Actual source code: ssils.c

      1: #include <../src/tao/complementarity/impls/ssls/ssls.h>

      3: PetscErrorCode TaoSetUp_SSILS(Tao tao)
      4: {
      5:   TAO_SSLS       *ssls = (TAO_SSLS *)tao->data;

      9:   VecDuplicate(tao->solution,&tao->gradient);
     10:   VecDuplicate(tao->solution,&tao->stepdirection);
     11:   VecDuplicate(tao->solution,&ssls->ff);
     12:   VecDuplicate(tao->solution,&ssls->dpsi);
     13:   VecDuplicate(tao->solution,&ssls->da);
     14:   VecDuplicate(tao->solution,&ssls->db);
     15:   VecDuplicate(tao->solution,&ssls->t1);
     16:   VecDuplicate(tao->solution,&ssls->t2);
     17:   return(0);
     18: }

     20: PetscErrorCode TaoDestroy_SSILS(Tao tao)
     21: {
     22:   TAO_SSLS       *ssls = (TAO_SSLS *)tao->data;

     26:   VecDestroy(&ssls->ff);
     27:   VecDestroy(&ssls->dpsi);
     28:   VecDestroy(&ssls->da);
     29:   VecDestroy(&ssls->db);
     30:   VecDestroy(&ssls->t1);
     31:   VecDestroy(&ssls->t2);
     32:   PetscFree(tao->data);
     33:   return(0);
     34: }

     36: static PetscErrorCode TaoSolve_SSILS(Tao tao)
     37: {
     38:   TAO_SSLS                     *ssls = (TAO_SSLS *)tao->data;
     39:   PetscReal                    psi, ndpsi, normd, innerd, t=0;
     40:   PetscReal                    delta, rho;
     41:   TaoLineSearchConvergedReason ls_reason;
     42:   PetscErrorCode               ierr;

     45:   /* Assume that Setup has been called!
     46:      Set the structure for the Jacobian and create a linear solver. */
     47:   delta = ssls->delta;
     48:   rho = ssls->rho;

     50:   TaoComputeVariableBounds(tao);
     51:   VecMedian(tao->XL,tao->solution,tao->XU,tao->solution);
     52:   TaoLineSearchSetObjectiveAndGradientRoutine(tao->linesearch,Tao_SSLS_FunctionGradient,tao);
     53:   TaoLineSearchSetObjectiveRoutine(tao->linesearch,Tao_SSLS_Function,tao);

     55:   /* Calculate the function value and fischer function value at the
     56:      current iterate */
     57:   TaoLineSearchComputeObjectiveAndGradient(tao->linesearch,tao->solution,&psi,ssls->dpsi);
     58:   VecNorm(ssls->dpsi,NORM_2,&ndpsi);

     60:   tao->reason = TAO_CONTINUE_ITERATING;
     61:   while (PETSC_TRUE) {
     62:     ierr=PetscInfo3(tao, "iter: %D, merit: %g, ndpsi: %g\n",tao->niter, (double)ssls->merit, (double)ndpsi);
     63:     /* Check the termination criteria */
     64:     TaoLogConvergenceHistory(tao,ssls->merit,ndpsi,0.0,tao->ksp_its);
     65:     TaoMonitor(tao,tao->niter,ssls->merit,ndpsi,0.0,t);
     66:     (*tao->ops->convergencetest)(tao,tao->cnvP);
     67:     if (tao->reason!=TAO_CONTINUE_ITERATING) break;

     69:     /* Call general purpose update function */
     70:     if (tao->ops->update) {
     71:       (*tao->ops->update)(tao, tao->niter, tao->user_update);
     72:     }
     73:     tao->niter++;

     75:     /* Calculate direction.  (Really negative of newton direction.  Therefore,
     76:        rest of the code uses -d.) */
     77:     KSPSetOperators(tao->ksp,tao->jacobian,tao->jacobian_pre);
     78:     KSPSolve(tao->ksp,ssls->ff,tao->stepdirection);
     79:     KSPGetIterationNumber(tao->ksp,&tao->ksp_its);
     80:     tao->ksp_tot_its+=tao->ksp_its;
     81:     VecNorm(tao->stepdirection,NORM_2,&normd);
     82:     VecDot(tao->stepdirection,ssls->dpsi,&innerd);

     84:     /* Make sure that we have a descent direction */
     85:     if (innerd <= delta*PetscPowReal(normd, rho)) {
     86:       PetscInfo(tao, "newton direction not descent\n");
     87:       VecCopy(ssls->dpsi,tao->stepdirection);
     88:       VecDot(tao->stepdirection,ssls->dpsi,&innerd);
     89:     }

     91:     VecScale(tao->stepdirection, -1.0);
     92:     innerd = -innerd;

     94:     TaoLineSearchSetInitialStepLength(tao->linesearch,1.0);
     95:     TaoLineSearchApply(tao->linesearch,tao->solution,&psi,ssls->dpsi,tao->stepdirection,&t,&ls_reason);
     96:     VecNorm(ssls->dpsi,NORM_2,&ndpsi);
     97:   }
     98:   return(0);
     99: }

    101: /* ---------------------------------------------------------- */
    102: /*MC
    103:    TAOSSILS - semi-smooth infeasible linesearch algorithm for solving
    104:        complementarity constraints

    106:    Options Database Keys:
    107: + -tao_ssls_delta - descent test fraction
    108: - -tao_ssls_rho - descent test power

    110:    Level: beginner
    111: M*/
    112: PETSC_EXTERN PetscErrorCode TaoCreate_SSILS(Tao tao)
    113: {
    114:   TAO_SSLS       *ssls;
    116:   const char     *armijo_type = TAOLINESEARCHARMIJO;

    119:   PetscNewLog(tao,&ssls);
    120:   tao->data = (void*)ssls;
    121:   tao->ops->solve=TaoSolve_SSILS;
    122:   tao->ops->setup=TaoSetUp_SSILS;
    123:   tao->ops->view=TaoView_SSLS;
    124:   tao->ops->setfromoptions=TaoSetFromOptions_SSLS;
    125:   tao->ops->destroy = TaoDestroy_SSILS;

    127:   ssls->delta = 1e-10;
    128:   ssls->rho = 2.1;

    130:   TaoLineSearchCreate(((PetscObject)tao)->comm,&tao->linesearch);
    131:   PetscObjectIncrementTabLevel((PetscObject)tao->linesearch, (PetscObject)tao, 1);
    132:   TaoLineSearchSetType(tao->linesearch,armijo_type);
    133:   TaoLineSearchSetOptionsPrefix(tao->linesearch,tao->hdr.prefix);
    134:   TaoLineSearchSetFromOptions(tao->linesearch);
    135:   /* Note: linesearch objective and objectivegradient routines are set in solve routine */
    136:   KSPCreate(((PetscObject)tao)->comm,&tao->ksp);
    137:   PetscObjectIncrementTabLevel((PetscObject)tao->ksp, (PetscObject)tao, 1);
    138:   KSPSetOptionsPrefix(tao->ksp,tao->hdr.prefix);

    140:   /* Override default settings (unless already changed) */
    141:   if (!tao->max_it_changed) tao->max_it = 2000;
    142:   if (!tao->max_funcs_changed) tao->max_funcs = 4000;
    143:   if (!tao->gttol_changed) tao->gttol = 0;
    144:   if (!tao->grtol_changed) tao->grtol = 0;
    145: #if defined(PETSC_USE_REAL_SINGLE)
    146:   if (!tao->gatol_changed) tao->gatol = 1.0e-6;
    147:   if (!tao->fmin_changed)  tao->fmin = 1.0e-4;
    148: #else
    149:   if (!tao->gatol_changed) tao->gatol = 1.0e-16;
    150:   if (!tao->fmin_changed)  tao->fmin = 1.0e-8;
    151: #endif
    152:   return(0);
    153: }