int checkTrivialCase_vi(VariationalInequality* problem, double* x,
double* w, SolverOptions* options)
{
int n = problem->size;
if (problem->ProjectionOnX)
{
problem->ProjectionOnX(problem,x,w);
}
else
{
cblas_dcopy(problem->size, x, 1, w, 1);
project_on_set(problem->size, w, problem->set);
}
cblas_daxpy(n, -1.0,x, 1, w , 1);
double nnorm = cblas_dnrm2(n,w,1);
DEBUG_PRINTF("checkTrivialCase_vi, nnorm = %6.4e\n",nnorm);
if (nnorm > fmin(options->dparam[0], 1e-12))
return 1;
problem->F(problem,n,x,w);
nnorm = cblas_dnrm2(n,w,1);
DEBUG_PRINTF("checkTrivialCase_vi, nnorm = %6.4e\n",nnorm);
if (nnorm > fmin(options->dparam[0], 1e-12))
return 1;
if (verbose == 1)
printf("variationalInequality driver, trivial solution F(x) = 0, x in X.\n");
return 0;
}
double search_Armijo_standalone(int n, double* theta, double preRHS, search_data* ls_data)
{
assert(ls_data->alpha0 > 0.0);
assert(ls_data->alpha0 > ls_data->alpha_min);
double alpha = ls_data->alpha0;
double theta_iter = *theta, theta_ref = *theta;
double* z = ls_data->z;
double* zc = ls_data->zc;
double* F = ls_data->F;
double* F_merit = ls_data->F_merit;
double* desc_dir = ls_data->desc_dir;
void* data = ls_data->data;
bool arcsearch = ls_data->searchtype == ARCSEARCH;
void* set = ls_data->set;
double RHS;
armijo_extra_params* aep = (armijo_extra_params*) ls_data->extra_params;
assert(aep);
preRHS *= aep->gamma;
while (alpha >= ls_data->alpha_min)
{
DEBUG_PRINTF("search_Armijo :: alpha %g, ls_data->alpha_min %g \n", alpha, ls_data->alpha_min);
// desc_dir contains the direction d
cblas_dcopy(n, z, 1, zc, 1);
cblas_daxpy(n, alpha, desc_dir, 1, zc, 1); // z + alpha*d --> z
if (arcsearch)
{
project_on_set(n, zc, set);
/* we use F as a work vector here */
cblas_dcopy(n, z, 1, F, 1);
cblas_daxpy(n, -1.0, zc, 1, F, 1); /* F = z(0) - z(alpha) */
/* warning desc_dir = -JacMerit !*/
double dotprod = cblas_ddot(n, desc_dir, 1, F, 1);
if (dotprod > 0.0)
RHS = ls_data->sigma*dotprod;
else
RHS = -alpha*ls_data->sigma*theta_ref;
}
else
{
RHS = alpha*preRHS;
}
// compute new F_merit
ls_data->compute_F(data, zc, F);
ls_data->compute_F_merit(data, zc, F, F_merit);
DEBUG_PRINT("z ");
DEBUG_EXPR_WE(for (unsigned int i = 0; i < n; ++i)
{ DEBUG_PRINTF("% 2.2e ", zc[i]) }
DEBUG_PRINT("\n"));
DEBUG_PRINT("F ");
DEBUG_EXPR_WE(for (unsigned int i = 0; i < n; ++i)
{ DEBUG_PRINTF("% 2.2e ", F[i]) }
DEBUG_PRINT("\n"));
DEBUG_PRINT("F_merit ");
DEBUG_EXPR_WE(for (unsigned int i = 0; i < n; ++i)
{ DEBUG_PRINTF("% 2.2e ", F_merit[i]) }
DEBUG_PRINT("\n"));
theta_iter = 0.5 * cblas_ddot(n, F_merit, 1, F_merit, 1);
DEBUG_PRINTF("search_Armijo :: alpha %g\n", alpha);
DEBUG_PRINTF("search_Armijo :: theta_iter %.*e ; theta_ref %.*e \n", DECIMAL_DIG, theta_iter, DECIMAL_DIG, theta_ref);
// acceptance test
if (theta_iter <= theta_ref + RHS)
{
if (verbose > 1)
printf("search_Armijo :: alpha %g\n", alpha);
break;
}
else
{
// alpha too large, decrease it
alpha /= 2.0;
}
}
*theta = theta_iter;
return alpha;
}
