SNESLINESEARCHL2

Secant search in the L2 norm of the function or the objective function, if it is provided with SNESSetObjective(). Attempts to solve \( \min_{\lambda} f(x + \lambda y) \) using the secant method with the initial bracketing of \( \lambda \) between [0,damping]. Differences of \(f()\) are used to approximate the first and second derivative of \(f()\) with respect to \(\lambda\), \(f'()\) and \(f''()\). The secant method is run for maxit iterations.

When an objective function is provided \(f(w)\) is the objective function otherwise \(f(w) = ||F(w)||^2\). \(x\) is the current step and \(y\) is the search direction.

This has no checks on whether the secant method is actually converging.

Options Database Keys

• -snes_linesearch_max_it - maximum number of iterations, default is 1

• -snes_linesearch_maxstep - the algorithm insures that a step length is never longer than this value

• -snes_linesearch_damping - initial step is scaled back by this factor, default is 1.0

• -snes_linesearch_minlambda - minimum allowable lambda

Developer Note

A better name for this method might be SNESLINESEARCHSECANT, L2 is not descriptive

See Also

SNES: Nonlinear Solvers, SNESLINESEARCHBT, SNESLINESEARCHCP, SNESLineSearch, SNESLineSearchType, SNESLineSearchCreate(), SNESLineSearchSetType()

Level

advanced

Location

src/snes/linesearch/impls/l2/linesearchl2.c

---

Index of all SNES routines
Table of Contents for all manual pages
Index of all manual pages