xref: /petsc/src/tao/complementarity/impls/ssls/ssfls.c (revision a7e14dcfba0d07adf6226a919460249440ec94c7)

#include "ssls.h"

#undef __FUNCT__
#define __FUNCT__ "TaoSetUp_SSFLS"
PetscErrorCode TaoSetUp_SSFLS(TaoSolver tao)
{
  TAO_SSLS *ssls = (TAO_SSLS *)tao->data;
  PetscErrorCode ierr;

  PetscFunctionBegin;

  ierr = VecDuplicate(tao->solution,&tao->gradient); CHKERRQ(ierr);
  ierr = VecDuplicate(tao->solution,&tao->stepdirection); CHKERRQ(ierr);
  ierr = VecDuplicate(tao->solution,&ssls->w); CHKERRQ(ierr);
  ierr = VecDuplicate(tao->solution,&ssls->ff); CHKERRQ(ierr);
  ierr = VecDuplicate(tao->solution,&ssls->dpsi); CHKERRQ(ierr);
  ierr = VecDuplicate(tao->solution,&ssls->da); CHKERRQ(ierr);
  ierr = VecDuplicate(tao->solution,&ssls->db); CHKERRQ(ierr);
  ierr = VecDuplicate(tao->solution,&ssls->t1); CHKERRQ(ierr);
  ierr = VecDuplicate(tao->solution,&ssls->t2); CHKERRQ(ierr);
  if (!tao->XL) {
    ierr = VecDuplicate(tao->solution,&tao->XL); CHKERRQ(ierr);
  }
  if (!tao->XU) {
    ierr = VecDuplicate(tao->solution,&tao->XU); CHKERRQ(ierr);
  }
  ierr = TaoLineSearchSetVariableBounds(tao->linesearch,tao->XL,tao->XU); CHKERRQ(ierr);
  PetscFunctionReturn(0);
}


#undef __FUNCT__
#define __FUNCT__ "TaoSolve_SSFLS"
static PetscErrorCode TaoSolve_SSFLS(TaoSolver tao)
{
  TAO_SSLS *ssls = (TAO_SSLS *)tao->data;
  PetscReal psi, ndpsi, normd, innerd, t=0;
  PetscReal delta, rho;
  PetscInt iter=0,kspits;
  TaoSolverTerminationReason reason;
  TaoLineSearchTerminationReason ls_reason;
  PetscErrorCode ierr;

  PetscFunctionBegin;

  /* Assume that Setup has been called!
     Set the structure for the Jacobian and create a linear solver. */

  delta = ssls->delta;
  rho = ssls->rho;

  ierr = TaoComputeVariableBounds(tao); CHKERRQ(ierr);
  /* Project solution inside bounds */
  ierr = VecMedian(tao->XL,tao->solution,tao->XU,tao->solution); CHKERRQ(ierr);
  ierr = TaoLineSearchSetObjectiveAndGradientRoutine(tao->linesearch,Tao_SSLS_FunctionGradient,tao);
  CHKERRQ(ierr);
  ierr = TaoLineSearchSetObjectiveRoutine(tao->linesearch,Tao_SSLS_Function,tao); CHKERRQ(ierr);

  /* Calculate the function value and fischer function value at the
     current iterate */
  ierr = TaoLineSearchComputeObjectiveAndGradient(tao->linesearch,tao->solution,&psi,ssls->dpsi); CHKERRQ(ierr);
  ierr = VecNorm(ssls->dpsi,NORM_2,&ndpsi); CHKERRQ(ierr);


  while (1) {
    ierr=PetscInfo3(tao, "iter: %D, merit: %G, ndpsi: %G\n",
		       iter, ssls->merit, ndpsi); CHKERRQ(ierr);
    /* Check the termination criteria */
    ierr = TaoMonitor(tao,iter++,ssls->merit,ndpsi,0.0,t,&reason);
           CHKERRQ(ierr);
    if (reason!=TAO_CONTINUE_ITERATING) break;

    /* Calculate direction.  (Really negative of newton direction.  Therefore,
       rest of the code uses -d.) */
    ierr = KSPSetOperators(tao->ksp,tao->jacobian,tao->jacobian_pre,ssls->matflag); CHKERRQ(ierr);
    ierr = KSPSolve(tao->ksp,ssls->ff,tao->stepdirection); CHKERRQ(ierr);
    ierr = KSPGetIterationNumber(tao->ksp,&kspits); CHKERRQ(ierr);
    tao->ksp_its+=kspits;

    ierr = VecCopy(tao->stepdirection,ssls->w); CHKERRQ(ierr);
    ierr = VecScale(ssls->w,-1.0); CHKERRQ(ierr);
    ierr = VecBoundGradientProjection(ssls->w,tao->solution,tao->XL,tao->XU,ssls->w); CHKERRQ(ierr);

    ierr = VecNorm(ssls->w,NORM_2,&normd); CHKERRQ(ierr);
    ierr = VecDot(ssls->w,ssls->dpsi,&innerd); CHKERRQ(ierr);

    /* Make sure that we have a descent direction */
    if (innerd >= -delta*pow(normd, rho)) {
      ierr = PetscInfo(tao, "newton direction not descent\n"); CHKERRQ(ierr);
      ierr = VecCopy(ssls->dpsi,tao->stepdirection); CHKERRQ(ierr);
      ierr = VecDot(ssls->w,ssls->dpsi,&innerd); CHKERRQ(ierr);
    }

    ierr = VecScale(tao->stepdirection, -1.0); CHKERRQ(ierr);
    innerd = -innerd;

    ierr = TaoLineSearchSetInitialStepLength(tao->linesearch,1.0);
    ierr = TaoLineSearchApply(tao->linesearch,tao->solution,&psi,ssls->dpsi,tao->stepdirection,&t,&ls_reason); CHKERRQ(ierr);
    ierr = VecNorm(ssls->dpsi,NORM_2,&ndpsi); CHKERRQ(ierr);
  }

  PetscFunctionReturn(0);
}

#undef __FUNCT__
#define __FUNCT__ "TaoDestroy_SSFLS"
PetscErrorCode TaoDestroy_SSFLS(TaoSolver tao)
{
  TAO_SSLS *ssls = (TAO_SSLS *)tao->data;
  PetscErrorCode ierr;

  PetscFunctionBegin;

  ierr = VecDestroy(&ssls->ff); CHKERRQ(ierr);
  ierr = VecDestroy(&ssls->w); CHKERRQ(ierr);
  ierr = VecDestroy(&ssls->dpsi); CHKERRQ(ierr);
  ierr = VecDestroy(&ssls->da); CHKERRQ(ierr);
  ierr = VecDestroy(&ssls->db); CHKERRQ(ierr);
  ierr = VecDestroy(&ssls->t1); CHKERRQ(ierr);
  ierr = VecDestroy(&ssls->t2); CHKERRQ(ierr);
  ierr = PetscFree(tao->data); CHKERRQ(ierr);
  tao->data = PETSC_NULL;
  PetscFunctionReturn(0);
}

/* ---------------------------------------------------------- */
EXTERN_C_BEGIN
#undef __FUNCT__
#define __FUNCT__ "TaoCreate_SSFLS"
PetscErrorCode TaoCreate_SSFLS(TaoSolver tao)
{
  TAO_SSLS *ssls;
  PetscErrorCode ierr;
  const char *armijo_type = TAOLINESEARCH_ARMIJO;

  PetscFunctionBegin;
  ierr = PetscNewLog(tao,TAO_SSLS,&ssls); CHKERRQ(ierr);
  tao->data = (void*)ssls;
  tao->ops->solve=TaoSolve_SSFLS;
  tao->ops->setup=TaoSetUp_SSFLS;
  tao->ops->view=TaoView_SSLS;
  tao->ops->setfromoptions=TaoSetFromOptions_SSLS;
  tao->ops->destroy = TaoDestroy_SSFLS;

  ssls->delta = 1e-10;
  ssls->rho = 2.1;

  ierr = TaoLineSearchCreate(((PetscObject)tao)->comm,&tao->linesearch); CHKERRQ(ierr);
  ierr = TaoLineSearchSetType(tao->linesearch,armijo_type); CHKERRQ(ierr);
  ierr = TaoLineSearchSetFromOptions(tao->linesearch);
  /* Linesearch objective and objectivegradient routines are
     set in solve routine */
  ierr = KSPCreate(((PetscObject)tao)->comm,&tao->ksp); CHKERRQ(ierr);

  tao->max_it = 2000;
  tao->max_funcs = 4000;
  tao->fatol = 0; tao->frtol = 0; tao->grtol=0; tao->grtol=0;
  tao->gatol = 1.0e-16;
  tao->fmin = 1.0e-8;

  PetscFunctionReturn(0);
}
EXTERN_C_END