xref: /petsc/src/snes/linesearch/impls/bt/linesearchbt.c (revision 8cc058d9cd56c1ccb3be12a47760ddfc446aaffc)
13d443117SPeter Brune #include <petsc-private/linesearchimpl.h> /*I  "petscsnes.h"  I*/
2b45d2f2cSJed Brown #include <petsc-private/snesimpl.h>
371b4ebd2SPeter Brune 
471b4ebd2SPeter Brune typedef struct {
571b4ebd2SPeter Brune   PetscReal alpha;        /* sufficient decrease parameter */
6f1c6b773SPeter Brune } SNESLineSearch_BT;
771b4ebd2SPeter Brune 
871b4ebd2SPeter Brune #undef __FUNCT__
92f4102e2SPeter Brune #define __FUNCT__ "SNESLineSearchBTSetAlpha"
102f4102e2SPeter Brune /*@
112f4102e2SPeter Brune    SNESLineSearchBTSetAlpha - Sets the descent parameter, alpha, in the BT linesearch variant.
122f4102e2SPeter Brune 
132f4102e2SPeter Brune    Input Parameters:
142f4102e2SPeter Brune +  linesearch - linesearch context
152f4102e2SPeter Brune -  alpha - The descent parameter
162f4102e2SPeter Brune 
172f4102e2SPeter Brune    Level: intermediate
182f4102e2SPeter Brune 
191a4f838cSPeter Brune .seealso: SNESLineSearchSetLambda(), SNESLineSearchGetTolerances() SNESLINESEARCHBT
202f4102e2SPeter Brune @*/
212f4102e2SPeter Brune PetscErrorCode SNESLineSearchBTSetAlpha(SNESLineSearch linesearch, PetscReal alpha)
222f4102e2SPeter Brune {
232f4102e2SPeter Brune   SNESLineSearch_BT *bt;
246e111a19SKarl Rupp 
252f4102e2SPeter Brune   PetscFunctionBegin;
262f4102e2SPeter Brune   PetscValidHeaderSpecific(linesearch,SNESLINESEARCH_CLASSID,1);
272f4102e2SPeter Brune   bt        = (SNESLineSearch_BT*)linesearch->data;
282f4102e2SPeter Brune   bt->alpha = alpha;
292f4102e2SPeter Brune   PetscFunctionReturn(0);
302f4102e2SPeter Brune }
312f4102e2SPeter Brune 
322f4102e2SPeter Brune 
332f4102e2SPeter Brune #undef __FUNCT__
342f4102e2SPeter Brune #define __FUNCT__ "SNESLineSearchBTGetAlpha"
352f4102e2SPeter Brune /*@
362f4102e2SPeter Brune    SNESLineSearchBTGetAlpha - Gets the descent parameter, alpha, in the BT linesearch variant.
372f4102e2SPeter Brune 
382f4102e2SPeter Brune    Input Parameters:
392f4102e2SPeter Brune .  linesearch - linesearch context
408e557f58SPeter Brune 
418e557f58SPeter Brune    Output Parameters:
422f4102e2SPeter Brune .  alpha - The descent parameter
432f4102e2SPeter Brune 
442f4102e2SPeter Brune    Level: intermediate
452f4102e2SPeter Brune 
461a4f838cSPeter Brune .seealso: SNESLineSearchGetLambda(), SNESLineSearchGetTolerances() SNESLINESEARCHBT
472f4102e2SPeter Brune @*/
482f4102e2SPeter Brune PetscErrorCode SNESLineSearchBTGetAlpha(SNESLineSearch linesearch, PetscReal *alpha)
492f4102e2SPeter Brune {
502f4102e2SPeter Brune   SNESLineSearch_BT *bt;
516e111a19SKarl Rupp 
522f4102e2SPeter Brune   PetscFunctionBegin;
532f4102e2SPeter Brune   PetscValidHeaderSpecific(linesearch,SNESLINESEARCH_CLASSID,1);
542f4102e2SPeter Brune   bt     = (SNESLineSearch_BT*)linesearch->data;
552f4102e2SPeter Brune   *alpha = bt->alpha;
562f4102e2SPeter Brune   PetscFunctionReturn(0);
572f4102e2SPeter Brune }
582f4102e2SPeter Brune 
592f4102e2SPeter Brune #undef __FUNCT__
60f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchApply_BT"
61f1c6b773SPeter Brune static PetscErrorCode  SNESLineSearchApply_BT(SNESLineSearch linesearch)
6271b4ebd2SPeter Brune {
6371b4ebd2SPeter Brune   PetscBool         changed_y,changed_w;
6471b4ebd2SPeter Brune   PetscErrorCode    ierr;
6571b4ebd2SPeter Brune   Vec               X,F,Y,W,G;
6671b4ebd2SPeter Brune   SNES              snes;
678a430afbSPeter Brune   PetscReal         fnorm, xnorm, ynorm, gnorm;
683b288129SPeter Brune   PetscReal         lambda,lambdatemp,lambdaprev,minlambda,maxstep,initslope,alpha,stol;
69dfcd3828SPeter Brune   PetscReal         t1,t2,a,b,d;
708a430afbSPeter Brune   PetscReal         f;
718a430afbSPeter Brune   PetscReal         g,gprev;
7271b4ebd2SPeter Brune   PetscBool         domainerror;
7371b4ebd2SPeter Brune   PetscViewer       monitor;
7471b4ebd2SPeter Brune   PetscInt          max_its,count;
75f1c6b773SPeter Brune   SNESLineSearch_BT *bt;
7671b4ebd2SPeter Brune   Mat               jac;
77bd4a8a71SBarry Smith   PetscErrorCode    (*objective)(SNES,Vec,PetscReal*,void*);
7871b4ebd2SPeter Brune 
7971b4ebd2SPeter Brune   PetscFunctionBegin;
80f1c6b773SPeter Brune   ierr = SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, &G);CHKERRQ(ierr);
81f1c6b773SPeter Brune   ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr);
82f1c6b773SPeter Brune   ierr = SNESLineSearchGetLambda(linesearch, &lambda);CHKERRQ(ierr);
83f1c6b773SPeter Brune   ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr);
84f1c6b773SPeter Brune   ierr = SNESLineSearchGetMonitor(linesearch, &monitor);CHKERRQ(ierr);
850298fd71SBarry Smith   ierr = SNESLineSearchGetTolerances(linesearch,&minlambda,&maxstep,NULL,NULL,NULL,&max_its);CHKERRQ(ierr);
860298fd71SBarry Smith   ierr = SNESGetTolerances(snes,NULL,NULL,&stol,NULL,NULL);CHKERRQ(ierr);
870298fd71SBarry Smith   ierr = SNESGetObjective(snes,&objective,NULL);CHKERRQ(ierr);
88f1c6b773SPeter Brune   bt   = (SNESLineSearch_BT*)linesearch->data;
8971b4ebd2SPeter Brune 
9071b4ebd2SPeter Brune   alpha = bt->alpha;
9171b4ebd2SPeter Brune 
920298fd71SBarry Smith   ierr = SNESGetJacobian(snes, &jac, NULL, NULL, NULL);CHKERRQ(ierr);
938a430afbSPeter Brune 
94ce94432eSBarry Smith   if (!jac && !objective) SETERRQ(PetscObjectComm((PetscObject)linesearch), PETSC_ERR_USER, "SNESLineSearchBT requires a Jacobian matrix");
95c69d1a72SBarry Smith 
9671b4ebd2SPeter Brune   /* precheck */
977b1df9c1SPeter Brune   ierr = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr);
98f1c6b773SPeter Brune   ierr = SNESLineSearchSetSuccess(linesearch, PETSC_TRUE);CHKERRQ(ierr);
9971b4ebd2SPeter Brune 
1003b288129SPeter Brune   ierr = VecNormBegin(Y, NORM_2, &ynorm);CHKERRQ(ierr);
1013b288129SPeter Brune   ierr = VecNormBegin(X, NORM_2, &xnorm);CHKERRQ(ierr);
1023b288129SPeter Brune   ierr = VecNormEnd(Y, NORM_2, &ynorm);CHKERRQ(ierr);
1033b288129SPeter Brune   ierr = VecNormEnd(X, NORM_2, &xnorm);CHKERRQ(ierr);
1043b288129SPeter Brune 
10571b4ebd2SPeter Brune   if (ynorm == 0.0) {
10671b4ebd2SPeter Brune     if (monitor) {
107ea5d4fccSPeter Brune       ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
10871b4ebd2SPeter Brune       ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Initial direction and size is 0\n");CHKERRQ(ierr);
109ea5d4fccSPeter Brune       ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
11071b4ebd2SPeter Brune     }
11171b4ebd2SPeter Brune     ierr = VecCopy(X,W);CHKERRQ(ierr);
11271b4ebd2SPeter Brune     ierr = VecCopy(F,G);CHKERRQ(ierr);
113f1c6b773SPeter Brune     ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
11471b4ebd2SPeter Brune     PetscFunctionReturn(0);
11571b4ebd2SPeter Brune   }
11671b4ebd2SPeter Brune   if (ynorm > maxstep) {        /* Step too big, so scale back */
11771b4ebd2SPeter Brune     if (monitor) {
118ea5d4fccSPeter Brune       ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
119c69d1a72SBarry Smith       ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Scaling step by %14.12e old ynorm %14.12e\n", (double)(maxstep/ynorm),(double)ynorm);CHKERRQ(ierr);
120ea5d4fccSPeter Brune       ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
12171b4ebd2SPeter Brune     }
12271b4ebd2SPeter Brune     ierr  = VecScale(Y,maxstep/(ynorm));CHKERRQ(ierr);
12371b4ebd2SPeter Brune     ynorm = maxstep;
12471b4ebd2SPeter Brune   }
1258a430afbSPeter Brune 
1268a430afbSPeter Brune   /* if the SNES has an objective set, use that instead of the function value */
127bd4a8a71SBarry Smith   if (objective) {
1288a430afbSPeter Brune     ierr = SNESComputeObjective(snes,X,&f);CHKERRQ(ierr);
1298a430afbSPeter Brune   } else {
1308a430afbSPeter Brune     f = fnorm*fnorm;
1318a430afbSPeter Brune   }
1328a430afbSPeter Brune 
1338a430afbSPeter Brune   /* compute the initial slope */
134bd4a8a71SBarry Smith   if (objective) {
1358a430afbSPeter Brune     /* slope comes from the function (assumed to be the gradient of the objective */
13667392de3SBarry Smith     ierr = VecDotRealPart(Y,F,&initslope);CHKERRQ(ierr);
1378a430afbSPeter Brune   } else {
1388a430afbSPeter Brune     /* slope comes from the normal equations */
13971b4ebd2SPeter Brune     ierr = MatMult(jac,Y,W);CHKERRQ(ierr);
14067392de3SBarry Smith     ierr = VecDotRealPart(F,W,&initslope);CHKERRQ(ierr);
14171b4ebd2SPeter Brune     if (initslope > 0.0)  initslope = -initslope;
14271b4ebd2SPeter Brune     if (initslope == 0.0) initslope = -1.0;
1438a430afbSPeter Brune   }
14471b4ebd2SPeter Brune 
145c427506bSPeter Brune   ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
1469bd66eb0SPeter Brune   if (linesearch->ops->viproject) {
1479bd66eb0SPeter Brune     ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
1489bd66eb0SPeter Brune   }
14971b4ebd2SPeter Brune   if (snes->nfuncs >= snes->max_funcs) {
15071b4ebd2SPeter Brune     ierr         = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
15171b4ebd2SPeter Brune     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
152f1c6b773SPeter Brune     ierr         = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
15371b4ebd2SPeter Brune     PetscFunctionReturn(0);
15471b4ebd2SPeter Brune   }
1558a430afbSPeter Brune 
156bd4a8a71SBarry Smith   if (objective) {
1578a430afbSPeter Brune     ierr = SNESComputeObjective(snes,W,&g);CHKERRQ(ierr);
1588a430afbSPeter Brune   } else {
15971b4ebd2SPeter Brune     ierr = SNESComputeFunction(snes,W,G);CHKERRQ(ierr);
160c427506bSPeter Brune     ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
161c427506bSPeter Brune     if (domainerror) {
162f1c6b773SPeter Brune       ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
16371b4ebd2SPeter Brune       PetscFunctionReturn(0);
16471b4ebd2SPeter Brune     }
1659bd66eb0SPeter Brune     if (linesearch->ops->vinorm) {
1669bd66eb0SPeter Brune       gnorm = fnorm;
1679bd66eb0SPeter Brune       ierr  = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
1689bd66eb0SPeter Brune     } else {
16971b4ebd2SPeter Brune       ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
1708a430afbSPeter Brune     }
17179e7e81bSJed Brown     g = PetscSqr(gnorm);
1729bd66eb0SPeter Brune   }
1739bd66eb0SPeter Brune 
174c98378a5SBarry Smith   if (PetscIsInfOrNanReal(g)) {
175c98378a5SBarry Smith     ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
176c98378a5SBarry Smith     ierr = PetscInfo(monitor,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr);
177c98378a5SBarry Smith     PetscFunctionReturn(0);
178c98378a5SBarry Smith   }
179bd4a8a71SBarry Smith   if (!objective) {
180c69d1a72SBarry Smith     ierr = PetscInfo2(snes,"Initial fnorm %14.12e gnorm %14.12e\n", (double)fnorm, (double)gnorm);CHKERRQ(ierr);
1818a430afbSPeter Brune   }
1828a430afbSPeter Brune   if (.5*g <= .5*f + lambda*alpha*initslope) { /* Sufficient reduction or step tolerance convergence */
18371b4ebd2SPeter Brune     if (monitor) {
184ea5d4fccSPeter Brune       ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
185bd4a8a71SBarry Smith       if (!objective) {
186c69d1a72SBarry Smith         ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Using full step: fnorm %14.12e gnorm %14.12e\n", (double)fnorm, (double)gnorm);CHKERRQ(ierr);
1878a430afbSPeter Brune       } else {
1888a430afbSPeter Brune         ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Using full step: obj0 %14.12e obj %14.12e\n", (double)f, (double)g);CHKERRQ(ierr);
1898a430afbSPeter Brune       }
190ea5d4fccSPeter Brune       ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
19171b4ebd2SPeter Brune     }
19271b4ebd2SPeter Brune   } else {
193c21ba15cSPeter Brune     /* Since the full step didn't work and the step is tiny, quit */
194c21ba15cSPeter Brune     if (stol*xnorm > ynorm) {
195c21ba15cSPeter Brune       ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
196c21ba15cSPeter Brune       ierr = PetscInfo2(monitor,"Aborted due to ynorm < stol*xnorm (%14.12e < %14.12e) and inadequate full step.\n",ynorm,stol*xnorm);CHKERRQ(ierr);
197c21ba15cSPeter Brune       PetscFunctionReturn(0);
198c21ba15cSPeter Brune     }
19971b4ebd2SPeter Brune     /* Fit points with quadratic */
2008a430afbSPeter Brune     lambdatemp = -initslope/(g - f - 2.0*lambda*initslope);
20171b4ebd2SPeter Brune     lambdaprev = lambda;
2028a430afbSPeter Brune     gprev      = g;
20371b4ebd2SPeter Brune     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
20471b4ebd2SPeter Brune     if (lambdatemp <= .1*lambda) lambda = .1*lambda;
20571b4ebd2SPeter Brune     else                         lambda = lambdatemp;
20671b4ebd2SPeter Brune 
20771b4ebd2SPeter Brune     ierr  = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
2089bd66eb0SPeter Brune     if (linesearch->ops->viproject) {
2099bd66eb0SPeter Brune       ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
2109bd66eb0SPeter Brune     }
21171b4ebd2SPeter Brune     if (snes->nfuncs >= snes->max_funcs) {
21271b4ebd2SPeter Brune       ierr         = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr);
21371b4ebd2SPeter Brune       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
214f1c6b773SPeter Brune       ierr         = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
21571b4ebd2SPeter Brune       PetscFunctionReturn(0);
21671b4ebd2SPeter Brune     }
217bd4a8a71SBarry Smith     if (objective) {
2188a430afbSPeter Brune       ierr = SNESComputeObjective(snes,W,&g);CHKERRQ(ierr);
2198a430afbSPeter Brune     } else {
22071b4ebd2SPeter Brune       ierr = SNESComputeFunction(snes,W,G);CHKERRQ(ierr);
2216188f407SPeter Brune       ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
222f5af7f23SKarl Rupp       if (domainerror) PetscFunctionReturn(0);
223f5af7f23SKarl Rupp 
2249bd66eb0SPeter Brune       if (linesearch->ops->vinorm) {
2259bd66eb0SPeter Brune         gnorm = fnorm;
2269bd66eb0SPeter Brune         ierr = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
2279bd66eb0SPeter Brune       } else {
22871b4ebd2SPeter Brune         ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
2298a430afbSPeter Brune         g    = gnorm*gnorm;
2309bd66eb0SPeter Brune       }
2318a430afbSPeter Brune     }
232c98378a5SBarry Smith     if (PetscIsInfOrNanReal(g)) {
233c98378a5SBarry Smith       ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
234c98378a5SBarry Smith       ierr = PetscInfo(monitor,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr);
235c98378a5SBarry Smith       PetscFunctionReturn(0);
236c98378a5SBarry Smith     }
23771b4ebd2SPeter Brune     if (monitor) {
238ea5d4fccSPeter Brune       ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
239bd4a8a71SBarry Smith       if (!objective) {
240c69d1a72SBarry Smith         ierr = PetscViewerASCIIPrintf(monitor,"    Line search: gnorm after quadratic fit %14.12e\n",(double)gnorm);CHKERRQ(ierr);
2418a430afbSPeter Brune       } else {
2428a430afbSPeter Brune         ierr = PetscViewerASCIIPrintf(monitor,"    Line search: obj after quadratic fit %14.12e\n",(double)g);CHKERRQ(ierr);
2438a430afbSPeter Brune       }
244ea5d4fccSPeter Brune       ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
24571b4ebd2SPeter Brune     }
2468a430afbSPeter Brune     if (.5*g < .5*f + lambda*alpha*initslope) { /* sufficient reduction */
24771b4ebd2SPeter Brune       if (monitor) {
248ea5d4fccSPeter Brune         ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
24971b4ebd2SPeter Brune         ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Quadratically determined step, lambda=%18.16e\n",(double)lambda);CHKERRQ(ierr);
250ea5d4fccSPeter Brune         ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
25171b4ebd2SPeter Brune       }
25271b4ebd2SPeter Brune     } else {
25371b4ebd2SPeter Brune       /* Fit points with cubic */
25471b4ebd2SPeter Brune       for (count = 0; count < max_its; count++) {
25571b4ebd2SPeter Brune         if (lambda <= minlambda) {
25671b4ebd2SPeter Brune           if (monitor) {
257ea5d4fccSPeter Brune             ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
25871b4ebd2SPeter Brune             ierr = PetscViewerASCIIPrintf(monitor,"    Line search: unable to find good step length! After %D tries \n",count);CHKERRQ(ierr);
259bd4a8a71SBarry Smith             if (!objective) {
26071b4ebd2SPeter Brune               ierr = PetscViewerASCIIPrintf(monitor,
26171b4ebd2SPeter Brune                                             "    Line search: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",
262c69d1a72SBarry Smith                                             (double)fnorm, (double)gnorm, (double)ynorm, (double)minlambda, (double)lambda, (double)initslope);CHKERRQ(ierr);
2638a430afbSPeter Brune             } else {
2648a430afbSPeter Brune               ierr = PetscViewerASCIIPrintf(monitor,
2658a430afbSPeter Brune                                             "    Line search: obj(0)=%18.16e, obj=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",
2668a430afbSPeter Brune                                             (double)f, (double)g, (double)ynorm, (double)minlambda, (double)lambda, (double)initslope);CHKERRQ(ierr);
2678a430afbSPeter Brune             }
268ea5d4fccSPeter Brune             ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
26971b4ebd2SPeter Brune           }
270f1c6b773SPeter Brune           ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
27171b4ebd2SPeter Brune           PetscFunctionReturn(0);
27271b4ebd2SPeter Brune         }
273b000cd8dSPeter Brune         if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
2748a430afbSPeter Brune           t1 = .5*(g - f) - lambda*initslope;
2758a430afbSPeter Brune           t2 = .5*(gprev  - f) - lambdaprev*initslope;
27671b4ebd2SPeter Brune           a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
27771b4ebd2SPeter Brune           b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
27871b4ebd2SPeter Brune           d  = b*b - 3*a*initslope;
27971b4ebd2SPeter Brune           if (d < 0.0) d = 0.0;
280f5af7f23SKarl Rupp           if (a == 0.0) lambdatemp = -initslope/(2.0*b);
281f5af7f23SKarl Rupp           else lambdatemp = (-b + PetscSqrtReal(d))/(3.0*a);
282f5af7f23SKarl Rupp 
283b000cd8dSPeter Brune         } else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) {
2848a430afbSPeter Brune           lambdatemp = -initslope/(g - f - 2.0*initslope);
285ce94432eSBarry Smith         } else SETERRQ(PetscObjectComm((PetscObject)linesearch), PETSC_ERR_SUP, "unsupported line search order for type bt");
28671b4ebd2SPeter Brune         lambdaprev = lambda;
2878a430afbSPeter Brune         gprev      = g;
28871b4ebd2SPeter Brune         if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
28971b4ebd2SPeter Brune         if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
29071b4ebd2SPeter Brune         else                         lambda     = lambdatemp;
29171b4ebd2SPeter Brune         ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
292b7b2e573SPeter Brune         if (linesearch->ops->viproject) {
293b7b2e573SPeter Brune           ierr = (*linesearch->ops->viproject)(snes,W);CHKERRQ(ierr);
294b7b2e573SPeter Brune         }
29571b4ebd2SPeter Brune         if (snes->nfuncs >= snes->max_funcs) {
29671b4ebd2SPeter Brune           ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
297bd4a8a71SBarry Smith           if (!objective) {
29871b4ebd2SPeter Brune             ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",
299c69d1a72SBarry Smith                               (double)fnorm,(double)gnorm,(double)ynorm,(double)lambda,(double)initslope);CHKERRQ(ierr);
3008a430afbSPeter Brune           }
301f1c6b773SPeter Brune           ierr         = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
30271b4ebd2SPeter Brune           snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
30371b4ebd2SPeter Brune           PetscFunctionReturn(0);
30471b4ebd2SPeter Brune         }
305bd4a8a71SBarry Smith         if (objective) {
3068a430afbSPeter Brune           ierr = SNESComputeObjective(snes,W,&g);CHKERRQ(ierr);
3078a430afbSPeter Brune         } else {
30871b4ebd2SPeter Brune           ierr = SNESComputeFunction(snes,W,G);CHKERRQ(ierr);
309c427506bSPeter Brune           ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
310c427506bSPeter Brune           if (domainerror) {
311f1c6b773SPeter Brune             ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
31271b4ebd2SPeter Brune             PetscFunctionReturn(0);
31371b4ebd2SPeter Brune           }
3149bd66eb0SPeter Brune           if (linesearch->ops->vinorm) {
3159bd66eb0SPeter Brune             gnorm = fnorm;
3169bd66eb0SPeter Brune             ierr  = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
3179bd66eb0SPeter Brune           } else {
31871b4ebd2SPeter Brune             ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
3198a430afbSPeter Brune             g    = gnorm*gnorm;
3208a430afbSPeter Brune           }
3219bd66eb0SPeter Brune         }
322c98378a5SBarry Smith         if (PetscIsInfOrNanReal(gnorm)) {
323c98378a5SBarry Smith           ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
324c98378a5SBarry Smith           ierr = PetscInfo(monitor,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr);
325c98378a5SBarry Smith           PetscFunctionReturn(0);
326c98378a5SBarry Smith         }
3278a430afbSPeter Brune         if (.5*g < .5*f + lambda*alpha*initslope) { /* is reduction enough? */
32871b4ebd2SPeter Brune           if (monitor) {
329ea5d4fccSPeter Brune             ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
330bd4a8a71SBarry Smith             if (!objective) {
331b000cd8dSPeter Brune               if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
332c69d1a72SBarry Smith                 ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Cubically determined step, current gnorm %14.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr);
33371b4ebd2SPeter Brune               } else {
334c69d1a72SBarry Smith                 ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Quadratically determined step, current gnorm %14.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr);
33571b4ebd2SPeter Brune               }
336ea5d4fccSPeter Brune               ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
3378a430afbSPeter Brune             } else {
3388a430afbSPeter Brune               if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
3398a430afbSPeter Brune                 ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Cubically determined step, obj %14.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr);
3408a430afbSPeter Brune               } else {
3418a430afbSPeter Brune                 ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Quadratically determined step, obj %14.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr);
3428a430afbSPeter Brune               }
3438a430afbSPeter Brune               ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
3448a430afbSPeter Brune             }
34571b4ebd2SPeter Brune           }
34671b4ebd2SPeter Brune           break;
347f5af7f23SKarl Rupp         } else if (monitor) {
348ea5d4fccSPeter Brune           ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
349bd4a8a71SBarry Smith           if (!objective) {
350b000cd8dSPeter Brune             if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
351c69d1a72SBarry Smith               ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Cubic step no good, shrinking lambda, current gnorm %12.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr);
35271b4ebd2SPeter Brune             } else {
353c69d1a72SBarry Smith               ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Quadratic step no good, shrinking lambda, current gnorm %12.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr);
35471b4ebd2SPeter Brune             }
355ea5d4fccSPeter Brune             ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
3568a430afbSPeter Brune           } else {
3578a430afbSPeter Brune             if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
3588a430afbSPeter Brune               ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Cubic step no good, shrinking lambda, obj %12.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr);
3598a430afbSPeter Brune             } else {
3608a430afbSPeter Brune               ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Quadratic step no good, shrinking lambda, obj %12.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr);
3618a430afbSPeter Brune             }
3628a430afbSPeter Brune             ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
3638a430afbSPeter Brune           }
36471b4ebd2SPeter Brune         }
36571b4ebd2SPeter Brune       }
36671b4ebd2SPeter Brune     }
36771b4ebd2SPeter Brune   }
36871b4ebd2SPeter Brune 
36971b4ebd2SPeter Brune   /* postcheck */
3707b1df9c1SPeter Brune   ierr = SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr);
37171b4ebd2SPeter Brune   if (changed_y) {
37271b4ebd2SPeter Brune     ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
3739bd66eb0SPeter Brune     if (linesearch->ops->viproject) {
3749bd66eb0SPeter Brune       ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
3759bd66eb0SPeter Brune     }
37671b4ebd2SPeter Brune   }
377bd4a8a71SBarry Smith   if (changed_y || changed_w || objective) { /* recompute the function norm if the step has changed or the objective isn't the norm */
378c427506bSPeter Brune     ierr = SNESComputeFunction(snes,W,G);CHKERRQ(ierr);
37971b4ebd2SPeter Brune     ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
38071b4ebd2SPeter Brune     if (domainerror) {
381f1c6b773SPeter Brune       ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
38271b4ebd2SPeter Brune       PetscFunctionReturn(0);
38371b4ebd2SPeter Brune     }
3849bd66eb0SPeter Brune     if (linesearch->ops->vinorm) {
3859bd66eb0SPeter Brune       gnorm = fnorm;
3869bd66eb0SPeter Brune       ierr  = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
3879bd66eb0SPeter Brune     } else {
3889bd66eb0SPeter Brune       ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
3899bd66eb0SPeter Brune     }
3909bd66eb0SPeter Brune     ierr = VecNorm(Y,NORM_2,&ynorm);CHKERRQ(ierr);
391c98378a5SBarry Smith     if (PetscIsInfOrNanReal(gnorm)) {
392c98378a5SBarry Smith       ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
393c98378a5SBarry Smith       ierr = PetscInfo(monitor,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr);
394c98378a5SBarry Smith       PetscFunctionReturn(0);
395c98378a5SBarry Smith     }
396c427506bSPeter Brune   }
39771b4ebd2SPeter Brune 
39871b4ebd2SPeter Brune   /* copy the solution over */
39971b4ebd2SPeter Brune   ierr = VecCopy(W, X);CHKERRQ(ierr);
400c427506bSPeter Brune   ierr = VecCopy(G, F);CHKERRQ(ierr);
401c427506bSPeter Brune   ierr = VecNorm(X, NORM_2, &xnorm);CHKERRQ(ierr);
402f1c6b773SPeter Brune   ierr = SNESLineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr);
403f1c6b773SPeter Brune   ierr = SNESLineSearchSetNorms(linesearch, xnorm, gnorm, ynorm);CHKERRQ(ierr);
40471b4ebd2SPeter Brune   PetscFunctionReturn(0);
40571b4ebd2SPeter Brune }
40671b4ebd2SPeter Brune 
40771b4ebd2SPeter Brune #undef __FUNCT__
4087f1410a3SPeter Brune #define __FUNCT__ "SNESLineSearchView_BT"
4097f1410a3SPeter Brune PetscErrorCode SNESLineSearchView_BT(SNESLineSearch linesearch, PetscViewer viewer)
4107f1410a3SPeter Brune {
4117f1410a3SPeter Brune   PetscErrorCode    ierr;
4127f1410a3SPeter Brune   PetscBool         iascii;
4137f1410a3SPeter Brune   SNESLineSearch_BT *bt;
414075cc632SBarry Smith 
4157f1410a3SPeter Brune   PetscFunctionBegin;
416251f4c67SDmitry Karpeev   ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
4177f1410a3SPeter Brune   bt   = (SNESLineSearch_BT*)linesearch->data;
4187f1410a3SPeter Brune   if (iascii) {
419b000cd8dSPeter Brune     if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
4207f1410a3SPeter Brune       ierr = PetscViewerASCIIPrintf(viewer, "  interpolation: cubic\n");CHKERRQ(ierr);
421b000cd8dSPeter Brune     } else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) {
4227f1410a3SPeter Brune       ierr = PetscViewerASCIIPrintf(viewer, "  interpolation: quadratic\n");CHKERRQ(ierr);
4237f1410a3SPeter Brune     }
424007b6e36SPeter Brune     ierr = PetscViewerASCIIPrintf(viewer, "  alpha=%e\n", bt->alpha);CHKERRQ(ierr);
4257f1410a3SPeter Brune   }
4267f1410a3SPeter Brune   PetscFunctionReturn(0);
4277f1410a3SPeter Brune }
4287f1410a3SPeter Brune 
4297f1410a3SPeter Brune 
4307f1410a3SPeter Brune #undef __FUNCT__
431f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchDestroy_BT"
432f1c6b773SPeter Brune static PetscErrorCode SNESLineSearchDestroy_BT(SNESLineSearch linesearch)
433731c067cSJed Brown {
434731c067cSJed Brown   PetscErrorCode ierr;
43571b4ebd2SPeter Brune 
43671b4ebd2SPeter Brune   PetscFunctionBegin;
437731c067cSJed Brown   ierr = PetscFree(linesearch->data);CHKERRQ(ierr);
43871b4ebd2SPeter Brune   PetscFunctionReturn(0);
43971b4ebd2SPeter Brune }
44071b4ebd2SPeter Brune 
44171b4ebd2SPeter Brune 
44271b4ebd2SPeter Brune #undef __FUNCT__
443f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchSetFromOptions_BT"
444f1c6b773SPeter Brune static PetscErrorCode SNESLineSearchSetFromOptions_BT(SNESLineSearch linesearch)
44571b4ebd2SPeter Brune {
44671b4ebd2SPeter Brune 
44771b4ebd2SPeter Brune   PetscErrorCode    ierr;
448f1c6b773SPeter Brune   SNESLineSearch_BT *bt;
44971b4ebd2SPeter Brune 
4506e111a19SKarl Rupp   PetscFunctionBegin;
451f1c6b773SPeter Brune   bt = (SNESLineSearch_BT*)linesearch->data;
45271b4ebd2SPeter Brune 
453f1c6b773SPeter Brune   ierr = PetscOptionsHead("SNESLineSearch BT options");CHKERRQ(ierr);
4540298fd71SBarry Smith   ierr = PetscOptionsReal("-snes_linesearch_alpha",   "Descent tolerance",        "SNESLineSearchBT", bt->alpha, &bt->alpha, NULL);CHKERRQ(ierr);
45571b4ebd2SPeter Brune 
45671b4ebd2SPeter Brune   ierr = PetscOptionsTail();CHKERRQ(ierr);
45771b4ebd2SPeter Brune   PetscFunctionReturn(0);
45871b4ebd2SPeter Brune }
45971b4ebd2SPeter Brune 
46071b4ebd2SPeter Brune 
46171b4ebd2SPeter Brune #undef __FUNCT__
462f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchCreate_BT"
463954494b2SJed Brown /*MC
464db609ea7SPeter Brune    SNESLINESEARCHBT - Backtracking line search.
465954494b2SJed Brown 
466db609ea7SPeter Brune    This line search finds the minimum of a polynomial fitting of the L2 norm of the
467db609ea7SPeter Brune    function. If this fit does not satisfy the conditions for progress, the interval shrinks
468db609ea7SPeter Brune    and the fit is reattempted at most max_it times or until lambda is below minlambda.
469954494b2SJed Brown 
470cd7522eaSPeter Brune    Options Database Keys:
471cd7522eaSPeter Brune +  -snes_linesearch_alpha<1e-4> - slope descent parameter
472db609ea7SPeter Brune .  -snes_linesearch_damping<1.0> - initial step length
473db609ea7SPeter Brune .  -snes_linesearch_max_it<40> - maximum number of shrinking step
474db609ea7SPeter Brune .  -snes_linesearch_minlambda<1e-12> - minimum step length allowed
475cd7522eaSPeter Brune -  -snes_linesearch_order<cubic,quadratic> - order of the approximation
476cd7522eaSPeter Brune 
477954494b2SJed Brown    Level: advanced
478954494b2SJed Brown 
479db609ea7SPeter Brune    Notes:
480db609ea7SPeter Brune    This line search is taken from "Numerical Methods for Unconstrained
481db609ea7SPeter Brune    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
482db609ea7SPeter Brune 
483f1c6b773SPeter Brune .keywords: SNES, SNESLineSearch, damping
484954494b2SJed Brown 
485f1c6b773SPeter Brune .seealso: SNESLineSearchCreate(), SNESLineSearchSetType()
486954494b2SJed Brown M*/
487*8cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_BT(SNESLineSearch linesearch)
48871b4ebd2SPeter Brune {
48971b4ebd2SPeter Brune 
490f1c6b773SPeter Brune   SNESLineSearch_BT *bt;
49171b4ebd2SPeter Brune   PetscErrorCode    ierr;
49271b4ebd2SPeter Brune 
49371b4ebd2SPeter Brune   PetscFunctionBegin;
494f1c6b773SPeter Brune   linesearch->ops->apply          = SNESLineSearchApply_BT;
495f1c6b773SPeter Brune   linesearch->ops->destroy        = SNESLineSearchDestroy_BT;
496f1c6b773SPeter Brune   linesearch->ops->setfromoptions = SNESLineSearchSetFromOptions_BT;
4970298fd71SBarry Smith   linesearch->ops->reset          = NULL;
4987f1410a3SPeter Brune   linesearch->ops->view           = SNESLineSearchView_BT;
4990298fd71SBarry Smith   linesearch->ops->setup          = NULL;
50071b4ebd2SPeter Brune 
501f1c6b773SPeter Brune   ierr = PetscNewLog(linesearch, SNESLineSearch_BT, &bt);CHKERRQ(ierr);
502f5af7f23SKarl Rupp 
50371b4ebd2SPeter Brune   linesearch->data    = (void*)bt;
50471b4ebd2SPeter Brune   linesearch->max_its = 40;
505b000cd8dSPeter Brune   linesearch->order   = SNES_LINESEARCH_ORDER_CUBIC;
50671b4ebd2SPeter Brune   bt->alpha           = 1e-4;
50771b4ebd2SPeter Brune   PetscFunctionReturn(0);
50871b4ebd2SPeter Brune }
509