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
TaoLineSearchDestroy_Armijo(TaoLineSearch ls)11 static PetscErrorCode TaoLineSearchDestroy_Armijo(TaoLineSearch ls)
12 {
13 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data;
14 PetscErrorCode ierr;
15
16 PetscFunctionBegin;
17 ierr = PetscFree(armP->memory);CHKERRQ(ierr);
18 ierr = VecDestroy(&armP->x);CHKERRQ(ierr);
19 ierr = VecDestroy(&armP->work);CHKERRQ(ierr);
20 ierr = PetscFree(ls->data);CHKERRQ(ierr);
21 PetscFunctionReturn(0);
22 }
23
TaoLineSearchReset_Armijo(TaoLineSearch ls)24 static PetscErrorCode TaoLineSearchReset_Armijo(TaoLineSearch ls)
25 {
26 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data;
27 PetscErrorCode ierr;
28
29 PetscFunctionBegin;
30 ierr = PetscFree(armP->memory);CHKERRQ(ierr);
31 armP->memorySetup = PETSC_FALSE;
32 PetscFunctionReturn(0);
33 }
34
TaoLineSearchSetFromOptions_Armijo(PetscOptionItems * PetscOptionsObject,TaoLineSearch ls)35 static PetscErrorCode TaoLineSearchSetFromOptions_Armijo(PetscOptionItems *PetscOptionsObject,TaoLineSearch ls)
36 {
37 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data;
38 PetscErrorCode ierr;
39
40 PetscFunctionBegin;
41 ierr = PetscOptionsHead(PetscOptionsObject,"Armijo linesearch options");CHKERRQ(ierr);
42 ierr = PetscOptionsReal("-tao_ls_armijo_alpha", "initial reference constant", "", armP->alpha, &armP->alpha,NULL);CHKERRQ(ierr);
43 ierr = PetscOptionsReal("-tao_ls_armijo_beta_inf", "decrease constant one", "", armP->beta_inf, &armP->beta_inf,NULL);CHKERRQ(ierr);
44 ierr = PetscOptionsReal("-tao_ls_armijo_beta", "decrease constant", "", armP->beta, &armP->beta,NULL);CHKERRQ(ierr);
45 ierr = PetscOptionsReal("-tao_ls_armijo_sigma", "acceptance constant", "", armP->sigma, &armP->sigma,NULL);CHKERRQ(ierr);
46 ierr = PetscOptionsInt("-tao_ls_armijo_memory_size", "number of historical elements", "", armP->memorySize, &armP->memorySize,NULL);CHKERRQ(ierr);
47 ierr = PetscOptionsInt("-tao_ls_armijo_reference_policy", "policy for updating reference value", "", armP->referencePolicy, &armP->referencePolicy,NULL);CHKERRQ(ierr);
48 ierr = PetscOptionsInt("-tao_ls_armijo_replacement_policy", "policy for updating memory", "", armP->replacementPolicy, &armP->replacementPolicy,NULL);CHKERRQ(ierr);
49 ierr = PetscOptionsBool("-tao_ls_armijo_nondescending","Use nondescending armijo algorithm","",armP->nondescending,&armP->nondescending,NULL);CHKERRQ(ierr);
50 ierr = PetscOptionsTail();CHKERRQ(ierr);
51 PetscFunctionReturn(0);
52 }
53
TaoLineSearchView_Armijo(TaoLineSearch ls,PetscViewer pv)54 static PetscErrorCode TaoLineSearchView_Armijo(TaoLineSearch ls, PetscViewer pv)
55 {
56 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data;
57 PetscBool isascii;
58 PetscErrorCode ierr;
59
60 PetscFunctionBegin;
61 ierr = PetscObjectTypeCompare((PetscObject)pv, PETSCVIEWERASCII, &isascii);CHKERRQ(ierr);
62 if (isascii) {
63 ierr=PetscViewerASCIIPrintf(pv," Armijo linesearch",armP->alpha);CHKERRQ(ierr);
64 if (armP->nondescending) {
65 ierr = PetscViewerASCIIPrintf(pv, " (nondescending)");CHKERRQ(ierr);
66 }
67 if (ls->bounded) {
68 ierr = PetscViewerASCIIPrintf(pv," (projected)");CHKERRQ(ierr);
69 }
70 ierr=PetscViewerASCIIPrintf(pv,": alpha=%g beta=%g ",(double)armP->alpha,(double)armP->beta);CHKERRQ(ierr);
71 ierr=PetscViewerASCIIPrintf(pv,"sigma=%g ",(double)armP->sigma);CHKERRQ(ierr);
72 ierr=PetscViewerASCIIPrintf(pv,"memsize=%D\n",armP->memorySize);CHKERRQ(ierr);
73 }
74 PetscFunctionReturn(0);
75 }
76
77 /* @ TaoApply_Armijo - This routine performs a linesearch. It
78 backtracks until the (nonmonotone) Armijo conditions are satisfied.
79
80 Input Parameters:
81 + tao - Tao context
82 . X - current iterate (on output X contains new iterate, X + step*S)
83 . S - search direction
84 . f - merit function evaluated at X
85 . G - gradient of merit function evaluated at X
86 . W - work vector
87 - step - initial estimate of step length
88
89 Output parameters:
90 + f - merit function evaluated at new iterate, X + step*S
91 . G - gradient of merit function evaluated at new iterate, X + step*S
92 . X - new iterate
93 - step - final step length
94
95 @ */
TaoLineSearchApply_Armijo(TaoLineSearch ls,Vec x,PetscReal * f,Vec g,Vec s)96 static PetscErrorCode TaoLineSearchApply_Armijo(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s)
97 {
98 TaoLineSearch_ARMIJO *armP = (TaoLineSearch_ARMIJO *)ls->data;
99 PetscErrorCode ierr;
100 PetscInt i,its=0;
101 PetscReal fact, ref, gdx;
102 PetscInt idx;
103 PetscBool g_computed=PETSC_FALSE; /* to prevent extra gradient computation */
104
105 PetscFunctionBegin;
106 ierr = TaoLineSearchMonitor(ls, 0, *f, 0.0);CHKERRQ(ierr);
107
108 ls->reason = TAOLINESEARCH_CONTINUE_ITERATING;
109 if (!armP->work) {
110 ierr = VecDuplicate(x,&armP->work);CHKERRQ(ierr);
111 armP->x = x;
112 ierr = PetscObjectReference((PetscObject)armP->x);CHKERRQ(ierr);
113 } else if (x != armP->x) {
114 /* If x has changed, then recreate work */
115 ierr = VecDestroy(&armP->work);CHKERRQ(ierr);
116 ierr = VecDuplicate(x,&armP->work);CHKERRQ(ierr);
117 ierr = PetscObjectDereference((PetscObject)armP->x);CHKERRQ(ierr);
118 armP->x = x;
119 ierr = PetscObjectReference((PetscObject)armP->x);CHKERRQ(ierr);
120 }
121
122 /* Check linesearch parameters */
123 if (armP->alpha < 1) {
124 ierr = PetscInfo1(ls,"Armijo line search error: alpha (%g) < 1\n", (double)armP->alpha);CHKERRQ(ierr);
125 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER;
126 } else if ((armP->beta <= 0) || (armP->beta >= 1)) {
127 ierr = PetscInfo1(ls,"Armijo line search error: beta (%g) invalid\n", (double)armP->beta);CHKERRQ(ierr);
128 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER;
129 } else if ((armP->beta_inf <= 0) || (armP->beta_inf >= 1)) {
130 ierr = PetscInfo1(ls,"Armijo line search error: beta_inf (%g) invalid\n", (double)armP->beta_inf);CHKERRQ(ierr);
131 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER;
132 } else if ((armP->sigma <= 0) || (armP->sigma >= 0.5)) {
133 ierr = PetscInfo1(ls,"Armijo line search error: sigma (%g) invalid\n", (double)armP->sigma);CHKERRQ(ierr);
134 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER;
135 } else if (armP->memorySize < 1) {
136 ierr = PetscInfo1(ls,"Armijo line search error: memory_size (%D) < 1\n", armP->memorySize);CHKERRQ(ierr);
137 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER;
138 } else if ((armP->referencePolicy != REFERENCE_MAX) && (armP->referencePolicy != REFERENCE_AVE) && (armP->referencePolicy != REFERENCE_MEAN)) {
139 ierr = PetscInfo(ls,"Armijo line search error: reference_policy invalid\n");CHKERRQ(ierr);
140 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER;
141 } else if ((armP->replacementPolicy != REPLACE_FIFO) && (armP->replacementPolicy != REPLACE_MRU)) {
142 ierr = PetscInfo(ls,"Armijo line search error: replacement_policy invalid\n");CHKERRQ(ierr);
143 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER;
144 } else if (PetscIsInfOrNanReal(*f)) {
145 ierr = PetscInfo(ls,"Armijo line search error: initial function inf or nan\n");CHKERRQ(ierr);
146 ls->reason=TAOLINESEARCH_FAILED_BADPARAMETER;
147 }
148
149 if (ls->reason != TAOLINESEARCH_CONTINUE_ITERATING) {
150 PetscFunctionReturn(0);
151 }
152
153 /* Check to see of the memory has been allocated. If not, allocate
154 the historical array and populate it with the initial function
155 values. */
156 if (!armP->memory) {
157 ierr = PetscMalloc1(armP->memorySize, &armP->memory);CHKERRQ(ierr);
158 }
159
160 if (!armP->memorySetup) {
161 for (i = 0; i < armP->memorySize; i++) {
162 armP->memory[i] = armP->alpha*(*f);
163 }
164
165 armP->current = 0;
166 armP->lastReference = armP->memory[0];
167 armP->memorySetup=PETSC_TRUE;
168 }
169
170 /* Calculate reference value (MAX) */
171 ref = armP->memory[0];
172 idx = 0;
173
174 for (i = 1; i < armP->memorySize; i++) {
175 if (armP->memory[i] > ref) {
176 ref = armP->memory[i];
177 idx = i;
178 }
179 }
180
181 if (armP->referencePolicy == REFERENCE_AVE) {
182 ref = 0;
183 for (i = 0; i < armP->memorySize; i++) {
184 ref += armP->memory[i];
185 }
186 ref = ref / armP->memorySize;
187 ref = PetscMax(ref, armP->memory[armP->current]);
188 } else if (armP->referencePolicy == REFERENCE_MEAN) {
189 ref = PetscMin(ref, 0.5*(armP->lastReference + armP->memory[armP->current]));
190 }
191 ierr = VecDot(g,s,&gdx);CHKERRQ(ierr);
192
193 if (PetscIsInfOrNanReal(gdx)) {
194 ierr = PetscInfo1(ls,"Initial Line Search step * g is Inf or Nan (%g)\n",(double)gdx);CHKERRQ(ierr);
195 ls->reason=TAOLINESEARCH_FAILED_INFORNAN;
196 PetscFunctionReturn(0);
197 }
198 if (gdx >= 0.0) {
199 ierr = PetscInfo1(ls,"Initial Line Search step is not descent direction (g's=%g)\n",(double)gdx);CHKERRQ(ierr);
200 ls->reason = TAOLINESEARCH_FAILED_ASCENT;
201 PetscFunctionReturn(0);
202 }
203
204 if (armP->nondescending) {
205 fact = armP->sigma;
206 } else {
207 fact = armP->sigma * gdx;
208 }
209 ls->step = ls->initstep;
210 while (ls->step >= ls->stepmin && (ls->nfeval+ls->nfgeval) < ls->max_funcs) {
211 /* Calculate iterate */
212 ++its;
213 ierr = VecCopy(x,armP->work);CHKERRQ(ierr);
214 ierr = VecAXPY(armP->work,ls->step,s);CHKERRQ(ierr);
215 if (ls->bounded) {
216 ierr = VecMedian(ls->lower,armP->work,ls->upper,armP->work);CHKERRQ(ierr);
217 }
218
219 /* Calculate function at new iterate */
220 if (ls->hasobjective) {
221 ierr = TaoLineSearchComputeObjective(ls,armP->work,f);CHKERRQ(ierr);
222 g_computed=PETSC_FALSE;
223 } else if (ls->usegts) {
224 ierr = TaoLineSearchComputeObjectiveAndGTS(ls,armP->work,f,&gdx);CHKERRQ(ierr);
225 g_computed=PETSC_FALSE;
226 } else {
227 ierr = TaoLineSearchComputeObjectiveAndGradient(ls,armP->work,f,g);CHKERRQ(ierr);
228 g_computed=PETSC_TRUE;
229 }
230 if (ls->step == ls->initstep) {
231 ls->f_fullstep = *f;
232 }
233
234 ierr = TaoLineSearchMonitor(ls, its, *f, ls->step);CHKERRQ(ierr);
235
236 if (PetscIsInfOrNanReal(*f)) {
237 ls->step *= armP->beta_inf;
238 } else {
239 /* Check descent condition */
240 if (armP->nondescending && *f <= ref - ls->step*fact*ref)
241 break;
242 if (!armP->nondescending && *f <= ref + ls->step*fact) {
243 break;
244 }
245
246 ls->step *= armP->beta;
247 }
248 }
249
250 /* Check termination */
251 if (PetscIsInfOrNanReal(*f)) {
252 ierr = PetscInfo(ls, "Function is inf or nan.\n");CHKERRQ(ierr);
253 ls->reason = TAOLINESEARCH_FAILED_INFORNAN;
254 } else if (ls->step < ls->stepmin) {
255 ierr = PetscInfo(ls, "Step length is below tolerance.\n");CHKERRQ(ierr);
256 ls->reason = TAOLINESEARCH_HALTED_RTOL;
257 } else if ((ls->nfeval+ls->nfgeval) >= ls->max_funcs) {
258 ierr = PetscInfo2(ls, "Number of line search function evals (%D) > maximum allowed (%D)\n",ls->nfeval+ls->nfgeval, ls->max_funcs);CHKERRQ(ierr);
259 ls->reason = TAOLINESEARCH_HALTED_MAXFCN;
260 }
261 if (ls->reason) {
262 PetscFunctionReturn(0);
263 }
264
265 /* Successful termination, update memory */
266 ls->reason = TAOLINESEARCH_SUCCESS;
267 armP->lastReference = ref;
268 if (armP->replacementPolicy == REPLACE_FIFO) {
269 armP->memory[armP->current++] = *f;
270 if (armP->current >= armP->memorySize) {
271 armP->current = 0;
272 }
273 } else {
274 armP->current = idx;
275 armP->memory[idx] = *f;
276 }
277
278 /* Update iterate and compute gradient */
279 ierr = VecCopy(armP->work,x);CHKERRQ(ierr);
280 if (!g_computed) {
281 ierr = TaoLineSearchComputeGradient(ls, x, g);CHKERRQ(ierr);
282 }
283 ierr = PetscInfo2(ls, "%D function evals in line search, step = %g\n",ls->nfeval, (double)ls->step);CHKERRQ(ierr);
284 PetscFunctionReturn(0);
285 }
286
287 /*MC
288 TAOLINESEARCHARMIJO - Backtracking line-search that satisfies only the (nonmonotone) Armijo condition
289 (i.e., sufficient decrease).
290
291 Armijo line-search type can be selected with "-tao_ls_type armijo".
292
293 Level: developer
294
295 .seealso: TaoLineSearchCreate(), TaoLineSearchSetType(), TaoLineSearchApply()
296
297 .keywords: Tao, linesearch
298 M*/
TaoLineSearchCreate_Armijo(TaoLineSearch ls)299 PETSC_EXTERN PetscErrorCode TaoLineSearchCreate_Armijo(TaoLineSearch ls)
300 {
301 TaoLineSearch_ARMIJO *armP;
302 PetscErrorCode ierr;
303
304 PetscFunctionBegin;
305 PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
306 ierr = PetscNewLog(ls,&armP);CHKERRQ(ierr);
307
308 armP->memory = NULL;
309 armP->alpha = 1.0;
310 armP->beta = 0.5;
311 armP->beta_inf = 0.5;
312 armP->sigma = 1e-4;
313 armP->memorySize = 1;
314 armP->referencePolicy = REFERENCE_MAX;
315 armP->replacementPolicy = REPLACE_MRU;
316 armP->nondescending=PETSC_FALSE;
317 ls->data = (void*)armP;
318 ls->initstep=1.0;
319 ls->ops->setup = NULL;
320 ls->ops->apply = TaoLineSearchApply_Armijo;
321 ls->ops->view = TaoLineSearchView_Armijo;
322 ls->ops->destroy = TaoLineSearchDestroy_Armijo;
323 ls->ops->reset = TaoLineSearchReset_Armijo;
324 ls->ops->setfromoptions = TaoLineSearchSetFromOptions_Armijo;
325 PetscFunctionReturn(0);
326 }
327