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