xref: /petsc/src/snes/linesearch/impls/cp/linesearchcp.c (revision 516fe3c3b5b020f4b984a78364b4422b1b3dade6)
1bbd5d0b3SPeter Brune #include <private/linesearchimpl.h>
26a388c36SPeter Brune #include <petscsnes.h>
3bbd5d0b3SPeter Brune 
4bbd5d0b3SPeter Brune #undef __FUNCT__
5bbd5d0b3SPeter Brune #define __FUNCT__ "LineSearchApply_CP"
6bbd5d0b3SPeter Brune 
7bbd5d0b3SPeter Brune /*@C
8bbd5d0b3SPeter Brune    LineSearchCP - This routine is not a line search at all;
9bbd5d0b3SPeter Brune    it simply uses the full step.  Thus, this routine is intended
10bbd5d0b3SPeter Brune    to serve as a template and is not recommended for general use.
11bbd5d0b3SPeter Brune 
12bbd5d0b3SPeter Brune    Logically Collective on SNES and Vec
13bbd5d0b3SPeter Brune 
14bbd5d0b3SPeter Brune    Input Parameters:
15bbd5d0b3SPeter Brune +  snes - nonlinear context
16bbd5d0b3SPeter Brune .  lsctx - optional context for line search (not used here)
17bbd5d0b3SPeter Brune .  x - current iterate
18bbd5d0b3SPeter Brune .  f - residual evaluated at x
19bbd5d0b3SPeter Brune .  y - search direction
20bbd5d0b3SPeter Brune .  fnorm - 2-norm of f
21bbd5d0b3SPeter Brune -  xnorm - norm of x if known, otherwise 0
22bbd5d0b3SPeter Brune 
23bbd5d0b3SPeter Brune    Output Parameters:
24bbd5d0b3SPeter Brune +  g - residual evaluated at new iterate y
25bbd5d0b3SPeter Brune .  w - new iterate
26bbd5d0b3SPeter Brune .  gnorm - 2-norm of g
27bbd5d0b3SPeter Brune .  ynorm - 2-norm of search length
28bbd5d0b3SPeter Brune -  flag - PETSC_TRUE on success, PETSC_FALSE on failure
29bbd5d0b3SPeter Brune 
30bbd5d0b3SPeter Brune    Options Database Key:
31bbd5d0b3SPeter Brune .  -snes_ls basic - Activates SNESLineSearchNo()
32bbd5d0b3SPeter Brune 
33bbd5d0b3SPeter Brune    Level: advanced
34bbd5d0b3SPeter Brune 
35bbd5d0b3SPeter Brune .keywords: SNES, nonlinear, line search, cubic
36bbd5d0b3SPeter Brune 
37bbd5d0b3SPeter Brune .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
38bbd5d0b3SPeter Brune           SNESLineSearchSet(), SNESLineSearchNoNorms()
39bbd5d0b3SPeter Brune @*/
40bbd5d0b3SPeter Brune PetscErrorCode  LineSearchApply_CP(LineSearch linesearch)
41bbd5d0b3SPeter Brune {
42bbd5d0b3SPeter Brune 
436a388c36SPeter Brune   PetscBool      changed_y, changed_w, domainerror;
44bbd5d0b3SPeter Brune   PetscErrorCode ierr;
456a388c36SPeter Brune   Vec             X, Y, F, W;
466a388c36SPeter Brune   SNES            snes;
47*516fe3c3SPeter Brune   PetscReal       xnorm, ynorm, gnorm, steptol, atol, rtol, ltol, maxstep;
48bbd5d0b3SPeter Brune 
49bbd5d0b3SPeter Brune   PetscReal       lambda, lambda_old, lambda_update, delLambda;
50bbd5d0b3SPeter Brune   PetscScalar     fty, fty_old;
516a388c36SPeter Brune   PetscInt        i, max_its;
526a388c36SPeter Brune 
536a388c36SPeter Brune   PetscViewer     monitor;
54bbd5d0b3SPeter Brune 
55bbd5d0b3SPeter Brune   PetscFunctionBegin;
566a388c36SPeter Brune 
576a388c36SPeter Brune   ierr = LineSearchGetVecs(linesearch, &X, &F, &Y, &W, PETSC_NULL);CHKERRQ(ierr);
586a388c36SPeter Brune   ierr = LineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);
596a388c36SPeter Brune   ierr = LineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr);
606a388c36SPeter Brune   ierr = LineSearchGetLambda(linesearch, &lambda);CHKERRQ(ierr);
61*516fe3c3SPeter Brune   ierr = LineSearchGetTolerances(linesearch, &steptol, &maxstep, &rtol, &atol, &ltol, &max_its);CHKERRQ(ierr);
626a388c36SPeter Brune   ierr = LineSearchSetSuccess(linesearch, PETSC_TRUE);CHKERRQ(ierr);
636a388c36SPeter Brune   ierr = LineSearchGetMonitor(linesearch, &monitor);CHKERRQ(ierr);
646a388c36SPeter Brune 
65bbd5d0b3SPeter Brune   /* precheck */
66bbd5d0b3SPeter Brune   ierr = LineSearchPreCheck(linesearch, &changed_y);CHKERRQ(ierr);
67bbd5d0b3SPeter Brune   lambda_old = 0.0;
68bbd5d0b3SPeter Brune   ierr = VecDot(F, Y, &fty_old);CHKERRQ(ierr);
696a388c36SPeter Brune   for (i = 0; i < max_its; i++) {
70bbd5d0b3SPeter Brune 
71bbd5d0b3SPeter Brune     /* compute the norm at lambda */
72bbd5d0b3SPeter Brune     ierr = VecCopy(X, W);CHKERRQ(ierr);
73bbd5d0b3SPeter Brune     ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr);
74bbd5d0b3SPeter Brune     ierr = SNESComputeFunction(snes, W, F);CHKERRQ(ierr);
75bbd5d0b3SPeter Brune 
76bbd5d0b3SPeter Brune     ierr = VecDot(F, Y, &fty);CHKERRQ(ierr);
77bbd5d0b3SPeter Brune 
78bbd5d0b3SPeter Brune     delLambda    = lambda - lambda_old;
796a388c36SPeter Brune     if (PetscAbsReal(delLambda) < steptol) break;
806a388c36SPeter Brune     if (monitor) {
816a388c36SPeter Brune       ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
826a388c36SPeter Brune       ierr = PetscViewerASCIIPrintf(monitor,"    Line search: lambdas = [%g, %g], ftys = [%g, %g]\n",
83bbd5d0b3SPeter Brune                                     lambda, lambda_old, PetscRealPart(fty), PetscRealPart(fty_old));CHKERRQ(ierr);
846a388c36SPeter Brune       ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
85bbd5d0b3SPeter Brune     }
86bbd5d0b3SPeter Brune 
87bbd5d0b3SPeter Brune     /* compute the search direction */
88bbd5d0b3SPeter Brune     lambda_update =  PetscRealPart((fty*lambda_old - fty_old*lambda) / (fty - fty_old));
89bbd5d0b3SPeter Brune     if (PetscIsInfOrNanScalar(lambda_update)) break;
906a388c36SPeter Brune     if (lambda_update > maxstep) {
91bbd5d0b3SPeter Brune       break;
92bbd5d0b3SPeter Brune     }
93bbd5d0b3SPeter Brune 
94bbd5d0b3SPeter Brune     /* compute the new state of the line search */
95bbd5d0b3SPeter Brune     lambda_old = lambda;
96bbd5d0b3SPeter Brune     lambda = lambda_update;
97bbd5d0b3SPeter Brune     fty_old = fty;
98bbd5d0b3SPeter Brune   }
99bbd5d0b3SPeter Brune   /* construct the solution */
100bbd5d0b3SPeter Brune   ierr = VecCopy(X, W);CHKERRQ(ierr);
101bbd5d0b3SPeter Brune   ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr);
102bbd5d0b3SPeter Brune 
103bbd5d0b3SPeter Brune   /* postcheck */
104bbd5d0b3SPeter Brune   ierr = LineSearchPostCheck(linesearch, &changed_y, &changed_w);CHKERRQ(ierr);
105bbd5d0b3SPeter Brune   if (changed_y) {
106bbd5d0b3SPeter Brune     ierr = VecAXPY(X, -lambda, Y);CHKERRQ(ierr);
107bbd5d0b3SPeter Brune   } else {
108bbd5d0b3SPeter Brune     ierr = VecCopy(W, X);CHKERRQ(ierr);
109bbd5d0b3SPeter Brune   }
110bbd5d0b3SPeter Brune   ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
1116a388c36SPeter Brune   ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
1126a388c36SPeter Brune   if (domainerror) {
1136a388c36SPeter Brune     ierr = LineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
114bbd5d0b3SPeter Brune     PetscFunctionReturn(0);
115bbd5d0b3SPeter Brune   }
116bbd5d0b3SPeter Brune 
1176a388c36SPeter Brune   ierr = LineSearchComputeNorms(linesearch);CHKERRQ(ierr);
1186a388c36SPeter Brune   ierr = LineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);
119bbd5d0b3SPeter Brune 
1206a388c36SPeter Brune   ierr = LineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr);
1216a388c36SPeter Brune 
1226a388c36SPeter Brune   if (monitor) {
1236a388c36SPeter Brune     ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
1246a388c36SPeter Brune     ierr = PetscViewerASCIIPrintf(monitor,"    Line search terminated: lambda = %g, fnorms = %g\n", lambda, gnorm);CHKERRQ(ierr);
1256a388c36SPeter Brune     ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
126bbd5d0b3SPeter Brune   }
1276a388c36SPeter Brune   if (lambda <= steptol) {
1286a388c36SPeter Brune     ierr = LineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
129bbd5d0b3SPeter Brune   }
130bbd5d0b3SPeter Brune   PetscFunctionReturn(0);
131bbd5d0b3SPeter Brune }
132bbd5d0b3SPeter Brune 
133bbd5d0b3SPeter Brune EXTERN_C_BEGIN
134bbd5d0b3SPeter Brune #undef __FUNCT__
135bbd5d0b3SPeter Brune #define __FUNCT__ "LineSearchCreate_CP"
136bbd5d0b3SPeter Brune PetscErrorCode LineSearchCreate_CP(LineSearch linesearch)
137bbd5d0b3SPeter Brune {
138bbd5d0b3SPeter Brune   PetscFunctionBegin;
139bbd5d0b3SPeter Brune   linesearch->ops->apply          = LineSearchApply_CP;
140bbd5d0b3SPeter Brune   linesearch->ops->destroy        = PETSC_NULL;
141bbd5d0b3SPeter Brune   linesearch->ops->setfromoptions = PETSC_NULL;
142bbd5d0b3SPeter Brune   linesearch->ops->reset          = PETSC_NULL;
143bbd5d0b3SPeter Brune   linesearch->ops->view           = PETSC_NULL;
144bbd5d0b3SPeter Brune   linesearch->ops->setup          = PETSC_NULL;
145bbd5d0b3SPeter Brune   PetscFunctionReturn(0);
146bbd5d0b3SPeter Brune }
147bbd5d0b3SPeter Brune EXTERN_C_END
148