LBFGS.h

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/*
** This file is part of eOn.
**
** SPDX-License-Identifier: BSD-3-Clause
**
** Copyright (c) 2010--present, eOn Development Team
** All rights reserved.
**
** Repo:
** https://github.com/TheochemUI/eOn
*/
#pragma once
#include "EonLogger.h"
 
#include "HelperFunctions.h"
#include "Matter.h"
#include "ObjectiveFunction.h"
#include "Optimizer.h"
#include "Parameters.h"
 
#include <deque>
 
namespace eonc {
 
#define LBFGS_EPS 1e-30
 
class LBFGS final : public Optimizer {
 
public:
  LBFGS(std::shared_ptr<ObjectiveFunction> a_objf, const Parameters &a_params)
      : Optimizer(a_objf, OptType::LBFGS, a_params),
        m_iteration{0},
        m_memory{std::min(
            a_objf->degreesOfFreedom(),
            static_cast<int>(a_params.optimizer_options.lbfgs.memory))} {}
 
  ~LBFGS() = default;
 
  int step(double a_maxMove) override;
  int run(size_t a_maxIterations, double a_maxMove) override;
  int update(const Eigen::VectorXd &a_r1, const Eigen::VectorXd &a_r0,
             const Eigen::VectorXd &a_f1, const Eigen::VectorXd &a_f0);
  void reset(void);
 
private:
  Eigen::VectorXd getStep(double a_maxMove, const Eigen::VectorXd &a_f);
 
  int m_iteration;
  int m_memory;
 
  std::deque<Eigen::VectorXd> m_s;
  std::deque<Eigen::VectorXd> m_y;
  std::deque<double> m_rho;
 
  Eigen::VectorXd m_rPrev;
  Eigen::VectorXd m_fPrev;
  eonc::log::FileScoped m_log{"lbfgs", "_lbfgs.log"};
};
 
} // namespace eonc
 
using eonc::LBFGS;