# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU 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 General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see .
#
# Copyright(C) 2013-2017 Max-Planck-Society
#
# NIFTy is being developed at the Max-Planck-Institut fuer Astrophysik
# and financially supported by the Studienstiftung des deutschen Volkes.
from __future__ import division
import numpy as np
from .minimizer import Minimizer
from .line_searching import LineSearchStrongWolfe
class NonlinearCG(Minimizer):
""" Implementation of the nonlinear Conjugate Gradient scheme according to
Polak-Ribiere.
Parameters
----------
controller : IterationController
Object that decides when to terminate the minimization.
References
----------
Jorge Nocedal & Stephen Wright, "Numerical Optimization", Second Edition,
2006, Springer-Verlag New York
"""
def __init__(self, controller, line_searcher=LineSearchStrongWolfe()):
self._controller = controller
self._line_searcher = line_searcher
def __call__(self, energy):
""" Runs the conjugate gradient minimization.
Algorithm 5.4 from Nocedal & Wright
Eq. (5.41a) has been replaced by eq. (5.49)
Parameters
----------
energy : Energy object at the starting point of the iteration.
Returns
-------
energy :
state at last point of the iteration
status : integer
Can be controller.CONVERGED or controller.ERROR
"""
controller = self._controller
status = controller.start(energy)
if status != controller.CONTINUE:
return energy, status
f_k_minus_1 = None
p = -energy.gradient
while True:
grad_old = energy.gradient
gnold = energy.gradient_norm
f_k = energy.value
energy = self._line_searcher.perform_line_search(energy, p,
f_k_minus_1)
f_k_minus_1 = f_k
status = self._controller.check(energy)
if status != controller.CONTINUE:
return energy, status
grad_new = energy.gradient
gnnew = energy.gradient_norm
beta = gnnew*gnnew/(grad_new-grad_old).vdot(p).real
p = beta*p - grad_new