Create MoreThuente.cpp

src/polysolve/nonlinear/line_search/MoreThuente.cpp

@@ -0,0 +1,72 @@
+#include "more_thuente.hpp"
+#include <polysolve/Utils.hpp>
+#include <spdlog/spdlog.h>
+
+namespace polysolve::nonlinear::line_search
+{
+    MoreThuente::MoreThuente(const json &params, spdlog::logger &logger)
+        : Superclass(params, logger)
+    {
+        wolfe_c1 = params.at("line_search").at("MoreThuente").value("c1", 1e-4);
+        wolfe_c2 = params.at("line_search").at("MoreThuente").value("c2", 0.9);
+        max_iterations = params.at("line_search").at("MoreThuente").value("max_iterations", 20);
+    }
+
+    double MoreThuente::compute_descent_step_size(
+        const TVector &x,
+        const TVector &delta_x,
+        Problem &objFunc,
+        const bool use_grad_norm,
+        const double old_energy,
+        const TVector &old_grad,
+        const double starting_step_size)
+    {
+        double step_size = starting_step_size;
+        double low = 0.0;
+        double high = std::numeric_limits<double>::infinity();
+        double energy;
+        TVector grad;
+
+        for (int i = 0; i < max_iterations; ++i)
+        {
+            TVector new_x = x + step_size * delta_x;
+            energy = objFunc(new_x);
+
+            if (energy > old_energy + wolfe_c1 * step_size * old_grad.dot(delta_x))
+            {
+                high = step_size;
+            }
+            else
+            {
+                objFunc.gradient(new_x, grad);
+                if (grad.dot(delta_x) < wolfe_c2 * old_grad.dot(delta_x))
+                {
+                    low = step_size;
+                }
+                else
+                {
+                    break; // Wolfe conditions satisfied
+                }
+            }
+
+            if (high < std::numeric_limits<double>::infinity())
+            {
+                step_size = 0.5 * (low + high);
+            }
+            else
+            {
+                step_size *= 2.0; // Expand step size
+            }
+
+            m_logger.debug("Iteration {}: step_size = {}, energy = {}", i, step_size, energy);
+        }
+
+        if (step_size <= current_min_step_size() || step_size >= high)
+        {
+            m_logger.warn("More-Thuente line search failed to find a valid step size.");
+            return NaN;
+        }
+
+        return step_size;
+    }
+} // namespace polysolve::nonlinear::line_search