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Unverified Commit ff3432fa authored by Peter Eastman's avatar Peter Eastman Committed by GitHub
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Enable SSE code for LBFGS (#4327) 

* Updated to new version of libLBFGS

* Enable SSE code for LBFGS
parent f6e6b6ed
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Showing with 210 additions and 47 deletions
CMakeLists.txt
View file @ ff3432fa
...@@ -244,6 +244,7 @@ FOREACH(subdir ${OPENMM_SOURCE_SUBDIRS}) ...@@ -244,6 +244,7 @@ FOREACH(subdir ${OPENMM_SOURCE_SUBDIRS})
ENDFOREACH(subdir) ENDFOREACH(subdir)
IF(X86) IF(X86)
SET_SOURCE_FILES_PROPERTIES(${CMAKE_SOURCE_DIR}/libraries/sfmt/src/SFMT.cpp PROPERTIES COMPILE_FLAGS "-DHAVE_SSE2=1") SET_SOURCE_FILES_PROPERTIES(${CMAKE_SOURCE_DIR}/libraries/sfmt/src/SFMT.cpp PROPERTIES COMPILE_FLAGS "-DHAVE_SSE2=1")
SET_SOURCE_FILES_PROPERTIES(${CMAKE_SOURCE_DIR}/libraries/lbfgs/src/lbfgs.cpp PROPERTIES COMPILE_FLAGS "-DUSE_SSE=1 -DHAVE_EMMINTRIN_H=1")
ELSE() ELSE()
SET_SOURCE_FILES_PROPERTIES(${CMAKE_SOURCE_DIR}/libraries/sfmt/src/SFMT.cpp PROPERTIES COMPILE_FLAGS "-UHAVE_SSE2") SET_SOURCE_FILES_PROPERTIES(${CMAKE_SOURCE_DIR}/libraries/sfmt/src/SFMT.cpp PROPERTIES COMPILE_FLAGS "-UHAVE_SSE2")
ENDIF() ENDIF()
......
libraries/lbfgs/include/lbfgs.h
View file @ ff3432fa
...@@ -24,7 +24,7 @@ ...@@ -24,7 +24,7 @@
* THE SOFTWARE. * THE SOFTWARE.
*/ */
/* $Id: lbfgs.h 65 2010-01-29 12:19:16Z naoaki $ */ /* $Id$ */
#ifndef __LBFGS_H__ #ifndef __LBFGS_H__
#define __LBFGS_H__ #define __LBFGS_H__
...@@ -243,7 +243,7 @@ typedef struct { ...@@ -243,7 +243,7 @@ typedef struct {
* (f' - f) / f < \ref delta, * (f' - f) / f < \ref delta,
* where f' is the objective value of \ref past iterations ago, and f is * where f' is the objective value of \ref past iterations ago, and f is
* the objective value of the current iteration. * the objective value of the current iteration.
* The default value is \c 0. * The default value is \c 1e-5.
*/ */
lbfgsfloatval_t delta; lbfgsfloatval_t delta;
...@@ -267,7 +267,7 @@ typedef struct { ...@@ -267,7 +267,7 @@ typedef struct {
/** /**
* The maximum number of trials for the line search. * The maximum number of trials for the line search.
* This parameter controls the number of function and gradients evaluations * This parameter controls the number of function and gradients evaluations
* per iteration for the line search routine. The default value is \c 20. * per iteration for the line search routine. The default value is \c 40.
*/ */
int max_linesearch; int max_linesearch;
...@@ -313,7 +313,7 @@ typedef struct { ...@@ -313,7 +313,7 @@ typedef struct {
* evaluations are inexpensive with respect to the cost of the * evaluations are inexpensive with respect to the cost of the
* iteration (which is sometimes the case when solving very large * iteration (which is sometimes the case when solving very large
* problems) it may be advantageous to set this parameter to a small * problems) it may be advantageous to set this parameter to a small
* value. A typical small value is \c 0.1. This parameter shuold be * value. A typical small value is \c 0.1. This parameter should be
* greater than the \ref ftol parameter (\c 1e-4) and smaller than * greater than the \ref ftol parameter (\c 1e-4) and smaller than
* \c 1.0. * \c 1.0.
*/ */
...@@ -525,6 +525,13 @@ lbfgsfloatval_t WINDOWS_EXPORT * lbfgs_malloc(int n); ...@@ -525,6 +525,13 @@ lbfgsfloatval_t WINDOWS_EXPORT * lbfgs_malloc(int n);
*/ */
void WINDOWS_EXPORT lbfgs_free(lbfgsfloatval_t *x); void WINDOWS_EXPORT lbfgs_free(lbfgsfloatval_t *x);
/**
* Get string description of an lbfgs() return code.
*
* @param err A value returned by lbfgs().
*/
const char* lbfgs_strerror(int err);
/** @} */ /** @} */
#ifdef __cplusplus #ifdef __cplusplus
...@@ -583,7 +590,7 @@ Among the various ports of L-BFGS, this library provides several features: ...@@ -583,7 +590,7 @@ Among the various ports of L-BFGS, this library provides several features:
The library is thread-safe, which is the secondary gain from the callback The library is thread-safe, which is the secondary gain from the callback
interface. interface.
- <b>Cross platform.</b> The source code can be compiled on Microsoft Visual - <b>Cross platform.</b> The source code can be compiled on Microsoft Visual
Studio 2005, GNU C Compiler (gcc), etc. Studio 2010, GNU C Compiler (gcc), etc.
- <b>Configurable precision</b>: A user can choose single-precision (float) - <b>Configurable precision</b>: A user can choose single-precision (float)
or double-precision (double) accuracy by changing ::LBFGS_FLOAT macro. or double-precision (double) accuracy by changing ::LBFGS_FLOAT macro.
- <b>SSE/SSE2 optimization</b>: - <b>SSE/SSE2 optimization</b>:
...@@ -597,17 +604,28 @@ This library is used by: ...@@ -597,17 +604,28 @@ This library is used by:
- <a href="http://www.chokkan.org/software/classias/">Classias: A collection of machine-learning algorithms for classification</a> - <a href="http://www.chokkan.org/software/classias/">Classias: A collection of machine-learning algorithms for classification</a>
- <a href="http://www.public.iastate.edu/~gdancik/mlegp/">mlegp: an R package for maximum likelihood estimates for Gaussian processes</a> - <a href="http://www.public.iastate.edu/~gdancik/mlegp/">mlegp: an R package for maximum likelihood estimates for Gaussian processes</a>
- <a href="http://infmath.uibk.ac.at/~matthiasf/imaging2/">imaging2: the imaging2 class library</a> - <a href="http://infmath.uibk.ac.at/~matthiasf/imaging2/">imaging2: the imaging2 class library</a>
- <a href="http://search.cpan.org/~laye/Algorithm-LBFGS-0.16/">Algorithm::LBFGS - Perl extension for L-BFGS</a>
- <a href="http://www.cs.kuleuven.be/~bernd/yap-lbfgs/">YAP-LBFGS (an interface to call libLBFGS from YAP Prolog)</a>
@section download Download @section download Download
- <a href="http://www.chokkan.org/software/dist/liblbfgs-1.9.tar.gz">Source code</a> - <a href="https://github.com/downloads/chokkan/liblbfgs/liblbfgs-1.10.tar.gz">Source code</a>
- <a href="https://github.com/chokkan/liblbfgs">GitHub repository</a>
libLBFGS is distributed under the term of the libLBFGS is distributed under the term of the
<a href="http://opensource.org/licenses/mit-license.php">MIT license</a>. <a href="http://opensource.org/licenses/mit-license.php">MIT license</a>.
@section modules Third-party modules
- <a href="http://cran.r-project.org/web/packages/lbfgs/index.html">lbfgs: Limited-memory BFGS Optimization (a wrapper for R)</a> maintained by Antonio Coppola.
- <a href="http://search.cpan.org/~laye/Algorithm-LBFGS-0.16/">Algorithm::LBFGS - Perl extension for L-BFGS</a> maintained by Lei Sun.
- <a href="http://www.cs.kuleuven.be/~bernd/yap-lbfgs/">YAP-LBFGS (an interface to call libLBFGS from YAP Prolog)</a> maintained by Bernd Gutmann.
@section changelog History @section changelog History
- Version 1.10 (2010-12-22):
- Fixed compiling errors on Mac OS X; this patch was kindly submitted by
Nic Schraudolph.
- Reduced compiling warnings on Mac OS X; this patch was kindly submitted
by Tamas Nepusz.
- Replaced memalign() with posix_memalign().
- Updated solution and project files for Microsoft Visual Studio 2010.
- Version 1.9 (2010-01-29): - Version 1.9 (2010-01-29):
- Fixed a mistake in checking the validity of the parameters "ftol" and - Fixed a mistake in checking the validity of the parameters "ftol" and
"wolfe"; this was discovered by Kevin S. Van Horn. "wolfe"; this was discovered by Kevin S. Van Horn.
...@@ -728,6 +746,7 @@ Special thanks go to: ...@@ -728,6 +746,7 @@ Special thanks go to:
- Yoshimasa Tsuruoka and Daisuke Okanohara for technical information about - Yoshimasa Tsuruoka and Daisuke Okanohara for technical information about
OWL-QN OWL-QN
- Takashi Imamichi for the useful enhancements of the backtracking method - Takashi Imamichi for the useful enhancements of the backtracking method
- Kevin S. Van Horn, Nic Schraudolph, and Tamas Nepusz for bug fixes
Finally I would like to thank the original author, Jorge Nocedal, who has been Finally I would like to thank the original author, Jorge Nocedal, who has been
distributing the effieicnt and explanatory implementation in an open source distributing the effieicnt and explanatory implementation in an open source
......
libraries/lbfgs/src/arithmetic_ansi.h
View file @ ff3432fa
...@@ -23,10 +23,10 @@ ...@@ -23,10 +23,10 @@
* THE SOFTWARE. * THE SOFTWARE.
*/ */
/* $Id: arithmetic_ansi.h 65 2010-01-29 12:19:16Z naoaki $ */ /* $Id$ */
#include <stdlib.h> #include <stdlib.h>
#include <string.h> #include <memory.h>
#if LBFGS_FLOAT == 32 && LBFGS_IEEE_FLOAT #if LBFGS_FLOAT == 32 && LBFGS_IEEE_FLOAT
#define fsigndiff(x, y) (((*(uint32_t*)(x)) ^ (*(uint32_t*)(y))) & 0x80000000U) #define fsigndiff(x, y) (((*(uint32_t*)(x)) ^ (*(uint32_t*)(y))) & 0x80000000U)
......
libraries/lbfgs/src/arithmetic_sse_double.h
View file @ ff3432fa
...@@ -23,10 +23,12 @@ ...@@ -23,10 +23,12 @@
* THE SOFTWARE. * THE SOFTWARE.
*/ */
/* $Id: arithmetic_sse_double.h 65 2010-01-29 12:19:16Z naoaki $ */ /* $Id$ */
#include <stdlib.h> #include <stdlib.h>
#ifndef __APPLE__
#include <malloc.h> #include <malloc.h>
#endif
#include <memory.h> #include <memory.h>
#if 1400 <= _MSC_VER #if 1400 <= _MSC_VER
...@@ -39,10 +41,15 @@ ...@@ -39,10 +41,15 @@
inline static void* vecalloc(size_t size) inline static void* vecalloc(size_t size)
{ {
#ifdef _MSC_VER #if defined(_WIN32)
void *memblock = _aligned_malloc(size, 16); void *memblock = _aligned_malloc(size, 16);
#elif defined(__APPLE__) /* OS X always aligns on 16-byte boundaries */
void *memblock = malloc(size);
#else #else
void *memblock = memalign(16, size); void *memblock = NULL, *p = NULL;
if (posix_memalign(&p, 16, size) == 0) {
memblock = p;
}
#endif #endif
if (memblock != NULL) { if (memblock != NULL) {
memset(memblock, 0, size); memset(memblock, 0, size);
...@@ -192,7 +199,7 @@ inline static void vecfree(void *memblock) ...@@ -192,7 +199,7 @@ inline static void vecfree(void *memblock)
#if 3 <= __SSE__ #if 3 <= __SSE__ || defined(__SSE3__)
/* /*
Horizontal add with haddps SSE3 instruction. The work register (rw) Horizontal add with haddps SSE3 instruction. The work register (rw)
is unused. is unused.
......
libraries/lbfgs/src/arithmetic_sse_float.h
View file @ ff3432fa
...@@ -23,10 +23,12 @@ ...@@ -23,10 +23,12 @@
* THE SOFTWARE. * THE SOFTWARE.
*/ */
/* $Id: arithmetic_sse_float.h 65 2010-01-29 12:19:16Z naoaki $ */ /* $Id$ */
#include <stdlib.h> #include <stdlib.h>
#ifndef __APPLE__
#include <malloc.h> #include <malloc.h>
#endif
#include <memory.h> #include <memory.h>
#if 1400 <= _MSC_VER #if 1400 <= _MSC_VER
...@@ -45,7 +47,16 @@ ...@@ -45,7 +47,16 @@
inline static void* vecalloc(size_t size) inline static void* vecalloc(size_t size)
{ {
#if defined(_MSC_VER)
void *memblock = _aligned_malloc(size, 16); void *memblock = _aligned_malloc(size, 16);
#elif defined(__APPLE__) /* OS X always aligns on 16-byte boundaries */
void *memblock = malloc(size);
#else
void *memblock = NULL, *p = NULL;
if (posix_memalign(&p, 16, size) == 0) {
memblock = p;
}
#endif
if (memblock != NULL) { if (memblock != NULL) {
memset(memblock, 0, size); memset(memblock, 0, size);
} }
...@@ -54,7 +65,11 @@ inline static void* vecalloc(size_t size) ...@@ -54,7 +65,11 @@ inline static void* vecalloc(size_t size)
inline static void vecfree(void *memblock) inline static void vecfree(void *memblock)
{ {
#ifdef _MSC_VER
_aligned_free(memblock); _aligned_free(memblock);
#else
free(memblock);
#endif
} }
#define vecset(x, c, n) \ #define vecset(x, c, n) \
...@@ -185,7 +200,7 @@ inline static void vecfree(void *memblock) ...@@ -185,7 +200,7 @@ inline static void vecfree(void *memblock)
#if 3 <= __SSE__ #if 3 <= __SSE__ || defined(__SSE3__)
/* /*
Horizontal add with haddps SSE3 instruction. The work register (rw) Horizontal add with haddps SSE3 instruction. The work register (rw)
is unused. is unused.
......
libraries/lbfgs/src/lbfgs.cpp
View file @ ff3432fa
...@@ -24,7 +24,7 @@ ...@@ -24,7 +24,7 @@
* THE SOFTWARE. * THE SOFTWARE.
*/ */
/* $Id: lbfgs.c 65 2010-01-29 12:19:16Z naoaki $ */ /* $Id$ */
/* /*
This library is a C port of the FORTRAN implementation of Limited-memory This library is a C port of the FORTRAN implementation of Limited-memory
...@@ -65,6 +65,7 @@ licence. ...@@ -65,6 +65,7 @@ licence.
#include <config.h> #include <config.h>
#endif/*HAVE_CONFIG_H*/ #endif/*HAVE_CONFIG_H*/
#include <stdint.h>
#include <stdio.h> #include <stdio.h>
#include <stdlib.h> #include <stdlib.h>
#include <math.h> #include <math.h>
...@@ -73,7 +74,6 @@ licence. ...@@ -73,7 +74,6 @@ licence.
#ifdef _MSC_VER #ifdef _MSC_VER
#define inline __inline #define inline __inline
typedef unsigned int uint32_t;
#endif/*_MSC_VER*/ #endif/*_MSC_VER*/
#if defined(USE_SSE) && defined(__SSE2__) && LBFGS_FLOAT == 64 #if defined(USE_SSE) && defined(__SSE2__) && LBFGS_FLOAT == 64
...@@ -226,10 +226,14 @@ static int round_out_variables(int n) ...@@ -226,10 +226,14 @@ static int round_out_variables(int n)
lbfgsfloatval_t* lbfgs_malloc(int n) lbfgsfloatval_t* lbfgs_malloc(int n)
{ {
if (n < 0) {
return NULL;
}
#if defined(USE_SSE) && (defined(__SSE__) || defined(__SSE2__)) #if defined(USE_SSE) && (defined(__SSE__) || defined(__SSE2__))
n = round_out_variables(n); n = round_out_variables(n);
#endif/*defined(USE_SSE)*/ #endif/*defined(USE_SSE)*/
return (lbfgsfloatval_t*)vecalloc(sizeof(lbfgsfloatval_t) * n); return (lbfgsfloatval_t*)vecalloc(sizeof(lbfgsfloatval_t) * (size_t)n);
} }
void lbfgs_free(lbfgsfloatval_t *x) void lbfgs_free(lbfgsfloatval_t *x)
...@@ -290,7 +294,7 @@ int lbfgs( ...@@ -290,7 +294,7 @@ int lbfgs(
if (n % 8 != 0) { if (n % 8 != 0) {
return LBFGSERR_INVALID_N_SSE; return LBFGSERR_INVALID_N_SSE;
} }
if (((unsigned short)x & 0x000F) != 0) { if ((uintptr_t)(const void*)x % 16 != 0) {
return LBFGSERR_INVALID_X_SSE; return LBFGSERR_INVALID_X_SSE;
} }
#endif/*defined(USE_SSE)*/ #endif/*defined(USE_SSE)*/
...@@ -364,11 +368,11 @@ int lbfgs( ...@@ -364,11 +368,11 @@ int lbfgs(
} }
/* Allocate working space. */ /* Allocate working space. */
xp = (lbfgsfloatval_t*)vecalloc(n * sizeof(lbfgsfloatval_t)); xp = (lbfgsfloatval_t*)vecalloc((size_t)n * sizeof(lbfgsfloatval_t));
g = (lbfgsfloatval_t*)vecalloc(n * sizeof(lbfgsfloatval_t)); g = (lbfgsfloatval_t*)vecalloc((size_t)n * sizeof(lbfgsfloatval_t));
gp = (lbfgsfloatval_t*)vecalloc(n * sizeof(lbfgsfloatval_t)); gp = (lbfgsfloatval_t*)vecalloc((size_t)n * sizeof(lbfgsfloatval_t));
d = (lbfgsfloatval_t*)vecalloc(n * sizeof(lbfgsfloatval_t)); d = (lbfgsfloatval_t*)vecalloc((size_t)n * sizeof(lbfgsfloatval_t));
w = (lbfgsfloatval_t*)vecalloc(n * sizeof(lbfgsfloatval_t)); w = (lbfgsfloatval_t*)vecalloc((size_t)n * sizeof(lbfgsfloatval_t));
if (xp == NULL || g == NULL || gp == NULL || d == NULL || w == NULL) { if (xp == NULL || g == NULL || gp == NULL || d == NULL || w == NULL) {
ret = LBFGSERR_OUTOFMEMORY; ret = LBFGSERR_OUTOFMEMORY;
goto lbfgs_exit; goto lbfgs_exit;
...@@ -376,7 +380,7 @@ int lbfgs( ...@@ -376,7 +380,7 @@ int lbfgs(
if (param.orthantwise_c != 0.) { if (param.orthantwise_c != 0.) {
/* Allocate working space for OW-LQN. */ /* Allocate working space for OW-LQN. */
pg = (lbfgsfloatval_t*)vecalloc(n * sizeof(lbfgsfloatval_t)); pg = (lbfgsfloatval_t*)vecalloc((size_t)n * sizeof(lbfgsfloatval_t));
if (pg == NULL) { if (pg == NULL) {
ret = LBFGSERR_OUTOFMEMORY; ret = LBFGSERR_OUTOFMEMORY;
goto lbfgs_exit; goto lbfgs_exit;
...@@ -384,7 +388,7 @@ int lbfgs( ...@@ -384,7 +388,7 @@ int lbfgs(
} }
/* Allocate limited memory storage. */ /* Allocate limited memory storage. */
lm = (iteration_data_t*)vecalloc(m * sizeof(iteration_data_t)); lm = (iteration_data_t*)vecalloc((size_t)m * sizeof(iteration_data_t));
if (lm == NULL) { if (lm == NULL) {
ret = LBFGSERR_OUTOFMEMORY; ret = LBFGSERR_OUTOFMEMORY;
goto lbfgs_exit; goto lbfgs_exit;
...@@ -395,8 +399,8 @@ int lbfgs( ...@@ -395,8 +399,8 @@ int lbfgs(
it = &lm[i]; it = &lm[i];
it->alpha = 0; it->alpha = 0;
it->ys = 0; it->ys = 0;
it->s = (lbfgsfloatval_t*)vecalloc(n * sizeof(lbfgsfloatval_t)); it->s = (lbfgsfloatval_t*)vecalloc((size_t)n * sizeof(lbfgsfloatval_t));
it->y = (lbfgsfloatval_t*)vecalloc(n * sizeof(lbfgsfloatval_t)); it->y = (lbfgsfloatval_t*)vecalloc((size_t)n * sizeof(lbfgsfloatval_t));
if (it->s == NULL || it->y == NULL) { if (it->s == NULL || it->y == NULL) {
ret = LBFGSERR_OUTOFMEMORY; ret = LBFGSERR_OUTOFMEMORY;
goto lbfgs_exit; goto lbfgs_exit;
...@@ -405,7 +409,7 @@ int lbfgs( ...@@ -405,7 +409,7 @@ int lbfgs(
/* Allocate an array for storing previous values of the objective function. */ /* Allocate an array for storing previous values of the objective function. */
if (0 < param.past) { if (0 < param.past) {
pf = (lbfgsfloatval_t*)vecalloc(param.past * sizeof(lbfgsfloatval_t)); pf = (lbfgsfloatval_t*)vecalloc((size_t)param.past * sizeof(lbfgsfloatval_t));
} }
try { try {
...@@ -491,7 +495,7 @@ int lbfgs( ...@@ -491,7 +495,7 @@ int lbfgs(
/* Report the progress. */ /* Report the progress. */
if (cd.proc_progress) { if (cd.proc_progress) {
if (ret = cd.proc_progress(cd.instance, x, g, fx, xnorm, gnorm, step, cd.n, k, ls)) { if ((ret = cd.proc_progress(cd.instance, x, g, fx, xnorm, gnorm, step, cd.n, k, ls))) {
goto lbfgs_exit; goto lbfgs_exit;
} }
} }
...@@ -511,7 +515,7 @@ int lbfgs( ...@@ -511,7 +515,7 @@ int lbfgs(
/* /*
Test for stopping criterion. Test for stopping criterion.
The criterion is given by the following formula: The criterion is given by the following formula:
(f(past_x) - f(x)) / f(x) < \delta |(f(past_x) - f(x))| / f(x) < \delta
*/ */
if (pf != NULL) { if (pf != NULL) {
/* We don't test the stopping criterion while k < past. */ /* We don't test the stopping criterion while k < past. */
...@@ -520,7 +524,7 @@ int lbfgs( ...@@ -520,7 +524,7 @@ int lbfgs(
rate = (pf[k % param.past] - fx) / fx; rate = (pf[k % param.past] - fx) / fx;
/* The stopping criterion. */ /* The stopping criterion. */
if (rate < param.delta) { if (fabs(rate) < param.delta) {
ret = LBFGS_STOP; ret = LBFGS_STOP;
break; break;
} }
...@@ -661,6 +665,119 @@ lbfgs_exit: ...@@ -661,6 +665,119 @@ lbfgs_exit:
return ret; return ret;
} }
const char* lbfgs_strerror(int err)
{
switch(err) {
case LBFGS_SUCCESS:
/* Also handles LBFGS_CONVERGENCE. */
return "Success: reached convergence (gtol).";
case LBFGS_STOP:
return "Success: met stopping criteria (ftol).";
case LBFGS_ALREADY_MINIMIZED:
return "The initial variables already minimize the objective function.";
case LBFGSERR_UNKNOWNERROR:
return "Unknown error.";
case LBFGSERR_LOGICERROR:
return "Logic error.";
case LBFGSERR_OUTOFMEMORY:
return "Insufficient memory.";
case LBFGSERR_CANCELED:
return "The minimization process has been canceled.";
case LBFGSERR_INVALID_N:
return "Invalid number of variables specified.";
case LBFGSERR_INVALID_N_SSE:
return "Invalid number of variables (for SSE) specified.";
case LBFGSERR_INVALID_X_SSE:
return "The array x must be aligned to 16 (for SSE).";
case LBFGSERR_INVALID_EPSILON:
return "Invalid parameter lbfgs_parameter_t::epsilon specified.";
case LBFGSERR_INVALID_TESTPERIOD:
return "Invalid parameter lbfgs_parameter_t::past specified.";
case LBFGSERR_INVALID_DELTA:
return "Invalid parameter lbfgs_parameter_t::delta specified.";
case LBFGSERR_INVALID_LINESEARCH:
return "Invalid parameter lbfgs_parameter_t::linesearch specified.";
case LBFGSERR_INVALID_MINSTEP:
return "Invalid parameter lbfgs_parameter_t::max_step specified.";
case LBFGSERR_INVALID_MAXSTEP:
return "Invalid parameter lbfgs_parameter_t::max_step specified.";
case LBFGSERR_INVALID_FTOL:
return "Invalid parameter lbfgs_parameter_t::ftol specified.";
case LBFGSERR_INVALID_WOLFE:
return "Invalid parameter lbfgs_parameter_t::wolfe specified.";
case LBFGSERR_INVALID_GTOL:
return "Invalid parameter lbfgs_parameter_t::gtol specified.";
case LBFGSERR_INVALID_XTOL:
return "Invalid parameter lbfgs_parameter_t::xtol specified.";
case LBFGSERR_INVALID_MAXLINESEARCH:
return "Invalid parameter lbfgs_parameter_t::max_linesearch specified.";
case LBFGSERR_INVALID_ORTHANTWISE:
return "Invalid parameter lbfgs_parameter_t::orthantwise_c specified.";
case LBFGSERR_INVALID_ORTHANTWISE_START:
return "Invalid parameter lbfgs_parameter_t::orthantwise_start specified.";
case LBFGSERR_INVALID_ORTHANTWISE_END:
return "Invalid parameter lbfgs_parameter_t::orthantwise_end specified.";
case LBFGSERR_OUTOFINTERVAL:
return "The line-search step went out of the interval of uncertainty.";
case LBFGSERR_INCORRECT_TMINMAX:
return "A logic error occurred; alternatively, the interval of uncertainty"
" became too small.";
case LBFGSERR_ROUNDING_ERROR:
return "A rounding error occurred; alternatively, no line-search step"
" satisfies the sufficient decrease and curvature conditions.";
case LBFGSERR_MINIMUMSTEP:
return "The line-search step became smaller than lbfgs_parameter_t::min_step.";
case LBFGSERR_MAXIMUMSTEP:
return "The line-search step became larger than lbfgs_parameter_t::max_step.";
case LBFGSERR_MAXIMUMLINESEARCH:
return "The line-search routine reaches the maximum number of evaluations.";
case LBFGSERR_MAXIMUMITERATION:
return "The algorithm routine reaches the maximum number of iterations.";
case LBFGSERR_WIDTHTOOSMALL:
return "Relative width of the interval of uncertainty is at most"
" lbfgs_parameter_t::xtol.";
case LBFGSERR_INVALIDPARAMETERS:
return "A logic error (negative line-search step) occurred.";
case LBFGSERR_INCREASEGRADIENT:
return "The current search direction increases the objective function value.";
default:
return "(unknown)";
}
}
static int line_search_backtracking( static int line_search_backtracking(
...@@ -677,8 +794,11 @@ static int line_search_backtracking( ...@@ -677,8 +794,11 @@ static int line_search_backtracking(
const lbfgs_parameter_t *param const lbfgs_parameter_t *param
) )
{ {
int ret = 0, count = 0; (void)gp;
lbfgsfloatval_t width, dg, norm = 0.; (void)wp;
int count = 0;
lbfgsfloatval_t width, dg;
lbfgsfloatval_t finit, dginit = 0., dgtest; lbfgsfloatval_t finit, dginit = 0., dgtest;
const lbfgsfloatval_t dec = 0.5, inc = 2.1; const lbfgsfloatval_t dec = 0.5, inc = 2.1;
...@@ -770,7 +890,7 @@ static int line_search_backtracking_owlqn( ...@@ -770,7 +890,7 @@ static int line_search_backtracking_owlqn(
const lbfgs_parameter_t *param const lbfgs_parameter_t *param
) )
{ {
int i, ret = 0, count = 0; int i, count = 0;
lbfgsfloatval_t width = 0.5, norm = 0.; lbfgsfloatval_t width = 0.5, norm = 0.;
lbfgsfloatval_t finit = *f, dgtest; lbfgsfloatval_t finit = *f, dgtest;
...@@ -844,6 +964,9 @@ static int line_search_morethuente( ...@@ -844,6 +964,9 @@ static int line_search_morethuente(
const lbfgs_parameter_t *param const lbfgs_parameter_t *param
) )
{ {
(void)gp;
(void)wa;
int count = 0; int count = 0;
int brackt, stage1, uinfo = 0; int brackt, stage1, uinfo = 0;
lbfgsfloatval_t dg; lbfgsfloatval_t dg;
...@@ -1017,8 +1140,6 @@ static int line_search_morethuente( ...@@ -1017,8 +1140,6 @@ static int line_search_morethuente(
width = fabs(sty - stx); width = fabs(sty - stx);
} }
} }
return LBFGSERR_LOGICERROR;
} }
...@@ -1063,9 +1184,9 @@ static int line_search_morethuente( ...@@ -1063,9 +1184,9 @@ static int line_search_morethuente(
* @param du The value of f'(u). * @param du The value of f'(u).
* @param v The value of another point, v. * @param v The value of another point, v.
* @param fv The value of f(v). * @param fv The value of f(v).
* @param du The value of f'(v). * @param dv The value of f'(v).
* @param xmin The maximum value.
* @param xmin The minimum value. * @param xmin The minimum value.
* @param xmax The maximum value.
*/ */
#define CUBIC_MINIMIZER2(cm, u, fu, du, v, fv, dv, xmin, xmax) \ #define CUBIC_MINIMIZER2(cm, u, fu, du, v, fv, dv, xmin, xmax) \
d = (v) - (u); \ d = (v) - (u); \
...@@ -1083,7 +1204,7 @@ static int line_search_morethuente( ...@@ -1083,7 +1204,7 @@ static int line_search_morethuente(
r = p / q; \ r = p / q; \
if (r < 0. && gamma != 0.) { \ if (r < 0. && gamma != 0.) { \
(cm) = (v) - r * d; \ (cm) = (v) - r * d; \
} else if (a < 0) { \ } else if (d > 0) { \
(cm) = (xmax); \ (cm) = (xmax); \
} else { \ } else { \
(cm) = (xmin); \ (cm) = (xmin); \
...@@ -1098,7 +1219,7 @@ static int line_search_morethuente( ...@@ -1098,7 +1219,7 @@ static int line_search_morethuente(
* @param v The value of another point, v. * @param v The value of another point, v.
* @param fv The value of f(v). * @param fv The value of f(v).
*/ */
#define QUARD_MINIMIZER(qm, u, fu, du, v, fv) \ #define QUAD_MINIMIZER(qm, u, fu, du, v, fv) \
a = (v) - (u); \ a = (v) - (u); \
(qm) = (u) + (du) / (((fu) - (fv)) / a + (du)) / 2 * a; (qm) = (u) + (du) / (((fu) - (fv)) / a + (du)) / 2 * a;
...@@ -1110,7 +1231,7 @@ static int line_search_morethuente( ...@@ -1110,7 +1231,7 @@ static int line_search_morethuente(
* @param v The value of another point, v. * @param v The value of another point, v.
* @param dv The value of f'(v). * @param dv The value of f'(v).
*/ */
#define QUARD_MINIMIZER2(qm, u, du, v, dv) \ #define QUAD_MINIMIZER2(qm, u, du, v, dv) \
a = (u) - (v); \ a = (u) - (v); \
(qm) = (v) + (dv) / ((dv) - (du)) * a; (qm) = (v) + (dv) / ((dv) - (du)) * a;
...@@ -1163,7 +1284,7 @@ static int update_trial_interval( ...@@ -1163,7 +1284,7 @@ static int update_trial_interval(
lbfgsfloatval_t mc; /* minimizer of an interpolated cubic. */ lbfgsfloatval_t mc; /* minimizer of an interpolated cubic. */
lbfgsfloatval_t mq; /* minimizer of an interpolated quadratic. */ lbfgsfloatval_t mq; /* minimizer of an interpolated quadratic. */
lbfgsfloatval_t newt; /* new trial value. */ lbfgsfloatval_t newt; /* new trial value. */
USES_MINIMIZER; /* for CUBIC_MINIMIZER and QUARD_MINIMIZER. */ USES_MINIMIZER; /* for CUBIC_MINIMIZER and QUAD_MINIMIZER. */
/* Check the input parameters for errors. */ /* Check the input parameters for errors. */
if (*brackt) { if (*brackt) {
...@@ -1194,7 +1315,7 @@ static int update_trial_interval( ...@@ -1194,7 +1315,7 @@ static int update_trial_interval(
*brackt = 1; *brackt = 1;
bound = 1; bound = 1;
CUBIC_MINIMIZER(mc, *x, *fx, *dx, *t, *ft, *dt); CUBIC_MINIMIZER(mc, *x, *fx, *dx, *t, *ft, *dt);
QUARD_MINIMIZER(mq, *x, *fx, *dx, *t, *ft); QUAD_MINIMIZER(mq, *x, *fx, *dx, *t, *ft);
if (fabs(mc - *x) < fabs(mq - *x)) { if (fabs(mc - *x) < fabs(mq - *x)) {
newt = mc; newt = mc;
} else { } else {
...@@ -1210,7 +1331,7 @@ static int update_trial_interval( ...@@ -1210,7 +1331,7 @@ static int update_trial_interval(
*brackt = 1; *brackt = 1;
bound = 0; bound = 0;
CUBIC_MINIMIZER(mc, *x, *fx, *dx, *t, *ft, *dt); CUBIC_MINIMIZER(mc, *x, *fx, *dx, *t, *ft, *dt);
QUARD_MINIMIZER2(mq, *x, *dx, *t, *dt); QUAD_MINIMIZER2(mq, *x, *dx, *t, *dt);
if (fabs(mc - *t) > fabs(mq - *t)) { if (fabs(mc - *t) > fabs(mq - *t)) {
newt = mc; newt = mc;
} else { } else {
...@@ -1230,7 +1351,7 @@ static int update_trial_interval( ...@@ -1230,7 +1351,7 @@ static int update_trial_interval(
*/ */
bound = 1; bound = 1;
CUBIC_MINIMIZER2(mc, *x, *fx, *dx, *t, *ft, *dt, tmin, tmax); CUBIC_MINIMIZER2(mc, *x, *fx, *dx, *t, *ft, *dt, tmin, tmax);
QUARD_MINIMIZER2(mq, *x, *dx, *t, *dt); QUAD_MINIMIZER2(mq, *x, *dx, *t, *dt);
if (*brackt) { if (*brackt) {
if (fabs(*t - mc) < fabs(*t - mq)) { if (fabs(*t - mc) < fabs(*t - mq)) {
newt = mc; newt = mc;
......
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