SR1.C

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    Copyright (C) 2007-2019 PCOpt/NTUA
    Copyright (C) 2013-2019 FOSS GP
    Copyright (C) 2019-2020 OpenCFD Ltd.
-------------------------------------------------------------------------------
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.
 
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    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
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#include "SR1.H"
#include "addToRunTimeSelectionTable.H"
 
// * * * * * * * * * * * * * * Static Data Members * * * * * * * * * * * * * //
 
namespace Foam
{
    defineTypeNameAndDebug(SR1, 0);
    addToRunTimeSelectionTable
    (
        updateMethod,
        SR1,
        dictionary
    );
}
 
 
// * * * * * * * * * * * * Protected Member Functions  * * * * * * * * * * * //
 
void Foam::SR1::allocateMatrices()
{
    // Set active design variables, if necessary
    if (activeDesignVars_.empty())
    {
        activeDesignVars_ = identity(objectiveDerivatives_.size());
    }
 
    // Set previous HessianInv to be a diagonal matrix
    SquareMatrix<scalar> temp(activeDesignVars_.size(), Zero);
    forAll(activeDesignVars_, i)
    {
        temp[i][i] = scalar(1);
    }
 
    // Allocate correct size and content to HessianInv matrices
    // has a max. capability of approximately 34000 variables.
    HessianInvOld_ = temp;
    HessianInv_ = temp;
}
 
 
void Foam::SR1::updateHessian()
{
    // Vectors needed to construct the inverse HessianInv matrix
    scalarField y(activeDesignVars_.size(), Zero);
    scalarField s(activeDesignVars_.size(), Zero);
    y.map(objectiveDerivatives_ - derivativesOld_, activeDesignVars_);
    s.map(correctionOld_, activeDesignVars_);
 
    scalarField temp(s - rightMult(HessianInvOld_, y));
 
    // Construct the inverse HessianInv
    scalar tempMag = sqrt(globalSum(sqr(temp)));
    scalar yMag = sqrt(globalSum(sqr(y)));
    scalar HessYMag = sqrt(globalSum(sqr(rightMult(HessianInvOld_, y))));
 
    // Stability check
    if (tempMag > ratioThreshold_ * yMag * HessYMag)
    {
        HessianInv_ =
            HessianInvOld_
          + (scalar(1)/(globalSum(temp*y)))*outerProd(temp, temp);
    }
    else
    {
        WarningInFunction
            << "Denominator of update too small. Keeping old Hessian" << endl;
        HessianInv_ = HessianInvOld_;
    }
}
 
 
void Foam::SR1::update()
{
    // In the first few iterations, use steepest descent but update the Hessian
    // matrix
    if (counter_ < nSteepestDescent_)
    {
        Info<< "Using steepest descent to update design variables ... " << endl;
        correction_ = -eta_*objectiveDerivatives_;
    }
    else
    {
        scalarField activeDerivs(activeDesignVars_.size(), Zero);
        activeDerivs.map(objectiveDerivatives_, activeDesignVars_);
        scalarField activeCorrection
        (
            -etaHessian_*rightMult(HessianInv_, activeDerivs)
        );
 
        // Transfer correction to the global list
        correction_ = Zero;
        forAll(activeDesignVars_, varI)
        {
            correction_[activeDesignVars_[varI]] = activeCorrection[varI];
        }
    }
 
    // Store fields for the next iteration
    derivativesOld_ = objectiveDerivatives_;
    correctionOld_ = correction_;
    HessianInvOld_ = HessianInv_;
}
 
 
void Foam::SR1::readFromDict()
{
    if (optMethodIODict_.headerOk())
    {
        optMethodIODict_.readEntry("HessianInvOld", HessianInvOld_);
        optMethodIODict_.readEntry("derivativesOld", derivativesOld_);
        optMethodIODict_.readEntry("correctionOld", correctionOld_);
        optMethodIODict_.readEntry("counter", counter_);
        optMethodIODict_.readEntry("eta", eta_);
 
        const label n(HessianInvOld_.n());
        HessianInv_ = SquareMatrix<scalar>(n, Zero);
        correction_ = scalarField(correctionOld_.size(), Zero);
 
        if (activeDesignVars_.empty())
        {
            activeDesignVars_ = identity(n);
        }
    }
}
 
 
// * * * * * * * * * * * * * * * * Constructors  * * * * * * * * * * * * * * //
 
Foam::SR1::SR1(const fvMesh& mesh, const dictionary& dict)
:
    updateMethod(mesh, dict),
 
    // Construct null matrix since we dont know the dimension yet
    etaHessian_
    (
        coeffsDict().getOrDefault<scalar>("etaHessian", 1)
    ),
    nSteepestDescent_
    (
        coeffsDict().getOrDefault<label>("nSteepestDescent", 1)
    ),
    ratioThreshold_
    (
        coeffsDict().getOrDefault<scalar>("ratioThreshold", 1e-08)
    ),
    activeDesignVars_(0),
    HessianInv_(),
    HessianInvOld_(),
    derivativesOld_(0),
    correctionOld_(0),
    counter_(0)
{
    if
    (
        !coeffsDict().readIfPresent("activeDesignVariables", activeDesignVars_)
    )
    {
        // If not, all available design variables will be used. Number is not
        // know at the moment
        Info<< "\t Didn't find explicit definition of active design variables. "
            << "Treating all available ones as active " << endl;
    }
 
    // Read old hessian, correction and derivatives, if present
    readFromDict();
}
 
 
// * * * * * * * * * * * * * * * Member Functions  * * * * * * * * * * * * * //
 
void Foam::SR1::computeCorrection()
{
    if (counter_ == 0)
    {
        allocateMatrices();
    }
    else
    {
        updateHessian();
    }
 
    update();
    ++counter_;
}
 
 
void Foam::SR1::updateOldCorrection(const scalarField& oldCorrection)
{
    updateMethod::updateOldCorrection(oldCorrection);
    correctionOld_ = oldCorrection;
}
 
 
void Foam::SR1::write()
{
    optMethodIODict_.add<SquareMatrix<scalar>>
    (
        "HessianInvOld",
        HessianInvOld_,
        true
    );
    optMethodIODict_.add<scalarField>("derivativesOld", derivativesOld_, true);
    optMethodIODict_.add<scalarField>("correctionOld", correctionOld_, true);
    optMethodIODict_.add<label>("counter", counter_, true);
 
    updateMethod::write();
}
 
 
// ************************************************************************* //