xref: /petsc/src/tao/complementarity/impls/ssls/ssfls.c (revision e4cb33bb7dbdbae9285fba102465ca0f1dcb3977)

#include <../src/tao/complementarity/impls/ssls/ssls.h>

#undef __FUNCT__
#define __FUNCT__ "TaoSetUp_SSFLS"
PetscErrorCode TaoSetUp_SSFLS(Tao 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(Tao tao)
{
  TAO_SSLS                     *ssls = (TAO_SSLS *)tao->data;
  PetscReal                    psi, ndpsi, normd, innerd, t=0;
  PetscReal                    delta, rho;
  PetscInt                     iter=0,kspits;
  TaoConvergedReason           reason;
  TaoLineSearchConvergedReason 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, (double)ssls->merit, (double)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(Tao 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);
  PetscFunctionReturn(0);
}

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

  PetscFunctionBegin;
  ierr = PetscNewLog(tao,&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;
#if defined(PETSC_USE_REAL_SINGLE)
  tao->gatol = 1.0e-6;
  tao->fmin = 1.0e-4;
#else
  tao->gatol = 1.0e-16;
  tao->fmin = 1.0e-8;
#endif
  PetscFunctionReturn(0);
}
EXTERN_C_END