Example #1
0
  // Constructor
  LineSearch( Teuchos::ParameterList &parlist ) : eps_(0.0) {
    // Enumerations
    edesc_ = StringToEDescent(parlist.get("Descent Type","Quasi-Newton Method"));
    econd_ = StringToECurvatureCondition( parlist.get("Linesearch Curvature Condition","Strong Wolfe Conditions"));
    // Linesearc Parameters
    maxit_     = parlist.get("Maximum Number of Function Evaluations",            20);
    c1_        = parlist.get("Sufficient Decrease Parameter",                     1.e-4);
    c2_        = parlist.get("Curvature Conditions Parameter",                    0.9);
    c3_        = parlist.get("Curvature Conditions Parameter: Generalized Wolfe", 0.6);
    alpha0_    = parlist.get("Initial Linesearch Parameter",1.0);
    useralpha_ = parlist.get("User Defined Linesearch Parameter",false);

    if ( c1_ < 0.0 ) {
      c1_ = 1.e-4;
    }
    if ( c2_ < 0.0 ) {
      c2_ = 0.9;
    }
    if ( c3_ < 0.0 ) {
      c3_ = 0.9;
    }
    if ( c2_ <= c1_ ) {
      c1_ = 1.e-4;
      c2_ = 0.9;
    }
    if ( edesc_ == DESCENT_NONLINEARCG ) {
      c2_ = 0.4;
      c3_ = std::min(1.0-c2_,c3_);
    }
  }
Example #2
0
  // Constructor
  LineSearch( Teuchos::ParameterList &parlist ) : eps_(0.0) {
    // Enumerations
    edesc_ = StringToEDescent(parlist.sublist("Step").sublist("Line Search").sublist("Descent Method").get("Type","Quasi-Newton Method"));
    econd_ = StringToECurvatureCondition(parlist.sublist("Step").sublist("Line Search").sublist("Curvature Condition").get("Type","Strong Wolfe Conditions"));
    // Linesearc Parameters
    alpha0_    = parlist.sublist("Step").sublist("Line Search").get("Initial Step Size",1.0);
    useralpha_ = parlist.sublist("Step").sublist("Line Search").get("User Defined Initial Step Size",false);
    acceptMin_ = parlist.sublist("Step").sublist("Line Search").get("Accept Linesearch Minimizer",false);
    maxit_     = parlist.sublist("Step").sublist("Line Search").get("Function Evaluation Limit",20);
    c1_        = parlist.sublist("Step").sublist("Line Search").get("Sufficient Decrease Tolerance",1.e-4);
    c2_        = parlist.sublist("Step").sublist("Line Search").sublist("Curvature Condition").get("General Parameter",0.9);
    c3_        = parlist.sublist("Step").sublist("Line Search").sublist("Curvature Condition").get("Generalized Wolfe Parameter",0.6);

    fmin_      = std::numeric_limits<Real>::max();
    alphaMin_  = 0; 
    itcond_    = false;

    c1_ = ((c1_ < 0.0) ? 1.e-4 : c1_);
    c2_ = ((c2_ < 0.0) ? 0.9   : c2_);
    c3_ = ((c3_ < 0.0) ? 0.9   : c3_);
    if ( c2_ <= c1_ ) {
      c1_ = 1.e-4;
      c2_ = 0.9;
    }
    if ( edesc_ == DESCENT_NONLINEARCG ) {
      c2_ = 0.4;
      c3_ = std::min(1.0-c2_,c3_);
    }
  }
  /** \brief Constructor.

      Standard constructor to build a LineSearchStep object.  Algorithmic 
      specifications are passed in through a Teuchos::ParameterList.

      @param[in]     parlist    is a parameter list containing algorithmic specifications
  */
  LineSearchStep( Teuchos::ParameterList &parlist )
    : Step<Real>(),
      secant_(Teuchos::null), krylov_(Teuchos::null),
      nlcg_(Teuchos::null), lineSearch_(Teuchos::null),
      hessian_(Teuchos::null), precond_(Teuchos::null),
      d_(Teuchos::null), gp_(Teuchos::null),
      iterKrylov_(0), flagKrylov_(0),
      els_(LINESEARCH_BACKTRACKING),
      enlcg_(NONLINEARCG_OREN_LUENBERGER),
      econd_(CURVATURECONDITION_WOLFE),
      edesc_(DESCENT_STEEPEST),
      esec_(SECANT_LBFGS),
      ekv_(KRYLOV_CG),
      ls_nfval_(0), ls_ngrad_(0),
      useSecantHessVec_(false), useSecantPrecond_(false),
      useProjectedGrad_(false) {
    Teuchos::ParameterList& Llist = parlist.sublist("Step").sublist("Line Search");
    Teuchos::ParameterList& Glist = parlist.sublist("General");
    // Initialize Linesearch Object
    edesc_ = StringToEDescent(Llist.sublist("Descent Method").get("Type","Quasi-Newton Method") );
    els_ = StringToELineSearch(Llist.sublist("Line-Search Method").get("Type","Cubic Interpolation") );
    econd_ = StringToECurvatureCondition(Llist.sublist("Curvature Condition").get("Type","Strong Wolfe Conditions") );
    useProjectedGrad_ = Glist.get("Projected Gradient Criticality Measure", false);
    acceptLastAlpha_ = Llist.get("Accept Last Alpha", false); 
    lineSearch_ = LineSearchFactory<Real>(parlist);
    // Inexactness Information
    useInexact_.clear();
    useInexact_.push_back(Glist.get("Inexact Objective Function", false));
    useInexact_.push_back(Glist.get("Inexact Gradient", false));
    useInexact_.push_back(Glist.get("Inexact Hessian-Times-A-Vector", false));
    // Initialize Krylov Object
    ekv_ = StringToEKrylov(Glist.sublist("Krylov").get("Type","Conjugate Gradients"));
    if ( edesc_ == DESCENT_NEWTONKRYLOV ) {
      krylov_ = KrylovFactory<Real>(parlist);
    }
    // Initialize Secant Object
    esec_ = StringToESecant(Glist.sublist("Secant").get("Type","Limited-Memory BFGS"));
    useSecantHessVec_ = Glist.sublist("Secant").get("Use as Hessian", false);
    useSecantHessVec_ = ((edesc_==DESCENT_SECANT) ? true : useSecantHessVec_);
    useSecantPrecond_ = Glist.sublist("Secant").get("Use as Preconditioner", false);
    if ( edesc_ == DESCENT_SECANT || (edesc_ == DESCENT_NEWTONKRYLOV && useSecantPrecond_) ) {
      secant_ = SecantFactory<Real>(parlist);
    }
    // Initialize Nonlinear CG Object
    enlcg_ = StringToENonlinearCG(Llist.sublist("Descent Method").get("Nonlinear CG Type","Oren-Luenberger"));
    if ( edesc_ == DESCENT_NONLINEARCG ) {
      nlcg_ = Teuchos::rcp( new NonlinearCG<Real>(enlcg_) );
    }
  }