions_OWArmijo; 336 PetscFunctionReturn(0); 337 } 338 EXTERN_C_END 339