Actual source code: linesearchcp.c

      1: #include <petsc/private/linesearchimpl.h>
      2: #include <petscsnes.h>

      4: static PetscErrorCode SNESLineSearchApply_CP(SNESLineSearch linesearch)
      5: {
      6:   PetscBool      changed_y, changed_w;
      8:   Vec            X, Y, F, W;
      9:   SNES           snes;
     10:   PetscReal      xnorm, ynorm, gnorm, steptol, atol, rtol, ltol, maxstep;
     11:   PetscReal      lambda, lambda_old, lambda_update, delLambda;
     12:   PetscScalar    fty, fty_init, fty_old, fty_mid1, fty_mid2, s;
     13:   PetscInt       i, max_its;
     14:   PetscViewer    monitor;

     17:   SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, NULL);
     18:   SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);
     19:   SNESLineSearchGetSNES(linesearch, &snes);
     20:   SNESLineSearchGetLambda(linesearch, &lambda);
     21:   SNESLineSearchGetTolerances(linesearch, &steptol, &maxstep, &rtol, &atol, &ltol, &max_its);
     22:   SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_SUCCEEDED);
     23:   SNESLineSearchGetDefaultMonitor(linesearch, &monitor);

     25:   /* precheck */
     26:   SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);
     27:   lambda_old = 0.0;

     29:   VecDot(F,Y,&fty_old);
     30:   if (PetscAbsScalar(fty_old) < atol) {
     31:     if (monitor) {
     32:       PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);
     33:       PetscViewerASCIIPrintf(monitor,"    Line search terminated ended at initial point because dot(F,Y) = %g < atol = %g\n",(double)PetscAbsScalar(fty_old), (double)atol);
     34:       PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);
     35:     }
     36:     return(0);
     37:   }

     39:   fty_init = fty_old;

     41:   for (i = 0; i < max_its; i++) {
     42:     /* compute the norm at lambda */
     43:     VecCopy(X, W);
     44:     VecAXPY(W, -lambda, Y);
     45:     if (linesearch->ops->viproject) {
     46:       (*linesearch->ops->viproject)(snes, W);
     47:     }
     48:     (*linesearch->ops->snesfunc)(snes,W,F);
     49:     VecDot(F,Y,&fty);

     51:     delLambda = lambda - lambda_old;

     53:     /* check for convergence */
     54:     if (PetscAbsReal(delLambda) < steptol*lambda) break;
     55:     if (PetscAbsScalar(fty) / PetscAbsScalar(fty_init) < rtol) break;
     56:     if (PetscAbsScalar(fty) < atol && i > 0) break;
     57:     if (monitor) {
     58:       PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);
     59:       PetscViewerASCIIPrintf(monitor,"    Line search: lambdas = [%g, %g], ftys = [%g, %g]\n",(double)lambda, (double)lambda_old, (double)PetscRealPart(fty), (double)PetscRealPart(fty_old));
     60:       PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);
     61:     }

     63:     /* compute the search direction */
     64:     if (linesearch->order == SNES_LINESEARCH_ORDER_LINEAR) {
     65:       s = (fty - fty_old) / delLambda;
     66:     } else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) {
     67:       VecCopy(X, W);
     68:       VecAXPY(W, -0.5*(lambda + lambda_old), Y);
     69:       if (linesearch->ops->viproject) {
     70:         (*linesearch->ops->viproject)(snes, W);
     71:       }
     72:       (*linesearch->ops->snesfunc)(snes,W,F);
     73:       VecDot(F, Y, &fty_mid1);
     74:       s    = (3.*fty - 4.*fty_mid1 + fty_old) / delLambda;
     75:     } else {
     76:       VecCopy(X, W);
     77:       VecAXPY(W, -0.5*(lambda + lambda_old), Y);
     78:       if (linesearch->ops->viproject) {
     79:         (*linesearch->ops->viproject)(snes, W);
     80:       }
     81:       (*linesearch->ops->snesfunc)(snes,W,F);
     82:       VecDot(F, Y, &fty_mid1);
     83:       VecCopy(X, W);
     84:       VecAXPY(W, -(lambda + 0.5*(lambda - lambda_old)), Y);
     85:       if (linesearch->ops->viproject) {
     86:         (*linesearch->ops->viproject)(snes, W);
     87:       }
     88:       (*linesearch->ops->snesfunc)(snes, W, F);
     89:       VecDot(F, Y, &fty_mid2);
     90:       s    = (2.*fty_mid2 + 3.*fty - 6.*fty_mid1 + fty_old) / (3.*delLambda);
     91:     }
     92:     /* if the solve is going in the wrong direction, fix it */
     93:     if (PetscRealPart(s) > 0.) s = -s;
     94:     if (s == 0.0) break;
     95:     lambda_update =  lambda - PetscRealPart(fty / s);

     97:     /* switch directions if we stepped out of bounds */
     98:     if (lambda_update < steptol) lambda_update = lambda + PetscRealPart(fty / s);

    100:     if (PetscIsInfOrNanReal(lambda_update)) break;
    101:     if (lambda_update > maxstep) break;

    103:     /* compute the new state of the line search */
    104:     lambda_old = lambda;
    105:     lambda     = lambda_update;
    106:     fty_old    = fty;
    107:   }
    108:   /* construct the solution */
    109:   VecCopy(X, W);
    110:   VecAXPY(W, -lambda, Y);
    111:   if (linesearch->ops->viproject) {
    112:     (*linesearch->ops->viproject)(snes, W);
    113:   }
    114:   /* postcheck */
    115:   SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);
    116:   if (changed_y) {
    117:     VecAXPY(X, -lambda, Y);
    118:     if (linesearch->ops->viproject) {
    119:       (*linesearch->ops->viproject)(snes, X);
    120:     }
    121:   } else {
    122:     VecCopy(W, X);
    123:   }
    124:   (*linesearch->ops->snesfunc)(snes,X,F);

    126:   SNESLineSearchComputeNorms(linesearch);
    127:   SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);

    129:   SNESLineSearchSetLambda(linesearch, lambda);

    131:   if (monitor) {
    132:     PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);
    133:     PetscViewerASCIIPrintf(monitor,"    Line search terminated: lambda = %g, fnorms = %g\n", (double)lambda, (double)gnorm);
    134:     PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);
    135:   }
    136:   if (lambda <= steptol) {
    137:     SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_REDUCT);
    138:   }
    139:   return(0);
    140: }

    142: /*MC
    143:    SNESLINESEARCHCP - Critical point line search. This line search assumes that there exists some
    144:    artificial G(x) for which the SNESFunction F(x) = grad G(x).  Therefore, this line search seeks
    145:    to find roots of dot(F, Y) via a secant method.

    147:    Options Database Keys:
    148: +  -snes_linesearch_minlambda <minlambda> - the minimum acceptable lambda
    149: .  -snes_linesearch_maxstep <length> - the algorithm insures that a step length is never longer than this value
    150: .  -snes_linesearch_damping <damping> - initial trial step length is scaled by this factor, default is 1.0
    151: -  -snes_linesearch_max_it <max_it> - the maximum number of secant steps performed.

    153:    Notes:
    154:    This method does NOT use the objective function if it is provided with SNESSetObjective().

    156:    This method is the preferred line search for SNESQN and SNESNCG.

    158:    Level: advanced

    160: .seealso: SNESLineSearchCreate(), SNESLineSearchSetType()
    161: M*/
    162: PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_CP(SNESLineSearch linesearch)
    163: {
    165:   linesearch->ops->apply          = SNESLineSearchApply_CP;
    166:   linesearch->ops->destroy        = NULL;
    167:   linesearch->ops->setfromoptions = NULL;
    168:   linesearch->ops->reset          = NULL;
    169:   linesearch->ops->view           = NULL;
    170:   linesearch->ops->setup          = NULL;
    171:   linesearch->order               = SNES_LINESEARCH_ORDER_LINEAR;

    173:   linesearch->max_its = 1;
    174:   return(0);
    175: }