From 382ff682f4cb0736d62b2280ab474033332f5f41 Mon Sep 17 00:00:00 2001
From: Oliver Sander <sander@igpm.rwth-aachen.de>
Date: Mon, 9 Apr 2012 18:10:32 +0000
Subject: [PATCH] Recompute Hessian and gradient only after successful
iterations.
Another easy patch which makes the code a lot faster.
Also, this patch removes the quasi-Newton code. So far that code
hasn't helped at all. Quasi-Newton methods will need more work
in the future.
[[Imported from SVN: r8588]]
---
dune/gfe/riemanniantrsolver.cc | 38 +++++++++++++---------------------
1 file changed, 14 insertions(+), 24 deletions(-)
diff --git a/dune/gfe/riemanniantrsolver.cc b/dune/gfe/riemanniantrsolver.cc
index c855c439..8c9cde31 100644
--- a/dune/gfe/riemanniantrsolver.cc
+++ b/dune/gfe/riemanniantrsolver.cc
@@ -213,8 +213,8 @@ void RiemannianTrustRegionSolver<GridType,TargetSpace>::solve()
// /////////////////////////////////////////////////////
double oldEnergy = assembler_->computeEnergy(x_);
- bool quasiNewtonMethod = false;
- bool recomputeHessian = true;
+ bool recomputeGradientHessian = true;
+ CorrectionType rhs;
for (int i=0; i<maxTrustRegionSteps_; i++) {
@@ -231,27 +231,25 @@ void RiemannianTrustRegionSolver<GridType,TargetSpace>::solve()
std::cout << "----------------------------------------------------" << std::endl;
}
- CorrectionType rhs;
CorrectionType corr(x_.size());
corr = 0;
Dune::Timer gradientTimer;
- assembler_->assembleGradient(x_, rhs);
- std::cout << "gradient assembly took " << gradientTimer.elapsed() << " sec." << std::endl;
- gradientTimer.reset();
- if (recomputeHessian) {
+ if (recomputeGradientHessian) {
+ assembler_->assembleGradient(x_, rhs);
+ rhs *= -1; // The right hand side is the _negative_ gradient
+ std::cout << "gradient assembly took " << gradientTimer.elapsed() << " sec." << std::endl;
+ gradientTimer.reset();
+
assembler_->assembleMatrix(x_,
*hessianMatrix_,
i==0 // assemble occupation pattern only for the first call
);
std::cout << "hessian assembly took " << gradientTimer.elapsed() << " sec." << std::endl;
- } else
- std::cout << "Reuse previous Hessian" << std::endl;
+ recomputeGradientHessian = false;
+ }
- // The right hand side is the _negative_ gradient
- rhs *= -1;
-
/* std::cout << "rhs:\n" << rhs << std::endl;
std::cout << "matrix[0][0]:\n" << (*hessianMatrix_)[0][0] << std::endl;*/
@@ -455,8 +453,7 @@ void RiemannianTrustRegionSolver<GridType,TargetSpace>::solve()
// current energy becomes 'oldEnergy' for the next iteration
oldEnergy = energy;
- if (quasiNewtonMethod)
- recomputeHessian = false;
+ recomputeGradientHessian = true;
} else if ( (oldEnergy-energy) / modelDecrease > 0.01
|| std::abs(oldEnergy-energy) < 1e-12) {
@@ -466,21 +463,14 @@ void RiemannianTrustRegionSolver<GridType,TargetSpace>::solve()
// current energy becomes 'oldEnergy' for the next iteration
oldEnergy = energy;
- if (quasiNewtonMethod)
- recomputeHessian = false;
+ recomputeGradientHessian = true;
} else {
// unsuccessful iteration
- // If quasi Newton method and we have used an old matrix:
- // Try again with the actual Newton matrix
- if (not recomputeHessian && quasiNewtonMethod) {
- recomputeHessian = true;
- } else {
- // Decrease the trust-region radius
- trustRegion.scale(0.5);
- }
+ // Decrease the trust-region radius
+ trustRegion.scale(0.5);
if (this->verbosity_ == NumProc::FULL)
std::cout << "Unsuccessful iteration!" << std::endl;
--
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