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

[Adam Denchfield]

Hi Ellen,

It is as Alp said. To emphasize what he said, you don't need to worry about
using a bounded CG method - the bounded CG methods can be used for
unconstrained problems, and are much better than the old unconstrained CG
code.


On Thu, Feb 27, 2020, 9:55 AM Dener, Alp via petsc-users <
petsc-users at mcs.anl.gov> wrote:

> 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) 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> 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> 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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