#include #include static PetscErrorCode SNESLineSearchApply_CP(SNESLineSearch linesearch) { PetscBool changed_y, changed_w; Vec X, Y, F, W; SNES snes; PetscReal xnorm, ynorm, gnorm, minlambda, maxlambda, rtol, atol, ltol; PetscReal lambda, lambda_old, lambda_update, delLambda; PetscScalar fty, fty_init, fty_old, fty_mid1, fty_mid2, s; PetscInt i, max_it; PetscViewer monitor; PetscFunctionBegin; PetscCall(SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, NULL)); PetscCall(SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm)); PetscCall(SNESLineSearchGetSNES(linesearch, &snes)); PetscCall(SNESLineSearchGetLambda(linesearch, &lambda)); PetscCall(SNESLineSearchGetTolerances(linesearch, &minlambda, &maxlambda, &rtol, &atol, <ol, &max_it)); PetscCall(SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_SUCCEEDED)); PetscCall(SNESLineSearchGetDefaultMonitor(linesearch, &monitor)); /* precheck */ PetscCall(SNESLineSearchPreCheck(linesearch, X, Y, &changed_y)); lambda_old = 0.0; /* evaluate initial point */ if (linesearch->ops->vidirderiv) { PetscCall((*linesearch->ops->vidirderiv)(snes, F, X, Y, &fty_old)); } else { PetscCall(VecDot(F, Y, &fty_old)); } if (PetscAbsScalar(fty_old) < atol * ynorm) { if (monitor) { PetscCall(PetscViewerASCIIAddTab(monitor, ((PetscObject)linesearch)->tablevel)); PetscCall(PetscViewerASCIIPrintf(monitor, " Line search terminated at initial point because dot(F,Y) = %g < atol*||y|| = %g\n", (double)PetscAbsScalar(fty_old), (double)(atol * ynorm))); PetscCall(PetscViewerASCIISubtractTab(monitor, ((PetscObject)linesearch)->tablevel)); } PetscCall(SNESSetConvergedReason(linesearch->snes, SNES_CONVERGED_FNORM_ABS)); PetscFunctionReturn(PETSC_SUCCESS); } fty_init = fty_old; for (i = 0; i < max_it; i++) { /* compute the norm at lambda */ PetscCall(VecWAXPY(W, -lambda, Y, X)); if (linesearch->ops->viproject) PetscCall((*linesearch->ops->viproject)(snes, W)); PetscCall((*linesearch->ops->snesfunc)(snes, W, F)); if (linesearch->ops->vidirderiv) { PetscCall((*linesearch->ops->vidirderiv)(snes, F, W, Y, &fty)); } else { PetscCall(VecDot(F, Y, &fty)); } /* compute change of lambda */ delLambda = lambda - lambda_old; /* check change of lambda tolerance */ if (PetscAbsReal(delLambda) < ltol) { if (monitor) { PetscCall(PetscViewerASCIIAddTab(monitor, ((PetscObject)linesearch)->tablevel)); PetscCall(PetscViewerASCIIPrintf(monitor, " Line search: abs(dlambda) = %g < ltol = %g\n", (double)PetscAbsReal(delLambda), (double)ltol)); PetscCall(PetscViewerASCIISubtractTab(monitor, ((PetscObject)linesearch)->tablevel)); } break; } /* check relative tolerance */ if (PetscAbsScalar(fty) / PetscAbsScalar(fty_init) < rtol) { if (monitor) { PetscCall(PetscViewerASCIIAddTab(monitor, ((PetscObject)linesearch)->tablevel)); PetscCall(PetscViewerASCIIPrintf(monitor, " Line search: abs(fty/fty_init) = %g <= rtol = %g\n", (double)(PetscAbsScalar(fty) / PetscAbsScalar(fty_init)), (double)rtol)); PetscCall(PetscViewerASCIISubtractTab(monitor, ((PetscObject)linesearch)->tablevel)); } break; } /* check absolute tolerance */ if (PetscAbsScalar(fty) < atol * ynorm && i > 0) { if (monitor) { PetscCall(PetscViewerASCIIAddTab(monitor, ((PetscObject)linesearch)->tablevel)); PetscCall(PetscViewerASCIIPrintf(monitor, " Line search: abs(fty)/||y|| = %g <= atol = %g\n", (double)(PetscAbsScalar(fty) / ynorm), (double)atol)); PetscCall(PetscViewerASCIISubtractTab(monitor, ((PetscObject)linesearch)->tablevel)); } break; } /* print iteration information */ if (monitor) { PetscCall(PetscViewerASCIIAddTab(monitor, ((PetscObject)linesearch)->tablevel)); PetscCall(PetscViewerASCIIPrintf(monitor, " Line search: lambdas = [%g, %g], ftys = [%g, %g]\n", (double)lambda, (double)lambda_old, (double)PetscRealPart(fty), (double)PetscRealPart(fty_old))); PetscCall(PetscViewerASCIISubtractTab(monitor, ((PetscObject)linesearch)->tablevel)); } /* approximate the second derivative */ if (linesearch->order == SNES_LINESEARCH_ORDER_LINEAR) { /* first order finite difference approximation */ s = (fty - fty_old) / delLambda; } else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) { /* evaluate function at midpoint 0.5 * (lambda + lambda_old) */ PetscCall(VecWAXPY(W, -0.5 * (lambda + lambda_old), Y, X)); if (linesearch->ops->viproject) PetscCall((*linesearch->ops->viproject)(snes, W)); PetscCall((*linesearch->ops->snesfunc)(snes, W, F)); if (linesearch->ops->vidirderiv) { PetscCall((*linesearch->ops->vidirderiv)(snes, F, W, Y, &fty_mid1)); } else { PetscCall(VecDot(F, Y, &fty_mid1)); } /* second order finite difference approximation */ s = (3. * fty - 4. * fty_mid1 + fty_old) / delLambda; } else { /* evaluate function at midpoint 0.5 * (lambda + lambda_old) */ PetscCall(VecWAXPY(W, -0.5 * (lambda + lambda_old), Y, X)); if (linesearch->ops->viproject) PetscCall((*linesearch->ops->viproject)(snes, W)); PetscCall((*linesearch->ops->snesfunc)(snes, W, F)); if (linesearch->ops->vidirderiv) { PetscCall((*linesearch->ops->vidirderiv)(snes, F, W, Y, &fty_mid1)); } else { PetscCall(VecDot(F, Y, &fty_mid1)); } /* evaluate function at lambda + 0.5 * (lambda - lambda_old) */ PetscCall(VecWAXPY(W, -(lambda + 0.5 * (lambda - lambda_old)), Y, X)); if (linesearch->ops->viproject) PetscCall((*linesearch->ops->viproject)(snes, W)); PetscCall((*linesearch->ops->snesfunc)(snes, W, F)); if (linesearch->ops->vidirderiv) { PetscCall((*linesearch->ops->vidirderiv)(snes, F, W, Y, &fty_mid2)); } else { PetscCall(VecDot(F, Y, &fty_mid2)); } /* third order finite difference approximation */ s = (2. * fty_mid2 + 3. * fty - 6. * fty_mid1 + fty_old) / (3. * delLambda); } /* compute secant update (modifying the search direction if necessary) */ if (PetscRealPart(s) > 0.) s = -s; if (s == 0.0) { if (monitor) { PetscCall(PetscViewerASCIIAddTab(monitor, ((PetscObject)linesearch)->tablevel)); PetscCall(PetscViewerASCIIPrintf(monitor, " Line search: del2Fnrm = 0\n")); PetscCall(PetscViewerASCIISubtractTab(monitor, ((PetscObject)linesearch)->tablevel)); } break; } lambda_update = lambda - PetscRealPart(fty / s); /* if step is too small, go the opposite direction */ if (lambda_update < minlambda) lambda_update = lambda + PetscRealPart(fty / s); /* if secant method would step out of bounds, exit with the respective bound */ if (lambda_update > maxlambda) { lambda = maxlambda; break; } /* if lambda is infinity or NaN, do not accept update but exit with previous lambda */ if (PetscIsInfOrNanReal(lambda_update)) { if (monitor) { PetscCall(PetscViewerASCIIAddTab(monitor, ((PetscObject)linesearch)->tablevel)); PetscCall(PetscViewerASCIIPrintf(monitor, " Line search: lambda_update is infinity or NaN\n")); PetscCall(PetscViewerASCIISubtractTab(monitor, ((PetscObject)linesearch)->tablevel)); } PetscCall(SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_NANORINF)); break; } /* compute the new state of the line search */ lambda_old = lambda; lambda = lambda_update; fty_old = fty; } /* construct the solution */ PetscCall(VecWAXPY(W, -lambda, Y, X)); if (linesearch->ops->viproject) PetscCall((*linesearch->ops->viproject)(snes, W)); /* postcheck */ PetscCall(SNESLineSearchSetLambda(linesearch, lambda)); PetscCall(SNESLineSearchPostCheck(linesearch, X, Y, W, &changed_y, &changed_w)); if (changed_y) { if (!changed_w) PetscCall(VecWAXPY(W, -lambda, Y, X)); if (linesearch->ops->viproject) PetscCall((*linesearch->ops->viproject)(snes, W)); } PetscCall(VecCopy(W, X)); PetscCall((*linesearch->ops->snesfunc)(snes, X, F)); PetscCall(SNESLineSearchComputeNorms(linesearch)); PetscCall(SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm)); if (monitor) { PetscCall(PetscViewerASCIIAddTab(monitor, ((PetscObject)linesearch)->tablevel)); PetscCall(PetscViewerASCIIPrintf(monitor, " Line search terminated: lambda = %g, fnorms = %g\n", (double)lambda, (double)gnorm)); PetscCall(PetscViewerASCIISubtractTab(monitor, ((PetscObject)linesearch)->tablevel)); } PetscFunctionReturn(PETSC_SUCCESS); } /*MC SNESLINESEARCHCP - Critical point line search. This line search assumes that there exists some artificial $G(x)$ for which the `SNESFunctionFn` $F(x) = grad G(x)$. Therefore, this line search seeks to find roots of the directional derivative via a secant method, that is $F(x_k - \lambda Y_k) \cdot Y_k / ||Y_k|| = 0$. Options Database Keys: + -snes_linesearch_minlambda <1e\-12> - the minimum acceptable `lambda` (scaling of solution update) . -snes_linesearch_maxlambda <1.0> - the algorithm ensures that `lambda` is never larger than this value . -snes_linesearch_damping <1.0> - initial `lambda` on entry to the line search . -snes_linesearch_order <1> - order of the approximation in the secant method, must be 1, 2, or 3 . -snes_linesearch_max_it <1> - the maximum number of secant iterations performed . -snes_linesearch_rtol <1e\-8> - relative tolerance for the directional derivative . -snes_linesearch_atol <1e\-15> - absolute tolerance for the directional derivative - -snes_linesearch_ltol <1e\-8> - minimum absolute change in `lambda` allowed Level: advanced Notes: This method does NOT use the objective function if it is provided with `SNESSetObjective()`. This method is the preferred line search for `SNESQN` and `SNESNCG`. .seealso: [](ch_snes), `SNESLineSearch`, `SNESLineSearchType`, `SNESLineSearchCreate()`, `SNESLineSearchSetType()`, `SNESLINESEARCHBISECTION` M*/ PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_CP(SNESLineSearch linesearch) { PetscFunctionBegin; linesearch->ops->apply = SNESLineSearchApply_CP; linesearch->ops->destroy = NULL; linesearch->ops->setfromoptions = NULL; linesearch->ops->reset = NULL; linesearch->ops->view = NULL; linesearch->ops->setup = NULL; linesearch->order = SNES_LINESEARCH_ORDER_LINEAR; linesearch->max_it = 1; PetscFunctionReturn(PETSC_SUCCESS); }