1: #pragma once

  3: /*
  4:     Context for bound-constrained nonlinear conjugate gradient method
  5:  */

  7: #include <petsc/private/taoimpl.h>

  9: typedef struct {
 10:   Mat B;
 11:   Mat pc;
 12:   Vec G_old, X_old, W, work;
 13:   Vec g_work, y_work, d_work;
 14:   Vec sk, yk;
 15:   Vec unprojected_gradient, unprojected_gradient_old;
 16:   Vec inactive_grad, inactive_step;

 18:   IS active_lower, active_upper, active_fixed, active_idx, inactive_idx, inactive_old, new_inactives;

 20:   PetscReal alpha; /* convex ratio in the scalar scaling */
 21:   PetscReal hz_theta;
 22:   PetscReal xi;    /* Parameter for KD, DK, and HZ methods. */
 23:   PetscReal theta; /* The convex combination parameter in the SSML_Broyden method. */
 24:   PetscReal zeta;  /* Another parameter, exclusive to Kou-Dai, modifying the y_k scalar contribution */
 25:   PetscReal hz_eta, dk_eta;
 26:   PetscReal bfgs_scale, dfp_scale; /* Scaling of the bfgs/dfp tau parameter in the bfgs and broyden methods. Default 1. */
 27:   PetscReal tau_bfgs, tau_dfp;
 28:   PetscReal as_step, as_tol, yts, yty, sts;
 29:   PetscReal f, delta_min, delta_max;
 30:   PetscReal epsilon; /* Machine precision unless changed by user */
 31:   PetscReal eps_23;  /*  Two-thirds power of machine precision */

 33:   TaoBNCGType cg_type;         /*  Formula to use */
 34:   PetscInt    min_restart_num; /* Restarts every x*n iterations, where n is the dimension */
 35:   PetscInt    ls_fails, resets, descent_error, skipped_updates, pure_gd_steps;
 36:   PetscInt    iter_quad, min_quad; /* Dynamic restart variables in Dai-Kou, SIAM J. Optim. Vol 23, pp. 296-320, Algorithm 4.1 */
 37:   PetscInt    as_type;

 39:   PetscBool inv_sig;
 40:   PetscReal tol_quad;        /* tolerance for Dai-Kou dynamic restart */
 41:   PetscBool dynamic_restart; /* Keeps track of whether or not to do a dynamic (KD) restart */
 42:   PetscBool spaced_restart;  /* If true, restarts the CG method every x*n iterations */
 43:   PetscBool use_dynamic_restart;
 44:   PetscBool neg_xi;
 45:   PetscBool unscaled_restart; /* Gradient descent restarts are done without rescaling*/
 46:   PetscBool diag_scaling;
 47:   PetscBool no_scaling;

 49: } TAO_BNCG;

 51: PETSC_INTERN PetscErrorCode TaoBNCGEstimateActiveSet(Tao, PetscInt);
 52: PETSC_INTERN PetscErrorCode TaoBNCGBoundStep(Tao, PetscInt, Vec);
 53: PETSC_INTERN PetscErrorCode TaoBNCGComputeScalarScaling(PetscReal, PetscReal, PetscReal, PetscReal *, PetscReal);
 54: PETSC_INTERN PetscErrorCode TaoBNCGConductIteration(Tao, PetscReal);
 55: PETSC_INTERN PetscErrorCode TaoBNCGStepDirectionUpdate(Tao, PetscReal, PetscReal, PetscReal, PetscReal, PetscReal, PetscBool);
 56: PETSC_INTERN PetscErrorCode TaoBNCGComputeDiagScaling(Tao, PetscReal, PetscReal);
 57: PETSC_INTERN PetscErrorCode TaoBNCGResetUpdate(Tao, PetscReal);
 58: PETSC_INTERN PetscErrorCode TaoBNCGCheckDynamicRestart(Tao, PetscReal, PetscReal, PetscReal, PetscBool *, PetscReal);