Merge pull request #150 from sintefmath/opt-maximize-arg

Small bugfixes for new optimizer + nicer LBFGS output

Author: moyner

Project.toml

@@ -1,7 +1,7 @@
 name = "Jutul"
 uuid = "2b460a1a-8a2b-45b2-b125-b5c536396eb9"
 authors = ["Olav Møyner <olav.moyner@gmail.com>"]
-version = "0.4.1"
+version = "0.4.2"
 
 [deps]
 AlgebraicMultigrid = "2169fc97-5a83-5252-b627-83903c6c433c"

src/DictOptimization/interface.jl

@@ -3,7 +3,7 @@ function optimize(dopt::DictParameters, objective, setup_fn = dopt.setup_functio
         obj_change_tol = 1e-6,
         max_it = 25,
         opt_fun = missing,
-        minimize = true,
+        maximize = false,
         simulator = missing,
         config = missing,
         solution_history = false,
@@ -39,11 +39,11 @@ function optimize(dopt::DictParameters, objective, setup_fn = dopt.setup_functio
     end
     t_opt = @elapsed if ismissing(opt_fun)
         v, x, history = Jutul.LBFGS.box_bfgs(x0, solve_and_differentiate, lb, ub;
-            maximize = false,
             print = Int(dopt.verbose),
             max_it = max_it,
             grad_tol = grad_tol,
             obj_change_tol = obj_change_tol,
+            maximize = maximize,
             kwarg...
         )
     else

src/LBFGS/constrained_optimizer.jl

@@ -149,7 +149,7 @@ function unit_box_bfgs(
                         Hi = V' * Hi * V + r * (du * du')
                     end
                 else
-                    print_msg("Hessian not updated during iteration $it", :red)
+                    print_msg("Hessian not updated during iteration $it", :yellow)
                 end
             end
             # Update history
@@ -560,7 +560,17 @@ function update_history!(hst::Union{OptimizationHistory, Vector}, val, u, pg, al
 end
 
 function printInfo(history, it)
-    return @printf("It: %3d | val: %.3e | ls-its: %d | pgrad: %.3e\n", it, abs(history.val[end]), history.lsit[end], history.pg[end][end])
+    lsit = history.lsit[end]
+    if it == 0
+        println("It.  | Objective  | Proj. grad | Linesearch-its")
+        println("-----------------------------------------------")
+    end
+    if isnan(lsit)
+        lsit = "-"
+    else
+        lsit = "$(lsit)"
+    end
+    return @printf("%4d | %.4e | %.4e | %s\n", it, abs(history.val[end]), history.pg[end][end], lsit)
 end
 
 function line_search(
@@ -637,15 +647,15 @@ function line_search(
                     a = min(a, p2.a - sgf * (p2.a - p1.a))
                 else
                     a = (p1.a + p2.a) / 2
-                    print_msg("Cubic interpolation failed, cutting interval in half ...", :red)
+                    print_msg("Cubic interpolation failed, cutting interval in half ...", :yellow)
                 end
             end
         end
     end
     # Check if line search succeeded
     if ! line_search_done
         flag = -2
-        print_msg("Line search unable to succeed in $max_it iterations ...", :red)
+        print_msg("Line search unable to succeed in $max_it iterations ...", :yellow)
         # Although line search did not succeed in max_it iterations, we ensure
         # to return the greater of p1 and p2's objective value none the less.
         if p1.v < p2.v

src/LBFGS/limited_memory_hessian.jl

@@ -17,7 +17,7 @@ function update(H::LimitedMemoryHessian, s, y)
         # limit m to number of vars
         if H.m > length(s)
             H.m = length(s)
-            Jutul.jutul_message("Warning", "Resetting 'm' to number of parameters: m = $(length(s))", color = :yellow)
+            Jutul.jutul_message("LBFGS", "Resetting 'm' to number of parameters: m = $(length(s))", color = :yellow)
         end
     end
     return H

src/ad/AdjointsDI/adjoints.jl

@@ -378,8 +378,12 @@ function evaluate_residual_and_jacobian_for_state_pair(x, state, state0, step_in
         state0 = case.state0
     end
     sim = HelperSimulator(case, eltype(x), cache = cache, n_extra = 1)
+    forces_for_eval = case.forces
+    if forces_for_eval isa AbstractVector
+        forces_for_eval = only(forces_for_eval)
+    end
     model_residual(state, state0, sim,
-        forces = case.forces,
+        forces = forces_for_eval,
         time = step_info[:time],
         dt = dt
     )
@@ -395,7 +399,7 @@ function evaluate_residual_and_jacobian_for_state_pair(x, state, state0, step_in
     else
         s = JutulStorage(state)
     end
-    r[end] = G(case.model, s, dt, step_info, case.forces)
+    r[end] = G(case.model, s, dt, step_info, forces_for_eval)
     return copy(r)
 end