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tamaas/src/solvers/dfsane_solver.hh
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dfsane_solver.hh
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/**
* @file
* @section LICENSE
*
* Copyright (©) 2016-2020 EPFL (École Polytechnique Fédérale de Lausanne),
* Laboratory (LSMS - Laboratoire de Simulation en Mécanique des Solides)
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU Affero General Public License as published
* by the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Affero General Public License for more details.
*
* You should have received a copy of the GNU Affero General Public License
* along with this program. If not, see <https://www.gnu.org/licenses/>.
*
*/
/* -------------------------------------------------------------------------- */
#ifndef DFSANE_SOLVER_HH
#define DFSANE_SOLVER_HH
/* -------------------------------------------------------------------------- */
#include "ep_solver.hh"
#include "grid_base.hh"
#include "residual.hh"
#include <deque>
#include <functional>
#include <utility>
/* -------------------------------------------------------------------------- */
namespace tamaas {
/* -------------------------------------------------------------------------- */
/**
@brief Derivative-free non-linear solver
This algorithm is based on W. La Cruz, J. Martínez, and M. Raydan, “Spectral
residual method without gradient information for solving large-scale nonlinear
systems of equations,” Math. Comp., vol. 75, no. 255, pp. 1429–1448, 2006, doi:
10.1090/S0025-5718-06-01840-0.
The same algorithm is available in scipy.optimize, but this version is robustly
parallel by default (i.e. does not depend on BLAS's parallelism and is
future-proof for MPI parallelism).
*/
class DFSANESolver : public EPSolver {
// Public interface
public:
DFSANESolver(Residual& residual);
void solve() override;
// Algorithm functions
protected:
Real computeSpectralCoeff(const std::pair<Real, Real>& bounds);
void computeSearchDirection(Real sigma);
void lineSearch(Real eta_k);
Real computeAlpha(const Real alpha, Real f, Real fk,
const std::pair<Real, Real>& bounds);
protected:
GridBase<Real> search_direction, previous_residual, current_x, delta_x,
delta_residual;
std::deque<Real> previous_merits;
std::function<Real(UInt)> eta;
};
} // namespace tamaas
#endif
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