bool
NOX::Solver::TensorBased::implementGlobalStrategy(NOX::Abstract::Group& newGrp,
double& in_stepSize,
const NOX::Solver::Generic& s)
{
bool ok;
counter.incrementNumLineSearches();
isNewtonDirection = false;
NOX::Abstract::Vector& searchDirection = *tensorVecPtr;
if ((counter.getNumLineSearches() == 1) || (lsType == Newton))
{
isNewtonDirection = true;
searchDirection = *newtonVecPtr;
}
// Do line search and compute new soln.
if ((lsType != Dual) || (isNewtonDirection))
ok = performLinesearch(newGrp, in_stepSize, searchDirection, s);
else if (lsType == Dual)
{
double fTensor = 0.0;
double fNew = 0.0;
double tensorStep = 1.0;
bool isTensorDescent = false;
const Abstract::Group& oldGrp = s.getPreviousSolutionGroup();
double fprime = slopeObj.computeSlope(searchDirection, oldGrp);
// Backtrack along tensor direction if it is descent direction.
if (fprime < 0)
{
ok = performLinesearch(newGrp, in_stepSize, searchDirection, s);
assert(ok);
fTensor = 0.5 * newGrp.getNormF() * newGrp.getNormF();
tensorStep = in_stepSize;
isTensorDescent = true;
}
// Backtrack along the Newton direction.
ok = performLinesearch(newGrp, in_stepSize, *newtonVecPtr, s);
fNew = 0.5 * newGrp.getNormF() * newGrp.getNormF();
// If backtracking on the tensor step produced a better step, then use it.
if (isTensorDescent && (fTensor <= fNew))
{
newGrp.computeX(oldGrp, *tensorVecPtr, tensorStep);
newGrp.computeF();
}
}
return ok;
}
bool NOX::LineSearch::Polynomial::
updateGrp(NOX::Abstract::Group& newGrp,
const NOX::Abstract::Group& oldGrp,
const NOX::Abstract::Vector& dir,
double step) const
{
newGrp.computeX(oldGrp, dir, step);
NOX::Abstract::Group::ReturnType status = newGrp.computeF();
if (status != NOX::Abstract::Group::Ok)
return false;
return true;
}
bool NOX::LineSearch::Backtrack::
compute(NOX::Abstract::Group& grp, double& step,
const NOX::Abstract::Vector& dir,
const NOX::Solver::Generic& s)
{
const Abstract::Group& oldGrp = s.getPreviousSolutionGroup();
double oldF = meritFunctionPtr->computef(oldGrp);
double newF;
bool isFailed = false;
step = defaultStep;
grp.computeX(oldGrp, dir, step);
NOX::Abstract::Group::ReturnType rtype;
rtype = grp.computeF();
if (rtype != NOX::Abstract::Group::Ok)
{
utils->err() << "NOX::LineSearch::BackTrack::compute - Unable to compute F"
<< std::endl;
throw "NOX Error";
}
newF = meritFunctionPtr->computef(grp);
int nIters = 1;
if (utils->isPrintType(Utils::InnerIteration))
{
utils->out() << "\n" << Utils::fill(72) << "\n"
<< "-- Backtrack Line Search -- \n";
}
NOX::StatusTest::FiniteValue checkNAN;
while ( ((newF >= oldF) || (checkNAN.finiteNumberTest(newF) !=0))
&& (!isFailed))
{
if (utils->isPrintType(Utils::InnerIteration))
{
utils->out() << std::setw(3) << nIters << ":";
utils->out() << " step = " << utils->sciformat(step);
utils->out() << " old f = " << utils->sciformat(oldF);
utils->out() << " new f = " << utils->sciformat(newF);
utils->out() << std::endl;
}
nIters ++;
step = step * reductionFactor;
if ((step < minStep) || (nIters > maxIters))
{
isFailed = true;
step = recoveryStep;
}
grp.computeX(oldGrp, dir, step);
rtype = grp.computeF();
if (rtype != NOX::Abstract::Group::Ok)
{
utils->err() << "NOX::LineSearch::BackTrack::compute - Unable to compute F" << std::endl;
throw "NOX Error";
}
newF = meritFunctionPtr->computef(grp);
}
if (utils->isPrintType(Utils::InnerIteration))
{
utils->out() << std::setw(3) << nIters << ":";
utils->out() << " step = " << utils->sciformat(step);
utils->out() << " old f = " << utils->sciformat(oldF);
utils->out() << " new f = " << utils->sciformat(newF);
if (isFailed)
utils->out() << " (USING RECOVERY STEP!)" << std::endl;
else
utils->out() << " (STEP ACCEPTED!)" << std::endl;
utils->out() << Utils::fill(72) << "\n" << std::endl;
}
return (!isFailed);
}
bool
NOX::Solver::TensorBased::performLinesearch(NOX::Abstract::Group& newSoln,
double& in_stepSize,
const NOX::Abstract::Vector& lsDir,
const NOX::Solver::Generic& s)
{
if (print.isPrintType(NOX::Utils::InnerIteration))
{
utilsPtr->out() << "\n" << NOX::Utils::fill(72) << "\n";
utilsPtr->out() << "-- Tensor Line Search (";
if (lsType == Curvilinear)
utilsPtr->out() << "Curvilinear";
else if (lsType == Standard)
utilsPtr->out() << "Standard";
else if (lsType == FullStep)
utilsPtr->out() << "Full Step";
else if (lsType == Dual)
utilsPtr->out() << "Dual";
utilsPtr->out() << ") -- " << std::endl;
}
// Local variables
bool isFailed = false;
bool isAcceptable = false;
bool isFirstPass = true;
std::string message = "(STEP ACCEPTED!)";
// Set counters
int lsIterations = 1;
// Get Old f
const Abstract::Group& oldSoln = s.getPreviousSolutionGroup();
double fOld = 0.5 * oldSoln.getNormF() * oldSoln.getNormF();
// Compute first trial point and its function value
in_stepSize = defaultStep;
newSoln.computeX(oldSoln, lsDir, in_stepSize);
newSoln.computeF();
double fNew = 0.5 * newSoln.getNormF() * newSoln.getNormF();
// Stop here if only using the full step
if (lsType == FullStep)
{
print.printStep(lsIterations, in_stepSize, fOld, fNew, message);
return (!isFailed);
}
// Compute directional derivative
double fprime;
if ((lsType == Curvilinear) && !(isNewtonDirection))
fprime = slopeObj.computeSlope(*newtonVecPtr, oldSoln);
else
fprime = slopeObj.computeSlope(lsDir, oldSoln);
numJvMults++; // computeSlope() has J*v inside of it
// Compute the convergence criteria for the line search
double threshold = fOld + alpha*in_stepSize*fprime;
isAcceptable = (fNew < threshold);
// Update counter and temporarily hold direction if a linesearch is needed
if (!isAcceptable)
{
counter.incrementNumNonTrivialLineSearches();
*tmpVecPtr = lsDir;
}
// Iterate until the trial point is accepted....
while (!isAcceptable)
{
// Check for linesearch failure
if (lsIterations > maxIters)
{
isFailed = true;
message = "(FAILED - Max Iters)";
break;
}
print.printStep(lsIterations, in_stepSize, fOld, fNew);
// Is the full tensor step a descent direction? If not, switch to Newton
if (isFirstPass &&
(!isNewtonDirection) &&
(fprime >= 0) &&
(lsType != Curvilinear) )
{
*tmpVecPtr = *newtonVecPtr;
fprime = slopeObj.computeSlope(*tmpVecPtr, oldSoln);
numJvMults++;
if (utilsPtr->isPrintType(NOX::Utils::Details))
utilsPtr->out() << " Switching to Newton step. New fprime = "
<< utilsPtr->sciformat(fprime, 6) << std::endl;
}
else
{
in_stepSize = selectLambda(fNew, fOld, fprime, in_stepSize);
}
isFirstPass = false;
// Check for linesearch failure
if (in_stepSize < minStep)
{
isFailed = true;
message = "(FAILED - Min Step)";
break;
}
// Update the number of linesearch iterations
counter.incrementNumIterations();
lsIterations ++;
// Compute new trial point and its function value
if ((lsType == Curvilinear) && !(isNewtonDirection))
{
computeCurvilinearStep(*tmpVecPtr, oldSoln, s, in_stepSize);
// Note: oldSoln is needed above to get correct preconditioner
newSoln.computeX(oldSoln, *tmpVecPtr, 1.0);
}
else
{
newSoln.computeX(oldSoln, *tmpVecPtr, in_stepSize);
}
newSoln.computeF();
fNew = 0.5 * newSoln.getNormF() * newSoln.getNormF();
// Recompute convergence criteria based on new step
threshold = fOld + alpha*in_stepSize*fprime;
isAcceptable = (fNew < threshold);
}
if (isFailed)
{
counter.incrementNumFailedLineSearches();
if (recoveryStepType == Constant)
{
in_stepSize = recoveryStep;
if (in_stepSize == 0.0)
{
newSoln = oldSoln;
newSoln.computeF();
fNew = fOld;
}
else
{
// Update the group using recovery step
if ((lsType == Curvilinear) && !(isNewtonDirection))
{
computeCurvilinearStep(*tmpVecPtr, oldSoln, s, in_stepSize);
// Note: oldSoln is needed above to get correct preconditioner
newSoln.computeX(oldSoln, *tmpVecPtr, 1.0);
}
else
{
newSoln.computeX(oldSoln, *tmpVecPtr, in_stepSize);
}
//newSoln.computeX(oldSoln, lsDir, in_stepSize);
newSoln.computeF();
fNew = 0.5 * newSoln.getNormF() * newSoln.getNormF();
message = "(USING RECOVERY STEP!)";
}
}
else
message = "(USING LAST STEP!)";
}
print.printStep(lsIterations, in_stepSize, fOld, fNew, message);
counter.setValues(paramsPtr->sublist("Line Search"));
return (!isFailed);
}