Class implementing LBFGS optimzation method. More...

#include <LBFGSNonLinearSolver.h>

Inheritance diagram for dftfe::LBFGSNonLinearSolver:

Public Member Functions
	LBFGSNonLinearSolver (const bool usePreconditioner, const double maxUpdate, const unsigned int maxNumberIterations, const int maxNumPastSteps, const unsigned int debugLevel, const MPI_Comm &mpi_comm_parent, const bool isCurvatureOnlyLineSearchStoppingCondition=false)
	Constructor.

	~LBFGSNonLinearSolver ()
	Destructor.

nonLinearSolver::ReturnValueType	solve (nonlinearSolverProblem &problem, const std::string checkpointFileName="", const bool restart=false)
	Solve non-linear problem using LBFGS method.

void	save (const std::string &checkpointFileName)
	Create checkpoint file for current state of the LBFGS solver.

Public Member Functions inherited from dftfe::nonLinearSolver
virtual	~nonLinearSolver ()=0
	Destructor.

Private Member Functions
void	initializePreconditioner (nonlinearSolverProblem &problem)
	Initialize preconditioner.

void	scalePreconditioner (nonlinearSolverProblem &problem)
	Scale preconditioner.

void	computeHx (std::vector< double > &Hx)
	Compute Hessian inverse times vector.

void	computeStep ()
	Compute LBFGS step.

void	computeUpdateStep ()
	Compute Update Vector.

void	updateHistory ()
	Update the stored history, damped LBFGS.

void	checkWolfe ()
	Test if the step satisfies strong Wolfe conditions.

void	computeStepScale (nonlinearSolverProblem &problem)
	Compute scaling factor for the step.

bool	updateSolution (const std::vector< double > &step, nonlinearSolverProblem &problem)
	Update solution x -> x + step.

void	load (const std::string &checkpointFileName)
	Load LBFGS solver state from checkpoint file.

Private Attributes
std::vector< double >	d_gradient

std::vector< double >	d_value

std::vector< double >	d_gradientNew

std::vector< double >	d_valueNew

std::vector< double >	d_deltaX

std::vector< double >	d_deltaXNew

std::vector< double >	d_updateVector

std::vector< double >	d_preconditioner
	storage for the preconditioner.

unsigned int	d_numberUnknowns

unsigned int	d_iter
	storage for current bfgs iteration count.

std::deque< std::vector< double > >	d_deltaGq
	storage for history.

std::deque< std::vector< double > >	d_deltaXq

std::deque< double >	d_rhoq

const int	d_maxNumPastSteps
	storage for the maximum number of past steps to be stored.

int	d_numPastSteps
	storage for the number of past steps currently stored.

double	d_normDeltaXnew
	storage for inf norm of the update step.

double	d_maxStepLength
	storage for the maximum allowed step length.

double	d_alpha
	storage for backtracking line search parameter.

bool	d_stepAccepted
	boolean parameter for step accepteance and Wolfe conditions.

bool	d_wolfeCurvature

bool	d_wolfeSufficientDec

bool	d_wolfeSatisfied

const bool	d_usePreconditioner
	flag for using the preconditioner

bool	d_useSingleAtomSolutionsInitialGuess

bool	d_noHistory

bool	d_isCurvatureOnlyLineSearchStoppingCondition

MPI_Comm	mpi_communicator

dealii::ConditionalOStream	pcout

Additional Inherited Members
Public Types inherited from dftfe::nonLinearSolver
enum	ReturnValueType { SUCCESS = 0 , FAILURE , LINESEARCH_FAILED , MAX_ITER_REACHED , RESTART }

Protected Member Functions inherited from dftfe::nonLinearSolver
	nonLinearSolver (const unsigned int debugLevel, const unsigned int maxNumberIterations, const double tolerance=0)
	Constructor.

double	getTolerance () const
	Get tolerance.

unsigned int	getMaximumNumberIterations () const
	Get maximum number of iterations.

unsigned int	getDebugLevel () const
	Get debug level.

Protected Attributes inherited from dftfe::nonLinearSolver
const unsigned int	d_debugLevel
	controls the verbosity of the printing

const unsigned int	d_maxNumberIterations
	maximum number of nonlinear solve iterations

const double	d_tolerance
	nonlinear solve stopping tolerance

Detailed Description

Class implementing LBFGS optimzation method.

Author: Nikhil Kodali

Constructor & Destructor Documentation

◆ LBFGSNonLinearSolver()

dftfe::LBFGSNonLinearSolver::LBFGSNonLinearSolver	(	const bool	usePreconditioner,
		const double	maxUpdate,
		const unsigned int	maxNumberIterations,
		const int	maxNumPastSteps,
		const unsigned int	debugLevel,
		const MPI_Comm &	mpi_comm_parent,
		const bool	isCurvatureOnlyLineSearchStoppingCondition = false )

Constructor.

Parameters

usePreconditioner	Boolean parameter specifying whether or not to use the preconditioner.
maxUpdate	Maximum allowed step length in any direction.
maxNumberIterations	Maximum number of iterations.
maxNumPastSteps	Number of previous steps stored by the LBFGS solver.
debugLevel	Debug output level: 0 - no debug output 1 - limited debug output 2 - all debug output.
mpi_comm_parent	The mpi communicator used.

◆ ~LBFGSNonLinearSolver()

dftfe::LBFGSNonLinearSolver::~LBFGSNonLinearSolver ( )

Destructor.

Member Function Documentation

◆ checkWolfe()

void dftfe::LBFGSNonLinearSolver::checkWolfe ( )

private

Test if the step satisfies strong Wolfe conditions.

◆ computeHx()

void dftfe::LBFGSNonLinearSolver::computeHx ( std::vector< double > & Hx )

private

Compute Hessian inverse times vector.

◆ computeStep()

void dftfe::LBFGSNonLinearSolver::computeStep ( )

private

Compute LBFGS step.

◆ computeStepScale()

void dftfe::LBFGSNonLinearSolver::computeStepScale ( nonlinearSolverProblem & problem )

private

Compute scaling factor for the step.

◆ computeUpdateStep()

void dftfe::LBFGSNonLinearSolver::computeUpdateStep ( )

private

Compute Update Vector.

◆ initializePreconditioner()

void dftfe::LBFGSNonLinearSolver::initializePreconditioner ( nonlinearSolverProblem & problem )

private

Initialize preconditioner.

◆ load()

void dftfe::LBFGSNonLinearSolver::load ( const std::string & checkpointFileName )

private

Load LBFGS solver state from checkpoint file.

◆ save()

void dftfe::LBFGSNonLinearSolver::save ( const std::string & checkpointFileName )

virtual

Create checkpoint file for current state of the LBFGS solver.

Implements dftfe::nonLinearSolver.

◆ scalePreconditioner()

void dftfe::LBFGSNonLinearSolver::scalePreconditioner ( nonlinearSolverProblem & problem )

private

Scale preconditioner.

◆ solve()

nonLinearSolver::ReturnValueType dftfe::LBFGSNonLinearSolver::solve	(	nonlinearSolverProblem &	problem,
		const std::string	checkpointFileName = "",
		const bool	restart = false )

virtual

Solve non-linear problem using LBFGS method.

Parameters

problem[in]	nonlinearSolverProblem object.
checkpointFileName[in]	if string is non-empty, creates checkpoint file named checkpointFileName for every nonlinear iteration. If restart is set to true, checkpointFileName must match the name of the checkpoint file. Empty string will throw an error.
restart[in]	boolean specifying whether this is a restart solve using the checkpoint file specified by checkpointFileName.

Returns: Return value indicating success or failure.

Implements dftfe::nonLinearSolver.

◆ updateHistory()

void dftfe::LBFGSNonLinearSolver::updateHistory ( )

private

Update the stored history, damped LBFGS.

◆ updateSolution()

bool dftfe::LBFGSNonLinearSolver::updateSolution	(	const std::vector< double > &	step,
		nonlinearSolverProblem &	problem )

private

Update solution x -> x + step.

Parameters

step	update step vector.
problem	nonlinearSolverProblem object.

Returns: bool true if valid update and false if increment bound exceeded

Member Data Documentation

◆ d_alpha

double dftfe::LBFGSNonLinearSolver::d_alpha

private

storage for backtracking line search parameter.

◆ d_deltaGq

std::deque<std::vector<double> > dftfe::LBFGSNonLinearSolver::d_deltaGq

private

storage for history.

◆ d_deltaX

std::vector<double> dftfe::LBFGSNonLinearSolver::d_deltaX

private

storage for the step taken in last BFGS step, step computed in the corrent BFGS step and the update vector computed in the current bfgs step.

◆ d_deltaXNew

std::vector<double> dftfe::LBFGSNonLinearSolver::d_deltaXNew

private

◆ d_deltaXq

std::deque<std::vector<double> > dftfe::LBFGSNonLinearSolver::d_deltaXq

private

◆ d_gradient

std::vector<double> dftfe::LBFGSNonLinearSolver::d_gradient

private

storage for the value and gradient of the nonlinear problem in the current bfgs step

◆ d_gradientNew

std::vector<double> dftfe::LBFGSNonLinearSolver::d_gradientNew

private

storage for the value and gradient of the nonlinear problem evaluated at the end of the current bfgs step

◆ d_isCurvatureOnlyLineSearchStoppingCondition

bool dftfe::LBFGSNonLinearSolver::d_isCurvatureOnlyLineSearchStoppingCondition

private

◆ d_iter

unsigned int dftfe::LBFGSNonLinearSolver::d_iter

private

storage for current bfgs iteration count.

◆ d_maxNumPastSteps

const int dftfe::LBFGSNonLinearSolver::d_maxNumPastSteps

private

storage for the maximum number of past steps to be stored.

◆ d_maxStepLength

double dftfe::LBFGSNonLinearSolver::d_maxStepLength

private

storage for the maximum allowed step length.

◆ d_noHistory

bool dftfe::LBFGSNonLinearSolver::d_noHistory

private

◆ d_normDeltaXnew

double dftfe::LBFGSNonLinearSolver::d_normDeltaXnew

private

storage for inf norm of the update step.

◆ d_numberUnknowns

unsigned int dftfe::LBFGSNonLinearSolver::d_numberUnknowns

private

storage for number of unknowns to be solved for in the nonlinear problem.

◆ d_numPastSteps

int dftfe::LBFGSNonLinearSolver::d_numPastSteps

private

storage for the number of past steps currently stored.

◆ d_preconditioner

std::vector<double> dftfe::LBFGSNonLinearSolver::d_preconditioner

private

storage for the preconditioner.

◆ d_rhoq

std::deque<double> dftfe::LBFGSNonLinearSolver::d_rhoq

private

◆ d_stepAccepted

bool dftfe::LBFGSNonLinearSolver::d_stepAccepted

private

boolean parameter for step accepteance and Wolfe conditions.

◆ d_updateVector

std::vector<double> dftfe::LBFGSNonLinearSolver::d_updateVector

private

◆ d_usePreconditioner

const bool dftfe::LBFGSNonLinearSolver::d_usePreconditioner

private

flag for using the preconditioner

◆ d_useSingleAtomSolutionsInitialGuess

bool dftfe::LBFGSNonLinearSolver::d_useSingleAtomSolutionsInitialGuess

private

◆ d_value

std::vector<double> dftfe::LBFGSNonLinearSolver::d_value

private

◆ d_valueNew

std::vector<double> dftfe::LBFGSNonLinearSolver::d_valueNew

private

◆ d_wolfeCurvature

bool dftfe::LBFGSNonLinearSolver::d_wolfeCurvature

private

◆ d_wolfeSatisfied

bool dftfe::LBFGSNonLinearSolver::d_wolfeSatisfied

private

◆ d_wolfeSufficientDec

bool dftfe::LBFGSNonLinearSolver::d_wolfeSufficientDec

private

◆ mpi_communicator

MPI_Comm dftfe::LBFGSNonLinearSolver::mpi_communicator

private

◆ pcout

dealii::ConditionalOStream dftfe::LBFGSNonLinearSolver::pcout

private

The documentation for this class was generated from the following file:

workspace/include/LBFGSNonLinearSolver.h

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ LBFGSNonLinearSolver()

◆ ~LBFGSNonLinearSolver()

Member Function Documentation

◆ checkWolfe()

◆ computeHx()

◆ computeStep()

◆ computeStepScale()

◆ computeUpdateStep()

◆ initializePreconditioner()

◆ load()

◆ save()

◆ scalePreconditioner()

◆ solve()

◆ updateHistory()

◆ updateSolution()

Member Data Documentation

◆ d_alpha

◆ d_deltaGq

◆ d_deltaX

◆ d_deltaXNew

◆ d_deltaXq

◆ d_gradient

◆ d_gradientNew

◆ d_isCurvatureOnlyLineSearchStoppingCondition

◆ d_iter

◆ d_maxNumPastSteps

◆ d_maxStepLength

◆ d_noHistory

◆ d_normDeltaXnew

◆ d_numberUnknowns

◆ d_numPastSteps

◆ d_preconditioner

◆ d_rhoq

◆ d_stepAccepted

◆ d_updateVector

◆ d_usePreconditioner

◆ d_useSingleAtomSolutionsInitialGuess

◆ d_value

◆ d_valueNew

◆ d_wolfeCurvature

◆ d_wolfeSatisfied

◆ d_wolfeSufficientDec

◆ mpi_communicator

◆ pcout