LBFGS.H

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    Copyright (C) 2007-2019 PCOpt/NTUA
    Copyright (C) 2013-2019 FOSS GP
    Copyright (C) 2019 OpenCFD Ltd.
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License
    This file is part of OpenFOAM.
 
    OpenFOAM 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.
 
    OpenFOAM 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 OpenFOAM.  If not, see <http://www.gnu.org/licenses/>.
 
Class
    Foam::LBFGS
 
Description
    The quasi-Newton Limited-memory BFGS formula. Keeps nPrevSteps_ of the
    y and s vectors and approximates the inverse areas through them.
    Values of 3 < nPrevSteps_ < 20 are suggested.
 
SourceFiles
    LBFGS.C
 
\*---------------------------------------------------------------------------*/
 
#ifndef LBFGS_H
#define LBFGS_H
 
#include "updateMethod.H"
#include "scalarMatrices.H"
 
// * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //
 
namespace Foam
{
 
/*---------------------------------------------------------------------------*\
                             Class LBFGS Declaration
\*---------------------------------------------------------------------------*/
 
class LBFGS
:
    public updateMethod
{
private:
 
    // Private Member Functions
 
        //- No copy construct
        LBFGS(const LBFGS&) = delete;
 
        //- No copy assignment
        void operator=(const LBFGS&) = delete;
 
 
protected:
 
    // Protected data
 
        //- Step for the Newton method
        scalar etaHessian_;
 
        //- Number of first steepest descent steps
        label nSteepestDescent_;
 
        //- Map to active design variables
        labelList activeDesignVars_;
 
        //- Number of old corrections and grad differences kept
        label nPrevSteps_;
 
        //- The previous differences of derivatives. Holds nPrevSteps_ fields
        PtrList<scalarField> y_;
 
        //- The previous correction. Holds nPrevSteps_ fields
        PtrList<scalarField> s_;
 
        //- The previous derivatives
        scalarField derivativesOld_;
 
        //- The previous correction
        scalarField correctionOld_;
 
        //- Optimisation cycle counter
        label counter_;
 
        //- Allocate matrices in the first optimisation cycle
        void allocateMatrices();
 
        //- Move pointers in PtrList to the left and replace last element with
        //- given field
        void pivotFields(PtrList<scalarField>& list, const scalarField& f);
 
        //- Update y and s vectors
        void updateVectors();
 
        //- Update design variables
        void update();
 
        //- Update based on steepest descent
        void steepestDescentUpdate();
 
        //- Update based on LBFGS
        void LBFGSUpdate();
 
        //- Read old info from dict
        void readFromDict();
 
 
public:
 
    //- Runtime type information
    TypeName("LBFGS");
 
 
    // Constructors
 
        //- Construct from components
        LBFGS(const fvMesh& mesh, const dictionary& dict);
 
 
    //- Destructor
    virtual ~LBFGS() = default;
 
 
    // Member Functions
 
       //- Compute design variables correction
       void computeCorrection();
 
       //- Update old correction. Useful for quasi-Newton methods coupled with
       //- line search
       virtual void updateOldCorrection(const scalarField& oldCorrection);
 
       //- Write old info to dict
       virtual void write();
};
 
 
// * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //
 
} // End namespace Foam
 
// * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //
 
#endif
 
// ************************************************************************* //