Actual source code: morethuente.c

  1: #include <petsc/private/taolinesearchimpl.h>
  2: #include <../src/tao/linesearch/impls/morethuente/morethuente.h>

  4: /*
  5:    This algorithm is taken from More' and Thuente, "Line search algorithms
  6:    with guaranteed sufficient decrease", Argonne National Laboratory,
  7:    Technical Report MCS-P330-1092.
  8: */

 10: static PetscErrorCode Tao_mcstep(TaoLineSearch ls, PetscReal *stx, PetscReal *fx, PetscReal *dx, PetscReal *sty, PetscReal *fy, PetscReal *dy, PetscReal *stp, PetscReal *fp, PetscReal *dp);

 12: static PetscErrorCode TaoLineSearchDestroy_MT(TaoLineSearch ls)
 13: {
 14:   TaoLineSearch_MT *mt = (TaoLineSearch_MT *)ls->data;

 16:   PetscFunctionBegin;
 17:   PetscCall(PetscObjectDereference((PetscObject)mt->x));
 18:   PetscCall(VecDestroy(&mt->work));
 19:   PetscCall(PetscFree(ls->data));
 20:   PetscFunctionReturn(PETSC_SUCCESS);
 21: }

 23: static PetscErrorCode TaoLineSearchMonitor_MT(TaoLineSearch ls)
 24: {
 25:   TaoLineSearch_MT *mt = (TaoLineSearch_MT *)ls->data;

 27:   PetscFunctionBegin;
 28:   PetscCall(PetscViewerASCIIPrintf(ls->viewer, "stx: %g, fx: %g, dgx: %g\n", (double)mt->stx, (double)mt->fx, (double)mt->dgx));
 29:   PetscCall(PetscViewerASCIIPrintf(ls->viewer, "sty: %g, fy: %g, dgy: %g\n", (double)mt->sty, (double)mt->fy, (double)mt->dgy));
 30:   PetscFunctionReturn(PETSC_SUCCESS);
 31: }

 33: static PetscErrorCode TaoLineSearchApply_MT(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s)
 34: {
 35:   TaoLineSearch_MT *mt     = (TaoLineSearch_MT *)ls->data;
 36:   PetscReal         xtrapf = 4.0;
 37:   PetscReal         finit, width, width1, dginit, fm, fxm, fym, dgm, dgxm, dgym;
 38:   PetscReal         dgx, dgy, dg, dg2, fx, fy, stx, sty, dgtest;
 39:   PetscReal         ftest1 = 0.0, ftest2 = 0.0;
 40:   PetscInt          i, stage1, n1, n2, nn1, nn2;
 41:   PetscReal         bstepmin1, bstepmin2, bstepmax, ostepmin, ostepmax;
 42:   PetscBool         g_computed = PETSC_FALSE; /* to prevent extra gradient computation */

 44:   PetscFunctionBegin;
 45:   ls->reason = TAOLINESEARCH_CONTINUE_ITERATING;
 46:   PetscCall(TaoLineSearchMonitor(ls, 0, *f, 0.0));
 47:   /* Check work vector */
 48:   if (!mt->work) {
 49:     PetscCall(VecDuplicate(x, &mt->work));
 50:     mt->x = x;
 51:     PetscCall(PetscObjectReference((PetscObject)mt->x));
 52:   } else if (x != mt->x) {
 53:     PetscCall(VecDestroy(&mt->work));
 54:     PetscCall(VecDuplicate(x, &mt->work));
 55:     PetscCall(PetscObjectDereference((PetscObject)mt->x));
 56:     mt->x = x;
 57:     PetscCall(PetscObjectReference((PetscObject)mt->x));
 58:   }

 60:   ostepmax = ls->stepmax;
 61:   ostepmin = ls->stepmin;

 63:   if (ls->bounded) {
 64:     /* Compute step length needed to make all variables equal a bound */
 65:     /* Compute the smallest steplength that will make one nonbinding variable
 66:      equal the bound */
 67:     PetscCall(VecGetLocalSize(ls->upper, &n1));
 68:     PetscCall(VecGetLocalSize(mt->x, &n2));
 69:     PetscCall(VecGetSize(ls->upper, &nn1));
 70:     PetscCall(VecGetSize(mt->x, &nn2));
 71:     PetscCheck(n1 == n2 && nn1 == nn2, PETSC_COMM_SELF, PETSC_ERR_ARG_SIZ, "Variable vector not compatible with bounds vector");
 72:     PetscCall(VecScale(s, -1.0));
 73:     PetscCall(VecBoundGradientProjection(s, x, ls->lower, ls->upper, s));
 74:     PetscCall(VecScale(s, -1.0));
 75:     PetscCall(VecStepBoundInfo(x, s, ls->lower, ls->upper, &bstepmin1, &bstepmin2, &bstepmax));
 76:     ls->stepmax = PetscMin(bstepmax, ls->stepmax);
 77:   }

 79:   PetscCall(VecDot(g, s, &dginit));
 80:   if (PetscIsInfOrNanReal(dginit)) {
 81:     PetscCall(PetscInfo(ls, "Initial Line Search step * g is Inf or Nan (%g)\n", (double)dginit));
 82:     ls->reason = TAOLINESEARCH_FAILED_INFORNAN;
 83:     PetscFunctionReturn(PETSC_SUCCESS);
 84:   }
 85:   if (dginit >= 0.0) {
 86:     PetscCall(PetscInfo(ls, "Initial Line Search step * g is not descent direction (%g)\n", (double)dginit));
 87:     ls->reason = TAOLINESEARCH_FAILED_ASCENT;
 88:     PetscFunctionReturn(PETSC_SUCCESS);
 89:   }

 91:   /* Initialization */
 92:   mt->bracket = 0;
 93:   stage1      = 1;
 94:   finit       = *f;
 95:   dgtest      = ls->ftol * dginit;
 96:   width       = ls->stepmax - ls->stepmin;
 97:   width1      = width * 2.0;
 98:   PetscCall(VecCopy(x, mt->work));
 99:   /* Variable dictionary:
100:    stx, fx, dgx - the step, function, and derivative at the best step
101:    sty, fy, dgy - the step, function, and derivative at the other endpoint
102:    of the interval of uncertainty
103:    step, f, dg - the step, function, and derivative at the current step */

105:   stx = 0.0;
106:   fx  = finit;
107:   dgx = dginit;
108:   sty = 0.0;
109:   fy  = finit;
110:   dgy = dginit;

112:   ls->step = ls->initstep;
113:   for (i = 0; i < ls->max_funcs; i++) {
114:     /* Set min and max steps to correspond to the interval of uncertainty */
115:     if (mt->bracket) {
116:       ls->stepmin = PetscMin(stx, sty);
117:       ls->stepmax = PetscMax(stx, sty);
118:     } else {
119:       ls->stepmin = stx;
120:       ls->stepmax = ls->step + xtrapf * (ls->step - stx);
121:     }

123:     /* Force the step to be within the bounds */
124:     ls->step = PetscMax(ls->step, ls->stepmin);
125:     ls->step = PetscMin(ls->step, ls->stepmax);

127:     /* If an unusual termination is to occur, then let step be the lowest
128:      point obtained thus far */
129:     if (stx != 0 && ((mt->bracket && (ls->step <= ls->stepmin || ls->step >= ls->stepmax)) || (mt->bracket && (ls->stepmax - ls->stepmin <= ls->rtol * ls->stepmax)) || (ls->nfeval + ls->nfgeval >= ls->max_funcs - 1) || mt->infoc == 0))
130:       ls->step = stx;

132:     PetscCall(VecWAXPY(mt->work, ls->step, s, x)); /* W = X + step*S */

134:     if (ls->step == 0.0) {
135:       PetscCall(PetscInfo(ls, "Step size is zero.\n"));
136:       ls->reason = TAOLINESEARCH_HALTED_LOWERBOUND;
137:       break;
138:     }

140:     if (ls->bounded) PetscCall(VecMedian(ls->lower, mt->work, ls->upper, mt->work));
141:     /* Make sure user code doesn't mess with the non-updated solution */
142:     PetscCall(VecLockReadPush(x));
143:     if (ls->usegts) {
144:       PetscCall(TaoLineSearchComputeObjectiveAndGTS(ls, mt->work, f, &dg));
145:       g_computed = PETSC_FALSE;
146:     } else {
147:       PetscCall(TaoLineSearchComputeObjectiveAndGradient(ls, mt->work, f, g));
148:       g_computed = PETSC_TRUE;
149:       if (ls->bounded) {
150:         PetscCall(VecDot(g, x, &dg));
151:         PetscCall(VecDot(g, mt->work, &dg2));
152:         dg = (dg2 - dg) / ls->step;
153:       } else {
154:         PetscCall(VecDot(g, s, &dg));
155:       }
156:     }
157:     PetscCall(VecLockReadPop(x));

159:     /* update bracketing parameters in the MT context for printouts in monitor */
160:     mt->stx = stx;
161:     mt->fx  = fx;
162:     mt->dgx = dgx;
163:     mt->sty = sty;
164:     mt->fy  = fy;
165:     mt->dgy = dgy;
166:     PetscCall(TaoLineSearchMonitor(ls, i + 1, *f, ls->step));

168:     if (i == 0) ls->f_fullstep = *f;

170:     if (PetscIsInfOrNanReal(*f) || PetscIsInfOrNanReal(dg)) {
171:       /* User provided compute function generated Not-a-Number, assume
172:        domain violation and set function value and directional
173:        derivative to infinity. */
174:       *f = PETSC_INFINITY;
175:       dg = PETSC_INFINITY;
176:     }

178:     ftest1 = finit + ls->step * dgtest;
179:     if (ls->bounded) ftest2 = finit + ls->step * dgtest * ls->ftol;

181:     /* Convergence testing */
182:     if ((*f - ftest1 <= PETSC_SMALL * PetscAbsReal(finit)) && (PetscAbsReal(dg) + ls->gtol * dginit <= 0.0)) {
183:       PetscCall(PetscInfo(ls, "Line search success: Sufficient decrease and directional deriv conditions hold\n"));
184:       ls->reason = TAOLINESEARCH_SUCCESS;
185:       break;
186:     }

188:     /* Check Armijo if beyond the first breakpoint */
189:     if (ls->bounded && *f <= ftest2 && ls->step >= bstepmin2) {
190:       PetscCall(PetscInfo(ls, "Line search success: Sufficient decrease.\n"));
191:       ls->reason = TAOLINESEARCH_SUCCESS;
192:       break;
193:     }

195:     /* Checks for bad cases */
196:     if ((mt->bracket && (ls->step <= ls->stepmin || ls->step >= ls->stepmax)) || !mt->infoc) {
197:       PetscCall(PetscInfo(ls, "Rounding errors may prevent further progress. May not be a step satisfying\nsufficient decrease and curvature conditions. Tolerances may be too small.\n"));
198:       ls->reason = TAOLINESEARCH_HALTED_OTHER;
199:       break;
200:     }
201:     if (ls->step == ls->stepmax && *f <= ftest1 && dg <= dgtest) {
202:       PetscCall(PetscInfo(ls, "Step is at the upper bound, stepmax (%g)\n", (double)ls->stepmax));
203:       ls->reason = TAOLINESEARCH_HALTED_UPPERBOUND;
204:       break;
205:     }
206:     if (ls->step == ls->stepmin && *f >= ftest1 && dg >= dgtest) {
207:       PetscCall(PetscInfo(ls, "Step is at the lower bound, stepmin (%g)\n", (double)ls->stepmin));
208:       ls->reason = TAOLINESEARCH_HALTED_LOWERBOUND;
209:       break;
210:     }
211:     if (mt->bracket && (ls->stepmax - ls->stepmin <= ls->rtol * ls->stepmax)) {
212:       PetscCall(PetscInfo(ls, "Relative width of interval of uncertainty is at most rtol (%g)\n", (double)ls->rtol));
213:       ls->reason = TAOLINESEARCH_HALTED_RTOL;
214:       break;
215:     }

217:     /* In the first stage, we seek a step for which the modified function
218:      has a nonpositive value and nonnegative derivative */
219:     if (stage1 && *f <= ftest1 && dg >= dginit * PetscMin(ls->ftol, ls->gtol)) stage1 = 0;

221:     /* A modified function is used to predict the step only if we
222:      have not obtained a step for which the modified function has a
223:      nonpositive function value and nonnegative derivative, and if a
224:      lower function value has been obtained but the decrease is not
225:      sufficient */

227:     if (stage1 && *f <= fx && *f > ftest1) {
228:       fm   = *f - ls->step * dgtest; /* Define modified function */
229:       fxm  = fx - stx * dgtest;      /* and derivatives */
230:       fym  = fy - sty * dgtest;
231:       dgm  = dg - dgtest;
232:       dgxm = dgx - dgtest;
233:       dgym = dgy - dgtest;

235:       /* if (dgxm * (ls->step - stx) >= 0.0) */
236:       /* Update the interval of uncertainty and compute the new step */
237:       PetscCall(Tao_mcstep(ls, &stx, &fxm, &dgxm, &sty, &fym, &dgym, &ls->step, &fm, &dgm));

239:       fx  = fxm + stx * dgtest; /* Reset the function and */
240:       fy  = fym + sty * dgtest; /* gradient values */
241:       dgx = dgxm + dgtest;
242:       dgy = dgym + dgtest;
243:     } else {
244:       /* Update the interval of uncertainty and compute the new step */
245:       PetscCall(Tao_mcstep(ls, &stx, &fx, &dgx, &sty, &fy, &dgy, &ls->step, f, &dg));
246:     }

248:     /* Force a sufficient decrease in the interval of uncertainty */
249:     if (mt->bracket) {
250:       if (PetscAbsReal(sty - stx) >= 0.66 * width1) ls->step = stx + 0.5 * (sty - stx);
251:       width1 = width;
252:       width  = PetscAbsReal(sty - stx);
253:     }
254:   }
255:   if (ls->nfeval + ls->nfgeval > ls->max_funcs) {
256:     PetscCall(PetscInfo(ls, "Number of line search function evals (%" PetscInt_FMT ") > maximum (%" PetscInt_FMT ")\n", ls->nfeval + ls->nfgeval, ls->max_funcs));
257:     ls->reason = TAOLINESEARCH_HALTED_MAXFCN;
258:   }
259:   ls->stepmax = ostepmax;
260:   ls->stepmin = ostepmin;

262:   /* Finish computations */
263:   PetscCall(PetscInfo(ls, "%" PetscInt_FMT " function evals in line search, step = %g\n", ls->nfeval + ls->nfgeval, (double)ls->step));

265:   /* Set new solution vector and compute gradient if needed */
266:   PetscCall(VecCopy(mt->work, x));
267:   if (!g_computed) PetscCall(TaoLineSearchComputeGradient(ls, x, g));
268:   PetscFunctionReturn(PETSC_SUCCESS);
269: }

271: /*MC
272:    TAOLINESEARCHMT - More-Thuente line-search type with cubic interpolation that satisfies both the sufficient decrease and
273:    curvature conditions. This method can take step lengths greater than 1, {cite}`more:92`

275:    Options Database Key:
276: .  -tao_ls_type more-thuente - use this line search type

278:    Level: developer

280: .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetType()`, `TaoLineSearchApply()`
281: M*/
282: PETSC_EXTERN PetscErrorCode TaoLineSearchCreate_MT(TaoLineSearch ls)
283: {
284:   TaoLineSearch_MT *ctx;

286:   PetscFunctionBegin;
288:   PetscCall(PetscNew(&ctx));
289:   ctx->bracket     = 0;
290:   ctx->infoc       = 1;
291:   ls->data         = (void *)ctx;
292:   ls->initstep     = 1.0;
293:   ls->ops->setup   = NULL;
294:   ls->ops->reset   = NULL;
295:   ls->ops->apply   = TaoLineSearchApply_MT;
296:   ls->ops->destroy = TaoLineSearchDestroy_MT;
297:   ls->ops->monitor = TaoLineSearchMonitor_MT;
298:   PetscFunctionReturn(PETSC_SUCCESS);
299: }

301: /*
302:      The subroutine mcstep is taken from the work of Jorge Nocedal.
303:      this is a variant of More' and Thuente's routine.

305:      subroutine mcstep

307:      the purpose of mcstep is to compute a safeguarded step for
308:      a linesearch and to update an interval of uncertainty for
309:      a minimizer of the function.

311:      the parameter stx contains the step with the least function
312:      value. the parameter stp contains the current step. it is
313:      assumed that the derivative at stx is negative in the
314:      direction of the step. if bracket is set true then a
315:      minimizer has been bracketed in an interval of uncertainty
316:      with endpoints stx and sty.

318:      the subroutine statement is

320:      subroutine mcstep(stx,fx,dx,sty,fy,dy,stp,fp,dp,bracket,
321:                        stpmin,stpmax,info)

323:      where

325:        stx, fx, and dx are variables which specify the step,
326:          the function, and the derivative at the best step obtained
327:          so far. The derivative must be negative in the direction
328:          of the step, that is, dx and stp-stx must have opposite
329:          signs. On output these parameters are updated appropriately.

331:        sty, fy, and dy are variables which specify the step,
332:          the function, and the derivative at the other endpoint of
333:          the interval of uncertainty. On output these parameters are
334:          updated appropriately.

336:        stp, fp, and dp are variables which specify the step,
337:          the function, and the derivative at the current step.
338:          If bracket is set true then on input stp must be
339:          between stx and sty. On output stp is set to the new step.

341:        bracket is a logical variable which specifies if a minimizer
342:          has been bracketed.  If the minimizer has not been bracketed
343:          then on input bracket must be set false.  If the minimizer
344:          is bracketed then on output bracket is set true.

346:        stpmin and stpmax are input variables which specify lower
347:          and upper bounds for the step.

349:        info is an integer output variable set as follows:
350:          if info = 1,2,3,4,5, then the step has been computed
351:          according to one of the five cases below. otherwise
352:          info = 0, and this indicates improper input parameters.

354:      subprograms called

356:        fortran-supplied ... abs,max,min,sqrt

358:      argonne national laboratory. minpack project. june 1983
359:      jorge j. more', david j. thuente

361: */

363: static PetscErrorCode Tao_mcstep(TaoLineSearch ls, PetscReal *stx, PetscReal *fx, PetscReal *dx, PetscReal *sty, PetscReal *fy, PetscReal *dy, PetscReal *stp, PetscReal *fp, PetscReal *dp)
364: {
365:   TaoLineSearch_MT *mtP = (TaoLineSearch_MT *)ls->data;
366:   PetscReal         gamma1, p, q, r, s, sgnd, stpc, stpf, stpq, theta;
367:   PetscInt          bound;

369:   PetscFunctionBegin;
370:   /* Check the input parameters for errors */
371:   mtP->infoc = 0;
372:   PetscCheck(!mtP->bracket || (*stp > PetscMin(*stx, *sty) && *stp < PetscMax(*stx, *sty)), PETSC_COMM_SELF, PETSC_ERR_ARG_OUTOFRANGE, "bad stp in bracket");
373:   PetscCheck(*dx * (*stp - *stx) < 0.0, PETSC_COMM_SELF, PETSC_ERR_ARG_OUTOFRANGE, "dx * (stp-stx) >= 0.0");
374:   PetscCheck(ls->stepmax >= ls->stepmin, PETSC_COMM_SELF, PETSC_ERR_ARG_OUTOFRANGE, "stepmax > stepmin");

376:   /* Determine if the derivatives have opposite sign */
377:   sgnd = *dp * (*dx / PetscAbsReal(*dx));

379:   if (*fp > *fx) {
380:     /* Case 1: a higher function value.
381:      The minimum is bracketed. If the cubic step is closer
382:      to stx than the quadratic step, the cubic step is taken,
383:      else the average of the cubic and quadratic steps is taken. */

385:     mtP->infoc = 1;
386:     bound      = 1;
387:     theta      = 3 * (*fx - *fp) / (*stp - *stx) + *dx + *dp;
388:     s          = PetscMax(PetscAbsReal(theta), PetscAbsReal(*dx));
389:     s          = PetscMax(s, PetscAbsReal(*dp));
390:     gamma1     = s * PetscSqrtScalar(PetscPowScalar(theta / s, 2.0) - (*dx / s) * (*dp / s));
391:     if (*stp < *stx) gamma1 = -gamma1;
392:     /* Can p be 0?  Check */
393:     p    = (gamma1 - *dx) + theta;
394:     q    = ((gamma1 - *dx) + gamma1) + *dp;
395:     r    = p / q;
396:     stpc = *stx + r * (*stp - *stx);
397:     stpq = *stx + ((*dx / ((*fx - *fp) / (*stp - *stx) + *dx)) * 0.5) * (*stp - *stx);

399:     if (PetscAbsReal(stpc - *stx) < PetscAbsReal(stpq - *stx)) stpf = stpc;
400:     else stpf = stpc + 0.5 * (stpq - stpc);
401:     mtP->bracket = 1;
402:   } else if (sgnd < 0.0) {
403:     /* Case 2: A lower function value and derivatives of
404:      opposite sign. The minimum is bracketed. If the cubic
405:      step is closer to stx than the quadratic (secant) step,
406:      the cubic step is taken, else the quadratic step is taken. */

408:     mtP->infoc = 2;
409:     bound      = 0;
410:     theta      = 3 * (*fx - *fp) / (*stp - *stx) + *dx + *dp;
411:     s          = PetscMax(PetscAbsReal(theta), PetscAbsReal(*dx));
412:     s          = PetscMax(s, PetscAbsReal(*dp));
413:     gamma1     = s * PetscSqrtScalar(PetscPowScalar(theta / s, 2.0) - (*dx / s) * (*dp / s));
414:     if (*stp > *stx) gamma1 = -gamma1;
415:     p    = (gamma1 - *dp) + theta;
416:     q    = ((gamma1 - *dp) + gamma1) + *dx;
417:     r    = p / q;
418:     stpc = *stp + r * (*stx - *stp);
419:     stpq = *stp + (*dp / (*dp - *dx)) * (*stx - *stp);

421:     if (PetscAbsReal(stpc - *stp) > PetscAbsReal(stpq - *stp)) stpf = stpc;
422:     else stpf = stpq;
423:     mtP->bracket = 1;
424:   } else if (PetscAbsReal(*dp) < PetscAbsReal(*dx)) {
425:     /* Case 3: A lower function value, derivatives of the
426:      same sign, and the magnitude of the derivative decreases.
427:      The cubic step is only used if the cubic tends to infinity
428:      in the direction of the step or if the minimum of the cubic
429:      is beyond stp. Otherwise the cubic step is defined to be
430:      either stepmin or stepmax. The quadratic (secant) step is also
431:      computed and if the minimum is bracketed then the step
432:      closest to stx is taken, else the step farthest away is taken. */

434:     mtP->infoc = 3;
435:     bound      = 1;
436:     theta      = 3 * (*fx - *fp) / (*stp - *stx) + *dx + *dp;
437:     s          = PetscMax(PetscAbsReal(theta), PetscAbsReal(*dx));
438:     s          = PetscMax(s, PetscAbsReal(*dp));

440:     /* The case gamma1 = 0 only arises if the cubic does not tend
441:        to infinity in the direction of the step. */
442:     gamma1 = s * PetscSqrtScalar(PetscMax(0.0, PetscPowScalar(theta / s, 2.0) - (*dx / s) * (*dp / s)));
443:     if (*stp > *stx) gamma1 = -gamma1;
444:     p = (gamma1 - *dp) + theta;
445:     q = (gamma1 + (*dx - *dp)) + gamma1;
446:     r = p / q;
447:     if (r < 0.0 && gamma1 != 0.0) stpc = *stp + r * (*stx - *stp);
448:     else if (*stp > *stx) stpc = ls->stepmax;
449:     else stpc = ls->stepmin;
450:     stpq = *stp + (*dp / (*dp - *dx)) * (*stx - *stp);

452:     if (mtP->bracket) {
453:       if (PetscAbsReal(*stp - stpc) < PetscAbsReal(*stp - stpq)) stpf = stpc;
454:       else stpf = stpq;
455:     } else {
456:       if (PetscAbsReal(*stp - stpc) > PetscAbsReal(*stp - stpq)) stpf = stpc;
457:       else stpf = stpq;
458:     }
459:   } else {
460:     /* Case 4: A lower function value, derivatives of the
461:        same sign, and the magnitude of the derivative does
462:        not decrease. If the minimum is not bracketed, the step
463:        is either stpmin or stpmax, else the cubic step is taken. */

465:     mtP->infoc = 4;
466:     bound      = 0;
467:     if (mtP->bracket) {
468:       theta  = 3 * (*fp - *fy) / (*sty - *stp) + *dy + *dp;
469:       s      = PetscMax(PetscAbsReal(theta), PetscAbsReal(*dy));
470:       s      = PetscMax(s, PetscAbsReal(*dp));
471:       gamma1 = s * PetscSqrtScalar(PetscPowScalar(theta / s, 2.0) - (*dy / s) * (*dp / s));
472:       if (*stp > *sty) gamma1 = -gamma1;
473:       p    = (gamma1 - *dp) + theta;
474:       q    = ((gamma1 - *dp) + gamma1) + *dy;
475:       r    = p / q;
476:       stpc = *stp + r * (*sty - *stp);
477:       stpf = stpc;
478:     } else if (*stp > *stx) {
479:       stpf = ls->stepmax;
480:     } else {
481:       stpf = ls->stepmin;
482:     }
483:   }

485:   /* Update the interval of uncertainty.  This update does not
486:      depend on the new step or the case analysis above. */

488:   if (*fp > *fx) {
489:     *sty = *stp;
490:     *fy  = *fp;
491:     *dy  = *dp;
492:   } else {
493:     if (sgnd < 0.0) {
494:       *sty = *stx;
495:       *fy  = *fx;
496:       *dy  = *dx;
497:     }
498:     *stx = *stp;
499:     *fx  = *fp;
500:     *dx  = *dp;
501:   }

503:   /* Compute the new step and safeguard it. */
504:   stpf = PetscMin(ls->stepmax, stpf);
505:   stpf = PetscMax(ls->stepmin, stpf);
506:   *stp = stpf;
507:   if (mtP->bracket && bound) {
508:     if (*sty > *stx) *stp = PetscMin(*stx + 0.66 * (*sty - *stx), *stp);
509:     else *stp = PetscMax(*stx + 0.66 * (*sty - *stx), *stp);
510:   }
511:   PetscFunctionReturn(PETSC_SUCCESS);
512: }