xref: /petsc/src/snes/linesearch/impls/bt/linesearchbt.c (revision ced04f9d467b04aa83a18d3f8875c7f72c17217a)
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 {
16071b4ebd2SPeter Brune     ierr = SNESComputeFunction(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) {
196*ced04f9dSPeter Brune       ierr = SNESLineSearchSetNorms(linesearch,xnorm,fnorm,ynorm);CHKERRQ(ierr);
197c21ba15cSPeter Brune       ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
198c21ba15cSPeter Brune       ierr = PetscInfo2(monitor,"Aborted due to ynorm < stol*xnorm (%14.12e < %14.12e) and inadequate full step.\n",ynorm,stol*xnorm);CHKERRQ(ierr);
199c21ba15cSPeter Brune       PetscFunctionReturn(0);
200c21ba15cSPeter Brune     }
20171b4ebd2SPeter Brune     /* Fit points with quadratic */
2028a430afbSPeter Brune     lambdatemp = -initslope/(g - f - 2.0*lambda*initslope);
20371b4ebd2SPeter Brune     lambdaprev = lambda;
2048a430afbSPeter Brune     gprev      = g;
20571b4ebd2SPeter Brune     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
20671b4ebd2SPeter Brune     if (lambdatemp <= .1*lambda) lambda = .1*lambda;
20771b4ebd2SPeter Brune     else                         lambda = lambdatemp;
20871b4ebd2SPeter Brune 
20971b4ebd2SPeter Brune     ierr  = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
2109bd66eb0SPeter Brune     if (linesearch->ops->viproject) {
2119bd66eb0SPeter Brune       ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
2129bd66eb0SPeter Brune     }
21371b4ebd2SPeter Brune     if (snes->nfuncs >= snes->max_funcs) {
21471b4ebd2SPeter Brune       ierr         = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr);
21571b4ebd2SPeter Brune       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
216f1c6b773SPeter Brune       ierr         = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
21771b4ebd2SPeter Brune       PetscFunctionReturn(0);
21871b4ebd2SPeter Brune     }
219bd4a8a71SBarry Smith     if (objective) {
2208a430afbSPeter Brune       ierr = SNESComputeObjective(snes,W,&g);CHKERRQ(ierr);
2218a430afbSPeter Brune     } else {
22271b4ebd2SPeter Brune       ierr = SNESComputeFunction(snes,W,G);CHKERRQ(ierr);
2236188f407SPeter Brune       ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
224f5af7f23SKarl Rupp       if (domainerror) PetscFunctionReturn(0);
225f5af7f23SKarl Rupp 
2269bd66eb0SPeter Brune       if (linesearch->ops->vinorm) {
2279bd66eb0SPeter Brune         gnorm = fnorm;
2289bd66eb0SPeter Brune         ierr = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
2299bd66eb0SPeter Brune       } else {
23071b4ebd2SPeter Brune         ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
2319bd66eb0SPeter Brune       }
232f1ab69e3SPeter Brune       g = PetscSqr(gnorm);
2338a430afbSPeter Brune     }
234c98378a5SBarry Smith     if (PetscIsInfOrNanReal(g)) {
235c98378a5SBarry Smith       ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
236c98378a5SBarry Smith       ierr = PetscInfo(monitor,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr);
237c98378a5SBarry Smith       PetscFunctionReturn(0);
238c98378a5SBarry Smith     }
23971b4ebd2SPeter Brune     if (monitor) {
240ea5d4fccSPeter Brune       ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
241bd4a8a71SBarry Smith       if (!objective) {
242c69d1a72SBarry Smith         ierr = PetscViewerASCIIPrintf(monitor,"    Line search: gnorm after quadratic fit %14.12e\n",(double)gnorm);CHKERRQ(ierr);
2438a430afbSPeter Brune       } else {
2448a430afbSPeter Brune         ierr = PetscViewerASCIIPrintf(monitor,"    Line search: obj after quadratic fit %14.12e\n",(double)g);CHKERRQ(ierr);
2458a430afbSPeter Brune       }
246ea5d4fccSPeter Brune       ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
24771b4ebd2SPeter Brune     }
2488a430afbSPeter Brune     if (.5*g < .5*f + lambda*alpha*initslope) { /* sufficient reduction */
24971b4ebd2SPeter Brune       if (monitor) {
250ea5d4fccSPeter Brune         ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
25171b4ebd2SPeter Brune         ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Quadratically determined step, lambda=%18.16e\n",(double)lambda);CHKERRQ(ierr);
252ea5d4fccSPeter Brune         ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
25371b4ebd2SPeter Brune       }
25471b4ebd2SPeter Brune     } else {
25571b4ebd2SPeter Brune       /* Fit points with cubic */
25671b4ebd2SPeter Brune       for (count = 0; count < max_its; count++) {
25771b4ebd2SPeter Brune         if (lambda <= minlambda) {
25871b4ebd2SPeter Brune           if (monitor) {
259ea5d4fccSPeter Brune             ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
26071b4ebd2SPeter Brune             ierr = PetscViewerASCIIPrintf(monitor,"    Line search: unable to find good step length! After %D tries \n",count);CHKERRQ(ierr);
261bd4a8a71SBarry Smith             if (!objective) {
26271b4ebd2SPeter Brune               ierr = PetscViewerASCIIPrintf(monitor,
26371b4ebd2SPeter Brune                                             "    Line search: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",
264c69d1a72SBarry Smith                                             (double)fnorm, (double)gnorm, (double)ynorm, (double)minlambda, (double)lambda, (double)initslope);CHKERRQ(ierr);
2658a430afbSPeter Brune             } else {
2668a430afbSPeter Brune               ierr = PetscViewerASCIIPrintf(monitor,
2678a430afbSPeter Brune                                             "    Line search: obj(0)=%18.16e, obj=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",
2688a430afbSPeter Brune                                             (double)f, (double)g, (double)ynorm, (double)minlambda, (double)lambda, (double)initslope);CHKERRQ(ierr);
2698a430afbSPeter Brune             }
270ea5d4fccSPeter Brune             ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
27171b4ebd2SPeter Brune           }
272f1c6b773SPeter Brune           ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
27371b4ebd2SPeter Brune           PetscFunctionReturn(0);
27471b4ebd2SPeter Brune         }
275b000cd8dSPeter Brune         if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
2768a430afbSPeter Brune           t1 = .5*(g - f) - lambda*initslope;
2778a430afbSPeter Brune           t2 = .5*(gprev  - f) - lambdaprev*initslope;
27871b4ebd2SPeter Brune           a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
27971b4ebd2SPeter Brune           b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
28071b4ebd2SPeter Brune           d  = b*b - 3*a*initslope;
28171b4ebd2SPeter Brune           if (d < 0.0) d = 0.0;
282f5af7f23SKarl Rupp           if (a == 0.0) lambdatemp = -initslope/(2.0*b);
283f5af7f23SKarl Rupp           else lambdatemp = (-b + PetscSqrtReal(d))/(3.0*a);
284f5af7f23SKarl Rupp 
285b000cd8dSPeter Brune         } else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) {
2868a430afbSPeter Brune           lambdatemp = -initslope/(g - f - 2.0*initslope);
287ce94432eSBarry Smith         } else SETERRQ(PetscObjectComm((PetscObject)linesearch), PETSC_ERR_SUP, "unsupported line search order for type bt");
28871b4ebd2SPeter Brune         lambdaprev = lambda;
2898a430afbSPeter Brune         gprev      = g;
29071b4ebd2SPeter Brune         if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
29171b4ebd2SPeter Brune         if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
29271b4ebd2SPeter Brune         else                         lambda     = lambdatemp;
29371b4ebd2SPeter Brune         ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
294b7b2e573SPeter Brune         if (linesearch->ops->viproject) {
295b7b2e573SPeter Brune           ierr = (*linesearch->ops->viproject)(snes,W);CHKERRQ(ierr);
296b7b2e573SPeter Brune         }
29771b4ebd2SPeter Brune         if (snes->nfuncs >= snes->max_funcs) {
29871b4ebd2SPeter Brune           ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
299bd4a8a71SBarry Smith           if (!objective) {
30071b4ebd2SPeter Brune             ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",
301c69d1a72SBarry Smith                               (double)fnorm,(double)gnorm,(double)ynorm,(double)lambda,(double)initslope);CHKERRQ(ierr);
3028a430afbSPeter Brune           }
303f1c6b773SPeter Brune           ierr         = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
30471b4ebd2SPeter Brune           snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
30571b4ebd2SPeter Brune           PetscFunctionReturn(0);
30671b4ebd2SPeter Brune         }
307bd4a8a71SBarry Smith         if (objective) {
3088a430afbSPeter Brune           ierr = SNESComputeObjective(snes,W,&g);CHKERRQ(ierr);
3098a430afbSPeter Brune         } else {
31071b4ebd2SPeter Brune           ierr = SNESComputeFunction(snes,W,G);CHKERRQ(ierr);
311c427506bSPeter Brune           ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
312c427506bSPeter Brune           if (domainerror) {
313f1c6b773SPeter Brune             ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
31471b4ebd2SPeter Brune             PetscFunctionReturn(0);
31571b4ebd2SPeter Brune           }
3169bd66eb0SPeter Brune           if (linesearch->ops->vinorm) {
3179bd66eb0SPeter Brune             gnorm = fnorm;
3189bd66eb0SPeter Brune             ierr  = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
3199bd66eb0SPeter Brune           } else {
32071b4ebd2SPeter Brune             ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
3218a430afbSPeter Brune           }
322f1ab69e3SPeter Brune           g = PetscSqr(gnorm);
3239bd66eb0SPeter Brune         }
324c98378a5SBarry Smith         if (PetscIsInfOrNanReal(gnorm)) {
325c98378a5SBarry Smith           ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
326c98378a5SBarry Smith           ierr = PetscInfo(monitor,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr);
327c98378a5SBarry Smith           PetscFunctionReturn(0);
328c98378a5SBarry Smith         }
3298a430afbSPeter Brune         if (.5*g < .5*f + lambda*alpha*initslope) { /* is reduction enough? */
33071b4ebd2SPeter Brune           if (monitor) {
331ea5d4fccSPeter Brune             ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
332bd4a8a71SBarry Smith             if (!objective) {
333b000cd8dSPeter Brune               if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
334c69d1a72SBarry Smith                 ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Cubically determined step, current gnorm %14.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr);
33571b4ebd2SPeter Brune               } else {
336c69d1a72SBarry Smith                 ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Quadratically determined step, current gnorm %14.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr);
33771b4ebd2SPeter Brune               }
338ea5d4fccSPeter Brune               ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
3398a430afbSPeter Brune             } else {
3408a430afbSPeter Brune               if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
3418a430afbSPeter Brune                 ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Cubically determined step, obj %14.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr);
3428a430afbSPeter Brune               } else {
3438a430afbSPeter Brune                 ierr = PetscViewerASCIIPrintf(monitor,"    Line search: Quadratically determined step, obj %14.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr);
3448a430afbSPeter Brune               }
3458a430afbSPeter Brune               ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
3468a430afbSPeter Brune             }
34771b4ebd2SPeter Brune           }
34871b4ebd2SPeter Brune           break;
349f5af7f23SKarl Rupp         } else if (monitor) {
350ea5d4fccSPeter Brune           ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
351bd4a8a71SBarry Smith           if (!objective) {
352b000cd8dSPeter Brune             if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
353c69d1a72SBarry 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);
35471b4ebd2SPeter Brune             } else {
355c69d1a72SBarry 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);
35671b4ebd2SPeter Brune             }
357ea5d4fccSPeter Brune             ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
3588a430afbSPeter Brune           } else {
3598a430afbSPeter Brune             if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
3608a430afbSPeter 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);
3618a430afbSPeter Brune             } else {
3628a430afbSPeter 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);
3638a430afbSPeter Brune             }
3648a430afbSPeter Brune             ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
3658a430afbSPeter Brune           }
36671b4ebd2SPeter Brune         }
36771b4ebd2SPeter Brune       }
36871b4ebd2SPeter Brune     }
36971b4ebd2SPeter Brune   }
37071b4ebd2SPeter Brune 
37171b4ebd2SPeter Brune   /* postcheck */
3727b1df9c1SPeter Brune   ierr = SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr);
37371b4ebd2SPeter Brune   if (changed_y) {
37471b4ebd2SPeter Brune     ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
3759bd66eb0SPeter Brune     if (linesearch->ops->viproject) {
3769bd66eb0SPeter Brune       ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
3779bd66eb0SPeter Brune     }
37871b4ebd2SPeter Brune   }
379bd4a8a71SBarry Smith   if (changed_y || changed_w || objective) { /* recompute the function norm if the step has changed or the objective isn't the norm */
380c427506bSPeter Brune     ierr = SNESComputeFunction(snes,W,G);CHKERRQ(ierr);
38171b4ebd2SPeter Brune     ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
38271b4ebd2SPeter Brune     if (domainerror) {
383f1c6b773SPeter Brune       ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
38471b4ebd2SPeter Brune       PetscFunctionReturn(0);
38571b4ebd2SPeter Brune     }
3869bd66eb0SPeter Brune     if (linesearch->ops->vinorm) {
3879bd66eb0SPeter Brune       gnorm = fnorm;
3889bd66eb0SPeter Brune       ierr  = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
3899bd66eb0SPeter Brune     } else {
3909bd66eb0SPeter Brune       ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
3919bd66eb0SPeter Brune     }
3929bd66eb0SPeter Brune     ierr = VecNorm(Y,NORM_2,&ynorm);CHKERRQ(ierr);
393c98378a5SBarry Smith     if (PetscIsInfOrNanReal(gnorm)) {
394c98378a5SBarry Smith       ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
395c98378a5SBarry Smith       ierr = PetscInfo(monitor,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr);
396c98378a5SBarry Smith       PetscFunctionReturn(0);
397c98378a5SBarry Smith     }
398c427506bSPeter Brune   }
39971b4ebd2SPeter Brune 
40071b4ebd2SPeter Brune   /* copy the solution over */
40171b4ebd2SPeter Brune   ierr = VecCopy(W, X);CHKERRQ(ierr);
402c427506bSPeter Brune   ierr = VecCopy(G, F);CHKERRQ(ierr);
403c427506bSPeter Brune   ierr = VecNorm(X, NORM_2, &xnorm);CHKERRQ(ierr);
404f1c6b773SPeter Brune   ierr = SNESLineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr);
405f1c6b773SPeter Brune   ierr = SNESLineSearchSetNorms(linesearch, xnorm, gnorm, ynorm);CHKERRQ(ierr);
40671b4ebd2SPeter Brune   PetscFunctionReturn(0);
40771b4ebd2SPeter Brune }
40871b4ebd2SPeter Brune 
40971b4ebd2SPeter Brune #undef __FUNCT__
4107f1410a3SPeter Brune #define __FUNCT__ "SNESLineSearchView_BT"
4117f1410a3SPeter Brune PetscErrorCode SNESLineSearchView_BT(SNESLineSearch linesearch, PetscViewer viewer)
4127f1410a3SPeter Brune {
4137f1410a3SPeter Brune   PetscErrorCode    ierr;
4147f1410a3SPeter Brune   PetscBool         iascii;
4157f1410a3SPeter Brune   SNESLineSearch_BT *bt;
416075cc632SBarry Smith 
4177f1410a3SPeter Brune   PetscFunctionBegin;
418251f4c67SDmitry Karpeev   ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
4197f1410a3SPeter Brune   bt   = (SNESLineSearch_BT*)linesearch->data;
4207f1410a3SPeter Brune   if (iascii) {
421b000cd8dSPeter Brune     if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
4227f1410a3SPeter Brune       ierr = PetscViewerASCIIPrintf(viewer, "  interpolation: cubic\n");CHKERRQ(ierr);
423b000cd8dSPeter Brune     } else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) {
4247f1410a3SPeter Brune       ierr = PetscViewerASCIIPrintf(viewer, "  interpolation: quadratic\n");CHKERRQ(ierr);
4257f1410a3SPeter Brune     }
426007b6e36SPeter Brune     ierr = PetscViewerASCIIPrintf(viewer, "  alpha=%e\n", bt->alpha);CHKERRQ(ierr);
4277f1410a3SPeter Brune   }
4287f1410a3SPeter Brune   PetscFunctionReturn(0);
4297f1410a3SPeter Brune }
4307f1410a3SPeter Brune 
4317f1410a3SPeter Brune 
4327f1410a3SPeter Brune #undef __FUNCT__
433f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchDestroy_BT"
434f1c6b773SPeter Brune static PetscErrorCode SNESLineSearchDestroy_BT(SNESLineSearch linesearch)
435731c067cSJed Brown {
436731c067cSJed Brown   PetscErrorCode ierr;
43771b4ebd2SPeter Brune 
43871b4ebd2SPeter Brune   PetscFunctionBegin;
439731c067cSJed Brown   ierr = PetscFree(linesearch->data);CHKERRQ(ierr);
44071b4ebd2SPeter Brune   PetscFunctionReturn(0);
44171b4ebd2SPeter Brune }
44271b4ebd2SPeter Brune 
44371b4ebd2SPeter Brune 
44471b4ebd2SPeter Brune #undef __FUNCT__
445f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchSetFromOptions_BT"
446f1c6b773SPeter Brune static PetscErrorCode SNESLineSearchSetFromOptions_BT(SNESLineSearch linesearch)
44771b4ebd2SPeter Brune {
44871b4ebd2SPeter Brune 
44971b4ebd2SPeter Brune   PetscErrorCode    ierr;
450f1c6b773SPeter Brune   SNESLineSearch_BT *bt;
45171b4ebd2SPeter Brune 
4526e111a19SKarl Rupp   PetscFunctionBegin;
453f1c6b773SPeter Brune   bt = (SNESLineSearch_BT*)linesearch->data;
45471b4ebd2SPeter Brune 
455f1c6b773SPeter Brune   ierr = PetscOptionsHead("SNESLineSearch BT options");CHKERRQ(ierr);
4560298fd71SBarry Smith   ierr = PetscOptionsReal("-snes_linesearch_alpha",   "Descent tolerance",        "SNESLineSearchBT", bt->alpha, &bt->alpha, NULL);CHKERRQ(ierr);
45771b4ebd2SPeter Brune 
45871b4ebd2SPeter Brune   ierr = PetscOptionsTail();CHKERRQ(ierr);
45971b4ebd2SPeter Brune   PetscFunctionReturn(0);
46071b4ebd2SPeter Brune }
46171b4ebd2SPeter Brune 
46271b4ebd2SPeter Brune 
46371b4ebd2SPeter Brune #undef __FUNCT__
464f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchCreate_BT"
465954494b2SJed Brown /*MC
466db609ea7SPeter Brune    SNESLINESEARCHBT - Backtracking line search.
467954494b2SJed Brown 
468db609ea7SPeter Brune    This line search finds the minimum of a polynomial fitting of the L2 norm of the
469db609ea7SPeter Brune    function. If this fit does not satisfy the conditions for progress, the interval shrinks
470db609ea7SPeter Brune    and the fit is reattempted at most max_it times or until lambda is below minlambda.
471954494b2SJed Brown 
472cd7522eaSPeter Brune    Options Database Keys:
473cd7522eaSPeter Brune +  -snes_linesearch_alpha<1e-4> - slope descent parameter
474db609ea7SPeter Brune .  -snes_linesearch_damping<1.0> - initial step length
475db609ea7SPeter Brune .  -snes_linesearch_max_it<40> - maximum number of shrinking step
476db609ea7SPeter Brune .  -snes_linesearch_minlambda<1e-12> - minimum step length allowed
477cd7522eaSPeter Brune -  -snes_linesearch_order<cubic,quadratic> - order of the approximation
478cd7522eaSPeter Brune 
479954494b2SJed Brown    Level: advanced
480954494b2SJed Brown 
481db609ea7SPeter Brune    Notes:
482db609ea7SPeter Brune    This line search is taken from "Numerical Methods for Unconstrained
483db609ea7SPeter Brune    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
484db609ea7SPeter Brune 
485f1c6b773SPeter Brune .keywords: SNES, SNESLineSearch, damping
486954494b2SJed Brown 
487f1c6b773SPeter Brune .seealso: SNESLineSearchCreate(), SNESLineSearchSetType()
488954494b2SJed Brown M*/
4898cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_BT(SNESLineSearch linesearch)
49071b4ebd2SPeter Brune {
49171b4ebd2SPeter Brune 
492f1c6b773SPeter Brune   SNESLineSearch_BT *bt;
49371b4ebd2SPeter Brune   PetscErrorCode    ierr;
49471b4ebd2SPeter Brune 
49571b4ebd2SPeter Brune   PetscFunctionBegin;
496f1c6b773SPeter Brune   linesearch->ops->apply          = SNESLineSearchApply_BT;
497f1c6b773SPeter Brune   linesearch->ops->destroy        = SNESLineSearchDestroy_BT;
498f1c6b773SPeter Brune   linesearch->ops->setfromoptions = SNESLineSearchSetFromOptions_BT;
4990298fd71SBarry Smith   linesearch->ops->reset          = NULL;
5007f1410a3SPeter Brune   linesearch->ops->view           = SNESLineSearchView_BT;
5010298fd71SBarry Smith   linesearch->ops->setup          = NULL;
50271b4ebd2SPeter Brune 
503f1c6b773SPeter Brune   ierr = PetscNewLog(linesearch, SNESLineSearch_BT, &bt);CHKERRQ(ierr);
504f5af7f23SKarl Rupp 
50571b4ebd2SPeter Brune   linesearch->data    = (void*)bt;
50671b4ebd2SPeter Brune   linesearch->max_its = 40;
507b000cd8dSPeter Brune   linesearch->order   = SNES_LINESEARCH_ORDER_CUBIC;
50871b4ebd2SPeter Brune   bt->alpha           = 1e-4;
50971b4ebd2SPeter Brune   PetscFunctionReturn(0);
51071b4ebd2SPeter Brune }
511