Actual source code: linesearchcp.c
1: #include <petsc/private/linesearchimpl.h>
2: #include <petscsnes.h>
4: static PetscErrorCode SNESLineSearchApply_CP(SNESLineSearch linesearch)
5: {
6: PetscBool changed_y, changed_w;
7: Vec X, Y, F, W;
8: SNES snes;
9: PetscReal xnorm, ynorm, gnorm, steptol, atol, rtol, ltol, maxstep;
10: PetscReal lambda, lambda_old, lambda_update, delLambda;
11: PetscScalar fty, fty_init, fty_old, fty_mid1, fty_mid2, s;
12: PetscInt i, max_its;
13: PetscViewer monitor;
15: PetscFunctionBegin;
16: PetscCall(SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, NULL));
17: PetscCall(SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm));
18: PetscCall(SNESLineSearchGetSNES(linesearch, &snes));
19: PetscCall(SNESLineSearchGetLambda(linesearch, &lambda));
20: PetscCall(SNESLineSearchGetTolerances(linesearch, &steptol, &maxstep, &rtol, &atol, <ol, &max_its));
21: PetscCall(SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_SUCCEEDED));
22: PetscCall(SNESLineSearchGetDefaultMonitor(linesearch, &monitor));
24: /* precheck */
25: PetscCall(SNESLineSearchPreCheck(linesearch, X, Y, &changed_y));
26: lambda_old = 0.0;
28: PetscCall(VecDot(F, Y, &fty_old));
29: if (PetscAbsScalar(fty_old) < atol * ynorm) {
30: if (monitor) {
31: PetscCall(PetscViewerASCIIAddTab(monitor, ((PetscObject)linesearch)->tablevel));
32: PetscCall(PetscViewerASCIIPrintf(monitor, " Line search terminated at initial point because dot(F,Y) = %g < atol*||y|| = %g\n", (double)PetscAbsScalar(fty_old), (double)(atol * ynorm)));
33: PetscCall(PetscViewerASCIISubtractTab(monitor, ((PetscObject)linesearch)->tablevel));
34: }
35: PetscCall(SNESSetConvergedReason(linesearch->snes, SNES_CONVERGED_FNORM_ABS));
36: PetscFunctionReturn(PETSC_SUCCESS);
37: }
39: fty_init = fty_old;
41: for (i = 0; i < max_its; i++) {
42: /* compute the norm at lambda */
43: PetscCall(VecWAXPY(W, -lambda, Y, X));
44: if (linesearch->ops->viproject) PetscCall((*linesearch->ops->viproject)(snes, W));
45: PetscCall((*linesearch->ops->snesfunc)(snes, W, F));
46: PetscCall(VecDot(F, Y, &fty));
48: delLambda = lambda - lambda_old;
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 * ynorm && i > 0) break;
54: if (monitor) {
55: PetscCall(PetscViewerASCIIAddTab(monitor, ((PetscObject)linesearch)->tablevel));
56: PetscCall(PetscViewerASCIIPrintf(monitor, " Line search: lambdas = [%g, %g], ftys = [%g, %g]\n", (double)lambda, (double)lambda_old, (double)PetscRealPart(fty), (double)PetscRealPart(fty_old)));
57: PetscCall(PetscViewerASCIISubtractTab(monitor, ((PetscObject)linesearch)->tablevel));
58: }
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: PetscCall(VecWAXPY(W, -0.5 * (lambda + lambda_old), Y, X));
65: if (linesearch->ops->viproject) PetscCall((*linesearch->ops->viproject)(snes, W));
66: PetscCall((*linesearch->ops->snesfunc)(snes, W, F));
67: PetscCall(VecDot(F, Y, &fty_mid1));
68: s = (3. * fty - 4. * fty_mid1 + fty_old) / delLambda;
69: } else {
70: PetscCall(VecWAXPY(W, -0.5 * (lambda + lambda_old), Y, X));
71: if (linesearch->ops->viproject) PetscCall((*linesearch->ops->viproject)(snes, W));
72: PetscCall((*linesearch->ops->snesfunc)(snes, W, F));
73: PetscCall(VecDot(F, Y, &fty_mid1));
74: PetscCall(VecWAXPY(W, -(lambda + 0.5 * (lambda - lambda_old)), Y, X));
75: if (linesearch->ops->viproject) PetscCall((*linesearch->ops->viproject)(snes, W));
76: PetscCall((*linesearch->ops->snesfunc)(snes, W, F));
77: PetscCall(VecDot(F, Y, &fty_mid2));
78: s = (2. * fty_mid2 + 3. * fty - 6. * fty_mid1 + fty_old) / (3. * delLambda);
79: }
80: /* if the solve is going in the wrong direction, fix it */
81: if (PetscRealPart(s) > 0.) s = -s;
82: if (s == 0.0) break;
83: lambda_update = lambda - PetscRealPart(fty / s);
85: /* switch directions if we stepped out of bounds */
86: if (lambda_update < steptol) lambda_update = lambda + PetscRealPart(fty / s);
88: if (PetscIsInfOrNanReal(lambda_update)) break;
89: if (lambda_update > maxstep) break;
91: /* compute the new state of the line search */
92: lambda_old = lambda;
93: lambda = lambda_update;
94: fty_old = fty;
95: }
96: /* construct the solution */
97: PetscCall(VecWAXPY(W, -lambda, Y, X));
98: if (linesearch->ops->viproject) PetscCall((*linesearch->ops->viproject)(snes, W));
99: /* postcheck */
100: PetscCall(SNESLineSearchSetLambda(linesearch, lambda));
101: PetscCall(SNESLineSearchPostCheck(linesearch, X, Y, W, &changed_y, &changed_w));
102: if (changed_y) {
103: if (!changed_w) PetscCall(VecWAXPY(W, -lambda, Y, X));
104: if (linesearch->ops->viproject) PetscCall((*linesearch->ops->viproject)(snes, W));
105: }
106: PetscCall(VecCopy(W, X));
107: PetscCall((*linesearch->ops->snesfunc)(snes, X, F));
109: PetscCall(SNESLineSearchComputeNorms(linesearch));
110: PetscCall(SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm));
112: if (monitor) {
113: PetscCall(PetscViewerASCIIAddTab(monitor, ((PetscObject)linesearch)->tablevel));
114: PetscCall(PetscViewerASCIIPrintf(monitor, " Line search terminated: lambda = %g, fnorms = %g\n", (double)lambda, (double)gnorm));
115: PetscCall(PetscViewerASCIISubtractTab(monitor, ((PetscObject)linesearch)->tablevel));
116: }
117: if (lambda <= steptol) PetscCall(SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_REDUCT));
118: PetscFunctionReturn(PETSC_SUCCESS);
119: }
121: /*MC
122: SNESLINESEARCHCP - Critical point line search. This line search assumes that there exists some
123: artificial $G(x)$ for which the `SNESFunction` $ F(x) = grad G(x)$. Therefore, this line search seeks
124: to find roots of $ F^T Y$ via a secant method.
126: Options Database Keys:
127: + -snes_linesearch_minlambda <minlambda> - the minimum acceptable lambda
128: . -snes_linesearch_maxstep <length> - the algorithm insures that a step length is never longer than this value
129: . -snes_linesearch_damping <damping> - initial trial step length is scaled by this factor on entry to the line search, default is 1.0
130: - -snes_linesearch_max_it <max_it> - the maximum number of secant steps performed.
132: Level: advanced
134: Notes:
135: This method does NOT use the objective function if it is provided with `SNESSetObjective()`.
137: This method is the preferred line search for `SNESQN` and `SNESNCG`.
139: .seealso: [](ch_snes), `SNESLineSearch`, `SNESLineSearchType`, `SNESLineSearchCreate()`, `SNESLineSearchSetType()`
140: M*/
141: PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_CP(SNESLineSearch linesearch)
142: {
143: PetscFunctionBegin;
144: linesearch->ops->apply = SNESLineSearchApply_CP;
145: linesearch->ops->destroy = NULL;
146: linesearch->ops->setfromoptions = NULL;
147: linesearch->ops->reset = NULL;
148: linesearch->ops->view = NULL;
149: linesearch->ops->setup = NULL;
150: linesearch->order = SNES_LINESEARCH_ORDER_LINEAR;
152: linesearch->max_its = 1;
153: PetscFunctionReturn(PETSC_SUCCESS);
154: }