Actual source code: ssfls.c

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

      3: PetscErrorCode TaoSetUp_SSFLS(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->w);
     12:   VecDuplicate(tao->solution,&ssls->ff);
     13:   VecDuplicate(tao->solution,&ssls->dpsi);
     14:   VecDuplicate(tao->solution,&ssls->da);
     15:   VecDuplicate(tao->solution,&ssls->db);
     16:   VecDuplicate(tao->solution,&ssls->t1);
     17:   VecDuplicate(tao->solution,&ssls->t2);
     18:   if (!tao->XL) {
     19:     VecDuplicate(tao->solution,&tao->XL);
     20:   }
     21:   if (!tao->XU) {
     22:     VecDuplicate(tao->solution,&tao->XU);
     23:   }
     24:   TaoLineSearchSetVariableBounds(tao->linesearch,tao->XL,tao->XU);
     25:   return(0);
     26: }

     28: static PetscErrorCode TaoSolve_SSFLS(Tao tao)
     29: {
     30:   TAO_SSLS                     *ssls = (TAO_SSLS *)tao->data;
     31:   PetscReal                    psi, ndpsi, normd, innerd, t=0;
     32:   PetscReal                    delta, rho;
     33:   TaoLineSearchConvergedReason ls_reason;
     34:   PetscErrorCode               ierr;

     37:   /* Assume that Setup has been called!
     38:      Set the structure for the Jacobian and create a linear solver. */
     39:   delta = ssls->delta;
     40:   rho = ssls->rho;

     42:   TaoComputeVariableBounds(tao);
     43:   /* Project solution inside bounds */
     44:   VecMedian(tao->XL,tao->solution,tao->XU,tao->solution);
     45:   TaoLineSearchSetObjectiveAndGradientRoutine(tao->linesearch,Tao_SSLS_FunctionGradient,tao);
     46:   TaoLineSearchSetObjectiveRoutine(tao->linesearch,Tao_SSLS_Function,tao);

     48:   /* Calculate the function value and fischer function value at the
     49:      current iterate */
     50:   TaoLineSearchComputeObjectiveAndGradient(tao->linesearch,tao->solution,&psi,ssls->dpsi);
     51:   VecNorm(ssls->dpsi,NORM_2,&ndpsi);

     53:   tao->reason = TAO_CONTINUE_ITERATING;
     54:   while (PETSC_TRUE) {
     55:     ierr=PetscInfo3(tao, "iter: %D, merit: %g, ndpsi: %g\n",tao->niter, (double)ssls->merit, (double)ndpsi);
     56:     /* Check the termination criteria */
     57:     TaoLogConvergenceHistory(tao,ssls->merit,ndpsi,0.0,tao->ksp_its);
     58:     TaoMonitor(tao,tao->niter,ssls->merit,ndpsi,0.0,t);
     59:     (*tao->ops->convergencetest)(tao,tao->cnvP);
     60:     if (tao->reason!=TAO_CONTINUE_ITERATING) break;

     62:     /* Call general purpose update function */
     63:     if (tao->ops->update) {
     64:       (*tao->ops->update)(tao, tao->niter, tao->user_update);
     65:     }
     66:     tao->niter++;

     68:     /* Calculate direction.  (Really negative of newton direction.  Therefore,
     69:        rest of the code uses -d.) */
     70:     KSPSetOperators(tao->ksp,tao->jacobian,tao->jacobian_pre);
     71:     KSPSolve(tao->ksp,ssls->ff,tao->stepdirection);
     72:     KSPGetIterationNumber(tao->ksp,&tao->ksp_its);
     73:     tao->ksp_tot_its+=tao->ksp_its;

     75:     VecCopy(tao->stepdirection,ssls->w);
     76:     VecScale(ssls->w,-1.0);
     77:     VecBoundGradientProjection(ssls->w,tao->solution,tao->XL,tao->XU,ssls->w);

     79:     VecNorm(ssls->w,NORM_2,&normd);
     80:     VecDot(ssls->w,ssls->dpsi,&innerd);

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

     89:     VecScale(tao->stepdirection, -1.0);
     90:     innerd = -innerd;

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

     99: PetscErrorCode TaoDestroy_SSFLS(Tao tao)
    100: {
    101:   TAO_SSLS       *ssls = (TAO_SSLS *)tao->data;

    105:   VecDestroy(&ssls->ff);
    106:   VecDestroy(&ssls->w);
    107:   VecDestroy(&ssls->dpsi);
    108:   VecDestroy(&ssls->da);
    109:   VecDestroy(&ssls->db);
    110:   VecDestroy(&ssls->t1);
    111:   VecDestroy(&ssls->t2);
    112:   PetscFree(tao->data);
    113:   return(0);
    114: }

    116: /* ---------------------------------------------------------- */
    117: /*MC
    118:    TAOSSFLS - Semi-smooth feasible linesearch algorithm for solving
    119:        complementarity constraints

    121:    Options Database Keys:
    122: + -tao_ssls_delta - descent test fraction
    123: - -tao_ssls_rho - descent test power

    125:    Level: beginner
    126: M*/

    128: PETSC_EXTERN PetscErrorCode TaoCreate_SSFLS(Tao tao)
    129: {
    130:   TAO_SSLS       *ssls;
    132:   const char     *armijo_type = TAOLINESEARCHARMIJO;

    135:   PetscNewLog(tao,&ssls);
    136:   tao->data = (void*)ssls;
    137:   tao->ops->solve=TaoSolve_SSFLS;
    138:   tao->ops->setup=TaoSetUp_SSFLS;
    139:   tao->ops->view=TaoView_SSLS;
    140:   tao->ops->setfromoptions = TaoSetFromOptions_SSLS;
    141:   tao->ops->destroy = TaoDestroy_SSFLS;

    143:   ssls->delta = 1e-10;
    144:   ssls->rho = 2.1;

    146:   TaoLineSearchCreate(((PetscObject)tao)->comm,&tao->linesearch);
    147:   PetscObjectIncrementTabLevel((PetscObject)tao->linesearch, (PetscObject)tao, 1);
    148:   TaoLineSearchSetType(tao->linesearch,armijo_type);
    149:   TaoLineSearchSetOptionsPrefix(tao->linesearch,tao->hdr.prefix);
    150:   TaoLineSearchSetFromOptions(tao->linesearch);
    151:   /* Linesearch objective and objectivegradient routines are  set in solve routine */
    152:   KSPCreate(((PetscObject)tao)->comm,&tao->ksp);
    153:   PetscObjectIncrementTabLevel((PetscObject)tao->ksp, (PetscObject)tao, 1);
    154:   KSPSetOptionsPrefix(tao->ksp,tao->hdr.prefix);

    156:   /* Override default settings (unless already changed) */
    157:   if (!tao->max_it_changed) tao->max_it = 2000;
    158:   if (!tao->max_funcs_changed) tao->max_funcs = 4000;
    159:   if (!tao->gttol_changed) tao->gttol = 0;
    160:   if (!tao->grtol_changed) tao->grtol = 0;
    161: #if defined(PETSC_USE_REAL_SINGLE)
    162:   if (!tao->gatol_changed) tao->gatol = 1.0e-6;
    163:   if (!tao->fmin_changed)  tao->fmin = 1.0e-4;
    164: #else
    165:   if (!tao->gatol_changed) tao->gatol = 1.0e-16;
    166:   if (!tao->fmin_changed)  tao->fmin = 1.0e-8;
    167: #endif
    168:   return(0);
    169: }