xref: /petsc/src/snes/linesearch/impls/bt/linesearchbt.c (revision ce94432eddcd14845bc7e8083b7f8ea723b9bf7d)
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 
94*ce94432eSBarry 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 
1748a430afbSPeter Brune   if (PetscIsInfOrNanReal(g)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
175bd4a8a71SBarry Smith   if (!objective) {
176c69d1a72SBarry Smith     ierr = PetscInfo2(snes,"Initial fnorm %14.12e gnorm %14.12e\n", (double)fnorm, (double)gnorm);CHKERRQ(ierr);
1778a430afbSPeter Brune   }
1788a430afbSPeter Brune   if (.5*g <= .5*f + lambda*alpha*initslope) { /* Sufficient reduction or step tolerance convergence */
17971b4ebd2SPeter Brune     if (monitor) {
180ea5d4fccSPeter Brune       ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
181bd4a8a71SBarry Smith       if (!objective) {
182c69d1a72SBarry Smith         ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Using full step: fnorm %14.12e gnorm %14.12e\n", (double)fnorm, (double)gnorm);CHKERRQ(ierr);
1838a430afbSPeter Brune       } else {
1848a430afbSPeter Brune         ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Using full step: obj0 %14.12e obj %14.12e\n", (double)f, (double)g);CHKERRQ(ierr);
1858a430afbSPeter Brune       }
186ea5d4fccSPeter Brune       ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
18771b4ebd2SPeter Brune     }
18871b4ebd2SPeter Brune   } else {
189c21ba15cSPeter Brune     /* Since the full step didn't work and the step is tiny, quit */
190c21ba15cSPeter Brune     if (stol*xnorm > ynorm) {
191c21ba15cSPeter Brune       ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
192c21ba15cSPeter Brune       ierr = PetscInfo2(monitor,"Aborted due to ynorm < stol*xnorm (%14.12e < %14.12e) and inadequate full step.\n",ynorm,stol*xnorm);CHKERRQ(ierr);
193c21ba15cSPeter Brune       PetscFunctionReturn(0);
194c21ba15cSPeter Brune     }
19571b4ebd2SPeter Brune     /* Fit points with quadratic */
1968a430afbSPeter Brune     lambdatemp = -initslope/(g - f - 2.0*lambda*initslope);
19771b4ebd2SPeter Brune     lambdaprev = lambda;
1988a430afbSPeter Brune     gprev      = g;
19971b4ebd2SPeter Brune     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
20071b4ebd2SPeter Brune     if (lambdatemp <= .1*lambda) lambda = .1*lambda;
20171b4ebd2SPeter Brune     else                         lambda = lambdatemp;
20271b4ebd2SPeter Brune 
20371b4ebd2SPeter Brune     ierr  = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
2049bd66eb0SPeter Brune     if (linesearch->ops->viproject) {
2059bd66eb0SPeter Brune       ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
2069bd66eb0SPeter Brune     }
20771b4ebd2SPeter Brune     if (snes->nfuncs >= snes->max_funcs) {
20871b4ebd2SPeter Brune       ierr         = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr);
20971b4ebd2SPeter Brune       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
210f1c6b773SPeter Brune       ierr         = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
21171b4ebd2SPeter Brune       PetscFunctionReturn(0);
21271b4ebd2SPeter Brune     }
213bd4a8a71SBarry Smith     if (objective) {
2148a430afbSPeter Brune       ierr = SNESComputeObjective(snes,W,&g);CHKERRQ(ierr);
2158a430afbSPeter Brune     } else {
21671b4ebd2SPeter Brune       ierr = SNESComputeFunction(snes,W,G);CHKERRQ(ierr);
2176188f407SPeter Brune       ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
218f5af7f23SKarl Rupp       if (domainerror) PetscFunctionReturn(0);
219f5af7f23SKarl Rupp 
2209bd66eb0SPeter Brune       if (linesearch->ops->vinorm) {
2219bd66eb0SPeter Brune         gnorm = fnorm;
2229bd66eb0SPeter Brune         ierr = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
2239bd66eb0SPeter Brune       } else {
22471b4ebd2SPeter Brune         ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
2258a430afbSPeter Brune         g    = gnorm*gnorm;
2269bd66eb0SPeter Brune       }
2278a430afbSPeter Brune     }
2288a430afbSPeter Brune     if (PetscIsInfOrNanReal(g)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
22971b4ebd2SPeter Brune     if (monitor) {
230ea5d4fccSPeter Brune       ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
231bd4a8a71SBarry Smith       if (!objective) {
232c69d1a72SBarry Smith         ierr = PetscViewerASCIIPrintf(monitor,"    Line search: gnorm after quadratic fit %14.12e\n",(double)gnorm);CHKERRQ(ierr);
2338a430afbSPeter Brune       } else {
2348a430afbSPeter Brune         ierr = PetscViewerASCIIPrintf(monitor,"    Line search: obj after quadratic fit %14.12e\n",(double)g);CHKERRQ(ierr);
2358a430afbSPeter Brune       }
236ea5d4fccSPeter Brune       ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
23771b4ebd2SPeter Brune     }
2388a430afbSPeter Brune     if (.5*g < .5*f + lambda*alpha*initslope) { /* sufficient reduction */
23971b4ebd2SPeter Brune       if (monitor) {
240ea5d4fccSPeter Brune         ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
24171b4ebd2SPeter Brune         ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Quadratically determined step, lambda=%18.16e\n",(double)lambda);CHKERRQ(ierr);
242ea5d4fccSPeter Brune         ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
24371b4ebd2SPeter Brune       }
24471b4ebd2SPeter Brune     } else {
24571b4ebd2SPeter Brune       /* Fit points with cubic */
24671b4ebd2SPeter Brune       for (count = 0; count < max_its; count++) {
24771b4ebd2SPeter Brune         if (lambda <= minlambda) {
24871b4ebd2SPeter Brune           if (monitor) {
249ea5d4fccSPeter Brune             ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
25071b4ebd2SPeter Brune             ierr = PetscViewerASCIIPrintf(monitor,"    Line search: unable to find good step length! After %D tries \n",count);CHKERRQ(ierr);
251bd4a8a71SBarry Smith             if (!objective) {
25271b4ebd2SPeter Brune               ierr = PetscViewerASCIIPrintf(monitor,
25371b4ebd2SPeter Brune                                             "    Line search: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",
254c69d1a72SBarry Smith                                             (double)fnorm, (double)gnorm, (double)ynorm, (double)minlambda, (double)lambda, (double)initslope);CHKERRQ(ierr);
2558a430afbSPeter Brune             } else {
2568a430afbSPeter Brune               ierr = PetscViewerASCIIPrintf(monitor,
2578a430afbSPeter Brune                                             "    Line search: obj(0)=%18.16e, obj=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",
2588a430afbSPeter Brune                                             (double)f, (double)g, (double)ynorm, (double)minlambda, (double)lambda, (double)initslope);CHKERRQ(ierr);
2598a430afbSPeter Brune             }
260ea5d4fccSPeter Brune             ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
26171b4ebd2SPeter Brune           }
262f1c6b773SPeter Brune           ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
26371b4ebd2SPeter Brune           PetscFunctionReturn(0);
26471b4ebd2SPeter Brune         }
265b000cd8dSPeter Brune         if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
2668a430afbSPeter Brune           t1 = .5*(g - f) - lambda*initslope;
2678a430afbSPeter Brune           t2 = .5*(gprev  - f) - lambdaprev*initslope;
26871b4ebd2SPeter Brune           a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
26971b4ebd2SPeter Brune           b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
27071b4ebd2SPeter Brune           d  = b*b - 3*a*initslope;
27171b4ebd2SPeter Brune           if (d < 0.0) d = 0.0;
272f5af7f23SKarl Rupp           if (a == 0.0) lambdatemp = -initslope/(2.0*b);
273f5af7f23SKarl Rupp           else lambdatemp = (-b + PetscSqrtReal(d))/(3.0*a);
274f5af7f23SKarl Rupp 
275b000cd8dSPeter Brune         } else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) {
2768a430afbSPeter Brune           lambdatemp = -initslope/(g - f - 2.0*initslope);
277*ce94432eSBarry Smith         } else SETERRQ(PetscObjectComm((PetscObject)linesearch), PETSC_ERR_SUP, "unsupported line search order for type bt");
27871b4ebd2SPeter Brune         lambdaprev = lambda;
2798a430afbSPeter Brune         gprev      = g;
28071b4ebd2SPeter Brune         if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
28171b4ebd2SPeter Brune         if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
28271b4ebd2SPeter Brune         else                         lambda     = lambdatemp;
28371b4ebd2SPeter Brune         ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
284b7b2e573SPeter Brune         if (linesearch->ops->viproject) {
285b7b2e573SPeter Brune           ierr = (*linesearch->ops->viproject)(snes,W);CHKERRQ(ierr);
286b7b2e573SPeter Brune         }
28771b4ebd2SPeter Brune         if (snes->nfuncs >= snes->max_funcs) {
28871b4ebd2SPeter Brune           ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
289bd4a8a71SBarry Smith           if (!objective) {
29071b4ebd2SPeter Brune             ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",
291c69d1a72SBarry Smith                               (double)fnorm,(double)gnorm,(double)ynorm,(double)lambda,(double)initslope);CHKERRQ(ierr);
2928a430afbSPeter Brune           }
293f1c6b773SPeter Brune           ierr         = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
29471b4ebd2SPeter Brune           snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
29571b4ebd2SPeter Brune           PetscFunctionReturn(0);
29671b4ebd2SPeter Brune         }
297bd4a8a71SBarry Smith         if (objective) {
2988a430afbSPeter Brune           ierr = SNESComputeObjective(snes,W,&g);CHKERRQ(ierr);
2998a430afbSPeter Brune         } else {
30071b4ebd2SPeter Brune           ierr = SNESComputeFunction(snes,W,G);CHKERRQ(ierr);
301c427506bSPeter Brune           ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
302c427506bSPeter Brune           if (domainerror) {
303f1c6b773SPeter Brune             ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
30471b4ebd2SPeter Brune             PetscFunctionReturn(0);
30571b4ebd2SPeter Brune           }
3069bd66eb0SPeter Brune           if (linesearch->ops->vinorm) {
3079bd66eb0SPeter Brune             gnorm = fnorm;
3089bd66eb0SPeter Brune             ierr  = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
3099bd66eb0SPeter Brune           } else {
31071b4ebd2SPeter Brune             ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
3118a430afbSPeter Brune             g    = gnorm*gnorm;
3128a430afbSPeter Brune           }
3139bd66eb0SPeter Brune         }
31471b4ebd2SPeter Brune         if (PetscIsInfOrNanReal(gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
3158a430afbSPeter Brune         if (.5*g < .5*f + lambda*alpha*initslope) { /* is reduction enough? */
31671b4ebd2SPeter Brune           if (monitor) {
317ea5d4fccSPeter Brune             ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
318bd4a8a71SBarry Smith             if (!objective) {
319b000cd8dSPeter Brune               if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
320c69d1a72SBarry Smith                 ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Cubically determined step, current gnorm %14.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr);
32171b4ebd2SPeter Brune               } else {
322c69d1a72SBarry Smith                 ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Quadratically determined step, current gnorm %14.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr);
32371b4ebd2SPeter Brune               }
324ea5d4fccSPeter Brune               ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
3258a430afbSPeter Brune             } else {
3268a430afbSPeter Brune               if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
3278a430afbSPeter Brune                 ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Cubically determined step, obj %14.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr);
3288a430afbSPeter Brune               } else {
3298a430afbSPeter Brune                 ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Quadratically determined step, obj %14.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr);
3308a430afbSPeter Brune               }
3318a430afbSPeter Brune               ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
3328a430afbSPeter Brune             }
33371b4ebd2SPeter Brune           }
33471b4ebd2SPeter Brune           break;
335f5af7f23SKarl Rupp         } else if (monitor) {
336ea5d4fccSPeter Brune           ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
337bd4a8a71SBarry Smith           if (!objective) {
338b000cd8dSPeter Brune             if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
339c69d1a72SBarry 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);
34071b4ebd2SPeter Brune             } else {
341c69d1a72SBarry 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);
34271b4ebd2SPeter Brune             }
343ea5d4fccSPeter Brune             ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
3448a430afbSPeter Brune           } else {
3458a430afbSPeter Brune             if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
3468a430afbSPeter 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);
3478a430afbSPeter Brune             } else {
3488a430afbSPeter 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);
3498a430afbSPeter Brune             }
3508a430afbSPeter Brune             ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
3518a430afbSPeter Brune           }
35271b4ebd2SPeter Brune         }
35371b4ebd2SPeter Brune       }
35471b4ebd2SPeter Brune     }
35571b4ebd2SPeter Brune   }
35671b4ebd2SPeter Brune 
35771b4ebd2SPeter Brune   /* postcheck */
3587b1df9c1SPeter Brune   ierr = SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr);
35971b4ebd2SPeter Brune   if (changed_y) {
36071b4ebd2SPeter Brune     ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
3619bd66eb0SPeter Brune     if (linesearch->ops->viproject) {
3629bd66eb0SPeter Brune       ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
3639bd66eb0SPeter Brune     }
36471b4ebd2SPeter Brune   }
365bd4a8a71SBarry Smith   if (changed_y || changed_w || objective) { /* recompute the function norm if the step has changed or the objective isn't the norm */
366c427506bSPeter Brune     ierr = SNESComputeFunction(snes,W,G);CHKERRQ(ierr);
36771b4ebd2SPeter Brune     ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
36871b4ebd2SPeter Brune     if (domainerror) {
369f1c6b773SPeter Brune       ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
37071b4ebd2SPeter Brune       PetscFunctionReturn(0);
37171b4ebd2SPeter Brune     }
3729bd66eb0SPeter Brune     if (linesearch->ops->vinorm) {
3739bd66eb0SPeter Brune       gnorm = fnorm;
3749bd66eb0SPeter Brune       ierr  = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
3759bd66eb0SPeter Brune     } else {
3769bd66eb0SPeter Brune       ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
3779bd66eb0SPeter Brune     }
3789bd66eb0SPeter Brune     ierr = VecNorm(Y,NORM_2,&ynorm);CHKERRQ(ierr);
379c427506bSPeter Brune     if (PetscIsInfOrNanReal(gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
3809bd66eb0SPeter Brune 
381c427506bSPeter Brune   }
38271b4ebd2SPeter Brune 
38371b4ebd2SPeter Brune   /* copy the solution over */
38471b4ebd2SPeter Brune   ierr = VecCopy(W, X);CHKERRQ(ierr);
385c427506bSPeter Brune   ierr = VecCopy(G, F);CHKERRQ(ierr);
386c427506bSPeter Brune   ierr = VecNorm(X, NORM_2, &xnorm);CHKERRQ(ierr);
387f1c6b773SPeter Brune   ierr = SNESLineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr);
388f1c6b773SPeter Brune   ierr = SNESLineSearchSetNorms(linesearch, xnorm, gnorm, ynorm);CHKERRQ(ierr);
38971b4ebd2SPeter Brune   PetscFunctionReturn(0);
39071b4ebd2SPeter Brune }
39171b4ebd2SPeter Brune 
39271b4ebd2SPeter Brune #undef __FUNCT__
3937f1410a3SPeter Brune #define __FUNCT__ "SNESLineSearchView_BT"
3947f1410a3SPeter Brune PetscErrorCode SNESLineSearchView_BT(SNESLineSearch linesearch, PetscViewer viewer)
3957f1410a3SPeter Brune {
3967f1410a3SPeter Brune   PetscErrorCode    ierr;
3977f1410a3SPeter Brune   PetscBool         iascii;
3987f1410a3SPeter Brune   SNESLineSearch_BT *bt;
399075cc632SBarry Smith 
4007f1410a3SPeter Brune   PetscFunctionBegin;
401251f4c67SDmitry Karpeev   ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
4027f1410a3SPeter Brune   bt   = (SNESLineSearch_BT*)linesearch->data;
4037f1410a3SPeter Brune   if (iascii) {
404b000cd8dSPeter Brune     if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
4057f1410a3SPeter Brune       ierr = PetscViewerASCIIPrintf(viewer, "  interpolation: cubic\n");CHKERRQ(ierr);
406b000cd8dSPeter Brune     } else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) {
4077f1410a3SPeter Brune       ierr = PetscViewerASCIIPrintf(viewer, "  interpolation: quadratic\n");CHKERRQ(ierr);
4087f1410a3SPeter Brune     }
409007b6e36SPeter Brune     ierr = PetscViewerASCIIPrintf(viewer, "  alpha=%e\n", bt->alpha);CHKERRQ(ierr);
4107f1410a3SPeter Brune   }
4117f1410a3SPeter Brune   PetscFunctionReturn(0);
4127f1410a3SPeter Brune }
4137f1410a3SPeter Brune 
4147f1410a3SPeter Brune 
4157f1410a3SPeter Brune #undef __FUNCT__
416f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchDestroy_BT"
417f1c6b773SPeter Brune static PetscErrorCode SNESLineSearchDestroy_BT(SNESLineSearch linesearch)
418731c067cSJed Brown {
419731c067cSJed Brown   PetscErrorCode ierr;
42071b4ebd2SPeter Brune 
42171b4ebd2SPeter Brune   PetscFunctionBegin;
422731c067cSJed Brown   ierr = PetscFree(linesearch->data);CHKERRQ(ierr);
42371b4ebd2SPeter Brune   PetscFunctionReturn(0);
42471b4ebd2SPeter Brune }
42571b4ebd2SPeter Brune 
42671b4ebd2SPeter Brune 
42771b4ebd2SPeter Brune #undef __FUNCT__
428f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchSetFromOptions_BT"
429f1c6b773SPeter Brune static PetscErrorCode SNESLineSearchSetFromOptions_BT(SNESLineSearch linesearch)
43071b4ebd2SPeter Brune {
43171b4ebd2SPeter Brune 
43271b4ebd2SPeter Brune   PetscErrorCode    ierr;
433f1c6b773SPeter Brune   SNESLineSearch_BT *bt;
43471b4ebd2SPeter Brune 
4356e111a19SKarl Rupp   PetscFunctionBegin;
436f1c6b773SPeter Brune   bt = (SNESLineSearch_BT*)linesearch->data;
43771b4ebd2SPeter Brune 
438f1c6b773SPeter Brune   ierr = PetscOptionsHead("SNESLineSearch BT options");CHKERRQ(ierr);
4390298fd71SBarry Smith   ierr = PetscOptionsReal("-snes_linesearch_alpha",   "Descent tolerance",        "SNESLineSearchBT", bt->alpha, &bt->alpha, NULL);CHKERRQ(ierr);
44071b4ebd2SPeter Brune 
44171b4ebd2SPeter Brune   ierr = PetscOptionsTail();CHKERRQ(ierr);
44271b4ebd2SPeter Brune   PetscFunctionReturn(0);
44371b4ebd2SPeter Brune }
44471b4ebd2SPeter Brune 
44571b4ebd2SPeter Brune 
44671b4ebd2SPeter Brune #undef __FUNCT__
447f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchCreate_BT"
448954494b2SJed Brown /*MC
449db609ea7SPeter Brune    SNESLINESEARCHBT - Backtracking line search.
450954494b2SJed Brown 
451db609ea7SPeter Brune    This line search finds the minimum of a polynomial fitting of the L2 norm of the
452db609ea7SPeter Brune    function. If this fit does not satisfy the conditions for progress, the interval shrinks
453db609ea7SPeter Brune    and the fit is reattempted at most max_it times or until lambda is below minlambda.
454954494b2SJed Brown 
455cd7522eaSPeter Brune    Options Database Keys:
456cd7522eaSPeter Brune +  -snes_linesearch_alpha<1e-4> - slope descent parameter
457db609ea7SPeter Brune .  -snes_linesearch_damping<1.0> - initial step length
458db609ea7SPeter Brune .  -snes_linesearch_max_it<40> - maximum number of shrinking step
459db609ea7SPeter Brune .  -snes_linesearch_minlambda<1e-12> - minimum step length allowed
460cd7522eaSPeter Brune -  -snes_linesearch_order<cubic,quadratic> - order of the approximation
461cd7522eaSPeter Brune 
462954494b2SJed Brown    Level: advanced
463954494b2SJed Brown 
464db609ea7SPeter Brune    Notes:
465db609ea7SPeter Brune    This line search is taken from "Numerical Methods for Unconstrained
466db609ea7SPeter Brune    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
467db609ea7SPeter Brune 
468f1c6b773SPeter Brune .keywords: SNES, SNESLineSearch, damping
469954494b2SJed Brown 
470f1c6b773SPeter Brune .seealso: SNESLineSearchCreate(), SNESLineSearchSetType()
471954494b2SJed Brown M*/
472f1c6b773SPeter Brune PETSC_EXTERN_C PetscErrorCode SNESLineSearchCreate_BT(SNESLineSearch linesearch)
47371b4ebd2SPeter Brune {
47471b4ebd2SPeter Brune 
475f1c6b773SPeter Brune   SNESLineSearch_BT *bt;
47671b4ebd2SPeter Brune   PetscErrorCode    ierr;
47771b4ebd2SPeter Brune 
47871b4ebd2SPeter Brune   PetscFunctionBegin;
479f1c6b773SPeter Brune   linesearch->ops->apply          = SNESLineSearchApply_BT;
480f1c6b773SPeter Brune   linesearch->ops->destroy        = SNESLineSearchDestroy_BT;
481f1c6b773SPeter Brune   linesearch->ops->setfromoptions = SNESLineSearchSetFromOptions_BT;
4820298fd71SBarry Smith   linesearch->ops->reset          = NULL;
4837f1410a3SPeter Brune   linesearch->ops->view           = SNESLineSearchView_BT;
4840298fd71SBarry Smith   linesearch->ops->setup          = NULL;
48571b4ebd2SPeter Brune 
486f1c6b773SPeter Brune   ierr = PetscNewLog(linesearch, SNESLineSearch_BT, &bt);CHKERRQ(ierr);
487f5af7f23SKarl Rupp 
48871b4ebd2SPeter Brune   linesearch->data    = (void*)bt;
48971b4ebd2SPeter Brune   linesearch->max_its = 40;
490b000cd8dSPeter Brune   linesearch->order   = SNES_LINESEARCH_ORDER_CUBIC;
49171b4ebd2SPeter Brune   bt->alpha           = 1e-4;
49271b4ebd2SPeter Brune   PetscFunctionReturn(0);
49371b4ebd2SPeter Brune }
494