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

  3: PetscErrorCode TaoSetUp_SSILS(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->ff);
 12:   VecDuplicate(tao->solution,&ssls->dpsi);
 13:   VecDuplicate(tao->solution,&ssls->da);
 14:   VecDuplicate(tao->solution,&ssls->db);
 15:   VecDuplicate(tao->solution,&ssls->t1);
 16:   VecDuplicate(tao->solution,&ssls->t2);
 17:   return(0);
 18: }

 20: PetscErrorCode TaoDestroy_SSILS(Tao tao)
 21: {
 22:   TAO_SSLS       *ssls = (TAO_SSLS *)tao->data;

 26:   VecDestroy(&ssls->ff);
 27:   VecDestroy(&ssls->dpsi);
 28:   VecDestroy(&ssls->da);
 29:   VecDestroy(&ssls->db);
 30:   VecDestroy(&ssls->t1);
 31:   VecDestroy(&ssls->t2);
 32:   PetscFree(tao->data);
 33:   return(0);
 34: }

 36: static PetscErrorCode TaoSolve_SSILS(Tao tao)
 37: {
 38:   TAO_SSLS                     *ssls = (TAO_SSLS *)tao->data;
 39:   PetscReal                    psi, ndpsi, normd, innerd, t=0;
 40:   PetscReal                    delta, rho;
 41:   TaoLineSearchConvergedReason ls_reason;
 42:   PetscErrorCode               ierr;

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

 50:   TaoComputeVariableBounds(tao);
 51:   VecMedian(tao->XL,tao->solution,tao->XU,tao->solution);
 52:   TaoLineSearchSetObjectiveAndGradientRoutine(tao->linesearch,Tao_SSLS_FunctionGradient,tao);
 53:   TaoLineSearchSetObjectiveRoutine(tao->linesearch,Tao_SSLS_Function,tao);

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

 60:   tao->reason = TAO_CONTINUE_ITERATING;
 61:   while (PETSC_TRUE) {
 62:     ierr=PetscInfo3(tao, "iter: %D, merit: %g, ndpsi: %g\n",tao->niter, (double)ssls->merit, (double)ndpsi);
 63:     /* Check the termination criteria */
 64:     TaoLogConvergenceHistory(tao,ssls->merit,ndpsi,0.0,tao->ksp_its);
 65:     TaoMonitor(tao,tao->niter,ssls->merit,ndpsi,0.0,t);
 66:     (*tao->ops->convergencetest)(tao,tao->cnvP);
 67:     if (tao->reason!=TAO_CONTINUE_ITERATING) break;
 68:     tao->niter++;

 70:     /* Calculate direction.  (Really negative of newton direction.  Therefore,
 71:        rest of the code uses -d.) */
 72:     KSPSetOperators(tao->ksp,tao->jacobian,tao->jacobian_pre);
 73:     KSPSolve(tao->ksp,ssls->ff,tao->stepdirection);
 74:     KSPGetIterationNumber(tao->ksp,&tao->ksp_its);
 75:     tao->ksp_tot_its+=tao->ksp_its;
 76:     VecNorm(tao->stepdirection,NORM_2,&normd);
 77:     VecDot(tao->stepdirection,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(tao->stepdirection,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: }

 96: /* ---------------------------------------------------------- */
 97: /*MC
 98:    TAOSSILS - semi-smooth infeasible linesearch algorithm for solving
 99:        complementarity constraints

101:    Options Database Keys:
102: + -tao_ssls_delta - descent test fraction
103: - -tao_ssls_rho - descent test power

105:    Level: beginner
106: M*/
107: PETSC_EXTERN PetscErrorCode TaoCreate_SSILS(Tao tao)
108: {
109:   TAO_SSLS       *ssls;
111:   const char     *armijo_type = TAOLINESEARCHARMIJO;

114:   PetscNewLog(tao,&ssls);
115:   tao->data = (void*)ssls;
116:   tao->ops->solve=TaoSolve_SSILS;
117:   tao->ops->setup=TaoSetUp_SSILS;
118:   tao->ops->view=TaoView_SSLS;
119:   tao->ops->setfromoptions=TaoSetFromOptions_SSLS;
120:   tao->ops->destroy = TaoDestroy_SSILS;

122:   ssls->delta = 1e-10;
123:   ssls->rho = 2.1;

125:   TaoLineSearchCreate(((PetscObject)tao)->comm,&tao->linesearch);
126:   PetscObjectIncrementTabLevel((PetscObject)tao->linesearch, (PetscObject)tao, 1);
127:   TaoLineSearchSetType(tao->linesearch,armijo_type);
128:   TaoLineSearchSetOptionsPrefix(tao->linesearch,tao->hdr.prefix);
129:   TaoLineSearchSetFromOptions(tao->linesearch);
130:   /* Note: linesearch objective and objectivegradient routines are set in solve routine */
131:   KSPCreate(((PetscObject)tao)->comm,&tao->ksp);
132:   PetscObjectIncrementTabLevel((PetscObject)tao->ksp, (PetscObject)tao, 1);
133:   KSPSetOptionsPrefix(tao->ksp,tao->hdr.prefix);

135:   /* Override default settings (unless already changed) */
136:   if (!tao->max_it_changed) tao->max_it = 2000;
137:   if (!tao->max_funcs_changed) tao->max_funcs = 4000;
138:   if (!tao->gttol_changed) tao->gttol = 0;
139:   if (!tao->grtol_changed) tao->grtol = 0;
140: #if defined(PETSC_USE_REAL_SINGLE)
141:   if (!tao->gatol_changed) tao->gatol = 1.0e-6;
142:   if (!tao->fmin_changed)  tao->fmin = 1.0e-4;
143: #else
144:   if (!tao->gatol_changed) tao->gatol = 1.0e-16;
145:   if (!tao->fmin_changed)  tao->fmin = 1.0e-8;
146: #endif
147:   return(0);
148: }