1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
// Copyright 2018-2024 argmin developers
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// http://apache.org/licenses/LICENSE-2.0> or the MIT license <LICENSE-MIT or
// http://opensource.org/licenses/MIT>, at your option. This file may not be
// copied, modified, or distributed except according to those terms.

use super::LineSearchCondition;
use crate::core::{ArgminFloat, Error};
use argmin_math::ArgminDot;
#[cfg(feature = "serde1")]
use serde::{Deserialize, Serialize};

/// # Wolfe conditions
///
/// Assures that a step length satisfies a "sufficient decrease" in cost function value (see
/// [`ArmijoCondition`](`crate::solver::linesearch::condition::ArmijoCondition`) as well as that
/// the slope has been reduced sufficiently (thus making it more likely to be close to a local
/// minimum).
#[derive(Clone, Copy, Debug, Default, Eq, PartialEq)]
#[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))]
pub struct WolfeCondition<F> {
    c1: F,
    c2: F,
}

impl<F> WolfeCondition<F>
where
    F: ArgminFloat,
{
    /// Construct a new instance of [`WolfeCondition`].
    ///
    /// # Example
    ///
    /// ```
    /// # use argmin::solver::linesearch::condition::WolfeCondition;
    /// let wolfe = WolfeCondition::new(0.0001f64, 0.1f64);
    /// ```
    pub fn new(c1: F, c2: F) -> Result<Self, Error> {
        if c1 <= float!(0.0) || c1 >= float!(1.0) {
            return Err(argmin_error!(
                InvalidParameter,
                "WolfeCondition: Parameter c1 must be in (0, 1)"
            ));
        }
        if c2 <= c1 || c2 >= float!(1.0) {
            return Err(argmin_error!(
                InvalidParameter,
                "WolfeCondition: Parameter c2 must be in (c1, 1)"
            ));
        }
        Ok(WolfeCondition { c1, c2 })
    }
}

impl<T, G, F> LineSearchCondition<T, G, F> for WolfeCondition<F>
where
    G: ArgminDot<T, F>,
    F: ArgminFloat,
{
    fn evaluate_condition(
        &self,
        current_cost: F,
        current_gradient: Option<&G>,
        initial_cost: F,
        initial_gradient: &G,
        search_direction: &T,
        step_length: F,
    ) -> bool {
        let tmp = initial_gradient.dot(search_direction);
        (current_cost <= initial_cost + self.c1 * step_length * tmp)
            && current_gradient
                .expect(concat!(
                    "Current gradient not supplied to",
                    " `evaluate_condition` method of `WolfeCondition`"
                ))
                .dot(search_direction)
                >= self.c2 * tmp
    }

    fn requires_current_gradient(&self) -> bool {
        true
    }
}

#[cfg(test)]
mod tests {
    use super::*;
    use crate::core::ArgminError;

    test_trait_impl!(wolfe, WolfeCondition<f64>);

    #[test]
    fn test_wolfe_new() {
        let c1: f64 = 0.01;
        let c2: f64 = 0.08;
        let WolfeCondition {
            c1: c1_wolfe,
            c2: c2_wolfe,
        } = WolfeCondition::new(c1, c2).unwrap();
        assert_eq!(c1.to_ne_bytes(), c1_wolfe.to_ne_bytes());
        assert_eq!(c2.to_ne_bytes(), c2_wolfe.to_ne_bytes());

        // c1
        assert_error!(
            WolfeCondition::new(1.0, 0.5),
            ArgminError,
            "Invalid parameter: \"WolfeCondition: Parameter c1 must be in (0, 1)\""
        );

        assert_error!(
            WolfeCondition::new(0.0, 0.5),
            ArgminError,
            "Invalid parameter: \"WolfeCondition: Parameter c1 must be in (0, 1)\""
        );

        assert_error!(
            WolfeCondition::new(-1.0, 0.5),
            ArgminError,
            "Invalid parameter: \"WolfeCondition: Parameter c1 must be in (0, 1)\""
        );

        assert_error!(
            WolfeCondition::new(2.0, 0.5),
            ArgminError,
            "Invalid parameter: \"WolfeCondition: Parameter c1 must be in (0, 1)\""
        );

        // c2
        assert_error!(
            WolfeCondition::new(0.5, -1.0),
            ArgminError,
            "Invalid parameter: \"WolfeCondition: Parameter c2 must be in (c1, 1)\""
        );

        assert_error!(
            WolfeCondition::new(0.5, -0.0),
            ArgminError,
            "Invalid parameter: \"WolfeCondition: Parameter c2 must be in (c1, 1)\""
        );

        assert_error!(
            WolfeCondition::new(0.5, 0.5),
            ArgminError,
            "Invalid parameter: \"WolfeCondition: Parameter c2 must be in (c1, 1)\""
        );

        assert_error!(
            WolfeCondition::new(0.5, 1.0),
            ArgminError,
            "Invalid parameter: \"WolfeCondition: Parameter c2 must be in (c1, 1)\""
        );

        assert_error!(
            WolfeCondition::new(0.5, 2.0),
            ArgminError,
            "Invalid parameter: \"WolfeCondition: Parameter c2 must be in (c1, 1)\""
        );
    }

    #[test]
    fn test_wolfe() {
        let c1: f64 = 0.5;
        let c2: f64 = 0.9;
        let cond = WolfeCondition::new(c1, c2).unwrap();
        let f = |x: f64, y: f64| x.powf(2.0) + y.powf(2.0);
        let g = |x: f64, y: f64| vec![2.0 * x, 2.0 * y];
        let initial_x = -1.0;
        let initial_y = -0.0;
        let search_direction = vec![1.0, 0.0];
        for (alpha, acc) in [
            (0.001, false),
            (0.03, false),
            (0.1 - f64::EPSILON, false),
            (0.1, true),
            (0.5, true),
            (0.9, true),
            (0.99, true),
            (1.0, true),
            (1.0 + f64::EPSILON, false),
            (1.5, false),
            (1.8, false),
            (2.0, false),
            (2.3, false),
        ] {
            assert_eq!(
                cond.evaluate_condition(
                    f(initial_x + alpha, initial_y),
                    Some(&g(initial_x + alpha, initial_y)),
                    f(initial_x, initial_y),
                    &g(initial_x, initial_y),
                    &search_direction,
                    alpha,
                ),
                acc
            );
        }
    }
}