#include <../src/tao/complementarity/impls/ssls/ssls.h> PetscErrorCode TaoSetUp_SSFLS(Tao tao) { TAO_SSLS *ssls = (TAO_SSLS *)tao->data; PetscFunctionBegin; PetscCall(VecDuplicate(tao->solution,&tao->gradient)); PetscCall(VecDuplicate(tao->solution,&tao->stepdirection)); PetscCall(VecDuplicate(tao->solution,&ssls->w)); PetscCall(VecDuplicate(tao->solution,&ssls->ff)); PetscCall(VecDuplicate(tao->solution,&ssls->dpsi)); PetscCall(VecDuplicate(tao->solution,&ssls->da)); PetscCall(VecDuplicate(tao->solution,&ssls->db)); PetscCall(VecDuplicate(tao->solution,&ssls->t1)); PetscCall(VecDuplicate(tao->solution,&ssls->t2)); PetscCall(TaoLineSearchSetVariableBounds(tao->linesearch,tao->XL,tao->XU)); PetscFunctionReturn(0); } static PetscErrorCode TaoSolve_SSFLS(Tao tao) { TAO_SSLS *ssls = (TAO_SSLS *)tao->data; PetscReal psi, ndpsi, normd, innerd, t=0; PetscReal delta, rho; TaoLineSearchConvergedReason ls_reason; PetscFunctionBegin; /* Assume that Setup has been called! Set the structure for the Jacobian and create a linear solver. */ delta = ssls->delta; rho = ssls->rho; PetscCall(TaoComputeVariableBounds(tao)); /* Project solution inside bounds */ PetscCall(VecMedian(tao->XL,tao->solution,tao->XU,tao->solution)); PetscCall(TaoLineSearchSetObjectiveAndGradientRoutine(tao->linesearch,Tao_SSLS_FunctionGradient,tao)); PetscCall(TaoLineSearchSetObjectiveRoutine(tao->linesearch,Tao_SSLS_Function,tao)); /* Calculate the function value and fischer function value at the current iterate */ PetscCall(TaoLineSearchComputeObjectiveAndGradient(tao->linesearch,tao->solution,&psi,ssls->dpsi)); PetscCall(VecNorm(ssls->dpsi,NORM_2,&ndpsi)); tao->reason = TAO_CONTINUE_ITERATING; while (PETSC_TRUE) { PetscCall(PetscInfo(tao, "iter: %" PetscInt_FMT ", merit: %g, ndpsi: %g\n",tao->niter, (double)ssls->merit, (double)ndpsi)); /* Check the termination criteria */ PetscCall(TaoLogConvergenceHistory(tao,ssls->merit,ndpsi,0.0,tao->ksp_its)); PetscCall(TaoMonitor(tao,tao->niter,ssls->merit,ndpsi,0.0,t)); PetscCall((*tao->ops->convergencetest)(tao,tao->cnvP)); if (tao->reason!=TAO_CONTINUE_ITERATING) break; /* Call general purpose update function */ if (tao->ops->update) { PetscCall((*tao->ops->update)(tao, tao->niter, tao->user_update)); } tao->niter++; /* Calculate direction. (Really negative of newton direction. Therefore, rest of the code uses -d.) */ PetscCall(KSPSetOperators(tao->ksp,tao->jacobian,tao->jacobian_pre)); PetscCall(KSPSolve(tao->ksp,ssls->ff,tao->stepdirection)); PetscCall(KSPGetIterationNumber(tao->ksp,&tao->ksp_its)); tao->ksp_tot_its+=tao->ksp_its; PetscCall(VecCopy(tao->stepdirection,ssls->w)); PetscCall(VecScale(ssls->w,-1.0)); PetscCall(VecBoundGradientProjection(ssls->w,tao->solution,tao->XL,tao->XU,ssls->w)); PetscCall(VecNorm(ssls->w,NORM_2,&normd)); PetscCall(VecDot(ssls->w,ssls->dpsi,&innerd)); /* Make sure that we have a descent direction */ if (innerd >= -delta*PetscPowReal(normd, rho)) { PetscCall(PetscInfo(tao, "newton direction not descent\n")); PetscCall(VecCopy(ssls->dpsi,tao->stepdirection)); PetscCall(VecDot(ssls->w,ssls->dpsi,&innerd)); } PetscCall(VecScale(tao->stepdirection, -1.0)); innerd = -innerd; PetscCall(TaoLineSearchSetInitialStepLength(tao->linesearch,1.0)); PetscCall(TaoLineSearchApply(tao->linesearch,tao->solution,&psi,ssls->dpsi,tao->stepdirection,&t,&ls_reason)); PetscCall(VecNorm(ssls->dpsi,NORM_2,&ndpsi)); } PetscFunctionReturn(0); } PetscErrorCode TaoDestroy_SSFLS(Tao tao) { TAO_SSLS *ssls = (TAO_SSLS *)tao->data; PetscFunctionBegin; PetscCall(VecDestroy(&ssls->ff)); PetscCall(VecDestroy(&ssls->w)); PetscCall(VecDestroy(&ssls->dpsi)); PetscCall(VecDestroy(&ssls->da)); PetscCall(VecDestroy(&ssls->db)); PetscCall(VecDestroy(&ssls->t1)); PetscCall(VecDestroy(&ssls->t2)); PetscCall(PetscFree(tao->data)); PetscFunctionReturn(0); } /* ---------------------------------------------------------- */ /*MC TAOSSFLS - Semi-smooth feasible linesearch algorithm for solving complementarity constraints Options Database Keys: + -tao_ssls_delta - descent test fraction - -tao_ssls_rho - descent test power Level: beginner M*/ PETSC_EXTERN PetscErrorCode TaoCreate_SSFLS(Tao tao) { TAO_SSLS *ssls; const char *armijo_type = TAOLINESEARCHARMIJO; PetscFunctionBegin; PetscCall(PetscNewLog(tao,&ssls)); tao->data = (void*)ssls; tao->ops->solve=TaoSolve_SSFLS; tao->ops->setup=TaoSetUp_SSFLS; tao->ops->view=TaoView_SSLS; tao->ops->setfromoptions = TaoSetFromOptions_SSLS; tao->ops->destroy = TaoDestroy_SSFLS; ssls->delta = 1e-10; ssls->rho = 2.1; PetscCall(TaoLineSearchCreate(((PetscObject)tao)->comm,&tao->linesearch)); PetscCall(PetscObjectIncrementTabLevel((PetscObject)tao->linesearch, (PetscObject)tao, 1)); PetscCall(TaoLineSearchSetType(tao->linesearch,armijo_type)); PetscCall(TaoLineSearchSetOptionsPrefix(tao->linesearch,tao->hdr.prefix)); PetscCall(TaoLineSearchSetFromOptions(tao->linesearch)); /* Linesearch objective and objectivegradient routines are set in solve routine */ PetscCall(KSPCreate(((PetscObject)tao)->comm,&tao->ksp)); PetscCall(PetscObjectIncrementTabLevel((PetscObject)tao->ksp, (PetscObject)tao, 1)); PetscCall(KSPSetOptionsPrefix(tao->ksp,tao->hdr.prefix)); /* Override default settings (unless already changed) */ if (!tao->max_it_changed) tao->max_it = 2000; if (!tao->max_funcs_changed) tao->max_funcs = 4000; if (!tao->gttol_changed) tao->gttol = 0; if (!tao->grtol_changed) tao->grtol = 0; #if defined(PETSC_USE_REAL_SINGLE) if (!tao->gatol_changed) tao->gatol = 1.0e-6; if (!tao->fmin_changed) tao->fmin = 1.0e-4; #else if (!tao->gatol_changed) tao->gatol = 1.0e-16; if (!tao->fmin_changed) tao->fmin = 1.0e-8; #endif PetscFunctionReturn(0); }