xref: /petsc/src/snes/linesearch/impls/cp/linesearchcp.c (revision 96b7d5c2ee3a706d3074402536cdfbeae64adfa4)

#include <petsc/private/linesearchimpl.h>
#include <petscsnes.h>

static PetscErrorCode SNESLineSearchApply_CP(SNESLineSearch linesearch)
{
  PetscBool      changed_y, changed_w;
  PetscErrorCode ierr;
  Vec            X, Y, F, W;
  SNES           snes;
  PetscReal      xnorm, ynorm, gnorm, steptol, atol, rtol, ltol, maxstep;
  PetscReal      lambda, lambda_old, lambda_update, delLambda;
  PetscScalar    fty, fty_init, fty_old, fty_mid1, fty_mid2, s;
  PetscInt       i, max_its;
  PetscViewer    monitor;

  PetscFunctionBegin;
  ierr = SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, NULL);CHKERRQ(ierr);
  ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);
  ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr);
  ierr = SNESLineSearchGetLambda(linesearch, &lambda);CHKERRQ(ierr);
  ierr = SNESLineSearchGetTolerances(linesearch, &steptol, &maxstep, &rtol, &atol, &ltol, &max_its);CHKERRQ(ierr);
  ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_SUCCEEDED);CHKERRQ(ierr);
  ierr = SNESLineSearchGetDefaultMonitor(linesearch, &monitor);CHKERRQ(ierr);

  /* precheck */
  ierr       = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr);
  lambda_old = 0.0;

  ierr = VecDot(F,Y,&fty_old);CHKERRQ(ierr);
  if (PetscAbsScalar(fty_old) < atol * ynorm) {
    if (monitor) {
      ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
      ierr = PetscViewerASCIIPrintf(monitor,"    Line search terminated at initial point because dot(F,Y) = %g < atol*||y|| = %g\n",(double)PetscAbsScalar(fty_old), (double)atol*ynorm);CHKERRQ(ierr);
      ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
    }
    ierr = SNESSetConvergedReason(linesearch->snes,SNES_CONVERGED_FNORM_ABS);CHKERRQ(ierr);
    PetscFunctionReturn(0);
  }

  fty_init = fty_old;

  for (i = 0; i < max_its; i++) {
    /* compute the norm at lambda */
    ierr = VecCopy(X, W);CHKERRQ(ierr);
    ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr);
    if (linesearch->ops->viproject) {
      ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
    }
    ierr = (*linesearch->ops->snesfunc)(snes,W,F);CHKERRQ(ierr);
    ierr = VecDot(F,Y,&fty);CHKERRQ(ierr);

    delLambda = lambda - lambda_old;

    /* check for convergence */
    if (PetscAbsReal(delLambda) < steptol*lambda) break;
    if (PetscAbsScalar(fty) / PetscAbsScalar(fty_init) < rtol) break;
    if (PetscAbsScalar(fty) < atol * ynorm && i > 0) break;
    if (monitor) {
      ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
      ierr = PetscViewerASCIIPrintf(monitor,"    Line search: lambdas = [%g, %g], ftys = [%g, %g]\n",(double)lambda, (double)lambda_old, (double)PetscRealPart(fty), (double)PetscRealPart(fty_old));CHKERRQ(ierr);
      ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
    }

    /* compute the search direction */
    if (linesearch->order == SNES_LINESEARCH_ORDER_LINEAR) {
      s = (fty - fty_old) / delLambda;
    } else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) {
      ierr = VecCopy(X, W);CHKERRQ(ierr);
      ierr = VecAXPY(W, -0.5*(lambda + lambda_old), Y);CHKERRQ(ierr);
      if (linesearch->ops->viproject) {
        ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
      }
      ierr = (*linesearch->ops->snesfunc)(snes,W,F);CHKERRQ(ierr);
      ierr = VecDot(F, Y, &fty_mid1);CHKERRQ(ierr);
      s    = (3.*fty - 4.*fty_mid1 + fty_old) / delLambda;
    } else {
      ierr = VecCopy(X, W);CHKERRQ(ierr);
      ierr = VecAXPY(W, -0.5*(lambda + lambda_old), Y);CHKERRQ(ierr);
      if (linesearch->ops->viproject) {
        ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
      }
      ierr = (*linesearch->ops->snesfunc)(snes,W,F);CHKERRQ(ierr);
      ierr = VecDot(F, Y, &fty_mid1);CHKERRQ(ierr);
      ierr = VecCopy(X, W);CHKERRQ(ierr);
      ierr = VecAXPY(W, -(lambda + 0.5*(lambda - lambda_old)), Y);CHKERRQ(ierr);
      if (linesearch->ops->viproject) {
        ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
      }
      ierr = (*linesearch->ops->snesfunc)(snes, W, F);CHKERRQ(ierr);
      ierr = VecDot(F, Y, &fty_mid2);CHKERRQ(ierr);
      s    = (2.*fty_mid2 + 3.*fty - 6.*fty_mid1 + fty_old) / (3.*delLambda);
    }
    /* if the solve is going in the wrong direction, fix it */
    if (PetscRealPart(s) > 0.) s = -s;
    if (s == 0.0) break;
    lambda_update =  lambda - PetscRealPart(fty / s);

    /* switch directions if we stepped out of bounds */
    if (lambda_update < steptol) lambda_update = lambda + PetscRealPart(fty / s);

    if (PetscIsInfOrNanReal(lambda_update)) break;
    if (lambda_update > maxstep) break;

    /* compute the new state of the line search */
    lambda_old = lambda;
    lambda     = lambda_update;
    fty_old    = fty;
  }
  /* construct the solution */
  ierr = VecCopy(X, W);CHKERRQ(ierr);
  ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr);
  if (linesearch->ops->viproject) {
    ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
  }
  /* postcheck */
  ierr = SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr);
  if (changed_y) {
    ierr = VecAXPY(X, -lambda, Y);CHKERRQ(ierr);
    if (linesearch->ops->viproject) {
      ierr = (*linesearch->ops->viproject)(snes, X);CHKERRQ(ierr);
    }
  } else {
    ierr = VecCopy(W, X);CHKERRQ(ierr);
  }
  ierr = (*linesearch->ops->snesfunc)(snes,X,F);CHKERRQ(ierr);

  ierr = SNESLineSearchComputeNorms(linesearch);CHKERRQ(ierr);
  ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);

  ierr = SNESLineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr);

  if (monitor) {
    ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
    ierr = PetscViewerASCIIPrintf(monitor,"    Line search terminated: lambda = %g, fnorms = %g\n", (double)lambda, (double)gnorm);CHKERRQ(ierr);
    ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
  }
  if (lambda <= steptol) {
    ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_REDUCT);CHKERRQ(ierr);
  }
  PetscFunctionReturn(0);
}

/*MC
   SNESLINESEARCHCP - Critical point line search. This line search assumes that there exists some
   artificial G(x) for which the SNESFunction F(x) = grad G(x).  Therefore, this line search seeks
   to find roots of dot(F, Y) via a secant method.

   Options Database Keys:
+  -snes_linesearch_minlambda <minlambda> - the minimum acceptable lambda
.  -snes_linesearch_maxstep <length> - the algorithm insures that a step length is never longer than this value
.  -snes_linesearch_damping <damping> - initial trial step length is scaled by this factor, default is 1.0
-  -snes_linesearch_max_it <max_it> - the maximum number of secant steps performed.

   Notes:
   This method does NOT use the objective function if it is provided with SNESSetObjective().

   This method is the preferred line search for SNESQN and SNESNCG.

   Level: advanced

.seealso: SNESLineSearchCreate(), SNESLineSearchSetType()
M*/
PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_CP(SNESLineSearch linesearch)
{
  PetscFunctionBegin;
  linesearch->ops->apply          = SNESLineSearchApply_CP;
  linesearch->ops->destroy        = NULL;
  linesearch->ops->setfromoptions = NULL;
  linesearch->ops->reset          = NULL;
  linesearch->ops->view           = NULL;
  linesearch->ops->setup          = NULL;
  linesearch->order               = SNES_LINESEARCH_ORDER_LINEAR;

  linesearch->max_its = 1;
  PetscFunctionReturn(0);
}