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qp2/src/utils_trust_region/algo_trust.org

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Added utils_trust_region directory
2023-02-08 16:44:40 +01:00
* Algorithm for the trust region
step_in_trust_region:
Computes the step in the trust region (delta)
(automatically sets at the iteration 0 and which evolves during the
process in function of the evolution of rho). The step is computing by
constraining its norm with a lagrange multiplier.
Since the calculation of the step is based on the Newton method, an
estimation of the gain in energy is given using the Taylors series
truncated at the second order (criterion_model).
If (DABS(criterion-criterion_model) < 1d-12) then
must_exit = .True.
else
must_exit = .False.
This estimation of the gain in energy is used by
is_step_cancel_trust_region to say if the step is accepted or cancelled.
If the step must be cancelled, the calculation restart from the same
hessian and gradient and recomputes the step but in a smaller trust
region and so on until the step is accepted. If the step is accepted
the hessian and the gradient are recomputed to produce a new step.
Example:
#+BEGIN_SRC f90 :comments org :tangle algo_trust.irp.f
! !### Initialization ###
! delta = 0d0
! nb_iter = 0 ! Must start at 0 !!!
! rho = 0.5d0
! not_converged = .True.
!
! ! ### TODO ###
! ! Compute the criterion before the loop
! call #your_criterion(prev_criterion)
!
! do while (not_converged)
! ! ### TODO ##
! ! Call your gradient
! ! Call you hessian
! call #your_gradient(v_grad) (1D array)
! call #your_hessian(H) (2D array)
!
! ! ### TODO ###
! ! Diagonalization of the hessian
! call diagonalization_hessian(n,H,e_val,w)
!
! cancel_step = .True. ! To enter in the loop just after
! ! Loop to Reduce the trust radius until the criterion decreases and rho >= thresh_rho
! do while (cancel_step)
!
! ! Hessian,gradient,Criterion -> x
! call trust_region_step_w_expected_e(tmp_n,W,e_val,v_grad,prev_criterion,rho,nb_iter,delta,criterion_model,tmp_x,must_exit)
!
! if (must_exit) then
! ! ### Message ###
! ! if step_in_trust_region sets must_exit on true for numerical reasons
! print*,'algo_trust1 sends the message : Exit'
! !### exit ###
! endif
!
! !### TODO ###
! ! Compute x -> m_x
! ! Compute m_x -> R
! ! Apply R and keep the previous MOs...
! ! Update/touch
! ! Compute the new criterion/energy -> criterion
!
! call #your_routine_1D_to_2D_antisymmetric_array(x,m_x)
! call #your_routine_2D_antisymmetric_array_to_rotation_matrix(m_x,R)
! call #your_routine_to_apply_the_rotation_matrix(R,prev_mos)
!
! TOUCH #your_variables
!
! call #your_criterion(criterion)
!
! ! Criterion -> step accepted or rejected
! call trust_region_is_step_cancelled(nb_iter,prev_criterion, criterion, criterion_model,rho,cancel_step)
!
! ! ### TODO ###
! !if (cancel_step) then
! ! Cancel the previous step (mo_coef = prev_mos if you keep them...)
! !endif
! #if (cancel_step) then
! #mo_coef = prev_mos
! #endif
!
! enddo
!
! !call save_mos() !### depend of the time for 1 iteration
!
! ! To exit the external loop if must_exit = .True.
! if (must_exit) then
! !### exit ###
! endif
!
! ! Step accepted, nb iteration + 1
! nb_iter = nb_iter + 1
!
! ! ### TODO ###
! !if (###Conditions###) then
! ! no_converged = .False.
! !endif
! #if (#your_conditions) then
! # not_converged = .False.
! #endif
!
! enddo
#+END_SRC
Variables:
Input:
| n | integer | m*(m-1)/2 |
| m | integer | number of mo in the mo_class |
| H(n,n) | double precision | Hessian |
| v_grad(n) | double precision | Gradient |
| W(n,n) | double precision | Eigenvectors of the hessian |
| e_val(n) | double precision | Eigenvalues of the hessian |
| criterion | double precision | Actual criterion |
| prev_criterion | double precision | Value of the criterion before the first iteration/after the previous iteration |
| rho | double precision | Given by is_step_cancel_trus_region |
| | | Agreement between the real function and the Taylor series (2nd order) |
| nb_iter | integer | Actual number of iterations |
Input/output:
| delta | double precision | Radius of the trust region |
Output:
| criterion_model | double precision | Predicted criterion after the rotation |
| x(n) | double precision | Step |
| must_exit | logical | If the program must exit the loop |
#+BEGIN_SRC f90 :comments org :tangle algo_trust.irp.f
subroutine trust_region_step_w_expected_e(n,H,W,e_val,v_grad,prev_criterion,rho,nb_iter,delta,criterion_model,x,must_exit)
include 'pi.h'
BEGIN_DOC
! Compute the step and the expected criterion/energy after the step
END_DOC
implicit none
! in
integer, intent(in) :: n, nb_iter
double precision, intent(in) :: H(n,n), W(n,n), v_grad(n)
double precision, intent(in) :: rho, prev_criterion
! inout
double precision, intent(inout) :: delta, e_val(n)
! out
double precision, intent(out) :: criterion_model, x(n)
logical, intent(out) :: must_exit
! internal
integer :: info
must_exit = .False.
call trust_region_step(n,nb_iter,v_grad,rho,e_val,W,x,delta)
call trust_region_expected_e(n,v_grad,H,x,prev_criterion,criterion_model)
! exit if DABS(prev_criterion - criterion_model) < 1d-12
if (DABS(prev_criterion - criterion_model) < thresh_model) then
print*,''
print*,'###############################################################################'
print*,'DABS(prev_criterion - criterion_model) <', thresh_model, 'stop the trust region'
print*,'###############################################################################'
print*,''
must_exit = .True.
endif
if (delta < thresh_delta) then
print*,''
print*,'##############################################'
print*,'Delta <', thresh_delta, 'stop the trust region'
print*,'##############################################'
print*,''
must_exit = .True.
endif
! Add after the call to this subroutine, a statement:
! "if (must_exit) then
! exit
! endif"
! in order to exit the optimization loop
end subroutine
#+END_SRC
Variables:
Input:
| nb_iter | integer | actual number of iterations |
| prev_criterion | double precision | criterion before the application of the step x |
| criterion | double precision | criterion after the application of the step x |
| criterion_model | double precision | predicted criterion after the application of x |
Output:
| rho | double precision | Agreement between the predicted criterion and the real new criterion |
| cancel_step | logical | If the step must be cancelled |
#+BEGIN_SRC f90 :comments org :tangle algo_trust.irp.f
subroutine trust_region_is_step_cancelled(nb_iter,prev_criterion, criterion, criterion_model,rho,cancel_step)
include 'pi.h'
BEGIN_DOC
! Compute if the step should be cancelled
END_DOC
implicit none
! in
double precision, intent(in) :: prev_criterion, criterion, criterion_model
! inout
integer, intent(inout) :: nb_iter
! out
logical, intent(out) :: cancel_step
double precision, intent(out) :: rho
! Computes rho
call trust_region_rho(prev_criterion,criterion,criterion_model,rho)
if (nb_iter == 0) then
nb_iter = 1 ! in order to enable the change of delta if the first iteration is cancelled
endif
! If rho < thresh_rho -> give something in output to cancel the step
if (rho >= thresh_rho) then !0.1d0) then
! The step is accepted
cancel_step = .False.
else
! The step is rejected
cancel_step = .True.
print*, '***********************'
print*, 'Step cancel : rho <', thresh_rho
print*, '***********************'
endif
end subroutine
#+END_SRC
** Template for MOs
#+BEGIN_SRC f90 :comments org :tangle trust_region_template_mos.txt
subroutine algo_trust_template(tmp_n, tmp_list_size, tmp_list)
implicit none
! Variables
! In
integer, intent(in) :: tmp_n, tmp_list_size, tmp_list(tmp_list_size)
! Out
! Rien ou un truc pour savoir si ça c'est bien passé
! Internal
double precision, allocatable :: e_val(:), W(:,:), tmp_R(:,:), R(:,:), tmp_x(:), tmp_m_x(:,:)
double precision, allocatable :: prev_mos(:,:)
double precision :: criterion, prev_criterion, criterion_model
double precision :: delta, rho
logical :: not_converged, cancel_step, must_exit, enforce_step_cancellation
integer :: nb_iter, info, nb_sub_iter
integer :: i,j,tmp_i,tmp_j
allocate(W(tmp_n, tmp_n),e_val(tmp_n),tmp_x(tmp_n),tmp_m_x(tmp_list_size, tmp_list_size))
allocate(tmp_R(tmp_list_size, tmp_list_size), R(mo_num, mo_num))
allocate(prev_mos(ao_num, mo_num))
! Provide the criterion, but unnecessary because it's done
! automatically
PROVIDE C_PROVIDER H_PROVIDER g_PROVIDER cc_PROVIDER
! Initialization
delta = 0d0
nb_iter = 0 ! Must start at 0 !!!
rho = 0.5d0 ! Must start at 0.5
not_converged = .True. ! Must be true
! Compute the criterion before the loop
prev_criterion = C_PROVIDER
do while (not_converged)
print*,''
print*,'******************'
print*,'Iteration', nb_iter
print*,'******************'
print*,''
! The new hessian and gradient are computed at the end of the previous iteration
! Diagonalization of the hessian
call diagonalization_hessian(tmp_n, H_PROVIDER, e_val, W)
cancel_step = .True. ! To enter in the loop just after
nb_sub_iter = 0
! Loop to Reduce the trust radius until the criterion decreases and rho >= thresh_rho
do while (cancel_step)
print*,'-----------------------------'
print*,'Iteration:', nb_iter
print*,'Sub iteration:', nb_sub_iter
print*,'-----------------------------'
! Hessian,gradient,Criterion -> x
call trust_region_step_w_expected_e(tmp_n, H_PROVIDER, W, e_val, g_PROVIDER, &
prev_criterion, rho, nb_iter, delta, criterion_model, tmp_x, must_exit)
if (must_exit) then
! if step_in_trust_region sets must_exit on true for numerical reasons
print*,'trust_region_step_w_expected_e sent the message : Exit'
exit
endif
! 1D tmp -> 2D tmp
call vec_to_mat_v2(tmp_n, tmp_list_size, tmp_x, tmp_m_x)
! Rotation submatrix (square matrix tmp_list_size by tmp_list_size)
call rotation_matrix(tmp_m_x, tmp_list_size, tmp_R, tmp_list_size, tmp_list_size, info, enforce_step_cancellation)
if (enforce_step_cancellation) then
print*, 'Forces the step cancellation, too large error in the rotation matrix'
rho = 0d0
cycle
endif
! tmp_R to R, subspace to full space
call sub_to_full_rotation_matrix(tmp_list_size, tmp_list, tmp_R, R)
! Rotation of the MOs
call apply_mo_rotation(R, prev_mos)
! touch mo_coef
call clear_mo_map ! Only if you are using the bi-electronic integrals
! mo_coef becomes valid
! And avoid the recomputation of the providers which depend of mo_coef
TOUCH mo_coef C_PROVIDER H_PROVIDER g_PROVIDER cc_PROVIDER
! To update the other parameters if needed
call #update_parameters()
! To enforce the program to provide new criterion after the update
! of the parameters
FREE C_PROVIDER
PROVIDE C_PROVIDER
criterion = C_PROVIDER
! Criterion -> step accepted or rejected
call trust_region_is_step_cancelled(nb_iter, prev_criterion, criterion, criterion_model, rho, cancel_step)
! Cancellation of the step ?
if (cancel_step) then
! Replacement by the previous MOs
mo_coef = prev_mos
! call save_mos() ! depends of the time for 1 iteration
! No need to clear_mo_map since we don't recompute the gradient and the hessian
! mo_coef becomes valid
! Avoid the recomputation of the providers which depend of mo_coef
TOUCH mo_coef H_PROVIDER g_PROVIDER C_PROVIDER cc_PROVIDER
else
! The step is accepted:
! criterion -> prev criterion
! The replacement "criterion -> prev criterion" is already done
! in trust_region_rho, so if the criterion does not have a reason
! to change, it will change nothing for the criterion and will
! force the program to provide the new hessian, gradient and
! convergence criterion for the next iteration.
! But in the case of orbital optimization we diagonalize the CI
! matrix after the "FREE" statement, so the criterion will change
FREE C_PROVIDER H_PROVIDER g_PROVIDER cc_PROVIDER
PROVIDE C_PROVIDER H_PROVIDER g_PROVIDER cc_PROVIDER
prev_criterion = C_PROVIDER
endif
nb_sub_iter = nb_sub_iter + 1
enddo
! call save_mos() ! depends of the time for 1 iteration
! To exit the external loop if must_exit = .True.
if (must_exit) then
exit
endif
! Step accepted, nb iteration + 1
nb_iter = nb_iter + 1
! Provide the convergence criterion
! Provide the gradient and the hessian for the next iteration
PROVIDE cc_PROVIDER
! To exit
if (dabs(cc_PROVIDER) < thresh_opt_max_elem_grad) then
not_converged = .False.
endif
if (nb_iter > optimization_max_nb_iter) then
not_converged = .False.
endif
if (delta < thresh_delta) then
not_converged = .False.
endif
enddo
! Save the final MOs
call save_mos()
! Diagonalization of the hessian
! (To see the eigenvalues at the end of the optimization)
call diagonalization_hessian(tmp_n, H_PROVIDER, e_val, W)
deallocate(e_val, W, tmp_R, R, tmp_x, prev_mos)
end
#+END_SRC
** Cartesian version
#+BEGIN_SRC f90 :comments org :tangle trust_region_template_xyz.txt
subroutine algo_trust_cartesian_template(tmp_n)
implicit none
! Variables
! In
integer, intent(in) :: tmp_n
! Out
! Rien ou un truc pour savoir si ça c'est bien passé
! Internal
double precision, allocatable :: e_val(:), W(:,:), tmp_x(:)
double precision :: criterion, prev_criterion, criterion_model
double precision :: delta, rho
logical :: not_converged, cancel_step, must_exit
integer :: nb_iter, nb_sub_iter
integer :: i,j
allocate(W(tmp_n, tmp_n),e_val(tmp_n),tmp_x(tmp_n))
PROVIDE C_PROVIDER X_PROVIDER H_PROVIDER g_PROVIDER
! Initialization
delta = 0d0
nb_iter = 0 ! Must start at 0 !!!
rho = 0.5d0 ! Must start at 0.5
not_converged = .True. ! Must be true
! Compute the criterion before the loop
prev_criterion = C_PROVIDER
do while (not_converged)
print*,''
print*,'******************'
print*,'Iteration', nb_iter
print*,'******************'
print*,''
if (nb_iter > 0) then
PROVIDE H_PROVIDER g_PROVIDER
endif
! Diagonalization of the hessian
call diagonalization_hessian(tmp_n, H_PROVIDER, e_val, W)
cancel_step = .True. ! To enter in the loop just after
nb_sub_iter = 0
! Loop to Reduce the trust radius until the criterion decreases and rho >= thresh_rho
do while (cancel_step)
print*,'-----------------------------'
print*,'Iteration:', nb_iter
print*,'Sub iteration:', nb_sub_iter
print*,'-----------------------------'
! Hessian,gradient,Criterion -> x
call trust_region_step_w_expected_e(tmp_n, H_PROVIDER, W, e_val, g_PROVIDER, &
prev_criterion, rho, nb_iter, delta, criterion_model, tmp_x, must_exit)
if (must_exit) then
! if step_in_trust_region sets must_exit on true for numerical reasons
print*,'trust_region_step_w_expected_e sent the message : Exit'
exit
endif
! New coordinates, check the sign
X_PROVIDER = X_PROVIDER - tmp_x
! touch X_PROVIDER
TOUCH X_PROVIDER H_PROVIDER g_PROVIDER cc_PROVIDER
! To update the other parameters if needed
call #update_parameters()
! New criterion
PROVIDE C_PROVIDER ! Unnecessary
criterion = C_PROVIDER
! Criterion -> step accepted or rejected
call trust_region_is_step_cancelled(nb_iter, prev_criterion, criterion, criterion_model, rho, cancel_step)
! Cancel the previous step
if (cancel_step) then
! Replacement by the previous coordinates, check the sign
X_PROVIDER = X_PROVIDER + tmp_x
! Avoid the recomputation of the hessian and the gradient
TOUCH X_PROVIDER H_PROVIDER g_PROVIDER C_PROVIDER cc_PROVIDER
endif
nb_sub_iter = nb_sub_iter + 1
enddo
! To exit the external loop if must_exit = .True.
if (must_exit) then
exit
endif
! Step accepted, nb iteration + 1
nb_iter = nb_iter + 1
PROVIDE cc_PROVIDER
! To exit
if (dabs(cc_PROVIDER) < thresh_opt_max_elem_grad) then
not_converged = .False.
endif
if (nb_iter > optimization_max_nb_iter) then
not_converged = .False.
endif
if (delta < thresh_delta) then
not_converged = .False.
endif
enddo
deallocate(e_val, W, tmp_x)
end
#+END_SRC
** Script template
#+BEGIN_SRC bash :tangle script_template_mos.sh
#!/bin/bash
your_file=
your_C_PROVIDER=
your_H_PROVIDER=
your_g_PROVIDER=
your_cc_PROVIDER=
sed "s/C_PROVIDER/$your_C_PROVIDER/g" trust_region_template_mos.txt > $your_file
sed -i "s/H_PROVIDER/$your_H_PROVIDER/g" $your_file
sed -i "s/g_PROVIDER/$your_g_PROVIDER/g" $your_file
sed -i "s/cc_PROVIDER/$your_cc_PROVIDER/g" $your_file
#+END_SRC
#+BEGIN_SRC bash :tangle script_template_xyz.sh
#!/bin/bash
your_file=
your_C_PROVIDER=
your_X_PROVIDER=
your_H_PROVIDER=
your_g_PROVIDER=
your_cc_PROVIDER=
sed "s/C_PROVIDER/$your_C_PROVIDER/g" trust_region_template_xyz.txt > $your_file
sed -i "s/X_PROVIDER/$your_X_PROVIDER/g" $your_file
sed -i "s/H_PROVIDER/$your_H_PROVIDER/g" $your_file
sed -i "s/g_PROVIDER/$your_g_PROVIDER/g" $your_file
sed -i "s/cc_PROVIDER/$your_cc_PROVIDER/g" $your_file
#+END_SRC
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