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util_ffigure_evals.m
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util_ffigure_evals.m
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function util_ffigure_evals(par,out)
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%this function makes a convergence plot comparing several optimization
%methods
%
%by Hans De Sterck, September 2011
% Editet by Asbjørn Nilsen Riseth, April 2018
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
nCurves=0;
% first determine the minimum value of f (because we will plot the
% convergence of f to the minimum value achieved in any of the
% tests)
minval = Inf;
if par.compareNGMRES_sdls==1
minval=min(minval,min(out.out_ngmres_sdls.logf));
end
if par.compareNGMRES_sd==1
minval=min(minval,min(out.out_ngmres_sd.logf));
end
if par.compareNCG==1
minval=min(minval,min(out.out_ncg.TraceFunc(2:end)));
end
if par.compare_sdls==1
minval=min(minval,min(out.out_sdls.logf));
end
if par.compareLBFGS==1
minval=min(minval,min(out.out_lbfgs.TraceFunc(2:end)));
end
if par.compareNGMRESO_sdls==1
minval=min(minval,min(out.out_ngmreso_sdls.logf));
end
if par.compareNGMRESO_sd==1
minval=min(minval,min(out.out_ngmreso_sd.logf));
end
if par.compareNGMRESO_ALS==1
minval=min(minval,min(out.out_ngmreso_als.logf));
end
if par.compareNGMRES_ALS==1
minval=min(minval,min(out.out_ngmres_als.logf));
end
if par.compareALS==1
minval=min(minval,min(out.out_als.logf));
end
%% Then, make the plots
if par.compareNGMRES_sdls==1
var = out.out_ngmres_sdls;
cnum = 1;
mind = 1:par.mispace{cnum}:length(var.logf);
semilogy(var.logfev,var.logf-minval+par.epsi, ...
par.fs{cnum},'LineWidth',1,'MarkerIndices',mind)
nCurves=nCurves+1;
legendstr{nCurves}='N-GMRES-sdls';
hold on
end
if par.compareNGMRES_sd==1
var = out.out_ngmres_sd;
cnum = 2;
mind = 1:par.mispace{cnum}:length(var.logf);
semilogy(var.logfev,var.logf-minval+par.epsi, ...
par.fs{cnum},'LineWidth',1,'MarkerIndices',mind)
nCurves=nCurves+1;
legendstr{nCurves}='N-GMRES-sd';
hold on
end
if par.compareNCG==1
var = out.out_ncg;
cnum = 4;
mind = 1:par.mispace{cnum}:length(var.TraceFunc(2:end));
semilogy(var.TraceFuncEvals(2:end),var.TraceFunc(2:end)-minval+par.epsi, ...
par.fs{cnum},'LineWidth',1,'MarkerIndices',mind)
nCurves=nCurves+1;
legendstr{nCurves}='N-CG';
hold on
end
if par.compare_sdls==1
var = out.out_sdls;
cnum = 5;
mind = 1:par.mispace{cnum}:length(var.logf);
semilogy(var.logfev,var.logf-minval+par.epsi, ...
par.fs{cnum},'LineWidth',1,'MarkerIndices',mind)
nCurves=nCurves+1;
legendstr{nCurves}='sdls';
hold on
end
if par.compareLBFGS==1
var = out.out_lbfgs;
cnum = 7;
mind = 1:par.mispace{cnum}:length(var.TraceFunc(2:end));
semilogy(var.TraceFuncEvals(2:end),var.TraceFunc(2:end)-minval+par.epsi, ...
par.fs{cnum},'LineWidth',1,'MarkerIndices',mind)
nCurves=nCurves+1;
legendstr{nCurves}='L-BFGS';
hold on
end
if par.compareNGMRESO_sdls==1
var = out.out_ngmreso_sdls;
cnum = 8;
mind = 1:par.mispace{cnum}:length(var.logf);
semilogy(var.logfev,var.logf-minval+par.epsi, ...
par.fs{cnum},'LineWidth',1,'MarkerIndices',mind)
nCurves=nCurves+1;
legendstr{nCurves}='N-GMRES-O-sdls';
hold on
end
if par.compareNGMRESO_sd==1
var = out.out_ngmreso_sd;
cnum = 9;
mind = 1:par.mispace{cnum}:length(var.logf);
semilogy(var.logfev,var.logf-minval+par.epsi, ...
par.fs{cnum},'LineWidth',1,'MarkerIndices',mind)
nCurves=nCurves+1;
legendstr{nCurves}='N-GMRES-O-sd';
hold on
end
if par.compareNGMRESO_ALS==1
var = out.out_ngmreso_als;
cnum = 10;
mind = 1:par.mispace{cnum}:length(var.logf);
semilogy(var.logfev,var.logf-minval+par.epsi, ...
par.fs{cnum},'LineWidth',1,'MarkerIndices',mind)
nCurves=nCurves+1;
legendstr{nCurves}='N-GMRES-O-ALS';
hold on
end
if par.compareNGMRES_ALS==1
var = out.out_ngmres_als;
cnum = 11;
mind = 1:par.mispace{cnum}:length(var.logf);
semilogy(var.logfev,var.logf-minval+par.epsi, ...
par.fs{cnum},'LineWidth',1,'MarkerIndices',mind)
nCurves=nCurves+1;
legendstr{nCurves}='N-GMRES-ALS';
hold on
end
if par.compareALS==1
var = out.out_als;
cnum = 12;
mind = 1:par.mispace{cnum}:length(var.logf);
semilogy(var.logfev,var.logf-minval+par.epsi, ...
par.fs{cnum},'LineWidth',1,'MarkerIndices',mind)
nCurves=nCurves+1;
legendstr{nCurves}='ALS';
hold on
end
% optionally indicate the restart points in red for the N-GMRES runs
if par.par_ngmres.logRestart & par.restartfigure
% TODO: Update / fix this
if par.compareNGMRES_sdls==1
logfMod=out.out_ngmres_sdls.logf-minval;
logfMod(out.out_ngmres_sdls.logRestart==0)=NaN;
semilogy(logfMod+par.epsi,'or')
end
if par.compareNGMRES_sd==1
logfMod=out.out_ngmres_sd.logf-minval;
logfMod(out.out_ngmres_sd.logRestart==0)=NaN;
semilogy(logfMod+par.epsi,'+r')
end
% TODO: Add logrestart plots for NGMRES{,O}_ALS
end
hold off
legend(legendstr)
xlabel('f and g evaluations')
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%