impls/morethuente/morethuente.c

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);
312      value. the parameter stp contains the current step. it is
320      subroutine mcstep(stx,fx,dx,sty,fy,dy,stp,fp,dp,bracket,
328          of the step, that is, dx and stp-stx must have opposite
336        stp, fp, and dp are variables which specify the 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.
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)
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");
387     theta      = 3 * (*fx - *fp) / (*stp - *stx) + *dx + *dp;
391     if (*stp < *stx) gamma1 = -gamma1;
396     stpc = *stx + r * (*stp - *stx);
397     stpq = *stx + ((*dx / ((*fx - *fp) / (*stp - *stx) + *dx)) * 0.5) * (*stp - *stx);
410     theta      = 3 * (*fx - *fp) / (*stp - *stx) + *dx + *dp;
414     if (*stp > *stx) gamma1 = -gamma1;
418     stpc = *stp + r * (*stx - *stp);
419     stpq = *stp + (*dp / (*dp - *dx)) * (*stx - *stp);
421     if (PetscAbsReal(stpc - *stp) > PetscAbsReal(stpq - *stp)) stpf = stpc;
429      is beyond stp. Otherwise the cubic step is defined to be
436     theta      = 3 * (*fx - *fp) / (*stp - *stx) + *dx + *dp;
443     if (*stp > *stx) gamma1 = -gamma1;
447     if (r < 0.0 && gamma1 != 0.0) stpc = *stp + r * (*stx - *stp);
448     else if (*stp > *stx) stpc = ls->stepmax;
450     stpq = *stp + (*dp / (*dp - *dx)) * (*stx - *stp);
453       if (PetscAbsReal(*stp - stpc) < PetscAbsReal(*stp - stpq)) stpf = stpc;
456       if (PetscAbsReal(*stp - stpc) > PetscAbsReal(*stp - stpq)) stpf = stpc;
468       theta  = 3 * (*fp - *fy) / (*sty - *stp) + *dy + *dp;
472       if (*stp > *sty) gamma1 = -gamma1;
476       stpc = *stp + r * (*sty - *stp);
478     } else if (*stp > *stx) {
489     *sty = *stp;
498     *stx = *stp;
506   *stp = stpf;
508     if (*sty > *stx) *stp = PetscMin(*stx + 0.66 * (*sty - *stx), *stp);
509     else *stp = PetscMax(*stx + 0.66 * (*sty - *stx), *stp);