#include <deal.II/optimization/solver_bfgs.h>

Inheritance diagram for SolverBFGS< VectorType >:

Classes
struct	AdditionalData

Public Types
using	Number = typename VectorType::value_type

using	vector_type = VectorType

Public Member Functions
	SolverBFGS (SolverControl &residual_control, const AdditionalData &data=AdditionalData())

void	solve (const std::function< Number(const VectorType &x, VectorType &g)> &compute, VectorType &x)

boost::signals2::connection	connect_line_search_slot (const std::function< Number(Number &f, VectorType &x, VectorType &g, const VectorType &p)> &slot)

boost::signals2::connection	connect_preconditioner_slot (const std::function< void(VectorType &g, const FiniteSizeHistory< VectorType > &s, const FiniteSizeHistory< VectorType > &y)> &slot)

boost::signals2::connection	connect (const std::function< SolverControl::State(const unsigned int iteration, const double check_value, const VectorType &current_iterate)> &slot)

template<class Archive >
void	serialize (Archive &ar, const unsigned int version)

Subscriptor functionality
Classes derived from Subscriptor provide a facility to subscribe to this object. This is mostly used by the SmartPointer class.
void	subscribe (std::atomic< bool > *const validity, const std::string &identifier="") const

void	unsubscribe (std::atomic< bool > *const validity, const std::string &identifier="") const

unsigned int	n_subscriptions () const

template<typename StreamType >
void	list_subscribers (StreamType &stream) const

void	list_subscribers () const

Static Public Member Functions
static ::ExceptionBase &	ExcInUse (int arg1, std::string arg2, std::string arg3)

static ::ExceptionBase &	ExcNoSubscriber (std::string arg1, std::string arg2)

Protected Attributes
const AdditionalData	additional_data

boost::signals2::signal< Number(Number &f, VectorType &x, VectorType &g, const VectorType &p)>	line_search_signal

boost::signals2::signal< void(VectorType &g, const FiniteSizeHistory< VectorType > &s, const FiniteSizeHistory< VectorType > &y)>	preconditioner_signal

GrowingVectorMemory< VectorType >	static_vector_memory

VectorMemory< VectorType > &	memory

boost::signals2::signal< SolverControl::State(const unsigned int iteration, const double check_value, const VectorType &current_iterate), StateCombiner >	iteration_status

Private Types
using	map_value_type = decltype(counter_map)::value_type

using	map_iterator = decltype(counter_map)::iterator

Private Member Functions
void	check_no_subscribers () const noexcept

Private Attributes
std::atomic< unsigned int >	counter

std::map< std::string, unsigned int >	counter_map

std::vector< std::atomic< bool > * >	validity_pointers

const std::type_info *	object_info

Static Private Attributes
static std::mutex	mutex

Detailed Description

template<typename VectorType>
class SolverBFGS< VectorType >

Implement the limited memory BFGS minimization method.

This class implements a method to minimize a given function for which only the values of the function and its derivatives, but not its second derivatives are available. The BFGS method is a variation of the Newton method for function minimization in which the Hessian matrix is only approximated. In particular, the Hessian is updated using the formula of Broyden, Fletcher, Goldfarb, and Shanno (BFGS):

\begin{align*} H^{(k+1)} &= \left[ I-\rho_{(k)} s^{(k)} \otimes y^{(k)} \right] H^{(k)} \left[ I -\rho^{(k)} y^{(k)} \otimes s^{(k)} \right] + \rho^{(k)} s^{(k)} \otimes s^{(k)} \\ y^{(k)} &\dealcoloneq g^{(k+1)} - g^{(k)} \\ s^{(k)} &\dealcoloneq x^{(k+1)} - x^{(k)} \\ \rho^{(k)} &\dealcoloneq \frac{1}{y^{(k)} \cdot s^{(k)}} \end{align*}

for a symmetric positive definite \(H\). Limited memory variant is implemented via the two-loop recursion.

Definition at line 58 of file solver_bfgs.h.

Member Typedef Documentation

◆ Number

template<typename VectorType >

using SolverBFGS< VectorType >::Number = typename VectorType::value_type

Number type.

Definition at line 64 of file solver_bfgs.h.

◆ vector_type

using SolverBase< VectorType >::vector_type = VectorType

inherited

An alias for the underlying vector type

Definition at line 346 of file solver.h.

◆ map_value_type

using Subscriptor::map_value_type = decltype(counter_map)::value_type

privateinherited

The data type used in counter_map.

Definition at line 230 of file subscriptor.h.

◆ map_iterator

using Subscriptor::map_iterator = decltype(counter_map)::iterator

privateinherited

The iterator type used in counter_map.

Definition at line 235 of file subscriptor.h.

Constructor & Destructor Documentation

◆ SolverBFGS()

template<typename VectorType >

SolverBFGS< VectorType >::SolverBFGS	(	SolverControl &	residual_control,
		const AdditionalData &	data = `AdditionalData()`
	)

explicit

Constructor.

Member Function Documentation

◆ solve()

template<typename VectorType >

void SolverBFGS< VectorType >::solve	(	const std::function< Number(const VectorType &x, VectorType &g)> &	compute,
		VectorType &	x
	)

Solve the unconstrained minimization problem

\[ \min_{\mathbf x} f(\mathbf x) \]

starting from initial state x.

The function compute takes two arguments indicating the values of \(x\) and of the gradient \(g=\nabla f(\mathbf x)=\frac{\partial f}{\partial \mathbf x}\). When called, it needs to update the gradient \(g\) at the given location \(x\) and return the value of the function being minimized, i.e., \(f(\mathbf x)\).

◆ connect_line_search_slot()

template<typename VectorType >

boost::signals2::connection SolverBFGS< VectorType >::connect_line_search_slot ( const std::function< Number(Number &f, VectorType &x, VectorType &g, const VectorType &p)> & slot )

Connect a slot to perform a custom line-search.

Given the value of function f, the current value of unknown x, the gradient g and the search direction p, return the size \(\alpha\) of the step \(x \leftarrow x + \alpha p\), and update x, g and f accordingly.

◆ connect_preconditioner_slot()

template<typename VectorType >

boost::signals2::connection SolverBFGS< VectorType >::connect_preconditioner_slot ( const std::function< void(VectorType &g, const FiniteSizeHistory< VectorType > &s, const FiniteSizeHistory< VectorType > &y)> & slot )

Connect a slot to perform a custom preconditioning.

The preconditioner is applied inside the two loop recursion to vector g using the history of position increments s and gradient increments y.

One possibility is to use the oldest s,y pair:

const auto preconditioner = [](VectorType &                         g,
                               const FiniteSizeHistory<VectorType> &s,
                               const FiniteSizeHistory<VectorType> &y) {
  if (s.size() > 0)
    {
      const unsigned int i  = s.size() - 1;
      const auto         yy = y[i] * y[i];
      const auto         sy = s[i] * y[i];
      Assert(yy > 0 && sy > 0, ExcInternalError());
      g *= sy / yy;
    }
};

No preconditioning is performed if the code using this class has not attached anything to the signal.

◆ connect()

boost::signals2::connection SolverBase< VectorType >::connect ( const std::function< SolverControl::State(const unsigned int iteration, const double check_value, const VectorType &current_iterate)> & slot )

inherited

Connect a function object that will be called periodically within iterative solvers. This function is used to attach monitors to iterative solvers, either to determine when convergence has happened, or simply to observe the progress of an iteration. See the documentation of this class for more information.

Parameters

slot A function object specified here will, with each call, receive the number of the current iteration, the value that is used to check for convergence (typically the residual of the current iterate with respect to the linear system to be solved) and the currently best available guess for the current iterate. Note that some solvers do not update the approximate solution in every iteration but only after convergence or failure has been determined (GMRES is an example); in such cases, the vector passed as the last argument to the signal is simply the best approximate at the time the signal is called, but not the vector that will be returned if the signal's return value indicates that the iteration should be terminated. The function object must return a SolverControl::State value that indicates whether the iteration should continue, has failed, or has succeeded. The results of all connected functions will then be combined to determine what should happen with the iteration.

Returns: A connection object that represents the connection from the signal to the function object. It can be used to disconnect the function object again from the signal. See the documentation of the BOOST Signals2 library for more information on connection management.

◆ subscribe()

void Subscriptor::subscribe	(	std::atomic< bool > *const	validity,
		const std::string &	identifier = `""`
	)		const

inherited

Subscribes a user of the object by storing the pointer validity. The subscriber may be identified by text supplied as identifier.

Definition at line 136 of file subscriptor.cc.

◆ unsubscribe()

void Subscriptor::unsubscribe	(	std::atomic< bool > *const	validity,
		const std::string &	identifier = `""`
	)		const

inherited

Unsubscribes a user from the object.

Note: The identifier and the validity pointer must be the same as the one supplied to subscribe().

Definition at line 156 of file subscriptor.cc.

◆ n_subscriptions()

unsigned int Subscriptor::n_subscriptions ( ) const

inlineinherited

Return the present number of subscriptions to this object. This allows to use this class for reference counted lifetime determination where the last one to unsubscribe also deletes the object.

Definition at line 300 of file subscriptor.h.

◆ list_subscribers() [1/2]

template<typename StreamType >

void Subscriptor::list_subscribers ( StreamType & stream ) const

inlineinherited

List the subscribers to the input stream.

Definition at line 317 of file subscriptor.h.

◆ list_subscribers() [2/2]

void Subscriptor::list_subscribers ( ) const

inherited

List the subscribers to deallog.

Definition at line 204 of file subscriptor.cc.

◆ serialize()

template<class Archive >

void Subscriptor::serialize	(	Archive &	ar,
		const unsigned int	version
	)

inlineinherited

Read or write the data of this object to or from a stream for the purpose of serialization using the BOOST serialization library.

This function does not actually serialize any of the member variables of this class. The reason is that what this class stores is only who subscribes to this object, but who does so at the time of storing the contents of this object does not necessarily have anything to do with who subscribes to the object when it is restored. Consequently, we do not want to overwrite the subscribers at the time of restoring, and then there is no reason to write the subscribers out in the first place.

Definition at line 309 of file subscriptor.h.

◆ check_no_subscribers()

void Subscriptor::check_no_subscribers ( ) const

privatenoexceptinherited

Check that there are no objects subscribing to this object. If this check passes then it is safe to destroy the current object. It this check fails then this function will either abort or print an error message to deallog (by using the AssertNothrow mechanism), but will not throw an exception.

Note: Since this function is just a consistency check it does nothing in release mode.; If this function is called when there is an uncaught exception then, rather than aborting, this function prints an error message to the standard error stream and returns.

Definition at line 53 of file subscriptor.cc.

Member Data Documentation

◆ additional_data

template<typename VectorType >

const AdditionalData SolverBFGS< VectorType >::additional_data

protected

Additional data to the solver.

Definition at line 165 of file solver_bfgs.h.

◆ line_search_signal

template<typename VectorType >

boost::signals2::signal< Number(Number &f, VectorType &x, VectorType &g, const VectorType &p)> SolverBFGS< VectorType >::line_search_signal

protected

Signal used to perform line search.

Definition at line 172 of file solver_bfgs.h.

◆ preconditioner_signal

template<typename VectorType >

boost::signals2::signal<void(VectorType & g, const FiniteSizeHistory<VectorType> &s, const FiniteSizeHistory<VectorType> &y)> SolverBFGS< VectorType >::preconditioner_signal

protected

Signal used to perform preconditioning.

Definition at line 180 of file solver_bfgs.h.

◆ static_vector_memory

GrowingVectorMemory<VectorType> SolverBase< VectorType >::static_vector_memory

mutableprotectedinherited

A static vector memory object to be used whenever no such object has been given to the constructor.

Definition at line 414 of file solver.h.

◆ memory

VectorMemory<VectorType>& SolverBase< VectorType >::memory

protectedinherited

A reference to an object that provides memory for auxiliary vectors.

Definition at line 419 of file solver.h.

◆ iteration_status

boost::signals2::signal< SolverControl::State(const unsigned int iteration, const double check_value, const VectorType & current_iterate), StateCombiner> SolverBase< VectorType >::iteration_status

protectedinherited

A signal that iterative solvers can execute at the end of every iteration (or in an otherwise periodic fashion) to find out whether we should continue iterating or not. The signal may call one or more slots that each will make this determination by themselves, and the result over all slots (function calls) will be determined by the StateCombiner object.

The arguments passed to the signal are (i) the number of the current iteration; (ii) the value that is used to determine convergence (oftentimes the residual, but in other cases other quantities may be used as long as they converge to zero as the iterate approaches the solution of the linear system); and (iii) a vector that corresponds to the current best guess for the solution at the point where the signal is called. Note that some solvers do not update the approximate solution in every iteration but only after convergence or failure has been determined (GMRES is an example); in such cases, the vector passed as the last argument to the signal is simply the best approximate at the time the signal is called, but not the vector that will be returned if the signal's return value indicates that the iteration should be terminated.

Definition at line 470 of file solver.h.

◆ counter

std::atomic<unsigned int> Subscriptor::counter

mutableprivateinherited

Store the number of objects which subscribed to this object. Initially, this number is zero, and upon destruction it shall be zero again (i.e. all objects which subscribed should have unsubscribed again).

The creator (and owner) of an object is counted in the map below if HE manages to supply identification.

We use the mutable keyword in order to allow subscription to constant objects also.

This counter may be read from and written to concurrently in multithreaded code: hence we use the std::atomic class template.

Definition at line 219 of file subscriptor.h.

◆ counter_map

std::map<std::string, unsigned int> Subscriptor::counter_map

mutableprivateinherited

In this map, we count subscriptions for each different identification string supplied to subscribe().

Definition at line 225 of file subscriptor.h.

◆ validity_pointers

std::vector<std::atomic<bool> *> Subscriptor::validity_pointers

mutableprivateinherited

In this vector, we store pointers to the validity bool in the SmartPointer objects that subscribe to this class.

Definition at line 241 of file subscriptor.h.

◆ object_info

const std::type_info* Subscriptor::object_info

mutableprivateinherited

Pointer to the typeinfo object of this object, from which we can later deduce the class name. Since this information on the derived class is neither available in the destructor, nor in the constructor, we obtain it in between and store it here.

Definition at line 249 of file subscriptor.h.

◆ mutex

std::mutex Subscriptor::mutex

staticprivateinherited

A mutex used to ensure data consistency when printing out the list of subscribers.

Definition at line 271 of file subscriptor.h.

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

include/deal.II/optimization/solver_bfgs.h

Classes

Public Types

Public Member Functions

Static Public Member Functions

Protected Attributes

Private Types

Private Member Functions

Private Attributes

Static Private Attributes

Detailed Description

Member Typedef Documentation

◆ Number

◆ vector_type

◆ map_value_type

◆ map_iterator

Constructor & Destructor Documentation

◆ SolverBFGS()

Member Function Documentation

◆ solve()

◆ connect_line_search_slot()

◆ connect_preconditioner_slot()

◆ connect()

◆ subscribe()

◆ unsubscribe()

◆ n_subscriptions()

◆ list_subscribers() [1/2]

◆ list_subscribers() [2/2]

◆ serialize()

◆ check_no_subscribers()

Member Data Documentation

◆ additional_data

◆ line_search_signal

◆ preconditioner_signal

◆ static_vector_memory

◆ memory

◆ iteration_status

◆ counter

◆ counter_map

◆ validity_pointers

◆ object_info

◆ mutex