DBFGS.C

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    Copyright (C) 2013-2023 FOSS GP
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License
    This file is part of OpenFOAM.

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#include "DBFGS.H"
#include "addToRunTimeSelectionTable.H"

// * * * * * * * * * * * * * * Static Data Members * * * * * * * * * * * * * //

namespace Foam
{
    defineTypeNameAndDebug(DBFGS, 0);
    addToRunTimeSelectionTable
    (
        updateMethod,
        DBFGS,
        dictionary
    );
}


// * * * * * * * * * * * * Protected Member Functions  * * * * * * * * * * * //

void Foam::DBFGS::updateHessian()
{
    // Vectors needed to construct the inverse Hessian matrix
    scalarField y(activeDesignVars_.size(), Zero);
    scalarField s(activeDesignVars_.size(), Zero);
    y.map(objectiveDerivatives_ - derivativesOld_, activeDesignVars_);
    s.map(correctionOld_, activeDesignVars_);

    scalar ys = globalSum(s*y);
    if (counter_ == 1 && scaleFirstHessian_)
    {
        if (ys > scalar(0))
        {
            scalar scaleFactor = ys/globalSum(y*y);
            Info<< "Scaling Hessian with factor " << scaleFactor << endl;
            forAll(activeDesignVars_, varI)
            {
                Hessian_()[varI][varI] /= scaleFactor;
            }
        }
        else
        {
            WarningInFunction
                << "y*s is negative. Skipping the scaling of the first Hessian"
                << endl;
        }
    }

    scalar sBs = globalSum(leftMult(s, Hessian_())*s);

    // Check curvature condition and apply dampening is necessary
    scalar theta(1);
    if (ys < gamma_*sBs)
    {
        WarningInFunction
            << " y*s is below threshold. Using damped form" << endl;
        theta = (scalar(1)-gamma_)*sBs/(sBs - ys);
    }

    DebugInfo
        << "Hessian curvature index " << ys << endl;

    scalarField r(theta*y + (scalar(1)-theta)*rightMult(Hessian_(), s));

    // Construct the inverse Hessian
    Hessian_() +=
      - outerProd(rightMult(Hessian_(), s), leftMult(s/sBs, Hessian_()))
      + outerProd(r, r/globalSum(s*r));
}


void Foam::DBFGS::update()
{
    SquareMatrix<scalar> HessianInv = inv(Hessian_());

    // 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;
        for (const label varI : activeDesignVars_)
        {
            correction_[varI] = -eta_*objectiveDerivatives_[varI];
        }
    }
    // Else use DBFGS formula to update design variables
    else
    {
        // Compute correction for active design variables
        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_;
}


// * * * * * * * * * * * * * * * * Constructors  * * * * * * * * * * * * * * //

Foam::DBFGS::DBFGS
(
    const fvMesh& mesh,
    const dictionary& dict,
    autoPtr<designVariables>& designVars,
    const label nConstraints,
    const word& type
)
:
    quasiNewton(mesh, dict, designVars, nConstraints, type),
    curvatureThreshold_
    (
        coeffsDict(type).getOrDefault<scalar>("curvatureThreshold", 1e-10)
    ),
    gamma_(coeffsDict(type).getOrDefault<scalar>("gamma", 0.2))
{
    allocateHessian();
}


// ************************************************************************* //