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cg: modify search direction #41

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cg: modify search direction #41

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1c498e7
cg: always start line search with unit step length
Nov 20, 2021
efbbdbb
cg.cpp: corrected step size and search direction for better convergence
tenomoto Dec 1, 2021
9011b4f
cg: print x and grad after line search at step 0
tenomoto Dec 1, 2021
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6 changes: 3 additions & 3 deletions src/unconstrained/cg.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -128,7 +128,7 @@ optim::internal::cg_impl(

//

double t_init = 1.0; // initial value for line search
double t_init = 1.0 / grad_err; // initial value for line search

d = - grad;
Vec_t x_p = x, grad_p = grad;
Expand All @@ -138,7 +138,7 @@ optim::internal::cg_impl(
grad_err = OPTIM_MATOPS_L2NORM(grad_p);
double rel_sol_change = OPTIM_MATOPS_L1NORM( OPTIM_MATOPS_ARRAY_DIV_ARRAY( (x_p - x), (OPTIM_MATOPS_ARRAY_ADD_SCALAR(OPTIM_MATOPS_ABS(x), 1.0e-08)) ) );

OPTIM_CG_TRACE(0, grad_err, rel_sol_change, x, d, grad, 0.0);
OPTIM_CG_TRACE(0, grad_err, rel_sol_change, x_p, d, grad_p, 0.0);

if (grad_err <= grad_err_tol) {
init_out_vals = x_p;
Expand All @@ -162,7 +162,7 @@ optim::internal::cg_impl(

grad = grad_p;

t = line_search_mt(t_init, x_p, grad_p, d, &wolfe_cons_1, &wolfe_cons_2, box_objfn, opt_data);
t = line_search_mt(t_init, x_p, grad_p, d_p, &wolfe_cons_1, &wolfe_cons_2, box_objfn, opt_data);

//

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