Actual source code: bncg.h

      1: #pragma once

      3: /*
      4:     Context for bound-constrained nonlinear conjugate gradient method
      5:  */

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

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

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

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

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

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

     49: } TAO_BNCG;

     51: PETSC_INTERN PetscErrorCode TaoBNCGEstimateActiveSet(Tao, PetscInt);
     52: PETSC_INTERN PetscErrorCode TaoBNCGBoundStep(Tao, PetscInt, Vec);
     53: PETSC_INTERN PetscErrorCode TaoBNCGComputeScalarScaling(PetscReal, PetscReal, PetscReal, PetscReal *, PetscReal);
     54: PETSC_INTERN PetscErrorCode TaoBNCGConductIteration(Tao, PetscReal);
     55: PETSC_INTERN PetscErrorCode TaoBNCGStepDirectionUpdate(Tao, PetscReal, PetscReal, PetscReal, PetscReal, PetscReal, PetscBool);
     56: PETSC_INTERN PetscErrorCode TaoBNCGComputeDiagScaling(Tao, PetscReal, PetscReal);
     57: PETSC_INTERN PetscErrorCode TaoBNCGResetUpdate(Tao, PetscReal);
     58: PETSC_INTERN PetscErrorCode TaoBNCGCheckDynamicRestart(Tao, PetscReal, PetscReal, PetscReal, PetscBool *, PetscReal);