Actual source code: bncg.h

petsc-3.11.3 2019-06-26
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  1: /*
  2:     Context for bound-constrained nonlinear conjugate gradient method
  3:  */


  6: #ifndef __TAO_BNCG_H

  9:  #include <petsc/private/taoimpl.h>

 11: typedef struct {
 12:   Mat B;
 13:   Mat pc;
 14:   Vec G_old, X_old, W, work;
 15:   Vec g_work, y_work, d_work;
 16:   Vec sk, yk;
 17:   Vec unprojected_gradient, unprojected_gradient_old;
 18:   Vec inactive_grad, inactive_step;

 20:   IS  active_lower, active_upper, active_fixed, active_idx, inactive_idx, inactive_old, new_inactives;

 22:   PetscReal alpha;                   /* convex ratio in the scalar scaling */
 23:   PetscReal hz_theta;
 24:   PetscReal xi;                      /* Parameter for KD, DK, and HZ methods. */
 25:   PetscReal theta;                   /* The convex combination parameter in the SSML_Broyden method. */
 26:   PetscReal zeta;                    /* Another parameter, exclusive to Kou-Dai, modifying the y_k scalar contribution */
 27:   PetscReal hz_eta, dk_eta;
 28:   PetscReal bfgs_scale, dfp_scale;   /* Scaling of the bfgs/dfp tau parameter in the bfgs and broyden methods. Default 1. */
 29:   PetscReal tau_bfgs, tau_dfp;
 30:   PetscReal as_step, as_tol, yts, yty, sts;
 31:   PetscReal f, delta_min, delta_max;
 32:   PetscReal epsilon;                 /* Machine precision unless changed by user */
 33:   PetscReal eps_23;                  /*  Two-thirds power of machine precision */

 35:   PetscInt cg_type;                  /*  Formula to use */
 36:   PetscInt  min_restart_num;         /* Restarts every x*n iterations, where n is the dimension */
 37:   PetscInt ls_fails, resets, descent_error, skipped_updates, pure_gd_steps;
 38:   PetscInt iter_quad, min_quad;      /* Dynamic restart variables in Dai-Kou, SIAM J. Optim. Vol 23, pp. 296-320, Algorithm 4.1 */
 39:   PetscInt  as_type;

 41:   PetscBool recycle;
 42:   PetscBool inv_sig;
 43:   PetscReal tol_quad;                /* tolerance for Dai-Kou dynamic restart */
 44:   PetscBool dynamic_restart;         /* Keeps track of whether or not to do a dynamic (KD) restart */
 45:   PetscBool spaced_restart;          /* If true, restarts the CG method every x*n iterations */
 46:   PetscBool use_dynamic_restart;
 47:   PetscBool neg_xi;
 48:   PetscBool unscaled_restart;        /* Gradient descent restarts are done without rescaling*/
 49:   PetscBool diag_scaling;
 50:   PetscBool no_scaling;

 52: } TAO_BNCG;

 54: #endif /* ifndef __TAO_BNCG_H */

 56: PETSC_INTERN PetscErrorCode TaoBNCGEstimateActiveSet(Tao, PetscInt);
 57: PETSC_INTERN PetscErrorCode TaoBNCGBoundStep(Tao, PetscInt, Vec);
 58: PETSC_EXTERN PetscErrorCode TaoBNCGSetRecycleFlag(Tao, PetscBool);
 59: PETSC_INTERN PetscErrorCode TaoBNCGComputeScalarScaling(PetscReal, PetscReal, PetscReal, PetscReal*, PetscReal);
 60: PETSC_INTERN PetscErrorCode TaoBNCGConductIteration(Tao, PetscReal);
 61: PETSC_INTERN PetscErrorCode TaoBNCGStepDirectionUpdate(Tao, PetscReal, PetscReal, PetscReal, PetscReal, PetscReal, PetscBool);
 62: PETSC_INTERN PetscErrorCode TaoBNCGComputeDiagScaling(Tao, PetscReal, PetscReal);
 63: PETSC_INTERN PetscErrorCode TaoBNCGResetUpdate(Tao, PetscReal);
 64: PETSC_INTERN PetscErrorCode TaoBNCGCheckDynamicRestart(Tao, PetscReal, PetscReal, PetscReal, PetscBool*, PetscReal);