PETSc version 3.17.4
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TaoLineSearchApply

Performs a line-search in a given step direction. Criteria for acceptable step length depends on the line-search algorithm chosen

Synopsis

#include "petsctaolinesearch.h" 
PetscErrorCode TaoLineSearchApply(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s, PetscReal *steplength, TaoLineSearchConvergedReason *reason)
Collective on TaoLineSearch

Input Parameters

ls - the Tao context
s - search direction

Input/Output Parameters

Output Parameters

x - On input the current solution, on output x contains the new solution determined by the line search
f - On input the objective function value at current solution, on output contains the objective function value at new solution
g - On input the gradient evaluated at x, on output contains the gradient at new solution
steplength - scalar multiplier of s used ( x = x0 + steplength * x)
reason - reason why the line-search stopped

Notes

reason will be set to one of

TAOLINESEARCH_FAILED_ASCENT - initial line search step * g is not descent direction
TAOLINESEARCH_FAILED_INFORNAN - function evaluation gives Inf or Nan value
TAOLINESEARCH_FAILED_BADPARAMETER - negative value set as parameter
TAOLINESEARCH_HALTED_MAXFCN - maximum number of function evaluation reached
TAOLINESEARCH_HALTED_UPPERBOUND - step is at upper bound
TAOLINESEARCH_HALTED_LOWERBOUND - step is at lower bound
TAOLINESEARCH_HALTED_RTOL - range of uncertainty is smaller than given tolerance
TAOLINESEARCH_HALTED_USER - user can set this reason to stop line search
TAOLINESEARCH_HALTED_OTHER - any other reason
TAOLINESEARCH_SUCCESS - successful line search

The algorithm developer must set up the TaoLineSearch with calls to TaoLineSearchSetObjectiveRoutine() and TaoLineSearchSetGradientRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), or TaoLineSearchUseTaoRoutines()

You may or may not need to follow this with a call to TaoAddLineSearchCounts(), depending on whether you want these evaluations to count toward the total function/gradient evaluations.

.seealso: TaoLineSearchCreate(), TaoLineSearchSetType(), TaoLineSearchSetInitialStepLength(), TaoAddLineSearchCounts()

Level

beginner

Location

src/tao/linesearch/interface/taolinesearch.c

Implementations

TaoLineSearchApply_Armijo in src/tao/linesearch/impls/armijo/armijo.c
TaoLineSearchApply_GPCG in src/tao/linesearch/impls/gpcglinesearch/gpcglinesearch.c
TaoLineSearchApply_MT in src/tao/linesearch/impls/morethuente/morethuente.c
TaoLineSearchApply_OWArmijo in src/tao/linesearch/impls/owarmijo/owarmijo.c
TaoLineSearchApply_Unit in src/tao/linesearch/impls/unit/unit.c

Index of all TaoLineSearch routines
Table of Contents for all manual pages
Index of all manual pages