Merge pull request #347 from mmorphew/master

GLM: Expand lambda_vec when best lambda is the lowest or highest in the vector; allow lambda_scale_vec values higher than 1

Author: jtwhite79

src/libs/pestpp_common/SVDASolver.cpp

@@ -470,7 +470,7 @@ ModelRun SVDASolver::iteration_upgrd(RunManagerAbstract &run_manager, Terminatio
 			}
 		}
 
-		vector<double> lambda_vec = base_lambda_vec;
+		vector<double> lambda_vec = pest_scenario.get_pestpp_options().get_base_lambda_vec();
 		std::sort(lambda_vec.begin(), lambda_vec.end());
 		auto iter = std::unique(lambda_vec.begin(), lambda_vec.end());
 		lambda_vec.resize(std::distance(lambda_vec.begin(), iter));
@@ -699,6 +699,45 @@ ModelRun SVDASolver::iteration_upgrd(RunManagerAbstract &run_manager, Terminatio
 	{
 		throw runtime_error("all upgrade runs failed");
 	}
+
+	// Check if best_lambda is at the edge of lambda_vec
+
+	// regrab lambda_vec
+	vector<double> lambda_vec = pest_scenario.get_pestpp_options().get_base_lambda_vec();	
+	std::sort(lambda_vec.begin(), lambda_vec.end());
+	auto iter = std::unique(lambda_vec.begin(), lambda_vec.end());
+	lambda_vec.resize(std::distance(lambda_vec.begin(), iter));
+
+	auto last_lambda = lambda_vec.back();
+	auto first_lambda = lambda_vec.front();
+	file_manager.rec_ofstream() << "Checking to see if best lambda is at the edge" << std::endl;
+	double lambda_spacing_factor = 10.0; // doing powers of 10 for now
+	bool extended = false;
+
+	if (best_lambda == last_lambda)
+	{
+		// Add a new larger lambda
+		double new_lambda = last_lambda * lambda_spacing_factor;
+		if (std::find(lambda_vec.begin(), lambda_vec.end(), new_lambda) == lambda_vec.end())
+		{
+			lambda_vec.push_back(new_lambda);
+			extended = true;
+			file_manager.rec_ofstream() << "*** Extending lambda_vec: added larger lambda " << new_lambda << std::endl;
+		}
+	}
+	else if (best_lambda == first_lambda)
+	{
+		// Add a new smaller lambda
+		double new_lambda = first_lambda / lambda_spacing_factor;
+		if (std::find(lambda_vec.begin(), lambda_vec.end(), new_lambda) == lambda_vec.end())
+		{
+			lambda_vec.push_back(new_lambda);
+			extended = true;
+			file_manager.rec_ofstream() << "*** Extending lambda_vec: added smaller lambda " << new_lambda << std::endl;
+		}
+	}
+	std::sort(lambda_vec.begin(), lambda_vec.end());
+	pest_scenario.get_pestpp_options_ptr()->set_base_lambda_vec(lambda_vec);
 	return best_upgrade_run;
 }
 

src/libs/pestpp_common/SVDSolver.cpp

@@ -1075,11 +1075,12 @@ ModelRun SVDSolver::iteration_upgrd(RunManagerAbstract &run_manager, Termination
 		num_lamb_runs++; 
 		run_manager.update_run(run_id, base_model_pars, base_run.get_obs());
 		//Marquardt Lambda Update Vector
-		vector<double> lambda_vec = base_lambda_vec;
+		vector<double> lambda_vec = pest_scenario.get_pestpp_options().get_base_lambda_vec();
 
 		std::sort(lambda_vec.begin(), lambda_vec.end());
 		auto iter = std::unique(lambda_vec.begin(), lambda_vec.end());
 		lambda_vec.resize(std::distance(lambda_vec.begin(), iter));
+
 		int i_update_vec = 0;
 		stringstream message;
 		stringstream prf_message;
@@ -1137,7 +1138,7 @@ ModelRun SVDSolver::iteration_upgrd(RunManagerAbstract &run_manager, Termination
 			Parameters del_numeric_pars = new_numeric_pars - base_numeric_pars;
 			for (double i_scale : lambda_scale_vec)
 			{
-				if (i_scale >= 1.0)
+				if (i_scale == 1.0) // skip scale == 1 as we run the normal length anyway
 					continue;
 				Parameters scaled_pars = base_numeric_pars + del_numeric_pars * i_scale;
 
@@ -1169,7 +1170,11 @@ ModelRun SVDSolver::iteration_upgrd(RunManagerAbstract &run_manager, Termination
 		}
 		file_manager.close_file("fpr");
 		RestartController::write_upgrade_runs_built(fout_restart);
+
 	}
+
+	
+	
 	//instance of a Mat for the jco
     Mat j;
     LinearAnalysis la(j, pest_scenario, file_manager, *performance_log, parcov, rand_gen_ptr);
@@ -1338,6 +1343,45 @@ ModelRun SVDSolver::iteration_upgrd(RunManagerAbstract &run_manager, Termination
 		throw runtime_error("all upgrade runs failed.");
 	}
 
+	// Check if best_lambda is at the edge of lambda_vec
+
+	// regrab lambda_vec
+	vector<double> lambda_vec = pest_scenario.get_pestpp_options().get_base_lambda_vec();	
+	std::sort(lambda_vec.begin(), lambda_vec.end());
+	auto iter = std::unique(lambda_vec.begin(), lambda_vec.end());
+	lambda_vec.resize(std::distance(lambda_vec.begin(), iter));
+
+	auto last_lambda = lambda_vec.back();
+	auto first_lambda = lambda_vec.front();
+	file_manager.rec_ofstream() << "Checking to see if best lambda is at the edge" << std::endl;
+	double lambda_spacing_factor = 10.0; // doing powers of 10 for now
+	bool extended = false;
+
+	if (best_lambda == last_lambda)
+	{
+		// Add a new larger lambda
+		double new_lambda = last_lambda * lambda_spacing_factor;
+		if (std::find(lambda_vec.begin(), lambda_vec.end(), new_lambda) == lambda_vec.end())
+		{
+			lambda_vec.push_back(new_lambda);
+			extended = true;
+			file_manager.rec_ofstream() << "*** Extending lambda_vec: added larger lambda " << new_lambda << std::endl;
+		}
+	}
+	else if (best_lambda == first_lambda)
+	{
+		// Add a new smaller lambda
+		double new_lambda = first_lambda / lambda_spacing_factor;
+		if (std::find(lambda_vec.begin(), lambda_vec.end(), new_lambda) == lambda_vec.end())
+		{
+			lambda_vec.push_back(new_lambda);
+			extended = true;
+			file_manager.rec_ofstream() << "*** Extending lambda_vec: added smaller lambda " << new_lambda << std::endl;
+		}
+	}
+	std::sort(lambda_vec.begin(), lambda_vec.end());
+	pest_scenario.get_pestpp_options_ptr()->set_base_lambda_vec(lambda_vec);
+
 	return best_upgrade_run;
 }