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#include "minimizers/SDMinimizer.hpp" |
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#include "utils/Utility.hpp" |
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namespace oopse { |
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SDMinimizer::SDMinimizer(SimInfo* info) : OOPSEMinimizer(info) { |
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direction.resize(ndim); |
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stepSize = paramSet->getStepSize(); |
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} |
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void SDMinimizer::init() { |
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calcG(); |
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for(int i = 0; i < direction.size(); i++) { |
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direction[i] = -curG[i]; |
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} |
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} |
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int SDMinimizer::step() { |
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int lsStatus; |
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prevF = curF; |
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//optimize along the search direction and reset minimum point value |
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lsStatus = doLineSearch(direction, stepSize); |
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if (lsStatus < 0) |
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return -1; |
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else |
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return 1; |
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} |
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void SDMinimizer::prepareStep() { |
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for(int i = 0; i < direction.size(); i++) { |
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direction[i] = -curG[i]; |
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} |
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} |
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int SDMinimizer::checkConvg() { |
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double fTol; |
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double relativeFTol; // relative tolerance |
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double deltaF; |
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double gTol; |
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double relativeGTol; |
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double gnorm; |
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// test function tolerance test |
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fTol = paramSet->getFTol(); |
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relativeFTol = fTol * std::max(1.0, fabs(curF)); // relative tolerance |
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deltaF = prevF - curF; |
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if (fabs(deltaF) <= relativeFTol) { |
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if (bVerbose) { |
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std::cout << "function value tolerance test passed" << std::endl; |
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std::cout << "ftol = " << fTol << "\tdeltaf = " << deltaF << std::endl; |
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} |
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return CONVG_FTOL; |
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} |
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//gradient tolerance test |
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gTol = paramSet->getGTol(); |
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relativeGTol = gTol * std::max(1.0, fabs(curF)); |
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#ifndef IS_MPI |
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gnorm = sqrt(dotProduct(curG, curG)); |
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#else |
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double localDP; |
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double globalDP; |
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localDP = dotProduct(curG, curG); |
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MPI_Allreduce(&localDP, &globalDP, 1, MPI_DOUBLE, MPI_SUM, MPI_COMM_WORLD); |
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gnorm = sqrt(globalDP); |
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#endif |
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if (gnorm <= relativeGTol) { |
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std::cout << "gradient tolerance test" << std::endl; |
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std::cout << "gnorm = " << gnorm << "\trelativeGTol = " << relativeGTol |
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<< std::endl; |
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return CONVG_GTOL; |
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} |
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//absolute gradient tolerance test |
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if (gnorm <= gTol) { |
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std::cout << "absolute gradient tolerance test" << std::endl; |
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std::cout << "gnorm = " << gnorm << "\tgTol = " << gTol << std::endl; |
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return CONVG_ABSGTOL; |
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} |
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return CONVG_UNCONVG; |
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} |
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} |