[petsc-users] Guidance on using Tao for unconstrained minimization

[Dener, Alp]

Hi Ellen,

It looks like you’re using the old unconstrained CG code. This will be deprecated in the near future in favor of the newer bound-constrained CG algorithm (TAOBNCG) that can also solve unconstrained problems when the user does not specify any bounds on the problem.

The newer TAOBNCG algorithm implements a preconditioner that significantly improves the scaling of the search direction and helps the line search accept the unit step length most of the time. I would recommend making sure that you’re on PETSc version 3.11 or newer, and then switching to this with “-tao_type bncg”. You will not need to change any of your code to do this. If you still fail to converge, please send a new log with the new algorithm and we can evaluate the next steps.

—
Alp Dener
Postdoctoral Researcher
Argonne National Laboratory
https://www.anl.gov/profile/alp-dener


On February 26, 2020 at 6:01:34 PM, Ellen Price (ellen.price at cfa.harvard.edu<mailto:ellen.price at cfa.harvard.edu>) wrote:

Hi Jed,

Thanks for getting back to me! Here's the output for my CG config. Sorry it's kind of a lot.

Ellen

On Wed, Feb 26, 2020 at 12:43 PM Jed Brown <jed at jedbrown.org<mailto:jed at jedbrown.org>> wrote:
Could you share output for your current configuration with -tao_monitor -tao_ls_monitor -tao_view?

"Ellen M. Price" <ellen.price at cfa.harvard.edu<mailto:ellen.price at cfa.harvard.edu>> writes:

> Hello PETSc users!
>
> I am using Tao for an unconstrained minimization problem. I have found
> that CG works better than the other types for this application. After
> about 85 iterations, I get an error about line search failure. I'm not
> clear on what this means, or how I could mitigate the problem, and
> neither the manual nor FAQ give any guidance. Can anyone suggest things
> I could try to help the method converge? I have function and gradient
> info, but no Hessian.
>
> Thanks,
> Ellen Price
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