#include #include static PetscErrorCode SNESLineSearchApply_CP(SNESLineSearch linesearch) { PetscBool changed_y, changed_w; 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; 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, &steptol, &maxstep, &rtol, &atol, <ol, &max_its)); PetscCall(SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_SUCCEEDED)); PetscCall(SNESLineSearchGetDefaultMonitor(linesearch, &monitor)); /* precheck */ PetscCall(SNESLineSearchPreCheck(linesearch, X, Y, &changed_y)); lambda_old = 0.0; 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_its; 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)); PetscCall(VecDot(F, Y, &fty)); 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 * ynorm && i > 0) break; 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)); } /* compute the search direction */ if (linesearch->order == SNES_LINESEARCH_ORDER_LINEAR) { s = (fty - fty_old) / delLambda; } else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) { 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)); PetscCall(VecDot(F, Y, &fty_mid1)); s = (3. * fty - 4. * fty_mid1 + fty_old) / delLambda; } else { 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)); PetscCall(VecDot(F, Y, &fty_mid1)); 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)); PetscCall(VecDot(F, Y, &fty_mid2)); 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; if (s == 0.0) break; 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 */ 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)); } if (lambda <= steptol) PetscCall(SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_REDUCT)); PetscFunctionReturn(PETSC_SUCCESS); } /*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 $ F^T 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 on entry to the line search, default is 1.0 - -snes_linesearch_max_it - the maximum number of secant steps performed. 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()` 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(PETSC_SUCCESS); }