xref: /petsc/src/tao/linesearch/impls/morethuente/morethuente.c (revision 24a0f548b60c7cb3ab35ebdb1e91c8fee7bc0b9d)
1 #include <petsc-private/taolinesearchimpl.h>
2 #include <../src/tao/linesearch/impls/morethuente/morethuente.h>
3 
4 /*
5    This algorithm is taken from More' and Thuente, "Line search algorithms
6    with guaranteed sufficient decrease", Argonne National Laboratory,
7    Technical Report MCS-P330-1092.
8 */
9 
10 static PetscErrorCode Tao_mcstep(TaoLineSearch ls,PetscReal *stx,PetscReal *fx,PetscReal *dx,PetscReal *sty,PetscReal *fy,PetscReal *dy,PetscReal *stp,PetscReal *fp,PetscReal *dp);
11 
12 #undef __FUNCT__
13 #define __FUNCT__ "TaoLineSearchDestroy_MT"
14 static PetscErrorCode TaoLineSearchDestroy_MT(TaoLineSearch ls)
15 {
16   PetscErrorCode   ierr;
17   TaoLineSearch_MT *mt;
18 
19   PetscFunctionBegin;
20   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
21   mt = (TaoLineSearch_MT*)(ls->data);
22   if (mt->x) {
23     ierr = PetscObjectDereference((PetscObject)mt->x);CHKERRQ(ierr);
24   }
25   ierr = VecDestroy(&mt->work);CHKERRQ(ierr);
26   ierr = PetscFree(ls->data);
27   PetscFunctionReturn(0);
28 }
29 
30 #undef __FUNCT__
31 #define __FUNCT__ "TaoLineSearchSetFromOptions_MT"
32 static PetscErrorCode TaoLineSearchSetFromOptions_MT(TaoLineSearch ls)
33 {
34   PetscFunctionBegin;
35   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
36   PetscFunctionReturn(0);
37 }
38 
39 #undef __FUNCT__
40 #define __FUNCT__ "TaoLineSearchView_MT"
41 static PetscErrorCode TaoLineSearchView_MT(TaoLineSearch ls, PetscViewer pv)
42 {
43   PetscErrorCode ierr;
44   PetscBool      isascii;
45 
46   PetscFunctionBegin;
47   ierr = PetscObjectTypeCompare((PetscObject)pv, PETSCVIEWERASCII, &isascii);CHKERRQ(ierr);
48   if (isascii) {
49     ierr = PetscViewerASCIIPrintf(pv,"  maxf=%D, ftol=%g, gtol=%g\n",ls->max_funcs,(double)ls->rtol,(double)ls->ftol);CHKERRQ(ierr);
50   }
51   PetscFunctionReturn(0);
52 }
53 
54 #undef __FUNCT__
55 #define __FUNCT__ "TaoLineSearchApply_MT"
56 /* @ TaoApply_LineSearch - This routine takes step length of 1.0.
57 
58    Input Parameters:
59 +  tao - Tao context
60 .  X - current iterate (on output X contains new iterate, X + step*S)
61 .  f - objective function evaluated at X
62 .  G - gradient evaluated at X
63 -  D - search direction
64 
65 
66    Info is set to 0.
67 
68 @ */
69 
70 static PetscErrorCode TaoLineSearchApply_MT(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s)
71 {
72   PetscErrorCode   ierr;
73   TaoLineSearch_MT *mt;
74 
75   PetscReal        xtrapf = 4.0;
76   PetscReal        finit, width, width1, dginit, fm, fxm, fym, dgm, dgxm, dgym;
77   PetscReal        dgx, dgy, dg, dg2, fx, fy, stx, sty, dgtest;
78   PetscReal        ftest1=0.0, ftest2=0.0;
79   PetscInt         i, stage1,n1,n2,nn1,nn2;
80   PetscReal        bstepmin1, bstepmin2, bstepmax;
81   PetscBool        g_computed=PETSC_FALSE; /* to prevent extra gradient computation */
82 
83   PetscFunctionBegin;
84   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
85   PetscValidHeaderSpecific(x,VEC_CLASSID,2);
86   PetscValidScalarPointer(f,3);
87   PetscValidHeaderSpecific(g,VEC_CLASSID,4);
88   PetscValidHeaderSpecific(s,VEC_CLASSID,5);
89 
90   /* comm,type,size checks are done in interface TaoLineSearchApply */
91   mt = (TaoLineSearch_MT*)(ls->data);
92   ls->reason = TAOLINESEARCH_CONTINUE_ITERATING;
93 
94   /* Check work vector */
95   if (!mt->work) {
96     ierr = VecDuplicate(x,&mt->work);CHKERRQ(ierr);
97     mt->x = x;
98     ierr = PetscObjectReference((PetscObject)mt->x);CHKERRQ(ierr);
99   } else if (x != mt->x) {
100     ierr = VecDestroy(&mt->work);CHKERRQ(ierr);
101     ierr = VecDuplicate(x,&mt->work);CHKERRQ(ierr);
102     ierr = PetscObjectDereference((PetscObject)mt->x);CHKERRQ(ierr);
103     mt->x = x;
104     ierr = PetscObjectReference((PetscObject)mt->x);CHKERRQ(ierr);
105   }
106 
107   if (ls->bounded) {
108     /* Compute step length needed to make all variables equal a bound */
109     /* Compute the smallest steplength that will make one nonbinding variable
110      equal the bound */
111     ierr = VecGetLocalSize(ls->upper,&n1);CHKERRQ(ierr);
112     ierr = VecGetLocalSize(mt->x, &n2);CHKERRQ(ierr);
113     ierr = VecGetSize(ls->upper,&nn1);CHKERRQ(ierr);
114     ierr = VecGetSize(mt->x,&nn2);CHKERRQ(ierr);
115     if (n1 != n2 || nn1 != nn2) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_SIZ,"Variable vector not compatible with bounds vector");
116     ierr = VecScale(s,-1.0);CHKERRQ(ierr);
117     ierr = VecBoundGradientProjection(s,x,ls->lower,ls->upper,s);CHKERRQ(ierr);
118     ierr = VecScale(s,-1.0);CHKERRQ(ierr);
119     ierr = VecStepBoundInfo(x,s,ls->lower,ls->upper,&bstepmin1,&bstepmin2,&bstepmax);CHKERRQ(ierr);
120     ls->stepmax = PetscMin(bstepmax,1.0e15);
121   }
122 
123   ierr = VecDot(g,s,&dginit);
124   if (PetscIsInfOrNanReal(dginit)) {
125     ierr = PetscInfo1(ls,"Initial Line Search step * g is Inf or Nan (%g)\n",(double)dginit);CHKERRQ(ierr);
126     ls->reason=TAOLINESEARCH_FAILED_INFORNAN;
127     PetscFunctionReturn(0);
128   }
129   if (dginit >= 0.0) {
130     ierr = PetscInfo1(ls,"Initial Line Search step * g is not descent direction (%g)\n",(double)dginit);CHKERRQ(ierr);
131     ls->reason = TAOLINESEARCH_FAILED_ASCENT;
132     PetscFunctionReturn(0);
133   }
134 
135 
136   /* Initialization */
137   mt->bracket = 0;
138   stage1 = 1;
139   finit = *f;
140   dgtest = ls->ftol * dginit;
141   width = ls->stepmax - ls->stepmin;
142   width1 = width * 2.0;
143   ierr = VecCopy(x,mt->work);CHKERRQ(ierr);
144   /* Variable dictionary:
145    stx, fx, dgx - the step, function, and derivative at the best step
146    sty, fy, dgy - the step, function, and derivative at the other endpoint
147    of the interval of uncertainty
148    step, f, dg - the step, function, and derivative at the current step */
149 
150   stx = 0.0;
151   fx  = finit;
152   dgx = dginit;
153   sty = 0.0;
154   fy  = finit;
155   dgy = dginit;
156 
157   ls->step=ls->initstep;
158   for (i=0; i< ls->max_funcs; i++) {
159     /* Set min and max steps to correspond to the interval of uncertainty */
160     if (mt->bracket) {
161       ls->stepmin = PetscMin(stx,sty);
162       ls->stepmax = PetscMax(stx,sty);
163     } else {
164       ls->stepmin = stx;
165       ls->stepmax = ls->step + xtrapf * (ls->step - stx);
166     }
167 
168     /* Force the step to be within the bounds */
169     ls->step = PetscMax(ls->step,ls->stepmin);
170     ls->step = PetscMin(ls->step,ls->stepmax);
171 
172     /* If an unusual termination is to occur, then let step be the lowest
173      point obtained thus far */
174     if ((stx!=0) && (((mt->bracket) && (ls->step <= ls->stepmin || ls->step >= ls->stepmax)) || ((mt->bracket) && (ls->stepmax - ls->stepmin <= ls->rtol * ls->stepmax)) ||
175                      ((ls->nfeval+ls->nfgeval) >= ls->max_funcs - 1) || (mt->infoc == 0))) {
176       ls->step = stx;
177     }
178 
179     ierr = VecCopy(x,mt->work);CHKERRQ(ierr);
180     ierr = VecAXPY(mt->work,ls->step,s);CHKERRQ(ierr);   /* W = X + step*S */
181 
182     if (ls->bounded) {
183       ierr = VecMedian(ls->lower, mt->work, ls->upper, mt->work);CHKERRQ(ierr);
184     }
185     if (ls->usegts) {
186       ierr = TaoLineSearchComputeObjectiveAndGTS(ls,mt->work,f,&dg);CHKERRQ(ierr);
187       g_computed=PETSC_FALSE;
188     } else {
189       ierr = TaoLineSearchComputeObjectiveAndGradient(ls,mt->work,f,g);CHKERRQ(ierr);
190       g_computed=PETSC_TRUE;
191       if (ls->bounded) {
192         ierr = VecDot(g,x,&dg);CHKERRQ(ierr);
193         ierr = VecDot(g,mt->work,&dg2);CHKERRQ(ierr);
194         dg = (dg2 - dg)/ls->step;
195       } else {
196         ierr = VecDot(g,s,&dg);CHKERRQ(ierr);
197       }
198     }
199 
200     if (0 == i) {
201       ls->f_fullstep=*f;
202     }
203 
204     if (PetscIsInfOrNanReal(*f) || PetscIsInfOrNanReal(dg)) {
205       /* User provided compute function generated Not-a-Number, assume
206        domain violation and set function value and directional
207        derivative to infinity. */
208       *f = PETSC_INFINITY;
209       dg = PETSC_INFINITY;
210     }
211 
212     ftest1 = finit + ls->step * dgtest;
213     if (ls->bounded) {
214       ftest2 = finit + ls->step * dgtest * ls->ftol;
215     }
216     /* Convergence testing */
217     if (((*f - ftest1 <= 1.0e-10 * PetscAbsReal(finit)) &&  (PetscAbsReal(dg) + ls->gtol*dginit <= 0.0))) {
218       ierr = PetscInfo(ls, "Line search success: Sufficient decrease and directional deriv conditions hold\n");CHKERRQ(ierr);
219       ls->reason = TAOLINESEARCH_SUCCESS;
220       break;
221     }
222 
223     /* Check Armijo if beyond the first breakpoint */
224     if (ls->bounded && (*f <= ftest2) && (ls->step >= bstepmin2)) {
225       ierr = PetscInfo(ls,"Line search success: Sufficient decrease.\n");CHKERRQ(ierr);
226       ls->reason = TAOLINESEARCH_SUCCESS;
227       break;
228     }
229 
230     /* Checks for bad cases */
231     if (((mt->bracket) && (ls->step <= ls->stepmin||ls->step >= ls->stepmax)) || (!mt->infoc)) {
232       ierr = PetscInfo(ls,"Rounding errors may prevent further progress.  May not be a step satisfying\n");CHKERRQ(ierr);
233       ierr = PetscInfo(ls,"sufficient decrease and curvature conditions. Tolerances may be too small.\n");CHKERRQ(ierr);
234       ls->reason = TAOLINESEARCH_HALTED_OTHER;
235       break;
236     }
237     if ((ls->step == ls->stepmax) && (*f <= ftest1) && (dg <= dgtest)) {
238       ierr = PetscInfo1(ls,"Step is at the upper bound, stepmax (%g)\n",(double)ls->stepmax);CHKERRQ(ierr);
239       ls->reason = TAOLINESEARCH_HALTED_UPPERBOUND;
240       break;
241     }
242     if ((ls->step == ls->stepmin) && (*f >= ftest1) && (dg >= dgtest)) {
243       ierr = PetscInfo1(ls,"Step is at the lower bound, stepmin (%g)\n",(double)ls->stepmin);CHKERRQ(ierr);
244       ls->reason = TAOLINESEARCH_HALTED_LOWERBOUND;
245       break;
246     }
247     if ((mt->bracket) && (ls->stepmax - ls->stepmin <= ls->rtol*ls->stepmax)){
248       ierr = PetscInfo1(ls,"Relative width of interval of uncertainty is at most rtol (%g)\n",(double)ls->rtol);CHKERRQ(ierr);
249       ls->reason = TAOLINESEARCH_HALTED_RTOL;
250       break;
251     }
252 
253     /* In the first stage, we seek a step for which the modified function
254      has a nonpositive value and nonnegative derivative */
255     if ((stage1) && (*f <= ftest1) && (dg >= dginit * PetscMin(ls->ftol, ls->gtol))) {
256       stage1 = 0;
257     }
258 
259     /* A modified function is used to predict the step only if we
260      have not obtained a step for which the modified function has a
261      nonpositive function value and nonnegative derivative, and if a
262      lower function value has been obtained but the decrease is not
263      sufficient */
264 
265     if ((stage1) && (*f <= fx) && (*f > ftest1)) {
266       fm   = *f - ls->step * dgtest;    /* Define modified function */
267       fxm  = fx - stx * dgtest;         /* and derivatives */
268       fym  = fy - sty * dgtest;
269       dgm  = dg - dgtest;
270       dgxm = dgx - dgtest;
271       dgym = dgy - dgtest;
272 
273       /* if (dgxm * (ls->step - stx) >= 0.0) */
274       /* Update the interval of uncertainty and compute the new step */
275       ierr = Tao_mcstep(ls,&stx,&fxm,&dgxm,&sty,&fym,&dgym,&ls->step,&fm,&dgm);CHKERRQ(ierr);
276 
277       fx  = fxm + stx * dgtest; /* Reset the function and */
278       fy  = fym + sty * dgtest; /* gradient values */
279       dgx = dgxm + dgtest;
280       dgy = dgym + dgtest;
281     } else {
282       /* Update the interval of uncertainty and compute the new step */
283       ierr = Tao_mcstep(ls,&stx,&fx,&dgx,&sty,&fy,&dgy,&ls->step,f,&dg);CHKERRQ(ierr);
284     }
285 
286     /* Force a sufficient decrease in the interval of uncertainty */
287     if (mt->bracket) {
288       if (PetscAbsReal(sty - stx) >= 0.66 * width1) ls->step = stx + 0.5*(sty - stx);
289       width1 = width;
290       width = PetscAbsReal(sty - stx);
291     }
292   }
293   if ((ls->nfeval+ls->nfgeval) > ls->max_funcs) {
294     ierr = PetscInfo2(ls,"Number of line search function evals (%D) > maximum (%D)\n",(ls->nfeval+ls->nfgeval),ls->max_funcs);CHKERRQ(ierr);
295     ls->reason = TAOLINESEARCH_HALTED_MAXFCN;
296   }
297 
298   /* Finish computations */
299   ierr = PetscInfo2(ls,"%D function evals in line search, step = %g\n",(ls->nfeval+ls->nfgeval),(double)ls->step);CHKERRQ(ierr);
300 
301   /* Set new solution vector and compute gradient if needed */
302   ierr = VecCopy(mt->work,x);CHKERRQ(ierr);
303   if (!g_computed) {
304     ierr = TaoLineSearchComputeGradient(ls,mt->work,g);CHKERRQ(ierr);
305   }
306   PetscFunctionReturn(0);
307 }
308 
309 EXTERN_C_BEGIN
310 #undef __FUNCT__
311 #define __FUNCT__ "TaoLineSearchCreate_MT"
312 PetscErrorCode TaoLineSearchCreate_MT(TaoLineSearch ls)
313 {
314   PetscErrorCode   ierr;
315   TaoLineSearch_MT *ctx;
316 
317   PetscFunctionBegin;
318   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
319   ierr = PetscNewLog(ls,&ctx);CHKERRQ(ierr);
320   ctx->bracket=0;
321   ctx->infoc=1;
322   ls->data = (void*)ctx;
323   ls->initstep = 1.0;
324   ls->ops->setup=0;
325   ls->ops->apply=TaoLineSearchApply_MT;
326   ls->ops->view =TaoLineSearchView_MT;
327   ls->ops->destroy=TaoLineSearchDestroy_MT;
328   ls->ops->setfromoptions=TaoLineSearchSetFromOptions_MT;
329   PetscFunctionReturn(0);
330 }
331 EXTERN_C_END
332 
333 /*
334      The subroutine mcstep is taken from the work of Jorge Nocedal.
335      this is a variant of More' and Thuente's routine.
336 
337      subroutine mcstep
338 
339      the purpose of mcstep is to compute a safeguarded step for
340      a linesearch and to update an interval of uncertainty for
341      a minimizer of the function.
342 
343      the parameter stx contains the step with the least function
344      value. the parameter stp contains the current step. it is
345      assumed that the derivative at stx is negative in the
346      direction of the step. if bracket is set true then a
347      minimizer has been bracketed in an interval of uncertainty
348      with endpoints stx and sty.
349 
350      the subroutine statement is
351 
352      subroutine mcstep(stx,fx,dx,sty,fy,dy,stp,fp,dp,bracket,
353                        stpmin,stpmax,info)
354 
355      where
356 
357        stx, fx, and dx are variables which specify the step,
358          the function, and the derivative at the best step obtained
359          so far. The derivative must be negative in the direction
360          of the step, that is, dx and stp-stx must have opposite
361          signs. On output these parameters are updated appropriately.
362 
363        sty, fy, and dy are variables which specify the step,
364          the function, and the derivative at the other endpoint of
365          the interval of uncertainty. On output these parameters are
366          updated appropriately.
367 
368        stp, fp, and dp are variables which specify the step,
369          the function, and the derivative at the current step.
370          If bracket is set true then on input stp must be
371          between stx and sty. On output stp is set to the new step.
372 
373        bracket is a logical variable which specifies if a minimizer
374          has been bracketed.  If the minimizer has not been bracketed
375          then on input bracket must be set false.  If the minimizer
376          is bracketed then on output bracket is set true.
377 
378        stpmin and stpmax are input variables which specify lower
379          and upper bounds for the step.
380 
381        info is an integer output variable set as follows:
382          if info = 1,2,3,4,5, then the step has been computed
383          according to one of the five cases below. otherwise
384          info = 0, and this indicates improper input parameters.
385 
386      subprograms called
387 
388        fortran-supplied ... abs,max,min,sqrt
389 
390      argonne national laboratory. minpack project. june 1983
391      jorge j. more', david j. thuente
392 
393 */
394 
395 #undef __FUNCT__
396 #define __FUNCT__ "Tao_mcstep"
397 static PetscErrorCode Tao_mcstep(TaoLineSearch ls,PetscReal *stx,PetscReal *fx,PetscReal *dx,PetscReal *sty,PetscReal *fy,PetscReal *dy,PetscReal *stp,PetscReal *fp,PetscReal *dp)
398 {
399   TaoLineSearch_MT *mtP = (TaoLineSearch_MT *) ls->data;
400   PetscReal        gamma1, p, q, r, s, sgnd, stpc, stpf, stpq, theta;
401   PetscInt         bound;
402 
403   PetscFunctionBegin;
404   /* Check the input parameters for errors */
405   mtP->infoc = 0;
406   if (mtP->bracket && (*stp <= PetscMin(*stx,*sty) || (*stp >= PetscMax(*stx,*sty)))) SETERRQ(PETSC_COMM_SELF,1,"bad stp in bracket");
407   if (*dx * (*stp-*stx) >= 0.0) SETERRQ(PETSC_COMM_SELF,1,"dx * (stp-stx) >= 0.0");
408   if (ls->stepmax < ls->stepmin) SETERRQ(PETSC_COMM_SELF,1,"stepmax > stepmin");
409 
410   /* Determine if the derivatives have opposite sign */
411   sgnd = *dp * (*dx / PetscAbsReal(*dx));
412 
413   if (*fp > *fx) {
414     /* Case 1: a higher function value.
415      The minimum is bracketed. If the cubic step is closer
416      to stx than the quadratic step, the cubic step is taken,
417      else the average of the cubic and quadratic steps is taken. */
418 
419     mtP->infoc = 1;
420     bound = 1;
421     theta = 3 * (*fx - *fp) / (*stp - *stx) + *dx + *dp;
422     s = PetscMax(PetscAbsReal(theta),PetscAbsReal(*dx));
423     s = PetscMax(s,PetscAbsReal(*dp));
424     gamma1 = s*PetscSqrtScalar(PetscPowScalar(theta/s,2.0) - (*dx/s)*(*dp/s));
425     if (*stp < *stx) gamma1 = -gamma1;
426     /* Can p be 0?  Check */
427     p = (gamma1 - *dx) + theta;
428     q = ((gamma1 - *dx) + gamma1) + *dp;
429     r = p/q;
430     stpc = *stx + r*(*stp - *stx);
431     stpq = *stx + ((*dx/((*fx-*fp)/(*stp-*stx)+*dx))*0.5) * (*stp - *stx);
432 
433     if (PetscAbsReal(stpc-*stx) < PetscAbsReal(stpq-*stx)) {
434       stpf = stpc;
435     } else {
436       stpf = stpc + 0.5*(stpq - stpc);
437     }
438     mtP->bracket = 1;
439   } else if (sgnd < 0.0) {
440     /* Case 2: A lower function value and derivatives of
441      opposite sign. The minimum is bracketed. If the cubic
442      step is closer to stx than the quadratic (secant) step,
443      the cubic step is taken, else the quadratic step is taken. */
444 
445     mtP->infoc = 2;
446     bound = 0;
447     theta = 3*(*fx - *fp)/(*stp - *stx) + *dx + *dp;
448     s = PetscMax(PetscAbsReal(theta),PetscAbsReal(*dx));
449     s = PetscMax(s,PetscAbsReal(*dp));
450     gamma1 = s*PetscSqrtScalar(PetscPowScalar(theta/s,2.0) - (*dx/s)*(*dp/s));
451     if (*stp > *stx) gamma1 = -gamma1;
452     p = (gamma1 - *dp) + theta;
453     q = ((gamma1 - *dp) + gamma1) + *dx;
454     r = p/q;
455     stpc = *stp + r*(*stx - *stp);
456     stpq = *stp + (*dp/(*dp-*dx))*(*stx - *stp);
457 
458     if (PetscAbsReal(stpc-*stp) > PetscAbsReal(stpq-*stp)) {
459       stpf = stpc;
460     } else {
461       stpf = stpq;
462     }
463     mtP->bracket = 1;
464   } else if (PetscAbsReal(*dp) < PetscAbsReal(*dx)) {
465     /* Case 3: A lower function value, derivatives of the
466      same sign, and the magnitude of the derivative decreases.
467      The cubic step is only used if the cubic tends to infinity
468      in the direction of the step or if the minimum of the cubic
469      is beyond stp. Otherwise the cubic step is defined to be
470      either stepmin or stepmax. The quadratic (secant) step is also
471      computed and if the minimum is bracketed then the the step
472      closest to stx is taken, else the step farthest away is taken. */
473 
474     mtP->infoc = 3;
475     bound = 1;
476     theta = 3*(*fx - *fp)/(*stp - *stx) + *dx + *dp;
477     s = PetscMax(PetscAbsReal(theta),PetscAbsReal(*dx));
478     s = PetscMax(s,PetscAbsReal(*dp));
479 
480     /* The case gamma1 = 0 only arises if the cubic does not tend
481        to infinity in the direction of the step. */
482     gamma1 = s*PetscSqrtScalar(PetscMax(0.0,PetscPowScalar(theta/s,2.0) - (*dx/s)*(*dp/s)));
483     if (*stp > *stx) gamma1 = -gamma1;
484     p = (gamma1 - *dp) + theta;
485     q = (gamma1 + (*dx - *dp)) + gamma1;
486     r = p/q;
487     if (r < 0.0 && gamma1 != 0.0) stpc = *stp + r*(*stx - *stp);
488     else if (*stp > *stx)        stpc = ls->stepmax;
489     else                         stpc = ls->stepmin;
490     stpq = *stp + (*dp/(*dp-*dx)) * (*stx - *stp);
491 
492     if (mtP->bracket) {
493       if (PetscAbsReal(*stp-stpc) < PetscAbsReal(*stp-stpq)) {
494         stpf = stpc;
495       } else {
496         stpf = stpq;
497       }
498     } else {
499       if (PetscAbsReal(*stp-stpc) > PetscAbsReal(*stp-stpq)) {
500         stpf = stpc;
501       } else {
502         stpf = stpq;
503       }
504     }
505   } else {
506     /* Case 4: A lower function value, derivatives of the
507        same sign, and the magnitude of the derivative does
508        not decrease. If the minimum is not bracketed, the step
509        is either stpmin or stpmax, else the cubic step is taken. */
510 
511     mtP->infoc = 4;
512     bound = 0;
513     if (mtP->bracket) {
514       theta = 3*(*fp - *fy)/(*sty - *stp) + *dy + *dp;
515       s = PetscMax(PetscAbsReal(theta),PetscAbsReal(*dy));
516       s = PetscMax(s,PetscAbsReal(*dp));
517       gamma1 = s*PetscSqrtScalar(PetscPowScalar(theta/s,2.0) - (*dy/s)*(*dp/s));
518       if (*stp > *sty) gamma1 = -gamma1;
519       p = (gamma1 - *dp) + theta;
520       q = ((gamma1 - *dp) + gamma1) + *dy;
521       r = p/q;
522       stpc = *stp + r*(*sty - *stp);
523       stpq = *stp + (*dp/(*dp-*dx)) * (*stx - *stp);
524 
525       stpf = stpc;
526     } else if (*stp > *stx) {
527       stpf = ls->stepmax;
528     } else {
529       stpf = ls->stepmin;
530     }
531   }
532 
533   /* Update the interval of uncertainty.  This update does not
534      depend on the new step or the case analysis above. */
535 
536   if (*fp > *fx) {
537     *sty = *stp;
538     *fy = *fp;
539     *dy = *dp;
540   } else {
541     if (sgnd < 0.0) {
542       *sty = *stx;
543       *fy = *fx;
544       *dy = *dx;
545     }
546     *stx = *stp;
547     *fx = *fp;
548     *dx = *dp;
549   }
550 
551   /* Compute the new step and safeguard it. */
552   stpf = PetscMin(ls->stepmax,stpf);
553   stpf = PetscMax(ls->stepmin,stpf);
554   *stp = stpf;
555   if (mtP->bracket && bound) {
556     if (*sty > *stx) {
557       *stp = PetscMin(*stx+0.66*(*sty-*stx),*stp);
558     } else {
559       *stp = PetscMax(*stx+0.66*(*sty-*stx),*stp);
560     }
561   }
562   PetscFunctionReturn(0);
563 }
564