#include #include #undef __FUNCT__ #define __FUNCT__ "SNESLineSearchApply_CP" static PetscErrorCode SNESLineSearchApply_CP(SNESLineSearch linesearch) { PetscBool changed_y, changed_w; PetscErrorCode ierr; Vec X, Y, F, W; SNES snes; PetscReal xnorm, ynorm, gnorm, steptol, atol, rtol, ltol, maxstep; PetscReal lambda, lambda_old, lambda_update, delLambda; PetscScalar fty, fty_init, fty_old, fty_mid1, fty_mid2, s; PetscInt i, max_its; PetscViewer monitor; PetscFunctionBegin; ierr = SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, NULL);CHKERRQ(ierr); ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr); ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr); ierr = SNESLineSearchGetLambda(linesearch, &lambda);CHKERRQ(ierr); ierr = SNESLineSearchGetTolerances(linesearch, &steptol, &maxstep, &rtol, &atol, <ol, &max_its);CHKERRQ(ierr); ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_SUCCEEDED);CHKERRQ(ierr); ierr = SNESLineSearchGetMonitor(linesearch, &monitor);CHKERRQ(ierr); /* precheck */ ierr = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr); lambda_old = 0.0; ierr = VecDot(F,Y,&fty_old);CHKERRQ(ierr); fty_init = fty_old; for (i = 0; i < max_its; i++) { /* compute the norm at lambda */ ierr = VecCopy(X, W);CHKERRQ(ierr); ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr); if (linesearch->ops->viproject) { ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr); } ierr = (*linesearch->ops->snesfunc)(snes,W,F);CHKERRQ(ierr); ierr = VecDot(F,Y,&fty);CHKERRQ(ierr); delLambda = lambda - lambda_old; /* check for convergence */ if (PetscAbsReal(delLambda) < steptol*lambda) break; if (PetscAbsScalar(fty) / PetscAbsScalar(fty_init) < rtol) break; if (PetscAbsScalar(fty) < atol && i > 0) break; if (monitor) { ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(monitor," Line search: lambdas = [%g, %g], ftys = [%g, %g]\n",(double)lambda, (double)lambda_old, (double)PetscRealPart(fty), (double)PetscRealPart(fty_old));CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); } /* compute the search direction */ if (linesearch->order == SNES_LINESEARCH_ORDER_LINEAR) { s = (fty - fty_old) / delLambda; } else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) { ierr = VecCopy(X, W);CHKERRQ(ierr); ierr = VecAXPY(W, -0.5*(lambda + lambda_old), Y);CHKERRQ(ierr); if (linesearch->ops->viproject) { ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr); } ierr = (*linesearch->ops->snesfunc)(snes,W,F);CHKERRQ(ierr); ierr = VecDot(F, Y, &fty_mid1);CHKERRQ(ierr); s = (3.*fty - 4.*fty_mid1 + fty_old) / delLambda; } else { ierr = VecCopy(X, W);CHKERRQ(ierr); ierr = VecAXPY(W, -0.5*(lambda + lambda_old), Y);CHKERRQ(ierr); if (linesearch->ops->viproject) { ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr); } ierr = (*linesearch->ops->snesfunc)(snes,W,F);CHKERRQ(ierr); ierr = VecDot(F, Y, &fty_mid1);CHKERRQ(ierr); ierr = VecCopy(X, W);CHKERRQ(ierr); ierr = VecAXPY(W, -(lambda + 0.5*(lambda - lambda_old)), Y);CHKERRQ(ierr); if (linesearch->ops->viproject) { ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr); } ierr = (*linesearch->ops->snesfunc)(snes, W, F);CHKERRQ(ierr); ierr = VecDot(F, Y, &fty_mid2);CHKERRQ(ierr); s = (2.*fty_mid2 + 3.*fty - 6.*fty_mid1 + fty_old) / (3.*delLambda); } /* if the solve is going in the wrong direction, fix it */ if (PetscRealPart(s) > 0.) s = -s; lambda_update = lambda - PetscRealPart(fty / s); /* switch directions if we stepped out of bounds */ if (lambda_update < steptol) lambda_update = lambda + PetscRealPart(fty / s); if (PetscIsInfOrNanReal(lambda_update)) break; if (lambda_update > maxstep) break; /* compute the new state of the line search */ lambda_old = lambda; lambda = lambda_update; fty_old = fty; } /* construct the solution */ ierr = VecCopy(X, W);CHKERRQ(ierr); ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr); if (linesearch->ops->viproject) { ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr); } /* postcheck */ ierr = SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr); if (changed_y) { ierr = VecAXPY(X, -lambda, Y);CHKERRQ(ierr); if (linesearch->ops->viproject) { ierr = (*linesearch->ops->viproject)(snes, X);CHKERRQ(ierr); } } else { ierr = VecCopy(W, X);CHKERRQ(ierr); } ierr = (*linesearch->ops->snesfunc)(snes,X,F);CHKERRQ(ierr); ierr = SNESLineSearchComputeNorms(linesearch);CHKERRQ(ierr); ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr); ierr = SNESLineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr); if (monitor) { ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(monitor," Line search terminated: lambda = %g, fnorms = %g\n", (double)lambda, (double)gnorm);CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); } if (lambda <= steptol) { ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_REDUCT);CHKERRQ(ierr); } PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "SNESLineSearchCreate_CP" /*MC SNESLINESEARCHCP - Critical point line search. This line search assumes that there exists some artificial G(x) for which the SNESFunction F(x) = grad G(x). Therefore, this line search seeks to find roots of dot(F, Y) via a secant method. Options Database Keys: + -snes_linesearch_minlambda - the minimum acceptable lambda . -snes_linesearch_maxstep - the algorithm insures that a step length is never longer than this value . -snes_linesearch_damping - initial trial step length is scaled by this factor, default is 1.0 - -snes_linesearch_max_it - the maximum number of secant steps performed. 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. Level: advanced .keywords: SNES, SNESLineSearch, damping .seealso: SNESLineSearchCreate(), SNESLineSearchSetType() 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_its = 1; PetscFunctionReturn(0); }