1 #include <../src/tao/complementarity/impls/ssls/ssls.h> 2 3 PetscErrorCode TaoSetUp_SSFLS(Tao tao) 4 { 5 TAO_SSLS *ssls = (TAO_SSLS *)tao->data; 6 PetscErrorCode ierr; 7 8 PetscFunctionBegin; 9 ierr = VecDuplicate(tao->solution,&tao->gradient);CHKERRQ(ierr); 10 ierr = VecDuplicate(tao->solution,&tao->stepdirection);CHKERRQ(ierr); 11 ierr = VecDuplicate(tao->solution,&ssls->w);CHKERRQ(ierr); 12 ierr = VecDuplicate(tao->solution,&ssls->ff);CHKERRQ(ierr); 13 ierr = VecDuplicate(tao->solution,&ssls->dpsi);CHKERRQ(ierr); 14 ierr = VecDuplicate(tao->solution,&ssls->da);CHKERRQ(ierr); 15 ierr = VecDuplicate(tao->solution,&ssls->db);CHKERRQ(ierr); 16 ierr = VecDuplicate(tao->solution,&ssls->t1);CHKERRQ(ierr); 17 ierr = VecDuplicate(tao->solution,&ssls->t2);CHKERRQ(ierr); 18 if (!tao->XL) { 19 ierr = VecDuplicate(tao->solution,&tao->XL);CHKERRQ(ierr); 20 } 21 if (!tao->XU) { 22 ierr = VecDuplicate(tao->solution,&tao->XU);CHKERRQ(ierr); 23 } 24 ierr = TaoLineSearchSetVariableBounds(tao->linesearch,tao->XL,tao->XU);CHKERRQ(ierr); 25 PetscFunctionReturn(0); 26 } 27 28 static PetscErrorCode TaoSolve_SSFLS(Tao tao) 29 { 30 TAO_SSLS *ssls = (TAO_SSLS *)tao->data; 31 PetscReal psi, ndpsi, normd, innerd, t=0; 32 PetscReal delta, rho; 33 TaoLineSearchConvergedReason ls_reason; 34 PetscErrorCode ierr; 35 36 PetscFunctionBegin; 37 /* Assume that Setup has been called! 38 Set the structure for the Jacobian and create a linear solver. */ 39 delta = ssls->delta; 40 rho = ssls->rho; 41 42 ierr = TaoComputeVariableBounds(tao);CHKERRQ(ierr); 43 /* Project solution inside bounds */ 44 ierr = VecMedian(tao->XL,tao->solution,tao->XU,tao->solution);CHKERRQ(ierr); 45 ierr = TaoLineSearchSetObjectiveAndGradientRoutine(tao->linesearch,Tao_SSLS_FunctionGradient,tao);CHKERRQ(ierr); 46 ierr = TaoLineSearchSetObjectiveRoutine(tao->linesearch,Tao_SSLS_Function,tao);CHKERRQ(ierr); 47 48 /* Calculate the function value and fischer function value at the 49 current iterate */ 50 ierr = TaoLineSearchComputeObjectiveAndGradient(tao->linesearch,tao->solution,&psi,ssls->dpsi);CHKERRQ(ierr); 51 ierr = VecNorm(ssls->dpsi,NORM_2,&ndpsi);CHKERRQ(ierr); 52 53 tao->reason = TAO_CONTINUE_ITERATING; 54 while (PETSC_TRUE) { 55 ierr = PetscInfo3(tao, "iter: %D, merit: %g, ndpsi: %g\n",tao->niter, (double)ssls->merit, (double)ndpsi);CHKERRQ(ierr); 56 /* Check the termination criteria */ 57 ierr = TaoLogConvergenceHistory(tao,ssls->merit,ndpsi,0.0,tao->ksp_its);CHKERRQ(ierr); 58 ierr = TaoMonitor(tao,tao->niter,ssls->merit,ndpsi,0.0,t);CHKERRQ(ierr); 59 ierr = (*tao->ops->convergencetest)(tao,tao->cnvP);CHKERRQ(ierr); 60 if (tao->reason!=TAO_CONTINUE_ITERATING) break; 61 62 /* Call general purpose update function */ 63 if (tao->ops->update) { 64 ierr = (*tao->ops->update)(tao, tao->niter, tao->user_update);CHKERRQ(ierr); 65 } 66 tao->niter++; 67 68 /* Calculate direction. (Really negative of newton direction. Therefore, 69 rest of the code uses -d.) */ 70 ierr = KSPSetOperators(tao->ksp,tao->jacobian,tao->jacobian_pre);CHKERRQ(ierr); 71 ierr = KSPSolve(tao->ksp,ssls->ff,tao->stepdirection);CHKERRQ(ierr); 72 ierr = KSPGetIterationNumber(tao->ksp,&tao->ksp_its);CHKERRQ(ierr); 73 tao->ksp_tot_its+=tao->ksp_its; 74 75 ierr = VecCopy(tao->stepdirection,ssls->w);CHKERRQ(ierr); 76 ierr = VecScale(ssls->w,-1.0);CHKERRQ(ierr); 77 ierr = VecBoundGradientProjection(ssls->w,tao->solution,tao->XL,tao->XU,ssls->w);CHKERRQ(ierr); 78 79 ierr = VecNorm(ssls->w,NORM_2,&normd);CHKERRQ(ierr); 80 ierr = VecDot(ssls->w,ssls->dpsi,&innerd);CHKERRQ(ierr); 81 82 /* Make sure that we have a descent direction */ 83 if (innerd >= -delta*PetscPowReal(normd, rho)) { 84 ierr = PetscInfo(tao, "newton direction not descent\n");CHKERRQ(ierr); 85 ierr = VecCopy(ssls->dpsi,tao->stepdirection);CHKERRQ(ierr); 86 ierr = VecDot(ssls->w,ssls->dpsi,&innerd);CHKERRQ(ierr); 87 } 88 89 ierr = VecScale(tao->stepdirection, -1.0);CHKERRQ(ierr); 90 innerd = -innerd; 91 92 ierr = TaoLineSearchSetInitialStepLength(tao->linesearch,1.0);CHKERRQ(ierr); 93 ierr = TaoLineSearchApply(tao->linesearch,tao->solution,&psi,ssls->dpsi,tao->stepdirection,&t,&ls_reason);CHKERRQ(ierr); 94 ierr = VecNorm(ssls->dpsi,NORM_2,&ndpsi);CHKERRQ(ierr); 95 } 96 PetscFunctionReturn(0); 97 } 98 99 PetscErrorCode TaoDestroy_SSFLS(Tao tao) 100 { 101 TAO_SSLS *ssls = (TAO_SSLS *)tao->data; 102 PetscErrorCode ierr; 103 104 PetscFunctionBegin; 105 ierr = VecDestroy(&ssls->ff);CHKERRQ(ierr); 106 ierr = VecDestroy(&ssls->w);CHKERRQ(ierr); 107 ierr = VecDestroy(&ssls->dpsi);CHKERRQ(ierr); 108 ierr = VecDestroy(&ssls->da);CHKERRQ(ierr); 109 ierr = VecDestroy(&ssls->db);CHKERRQ(ierr); 110 ierr = VecDestroy(&ssls->t1);CHKERRQ(ierr); 111 ierr = VecDestroy(&ssls->t2);CHKERRQ(ierr); 112 ierr = PetscFree(tao->data);CHKERRQ(ierr); 113 PetscFunctionReturn(0); 114 } 115 116 /* ---------------------------------------------------------- */ 117 /*MC 118 TAOSSFLS - Semi-smooth feasible linesearch algorithm for solving 119 complementarity constraints 120 121 Options Database Keys: 122 + -tao_ssls_delta - descent test fraction 123 - -tao_ssls_rho - descent test power 124 125 Level: beginner 126 M*/ 127 128 PETSC_EXTERN PetscErrorCode TaoCreate_SSFLS(Tao tao) 129 { 130 TAO_SSLS *ssls; 131 PetscErrorCode ierr; 132 const char *armijo_type = TAOLINESEARCHARMIJO; 133 134 PetscFunctionBegin; 135 ierr = PetscNewLog(tao,&ssls);CHKERRQ(ierr); 136 tao->data = (void*)ssls; 137 tao->ops->solve=TaoSolve_SSFLS; 138 tao->ops->setup=TaoSetUp_SSFLS; 139 tao->ops->view=TaoView_SSLS; 140 tao->ops->setfromoptions = TaoSetFromOptions_SSLS; 141 tao->ops->destroy = TaoDestroy_SSFLS; 142 143 ssls->delta = 1e-10; 144 ssls->rho = 2.1; 145 146 ierr = TaoLineSearchCreate(((PetscObject)tao)->comm,&tao->linesearch);CHKERRQ(ierr); 147 ierr = PetscObjectIncrementTabLevel((PetscObject)tao->linesearch, (PetscObject)tao, 1);CHKERRQ(ierr); 148 ierr = TaoLineSearchSetType(tao->linesearch,armijo_type);CHKERRQ(ierr); 149 ierr = TaoLineSearchSetOptionsPrefix(tao->linesearch,tao->hdr.prefix);CHKERRQ(ierr); 150 ierr = TaoLineSearchSetFromOptions(tao->linesearch);CHKERRQ(ierr); 151 /* Linesearch objective and objectivegradient routines are set in solve routine */ 152 ierr = KSPCreate(((PetscObject)tao)->comm,&tao->ksp);CHKERRQ(ierr); 153 ierr = PetscObjectIncrementTabLevel((PetscObject)tao->ksp, (PetscObject)tao, 1);CHKERRQ(ierr); 154 ierr = KSPSetOptionsPrefix(tao->ksp,tao->hdr.prefix);CHKERRQ(ierr); 155 156 /* Override default settings (unless already changed) */ 157 if (!tao->max_it_changed) tao->max_it = 2000; 158 if (!tao->max_funcs_changed) tao->max_funcs = 4000; 159 if (!tao->gttol_changed) tao->gttol = 0; 160 if (!tao->grtol_changed) tao->grtol = 0; 161 #if defined(PETSC_USE_REAL_SINGLE) 162 if (!tao->gatol_changed) tao->gatol = 1.0e-6; 163 if (!tao->fmin_changed) tao->fmin = 1.0e-4; 164 #else 165 if (!tao->gatol_changed) tao->gatol = 1.0e-16; 166 if (!tao->fmin_changed) tao->fmin = 1.0e-8; 167 #endif 168 PetscFunctionReturn(0); 169 } 170