int line_search_backtracking_owlqn(
int n,
T *x,
T *f,
T *g,
T *s,
T *stp,
const T* xp,
const T* gp,
T *wp,
callback_data_t<T> *cd,
const lbfgs_parameter_t *param
)
{
int i, count = 0;
T width = 0.5, norm = 0.;
T finit = *f, dgtest;
/* Check the input parameters for errors. */
if (*stp <= 0.) {
return LBFGSERR_INVALIDPARAMETERS;
}
/* Choose the orthant for the new point. */
for (i = 0;i < n;++i) {
wp[i] = (xp[i] == 0.) ? -gp[i] : xp[i];
}
for (;;) {
/* Update the current point. */
veccpy(x, xp, n);
vecadd(x, s, *stp, n);
/* The current point is projected onto the orthant. */
owlqn_project(x, wp, param->orthantwise_start, param->orthantwise_end);
/* Evaluate the function and gradient values. */
*f = cd->proc_evaluate(cd->instance, x, g, cd->n, *stp);
/* Compute the L1 norm of the variables and add it to the object value. */
norm = owlqn_x1norm(x, param->orthantwise_start, param->orthantwise_end);
*f += norm * param->orthantwise_c;
++count;
dgtest = 0.;
for (i = 0;i < n;++i) {
dgtest += (x[i] - xp[i]) * gp[i];
}
if (*f <= finit + param->ftol * dgtest) {
/* The sufficient decrease condition. */
return count;
}
if (*stp < param->min_step) {
/* The step is the minimum value. */
return LBFGSERR_MINIMUMSTEP;
}
if (*stp > param->max_step) {
/* The step is the maximum value. */
return LBFGSERR_MAXIMUMSTEP;
}
if (param->max_linesearch <= count) {
/* Maximum number of iteration. */
return LBFGSERR_MAXIMUMLINESEARCH;
}
(*stp) *= width;
}
}
static int line_search_backtracking_owlqn(
int n,
double* x,
double* f,
double* g,
double* s,
double* step,
const double* xp,
const double* gp,
double* wp,
callback_data_t* cd,
const lbfgs_parameter_t* param
) {
int i, count = 0;
double width = 0.5, norm = 0.0;
double finit = *f, dgtest;
/* Check the input parameters for errors. */
if (*step <= 0.0) {
return LBFGSERR_INVALIDPARAMETERS;
}
/* Choose the orthant for the new point. */
for (i = 0; i < n; i++) {
wp[i] = (xp[i] == 0.0) ? -gp[i] : xp[i];
}
for (;;) {
veccpy(x, xp, n);
vecadd(x, s, *step, n);
/* The current point is projected onto the orthant. */
owlqn_project(x, wp, param->orthantwise_start, param->orthantwise_end);
*f = cd->evaluate(cd->instance, cd->n, x, g, *step);
count++;
/* Compute the L1 norm of the variables and add it to the object value. */
norm = owlqn_x1norm(x, param->orthantwise_start, param->orthantwise_end);
*f += norm * param->orthantwise_c;
dgtest = 0.0;
for (i = 0; i < n; i++) {
dgtest += (x[i] - xp[i]) * gp[i];
}
if (*f <= finit + param->ftol * dgtest) {
/* The sufficient decrease condition. */
return count;
}
if (*step < param->min_step) {
/* The step is the minimum value. */
return LBFGSERR_MINIMUMSTEP;
}
if (*step > param->max_step) {
/* The step is the maximum value. */
return LBFGSERR_MAXIMUMSTEP;
}
if (count >= param->max_linesearch) {
/* Maximum number of iteration. */
return LBFGSERR_MAXIMUMLINESEARCH;
}
(*step) *= width;
}
}
