#include <../src/tao/complementarity/impls/ssls/ssls.h> #undef __FUNCT__ #define __FUNCT__ "TaoSetUp_SSFLS" PetscErrorCode TaoSetUp_SSFLS(Tao tao) { TAO_SSLS *ssls = (TAO_SSLS *)tao->data; PetscErrorCode ierr; PetscFunctionBegin; ierr = VecDuplicate(tao->solution,&tao->gradient);CHKERRQ(ierr); ierr = VecDuplicate(tao->solution,&tao->stepdirection);CHKERRQ(ierr); ierr = VecDuplicate(tao->solution,&ssls->w);CHKERRQ(ierr); ierr = VecDuplicate(tao->solution,&ssls->ff);CHKERRQ(ierr); ierr = VecDuplicate(tao->solution,&ssls->dpsi);CHKERRQ(ierr); ierr = VecDuplicate(tao->solution,&ssls->da);CHKERRQ(ierr); ierr = VecDuplicate(tao->solution,&ssls->db);CHKERRQ(ierr); ierr = VecDuplicate(tao->solution,&ssls->t1);CHKERRQ(ierr); ierr = VecDuplicate(tao->solution,&ssls->t2);CHKERRQ(ierr); if (!tao->XL) { ierr = VecDuplicate(tao->solution,&tao->XL);CHKERRQ(ierr); } if (!tao->XU) { ierr = VecDuplicate(tao->solution,&tao->XU);CHKERRQ(ierr); } ierr = TaoLineSearchSetVariableBounds(tao->linesearch,tao->XL,tao->XU);CHKERRQ(ierr); PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "TaoSolve_SSFLS" static PetscErrorCode TaoSolve_SSFLS(Tao tao) { TAO_SSLS *ssls = (TAO_SSLS *)tao->data; PetscReal psi, ndpsi, normd, innerd, t=0; PetscReal delta, rho; TaoConvergedReason reason; TaoLineSearchConvergedReason ls_reason; PetscErrorCode ierr; PetscFunctionBegin; /* Assume that Setup has been called! Set the structure for the Jacobian and create a linear solver. */ delta = ssls->delta; rho = ssls->rho; ierr = TaoComputeVariableBounds(tao);CHKERRQ(ierr); /* Project solution inside bounds */ ierr = VecMedian(tao->XL,tao->solution,tao->XU,tao->solution);CHKERRQ(ierr); ierr = TaoLineSearchSetObjectiveAndGradientRoutine(tao->linesearch,Tao_SSLS_FunctionGradient,tao);CHKERRQ(ierr); ierr = TaoLineSearchSetObjectiveRoutine(tao->linesearch,Tao_SSLS_Function,tao);CHKERRQ(ierr); /* Calculate the function value and fischer function value at the current iterate */ ierr = TaoLineSearchComputeObjectiveAndGradient(tao->linesearch,tao->solution,&psi,ssls->dpsi);CHKERRQ(ierr); ierr = VecNorm(ssls->dpsi,NORM_2,&ndpsi);CHKERRQ(ierr); while (PETSC_TRUE) { ierr=PetscInfo3(tao, "iter: %D, merit: %g, ndpsi: %g\n",tao->niter, (double)ssls->merit, (double)ndpsi);CHKERRQ(ierr); /* Check the termination criteria */ ierr = TaoMonitor(tao,tao->niter,ssls->merit,ndpsi,0.0,t,&reason);CHKERRQ(ierr); if (reason!=TAO_CONTINUE_ITERATING) break; tao->niter++; /* Calculate direction. (Really negative of newton direction. Therefore, rest of the code uses -d.) */ ierr = KSPSetOperators(tao->ksp,tao->jacobian,tao->jacobian_pre);CHKERRQ(ierr); ierr = KSPSolve(tao->ksp,ssls->ff,tao->stepdirection);CHKERRQ(ierr); ierr = KSPGetIterationNumber(tao->ksp,&tao->ksp_its);CHKERRQ(ierr); tao->ksp_tot_its+=tao->ksp_its; ierr = VecCopy(tao->stepdirection,ssls->w);CHKERRQ(ierr); ierr = VecScale(ssls->w,-1.0);CHKERRQ(ierr); ierr = VecBoundGradientProjection(ssls->w,tao->solution,tao->XL,tao->XU,ssls->w);CHKERRQ(ierr); ierr = VecNorm(ssls->w,NORM_2,&normd);CHKERRQ(ierr); ierr = VecDot(ssls->w,ssls->dpsi,&innerd);CHKERRQ(ierr); /* Make sure that we have a descent direction */ if (innerd >= -delta*PetscPowReal(normd, rho)) { ierr = PetscInfo(tao, "newton direction not descent\n");CHKERRQ(ierr); ierr = VecCopy(ssls->dpsi,tao->stepdirection);CHKERRQ(ierr); ierr = VecDot(ssls->w,ssls->dpsi,&innerd);CHKERRQ(ierr); } ierr = VecScale(tao->stepdirection, -1.0);CHKERRQ(ierr); innerd = -innerd; ierr = TaoLineSearchSetInitialStepLength(tao->linesearch,1.0);CHKERRQ(ierr); ierr = TaoLineSearchApply(tao->linesearch,tao->solution,&psi,ssls->dpsi,tao->stepdirection,&t,&ls_reason);CHKERRQ(ierr); ierr = VecNorm(ssls->dpsi,NORM_2,&ndpsi);CHKERRQ(ierr); } PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "TaoDestroy_SSFLS" PetscErrorCode TaoDestroy_SSFLS(Tao tao) { TAO_SSLS *ssls = (TAO_SSLS *)tao->data; PetscErrorCode ierr; PetscFunctionBegin; ierr = VecDestroy(&ssls->ff);CHKERRQ(ierr); ierr = VecDestroy(&ssls->w);CHKERRQ(ierr); ierr = VecDestroy(&ssls->dpsi);CHKERRQ(ierr); ierr = VecDestroy(&ssls->da);CHKERRQ(ierr); ierr = VecDestroy(&ssls->db);CHKERRQ(ierr); ierr = VecDestroy(&ssls->t1);CHKERRQ(ierr); ierr = VecDestroy(&ssls->t2);CHKERRQ(ierr); ierr = PetscFree(tao->data);CHKERRQ(ierr); 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*/ #undef __FUNCT__ #define __FUNCT__ "TaoCreate_SSFLS" PETSC_EXTERN PetscErrorCode TaoCreate_SSFLS(Tao tao) { TAO_SSLS *ssls; PetscErrorCode ierr; const char *armijo_type = TAOLINESEARCHARMIJO; PetscFunctionBegin; ierr = PetscNewLog(tao,&ssls);CHKERRQ(ierr); 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; ierr = TaoLineSearchCreate(((PetscObject)tao)->comm,&tao->linesearch);CHKERRQ(ierr); ierr = TaoLineSearchSetType(tao->linesearch,armijo_type);CHKERRQ(ierr); ierr = TaoLineSearchSetOptionsPrefix(tao->linesearch,tao->hdr.prefix);CHKERRQ(ierr); ierr = TaoLineSearchSetFromOptions(tao->linesearch);CHKERRQ(ierr); /* Linesearch objective and objectivegradient routines are set in solve routine */ ierr = KSPCreate(((PetscObject)tao)->comm,&tao->ksp);CHKERRQ(ierr); ierr = KSPSetOptionsPrefix(tao->ksp,tao->hdr.prefix);CHKERRQ(ierr); /* 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->fatol_changed) tao->fatol = 0; if (!tao->frtol_changed) tao->frtol = 0; 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); }