Actual source code: linesearchcp.c
petsc-3.7.1 2016-05-15
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      1: #include <petsc/private/linesearchimpl.h>
      2: #include <petscsnes.h>

      6: static PetscErrorCode SNESLineSearchApply_CP(SNESLineSearch linesearch)
      7: {
      8:   PetscBool      changed_y, changed_w;
     10:   Vec            X, Y, F, W;
     11:   SNES           snes;
     12:   PetscReal      xnorm, ynorm, gnorm, steptol, atol, rtol, ltol, maxstep;

     14:   PetscReal   lambda, lambda_old, lambda_update, delLambda;
     15:   PetscScalar fty, fty_init, fty_old, fty_mid1, fty_mid2, s;
     16:   PetscInt    i, max_its;

     18:   PetscViewer monitor;

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

     29:   /* precheck */
     30:   SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);
     31:   lambda_old = 0.0;

     33:   VecDot(F,Y,&fty_old);
     34:   fty_init = fty_old;

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

     46:     delLambda = lambda - lambda_old;

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

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

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

     94:     if (PetscIsInfOrNanReal(lambda_update)) break;
     95:     if (lambda_update > maxstep) break;

     97:     /* compute the new state of the line search */
     98:     lambda_old = lambda;
     99:     lambda     = lambda_update;
    100:     fty_old    = fty;
    101:   }
    102:   /* construct the solution */
    103:   VecCopy(X, W);
    104:   VecAXPY(W, -lambda, Y);
    105:   if (linesearch->ops->viproject) {
    106:     (*linesearch->ops->viproject)(snes, W);
    107:   }
    108:   /* postcheck */
    109:   SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);
    110:   if (changed_y) {
    111:     VecAXPY(X, -lambda, Y);
    112:     if (linesearch->ops->viproject) {
    113:       (*linesearch->ops->viproject)(snes, X);
    114:     }
    115:   } else {
    116:     VecCopy(W, X);
    117:   }
    118:   (*linesearch->ops->snesfunc)(snes,X,F);

    120:   SNESLineSearchComputeNorms(linesearch);
    121:   SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);

    123:   SNESLineSearchSetLambda(linesearch, lambda);

    125:   if (monitor) {
    126:     PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);
    127:     PetscViewerASCIIPrintf(monitor,"    Line search terminated: lambda = %g, fnorms = %g\n", (double)lambda, (double)gnorm);
    128:     PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);
    129:   }
    130:   if (lambda <= steptol) {
    131:     SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_REDUCT);
    132:   }
    133:   return(0);
    134: }

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

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

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

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

    154:    Level: advanced

    156: .keywords: SNES, SNESLineSearch, damping

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

    171:   linesearch->max_its = 1;
    172:   return(0);
    173: }