Actual source code: bncg.h

      1: /*
      2:     Context for bound-constrained nonlinear conjugate gradient method
      3:  */

      5: #ifndef __TAO_BNCG_H

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

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

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

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

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

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

     50: } TAO_BNCG;

     52: #endif /* ifndef __TAO_BNCG_H */

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