SNESLINESEARCHBT#
Backtracking line search [DennisJrS83]. This line search finds the minimum of a polynomial fitting either \(1/2 ||F(x_k + \lambda Y_k)||_2^2\),
or the objective function \(G(x_k + \lambda Y_k)\) if it is provided with SNESSetObjective()
.
If this fit does not satisfy the sufficient decrease conditions, the interval shrinks
and the fit is reattempted at most max_it
times or until \(\lambda\) is below minlambda
.
Options Database Keys#
-snes_linesearch_alpha <1e-4> - slope descent parameter
-snes_linesearch_damping <1.0> - initial
lambda
on entry to the line search-snes_linesearch_max_it <40> - maximum number of shrinking iterations in the line search
-snes_linesearch_minlambda <1e-12> - minimum
lambda
(scaling of solution update) allowed-snes_linesearch_order <3> - order of the polynomial fit, must be 1, 2, or 3. With order 1, it performs a simple backtracking without any curve fitting
Note#
This line search will always produce a step that is less than or equal to, in length, the full step size.
References#
J. E. Dennis Jr. and Robert B. Schnabel. Numerical Methods for Unconstrained Optimization and Nonlinear Equations. Prentice-Hall, Inc., Englewood Cliffs, NJ, 1983.
See Also#
SNES: Nonlinear Solvers, SNESLineSearch
, SNESLineSearchType
, SNESLineSearchCreate()
, SNESLineSearchSetType()
Level#
advanced
Location#
src/snes/linesearch/impls/bt/linesearchbt.c
Index of all SNES routines
Table of Contents for all manual pages
Index of all manual pages