Actual source code: ssfls.c
petsc-3.7.1 2016-05-15
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      1: #include <../src/tao/complementarity/impls/ssls/ssls.h>

      5: PetscErrorCode TaoSetUp_SSFLS(Tao tao)
      6: {
      7:   TAO_SSLS       *ssls = (TAO_SSLS *)tao->data;

     11:   VecDuplicate(tao->solution,&tao->gradient);
     12:   VecDuplicate(tao->solution,&tao->stepdirection);
     13:   VecDuplicate(tao->solution,&ssls->w);
     14:   VecDuplicate(tao->solution,&ssls->ff);
     15:   VecDuplicate(tao->solution,&ssls->dpsi);
     16:   VecDuplicate(tao->solution,&ssls->da);
     17:   VecDuplicate(tao->solution,&ssls->db);
     18:   VecDuplicate(tao->solution,&ssls->t1);
     19:   VecDuplicate(tao->solution,&ssls->t2);
     20:   if (!tao->XL) {
     21:     VecDuplicate(tao->solution,&tao->XL);
     22:   }
     23:   if (!tao->XU) {
     24:     VecDuplicate(tao->solution,&tao->XU);
     25:   }
     26:   TaoLineSearchSetVariableBounds(tao->linesearch,tao->XL,tao->XU);
     27:   return(0);
     28: }

     32: static PetscErrorCode TaoSolve_SSFLS(Tao tao)
     33: {
     34:   TAO_SSLS                     *ssls = (TAO_SSLS *)tao->data;
     35:   PetscReal                    psi, ndpsi, normd, innerd, t=0;
     36:   PetscReal                    delta, rho;
     37:   TaoConvergedReason           reason;
     38:   TaoLineSearchConvergedReason ls_reason;
     39:   PetscErrorCode               ierr;

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

     47:   TaoComputeVariableBounds(tao);
     48:   /* Project solution inside bounds */
     49:   VecMedian(tao->XL,tao->solution,tao->XU,tao->solution);
     50:   TaoLineSearchSetObjectiveAndGradientRoutine(tao->linesearch,Tao_SSLS_FunctionGradient,tao);
     51:   TaoLineSearchSetObjectiveRoutine(tao->linesearch,Tao_SSLS_Function,tao);

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

     58:   while (PETSC_TRUE) {
     59:     ierr=PetscInfo3(tao, "iter: %D, merit: %g, ndpsi: %g\n",tao->niter, (double)ssls->merit, (double)ndpsi);
     60:     /* Check the termination criteria */
     61:     TaoMonitor(tao,tao->niter,ssls->merit,ndpsi,0.0,t,&reason);
     62:     if (reason!=TAO_CONTINUE_ITERATING) break;
     63:     tao->niter++;

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

     72:     VecCopy(tao->stepdirection,ssls->w);
     73:     VecScale(ssls->w,-1.0);
     74:     VecBoundGradientProjection(ssls->w,tao->solution,tao->XL,tao->XU,ssls->w);

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

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

     86:     VecScale(tao->stepdirection, -1.0);
     87:     innerd = -innerd;

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

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

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

    115: /* ---------------------------------------------------------- */
    116: /*MC
    117:    TAOSSFLS - Semi-smooth feasible linesearch algorithm for solving
    118:        complementarity constraints

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

    124:    Level: beginner
    125: M*/

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

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

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

    147:   TaoLineSearchCreate(((PetscObject)tao)->comm,&tao->linesearch);
    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:   KSPSetOptionsPrefix(tao->ksp,tao->hdr.prefix);

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