Merge loose and string backtracking methods.

git-svn-id: file:///home/svnrepos/software/liblbfgs/trunk@44 ecf4c44f-38d1-4fa4-9757-a0b4dd0349fc

lib/lbfgs.c

@@ -133,7 +133,7 @@ typedef int (*line_search_proc)(
     const lbfgs_parameter_t *param
     );
     
-static int line_search_backtracking_loose(
+static int line_search_backtracking(
     int n,
     lbfgsfloatval_t *x,
     lbfgsfloatval_t *f,
@@ -161,20 +161,6 @@ static int line_search_backtracking_owlqn(
     const lbfgs_parameter_t *param
     );
 
-static int line_search_backtracking_strong_wolfe(
-    int n,
-    lbfgsfloatval_t *x,
-    lbfgsfloatval_t *f,
-    lbfgsfloatval_t *g,
-    lbfgsfloatval_t *s,
-    lbfgsfloatval_t *stp,
-    const lbfgsfloatval_t* xp,
-    const lbfgsfloatval_t* gp,
-    lbfgsfloatval_t *wa,
-    callback_data_t *cd,
-    const lbfgs_parameter_t *param
-    );
-
 static int line_search_morethuente(
     int n,
     lbfgsfloatval_t *x,
@@ -376,10 +362,10 @@ int lbfgs(
         linesearch = line_search_morethuente;
         break;
     case LBFGS_LINESEARCH_BACKTRACKING:
-        linesearch = line_search_backtracking_strong_wolfe;
+        linesearch = line_search_backtracking;
         break;
     case LBFGS_LINESEARCH_BACKTRACKING_LOOSE:
-        linesearch = line_search_backtracking_loose;
+        linesearch = line_search_backtracking;
         break;
     default:
         return LBFGSERR_INVALID_LINESEARCH;
@@ -722,7 +708,7 @@ static int line_search_backtracking_owlqn(
 
 
 
-static int line_search_backtracking_loose(
+static int line_search_backtracking(
     int n,
     lbfgsfloatval_t *x,
     lbfgsfloatval_t *f,
@@ -737,8 +723,9 @@ static int line_search_backtracking_loose(
     )
 {
     int ret = 0, count = 0;
-    lbfgsfloatval_t width = 0.5, norm = 0.;
+    lbfgsfloatval_t width, dg, norm = 0.;
     lbfgsfloatval_t finit, dginit = 0., dgtest;
+    const lbfgsfloatval_t wolfe = 0.9, dec = 0.5, inc = 2.1;
 
     /* Check the input parameters for errors. */
     if (*stp <= 0.) {
@@ -768,8 +755,26 @@ static int line_search_backtracking_loose(
 
         if (*f <= finit + *stp * dgtest) {
             /* The sufficient decrease condition. */
-            return count;
+
+            if (param->linesearch == LBFGS_LINESEARCH_BACKTRACKING) {
+                /* Check the strong Wolfe condition. */
+                vecdot(&dg, g, s, n);
+                if (dg > -wolfe * dginit) {
+                    width = dec;
+                } else if (dg < wolfe * dginit) {
+                    width = inc;
+                } else {
+                    /* Strong Wolfe condition. */
+                    return count;
+                }
+            } else {
+                /* Exit with the loose Wolfe condition. */
+                return count;
+            }
+        } else {
+            width = dec;
         }
+
         if (*stp < param->min_step) {
             /* The step is the minimum value. */
             return LBFGSERR_MINIMUMSTEP;
@@ -789,102 +794,6 @@ static int line_search_backtracking_loose(
 
 
 
-static int line_search_backtracking_strong_wolfe(
-    int n,
-    lbfgsfloatval_t *x,
-    lbfgsfloatval_t *f,
-    lbfgsfloatval_t *g,
-    lbfgsfloatval_t *s,
-    lbfgsfloatval_t *stp,
-    const lbfgsfloatval_t* xp,
-    const lbfgsfloatval_t* gp,
-    lbfgsfloatval_t *wp,
-    callback_data_t *cd,
-    const lbfgs_parameter_t *param
-    )
-{
-    int ret = 0, count = 0;
-    lbfgsfloatval_t dg, norm, mult;
-    lbfgsfloatval_t finit, dginit = 0., dgtest;
-    const lbfgsfloatval_t wolfe = 0.9, dec = 0.7, inc = 1.5;
-
-    /* Check the input parameters for errors. */
-    if (*stp <= 0.) {
-        return LBFGSERR_INVALIDPARAMETERS;
-    }
-
-    /* Compute the initial gradient in the search direction. */
-    if (param->orthantwise_c != 0.) {
-        dginit = owlqn_direction_line(x, g, s, param->orthantwise_c, param->orthantwise_start, param->orthantwise_end);
-    } else {
-        vecdot(&dginit, g, s, n);
-    }
-
-    /* Make sure that s points to a descent direction. */
-    if (0 < dginit) {
-        return LBFGSERR_INCREASEGRADIENT;
-    }
-
-    /* The initial value of the objective function. */
-    finit = *f;
-    dgtest = param->ftol * dginit;
-
-    for (;;) {
-        veccpy(x, xp, n);
-        vecadd(x, s, *stp, n);
-
-        if (param->orthantwise_c != 0.) {
-            /* The current point is projected onto the orthant of the initial one. */
-            owlqn_project(x, xp, param->orthantwise_start, param->orthantwise_end);
-        }
-
-        /* Evaluate the function and gradient values. */
-        *f = cd->proc_evaluate(cd->instance, x, g, cd->n, *stp);
-        if (0. < param->orthantwise_c) {
-            /* Compute the L1 norm of the variables and add it to the object value. */
-            norm = owlqn_x1norm(x, param->orthantwise_start, param->orthantwise_end);
-            *f += norm * param->orthantwise_c;
-
-            dg = owlqn_direction_line(x, g, s, param->orthantwise_c, param->orthantwise_start, param->orthantwise_end);
-        } else {
-            vecdot(&dg, g, s, n);
-        }
-
-        ++count;
-
-        if (*f <= finit + *stp * dgtest) {
-            /* The sufficient decrease condition. */
-            if (dg > -wolfe * dginit) {
-                mult = dec;
-            } else if (dg < wolfe * dginit) {
-                mult = inc;
-            } else {
-                /* Strong Wolfe condition. */
-                return count;
-            }
-        } else {
-            mult = dec;
-        }
-
-        if (*stp < param->min_step) {
-            /* The step is the minimum value. */
-            return LBFGSERR_MINIMUMSTEP;
-        }
-        if (*stp > param->max_step) {
-            /* The step is the maximum value. */
-            return LBFGSERR_MAXIMUMSTEP;
-        }
-        if (param->max_linesearch <= count) {
-            /* Maximum number of iteration. */
-            return LBFGSERR_MAXIMUMLINESEARCH;
-        }
-
-        *stp *= mult;
-    }
-}
-
-
-
 static int line_search_morethuente(
     int n,
     lbfgsfloatval_t *x,