1 #include <petsc-private/linesearchimpl.h> 2 #include <petscsnes.h> 3 4 #undef __FUNCT__ 5 #define __FUNCT__ "SNESLineSearchApply_CP" 6 static PetscErrorCode SNESLineSearchApply_CP(SNESLineSearch linesearch) 7 { 8 PetscBool changed_y, changed_w, domainerror; 9 PetscErrorCode ierr; 10 Vec X, Y, F, W; 11 SNES snes; 12 PetscReal xnorm, ynorm, gnorm, steptol, atol, rtol, ltol, maxstep; 13 14 PetscReal lambda, lambda_old, lambda_update, delLambda; 15 PetscScalar fty, fty_init, fty_old, fty_mid1, fty_mid2, s; 16 PetscInt i, max_its; 17 18 PetscViewer monitor; 19 20 PetscFunctionBegin; 21 22 ierr = SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, PETSC_NULL);CHKERRQ(ierr); 23 ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr); 24 ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr); 25 ierr = SNESLineSearchGetLambda(linesearch, &lambda);CHKERRQ(ierr); 26 ierr = SNESLineSearchGetTolerances(linesearch, &steptol, &maxstep, &rtol, &atol, <ol, &max_its);CHKERRQ(ierr); 27 ierr = SNESLineSearchSetSuccess(linesearch, PETSC_TRUE);CHKERRQ(ierr); 28 ierr = SNESLineSearchGetMonitor(linesearch, &monitor);CHKERRQ(ierr); 29 30 /* precheck */ 31 ierr = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr); 32 lambda_old = 0.0; 33 ierr = VecDot(F, Y, &fty_old);CHKERRQ(ierr); 34 fty_init = fty_old; 35 36 for (i = 0; i < max_its; i++) { 37 38 /* compute the norm at lambda */ 39 ierr = VecCopy(X, W);CHKERRQ(ierr); 40 ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr); 41 if (linesearch->ops->viproject) { 42 ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr); 43 } 44 ierr = SNESComputeFunction(snes, W, F);CHKERRQ(ierr); 45 46 ierr = VecDot(F, Y, &fty);CHKERRQ(ierr); 47 48 delLambda = lambda - lambda_old; 49 50 /* check for convergence */ 51 if (PetscAbsReal(delLambda) < steptol*lambda) break; 52 if (PetscAbsScalar(fty) / PetscAbsScalar(fty_init) < rtol) break; 53 if (PetscAbsScalar(fty) < atol && i > 0) break; 54 if (monitor) { 55 ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 56 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); 57 ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 58 } 59 60 /* compute the search direction */ 61 if (linesearch->order == SNES_LINESEARCH_ORDER_LINEAR) { 62 s = (fty - fty_old) / delLambda; 63 } else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) { 64 ierr = VecCopy(X, W);CHKERRQ(ierr); 65 ierr = VecAXPY(W, -0.5*(lambda + lambda_old), Y);CHKERRQ(ierr); 66 if (linesearch->ops->viproject) { 67 ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr); 68 } 69 ierr = SNESComputeFunction(snes, W, F);CHKERRQ(ierr); 70 ierr = VecDot(F, Y, &fty_mid1);CHKERRQ(ierr); 71 s = (3.*fty - 4.*fty_mid1 + fty_old) / delLambda; 72 } else { 73 ierr = VecCopy(X, W);CHKERRQ(ierr); 74 ierr = VecAXPY(W, -0.5*(lambda + lambda_old), Y);CHKERRQ(ierr); 75 if (linesearch->ops->viproject) { 76 ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr); 77 } 78 ierr = SNESComputeFunction(snes, W, F);CHKERRQ(ierr); 79 ierr = VecDot(F, Y, &fty_mid1);CHKERRQ(ierr); 80 ierr = VecCopy(X, W);CHKERRQ(ierr); 81 ierr = VecAXPY(W, -(lambda + 0.5*(lambda - lambda_old)), Y);CHKERRQ(ierr); 82 if (linesearch->ops->viproject) { 83 ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr); 84 } 85 ierr = SNESComputeFunction(snes, W, F);CHKERRQ(ierr); 86 ierr = VecDot(F, Y, &fty_mid2);CHKERRQ(ierr); 87 s = (2.*fty_mid2 + 3.*fty - 6.*fty_mid1 + fty_old) / (3.*delLambda); 88 } 89 /* if the solve is going in the wrong direction, fix it */ 90 if (PetscRealPart(s) > 0.) s = -s; 91 lambda_update = lambda - PetscRealPart(fty / s); 92 93 /* switch directions if we stepped out of bounds */ 94 if (lambda_update < steptol) { 95 lambda_update = lambda + PetscRealPart(fty / s); 96 } 97 98 if (PetscIsInfOrNanScalar(lambda_update)) break; 99 if (lambda_update > maxstep) { 100 break; 101 } 102 103 /* compute the new state of the line search */ 104 lambda_old = lambda; 105 lambda = lambda_update; 106 fty_old = fty; 107 } 108 /* construct the solution */ 109 ierr = VecCopy(X, W);CHKERRQ(ierr); 110 ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr); 111 if (linesearch->ops->viproject) { 112 ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr); 113 } 114 /* postcheck */ 115 ierr = SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr); 116 if (changed_y) { 117 ierr = VecAXPY(X, -lambda, Y);CHKERRQ(ierr); 118 if (linesearch->ops->viproject) { 119 ierr = (*linesearch->ops->viproject)(snes, X);CHKERRQ(ierr); 120 } 121 } else { 122 ierr = VecCopy(W, X);CHKERRQ(ierr); 123 } 124 ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 125 ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr); 126 if (domainerror) { 127 ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr); 128 PetscFunctionReturn(0); 129 } 130 131 ierr = SNESLineSearchComputeNorms(linesearch);CHKERRQ(ierr); 132 ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr); 133 134 ierr = SNESLineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr); 135 136 if (monitor) { 137 ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 138 ierr = PetscViewerASCIIPrintf(monitor," Line search terminated: lambda = %g, fnorms = %g\n", (double)lambda, (double)gnorm);CHKERRQ(ierr); 139 ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 140 } 141 if (lambda <= steptol) { 142 ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr); 143 } 144 PetscFunctionReturn(0); 145 } 146 147 #undef __FUNCT__ 148 #define __FUNCT__ "SNESLineSearchCreate_CP" 149 /*MC 150 SNESLINESEARCHCP - Critical point line search. This line search assumes that there exists some 151 artificial G(x) for which the SNESFunction F(x) = grad G(x). Therefore, this line search seeks 152 to find roots of dot(F, Y) via a secant method. 153 154 Options Database Keys: 155 + -snes_linesearch_minlambda - the minimum acceptable lambda 156 . -snes_linesearch_damping - initial trial step length 157 - -snes_linesearch_max_it - the maximum number of secant steps performed. 158 159 Notes: 160 This method is the preferred line search for SNESQN and SNESNCG. 161 162 Level: advanced 163 164 .keywords: SNES, SNESLineSearch, damping 165 166 .seealso: SNESLineSearchCreate(), SNESLineSearchSetType() 167 M*/ 168 PETSC_EXTERN_C PetscErrorCode SNESLineSearchCreate_CP(SNESLineSearch linesearch) 169 { 170 PetscFunctionBegin; 171 linesearch->ops->apply = SNESLineSearchApply_CP; 172 linesearch->ops->destroy = PETSC_NULL; 173 linesearch->ops->setfromoptions = PETSC_NULL; 174 linesearch->ops->reset = PETSC_NULL; 175 linesearch->ops->view = PETSC_NULL; 176 linesearch->ops->setup = PETSC_NULL; 177 linesearch->order = SNES_LINESEARCH_ORDER_LINEAR; 178 179 linesearch->max_its = 1; 180 181 PetscFunctionReturn(0); 182 } 183