xref: /petsc/src/snes/linesearch/impls/bt/linesearchbt.c (revision b00a91154f763f12aa55f3d53a3f2776f15f49e3)
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);
11371cee68bSPeter Brune     ierr = SNESLineSearchSetNorms(linesearch,xnorm,fnorm,ynorm);CHKERRQ(ierr);
114f1c6b773SPeter Brune     ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
11571b4ebd2SPeter Brune     PetscFunctionReturn(0);
11671b4ebd2SPeter Brune   }
11771b4ebd2SPeter Brune   if (ynorm > maxstep) {        /* Step too big, so scale back */
11871b4ebd2SPeter Brune     if (monitor) {
119ea5d4fccSPeter Brune       ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
120c69d1a72SBarry Smith       ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Scaling step by %14.12e old ynorm %14.12e\n", (double)(maxstep/ynorm),(double)ynorm);CHKERRQ(ierr);
121ea5d4fccSPeter Brune       ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
12271b4ebd2SPeter Brune     }
12371b4ebd2SPeter Brune     ierr  = VecScale(Y,maxstep/(ynorm));CHKERRQ(ierr);
12471b4ebd2SPeter Brune     ynorm = maxstep;
12571b4ebd2SPeter Brune   }
1268a430afbSPeter Brune 
1278a430afbSPeter Brune   /* if the SNES has an objective set, use that instead of the function value */
128bd4a8a71SBarry Smith   if (objective) {
1298a430afbSPeter Brune     ierr = SNESComputeObjective(snes,X,&f);CHKERRQ(ierr);
1308a430afbSPeter Brune   } else {
1318a430afbSPeter Brune     f = fnorm*fnorm;
1328a430afbSPeter Brune   }
1338a430afbSPeter Brune 
1348a430afbSPeter Brune   /* compute the initial slope */
135bd4a8a71SBarry Smith   if (objective) {
1368a430afbSPeter Brune     /* slope comes from the function (assumed to be the gradient of the objective */
13767392de3SBarry Smith     ierr = VecDotRealPart(Y,F,&initslope);CHKERRQ(ierr);
1388a430afbSPeter Brune   } else {
1398a430afbSPeter Brune     /* slope comes from the normal equations */
14071b4ebd2SPeter Brune     ierr = MatMult(jac,Y,W);CHKERRQ(ierr);
14167392de3SBarry Smith     ierr = VecDotRealPart(F,W,&initslope);CHKERRQ(ierr);
14271b4ebd2SPeter Brune     if (initslope > 0.0)  initslope = -initslope;
14371b4ebd2SPeter Brune     if (initslope == 0.0) initslope = -1.0;
1448a430afbSPeter Brune   }
14571b4ebd2SPeter Brune 
146c427506bSPeter Brune   ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
1479bd66eb0SPeter Brune   if (linesearch->ops->viproject) {
1489bd66eb0SPeter Brune     ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
1499bd66eb0SPeter Brune   }
15071b4ebd2SPeter Brune   if (snes->nfuncs >= snes->max_funcs) {
15171b4ebd2SPeter Brune     ierr         = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
15271b4ebd2SPeter Brune     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
153f1c6b773SPeter Brune     ierr         = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
15471b4ebd2SPeter Brune     PetscFunctionReturn(0);
15571b4ebd2SPeter Brune   }
1568a430afbSPeter Brune 
157bd4a8a71SBarry Smith   if (objective) {
1588a430afbSPeter Brune     ierr = SNESComputeObjective(snes,W,&g);CHKERRQ(ierr);
1598a430afbSPeter Brune   } else {
160ce5a860aSPeter Brune     ierr = (*linesearch->ops->snesfunc)(snes,W,G);CHKERRQ(ierr);
161c427506bSPeter Brune     ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
162c427506bSPeter Brune     if (domainerror) {
163f1c6b773SPeter Brune       ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
16471b4ebd2SPeter Brune       PetscFunctionReturn(0);
16571b4ebd2SPeter Brune     }
1669bd66eb0SPeter Brune     if (linesearch->ops->vinorm) {
1679bd66eb0SPeter Brune       gnorm = fnorm;
1689bd66eb0SPeter Brune       ierr  = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
1699bd66eb0SPeter Brune     } else {
17071b4ebd2SPeter Brune       ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
1718a430afbSPeter Brune     }
17279e7e81bSJed Brown     g = PetscSqr(gnorm);
1739bd66eb0SPeter Brune   }
1749bd66eb0SPeter Brune 
175c98378a5SBarry Smith   if (PetscIsInfOrNanReal(g)) {
176c98378a5SBarry Smith     ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
177c98378a5SBarry Smith     ierr = PetscInfo(monitor,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr);
178c98378a5SBarry Smith     PetscFunctionReturn(0);
179c98378a5SBarry Smith   }
180bd4a8a71SBarry Smith   if (!objective) {
181c69d1a72SBarry Smith     ierr = PetscInfo2(snes,"Initial fnorm %14.12e gnorm %14.12e\n", (double)fnorm, (double)gnorm);CHKERRQ(ierr);
1828a430afbSPeter Brune   }
1838a430afbSPeter Brune   if (.5*g <= .5*f + lambda*alpha*initslope) { /* Sufficient reduction or step tolerance convergence */
18471b4ebd2SPeter Brune     if (monitor) {
185ea5d4fccSPeter Brune       ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
186bd4a8a71SBarry Smith       if (!objective) {
187c69d1a72SBarry Smith         ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Using full step: fnorm %14.12e gnorm %14.12e\n", (double)fnorm, (double)gnorm);CHKERRQ(ierr);
1888a430afbSPeter Brune       } else {
1898a430afbSPeter Brune         ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Using full step: obj0 %14.12e obj %14.12e\n", (double)f, (double)g);CHKERRQ(ierr);
1908a430afbSPeter Brune       }
191ea5d4fccSPeter Brune       ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
19271b4ebd2SPeter Brune     }
19371b4ebd2SPeter Brune   } else {
194c21ba15cSPeter Brune     /* Since the full step didn't work and the step is tiny, quit */
195c21ba15cSPeter Brune     if (stol*xnorm > ynorm) {
196c21ba15cSPeter Brune       ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
197c21ba15cSPeter Brune       ierr = PetscInfo2(monitor,"Aborted due to ynorm < stol*xnorm (%14.12e < %14.12e) and inadequate full step.\n",ynorm,stol*xnorm);CHKERRQ(ierr);
198c21ba15cSPeter Brune       PetscFunctionReturn(0);
199c21ba15cSPeter Brune     }
20071b4ebd2SPeter Brune     /* Fit points with quadratic */
2018a430afbSPeter Brune     lambdatemp = -initslope/(g - f - 2.0*lambda*initslope);
20271b4ebd2SPeter Brune     lambdaprev = lambda;
2038a430afbSPeter Brune     gprev      = g;
20471b4ebd2SPeter Brune     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
20571b4ebd2SPeter Brune     if (lambdatemp <= .1*lambda) lambda = .1*lambda;
20671b4ebd2SPeter Brune     else                         lambda = lambdatemp;
20771b4ebd2SPeter Brune 
20871b4ebd2SPeter Brune     ierr  = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
2099bd66eb0SPeter Brune     if (linesearch->ops->viproject) {
2109bd66eb0SPeter Brune       ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
2119bd66eb0SPeter Brune     }
21271b4ebd2SPeter Brune     if (snes->nfuncs >= snes->max_funcs) {
21371b4ebd2SPeter Brune       ierr         = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr);
21471b4ebd2SPeter Brune       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
215f1c6b773SPeter Brune       ierr         = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
21671b4ebd2SPeter Brune       PetscFunctionReturn(0);
21771b4ebd2SPeter Brune     }
218bd4a8a71SBarry Smith     if (objective) {
2198a430afbSPeter Brune       ierr = SNESComputeObjective(snes,W,&g);CHKERRQ(ierr);
2208a430afbSPeter Brune     } else {
221ce5a860aSPeter Brune       ierr = (*linesearch->ops->snesfunc)(snes,W,G);CHKERRQ(ierr);
2226188f407SPeter Brune       ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
223f5af7f23SKarl Rupp       if (domainerror) PetscFunctionReturn(0);
224f5af7f23SKarl Rupp 
2259bd66eb0SPeter Brune       if (linesearch->ops->vinorm) {
2269bd66eb0SPeter Brune         gnorm = fnorm;
2279bd66eb0SPeter Brune         ierr = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
2289bd66eb0SPeter Brune       } else {
22971b4ebd2SPeter Brune         ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
2309bd66eb0SPeter Brune       }
231f1ab69e3SPeter Brune       g = PetscSqr(gnorm);
2328a430afbSPeter Brune     }
233c98378a5SBarry Smith     if (PetscIsInfOrNanReal(g)) {
234c98378a5SBarry Smith       ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
235c98378a5SBarry Smith       ierr = PetscInfo(monitor,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr);
236c98378a5SBarry Smith       PetscFunctionReturn(0);
237c98378a5SBarry Smith     }
23871b4ebd2SPeter Brune     if (monitor) {
239ea5d4fccSPeter Brune       ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
240bd4a8a71SBarry Smith       if (!objective) {
241c69d1a72SBarry Smith         ierr = PetscViewerASCIIPrintf(monitor,"    Line search: gnorm after quadratic fit %14.12e\n",(double)gnorm);CHKERRQ(ierr);
2428a430afbSPeter Brune       } else {
2438a430afbSPeter Brune         ierr = PetscViewerASCIIPrintf(monitor,"    Line search: obj after quadratic fit %14.12e\n",(double)g);CHKERRQ(ierr);
2448a430afbSPeter Brune       }
245ea5d4fccSPeter Brune       ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
24671b4ebd2SPeter Brune     }
2478a430afbSPeter Brune     if (.5*g < .5*f + lambda*alpha*initslope) { /* sufficient reduction */
24871b4ebd2SPeter Brune       if (monitor) {
249ea5d4fccSPeter Brune         ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
25071b4ebd2SPeter Brune         ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Quadratically determined step, lambda=%18.16e\n",(double)lambda);CHKERRQ(ierr);
251ea5d4fccSPeter Brune         ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
25271b4ebd2SPeter Brune       }
25371b4ebd2SPeter Brune     } else {
25471b4ebd2SPeter Brune       /* Fit points with cubic */
25571b4ebd2SPeter Brune       for (count = 0; count < max_its; count++) {
25671b4ebd2SPeter Brune         if (lambda <= minlambda) {
25771b4ebd2SPeter Brune           if (monitor) {
258ea5d4fccSPeter Brune             ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
25971b4ebd2SPeter Brune             ierr = PetscViewerASCIIPrintf(monitor,"    Line search: unable to find good step length! After %D tries \n",count);CHKERRQ(ierr);
260bd4a8a71SBarry Smith             if (!objective) {
26171b4ebd2SPeter Brune               ierr = PetscViewerASCIIPrintf(monitor,
26271b4ebd2SPeter Brune                                             "    Line search: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",
263c69d1a72SBarry Smith                                             (double)fnorm, (double)gnorm, (double)ynorm, (double)minlambda, (double)lambda, (double)initslope);CHKERRQ(ierr);
2648a430afbSPeter Brune             } else {
2658a430afbSPeter Brune               ierr = PetscViewerASCIIPrintf(monitor,
2668a430afbSPeter Brune                                             "    Line search: obj(0)=%18.16e, obj=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",
2678a430afbSPeter Brune                                             (double)f, (double)g, (double)ynorm, (double)minlambda, (double)lambda, (double)initslope);CHKERRQ(ierr);
2688a430afbSPeter Brune             }
269ea5d4fccSPeter Brune             ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
27071b4ebd2SPeter Brune           }
271f1c6b773SPeter Brune           ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
27271b4ebd2SPeter Brune           PetscFunctionReturn(0);
27371b4ebd2SPeter Brune         }
274b000cd8dSPeter Brune         if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
2758a430afbSPeter Brune           t1 = .5*(g - f) - lambda*initslope;
2768a430afbSPeter Brune           t2 = .5*(gprev  - f) - lambdaprev*initslope;
27771b4ebd2SPeter Brune           a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
27871b4ebd2SPeter Brune           b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
27971b4ebd2SPeter Brune           d  = b*b - 3*a*initslope;
28071b4ebd2SPeter Brune           if (d < 0.0) d = 0.0;
281f5af7f23SKarl Rupp           if (a == 0.0) lambdatemp = -initslope/(2.0*b);
282f5af7f23SKarl Rupp           else lambdatemp = (-b + PetscSqrtReal(d))/(3.0*a);
283f5af7f23SKarl Rupp 
284b000cd8dSPeter Brune         } else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) {
2858a430afbSPeter Brune           lambdatemp = -initslope/(g - f - 2.0*initslope);
286ce94432eSBarry Smith         } else SETERRQ(PetscObjectComm((PetscObject)linesearch), PETSC_ERR_SUP, "unsupported line search order for type bt");
28771b4ebd2SPeter Brune         lambdaprev = lambda;
2888a430afbSPeter Brune         gprev      = g;
28971b4ebd2SPeter Brune         if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
29071b4ebd2SPeter Brune         if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
29171b4ebd2SPeter Brune         else                         lambda     = lambdatemp;
29271b4ebd2SPeter Brune         ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
293b7b2e573SPeter Brune         if (linesearch->ops->viproject) {
294b7b2e573SPeter Brune           ierr = (*linesearch->ops->viproject)(snes,W);CHKERRQ(ierr);
295b7b2e573SPeter Brune         }
29671b4ebd2SPeter Brune         if (snes->nfuncs >= snes->max_funcs) {
29771b4ebd2SPeter Brune           ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
298bd4a8a71SBarry Smith           if (!objective) {
29971b4ebd2SPeter Brune             ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",
300c69d1a72SBarry Smith                               (double)fnorm,(double)gnorm,(double)ynorm,(double)lambda,(double)initslope);CHKERRQ(ierr);
3018a430afbSPeter Brune           }
302f1c6b773SPeter Brune           ierr         = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
30371b4ebd2SPeter Brune           snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
30471b4ebd2SPeter Brune           PetscFunctionReturn(0);
30571b4ebd2SPeter Brune         }
306bd4a8a71SBarry Smith         if (objective) {
3078a430afbSPeter Brune           ierr = SNESComputeObjective(snes,W,&g);CHKERRQ(ierr);
3088a430afbSPeter Brune         } else {
309ce5a860aSPeter Brune           ierr = (*linesearch->ops->snesfunc)(snes,W,G);CHKERRQ(ierr);
310c427506bSPeter Brune           ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
311c427506bSPeter Brune           if (domainerror) {
312f1c6b773SPeter Brune             ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
31371b4ebd2SPeter Brune             PetscFunctionReturn(0);
31471b4ebd2SPeter Brune           }
3159bd66eb0SPeter Brune           if (linesearch->ops->vinorm) {
3169bd66eb0SPeter Brune             gnorm = fnorm;
3179bd66eb0SPeter Brune             ierr  = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
3189bd66eb0SPeter Brune           } else {
31971b4ebd2SPeter Brune             ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
3208a430afbSPeter Brune           }
321f1ab69e3SPeter Brune           g = PetscSqr(gnorm);
3229bd66eb0SPeter Brune         }
323c98378a5SBarry Smith         if (PetscIsInfOrNanReal(gnorm)) {
324c98378a5SBarry Smith           ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
325c98378a5SBarry Smith           ierr = PetscInfo(monitor,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr);
326c98378a5SBarry Smith           PetscFunctionReturn(0);
327c98378a5SBarry Smith         }
3288a430afbSPeter Brune         if (.5*g < .5*f + lambda*alpha*initslope) { /* is reduction enough? */
32971b4ebd2SPeter Brune           if (monitor) {
330ea5d4fccSPeter Brune             ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
331bd4a8a71SBarry Smith             if (!objective) {
332b000cd8dSPeter Brune               if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
333c69d1a72SBarry Smith                 ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Cubically determined step, current gnorm %14.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr);
33471b4ebd2SPeter Brune               } else {
335c69d1a72SBarry Smith                 ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Quadratically determined step, current gnorm %14.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr);
33671b4ebd2SPeter Brune               }
337ea5d4fccSPeter Brune               ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
3388a430afbSPeter Brune             } else {
3398a430afbSPeter Brune               if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
3408a430afbSPeter Brune                 ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Cubically determined step, obj %14.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr);
3418a430afbSPeter Brune               } else {
3428a430afbSPeter Brune                 ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Quadratically determined step, obj %14.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr);
3438a430afbSPeter Brune               }
3448a430afbSPeter Brune               ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
3458a430afbSPeter Brune             }
34671b4ebd2SPeter Brune           }
34771b4ebd2SPeter Brune           break;
348f5af7f23SKarl Rupp         } else if (monitor) {
349ea5d4fccSPeter Brune           ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
350bd4a8a71SBarry Smith           if (!objective) {
351b000cd8dSPeter Brune             if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
352c69d1a72SBarry 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);
35371b4ebd2SPeter Brune             } else {
354c69d1a72SBarry 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);
35571b4ebd2SPeter Brune             }
356ea5d4fccSPeter Brune             ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
3578a430afbSPeter Brune           } else {
3588a430afbSPeter Brune             if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
3598a430afbSPeter 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);
3608a430afbSPeter Brune             } else {
3618a430afbSPeter 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);
3628a430afbSPeter Brune             }
3638a430afbSPeter Brune             ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
3648a430afbSPeter Brune           }
36571b4ebd2SPeter Brune         }
36671b4ebd2SPeter Brune       }
36771b4ebd2SPeter Brune     }
36871b4ebd2SPeter Brune   }
36971b4ebd2SPeter Brune 
37071b4ebd2SPeter Brune   /* postcheck */
3717b1df9c1SPeter Brune   ierr = SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr);
37271b4ebd2SPeter Brune   if (changed_y) {
37371b4ebd2SPeter Brune     ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
3749bd66eb0SPeter Brune     if (linesearch->ops->viproject) {
3759bd66eb0SPeter Brune       ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
3769bd66eb0SPeter Brune     }
37771b4ebd2SPeter Brune   }
378bd4a8a71SBarry Smith   if (changed_y || changed_w || objective) { /* recompute the function norm if the step has changed or the objective isn't the norm */
379ce5a860aSPeter Brune     ierr = (*linesearch->ops->snesfunc)(snes,W,G);CHKERRQ(ierr);
38071b4ebd2SPeter Brune     ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
38171b4ebd2SPeter Brune     if (domainerror) {
382f1c6b773SPeter Brune       ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
38371b4ebd2SPeter Brune       PetscFunctionReturn(0);
38471b4ebd2SPeter Brune     }
3859bd66eb0SPeter Brune     if (linesearch->ops->vinorm) {
3869bd66eb0SPeter Brune       gnorm = fnorm;
3879bd66eb0SPeter Brune       ierr  = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
3889bd66eb0SPeter Brune     } else {
3899bd66eb0SPeter Brune       ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
3909bd66eb0SPeter Brune     }
3919bd66eb0SPeter Brune     ierr = VecNorm(Y,NORM_2,&ynorm);CHKERRQ(ierr);
392c98378a5SBarry Smith     if (PetscIsInfOrNanReal(gnorm)) {
393c98378a5SBarry Smith       ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
394c98378a5SBarry Smith       ierr = PetscInfo(monitor,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr);
395c98378a5SBarry Smith       PetscFunctionReturn(0);
396c98378a5SBarry Smith     }
397c427506bSPeter Brune   }
39871b4ebd2SPeter Brune 
39971b4ebd2SPeter Brune   /* copy the solution over */
40071b4ebd2SPeter Brune   ierr = VecCopy(W, X);CHKERRQ(ierr);
401c427506bSPeter Brune   ierr = VecCopy(G, F);CHKERRQ(ierr);
402c427506bSPeter Brune   ierr = VecNorm(X, NORM_2, &xnorm);CHKERRQ(ierr);
403f1c6b773SPeter Brune   ierr = SNESLineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr);
404f1c6b773SPeter Brune   ierr = SNESLineSearchSetNorms(linesearch, xnorm, gnorm, ynorm);CHKERRQ(ierr);
40571b4ebd2SPeter Brune   PetscFunctionReturn(0);
40671b4ebd2SPeter Brune }
40771b4ebd2SPeter Brune 
40871b4ebd2SPeter Brune #undef __FUNCT__
4097f1410a3SPeter Brune #define __FUNCT__ "SNESLineSearchView_BT"
4107f1410a3SPeter Brune PetscErrorCode SNESLineSearchView_BT(SNESLineSearch linesearch, PetscViewer viewer)
4117f1410a3SPeter Brune {
4127f1410a3SPeter Brune   PetscErrorCode    ierr;
4137f1410a3SPeter Brune   PetscBool         iascii;
4147f1410a3SPeter Brune   SNESLineSearch_BT *bt;
415075cc632SBarry Smith 
4167f1410a3SPeter Brune   PetscFunctionBegin;
417251f4c67SDmitry Karpeev   ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
4187f1410a3SPeter Brune   bt   = (SNESLineSearch_BT*)linesearch->data;
4197f1410a3SPeter Brune   if (iascii) {
420b000cd8dSPeter Brune     if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
4217f1410a3SPeter Brune       ierr = PetscViewerASCIIPrintf(viewer, "  interpolation: cubic\n");CHKERRQ(ierr);
422b000cd8dSPeter Brune     } else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) {
4237f1410a3SPeter Brune       ierr = PetscViewerASCIIPrintf(viewer, "  interpolation: quadratic\n");CHKERRQ(ierr);
4247f1410a3SPeter Brune     }
425007b6e36SPeter Brune     ierr = PetscViewerASCIIPrintf(viewer, "  alpha=%e\n", bt->alpha);CHKERRQ(ierr);
4267f1410a3SPeter Brune   }
4277f1410a3SPeter Brune   PetscFunctionReturn(0);
4287f1410a3SPeter Brune }
4297f1410a3SPeter Brune 
4307f1410a3SPeter Brune 
4317f1410a3SPeter Brune #undef __FUNCT__
432f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchDestroy_BT"
433f1c6b773SPeter Brune static PetscErrorCode SNESLineSearchDestroy_BT(SNESLineSearch linesearch)
434731c067cSJed Brown {
435731c067cSJed Brown   PetscErrorCode ierr;
43671b4ebd2SPeter Brune 
43771b4ebd2SPeter Brune   PetscFunctionBegin;
438731c067cSJed Brown   ierr = PetscFree(linesearch->data);CHKERRQ(ierr);
43971b4ebd2SPeter Brune   PetscFunctionReturn(0);
44071b4ebd2SPeter Brune }
44171b4ebd2SPeter Brune 
44271b4ebd2SPeter Brune 
44371b4ebd2SPeter Brune #undef __FUNCT__
444f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchSetFromOptions_BT"
445f1c6b773SPeter Brune static PetscErrorCode SNESLineSearchSetFromOptions_BT(SNESLineSearch linesearch)
44671b4ebd2SPeter Brune {
44771b4ebd2SPeter Brune 
44871b4ebd2SPeter Brune   PetscErrorCode    ierr;
449f1c6b773SPeter Brune   SNESLineSearch_BT *bt;
45071b4ebd2SPeter Brune 
4516e111a19SKarl Rupp   PetscFunctionBegin;
452f1c6b773SPeter Brune   bt = (SNESLineSearch_BT*)linesearch->data;
45371b4ebd2SPeter Brune 
454f1c6b773SPeter Brune   ierr = PetscOptionsHead("SNESLineSearch BT options");CHKERRQ(ierr);
4550298fd71SBarry Smith   ierr = PetscOptionsReal("-snes_linesearch_alpha",   "Descent tolerance",        "SNESLineSearchBT", bt->alpha, &bt->alpha, NULL);CHKERRQ(ierr);
45671b4ebd2SPeter Brune 
45771b4ebd2SPeter Brune   ierr = PetscOptionsTail();CHKERRQ(ierr);
45871b4ebd2SPeter Brune   PetscFunctionReturn(0);
45971b4ebd2SPeter Brune }
46071b4ebd2SPeter Brune 
46171b4ebd2SPeter Brune 
46271b4ebd2SPeter Brune #undef __FUNCT__
463f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchCreate_BT"
464954494b2SJed Brown /*MC
465db609ea7SPeter Brune    SNESLINESEARCHBT - Backtracking line search.
466954494b2SJed Brown 
467db609ea7SPeter Brune    This line search finds the minimum of a polynomial fitting of the L2 norm of the
468db609ea7SPeter Brune    function. If this fit does not satisfy the conditions for progress, the interval shrinks
469db609ea7SPeter Brune    and the fit is reattempted at most max_it times or until lambda is below minlambda.
470954494b2SJed Brown 
471cd7522eaSPeter Brune    Options Database Keys:
472cd7522eaSPeter Brune +  -snes_linesearch_alpha<1e-4> - slope descent parameter
473db609ea7SPeter Brune .  -snes_linesearch_damping<1.0> - initial step length
474db609ea7SPeter Brune .  -snes_linesearch_max_it<40> - maximum number of shrinking step
475db609ea7SPeter Brune .  -snes_linesearch_minlambda<1e-12> - minimum step length allowed
476cd7522eaSPeter Brune -  -snes_linesearch_order<cubic,quadratic> - order of the approximation
477cd7522eaSPeter Brune 
478954494b2SJed Brown    Level: advanced
479954494b2SJed Brown 
480db609ea7SPeter Brune    Notes:
481db609ea7SPeter Brune    This line search is taken from "Numerical Methods for Unconstrained
482db609ea7SPeter Brune    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
483db609ea7SPeter Brune 
484f1c6b773SPeter Brune .keywords: SNES, SNESLineSearch, damping
485954494b2SJed Brown 
486f1c6b773SPeter Brune .seealso: SNESLineSearchCreate(), SNESLineSearchSetType()
487954494b2SJed Brown M*/
4888cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_BT(SNESLineSearch linesearch)
48971b4ebd2SPeter Brune {
49071b4ebd2SPeter Brune 
491f1c6b773SPeter Brune   SNESLineSearch_BT *bt;
49271b4ebd2SPeter Brune   PetscErrorCode    ierr;
49371b4ebd2SPeter Brune 
49471b4ebd2SPeter Brune   PetscFunctionBegin;
495f1c6b773SPeter Brune   linesearch->ops->apply          = SNESLineSearchApply_BT;
496f1c6b773SPeter Brune   linesearch->ops->destroy        = SNESLineSearchDestroy_BT;
497f1c6b773SPeter Brune   linesearch->ops->setfromoptions = SNESLineSearchSetFromOptions_BT;
4980298fd71SBarry Smith   linesearch->ops->reset          = NULL;
4997f1410a3SPeter Brune   linesearch->ops->view           = SNESLineSearchView_BT;
5000298fd71SBarry Smith   linesearch->ops->setup          = NULL;
50171b4ebd2SPeter Brune 
502*b00a9115SJed Brown   ierr = PetscNewLog(linesearch,&bt);CHKERRQ(ierr);
503f5af7f23SKarl Rupp 
50471b4ebd2SPeter Brune   linesearch->data    = (void*)bt;
50571b4ebd2SPeter Brune   linesearch->max_its = 40;
506b000cd8dSPeter Brune   linesearch->order   = SNES_LINESEARCH_ORDER_CUBIC;
50771b4ebd2SPeter Brune   bt->alpha           = 1e-4;
50871b4ebd2SPeter Brune   PetscFunctionReturn(0);
50971b4ebd2SPeter Brune }
510