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Reference documentation for deal.II version 9.6.0
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Reference documentation for deal.II version 9.6.0
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#include <deal.II/optimization/solver_bfgs.h>
Classes | |
| struct | AdditionalData |
Public Types | |
| using | Number = typename VectorType::value_type |
| using | vector_type |
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 ¤t_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 ¤t_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 |
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 57 of file solver_bfgs.h.
| using SolverBFGS< VectorType >::Number = typename VectorType::value_type |
Number type.
Definition at line 63 of file solver_bfgs.h.
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inherited |
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privateinherited |
The data type used in counter_map.
Definition at line 229 of file subscriptor.h.
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privateinherited |
The iterator type used in counter_map.
Definition at line 234 of file subscriptor.h.
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explicit |
Constructor.
| 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., \(f(\mathbf x)\).
| 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.
| 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:
No preconditioning is performed if the code using this class has not attached anything to the signal.
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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.
| 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. |
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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 135 of file subscriptor.cc.
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inherited |
Unsubscribes a user from the object.
identifier and the validity pointer must be the same as the one supplied to subscribe(). Definition at line 155 of file subscriptor.cc.
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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.
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inlineinherited |
List the subscribers to the input stream.
Definition at line 317 of file subscriptor.h.
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inherited |
List the subscribers to deallog.
Definition at line 203 of file subscriptor.cc.
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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.
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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.
Definition at line 52 of file subscriptor.cc.
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protected |
Additional data to the solver.
Definition at line 164 of file solver_bfgs.h.
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protected |
Signal used to perform line search.
Definition at line 171 of file solver_bfgs.h.
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protected |
Signal used to perform preconditioning.
Definition at line 179 of file solver_bfgs.h.
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mutableprotectedinherited |
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protectedinherited |
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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.
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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 218 of file subscriptor.h.
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mutableprivateinherited |
In this map, we count subscriptions for each different identification string supplied to subscribe().
Definition at line 224 of file subscriptor.h.
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mutableprivateinherited |
In this vector, we store pointers to the validity bool in the SmartPointer objects that subscribe to this class.
Definition at line 240 of file subscriptor.h.
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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 248 of file subscriptor.h.
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staticprivateinherited |
A mutex used to ensure data consistency when accessing the mutable members of this class. This lock is used in the subscribe() and unsubscribe() functions, as well as in list_subscribers().
Definition at line 271 of file subscriptor.h.
1.11.0