Actual source code: linesearchcp.c
petsc-3.14.6 2021-03-30
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, <ol, &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: }