1 2 #include <petsc/private/taolinesearchimpl.h> 3 #include <../src/tao/linesearch/impls/owarmijo/owarmijo.h> 4 5 #define REPLACE_FIFO 1 6 #define REPLACE_MRU 2 7 8 #define REFERENCE_MAX 1 9 #define REFERENCE_AVE 2 10 #define REFERENCE_MEAN 3 11 12 static PetscErrorCode ProjWork_OWLQN(Vec w,Vec x,Vec gv,PetscReal *gdx) 13 { 14 const PetscReal *xptr,*gptr; 15 PetscReal *wptr; 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(w,&wptr);CHKERRQ(ierr); 26 ierr = VecGetArrayRead(x,&xptr);CHKERRQ(ierr); 27 ierr = VecGetArrayRead(gv,&gptr);CHKERRQ(ierr); 28 29 for (i=0;i<high-low;i++) { 30 if (xptr[i]*wptr[i]<0.0) wptr[i]=0.0; 31 *gdx = *gdx + gptr[i]*(wptr[i]-xptr[i]); 32 } 33 ierr = VecRestoreArray(w,&wptr);CHKERRQ(ierr); 34 ierr = VecRestoreArrayRead(x,&xptr);CHKERRQ(ierr); 35 ierr = VecRestoreArrayRead(gv,&gptr);CHKERRQ(ierr); 36 PetscFunctionReturn(0); 37 } 38 39 static PetscErrorCode TaoLineSearchDestroy_OWArmijo(TaoLineSearch ls) 40 { 41 TaoLineSearch_OWARMIJO *armP = (TaoLineSearch_OWARMIJO *)ls->data; 42 PetscErrorCode ierr; 43 44 PetscFunctionBegin; 45 ierr = PetscFree(armP->memory);CHKERRQ(ierr); 46 if (armP->x) { 47 ierr = PetscObjectDereference((PetscObject)armP->x);CHKERRQ(ierr); 48 } 49 ierr = VecDestroy(&armP->work);CHKERRQ(ierr); 50 ierr = PetscFree(ls->data);CHKERRQ(ierr); 51 PetscFunctionReturn(0); 52 } 53 54 static PetscErrorCode TaoLineSearchSetFromOptions_OWArmijo(PetscOptionItems *PetscOptionsObject,TaoLineSearch ls) 55 { 56 TaoLineSearch_OWARMIJO *armP = (TaoLineSearch_OWARMIJO *)ls->data; 57 PetscErrorCode ierr; 58 59 PetscFunctionBegin; 60 ierr = PetscOptionsHead(PetscOptionsObject,"OWArmijo linesearch options");CHKERRQ(ierr); 61 ierr = PetscOptionsReal("-tao_ls_OWArmijo_alpha", "initial reference constant", "", armP->alpha, &armP->alpha,NULL);CHKERRQ(ierr); 62 ierr = PetscOptionsReal("-tao_ls_OWArmijo_beta_inf", "decrease constant one", "", armP->beta_inf, &armP->beta_inf,NULL);CHKERRQ(ierr); 63 ierr = PetscOptionsReal("-tao_ls_OWArmijo_beta", "decrease constant", "", armP->beta, &armP->beta,NULL);CHKERRQ(ierr); 64 ierr = PetscOptionsReal("-tao_ls_OWArmijo_sigma", "acceptance constant", "", armP->sigma, &armP->sigma,NULL);CHKERRQ(ierr); 65 ierr = PetscOptionsInt("-tao_ls_OWArmijo_memory_size", "number of historical elements", "", armP->memorySize, &armP->memorySize,NULL);CHKERRQ(ierr); 66 ierr = PetscOptionsInt("-tao_ls_OWArmijo_reference_policy", "policy for updating reference value", "", armP->referencePolicy, &armP->referencePolicy,NULL);CHKERRQ(ierr); 67 ierr = PetscOptionsInt("-tao_ls_OWArmijo_replacement_policy", "policy for updating memory", "", armP->replacementPolicy, &armP->replacementPolicy,NULL);CHKERRQ(ierr); 68 ierr = PetscOptionsBool("-tao_ls_OWArmijo_nondescending","Use nondescending OWArmijo algorithm","",armP->nondescending,&armP->nondescending,NULL);CHKERRQ(ierr); 69 ierr = PetscOptionsTail();CHKERRQ(ierr); 70 PetscFunctionReturn(0); 71 } 72 73 static PetscErrorCode TaoLineSearchView_OWArmijo(TaoLineSearch ls, PetscViewer pv) 74 { 75 TaoLineSearch_OWARMIJO *armP = (TaoLineSearch_OWARMIJO *)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," OWArmijo linesearch",armP->alpha);CHKERRQ(ierr); 83 if (armP->nondescending) { 84 ierr = PetscViewerASCIIPrintf(pv, " (nondescending)");CHKERRQ(ierr); 85 } 86 ierr=PetscViewerASCIIPrintf(pv,": alpha=%g beta=%g ",(double)armP->alpha,(double)armP->beta);CHKERRQ(ierr); 87 ierr=PetscViewerASCIIPrintf(pv,"sigma=%g ",(double)armP->sigma);CHKERRQ(ierr); 88 ierr=PetscViewerASCIIPrintf(pv,"memsize=%D\n",armP->memorySize);CHKERRQ(ierr); 89 } 90 PetscFunctionReturn(0); 91 } 92 93 /* @ TaoApply_OWArmijo - This routine performs a linesearch. It 94 backtracks until the (nonmonotone) OWArmijo conditions are satisfied. 95 96 Input Parameters: 97 + tao - TAO_SOLVER context 98 . X - current iterate (on output X contains new iterate, X + step*S) 99 . S - search direction 100 . f - merit function evaluated at X 101 . G - gradient of merit function evaluated at X 102 . W - work vector 103 - step - initial estimate of step length 104 105 Output parameters: 106 + f - merit function evaluated at new iterate, X + step*S 107 . G - gradient of merit function evaluated at new iterate, X + step*S 108 . X - new iterate 109 - step - final step length 110 111 Info is set to one of: 112 . 0 - the line search succeeds; the sufficient decrease 113 condition and the directional derivative condition hold 114 115 negative number if an input parameter is invalid 116 - -1 - step < 0 117 118 positive number > 1 if the line search otherwise terminates 119 + 1 - Step is at the lower bound, stepmin. 120 @ */ 121 static PetscErrorCode TaoLineSearchApply_OWArmijo(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s) 122 { 123 TaoLineSearch_OWARMIJO *armP = (TaoLineSearch_OWARMIJO *)ls->data; 124 PetscErrorCode ierr; 125 PetscInt i; 126 PetscReal fact, ref, gdx; 127 PetscInt idx; 128 PetscBool g_computed=PETSC_FALSE; /* to prevent extra gradient computation */ 129 Vec g_old; 130 PetscReal owlqn_minstep=0.005; 131 PetscReal partgdx; 132 MPI_Comm comm; 133 134 PetscFunctionBegin; 135 ierr = PetscObjectGetComm((PetscObject)ls,&comm);CHKERRQ(ierr); 136 fact = 0.0; 137 ls->nfeval=0; 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 ierr = VecDestroy(&armP->work);CHKERRQ(ierr); 145 ierr = VecDuplicate(x,&armP->work);CHKERRQ(ierr); 146 ierr = PetscObjectDereference((PetscObject)armP->x);CHKERRQ(ierr); 147 armP->x = x; 148 ierr = PetscObjectReference((PetscObject)armP->x);CHKERRQ(ierr); 149 } 150 151 /* Check linesearch parameters */ 152 if (armP->alpha < 1) { 153 ierr = PetscInfo1(ls,"OWArmijo line search error: alpha (%g) < 1\n", (double)armP->alpha);CHKERRQ(ierr); 154 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 155 } else if ((armP->beta <= 0) || (armP->beta >= 1)) { 156 ierr = PetscInfo1(ls,"OWArmijo line search error: beta (%g) invalid\n", (double)armP->beta);CHKERRQ(ierr); 157 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 158 } else if ((armP->beta_inf <= 0) || (armP->beta_inf >= 1)) { 159 ierr = PetscInfo1(ls,"OWArmijo line search error: beta_inf (%g) invalid\n", (double)armP->beta_inf);CHKERRQ(ierr); 160 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 161 } else if ((armP->sigma <= 0) || (armP->sigma >= 0.5)) { 162 ierr = PetscInfo1(ls,"OWArmijo line search error: sigma (%g) invalid\n", (double)armP->sigma);CHKERRQ(ierr); 163 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 164 } else if (armP->memorySize < 1) { 165 ierr = PetscInfo1(ls,"OWArmijo line search error: memory_size (%D) < 1\n", armP->memorySize);CHKERRQ(ierr); 166 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 167 } else if ((armP->referencePolicy != REFERENCE_MAX) && (armP->referencePolicy != REFERENCE_AVE) && (armP->referencePolicy != REFERENCE_MEAN)) { 168 ierr = PetscInfo(ls,"OWArmijo line search error: reference_policy invalid\n");CHKERRQ(ierr); 169 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 170 } else if ((armP->replacementPolicy != REPLACE_FIFO) && (armP->replacementPolicy != REPLACE_MRU)) { 171 ierr = PetscInfo(ls,"OWArmijo line search error: replacement_policy invalid\n");CHKERRQ(ierr); 172 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 173 } else if (PetscIsInfOrNanReal(*f)) { 174 ierr = PetscInfo(ls,"OWArmijo line search error: initial function inf or nan\n");CHKERRQ(ierr); 175 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 176 } 177 178 if (ls->reason != TAOLINESEARCH_CONTINUE_ITERATING) PetscFunctionReturn(0); 179 180 /* Check to see of the memory has been allocated. If not, allocate 181 the historical array and populate it with the initial function 182 values. */ 183 if (!armP->memory) { 184 ierr = PetscMalloc1(armP->memorySize, &armP->memory );CHKERRQ(ierr); 185 } 186 187 if (!armP->memorySetup) { 188 for (i = 0; i < armP->memorySize; i++) { 189 armP->memory[i] = armP->alpha*(*f); 190 } 191 armP->current = 0; 192 armP->lastReference = armP->memory[0]; 193 armP->memorySetup=PETSC_TRUE; 194 } 195 196 /* Calculate reference value (MAX) */ 197 ref = armP->memory[0]; 198 idx = 0; 199 200 for (i = 1; i < armP->memorySize; i++) { 201 if (armP->memory[i] > ref) { 202 ref = armP->memory[i]; 203 idx = i; 204 } 205 } 206 207 if (armP->referencePolicy == REFERENCE_AVE) { 208 ref = 0; 209 for (i = 0; i < armP->memorySize; i++) { 210 ref += armP->memory[i]; 211 } 212 ref = ref / armP->memorySize; 213 ref = PetscMax(ref, armP->memory[armP->current]); 214 } else if (armP->referencePolicy == REFERENCE_MEAN) { 215 ref = PetscMin(ref, 0.5*(armP->lastReference + armP->memory[armP->current])); 216 } 217 218 if (armP->nondescending) { 219 fact = armP->sigma; 220 } 221 222 ierr = VecDuplicate(g,&g_old);CHKERRQ(ierr); 223 ierr = VecCopy(g,g_old);CHKERRQ(ierr); 224 225 ls->step = ls->initstep; 226 while (ls->step >= owlqn_minstep && ls->nfeval < ls->max_funcs) { 227 /* Calculate iterate */ 228 ierr = VecCopy(x,armP->work);CHKERRQ(ierr); 229 ierr = VecAXPY(armP->work,ls->step,s);CHKERRQ(ierr); 230 231 partgdx=0.0; 232 ierr = ProjWork_OWLQN(armP->work,x,g_old,&partgdx);CHKERRQ(ierr); 233 ierr = MPIU_Allreduce(&partgdx,&gdx,1,MPIU_REAL,MPIU_SUM,comm);CHKERRQ(ierr); 234 235 /* Check the condition of gdx */ 236 if (PetscIsInfOrNanReal(gdx)) { 237 ierr = PetscInfo1(ls,"Initial Line Search step * g is Inf or Nan (%g)\n",(double)gdx);CHKERRQ(ierr); 238 ls->reason=TAOLINESEARCH_FAILED_INFORNAN; 239 PetscFunctionReturn(0); 240 } 241 if (gdx >= 0.0) { 242 ierr = PetscInfo1(ls,"Initial Line Search step is not descent direction (g's=%g)\n",(double)gdx);CHKERRQ(ierr); 243 ls->reason = TAOLINESEARCH_FAILED_ASCENT; 244 PetscFunctionReturn(0); 245 } 246 247 /* Calculate function at new iterate */ 248 ierr = TaoLineSearchComputeObjectiveAndGradient(ls,armP->work,f,g);CHKERRQ(ierr); 249 g_computed=PETSC_TRUE; 250 251 if (ls->step == ls->initstep) { 252 ls->f_fullstep = *f; 253 } 254 255 if (PetscIsInfOrNanReal(*f)) { 256 ls->step *= armP->beta_inf; 257 } else { 258 /* Check descent condition */ 259 if (armP->nondescending && *f <= ref - ls->step*fact*ref) break; 260 if (!armP->nondescending && *f <= ref + armP->sigma * gdx) break; 261 ls->step *= armP->beta; 262 } 263 } 264 ierr = VecDestroy(&g_old);CHKERRQ(ierr); 265 266 /* Check termination */ 267 if (PetscIsInfOrNanReal(*f)) { 268 ierr = PetscInfo(ls, "Function is inf or nan.\n");CHKERRQ(ierr); 269 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER; 270 } else if (ls->step < owlqn_minstep) { 271 ierr = PetscInfo(ls, "Step length is below tolerance.\n");CHKERRQ(ierr); 272 ls->reason = TAOLINESEARCH_HALTED_RTOL; 273 } else if (ls->nfeval >= ls->max_funcs) { 274 ierr = PetscInfo2(ls, "Number of line search function evals (%D) > maximum allowed (%D)\n",ls->nfeval, ls->max_funcs);CHKERRQ(ierr); 275 ls->reason = TAOLINESEARCH_HALTED_MAXFCN; 276 } 277 if (ls->reason) PetscFunctionReturn(0); 278 279 /* Successful termination, update memory */ 280 ls->reason = TAOLINESEARCH_SUCCESS; 281 armP->lastReference = ref; 282 if (armP->replacementPolicy == REPLACE_FIFO) { 283 armP->memory[armP->current++] = *f; 284 if (armP->current >= armP->memorySize) { 285 armP->current = 0; 286 } 287 } else { 288 armP->current = idx; 289 armP->memory[idx] = *f; 290 } 291 292 /* Update iterate and compute gradient */ 293 ierr = VecCopy(armP->work,x);CHKERRQ(ierr); 294 if (!g_computed) { 295 ierr = TaoLineSearchComputeGradient(ls, x, g);CHKERRQ(ierr); 296 } 297 ierr = PetscInfo2(ls, "%D function evals in line search, step = %10.4f\n",ls->nfeval, (double)ls->step);CHKERRQ(ierr); 298 PetscFunctionReturn(0); 299 } 300 301 PETSC_EXTERN PetscErrorCode TaoLineSearchCreate_OWArmijo(TaoLineSearch ls) 302 { 303 TaoLineSearch_OWARMIJO *armP; 304 PetscErrorCode ierr; 305 306 PetscFunctionBegin; 307 PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 308 ierr = PetscNewLog(ls,&armP);CHKERRQ(ierr); 309 310 armP->memory = NULL; 311 armP->alpha = 1.0; 312 armP->beta = 0.25; 313 armP->beta_inf = 0.25; 314 armP->sigma = 1e-4; 315 armP->memorySize = 1; 316 armP->referencePolicy = REFERENCE_MAX; 317 armP->replacementPolicy = REPLACE_MRU; 318 armP->nondescending=PETSC_FALSE; 319 ls->data = (void*)armP; 320 ls->initstep=0.1; 321 ls->ops->setup=0; 322 ls->ops->reset=0; 323 ls->ops->apply=TaoLineSearchApply_OWArmijo; 324 ls->ops->view = TaoLineSearchView_OWArmijo; 325 ls->ops->destroy = TaoLineSearchDestroy_OWArmijo; 326 ls->ops->setfromoptions = TaoLineSearchSetFromOptions_OWArmijo; 327 PetscFunctionReturn(0); 328 } 329 330