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