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--- manual/s_ecco/text/optim.tex 2001/10/25 18:36:56 1.2
+++ manual/s_ecco/text/optim.tex 2001/11/12 17:46:01 1.3
@@ -220,20 +220,183 @@
\newpage
-\begin{figure}[b!]
-\input{part8/lsopt_flow_1}
+\begin{figure}
+%\input{part8/lsopt_flow_1}
+{\scriptsize
+\begin{verbatim}
+ lsopt_top
+ |
+ |---- check arguments
+ |---- CALL INSTORE
+ | |
+ | |---- determine whether OPWARMI available:
+ | * if no: cold start: create OPWARMI
+ | * if yes: warm start: read from OPWARMI
+ | create or open OPWARMD
+ |
+ |---- check consistency between OPWARMI and model parameters
+ |
+ |---- >>> if COLD start: <<<
+ | | first simulation with f.g. xx_0; output: first ff_0, gg_0
+ | | set first preconditioner value xdiff_0 to 1
+ | | store xx(0), gg(0), xdiff(0) to OPWARMD (first 3 entries)
+ | |
+ | >>> else: WARM start: <<<
+ | read xx(i), gg(i) from OPWARMD (first 2 entries)
+ | for first warm start after cold start, i=0
+ |
+ |
+ |
+ |---- /// if ITMAX > 0: perform optimization (increment loop index i)
+ | (
+ | )---- save current values of gg(i-1) -> gold(i-1), ff -> fold(i-1)
+ | (---- CALL LSUPDXX
+ | ) |
+ | ( |---- >>> if jmax=0 <<<
+ | ) | | first optimization after cold start:
+ | ( | | preconditioner estimated via ff_0 - ff_(first guess)
+ | ) | | dd(i-1) = -gg(i-1)*preco
+ | ( | |
+ | ) | >>> if jmax > 0 <<<
+ | ( | dd(i-1) = -gg(i-1)
+ | ) | CALL HESSUPD
+ | ( | |
+ | ) | |---- dd(i-1) modified via Hessian approx.
+ | ( |
+ | ) |---- >>> if <dd,gg> >= 0 <<<
+ | ( | ifail = 4
+ | ) |
+ | ( |---- compute step size: tact(i-1)
+ | ) |---- compute update: xdiff(i) = xx(i-1) + tact(i-1)*dd(i-1)
+ | (
+ | )---- >>> if ifail = 4 <<<
+ | ( goto 1000
+ | )
+ | (---- CALL OPTLINE / LSLINE
+ | ) |
+ ... ... ...
+\end{verbatim}
+}
\caption{Flow chart (part 1 of 3)}
\label{fig:lsoptflow1}
\end{figure}
-\begin{figure}[b!]
-\input{part8/lsopt_flow_2}
+\begin{figure}
+%\input{part8/lsopt_flow_2}
+{\scriptsize
+\begin{verbatim}
+ ... ...
+ | )
+ | (---- CALL OPTLINE / LSLINE
+ | ) |
+ | ( |---- /// loop over simulations
+ | ) (
+ | ( )---- CALL SIMUL
+ | ) ( |
+ | ( ) |---- input: xdiff(i)
+ | ) ( |---- output: ff(i), gg(i)
+ | ( ) |---- >>> if ONLINE <<<
+ | ) ( runs model and adjoint
+ | ( ) >>> if OFFLINE <<<
+ | ) ( reads those values from file
+ | ( )
+ | ) (---- 1st Wolfe test:
+ | ( ) ff(i) <= tact*xpara1*<gg(i-1),dd(i-1)>
+ | ) (
+ | ( )---- 2nd Wolfe test:
+ | ) ( <gg(i),dd(i-1)> >= xpara2*<gg(i-1),dd(i-1)>
+ | ( )
+ | ) (---- >>> if 1st and 2nd Wolfe tests ok <<<
+ | ( ) | 320: update xx: xx(i) = xdiff(i)
+ | ) ( |
+ | ( ) >>> else if 1st Wolfe test not ok <<<
+ | ) ( | 500: INTERpolate new tact:
+ | ( ) | barr*tact < tact < (1-barr)*tact
+ | ) ( | CALL CUBIC
+ | ( ) |
+ | ) ( >>> else if 2nd Wolfe test not ok <<<
+ | ( ) 350: EXTRApolate new tact:
+ | ) ( (1+barmin)*tact < tact < 10*tact
+ | ( ) CALL CUBIC
+ | ) (
+ | ( )---- >>> if new tact > tmax <<<
+ | ) ( | ifail = 7
+ | ( ) |
+ | ) (---- >>> if new tact < tmin OR tact*dd < machine precision <<<
+ | ( ) | ifail = 8
+ | ) ( |
+ | ( )---- >>> else <<<
+ | ) ( update xdiff for new simulation
+ | ( )
+ | ) \\\ if nfunc > 1: use inter-/extrapolated tact and xdiff
+ | ( for new simulation
+ | ) N.B.: new xx is thus not based on new gg, but
+ | ( rather on new step size tact
+ | )
+ | (---- store new values xx(i), gg(i) to OPWARMD (first 2 entries)
+ | )---- >>> if ifail = 7,8,9 <<<
+ | ( goto 1000
+ | )
+ ... ...
+\end{verbatim}
+}
\caption{Flow chart (part 2 of 3)}
\label{fig:lsoptflow2}
\end{figure}
-\begin{figure}[b!]
-\input{part8/lsopt_flow_3}
+\begin{figure}
+%\input{part8/lsopt_flow_3}
+{\scriptsize
+\begin{verbatim}
+ ... ...
+ | )
+ | (---- store new values xx(i), gg(i) to OPWARMD (first 2 entries)
+ | )---- >>> if ifail = 7,8,9 <<<
+ | ( goto 1000
+ | )
+ | (---- compute new pointers jmin, jmax to include latest values
+ | ) gg(i)-gg(i-1), xx(i)-xx(i-1) to Hessian matrix estimate
+ | (---- store gg(i)-gg(i-1), xx(i)-xx(i-1) to OPWARMD
+ | ) (entries 2*jmax+2, 2*jmax+3)
+ | (
+ | )---- CALL DGSCALE
+ | ( |
+ | ) |---- call dostore
+ | ( | |
+ | ) | |---- read preconditioner of previous iteration diag(i-1)
+ | ( | from OPWARMD (3rd entry)
+ | ) |
+ | ( |---- compute new preconditioner diag(i), based upon diag(i-1),
+ | ) | gg(i)-gg(i-1), xx(i)-xx(i-1)
+ | ( |
+ | ) |---- call dostore
+ | ( |
+ | ) |---- write new preconditioner diag(i) to OPWARMD (3rd entry)
+ | (
+ |---- \\\ end of optimization iteration loop
+ |
+ |
+ |
+ |---- CALL OUTSTORE
+ | |
+ | |---- store gnorm0, ff(i), current pointers jmin, jmax, iterabs to OPWARMI
+ |
+ |---- >>> if OFFLINE version <<<
+ | xx(i+1) needs to be computed as input for offline optimization
+ | |
+ | |---- CALL LSUPDXX
+ | | |
+ | | |---- compute dd(i), tact(i) -> xdiff(i+1) = x(i) + tact(i)*dd(i)
+ | |
+ | |---- CALL WRITE_CONTROL
+ | | |
+ | | |---- write xdiff(i+1) to special file for offline optim.
+ |
+ |---- print final information
+ |
+ O
+\end{verbatim}
+}
\caption{Flow chart (part 3 of 3)}
\label{fig:lsoptflow3}
\end{figure}
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