13d443117SPeter Brune #include <petsc-private/linesearchimpl.h> /*I "petscsnes.h" I*/ 2b45d2f2cSJed Brown #include <petsc-private/snesimpl.h> 371b4ebd2SPeter Brune 471b4ebd2SPeter Brune typedef struct { 571b4ebd2SPeter Brune PetscReal alpha; /* sufficient decrease parameter */ 6f1c6b773SPeter Brune } SNESLineSearch_BT; 771b4ebd2SPeter Brune 871b4ebd2SPeter Brune #undef __FUNCT__ 92f4102e2SPeter Brune #define __FUNCT__ "SNESLineSearchBTSetAlpha" 102f4102e2SPeter Brune /*@ 112f4102e2SPeter Brune SNESLineSearchBTSetAlpha - Sets the descent parameter, alpha, in the BT linesearch variant. 122f4102e2SPeter Brune 132f4102e2SPeter Brune Input Parameters: 142f4102e2SPeter Brune + linesearch - linesearch context 152f4102e2SPeter Brune - alpha - The descent parameter 162f4102e2SPeter Brune 172f4102e2SPeter Brune Level: intermediate 182f4102e2SPeter Brune 191a4f838cSPeter Brune .seealso: SNESLineSearchSetLambda(), SNESLineSearchGetTolerances() SNESLINESEARCHBT 202f4102e2SPeter Brune @*/ 212f4102e2SPeter Brune PetscErrorCode SNESLineSearchBTSetAlpha(SNESLineSearch linesearch, PetscReal alpha) 222f4102e2SPeter Brune { 232f4102e2SPeter Brune SNESLineSearch_BT *bt; 246e111a19SKarl Rupp 252f4102e2SPeter Brune PetscFunctionBegin; 262f4102e2SPeter Brune PetscValidHeaderSpecific(linesearch,SNESLINESEARCH_CLASSID,1); 272f4102e2SPeter Brune bt = (SNESLineSearch_BT*)linesearch->data; 282f4102e2SPeter Brune bt->alpha = alpha; 292f4102e2SPeter Brune PetscFunctionReturn(0); 302f4102e2SPeter Brune } 312f4102e2SPeter Brune 322f4102e2SPeter Brune 332f4102e2SPeter Brune #undef __FUNCT__ 342f4102e2SPeter Brune #define __FUNCT__ "SNESLineSearchBTGetAlpha" 352f4102e2SPeter Brune /*@ 362f4102e2SPeter Brune SNESLineSearchBTGetAlpha - Gets the descent parameter, alpha, in the BT linesearch variant. 372f4102e2SPeter Brune 382f4102e2SPeter Brune Input Parameters: 392f4102e2SPeter Brune . linesearch - linesearch context 408e557f58SPeter Brune 418e557f58SPeter Brune Output Parameters: 422f4102e2SPeter Brune . alpha - The descent parameter 432f4102e2SPeter Brune 442f4102e2SPeter Brune Level: intermediate 452f4102e2SPeter Brune 461a4f838cSPeter Brune .seealso: SNESLineSearchGetLambda(), SNESLineSearchGetTolerances() SNESLINESEARCHBT 472f4102e2SPeter Brune @*/ 482f4102e2SPeter Brune PetscErrorCode SNESLineSearchBTGetAlpha(SNESLineSearch linesearch, PetscReal *alpha) 492f4102e2SPeter Brune { 502f4102e2SPeter Brune SNESLineSearch_BT *bt; 516e111a19SKarl Rupp 522f4102e2SPeter Brune PetscFunctionBegin; 532f4102e2SPeter Brune PetscValidHeaderSpecific(linesearch,SNESLINESEARCH_CLASSID,1); 542f4102e2SPeter Brune bt = (SNESLineSearch_BT*)linesearch->data; 552f4102e2SPeter Brune *alpha = bt->alpha; 562f4102e2SPeter Brune PetscFunctionReturn(0); 572f4102e2SPeter Brune } 582f4102e2SPeter Brune 592f4102e2SPeter Brune #undef __FUNCT__ 60f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchApply_BT" 61f1c6b773SPeter Brune static PetscErrorCode SNESLineSearchApply_BT(SNESLineSearch linesearch) 6271b4ebd2SPeter Brune { 6371b4ebd2SPeter Brune PetscBool changed_y,changed_w; 6471b4ebd2SPeter Brune PetscErrorCode ierr; 6571b4ebd2SPeter Brune Vec X,F,Y,W,G; 6671b4ebd2SPeter Brune SNES snes; 678a430afbSPeter Brune PetscReal fnorm, xnorm, ynorm, gnorm; 683b288129SPeter Brune PetscReal lambda,lambdatemp,lambdaprev,minlambda,maxstep,initslope,alpha,stol; 69dfcd3828SPeter Brune PetscReal t1,t2,a,b,d; 708a430afbSPeter Brune PetscReal f; 718a430afbSPeter Brune PetscReal g,gprev; 7271b4ebd2SPeter Brune PetscBool domainerror; 7371b4ebd2SPeter Brune PetscViewer monitor; 7471b4ebd2SPeter Brune PetscInt max_its,count; 75f1c6b773SPeter Brune SNESLineSearch_BT *bt; 7671b4ebd2SPeter Brune Mat jac; 77bd4a8a71SBarry Smith PetscErrorCode (*objective)(SNES,Vec,PetscReal*,void*); 7871b4ebd2SPeter Brune 7971b4ebd2SPeter Brune PetscFunctionBegin; 80f1c6b773SPeter Brune ierr = SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, &G);CHKERRQ(ierr); 81f1c6b773SPeter Brune ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr); 82f1c6b773SPeter Brune ierr = SNESLineSearchGetLambda(linesearch, &lambda);CHKERRQ(ierr); 83f1c6b773SPeter Brune ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr); 84f1c6b773SPeter Brune ierr = SNESLineSearchGetMonitor(linesearch, &monitor);CHKERRQ(ierr); 850298fd71SBarry Smith ierr = SNESLineSearchGetTolerances(linesearch,&minlambda,&maxstep,NULL,NULL,NULL,&max_its);CHKERRQ(ierr); 860298fd71SBarry Smith ierr = SNESGetTolerances(snes,NULL,NULL,&stol,NULL,NULL);CHKERRQ(ierr); 870298fd71SBarry Smith ierr = SNESGetObjective(snes,&objective,NULL);CHKERRQ(ierr); 88f1c6b773SPeter Brune bt = (SNESLineSearch_BT*)linesearch->data; 8971b4ebd2SPeter Brune 9071b4ebd2SPeter Brune alpha = bt->alpha; 9171b4ebd2SPeter Brune 920298fd71SBarry Smith ierr = SNESGetJacobian(snes, &jac, NULL, NULL, NULL);CHKERRQ(ierr); 938a430afbSPeter Brune 94ce94432eSBarry Smith if (!jac && !objective) SETERRQ(PetscObjectComm((PetscObject)linesearch), PETSC_ERR_USER, "SNESLineSearchBT requires a Jacobian matrix"); 95c69d1a72SBarry Smith 9671b4ebd2SPeter Brune /* precheck */ 977b1df9c1SPeter Brune ierr = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr); 98f1c6b773SPeter Brune ierr = SNESLineSearchSetSuccess(linesearch, PETSC_TRUE);CHKERRQ(ierr); 9971b4ebd2SPeter Brune 1003b288129SPeter Brune ierr = VecNormBegin(Y, NORM_2, &ynorm);CHKERRQ(ierr); 1013b288129SPeter Brune ierr = VecNormBegin(X, NORM_2, &xnorm);CHKERRQ(ierr); 1023b288129SPeter Brune ierr = VecNormEnd(Y, NORM_2, &ynorm);CHKERRQ(ierr); 1033b288129SPeter Brune ierr = VecNormEnd(X, NORM_2, &xnorm);CHKERRQ(ierr); 1043b288129SPeter Brune 10571b4ebd2SPeter Brune if (ynorm == 0.0) { 10671b4ebd2SPeter Brune if (monitor) { 107ea5d4fccSPeter Brune ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 10871b4ebd2SPeter Brune ierr = PetscViewerASCIIPrintf(monitor," Line search: Initial direction and size is 0\n");CHKERRQ(ierr); 109ea5d4fccSPeter Brune ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 11071b4ebd2SPeter Brune } 11171b4ebd2SPeter Brune ierr = VecCopy(X,W);CHKERRQ(ierr); 11271b4ebd2SPeter Brune ierr = VecCopy(F,G);CHKERRQ(ierr); 11371cee68bSPeter Brune ierr = SNESLineSearchSetNorms(linesearch,xnorm,fnorm,ynorm);CHKERRQ(ierr); 114f1c6b773SPeter Brune ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr); 11571b4ebd2SPeter Brune PetscFunctionReturn(0); 11671b4ebd2SPeter Brune } 11771b4ebd2SPeter Brune if (ynorm > maxstep) { /* Step too big, so scale back */ 11871b4ebd2SPeter Brune if (monitor) { 119ea5d4fccSPeter Brune ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 120c69d1a72SBarry Smith ierr = PetscViewerASCIIPrintf(monitor," Line search: Scaling step by %14.12e old ynorm %14.12e\n", (double)(maxstep/ynorm),(double)ynorm);CHKERRQ(ierr); 121ea5d4fccSPeter Brune ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 12271b4ebd2SPeter Brune } 12371b4ebd2SPeter Brune ierr = VecScale(Y,maxstep/(ynorm));CHKERRQ(ierr); 12471b4ebd2SPeter Brune ynorm = maxstep; 12571b4ebd2SPeter Brune } 1268a430afbSPeter Brune 1278a430afbSPeter Brune /* if the SNES has an objective set, use that instead of the function value */ 128bd4a8a71SBarry Smith if (objective) { 1298a430afbSPeter Brune ierr = SNESComputeObjective(snes,X,&f);CHKERRQ(ierr); 1308a430afbSPeter Brune } else { 1318a430afbSPeter Brune f = fnorm*fnorm; 1328a430afbSPeter Brune } 1338a430afbSPeter Brune 1348a430afbSPeter Brune /* compute the initial slope */ 135bd4a8a71SBarry Smith if (objective) { 1368a430afbSPeter Brune /* slope comes from the function (assumed to be the gradient of the objective */ 13767392de3SBarry Smith ierr = VecDotRealPart(Y,F,&initslope);CHKERRQ(ierr); 1388a430afbSPeter Brune } else { 1398a430afbSPeter Brune /* slope comes from the normal equations */ 14071b4ebd2SPeter Brune ierr = MatMult(jac,Y,W);CHKERRQ(ierr); 14167392de3SBarry Smith ierr = VecDotRealPart(F,W,&initslope);CHKERRQ(ierr); 14271b4ebd2SPeter Brune if (initslope > 0.0) initslope = -initslope; 14371b4ebd2SPeter Brune if (initslope == 0.0) initslope = -1.0; 1448a430afbSPeter Brune } 14571b4ebd2SPeter Brune 146c427506bSPeter Brune ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr); 1479bd66eb0SPeter Brune if (linesearch->ops->viproject) { 1489bd66eb0SPeter Brune ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr); 1499bd66eb0SPeter Brune } 15071b4ebd2SPeter Brune if (snes->nfuncs >= snes->max_funcs) { 15171b4ebd2SPeter Brune ierr = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr); 15271b4ebd2SPeter Brune snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 153f1c6b773SPeter Brune ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr); 15471b4ebd2SPeter Brune PetscFunctionReturn(0); 15571b4ebd2SPeter Brune } 1568a430afbSPeter Brune 157bd4a8a71SBarry Smith if (objective) { 1588a430afbSPeter Brune ierr = SNESComputeObjective(snes,W,&g);CHKERRQ(ierr); 1598a430afbSPeter Brune } else { 160ce5a860aSPeter Brune ierr = (*linesearch->ops->snesfunc)(snes,W,G);CHKERRQ(ierr); 161c427506bSPeter Brune ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr); 162c427506bSPeter Brune if (domainerror) { 163f1c6b773SPeter Brune ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr); 16471b4ebd2SPeter Brune PetscFunctionReturn(0); 16571b4ebd2SPeter Brune } 1669bd66eb0SPeter Brune if (linesearch->ops->vinorm) { 1679bd66eb0SPeter Brune gnorm = fnorm; 1689bd66eb0SPeter Brune ierr = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr); 1699bd66eb0SPeter Brune } else { 17071b4ebd2SPeter Brune ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr); 1718a430afbSPeter Brune } 17279e7e81bSJed Brown g = PetscSqr(gnorm); 1739bd66eb0SPeter Brune } 1749bd66eb0SPeter Brune 175c98378a5SBarry Smith if (PetscIsInfOrNanReal(g)) { 176c98378a5SBarry Smith ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr); 177c61ba1e2SPeter Brune ierr = PetscInfo(snes,"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) { 196ced04f9dSPeter Brune ierr = SNESLineSearchSetNorms(linesearch,xnorm,fnorm,ynorm);CHKERRQ(ierr); 197c21ba15cSPeter Brune ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr); 198c61ba1e2SPeter Brune if (monitor) { 199c61ba1e2SPeter Brune ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 20008ed2907SPeter Brune ierr = PetscViewerASCIIPrintf(monitor," Line search: Aborted due to ynorm < stol*xnorm (%14.12e < %14.12e) and inadequate full step.\n",(double)ynorm,(double)stol*xnorm);CHKERRQ(ierr); 201c61ba1e2SPeter Brune ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 202c61ba1e2SPeter Brune } 203c21ba15cSPeter Brune PetscFunctionReturn(0); 204c21ba15cSPeter Brune } 20571b4ebd2SPeter Brune /* Fit points with quadratic */ 2068a430afbSPeter Brune lambdatemp = -initslope/(g - f - 2.0*lambda*initslope); 20771b4ebd2SPeter Brune lambdaprev = lambda; 2088a430afbSPeter Brune gprev = g; 20971b4ebd2SPeter Brune if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 21071b4ebd2SPeter Brune if (lambdatemp <= .1*lambda) lambda = .1*lambda; 21171b4ebd2SPeter Brune else lambda = lambdatemp; 21271b4ebd2SPeter Brune 21371b4ebd2SPeter Brune ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr); 2149bd66eb0SPeter Brune if (linesearch->ops->viproject) { 2159bd66eb0SPeter Brune ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr); 2169bd66eb0SPeter Brune } 21771b4ebd2SPeter Brune if (snes->nfuncs >= snes->max_funcs) { 21871b4ebd2SPeter Brune ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr); 21971b4ebd2SPeter Brune snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 220f1c6b773SPeter Brune ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr); 22171b4ebd2SPeter Brune PetscFunctionReturn(0); 22271b4ebd2SPeter Brune } 223bd4a8a71SBarry Smith if (objective) { 2248a430afbSPeter Brune ierr = SNESComputeObjective(snes,W,&g);CHKERRQ(ierr); 2258a430afbSPeter Brune } else { 226ce5a860aSPeter Brune ierr = (*linesearch->ops->snesfunc)(snes,W,G);CHKERRQ(ierr); 2276188f407SPeter Brune ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr); 228f5af7f23SKarl Rupp if (domainerror) PetscFunctionReturn(0); 229f5af7f23SKarl Rupp 2309bd66eb0SPeter Brune if (linesearch->ops->vinorm) { 2319bd66eb0SPeter Brune gnorm = fnorm; 2329bd66eb0SPeter Brune ierr = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr); 2339bd66eb0SPeter Brune } else { 23471b4ebd2SPeter Brune ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr); 2359bd66eb0SPeter Brune } 236f1ab69e3SPeter Brune g = PetscSqr(gnorm); 2378a430afbSPeter Brune } 238c98378a5SBarry Smith if (PetscIsInfOrNanReal(g)) { 239c98378a5SBarry Smith ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr); 240c61ba1e2SPeter Brune ierr = PetscInfo(snes,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr); 241c98378a5SBarry Smith PetscFunctionReturn(0); 242c98378a5SBarry Smith } 24371b4ebd2SPeter Brune if (monitor) { 244ea5d4fccSPeter Brune ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 245bd4a8a71SBarry Smith if (!objective) { 246c69d1a72SBarry Smith ierr = PetscViewerASCIIPrintf(monitor," Line search: gnorm after quadratic fit %14.12e\n",(double)gnorm);CHKERRQ(ierr); 2478a430afbSPeter Brune } else { 2488a430afbSPeter Brune ierr = PetscViewerASCIIPrintf(monitor," Line search: obj after quadratic fit %14.12e\n",(double)g);CHKERRQ(ierr); 2498a430afbSPeter Brune } 250ea5d4fccSPeter Brune ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 25171b4ebd2SPeter Brune } 2528a430afbSPeter Brune if (.5*g < .5*f + lambda*alpha*initslope) { /* sufficient reduction */ 25371b4ebd2SPeter Brune if (monitor) { 254ea5d4fccSPeter Brune ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 25571b4ebd2SPeter Brune ierr = PetscViewerASCIIPrintf(monitor," Line search: Quadratically determined step, lambda=%18.16e\n",(double)lambda);CHKERRQ(ierr); 256ea5d4fccSPeter Brune ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 25771b4ebd2SPeter Brune } 25871b4ebd2SPeter Brune } else { 25971b4ebd2SPeter Brune /* Fit points with cubic */ 26071b4ebd2SPeter Brune for (count = 0; count < max_its; count++) { 26171b4ebd2SPeter Brune if (lambda <= minlambda) { 26271b4ebd2SPeter Brune if (monitor) { 263ea5d4fccSPeter Brune ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 26471b4ebd2SPeter Brune ierr = PetscViewerASCIIPrintf(monitor," Line search: unable to find good step length! After %D tries \n",count);CHKERRQ(ierr); 265bd4a8a71SBarry Smith if (!objective) { 26671b4ebd2SPeter Brune ierr = PetscViewerASCIIPrintf(monitor, 26771b4ebd2SPeter Brune " Line search: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n", 268c69d1a72SBarry Smith (double)fnorm, (double)gnorm, (double)ynorm, (double)minlambda, (double)lambda, (double)initslope);CHKERRQ(ierr); 2698a430afbSPeter Brune } else { 2708a430afbSPeter Brune ierr = PetscViewerASCIIPrintf(monitor, 2718a430afbSPeter Brune " Line search: obj(0)=%18.16e, obj=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n", 2728a430afbSPeter Brune (double)f, (double)g, (double)ynorm, (double)minlambda, (double)lambda, (double)initslope);CHKERRQ(ierr); 2738a430afbSPeter Brune } 274ea5d4fccSPeter Brune ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 27571b4ebd2SPeter Brune } 276f1c6b773SPeter Brune ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr); 27771b4ebd2SPeter Brune PetscFunctionReturn(0); 27871b4ebd2SPeter Brune } 279b000cd8dSPeter Brune if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) { 2808a430afbSPeter Brune t1 = .5*(g - f) - lambda*initslope; 2818a430afbSPeter Brune t2 = .5*(gprev - f) - lambdaprev*initslope; 28271b4ebd2SPeter Brune a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 28371b4ebd2SPeter Brune b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 28471b4ebd2SPeter Brune d = b*b - 3*a*initslope; 28571b4ebd2SPeter Brune if (d < 0.0) d = 0.0; 286f5af7f23SKarl Rupp if (a == 0.0) lambdatemp = -initslope/(2.0*b); 287f5af7f23SKarl Rupp else lambdatemp = (-b + PetscSqrtReal(d))/(3.0*a); 288f5af7f23SKarl Rupp 289b000cd8dSPeter Brune } else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) { 2908a430afbSPeter Brune lambdatemp = -initslope/(g - f - 2.0*initslope); 291ce94432eSBarry Smith } else SETERRQ(PetscObjectComm((PetscObject)linesearch), PETSC_ERR_SUP, "unsupported line search order for type bt"); 29271b4ebd2SPeter Brune lambdaprev = lambda; 2938a430afbSPeter Brune gprev = g; 29471b4ebd2SPeter Brune if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 29571b4ebd2SPeter Brune if (lambdatemp <= .1*lambda) lambda = .1*lambda; 29671b4ebd2SPeter Brune else lambda = lambdatemp; 29771b4ebd2SPeter Brune ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr); 298b7b2e573SPeter Brune if (linesearch->ops->viproject) { 299b7b2e573SPeter Brune ierr = (*linesearch->ops->viproject)(snes,W);CHKERRQ(ierr); 300b7b2e573SPeter Brune } 30171b4ebd2SPeter Brune if (snes->nfuncs >= snes->max_funcs) { 30271b4ebd2SPeter Brune ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr); 303bd4a8a71SBarry Smith if (!objective) { 30471b4ebd2SPeter Brune ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n", 305c69d1a72SBarry Smith (double)fnorm,(double)gnorm,(double)ynorm,(double)lambda,(double)initslope);CHKERRQ(ierr); 3068a430afbSPeter Brune } 307f1c6b773SPeter Brune ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr); 30871b4ebd2SPeter Brune snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 30971b4ebd2SPeter Brune PetscFunctionReturn(0); 31071b4ebd2SPeter Brune } 311bd4a8a71SBarry Smith if (objective) { 3128a430afbSPeter Brune ierr = SNESComputeObjective(snes,W,&g);CHKERRQ(ierr); 3138a430afbSPeter Brune } else { 314ce5a860aSPeter Brune ierr = (*linesearch->ops->snesfunc)(snes,W,G);CHKERRQ(ierr); 315c427506bSPeter Brune ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr); 316c427506bSPeter Brune if (domainerror) { 317f1c6b773SPeter Brune ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr); 31871b4ebd2SPeter Brune PetscFunctionReturn(0); 31971b4ebd2SPeter Brune } 3209bd66eb0SPeter Brune if (linesearch->ops->vinorm) { 3219bd66eb0SPeter Brune gnorm = fnorm; 3229bd66eb0SPeter Brune ierr = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr); 3239bd66eb0SPeter Brune } else { 32471b4ebd2SPeter Brune ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr); 3258a430afbSPeter Brune } 326f1ab69e3SPeter Brune g = PetscSqr(gnorm); 3279bd66eb0SPeter Brune } 328c98378a5SBarry Smith if (PetscIsInfOrNanReal(gnorm)) { 329c98378a5SBarry Smith ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr); 330c61ba1e2SPeter Brune ierr = PetscInfo(snes,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr); 331c98378a5SBarry Smith PetscFunctionReturn(0); 332c98378a5SBarry Smith } 3338a430afbSPeter Brune if (.5*g < .5*f + lambda*alpha*initslope) { /* is reduction enough? */ 33471b4ebd2SPeter Brune if (monitor) { 335ea5d4fccSPeter Brune ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 336bd4a8a71SBarry Smith if (!objective) { 337b000cd8dSPeter Brune if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) { 338c69d1a72SBarry Smith ierr = PetscViewerASCIIPrintf(monitor," Line search: Cubically determined step, current gnorm %14.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr); 33971b4ebd2SPeter Brune } else { 340c69d1a72SBarry Smith ierr = PetscViewerASCIIPrintf(monitor," Line search: Quadratically determined step, current gnorm %14.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr); 34171b4ebd2SPeter Brune } 342ea5d4fccSPeter Brune ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 3438a430afbSPeter Brune } else { 3448a430afbSPeter Brune if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) { 3458a430afbSPeter Brune ierr = PetscViewerASCIIPrintf(monitor," Line search: Cubically determined step, obj %14.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr); 3468a430afbSPeter Brune } else { 3478a430afbSPeter Brune ierr = PetscViewerASCIIPrintf(monitor," Line search: Quadratically determined step, obj %14.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr); 3488a430afbSPeter Brune } 3498a430afbSPeter Brune ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 3508a430afbSPeter Brune } 35171b4ebd2SPeter Brune } 35271b4ebd2SPeter Brune break; 353f5af7f23SKarl Rupp } else if (monitor) { 354ea5d4fccSPeter Brune ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 355bd4a8a71SBarry Smith if (!objective) { 356b000cd8dSPeter Brune if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) { 357c69d1a72SBarry 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); 35871b4ebd2SPeter Brune } else { 359c69d1a72SBarry 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); 36071b4ebd2SPeter Brune } 361ea5d4fccSPeter Brune ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 3628a430afbSPeter Brune } else { 3638a430afbSPeter Brune if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) { 3648a430afbSPeter 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); 3658a430afbSPeter Brune } else { 3668a430afbSPeter 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); 3678a430afbSPeter Brune } 3688a430afbSPeter Brune ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); 3698a430afbSPeter Brune } 37071b4ebd2SPeter Brune } 37171b4ebd2SPeter Brune } 37271b4ebd2SPeter Brune } 37371b4ebd2SPeter Brune } 37471b4ebd2SPeter Brune 37571b4ebd2SPeter Brune /* postcheck */ 3767b1df9c1SPeter Brune ierr = SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr); 37771b4ebd2SPeter Brune if (changed_y) { 37871b4ebd2SPeter Brune ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr); 3799bd66eb0SPeter Brune if (linesearch->ops->viproject) { 3809bd66eb0SPeter Brune ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr); 3819bd66eb0SPeter Brune } 38271b4ebd2SPeter Brune } 383bd4a8a71SBarry Smith if (changed_y || changed_w || objective) { /* recompute the function norm if the step has changed or the objective isn't the norm */ 384ce5a860aSPeter Brune ierr = (*linesearch->ops->snesfunc)(snes,W,G);CHKERRQ(ierr); 38571b4ebd2SPeter Brune ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr); 38671b4ebd2SPeter Brune if (domainerror) { 387f1c6b773SPeter Brune ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr); 38871b4ebd2SPeter Brune PetscFunctionReturn(0); 38971b4ebd2SPeter Brune } 3909bd66eb0SPeter Brune if (linesearch->ops->vinorm) { 3919bd66eb0SPeter Brune gnorm = fnorm; 3929bd66eb0SPeter Brune ierr = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr); 3939bd66eb0SPeter Brune } else { 3949bd66eb0SPeter Brune ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr); 3959bd66eb0SPeter Brune } 3969bd66eb0SPeter Brune ierr = VecNorm(Y,NORM_2,&ynorm);CHKERRQ(ierr); 397c98378a5SBarry Smith if (PetscIsInfOrNanReal(gnorm)) { 398c98378a5SBarry Smith ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr); 399c61ba1e2SPeter Brune ierr = PetscInfo(snes,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr); 400c98378a5SBarry Smith PetscFunctionReturn(0); 401c98378a5SBarry Smith } 402c427506bSPeter Brune } 40371b4ebd2SPeter Brune 40471b4ebd2SPeter Brune /* copy the solution over */ 40571b4ebd2SPeter Brune ierr = VecCopy(W, X);CHKERRQ(ierr); 406c427506bSPeter Brune ierr = VecCopy(G, F);CHKERRQ(ierr); 407c427506bSPeter Brune ierr = VecNorm(X, NORM_2, &xnorm);CHKERRQ(ierr); 408f1c6b773SPeter Brune ierr = SNESLineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr); 409f1c6b773SPeter Brune ierr = SNESLineSearchSetNorms(linesearch, xnorm, gnorm, ynorm);CHKERRQ(ierr); 41071b4ebd2SPeter Brune PetscFunctionReturn(0); 41171b4ebd2SPeter Brune } 41271b4ebd2SPeter Brune 41371b4ebd2SPeter Brune #undef __FUNCT__ 4147f1410a3SPeter Brune #define __FUNCT__ "SNESLineSearchView_BT" 4157f1410a3SPeter Brune PetscErrorCode SNESLineSearchView_BT(SNESLineSearch linesearch, PetscViewer viewer) 4167f1410a3SPeter Brune { 4177f1410a3SPeter Brune PetscErrorCode ierr; 4187f1410a3SPeter Brune PetscBool iascii; 4197f1410a3SPeter Brune SNESLineSearch_BT *bt; 420075cc632SBarry Smith 4217f1410a3SPeter Brune PetscFunctionBegin; 422251f4c67SDmitry Karpeev ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr); 4237f1410a3SPeter Brune bt = (SNESLineSearch_BT*)linesearch->data; 4247f1410a3SPeter Brune if (iascii) { 425b000cd8dSPeter Brune if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) { 4267f1410a3SPeter Brune ierr = PetscViewerASCIIPrintf(viewer, " interpolation: cubic\n");CHKERRQ(ierr); 427b000cd8dSPeter Brune } else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) { 4287f1410a3SPeter Brune ierr = PetscViewerASCIIPrintf(viewer, " interpolation: quadratic\n");CHKERRQ(ierr); 4297f1410a3SPeter Brune } 4307904a332SBarry Smith ierr = PetscViewerASCIIPrintf(viewer, " alpha=%e\n", (double)bt->alpha);CHKERRQ(ierr); 4317f1410a3SPeter Brune } 4327f1410a3SPeter Brune PetscFunctionReturn(0); 4337f1410a3SPeter Brune } 4347f1410a3SPeter Brune 4357f1410a3SPeter Brune 4367f1410a3SPeter Brune #undef __FUNCT__ 437f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchDestroy_BT" 438f1c6b773SPeter Brune static PetscErrorCode SNESLineSearchDestroy_BT(SNESLineSearch linesearch) 439731c067cSJed Brown { 440731c067cSJed Brown PetscErrorCode ierr; 44171b4ebd2SPeter Brune 44271b4ebd2SPeter Brune PetscFunctionBegin; 443731c067cSJed Brown ierr = PetscFree(linesearch->data);CHKERRQ(ierr); 44471b4ebd2SPeter Brune PetscFunctionReturn(0); 44571b4ebd2SPeter Brune } 44671b4ebd2SPeter Brune 44771b4ebd2SPeter Brune 44871b4ebd2SPeter Brune #undef __FUNCT__ 449f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchSetFromOptions_BT" 450f1c6b773SPeter Brune static PetscErrorCode SNESLineSearchSetFromOptions_BT(SNESLineSearch linesearch) 45171b4ebd2SPeter Brune { 45271b4ebd2SPeter Brune 45371b4ebd2SPeter Brune PetscErrorCode ierr; 454eb23ba39SBarry Smith SNESLineSearch_BT *bt = (SNESLineSearch_BT*)linesearch->data; 45571b4ebd2SPeter Brune 4566e111a19SKarl Rupp PetscFunctionBegin; 457f1c6b773SPeter Brune ierr = PetscOptionsHead("SNESLineSearch BT options");CHKERRQ(ierr); 4580298fd71SBarry Smith ierr = PetscOptionsReal("-snes_linesearch_alpha", "Descent tolerance", "SNESLineSearchBT", bt->alpha, &bt->alpha, NULL);CHKERRQ(ierr); 45971b4ebd2SPeter Brune ierr = PetscOptionsTail();CHKERRQ(ierr); 46071b4ebd2SPeter Brune PetscFunctionReturn(0); 46171b4ebd2SPeter Brune } 46271b4ebd2SPeter Brune 46371b4ebd2SPeter Brune 46471b4ebd2SPeter Brune #undef __FUNCT__ 465f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchCreate_BT" 466954494b2SJed Brown /*MC 467db609ea7SPeter Brune SNESLINESEARCHBT - Backtracking line search. 468954494b2SJed Brown 469db609ea7SPeter Brune This line search finds the minimum of a polynomial fitting of the L2 norm of the 470eb23ba39SBarry Smith function or the objective function if it is provided with SNESSetObjective(). If this fit does not satisfy the conditions for progress, the interval shrinks 471db609ea7SPeter Brune and the fit is reattempted at most max_it times or until lambda is below minlambda. 472954494b2SJed Brown 473cd7522eaSPeter Brune Options Database Keys: 474cd7522eaSPeter Brune + -snes_linesearch_alpha<1e-4> - slope descent parameter 475db609ea7SPeter Brune . -snes_linesearch_damping<1.0> - initial step length 476eb23ba39SBarry Smith . -snes_linesearch_maxstep <length> - if the length the initial step is larger than this then the 477*e1bc860dSBarry Smith step is scaled back to be of this length at the beginning of the line search 478db609ea7SPeter Brune . -snes_linesearch_max_it<40> - maximum number of shrinking step 479db609ea7SPeter Brune . -snes_linesearch_minlambda<1e-12> - minimum step length allowed 480cd7522eaSPeter Brune - -snes_linesearch_order<cubic,quadratic> - order of the approximation 481cd7522eaSPeter Brune 482954494b2SJed Brown Level: advanced 483954494b2SJed Brown 484db609ea7SPeter Brune Notes: 485db609ea7SPeter Brune This line search is taken from "Numerical Methods for Unconstrained 486db609ea7SPeter Brune Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 487db609ea7SPeter Brune 488f1c6b773SPeter Brune .keywords: SNES, SNESLineSearch, damping 489954494b2SJed Brown 490f1c6b773SPeter Brune .seealso: SNESLineSearchCreate(), SNESLineSearchSetType() 491954494b2SJed Brown M*/ 4928cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_BT(SNESLineSearch linesearch) 49371b4ebd2SPeter Brune { 49471b4ebd2SPeter Brune 495f1c6b773SPeter Brune SNESLineSearch_BT *bt; 49671b4ebd2SPeter Brune PetscErrorCode ierr; 49771b4ebd2SPeter Brune 49871b4ebd2SPeter Brune PetscFunctionBegin; 499f1c6b773SPeter Brune linesearch->ops->apply = SNESLineSearchApply_BT; 500f1c6b773SPeter Brune linesearch->ops->destroy = SNESLineSearchDestroy_BT; 501f1c6b773SPeter Brune linesearch->ops->setfromoptions = SNESLineSearchSetFromOptions_BT; 5020298fd71SBarry Smith linesearch->ops->reset = NULL; 5037f1410a3SPeter Brune linesearch->ops->view = SNESLineSearchView_BT; 5040298fd71SBarry Smith linesearch->ops->setup = NULL; 50571b4ebd2SPeter Brune 506b00a9115SJed Brown ierr = PetscNewLog(linesearch,&bt);CHKERRQ(ierr); 507f5af7f23SKarl Rupp 50871b4ebd2SPeter Brune linesearch->data = (void*)bt; 50971b4ebd2SPeter Brune linesearch->max_its = 40; 510b000cd8dSPeter Brune linesearch->order = SNES_LINESEARCH_ORDER_CUBIC; 51171b4ebd2SPeter Brune bt->alpha = 1e-4; 51271b4ebd2SPeter Brune PetscFunctionReturn(0); 51371b4ebd2SPeter Brune } 514