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