| 1 | // | 
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| 2 | // efc.cc | 
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| 3 | // | 
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| 4 | // Copyright (C) 1996 Limit Point Systems, Inc. | 
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| 5 | // | 
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| 6 | // Author: Edward Seidl <seidl@janed.com> | 
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| 7 | // Maintainer: LPS | 
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| 8 | // | 
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| 9 | // This file is part of the SC Toolkit. | 
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| 10 | // | 
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| 11 | // The SC Toolkit is free software; you can redistribute it and/or modify | 
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| 12 | // it under the terms of the GNU Library General Public License as published by | 
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| 13 | // the Free Software Foundation; either version 2, or (at your option) | 
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| 14 | // any later version. | 
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| 15 | // | 
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| 16 | // The SC Toolkit is distributed in the hope that it will be useful, | 
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| 17 | // but WITHOUT ANY WARRANTY; without even the implied warranty of | 
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| 18 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the | 
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| 19 | // GNU Library General Public License for more details. | 
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| 20 | // | 
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| 21 | // You should have received a copy of the GNU Library General Public License | 
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| 22 | // along with the SC Toolkit; see the file COPYING.LIB.  If not, write to | 
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| 23 | // the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. | 
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| 24 | // | 
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| 25 | // The U.S. Government is granted a limited license as per AL 91-7. | 
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| 26 | // | 
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| 27 |  | 
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| 28 | #ifdef __GNUC__ | 
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| 29 | #pragma implementation | 
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| 30 | #endif | 
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| 31 |  | 
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| 32 | #include <math.h> | 
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| 33 | #include <float.h> | 
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| 34 |  | 
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| 35 | #include <util/state/stateio.h> | 
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| 36 | #include <math/optimize/efc.h> | 
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| 37 | #include <util/misc/formio.h> | 
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| 38 | #include <util/keyval/keyval.h> | 
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| 39 | #include <math/scmat/local.h> | 
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| 40 |  | 
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| 41 | using namespace std; | 
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| 42 | using namespace sc; | 
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| 43 |  | 
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| 44 | ///////////////////////////////////////////////////////////////////////// | 
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| 45 | // EFCOpt | 
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| 46 |  | 
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| 47 | static ClassDesc EFCOpt_cd( | 
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| 48 | typeid(EFCOpt),"EFCOpt",2,"public Optimize", | 
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| 49 | 0, create<EFCOpt>, create<EFCOpt>); | 
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| 50 |  | 
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| 51 | EFCOpt::EFCOpt(const Ref<KeyVal>&keyval): | 
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| 52 | Optimize(keyval), | 
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| 53 | maxabs_gradient(-1.0) | 
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| 54 | { | 
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| 55 | update_ << keyval->describedclassvalue("update"); | 
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| 56 |  | 
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| 57 | accuracy_ = keyval->doublevalue("accuracy"); | 
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| 58 | if (keyval->error() != KeyVal::OK) accuracy_ = 0.0001; | 
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| 59 |  | 
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| 60 | tstate = keyval->booleanvalue("transition_state"); | 
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| 61 | if (keyval->error() != KeyVal::OK) tstate = 0; | 
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| 62 |  | 
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| 63 | modef = keyval->booleanvalue("mode_following"); | 
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| 64 | if (keyval->error() != KeyVal::OK) modef = 0; | 
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| 65 |  | 
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| 66 | if (tstate) | 
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| 67 | ExEnv::out0() << endl << indent | 
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| 68 | << "performing a transition state search\n\n"; | 
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| 69 |  | 
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| 70 | RefSymmSCMatrix hessian(dimension(),matrixkit()); | 
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| 71 | // get a guess hessian from function | 
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| 72 | function()->guess_hessian(hessian); | 
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| 73 |  | 
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| 74 | // see if any hessian matrix elements have been given in the input | 
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| 75 | if (keyval->exists("hessian")) { | 
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| 76 | int n = hessian.n(); | 
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| 77 | for (int i=0; i<n; i++) { | 
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| 78 | if (keyval->exists("hessian",i)) { | 
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| 79 | for (int j=0; j<=i; j++) { | 
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| 80 | double tmp = keyval->doublevalue("hessian",i,j); | 
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| 81 | if (keyval->error() == KeyVal::OK) hessian(i,j) = tmp; | 
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| 82 | } | 
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| 83 | } | 
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| 84 | } | 
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| 85 | } | 
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| 86 | hessian_ = hessian; | 
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| 87 | last_mode_ = 0; | 
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| 88 | } | 
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| 89 |  | 
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| 90 | EFCOpt::EFCOpt(StateIn&s): | 
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| 91 | SavableState(s), | 
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| 92 | Optimize(s) | 
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| 93 | { | 
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| 94 | s.get(tstate); | 
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| 95 | s.get(modef); | 
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| 96 | hessian_ = matrixkit()->symmmatrix(dimension()); | 
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| 97 | hessian_.restore(s); | 
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| 98 | update_ << SavableState::restore_state(s); | 
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| 99 | last_mode_ = matrixkit()->vector(dimension()); | 
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| 100 | last_mode_.restore(s); | 
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| 101 | if (s.version(::class_desc<EFCOpt>()) < 2) { | 
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| 102 | double convergence; | 
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| 103 | s.get(convergence); | 
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| 104 | } | 
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| 105 | s.get(accuracy_); | 
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| 106 | s.get(maxabs_gradient); | 
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| 107 | } | 
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| 108 |  | 
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| 109 | EFCOpt::~EFCOpt() | 
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| 110 | { | 
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| 111 | } | 
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| 112 |  | 
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| 113 | void | 
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| 114 | EFCOpt::save_data_state(StateOut&s) | 
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| 115 | { | 
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| 116 | Optimize::save_data_state(s); | 
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| 117 | s.put(tstate); | 
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| 118 | s.put(modef); | 
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| 119 | hessian_.save(s); | 
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| 120 | SavableState::save_state(update_.pointer(),s); | 
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| 121 | last_mode_.save(s); | 
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| 122 | s.put(accuracy_); | 
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| 123 | s.put(maxabs_gradient); | 
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| 124 | } | 
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| 125 |  | 
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| 126 | void | 
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| 127 | EFCOpt::init() | 
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| 128 | { | 
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| 129 | Optimize::init(); | 
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| 130 | maxabs_gradient = -1.0; | 
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| 131 | } | 
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| 132 |  | 
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| 133 | int | 
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| 134 | EFCOpt::update() | 
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| 135 | { | 
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| 136 | int i,j; | 
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| 137 |  | 
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| 138 | // these are good candidates to be input options | 
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| 139 | const double maxabs_gradient_to_desired_accuracy = 0.05; | 
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| 140 | const double maxabs_gradient_to_next_desired_accuracy = 0.005; | 
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| 141 | const double roundoff_error_factor = 1.1; | 
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| 142 |  | 
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| 143 | // the gradient convergence criterion. | 
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| 144 | double old_maxabs_gradient = maxabs_gradient; | 
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| 145 | RefSCVector xcurrent; | 
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| 146 | RefSCVector gcurrent; | 
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| 147 |  | 
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| 148 | ExEnv::out0().flush(); | 
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| 149 |  | 
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| 150 | // get the next gradient at the required level of accuracy. | 
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| 151 | // usually only one pass is needed, unless we happen to find | 
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| 152 | // that the accuracy was set too low. | 
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| 153 | int accurate_enough; | 
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| 154 | do { | 
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| 155 | // compute the current point | 
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| 156 | function()->set_desired_gradient_accuracy(accuracy_); | 
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| 157 |  | 
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| 158 | xcurrent = function()->get_x(); | 
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| 159 | gcurrent = function()->gradient().copy(); | 
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| 160 |  | 
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| 161 | // compute the gradient convergence criterion now so i can see if | 
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| 162 | // the accuracy needs to be tighter | 
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| 163 | maxabs_gradient = gcurrent.maxabs(); | 
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| 164 | // compute the required accuracy | 
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| 165 | accuracy_ = maxabs_gradient * maxabs_gradient_to_desired_accuracy; | 
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| 166 |  | 
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| 167 | if (accuracy_ < DBL_EPSILON) accuracy_ = DBL_EPSILON; | 
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| 168 |  | 
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| 169 | // The roundoff_error_factor is thrown in to allow for round off making | 
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| 170 | // the current gcurrent.maxabs() a bit smaller than the previous, | 
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| 171 | // which would make the current required accuracy less than the | 
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| 172 | // gradient's actual accuracy and cause everything to be recomputed. | 
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| 173 | accurate_enough = (function()->actual_gradient_accuracy() <= | 
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| 174 | accuracy_*roundoff_error_factor); | 
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| 175 |  | 
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| 176 | if (!accurate_enough) { | 
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| 177 | ExEnv::out0() << indent | 
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| 178 | << "NOTICE: function()->actual_gradient_accuracy() > accuracy_:\n" | 
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| 179 | << indent << scprintf( | 
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| 180 | "        function()->actual_gradient_accuracy() = %15.8e", | 
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| 181 | function()->actual_gradient_accuracy()) << endl | 
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| 182 | << scprintf( | 
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| 183 | "                                     accuracy_ = %15.8e", | 
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| 184 | accuracy_) << endl; | 
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| 185 | } | 
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| 186 | } while(!accurate_enough); | 
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| 187 |  | 
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| 188 | if (old_maxabs_gradient >= 0.0 && old_maxabs_gradient < maxabs_gradient) { | 
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| 189 | ExEnv::out0() << indent | 
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| 190 | << scprintf("NOTICE: maxabs_gradient increased from %8.4e to %8.4e", | 
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| 191 | old_maxabs_gradient, maxabs_gradient) << endl; | 
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| 192 | } | 
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| 193 |  | 
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| 194 | // update the hessian | 
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| 195 | if (update_.nonnull()) { | 
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| 196 | update_->update(hessian_,function(),xcurrent,gcurrent); | 
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| 197 | } | 
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| 198 |  | 
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| 199 | // begin efc junk | 
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| 200 | // first diagonalize hessian | 
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| 201 | RefSCMatrix evecs(dimension(),dimension(),matrixkit()); | 
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| 202 | RefDiagSCMatrix evals(dimension(),matrixkit()); | 
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| 203 |  | 
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| 204 | hessian_.diagonalize(evals,evecs); | 
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| 205 | //evals.print("hessian eigenvalues"); | 
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| 206 | //evecs.print("hessian eigenvectors"); | 
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| 207 |  | 
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| 208 | // form gradient to local hessian modes F = Ug | 
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| 209 | RefSCVector F = evecs.t() * gcurrent; | 
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| 210 | //F.print("F"); | 
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| 211 |  | 
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| 212 | // figure out if hessian has the right number of negative eigenvalues | 
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| 213 | int ncoord = evals.n(); | 
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| 214 | int npos=0,nneg=0; | 
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| 215 | for (i=0; i < ncoord; i++) { | 
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| 216 | if (evals.get_element(i) >= 0.0) npos++; | 
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| 217 | else nneg++; | 
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| 218 | } | 
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| 219 |  | 
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| 220 | RefSCVector xdisp(dimension(),matrixkit()); | 
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| 221 | xdisp.assign(0.0); | 
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| 222 |  | 
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| 223 | // for now, we always take the P-RFO for tstate (could take NR if | 
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| 224 | // nneg==1, but we won't make that an option yet) | 
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| 225 | if (tstate) { | 
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| 226 | int mode = 0; | 
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| 227 |  | 
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| 228 | if (modef) { | 
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| 229 | // which mode are we following.  find mode with maximum overlap with | 
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| 230 | // last mode followed | 
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| 231 | if (last_mode_.nonnull()) { | 
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| 232 | double overlap=0; | 
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| 233 | for (i=0; i < ncoord; i++) { | 
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| 234 | double S=0; | 
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| 235 | for (j=0; j < ncoord; j++) { | 
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| 236 | S += last_mode_.get_element(j)*evecs.get_element(j,i); | 
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| 237 | } | 
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| 238 | S = fabs(S); | 
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| 239 | if (S > overlap) { | 
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| 240 | mode = i; | 
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| 241 | overlap = S; | 
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| 242 | } | 
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| 243 | } | 
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| 244 | } else { | 
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| 245 | last_mode_ = matrixkit()->vector(dimension()); | 
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| 246 |  | 
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| 247 | // find mode with max component = coord 0 which should be the | 
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| 248 | // mode being followed | 
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| 249 | double comp=0; | 
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| 250 | for (i=0; i < ncoord; i++) { | 
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| 251 | double S = fabs(evecs.get_element(0,i)); | 
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| 252 | if (S>comp) { | 
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| 253 | mode=i; | 
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| 254 | comp=S; | 
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| 255 | } | 
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| 256 | } | 
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| 257 | } | 
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| 258 |  | 
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| 259 | for (i=0; i < ncoord; i++) | 
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| 260 | last_mode_(i) = evecs(i,mode); | 
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| 261 |  | 
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| 262 | ExEnv::out0() << endl << indent << "\n following mode " << mode << endl; | 
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| 263 | } | 
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| 264 |  | 
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| 265 | double bk = evals(mode); | 
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| 266 | double Fk = F(mode); | 
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| 267 | double lambda_p = 0.5*bk + 0.5*sqrt(bk*bk + 4*Fk*Fk); | 
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| 268 |  | 
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| 269 | double lambda_n; | 
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| 270 | double nlambda=1.0; | 
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| 271 | do { | 
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| 272 | lambda_n=nlambda; | 
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| 273 | nlambda=0; | 
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| 274 | for (i=0; i < ncoord; i++) { | 
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| 275 | if (i==mode) continue; | 
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| 276 |  | 
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| 277 | nlambda += F.get_element(i)*F.get_element(i) / | 
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| 278 | (lambda_n - evals.get_element(i)); | 
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| 279 | } | 
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| 280 | } while(fabs(nlambda-lambda_n) > 1.0e-8); | 
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| 281 |  | 
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| 282 | ExEnv::out0() | 
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| 283 | << indent << scprintf("lambda_p = %8.5g",lambda_p) << endl | 
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| 284 | << indent << scprintf("lambda_n = %8.5g",lambda_n) << endl; | 
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| 285 |  | 
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| 286 | // form Xk | 
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| 287 | double Fkobkl = F(mode)/(evals(mode)-lambda_p); | 
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| 288 | for (j=0; j < F.n(); j++) | 
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| 289 | xdisp(j) = xdisp(j) - evecs(j,mode) * Fkobkl; | 
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| 290 |  | 
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| 291 | // form displacement x = sum -Fi*Vi/(bi-lam) | 
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| 292 | for (i=0; i < F.n(); i++) { | 
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| 293 | if (i==mode) continue; | 
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| 294 |  | 
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| 295 | double Fiobil = F(i) / (evals(i)-lambda_n); | 
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| 296 | for (j=0; j < F.n(); j++) { | 
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| 297 | xdisp(j) = xdisp(j) - evecs(j,i) * Fiobil; | 
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| 298 | } | 
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| 299 | } | 
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| 300 |  | 
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| 301 | // minimum search | 
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| 302 | } else { | 
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| 303 | // evaluate lambda | 
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| 304 | double lambda; | 
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| 305 | double nlambda=1.0; | 
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| 306 | do { | 
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| 307 | lambda=nlambda; | 
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| 308 | nlambda=0; | 
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| 309 | for (i=0; i < F.n(); i++) { | 
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| 310 | double Fi = F(i); | 
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| 311 | nlambda += Fi*Fi / (lambda - evals.get_element(i)); | 
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| 312 | } | 
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| 313 | } while(fabs(nlambda-lambda) > 1.0e-8); | 
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| 314 |  | 
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| 315 | ExEnv::out0() << indent << scprintf("lambda = %8.5g", lambda) << endl; | 
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| 316 |  | 
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| 317 | // form displacement x = sum -Fi*Vi/(bi-lam) | 
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| 318 | for (i=0; i < F.n(); i++) { | 
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| 319 | double Fiobil = F(i) / (evals(i)-lambda); | 
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| 320 | for (j=0; j < F.n(); j++) { | 
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| 321 | xdisp(j) = xdisp(j) - evecs(j,i) * Fiobil; | 
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| 322 | } | 
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| 323 | } | 
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| 324 | } | 
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| 325 |  | 
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| 326 | // scale the displacement vector if it's too large | 
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| 327 | double tot = sqrt(xdisp.scalar_product(xdisp)); | 
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| 328 | if (tot > max_stepsize_) { | 
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| 329 | double scal = max_stepsize_/tot; | 
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| 330 | ExEnv::out0() << endl << indent | 
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| 331 | << scprintf("stepsize of %f is too big, scaling by %f",tot,scal) | 
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| 332 | << endl; | 
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| 333 | xdisp.scale(scal); | 
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| 334 | tot *= scal; | 
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| 335 | } | 
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| 336 |  | 
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| 337 | //xdisp.print("xdisp"); | 
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| 338 |  | 
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| 339 | // try steepest descent | 
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| 340 | // RefSCVector xdisp = -1.0*gcurrent; | 
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| 341 | RefSCVector xnext = xcurrent + xdisp; | 
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| 342 |  | 
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| 343 | conv_->reset(); | 
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| 344 | conv_->get_grad(function()); | 
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| 345 | conv_->get_x(function()); | 
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| 346 | conv_->set_nextx(xnext); | 
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| 347 |  | 
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| 348 | // check for conergence before resetting the geometry | 
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| 349 | int converged = conv_->converged(); | 
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| 350 | if (converged) | 
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| 351 | return converged; | 
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| 352 |  | 
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| 353 | ExEnv::out0() << endl | 
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| 354 | << indent << scprintf("taking step of size %f",tot) << endl; | 
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| 355 |  | 
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| 356 | function()->set_x(xnext); | 
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| 357 | Ref<NonlinearTransform> t = function()->change_coordinates(); | 
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| 358 | apply_transform(t); | 
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| 359 |  | 
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| 360 | // make the next gradient computed more accurate, since it will | 
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| 361 | // be smaller | 
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| 362 | accuracy_ = maxabs_gradient * maxabs_gradient_to_next_desired_accuracy; | 
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| 363 |  | 
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| 364 | return converged; | 
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| 365 | } | 
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| 366 |  | 
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| 367 | void | 
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| 368 | EFCOpt::apply_transform(const Ref<NonlinearTransform> &t) | 
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| 369 | { | 
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| 370 | if (t.null()) return; | 
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| 371 | Optimize::apply_transform(t); | 
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| 372 | if (last_mode_.nonnull()) t->transform_gradient(last_mode_); | 
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| 373 | if (hessian_.nonnull()) t->transform_hessian(hessian_); | 
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| 374 | if (update_.nonnull()) update_->apply_transform(t); | 
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| 375 | } | 
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| 376 |  | 
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| 377 | ///////////////////////////////////////////////////////////////////////////// | 
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| 378 |  | 
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| 379 | // Local Variables: | 
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| 380 | // mode: c++ | 
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| 381 | // c-file-style: "ETS" | 
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| 382 | // End: | 
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