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 PetscReal *xptr,*wptr,*gptr; 15 PetscErrorCode ierr; 16 PetscInt low,high,low1,high1,low2,high2,i; 17 18 PetscFunctionBegin; 19 ierr=VecGetOwnershipRange(w,&low,&high);CHKERRQ(ierr); 20 ierr=VecGetOwnershipRange(x,&low1,&high1);CHKERRQ(ierr); 21 ierr=VecGetOwnershipRange(gv,&low2,&high2);CHKERRQ(ierr); 22 23 *gdx=0.0; 24 ierr = VecGetArray(x,&xptr);CHKERRQ(ierr); 25 ierr = VecGetArray(w,&wptr);CHKERRQ(ierr); 26 ierr = VecGetArray(gv,&gptr);CHKERRQ(ierr); 27 28 for (i=0;i<high-low;i++) { 29 if (xptr[i]*wptr[i]<0.0) 30 wptr[i]=0.0; 31 *gdx = *gdx + gptr[i]*(wptr[i]-xptr[i]); 32 } 33 ierr = VecRestoreArray(w,&wptr);CHKERRQ(ierr); 34 ierr = VecRestoreArray(x,&xptr);CHKERRQ(ierr); 35 ierr = VecRestoreArray(gv,&gptr);CHKERRQ(ierr); 36 PetscFunctionReturn(0); 37 } 38 39 #undef __FUNCT__ 40 #define __FUNCT__ "TaoLineSearchDestroy_OWArmijo" 41 static PetscErrorCode TaoLineSearchDestroy_OWArmijo(TaoLineSearch ls) 42 { 43 TAOLINESEARCH_OWARMIJO_CTX *armP = (TAOLINESEARCH_OWARMIJO_CTX *)ls->data; 44 PetscErrorCode ierr; 45 46 PetscFunctionBegin; 47 ierr = PetscFree(armP->memory);CHKERRQ(ierr); 48 if (armP->x) { 49 ierr = PetscObjectDereference((PetscObject)armP->x);CHKERRQ(ierr); 50 } 51 ierr = VecDestroy(&armP->work);CHKERRQ(ierr); 52 ierr = PetscFree(ls->data);CHKERRQ(ierr); 53 PetscFunctionReturn(0); 54 } 55 56 #undef __FUNCT__ 57 #define __FUNCT__ "TaoLineSearchSetFromOptions_OWArmijo" 58 static PetscErrorCode TaoLineSearchSetFromOptions_OWArmijo(TaoLineSearch ls) 59 { 60 TAOLINESEARCH_OWARMIJO_CTX *armP = (TAOLINESEARCH_OWARMIJO_CTX *)ls->data; 61 PetscErrorCode ierr; 62 63 PetscFunctionBegin; 64 ierr = PetscOptionsHead("OWArmijo linesearch options");CHKERRQ(ierr); 65 ierr = PetscOptionsReal("-tao_ls_OWArmijo_alpha", "initial reference constant", "", armP->alpha, &armP->alpha, 0);CHKERRQ(ierr); 66 ierr = PetscOptionsReal("-tao_ls_OWArmijo_beta_inf", "decrease constant one", "", armP->beta_inf, &armP->beta_inf, 0);CHKERRQ(ierr); 67 ierr = PetscOptionsReal("-tao_ls_OWArmijo_beta", "decrease constant", "", armP->beta, &armP->beta, 0);CHKERRQ(ierr); 68 ierr = PetscOptionsReal("-tao_ls_OWArmijo_sigma", "acceptance constant", "", armP->sigma, &armP->sigma, 0);CHKERRQ(ierr); 69 ierr = PetscOptionsInt("-tao_ls_OWArmijo_memory_size", "number of historical elements", "", armP->memorySize, &armP->memorySize, 0);CHKERRQ(ierr); 70 ierr = PetscOptionsInt("-tao_ls_OWArmijo_reference_policy", "policy for updating reference value", "", armP->referencePolicy, &armP->referencePolicy, 0);CHKERRQ(ierr); 71 ierr = PetscOptionsInt("-tao_ls_OWArmijo_replacement_policy", "policy for updating memory", "", armP->replacementPolicy, &armP->replacementPolicy, 0);CHKERRQ(ierr); 72 ierr = PetscOptionsBool("-tao_ls_OWArmijo_nondescending","Use nondescending OWArmijo algorithm","",armP->nondescending,&armP->nondescending, 0);CHKERRQ(ierr); 73 ierr = PetscOptionsTail();CHKERRQ(ierr); 74 PetscFunctionReturn(0); 75 } 76 77 #undef __FUNCT__ 78 #define __FUNCT__ "TaoLineSearchView_OWArmijo" 79 static PetscErrorCode TaoLineSearchView_OWArmijo(TaoLineSearch ls, PetscViewer pv) 80 { 81 TAOLINESEARCH_OWARMIJO_CTX *armP = (TAOLINESEARCH_OWARMIJO_CTX *)ls->data; 82 PetscBool isascii; 83 PetscErrorCode ierr; 84 85 PetscFunctionBegin; 86 ierr = PetscObjectTypeCompare((PetscObject)pv, PETSCVIEWERASCII, &isascii);CHKERRQ(ierr); 87 if (isascii) { 88 ierr = PetscViewerASCIIPrintf(pv," maxf=%d, ftol=%g, gtol=%g\n",ls->max_funcs, ls->rtol, ls->ftol);CHKERRQ(ierr); 89 ierr=PetscViewerASCIIPrintf(pv," OWArmijo linesearch",armP->alpha);CHKERRQ(ierr); 90 if (armP->nondescending) { 91 ierr = PetscViewerASCIIPrintf(pv, " (nondescending)");CHKERRQ(ierr); 92 } 93 ierr=PetscViewerASCIIPrintf(pv,": alpha=%g beta=%g ",armP->alpha,armP->beta);CHKERRQ(ierr); 94 ierr=PetscViewerASCIIPrintf(pv,"sigma=%g ",armP->sigma);CHKERRQ(ierr); 95 ierr=PetscViewerASCIIPrintf(pv,"memsize=%d\n",armP->memorySize);CHKERRQ(ierr); 96 } 97 PetscFunctionReturn(0); 98 } 99 100 #undef __FUNCT__ 101 #define __FUNCT__ "TaoLineSearchApply_OWArmijo" 102 /* @ TaoApply_OWArmijo - This routine performs a linesearch. It 103 backtracks until the (nonmonotone) OWArmijo conditions are satisfied. 104 105 Input Parameters: 106 + tao - TAO_SOLVER context 107 . X - current iterate (on output X contains new iterate, X + step*S) 108 . S - search direction 109 . f - merit function evaluated at X 110 . G - gradient of merit function evaluated at X 111 . W - work vector 112 - step - initial estimate of step length 113 114 Output parameters: 115 + f - merit function evaluated at new iterate, X + step*S 116 . G - gradient of merit function evaluated at new iterate, X + step*S 117 . X - new iterate 118 - step - final step length 119 120 Info is set to one of: 121 . 0 - the line search succeeds; the sufficient decrease 122 condition and the directional derivative condition hold 123 124 negative number if an input parameter is invalid 125 - -1 - step < 0 126 127 positive number > 1 if the line search otherwise terminates 128 + 1 - Step is at the lower bound, stepmin. 129 @ */ 130 static PetscErrorCode TaoLineSearchApply_OWArmijo(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s) 131 { 132 TAOLINESEARCH_OWARMIJO_CTX *armP = (TAOLINESEARCH_OWARMIJO_CTX *)ls->data; 133 PetscErrorCode ierr; 134 PetscInt i; 135 PetscReal fact, ref, gdx; 136 PetscInt idx; 137 PetscBool g_computed=PETSC_FALSE; /* to prevent extra gradient computation */ 138 Vec g_old; 139 PetscReal owlqn_minstep=0.005; 140 PetscReal partgdx; 141 142 PetscFunctionBegin; 143 fact = 0.0; 144 ls->nfeval=0; 145 ls->reason = TAOLINESEARCH_CONTINUE_ITERATING; 146 if (!armP->work) { 147 ierr = VecDuplicate(x,&armP->work);CHKERRQ(ierr); 148 armP->x = x; 149 ierr = PetscObjectReference((PetscObject)armP->x);CHKERRQ(ierr); 150 } else if (x != armP->x) { 151 ierr = VecDestroy(&armP->work);CHKERRQ(ierr); 152 ierr = VecDuplicate(x,&armP->work);CHKERRQ(ierr); 153 ierr = PetscObjectDereference((PetscObject)armP->x);CHKERRQ(ierr); 154 armP->x = x; 155 ierr = PetscObjectReference((PetscObject)armP->x);CHKERRQ(ierr); 156 } 157 158 /* Check linesearch parameters */ 159 if (armP->alpha < 1) { 160 ierr = PetscInfo1(ls,"OWArmijo line search error: alpha (%g) < 1\n", armP->alpha);CHKERRQ(ierr); 161 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 162 } else if ((armP->beta <= 0) || (armP->beta >= 1)) { 163 ierr = PetscInfo1(ls,"OWArmijo line search error: beta (%g) invalid\n", armP->beta);CHKERRQ(ierr); 164 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 165 } else if ((armP->beta_inf <= 0) || (armP->beta_inf >= 1)) { 166 ierr = PetscInfo1(ls,"OWArmijo line search error: beta_inf (%g) invalid\n", armP->beta_inf);CHKERRQ(ierr); 167 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 168 } else if ((armP->sigma <= 0) || (armP->sigma >= 0.5)) { 169 ierr = PetscInfo1(ls,"OWArmijo line search error: sigma (%g) invalid\n", armP->sigma);CHKERRQ(ierr); 170 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 171 } else if (armP->memorySize < 1) { 172 ierr = PetscInfo1(ls,"OWArmijo line search error: memory_size (%d) < 1\n", armP->memorySize);CHKERRQ(ierr); 173 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 174 } else if ((armP->referencePolicy != REFERENCE_MAX) && (armP->referencePolicy != REFERENCE_AVE) && (armP->referencePolicy != REFERENCE_MEAN)) { 175 ierr = PetscInfo(ls,"OWArmijo line search error: reference_policy invalid\n");CHKERRQ(ierr); 176 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 177 } else if ((armP->replacementPolicy != REPLACE_FIFO) && (armP->replacementPolicy != REPLACE_MRU)) { 178 ierr = PetscInfo(ls,"OWArmijo line search error: replacement_policy invalid\n");CHKERRQ(ierr); 179 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 180 } else if (PetscIsInfOrNanReal(*f)) { 181 ierr = PetscInfo(ls,"OWArmijo line search error: initial function inf or nan\n");CHKERRQ(ierr); 182 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER; 183 } 184 185 if (ls->reason != TAOLINESEARCH_CONTINUE_ITERATING) PetscFunctionReturn(0); 186 187 /* Check to see of the memory has been allocated. If not, allocate 188 the historical array and populate it with the initial function 189 values. */ 190 if (!armP->memory) { 191 ierr = PetscMalloc1(armP->memorySize, &armP->memory );CHKERRQ(ierr); 192 } 193 194 if (!armP->memorySetup) { 195 for (i = 0; i < armP->memorySize; i++) { 196 armP->memory[i] = armP->alpha*(*f); 197 } 198 armP->current = 0; 199 armP->lastReference = armP->memory[0]; 200 armP->memorySetup=PETSC_TRUE; 201 } 202 203 /* Calculate reference value (MAX) */ 204 ref = armP->memory[0]; 205 idx = 0; 206 207 for (i = 1; i < armP->memorySize; i++) { 208 if (armP->memory[i] > ref) { 209 ref = armP->memory[i]; 210 idx = i; 211 } 212 } 213 214 if (armP->referencePolicy == REFERENCE_AVE) { 215 ref = 0; 216 for (i = 0; i < armP->memorySize; i++) { 217 ref += armP->memory[i]; 218 } 219 ref = ref / armP->memorySize; 220 ref = PetscMax(ref, armP->memory[armP->current]); 221 } else if (armP->referencePolicy == REFERENCE_MEAN) { 222 ref = PetscMin(ref, 0.5*(armP->lastReference + armP->memory[armP->current])); 223 } 224 225 if (armP->nondescending) { 226 fact = armP->sigma; 227 } 228 229 ierr = VecDuplicate(g,&g_old);CHKERRQ(ierr); 230 ierr = VecCopy(g,g_old);CHKERRQ(ierr); 231 232 ls->step = ls->initstep; 233 while (ls->step >= owlqn_minstep && ls->nfeval < ls->max_funcs) { 234 /* Calculate iterate */ 235 ierr = VecCopy(x,armP->work);CHKERRQ(ierr); 236 ierr = VecAXPY(armP->work,ls->step,s);CHKERRQ(ierr); 237 238 partgdx=0.0; 239 ierr = ProjWork_OWLQN(armP->work,x,g_old,&partgdx); 240 ierr = MPI_Allreduce(&partgdx,&gdx,1,MPI_DOUBLE,MPI_SUM,PETSC_COMM_WORLD);CHKERRQ(ierr); 241 242 /* Check the condition of gdx */ 243 if (PetscIsInfOrNanReal(gdx)) { 244 ierr = PetscInfo1(ls,"Initial Line Search step * g is Inf or Nan (%g)\n",gdx);CHKERRQ(ierr); 245 ls->reason=TAOLINESEARCH_FAILED_INFORNAN; 246 PetscFunctionReturn(0); 247 } 248 if (gdx >= 0.0) { 249 ierr = PetscInfo1(ls,"Initial Line Search step is not descent direction (g's=%g)\n",gdx);CHKERRQ(ierr); 250 ls->reason = TAOLINESEARCH_FAILED_ASCENT; 251 PetscFunctionReturn(0); 252 } 253 254 /* Calculate function at new iterate */ 255 ierr = TaoLineSearchComputeObjectiveAndGradient(ls,armP->work,f,g);CHKERRQ(ierr); 256 g_computed=PETSC_TRUE; 257 258 if (ls->step == ls->initstep) { 259 ls->f_fullstep = *f; 260 } 261 262 if (PetscIsInfOrNanReal(*f)) { 263 ls->step *= armP->beta_inf; 264 } else { 265 /* Check descent condition */ 266 if (armP->nondescending && *f <= ref - ls->step*fact*ref) break; 267 if (!armP->nondescending && *f <= ref + armP->sigma * gdx) break; 268 ls->step *= armP->beta; 269 } 270 } 271 ierr = VecDestroy(&g_old);CHKERRQ(ierr); 272 273 /* Check termination */ 274 if (PetscIsInfOrNanReal(*f)) { 275 ierr = PetscInfo(ls, "Function is inf or nan.\n");CHKERRQ(ierr); 276 ls->reason = TAOLINESEARCH_FAILED_BADPARAMETER; 277 } else if (ls->step < owlqn_minstep) { 278 ierr = PetscInfo(ls, "Step length is below tolerance.\n");CHKERRQ(ierr); 279 ls->reason = TAOLINESEARCH_HALTED_RTOL; 280 } else if (ls->nfeval >= ls->max_funcs) { 281 ierr = PetscInfo2(ls, "Number of line search function evals (%d) > maximum allowed (%d)\n",ls->nfeval, ls->max_funcs);CHKERRQ(ierr); 282 ls->reason = TAOLINESEARCH_HALTED_MAXFCN; 283 } 284 if (ls->reason) PetscFunctionReturn(0); 285 286 /* Successful termination, update memory */ 287 armP->lastReference = ref; 288 if (armP->replacementPolicy == REPLACE_FIFO) { 289 armP->memory[armP->current++] = *f; 290 if (armP->current >= armP->memorySize) { 291 armP->current = 0; 292 } 293 } else { 294 armP->current = idx; 295 armP->memory[idx] = *f; 296 } 297 298 /* Update iterate and compute gradient */ 299 ierr = VecCopy(armP->work,x);CHKERRQ(ierr); 300 if (!g_computed) { 301 ierr = TaoLineSearchComputeGradient(ls, x, g);CHKERRQ(ierr); 302 } 303 ierr = PetscInfo2(ls, "%d function evals in line search, step = %10.4f\n",ls->nfeval, ls->step);CHKERRQ(ierr); 304 PetscFunctionReturn(0); 305 } 306 307 EXTERN_C_BEGIN 308 #undef __FUNCT__ 309 #define __FUNCT__ "TaoLineSearchCreate_OWArmijo" 310 PetscErrorCode TaoLineSearchCreate_OWArmijo(TaoLineSearch ls) 311 { 312 TAOLINESEARCH_OWARMIJO_CTX *armP; 313 PetscErrorCode ierr; 314 315 PetscFunctionBegin; 316 PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 317 ierr = PetscNewLog(ls,&armP);CHKERRQ(ierr); 318 319 armP->memory = NULL; 320 armP->alpha = 1.0; 321 armP->beta = 0.25; 322 armP->beta_inf = 0.25; 323 armP->sigma = 1e-4; 324 armP->memorySize = 1; 325 armP->referencePolicy = REFERENCE_MAX; 326 armP->replacementPolicy = REPLACE_MRU; 327 armP->nondescending=PETSC_FALSE; 328 ls->data = (void*)armP; 329 ls->initstep=0.1; 330 ls->ops->setup=0; 331 ls->ops->apply=TaoLineSearchApply_OWArmijo; 332 ls->ops->view = TaoLineSearchView_OWArmijo; 333 ls->ops->destroy = TaoLineSearchDestroy_OWArmijo; 334 ls->ops->setfromoptions = TaoLineSearchSetFromOptions_OWArmijo; 335 PetscFunctionReturn(0); 336 } 337 EXTERN_C_END 338