xref: /petsc/src/tao/unconstrained/impls/nls/nls.c (revision a958fbfc1c07da5d8abfa22584ccb9c44e85e9ad)
1ba92ff59SBarry Smith #include <petsctaolinesearch.h>
21daac38eSTodd Munson #include <../src/tao/unconstrained/impls/nls/nlsimpl.h>
3a7e14dcfSSatish Balay 
4aaa7dc30SBarry Smith #include <petscksp.h>
5a7e14dcfSSatish Balay 
6a7e14dcfSSatish Balay #define NLS_INIT_CONSTANT         0
7a7e14dcfSSatish Balay #define NLS_INIT_DIRECTION        1
8a7e14dcfSSatish Balay #define NLS_INIT_INTERPOLATION    2
9a7e14dcfSSatish Balay #define NLS_INIT_TYPES            3
10a7e14dcfSSatish Balay 
11a7e14dcfSSatish Balay #define NLS_UPDATE_STEP           0
12a7e14dcfSSatish Balay #define NLS_UPDATE_REDUCTION      1
13a7e14dcfSSatish Balay #define NLS_UPDATE_INTERPOLATION  2
14a7e14dcfSSatish Balay #define NLS_UPDATE_TYPES          3
15a7e14dcfSSatish Balay 
1687f595a5SBarry Smith static const char *NLS_INIT[64] = {"constant", "direction", "interpolation"};
17a7e14dcfSSatish Balay 
1887f595a5SBarry Smith static const char *NLS_UPDATE[64] = {"step", "reduction", "interpolation"};
19a7e14dcfSSatish Balay 
201daac38eSTodd Munson /*
21a7e14dcfSSatish Balay  Implements Newton's Method with a line search approach for solving
22a7e14dcfSSatish Balay  unconstrained minimization problems.  A More'-Thuente line search
23a7e14dcfSSatish Balay  is used to guarantee that the bfgs preconditioner remains positive
24a7e14dcfSSatish Balay  definite.
25a7e14dcfSSatish Balay 
26a7e14dcfSSatish Balay  The method can shift the Hessian matrix.  The shifting procedure is
27a7e14dcfSSatish Balay  adapted from the PATH algorithm for solving complementarity
28a7e14dcfSSatish Balay  problems.
29a7e14dcfSSatish Balay 
30a7e14dcfSSatish Balay  The linear system solve should be done with a conjugate gradient
311daac38eSTodd Munson  method, although any method can be used.
321daac38eSTodd Munson */
33a7e14dcfSSatish Balay 
34a7e14dcfSSatish Balay #define NLS_NEWTON              0
35a7e14dcfSSatish Balay #define NLS_BFGS                1
360c51296cSAlp Dener #define NLS_GRADIENT            2
37a7e14dcfSSatish Balay 
38441846f8SBarry Smith static PetscErrorCode TaoSolve_NLS(Tao tao)
39a7e14dcfSSatish Balay {
40a7e14dcfSSatish Balay   TAO_NLS                      *nlsP = (TAO_NLS *)tao->data;
411daac38eSTodd Munson   KSPType                      ksp_type;
420ad3a497SAlp Dener   PetscBool                    is_nash,is_stcg,is_gltr,is_bfgs,is_jacobi,is_symmetric,sym_set;
43a7e14dcfSSatish Balay   KSPConvergedReason           ksp_reason;
441daac38eSTodd Munson   PC                           pc;
451daac38eSTodd Munson   TaoLineSearchConvergedReason ls_reason;
46a7e14dcfSSatish Balay 
47a7e14dcfSSatish Balay   PetscReal                    fmin, ftrial, f_full, prered, actred, kappa, sigma;
48a7e14dcfSSatish Balay   PetscReal                    tau, tau_1, tau_2, tau_max, tau_min, max_radius;
49a7e14dcfSSatish Balay   PetscReal                    f, fold, gdx, gnorm, pert;
50a7e14dcfSSatish Balay   PetscReal                    step = 1.0;
51a7e14dcfSSatish Balay   PetscReal                    norm_d = 0.0, e_min;
52a7e14dcfSSatish Balay 
53a7e14dcfSSatish Balay   PetscInt                     stepType;
54a7e14dcfSSatish Balay   PetscInt                     bfgsUpdates = 0;
55a7e14dcfSSatish Balay   PetscInt                     n,N,kspits;
56b4690188SBarry Smith   PetscInt                     needH = 1;
57a7e14dcfSSatish Balay 
58a7e14dcfSSatish Balay   PetscInt                     i_max = 5;
59a7e14dcfSSatish Balay   PetscInt                     j_max = 1;
60a7e14dcfSSatish Balay   PetscInt                     i, j;
61a7e14dcfSSatish Balay 
62a7e14dcfSSatish Balay   PetscFunctionBegin;
63a7e14dcfSSatish Balay   if (tao->XL || tao->XU || tao->ops->computebounds) {
649566063dSJacob Faibussowitsch     PetscCall(PetscInfo(tao,"WARNING: Variable bounds have been set but will be ignored by nls algorithm\n"));
65a7e14dcfSSatish Balay   }
66a7e14dcfSSatish Balay 
67a7e14dcfSSatish Balay   /* Initialized variables */
68a7e14dcfSSatish Balay   pert = nlsP->sval;
69a7e14dcfSSatish Balay 
702d9aa51bSJason Sarich   /* Number of times ksp stopped because of these reasons */
71a7e14dcfSSatish Balay   nlsP->ksp_atol = 0;
72a7e14dcfSSatish Balay   nlsP->ksp_rtol = 0;
73a7e14dcfSSatish Balay   nlsP->ksp_dtol = 0;
74a7e14dcfSSatish Balay   nlsP->ksp_ctol = 0;
75a7e14dcfSSatish Balay   nlsP->ksp_negc = 0;
76a7e14dcfSSatish Balay   nlsP->ksp_iter = 0;
77a7e14dcfSSatish Balay   nlsP->ksp_othr = 0;
78a7e14dcfSSatish Balay 
79a7e14dcfSSatish Balay   /* Initialize trust-region radius when using nash, stcg, or gltr
80ba7fe8fbSTodd Munson      Command automatically ignored for other methods
81ba7fe8fbSTodd Munson      Will be reset during the first iteration
82ba7fe8fbSTodd Munson   */
839566063dSJacob Faibussowitsch   PetscCall(KSPGetType(tao->ksp,&ksp_type));
849566063dSJacob Faibussowitsch   PetscCall(PetscStrcmp(ksp_type,KSPNASH,&is_nash));
859566063dSJacob Faibussowitsch   PetscCall(PetscStrcmp(ksp_type,KSPSTCG,&is_stcg));
869566063dSJacob Faibussowitsch   PetscCall(PetscStrcmp(ksp_type,KSPGLTR,&is_gltr));
871daac38eSTodd Munson 
889566063dSJacob Faibussowitsch   PetscCall(KSPCGSetRadius(tao->ksp,nlsP->max_radius));
89a7e14dcfSSatish Balay 
901daac38eSTodd Munson   if (is_nash || is_stcg || is_gltr) {
913c859ba3SBarry Smith     PetscCheck(tao->trust0 >= 0.0,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_OUTOFRANGE,"Initial radius negative");
92a7e14dcfSSatish Balay     tao->trust = tao->trust0;
93a7e14dcfSSatish Balay     tao->trust = PetscMax(tao->trust, nlsP->min_radius);
94a7e14dcfSSatish Balay     tao->trust = PetscMin(tao->trust, nlsP->max_radius);
95a7e14dcfSSatish Balay   }
96a7e14dcfSSatish Balay 
97a7e14dcfSSatish Balay   /* Check convergence criteria */
989566063dSJacob Faibussowitsch   PetscCall(TaoComputeObjectiveAndGradient(tao, tao->solution, &f, tao->gradient));
999566063dSJacob Faibussowitsch   PetscCall(TaoGradientNorm(tao, tao->gradient,NORM_2,&gnorm));
1003c859ba3SBarry Smith   PetscCheck(!PetscIsInfOrNanReal(f) && !PetscIsInfOrNanReal(gnorm),PetscObjectComm((PetscObject)tao),PETSC_ERR_USER, "User provided compute function generated Inf or NaN");
101a7e14dcfSSatish Balay 
1023ecd9318SAlp Dener   tao->reason = TAO_CONTINUE_ITERATING;
1039566063dSJacob Faibussowitsch   PetscCall(TaoLogConvergenceHistory(tao,f,gnorm,0.0,tao->ksp_its));
1049566063dSJacob Faibussowitsch   PetscCall(TaoMonitor(tao,tao->niter,f,gnorm,0.0,step));
1059566063dSJacob Faibussowitsch   PetscCall((*tao->ops->convergencetest)(tao,tao->cnvP));
1063ecd9318SAlp Dener   if (tao->reason != TAO_CONTINUE_ITERATING) PetscFunctionReturn(0);
107a7e14dcfSSatish Balay 
1080c51296cSAlp Dener   /* Allocate the vectors needed for the BFGS approximation */
1099566063dSJacob Faibussowitsch   PetscCall(KSPGetPC(tao->ksp, &pc));
1109566063dSJacob Faibussowitsch   PetscCall(PetscObjectTypeCompare((PetscObject)pc, PCLMVM, &is_bfgs));
1119566063dSJacob Faibussowitsch   PetscCall(PetscObjectTypeCompare((PetscObject)pc, PCJACOBI, &is_jacobi));
1120c51296cSAlp Dener   if (is_bfgs) {
1130c51296cSAlp Dener     nlsP->bfgs_pre = pc;
1149566063dSJacob Faibussowitsch     PetscCall(PCLMVMGetMatLMVM(nlsP->bfgs_pre, &nlsP->M));
1159566063dSJacob Faibussowitsch     PetscCall(VecGetLocalSize(tao->solution, &n));
1169566063dSJacob Faibussowitsch     PetscCall(VecGetSize(tao->solution, &N));
1179566063dSJacob Faibussowitsch     PetscCall(MatSetSizes(nlsP->M, n, n, N, N));
1189566063dSJacob Faibussowitsch     PetscCall(MatLMVMAllocate(nlsP->M, tao->solution, tao->gradient));
1199566063dSJacob Faibussowitsch     PetscCall(MatIsSymmetricKnown(nlsP->M, &sym_set, &is_symmetric));
1203c859ba3SBarry Smith     PetscCheck(sym_set && is_symmetric,PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_INCOMP, "LMVM matrix in the LMVM preconditioner must be symmetric.");
1210c51296cSAlp Dener   } else if (is_jacobi) {
1229566063dSJacob Faibussowitsch     PetscCall(PCJacobiSetUseAbs(pc,PETSC_TRUE));
123a7e14dcfSSatish Balay   }
124a7e14dcfSSatish Balay 
125a7e14dcfSSatish Balay   /* Initialize trust-region radius.  The initialization is only performed
126a7e14dcfSSatish Balay      when we are using Nash, Steihaug-Toint or the Generalized Lanczos method. */
1271daac38eSTodd Munson   if (is_nash || is_stcg || is_gltr) {
128a7e14dcfSSatish Balay     switch (nlsP->init_type) {
129a7e14dcfSSatish Balay     case NLS_INIT_CONSTANT:
130a7e14dcfSSatish Balay       /* Use the initial radius specified */
131a7e14dcfSSatish Balay       break;
132a7e14dcfSSatish Balay 
133a7e14dcfSSatish Balay     case NLS_INIT_INTERPOLATION:
134a7e14dcfSSatish Balay       /* Use the initial radius specified */
135a7e14dcfSSatish Balay       max_radius = 0.0;
136a7e14dcfSSatish Balay 
137a7e14dcfSSatish Balay       for (j = 0; j < j_max; ++j) {
138a7e14dcfSSatish Balay         fmin = f;
139a7e14dcfSSatish Balay         sigma = 0.0;
140a7e14dcfSSatish Balay 
141a7e14dcfSSatish Balay         if (needH) {
1429566063dSJacob Faibussowitsch           PetscCall(TaoComputeHessian(tao, tao->solution,tao->hessian,tao->hessian_pre));
143a7e14dcfSSatish Balay           needH = 0;
144a7e14dcfSSatish Balay         }
145a7e14dcfSSatish Balay 
146a7e14dcfSSatish Balay         for (i = 0; i < i_max; ++i) {
1479566063dSJacob Faibussowitsch           PetscCall(VecCopy(tao->solution,nlsP->W));
1489566063dSJacob Faibussowitsch           PetscCall(VecAXPY(nlsP->W,-tao->trust/gnorm,tao->gradient));
1499566063dSJacob Faibussowitsch           PetscCall(TaoComputeObjective(tao, nlsP->W, &ftrial));
150a7e14dcfSSatish Balay           if (PetscIsInfOrNanReal(ftrial)) {
151a7e14dcfSSatish Balay             tau = nlsP->gamma1_i;
15287f595a5SBarry Smith           } else {
153a7e14dcfSSatish Balay             if (ftrial < fmin) {
154a7e14dcfSSatish Balay               fmin = ftrial;
155a7e14dcfSSatish Balay               sigma = -tao->trust / gnorm;
156a7e14dcfSSatish Balay             }
157a7e14dcfSSatish Balay 
1589566063dSJacob Faibussowitsch             PetscCall(MatMult(tao->hessian, tao->gradient, nlsP->D));
1599566063dSJacob Faibussowitsch             PetscCall(VecDot(tao->gradient, nlsP->D, &prered));
160a7e14dcfSSatish Balay 
161a7e14dcfSSatish Balay             prered = tao->trust * (gnorm - 0.5 * tao->trust * prered / (gnorm * gnorm));
162a7e14dcfSSatish Balay             actred = f - ftrial;
16387f595a5SBarry Smith             if ((PetscAbsScalar(actred) <= nlsP->epsilon) && (PetscAbsScalar(prered) <= nlsP->epsilon)) {
164a7e14dcfSSatish Balay               kappa = 1.0;
16587f595a5SBarry Smith             } else {
166a7e14dcfSSatish Balay               kappa = actred / prered;
167a7e14dcfSSatish Balay             }
168a7e14dcfSSatish Balay 
169a7e14dcfSSatish Balay             tau_1 = nlsP->theta_i * gnorm * tao->trust / (nlsP->theta_i * gnorm * tao->trust + (1.0 - nlsP->theta_i) * prered - actred);
170a7e14dcfSSatish Balay             tau_2 = nlsP->theta_i * gnorm * tao->trust / (nlsP->theta_i * gnorm * tao->trust - (1.0 + nlsP->theta_i) * prered + actred);
171a7e14dcfSSatish Balay             tau_min = PetscMin(tau_1, tau_2);
172a7e14dcfSSatish Balay             tau_max = PetscMax(tau_1, tau_2);
173a7e14dcfSSatish Balay 
17418cfbf8eSSatish Balay             if (PetscAbsScalar(kappa - (PetscReal)1.0) <= nlsP->mu1_i) {
175a7e14dcfSSatish Balay               /* Great agreement */
176a7e14dcfSSatish Balay               max_radius = PetscMax(max_radius, tao->trust);
177a7e14dcfSSatish Balay 
178a7e14dcfSSatish Balay               if (tau_max < 1.0) {
179a7e14dcfSSatish Balay                 tau = nlsP->gamma3_i;
18087f595a5SBarry Smith               } else if (tau_max > nlsP->gamma4_i) {
181a7e14dcfSSatish Balay                 tau = nlsP->gamma4_i;
18287f595a5SBarry Smith               } else if (tau_1 >= 1.0 && tau_1 <= nlsP->gamma4_i && tau_2 < 1.0) {
183a7e14dcfSSatish Balay                 tau = tau_1;
18487f595a5SBarry Smith               } else if (tau_2 >= 1.0 && tau_2 <= nlsP->gamma4_i && tau_1 < 1.0) {
185a7e14dcfSSatish Balay                 tau = tau_2;
18687f595a5SBarry Smith               } else {
187a7e14dcfSSatish Balay                 tau = tau_max;
188a7e14dcfSSatish Balay               }
18918cfbf8eSSatish Balay             } else if (PetscAbsScalar(kappa - (PetscReal)1.0) <= nlsP->mu2_i) {
190a7e14dcfSSatish Balay               /* Good agreement */
191a7e14dcfSSatish Balay               max_radius = PetscMax(max_radius, tao->trust);
192a7e14dcfSSatish Balay 
193a7e14dcfSSatish Balay               if (tau_max < nlsP->gamma2_i) {
194a7e14dcfSSatish Balay                 tau = nlsP->gamma2_i;
19587f595a5SBarry Smith               } else if (tau_max > nlsP->gamma3_i) {
196a7e14dcfSSatish Balay                 tau = nlsP->gamma3_i;
19787f595a5SBarry Smith               } else {
198a7e14dcfSSatish Balay                 tau = tau_max;
199a7e14dcfSSatish Balay               }
20087f595a5SBarry Smith             } else {
201a7e14dcfSSatish Balay               /* Not good agreement */
202a7e14dcfSSatish Balay               if (tau_min > 1.0) {
203a7e14dcfSSatish Balay                 tau = nlsP->gamma2_i;
20487f595a5SBarry Smith               } else if (tau_max < nlsP->gamma1_i) {
205a7e14dcfSSatish Balay                 tau = nlsP->gamma1_i;
20687f595a5SBarry Smith               } else if ((tau_min < nlsP->gamma1_i) && (tau_max >= 1.0)) {
207a7e14dcfSSatish Balay                 tau = nlsP->gamma1_i;
20887f595a5SBarry Smith               } else if ((tau_1 >= nlsP->gamma1_i) && (tau_1 < 1.0) && ((tau_2 < nlsP->gamma1_i) || (tau_2 >= 1.0))) {
209a7e14dcfSSatish Balay                 tau = tau_1;
21087f595a5SBarry Smith               } else if ((tau_2 >= nlsP->gamma1_i) && (tau_2 < 1.0) && ((tau_1 < nlsP->gamma1_i) || (tau_2 >= 1.0))) {
211a7e14dcfSSatish Balay                 tau = tau_2;
21287f595a5SBarry Smith               } else {
213a7e14dcfSSatish Balay                 tau = tau_max;
214a7e14dcfSSatish Balay               }
215a7e14dcfSSatish Balay             }
216a7e14dcfSSatish Balay           }
217a7e14dcfSSatish Balay           tao->trust = tau * tao->trust;
218a7e14dcfSSatish Balay         }
219a7e14dcfSSatish Balay 
220a7e14dcfSSatish Balay         if (fmin < f) {
221a7e14dcfSSatish Balay           f = fmin;
2229566063dSJacob Faibussowitsch           PetscCall(VecAXPY(tao->solution,sigma,tao->gradient));
2239566063dSJacob Faibussowitsch           PetscCall(TaoComputeGradient(tao,tao->solution,tao->gradient));
224a7e14dcfSSatish Balay 
2259566063dSJacob Faibussowitsch           PetscCall(TaoGradientNorm(tao, tao->gradient,NORM_2,&gnorm));
2263c859ba3SBarry Smith           PetscCheck(!PetscIsInfOrNanReal(gnorm),PetscObjectComm((PetscObject)tao),PETSC_ERR_USER, "User provided compute gradient generated Inf or NaN");
227a7e14dcfSSatish Balay           needH = 1;
228a7e14dcfSSatish Balay 
2299566063dSJacob Faibussowitsch           PetscCall(TaoLogConvergenceHistory(tao,f,gnorm,0.0,tao->ksp_its));
2309566063dSJacob Faibussowitsch           PetscCall(TaoMonitor(tao,tao->niter,f,gnorm,0.0,step));
2319566063dSJacob Faibussowitsch           PetscCall((*tao->ops->convergencetest)(tao,tao->cnvP));
2323ecd9318SAlp Dener           if (tao->reason != TAO_CONTINUE_ITERATING) PetscFunctionReturn(0);
233a7e14dcfSSatish Balay         }
234a7e14dcfSSatish Balay       }
235a7e14dcfSSatish Balay       tao->trust = PetscMax(tao->trust, max_radius);
236a7e14dcfSSatish Balay 
237a7e14dcfSSatish Balay       /* Modify the radius if it is too large or small */
238a7e14dcfSSatish Balay       tao->trust = PetscMax(tao->trust, nlsP->min_radius);
239a7e14dcfSSatish Balay       tao->trust = PetscMin(tao->trust, nlsP->max_radius);
240a7e14dcfSSatish Balay       break;
241a7e14dcfSSatish Balay 
242a7e14dcfSSatish Balay     default:
243a7e14dcfSSatish Balay       /* Norm of the first direction will initialize radius */
244a7e14dcfSSatish Balay       tao->trust = 0.0;
245a7e14dcfSSatish Balay       break;
246a7e14dcfSSatish Balay     }
247a7e14dcfSSatish Balay   }
248a7e14dcfSSatish Balay 
249a7e14dcfSSatish Balay   /* Set counter for gradient/reset steps*/
250a7e14dcfSSatish Balay   nlsP->newt = 0;
251a7e14dcfSSatish Balay   nlsP->bfgs = 0;
252a7e14dcfSSatish Balay   nlsP->grad = 0;
253a7e14dcfSSatish Balay 
254a7e14dcfSSatish Balay   /* Have not converged; continue with Newton method */
2553ecd9318SAlp Dener   while (tao->reason == TAO_CONTINUE_ITERATING) {
256e1e80dc8SAlp Dener     /* Call general purpose update function */
257e1e80dc8SAlp Dener     if (tao->ops->update) {
2589566063dSJacob Faibussowitsch       PetscCall((*tao->ops->update)(tao, tao->niter, tao->user_update));
259e1e80dc8SAlp Dener     }
2608931d482SJason Sarich     ++tao->niter;
261ae93cb3cSJason Sarich     tao->ksp_its = 0;
262a7e14dcfSSatish Balay 
263a7e14dcfSSatish Balay     /* Compute the Hessian */
264a7e14dcfSSatish Balay     if (needH) {
2659566063dSJacob Faibussowitsch       PetscCall(TaoComputeHessian(tao,tao->solution,tao->hessian,tao->hessian_pre));
266a7e14dcfSSatish Balay     }
267a7e14dcfSSatish Balay 
268a7e14dcfSSatish Balay     /* Shift the Hessian matrix */
269a7e14dcfSSatish Balay     if (pert > 0) {
2709566063dSJacob Faibussowitsch       PetscCall(MatShift(tao->hessian, pert));
271a7e14dcfSSatish Balay       if (tao->hessian != tao->hessian_pre) {
2729566063dSJacob Faibussowitsch         PetscCall(MatShift(tao->hessian_pre, pert));
273a7e14dcfSSatish Balay       }
274a7e14dcfSSatish Balay     }
275a7e14dcfSSatish Balay 
2760c51296cSAlp Dener     if (nlsP->bfgs_pre) {
2779566063dSJacob Faibussowitsch       PetscCall(MatLMVMUpdate(nlsP->M, tao->solution, tao->gradient));
278a7e14dcfSSatish Balay       ++bfgsUpdates;
279a7e14dcfSSatish Balay     }
280a7e14dcfSSatish Balay 
281a7e14dcfSSatish Balay     /* Solve the Newton system of equations */
2829566063dSJacob Faibussowitsch     PetscCall(KSPSetOperators(tao->ksp,tao->hessian,tao->hessian_pre));
2831daac38eSTodd Munson     if (is_nash || is_stcg || is_gltr) {
2849566063dSJacob Faibussowitsch       PetscCall(KSPCGSetRadius(tao->ksp,nlsP->max_radius));
2859566063dSJacob Faibussowitsch       PetscCall(KSPSolve(tao->ksp, tao->gradient, nlsP->D));
2869566063dSJacob Faibussowitsch       PetscCall(KSPGetIterationNumber(tao->ksp,&kspits));
287a7e14dcfSSatish Balay       tao->ksp_its += kspits;
288ae93cb3cSJason Sarich       tao->ksp_tot_its += kspits;
2899566063dSJacob Faibussowitsch       PetscCall(KSPCGGetNormD(tao->ksp,&norm_d));
290a7e14dcfSSatish Balay 
291a7e14dcfSSatish Balay       if (0.0 == tao->trust) {
292a7e14dcfSSatish Balay         /* Radius was uninitialized; use the norm of the direction */
293a7e14dcfSSatish Balay         if (norm_d > 0.0) {
294a7e14dcfSSatish Balay           tao->trust = norm_d;
295a7e14dcfSSatish Balay 
296a7e14dcfSSatish Balay           /* Modify the radius if it is too large or small */
297a7e14dcfSSatish Balay           tao->trust = PetscMax(tao->trust, nlsP->min_radius);
298a7e14dcfSSatish Balay           tao->trust = PetscMin(tao->trust, nlsP->max_radius);
29987f595a5SBarry Smith         } else {
300a7e14dcfSSatish Balay           /* The direction was bad; set radius to default value and re-solve
301a7e14dcfSSatish Balay              the trust-region subproblem to get a direction */
302a7e14dcfSSatish Balay           tao->trust = tao->trust0;
303a7e14dcfSSatish Balay 
304a7e14dcfSSatish Balay           /* Modify the radius if it is too large or small */
305a7e14dcfSSatish Balay           tao->trust = PetscMax(tao->trust, nlsP->min_radius);
306a7e14dcfSSatish Balay           tao->trust = PetscMin(tao->trust, nlsP->max_radius);
307a7e14dcfSSatish Balay 
3089566063dSJacob Faibussowitsch           PetscCall(KSPCGSetRadius(tao->ksp,nlsP->max_radius));
3099566063dSJacob Faibussowitsch           PetscCall(KSPSolve(tao->ksp, tao->gradient, nlsP->D));
3109566063dSJacob Faibussowitsch           PetscCall(KSPGetIterationNumber(tao->ksp,&kspits));
311a7e14dcfSSatish Balay           tao->ksp_its += kspits;
312ae93cb3cSJason Sarich           tao->ksp_tot_its += kspits;
3139566063dSJacob Faibussowitsch           PetscCall(KSPCGGetNormD(tao->ksp,&norm_d));
314a7e14dcfSSatish Balay 
3153c859ba3SBarry Smith           PetscCheck(norm_d != 0.0,PETSC_COMM_SELF,PETSC_ERR_PLIB, "Initial direction zero");
316a7e14dcfSSatish Balay         }
317a7e14dcfSSatish Balay       }
31887f595a5SBarry Smith     } else {
3199566063dSJacob Faibussowitsch       PetscCall(KSPSolve(tao->ksp, tao->gradient, nlsP->D));
3209566063dSJacob Faibussowitsch       PetscCall(KSPGetIterationNumber(tao->ksp, &kspits));
321a7e14dcfSSatish Balay       tao->ksp_its += kspits;
322ae93cb3cSJason Sarich       tao->ksp_tot_its += kspits;
323a7e14dcfSSatish Balay     }
3249566063dSJacob Faibussowitsch     PetscCall(VecScale(nlsP->D, -1.0));
3259566063dSJacob Faibussowitsch     PetscCall(KSPGetConvergedReason(tao->ksp, &ksp_reason));
3260c51296cSAlp Dener     if ((KSP_DIVERGED_INDEFINITE_PC == ksp_reason) &&  (nlsP->bfgs_pre)) {
327a7e14dcfSSatish Balay       /* Preconditioner is numerically indefinite; reset the
328a7e14dcfSSatish Balay          approximate if using BFGS preconditioning. */
3299566063dSJacob Faibussowitsch       PetscCall(MatLMVMReset(nlsP->M, PETSC_FALSE));
3309566063dSJacob Faibussowitsch       PetscCall(MatLMVMUpdate(nlsP->M, tao->solution, tao->gradient));
331a7e14dcfSSatish Balay       bfgsUpdates = 1;
332a7e14dcfSSatish Balay     }
333a7e14dcfSSatish Balay 
334a7e14dcfSSatish Balay     if (KSP_CONVERGED_ATOL == ksp_reason) {
335a7e14dcfSSatish Balay       ++nlsP->ksp_atol;
33687f595a5SBarry Smith     } else if (KSP_CONVERGED_RTOL == ksp_reason) {
337a7e14dcfSSatish Balay       ++nlsP->ksp_rtol;
33887f595a5SBarry Smith     } else if (KSP_CONVERGED_CG_CONSTRAINED == ksp_reason) {
339a7e14dcfSSatish Balay       ++nlsP->ksp_ctol;
34087f595a5SBarry Smith     } else if (KSP_CONVERGED_CG_NEG_CURVE == ksp_reason) {
341a7e14dcfSSatish Balay       ++nlsP->ksp_negc;
34287f595a5SBarry Smith     } else if (KSP_DIVERGED_DTOL == ksp_reason) {
343a7e14dcfSSatish Balay       ++nlsP->ksp_dtol;
34487f595a5SBarry Smith     } else if (KSP_DIVERGED_ITS == ksp_reason) {
345a7e14dcfSSatish Balay       ++nlsP->ksp_iter;
34687f595a5SBarry Smith     } else {
347a7e14dcfSSatish Balay       ++nlsP->ksp_othr;
348a7e14dcfSSatish Balay     }
349a7e14dcfSSatish Balay 
350a7e14dcfSSatish Balay     /* Check for success (descent direction) */
3519566063dSJacob Faibussowitsch     PetscCall(VecDot(nlsP->D, tao->gradient, &gdx));
352a7e14dcfSSatish Balay     if ((gdx >= 0.0) || PetscIsInfOrNanReal(gdx)) {
353a7e14dcfSSatish Balay       /* Newton step is not descent or direction produced Inf or NaN
354a7e14dcfSSatish Balay          Update the perturbation for next time */
355a7e14dcfSSatish Balay       if (pert <= 0.0) {
356a7e14dcfSSatish Balay         /* Initialize the perturbation */
357a7e14dcfSSatish Balay         pert = PetscMin(nlsP->imax, PetscMax(nlsP->imin, nlsP->imfac * gnorm));
3581daac38eSTodd Munson         if (is_gltr) {
3599566063dSJacob Faibussowitsch           PetscCall(KSPGLTRGetMinEig(tao->ksp,&e_min));
360a7e14dcfSSatish Balay           pert = PetscMax(pert, -e_min);
361a7e14dcfSSatish Balay         }
36287f595a5SBarry Smith       } else {
363a7e14dcfSSatish Balay         /* Increase the perturbation */
364a7e14dcfSSatish Balay         pert = PetscMin(nlsP->pmax, PetscMax(nlsP->pgfac * pert, nlsP->pmgfac * gnorm));
365a7e14dcfSSatish Balay       }
366a7e14dcfSSatish Balay 
3670c51296cSAlp Dener       if (!nlsP->bfgs_pre) {
368a7e14dcfSSatish Balay         /* We don't have the bfgs matrix around and updated
369a7e14dcfSSatish Balay            Must use gradient direction in this case */
3709566063dSJacob Faibussowitsch         PetscCall(VecCopy(tao->gradient, nlsP->D));
3719566063dSJacob Faibussowitsch         PetscCall(VecScale(nlsP->D, -1.0));
372a7e14dcfSSatish Balay         ++nlsP->grad;
373a7e14dcfSSatish Balay         stepType = NLS_GRADIENT;
37487f595a5SBarry Smith       } else {
375a7e14dcfSSatish Balay         /* Attempt to use the BFGS direction */
3769566063dSJacob Faibussowitsch         PetscCall(MatSolve(nlsP->M, tao->gradient, nlsP->D));
3779566063dSJacob Faibussowitsch         PetscCall(VecScale(nlsP->D, -1.0));
378a7e14dcfSSatish Balay 
379a7e14dcfSSatish Balay         /* Check for success (descent direction) */
3809566063dSJacob Faibussowitsch         PetscCall(VecDot(tao->gradient, nlsP->D, &gdx));
381a7e14dcfSSatish Balay         if ((gdx >= 0) || PetscIsInfOrNanReal(gdx)) {
382a7e14dcfSSatish Balay           /* BFGS direction is not descent or direction produced not a number
383a7e14dcfSSatish Balay              We can assert bfgsUpdates > 1 in this case because
384a7e14dcfSSatish Balay              the first solve produces the scaled gradient direction,
385a7e14dcfSSatish Balay              which is guaranteed to be descent */
386a7e14dcfSSatish Balay 
387a7e14dcfSSatish Balay           /* Use steepest descent direction (scaled) */
3889566063dSJacob Faibussowitsch           PetscCall(MatLMVMReset(nlsP->M, PETSC_FALSE));
3899566063dSJacob Faibussowitsch           PetscCall(MatLMVMUpdate(nlsP->M, tao->solution, tao->gradient));
3909566063dSJacob Faibussowitsch           PetscCall(MatSolve(nlsP->M, tao->gradient, nlsP->D));
3919566063dSJacob Faibussowitsch           PetscCall(VecScale(nlsP->D, -1.0));
392a7e14dcfSSatish Balay 
393a7e14dcfSSatish Balay           bfgsUpdates = 1;
3940c51296cSAlp Dener           ++nlsP->grad;
3950c51296cSAlp Dener           stepType = NLS_GRADIENT;
39687f595a5SBarry Smith         } else {
3979566063dSJacob Faibussowitsch           PetscCall(MatLMVMGetUpdateCount(nlsP->M, &bfgsUpdates));
398a7e14dcfSSatish Balay           if (1 == bfgsUpdates) {
399a7e14dcfSSatish Balay             /* The first BFGS direction is always the scaled gradient */
4000c51296cSAlp Dener             ++nlsP->grad;
4010c51296cSAlp Dener             stepType = NLS_GRADIENT;
40287f595a5SBarry Smith           } else {
403a7e14dcfSSatish Balay             ++nlsP->bfgs;
404a7e14dcfSSatish Balay             stepType = NLS_BFGS;
405a7e14dcfSSatish Balay           }
406a7e14dcfSSatish Balay         }
407a7e14dcfSSatish Balay       }
40887f595a5SBarry Smith     } else {
409a7e14dcfSSatish Balay       /* Computed Newton step is descent */
410a7e14dcfSSatish Balay       switch (ksp_reason) {
411a7e14dcfSSatish Balay       case KSP_DIVERGED_NANORINF:
412a7e14dcfSSatish Balay       case KSP_DIVERGED_BREAKDOWN:
413a7e14dcfSSatish Balay       case KSP_DIVERGED_INDEFINITE_MAT:
414a7e14dcfSSatish Balay       case KSP_DIVERGED_INDEFINITE_PC:
415a7e14dcfSSatish Balay       case KSP_CONVERGED_CG_NEG_CURVE:
416a7e14dcfSSatish Balay         /* Matrix or preconditioner is indefinite; increase perturbation */
417a7e14dcfSSatish Balay         if (pert <= 0.0) {
418a7e14dcfSSatish Balay           /* Initialize the perturbation */
419a7e14dcfSSatish Balay           pert = PetscMin(nlsP->imax, PetscMax(nlsP->imin, nlsP->imfac * gnorm));
4201daac38eSTodd Munson           if (is_gltr) {
4219566063dSJacob Faibussowitsch             PetscCall(KSPGLTRGetMinEig(tao->ksp, &e_min));
422a7e14dcfSSatish Balay             pert = PetscMax(pert, -e_min);
423a7e14dcfSSatish Balay           }
42487f595a5SBarry Smith         } else {
425a7e14dcfSSatish Balay           /* Increase the perturbation */
426a7e14dcfSSatish Balay           pert = PetscMin(nlsP->pmax, PetscMax(nlsP->pgfac * pert, nlsP->pmgfac * gnorm));
427a7e14dcfSSatish Balay         }
428a7e14dcfSSatish Balay         break;
429a7e14dcfSSatish Balay 
430a7e14dcfSSatish Balay       default:
431a7e14dcfSSatish Balay         /* Newton step computation is good; decrease perturbation */
432a7e14dcfSSatish Balay         pert = PetscMin(nlsP->psfac * pert, nlsP->pmsfac * gnorm);
433a7e14dcfSSatish Balay         if (pert < nlsP->pmin) {
434a7e14dcfSSatish Balay           pert = 0.0;
435a7e14dcfSSatish Balay         }
436a7e14dcfSSatish Balay         break;
437a7e14dcfSSatish Balay       }
438a7e14dcfSSatish Balay 
439a7e14dcfSSatish Balay       ++nlsP->newt;
440a7e14dcfSSatish Balay       stepType = NLS_NEWTON;
441a7e14dcfSSatish Balay     }
442a7e14dcfSSatish Balay 
443a7e14dcfSSatish Balay     /* Perform the linesearch */
444a7e14dcfSSatish Balay     fold = f;
4459566063dSJacob Faibussowitsch     PetscCall(VecCopy(tao->solution, nlsP->Xold));
4469566063dSJacob Faibussowitsch     PetscCall(VecCopy(tao->gradient, nlsP->Gold));
447a7e14dcfSSatish Balay 
4489566063dSJacob Faibussowitsch     PetscCall(TaoLineSearchApply(tao->linesearch, tao->solution, &f, tao->gradient, nlsP->D, &step, &ls_reason));
4499566063dSJacob Faibussowitsch     PetscCall(TaoAddLineSearchCounts(tao));
450a7e14dcfSSatish Balay 
45187f595a5SBarry Smith     while (ls_reason != TAOLINESEARCH_SUCCESS && ls_reason != TAOLINESEARCH_SUCCESS_USER && stepType != NLS_GRADIENT) {      /* Linesearch failed */
452a7e14dcfSSatish Balay       f = fold;
4539566063dSJacob Faibussowitsch       PetscCall(VecCopy(nlsP->Xold, tao->solution));
4549566063dSJacob Faibussowitsch       PetscCall(VecCopy(nlsP->Gold, tao->gradient));
455a7e14dcfSSatish Balay 
456a7e14dcfSSatish Balay       switch(stepType) {
457a7e14dcfSSatish Balay       case NLS_NEWTON:
458a7e14dcfSSatish Balay         /* Failed to obtain acceptable iterate with Newton 1step
459a7e14dcfSSatish Balay            Update the perturbation for next time */
460a7e14dcfSSatish Balay         if (pert <= 0.0) {
461a7e14dcfSSatish Balay           /* Initialize the perturbation */
462a7e14dcfSSatish Balay           pert = PetscMin(nlsP->imax, PetscMax(nlsP->imin, nlsP->imfac * gnorm));
4631daac38eSTodd Munson           if (is_gltr) {
4649566063dSJacob Faibussowitsch             PetscCall(KSPGLTRGetMinEig(tao->ksp,&e_min));
465a7e14dcfSSatish Balay             pert = PetscMax(pert, -e_min);
466a7e14dcfSSatish Balay           }
46787f595a5SBarry Smith         } else {
468a7e14dcfSSatish Balay           /* Increase the perturbation */
469a7e14dcfSSatish Balay           pert = PetscMin(nlsP->pmax, PetscMax(nlsP->pgfac * pert, nlsP->pmgfac * gnorm));
470a7e14dcfSSatish Balay         }
471a7e14dcfSSatish Balay 
4720c51296cSAlp Dener         if (!nlsP->bfgs_pre) {
473a7e14dcfSSatish Balay           /* We don't have the bfgs matrix around and being updated
474a7e14dcfSSatish Balay              Must use gradient direction in this case */
4759566063dSJacob Faibussowitsch           PetscCall(VecCopy(tao->gradient, nlsP->D));
476a7e14dcfSSatish Balay           ++nlsP->grad;
477a7e14dcfSSatish Balay           stepType = NLS_GRADIENT;
47887f595a5SBarry Smith         } else {
479a7e14dcfSSatish Balay           /* Attempt to use the BFGS direction */
4809566063dSJacob Faibussowitsch           PetscCall(MatSolve(nlsP->M, tao->gradient, nlsP->D));
481a7e14dcfSSatish Balay           /* Check for success (descent direction) */
4829566063dSJacob Faibussowitsch           PetscCall(VecDot(tao->solution, nlsP->D, &gdx));
483a7e14dcfSSatish Balay           if ((gdx <= 0) || PetscIsInfOrNanReal(gdx)) {
484a7e14dcfSSatish Balay             /* BFGS direction is not descent or direction produced not a number
485a7e14dcfSSatish Balay                We can assert bfgsUpdates > 1 in this case
486a7e14dcfSSatish Balay                Use steepest descent direction (scaled) */
4879566063dSJacob Faibussowitsch             PetscCall(MatLMVMReset(nlsP->M, PETSC_FALSE));
4889566063dSJacob Faibussowitsch             PetscCall(MatLMVMUpdate(nlsP->M, tao->solution, tao->gradient));
4899566063dSJacob Faibussowitsch             PetscCall(MatSolve(nlsP->M, tao->gradient, nlsP->D));
490a7e14dcfSSatish Balay 
491a7e14dcfSSatish Balay             bfgsUpdates = 1;
4920c51296cSAlp Dener             ++nlsP->grad;
4930c51296cSAlp Dener             stepType = NLS_GRADIENT;
49487f595a5SBarry Smith           } else {
495a7e14dcfSSatish Balay             if (1 == bfgsUpdates) {
496a7e14dcfSSatish Balay               /* The first BFGS direction is always the scaled gradient */
4970c51296cSAlp Dener               ++nlsP->grad;
4980c51296cSAlp Dener               stepType = NLS_GRADIENT;
49987f595a5SBarry Smith             } else {
500a7e14dcfSSatish Balay               ++nlsP->bfgs;
501a7e14dcfSSatish Balay               stepType = NLS_BFGS;
502a7e14dcfSSatish Balay             }
503a7e14dcfSSatish Balay           }
504a7e14dcfSSatish Balay         }
505a7e14dcfSSatish Balay         break;
506a7e14dcfSSatish Balay 
507a7e14dcfSSatish Balay       case NLS_BFGS:
508a7e14dcfSSatish Balay         /* Can only enter if pc_type == NLS_PC_BFGS
509a7e14dcfSSatish Balay            Failed to obtain acceptable iterate with BFGS step
510a7e14dcfSSatish Balay            Attempt to use the scaled gradient direction */
5119566063dSJacob Faibussowitsch         PetscCall(MatLMVMReset(nlsP->M, PETSC_FALSE));
5129566063dSJacob Faibussowitsch         PetscCall(MatLMVMUpdate(nlsP->M, tao->solution, tao->gradient));
5139566063dSJacob Faibussowitsch         PetscCall(MatSolve(nlsP->M, tao->gradient, nlsP->D));
514a7e14dcfSSatish Balay 
515a7e14dcfSSatish Balay         bfgsUpdates = 1;
516a7e14dcfSSatish Balay         ++nlsP->grad;
517a7e14dcfSSatish Balay         stepType = NLS_GRADIENT;
518a7e14dcfSSatish Balay         break;
519a7e14dcfSSatish Balay       }
5209566063dSJacob Faibussowitsch       PetscCall(VecScale(nlsP->D, -1.0));
521a7e14dcfSSatish Balay 
5229566063dSJacob Faibussowitsch       PetscCall(TaoLineSearchApply(tao->linesearch, tao->solution, &f, tao->gradient, nlsP->D, &step, &ls_reason));
5239566063dSJacob Faibussowitsch       PetscCall(TaoLineSearchGetFullStepObjective(tao->linesearch, &f_full));
5249566063dSJacob Faibussowitsch       PetscCall(TaoAddLineSearchCounts(tao));
525a7e14dcfSSatish Balay     }
526a7e14dcfSSatish Balay 
52787f595a5SBarry Smith     if (ls_reason != TAOLINESEARCH_SUCCESS && ls_reason != TAOLINESEARCH_SUCCESS_USER) {
528a7e14dcfSSatish Balay       /* Failed to find an improving point */
529a7e14dcfSSatish Balay       f = fold;
5309566063dSJacob Faibussowitsch       PetscCall(VecCopy(nlsP->Xold, tao->solution));
5319566063dSJacob Faibussowitsch       PetscCall(VecCopy(nlsP->Gold, tao->gradient));
532a7e14dcfSSatish Balay       step = 0.0;
533a7e14dcfSSatish Balay       tao->reason = TAO_DIVERGED_LS_FAILURE;
534a7e14dcfSSatish Balay       break;
535a7e14dcfSSatish Balay     }
536a7e14dcfSSatish Balay 
537a7e14dcfSSatish Balay     /* Update trust region radius */
5381daac38eSTodd Munson     if (is_nash || is_stcg || is_gltr) {
539a7e14dcfSSatish Balay       switch(nlsP->update_type) {
540a7e14dcfSSatish Balay       case NLS_UPDATE_STEP:
541a7e14dcfSSatish Balay         if (stepType == NLS_NEWTON) {
542a7e14dcfSSatish Balay           if (step < nlsP->nu1) {
543a7e14dcfSSatish Balay             /* Very bad step taken; reduce radius */
544a7e14dcfSSatish Balay             tao->trust = nlsP->omega1 * PetscMin(norm_d, tao->trust);
54587f595a5SBarry Smith           } else if (step < nlsP->nu2) {
546a7e14dcfSSatish Balay             /* Reasonably bad step taken; reduce radius */
547a7e14dcfSSatish Balay             tao->trust = nlsP->omega2 * PetscMin(norm_d, tao->trust);
54887f595a5SBarry Smith           } else if (step < nlsP->nu3) {
549a7e14dcfSSatish Balay             /*  Reasonable step was taken; leave radius alone */
550a7e14dcfSSatish Balay             if (nlsP->omega3 < 1.0) {
551a7e14dcfSSatish Balay               tao->trust = nlsP->omega3 * PetscMin(norm_d, tao->trust);
55287f595a5SBarry Smith             } else if (nlsP->omega3 > 1.0) {
553a7e14dcfSSatish Balay               tao->trust = PetscMax(nlsP->omega3 * norm_d, tao->trust);
554a7e14dcfSSatish Balay             }
55587f595a5SBarry Smith           } else if (step < nlsP->nu4) {
556a7e14dcfSSatish Balay             /*  Full step taken; increase the radius */
557a7e14dcfSSatish Balay             tao->trust = PetscMax(nlsP->omega4 * norm_d, tao->trust);
55887f595a5SBarry Smith           } else {
559a7e14dcfSSatish Balay             /*  More than full step taken; increase the radius */
560a7e14dcfSSatish Balay             tao->trust = PetscMax(nlsP->omega5 * norm_d, tao->trust);
561a7e14dcfSSatish Balay           }
56287f595a5SBarry Smith         } else {
563a7e14dcfSSatish Balay           /*  Newton step was not good; reduce the radius */
564a7e14dcfSSatish Balay           tao->trust = nlsP->omega1 * PetscMin(norm_d, tao->trust);
565a7e14dcfSSatish Balay         }
566a7e14dcfSSatish Balay         break;
567a7e14dcfSSatish Balay 
568a7e14dcfSSatish Balay       case NLS_UPDATE_REDUCTION:
569a7e14dcfSSatish Balay         if (stepType == NLS_NEWTON) {
570a7e14dcfSSatish Balay           /*  Get predicted reduction */
571a7e14dcfSSatish Balay 
5729566063dSJacob Faibussowitsch           PetscCall(KSPCGGetObjFcn(tao->ksp,&prered));
573a7e14dcfSSatish Balay           if (prered >= 0.0) {
574a7e14dcfSSatish Balay             /*  The predicted reduction has the wrong sign.  This cannot */
575a7e14dcfSSatish Balay             /*  happen in infinite precision arithmetic.  Step should */
576a7e14dcfSSatish Balay             /*  be rejected! */
577a7e14dcfSSatish Balay             tao->trust = nlsP->alpha1 * PetscMin(tao->trust, norm_d);
57887f595a5SBarry Smith           } else {
579a7e14dcfSSatish Balay             if (PetscIsInfOrNanReal(f_full)) {
580a7e14dcfSSatish Balay               tao->trust = nlsP->alpha1 * PetscMin(tao->trust, norm_d);
58187f595a5SBarry Smith             } else {
582a7e14dcfSSatish Balay               /*  Compute and actual reduction */
583a7e14dcfSSatish Balay               actred = fold - f_full;
584a7e14dcfSSatish Balay               prered = -prered;
585a7e14dcfSSatish Balay               if ((PetscAbsScalar(actred) <= nlsP->epsilon) &&
586a7e14dcfSSatish Balay                   (PetscAbsScalar(prered) <= nlsP->epsilon)) {
587a7e14dcfSSatish Balay                 kappa = 1.0;
58887f595a5SBarry Smith               } else {
589a7e14dcfSSatish Balay                 kappa = actred / prered;
590a7e14dcfSSatish Balay               }
591a7e14dcfSSatish Balay 
592a7e14dcfSSatish Balay               /*  Accept of reject the step and update radius */
593a7e14dcfSSatish Balay               if (kappa < nlsP->eta1) {
594a7e14dcfSSatish Balay                 /*  Very bad step */
595a7e14dcfSSatish Balay                 tao->trust = nlsP->alpha1 * PetscMin(tao->trust, norm_d);
59687f595a5SBarry Smith               } else if (kappa < nlsP->eta2) {
597a7e14dcfSSatish Balay                 /*  Marginal bad step */
598a7e14dcfSSatish Balay                 tao->trust = nlsP->alpha2 * PetscMin(tao->trust, norm_d);
59987f595a5SBarry Smith               } else if (kappa < nlsP->eta3) {
600a7e14dcfSSatish Balay                 /*  Reasonable step */
601a7e14dcfSSatish Balay                 if (nlsP->alpha3 < 1.0) {
602a7e14dcfSSatish Balay                   tao->trust = nlsP->alpha3 * PetscMin(norm_d, tao->trust);
60387f595a5SBarry Smith                 } else if (nlsP->alpha3 > 1.0) {
604a7e14dcfSSatish Balay                   tao->trust = PetscMax(nlsP->alpha3 * norm_d, tao->trust);
605a7e14dcfSSatish Balay                 }
60687f595a5SBarry Smith               } else if (kappa < nlsP->eta4) {
607a7e14dcfSSatish Balay                 /*  Good step */
608a7e14dcfSSatish Balay                 tao->trust = PetscMax(nlsP->alpha4 * norm_d, tao->trust);
60987f595a5SBarry Smith               } else {
610a7e14dcfSSatish Balay                 /*  Very good step */
611a7e14dcfSSatish Balay                 tao->trust = PetscMax(nlsP->alpha5 * norm_d, tao->trust);
612a7e14dcfSSatish Balay               }
613a7e14dcfSSatish Balay             }
614a7e14dcfSSatish Balay           }
61587f595a5SBarry Smith         } else {
616a7e14dcfSSatish Balay           /*  Newton step was not good; reduce the radius */
617a7e14dcfSSatish Balay           tao->trust = nlsP->alpha1 * PetscMin(norm_d, tao->trust);
618a7e14dcfSSatish Balay         }
619a7e14dcfSSatish Balay         break;
620a7e14dcfSSatish Balay 
621a7e14dcfSSatish Balay       default:
622a7e14dcfSSatish Balay         if (stepType == NLS_NEWTON) {
6239566063dSJacob Faibussowitsch           PetscCall(KSPCGGetObjFcn(tao->ksp,&prered));
624a7e14dcfSSatish Balay           if (prered >= 0.0) {
625a7e14dcfSSatish Balay             /*  The predicted reduction has the wrong sign.  This cannot */
626a7e14dcfSSatish Balay             /*  happen in infinite precision arithmetic.  Step should */
627a7e14dcfSSatish Balay             /*  be rejected! */
628a7e14dcfSSatish Balay             tao->trust = nlsP->gamma1 * PetscMin(tao->trust, norm_d);
62987f595a5SBarry Smith           } else {
630a7e14dcfSSatish Balay             if (PetscIsInfOrNanReal(f_full)) {
631a7e14dcfSSatish Balay               tao->trust = nlsP->gamma1 * PetscMin(tao->trust, norm_d);
63287f595a5SBarry Smith             } else {
633a7e14dcfSSatish Balay               actred = fold - f_full;
634a7e14dcfSSatish Balay               prered = -prered;
63587f595a5SBarry Smith               if ((PetscAbsScalar(actred) <= nlsP->epsilon) && (PetscAbsScalar(prered) <= nlsP->epsilon)) {
636a7e14dcfSSatish Balay                 kappa = 1.0;
63787f595a5SBarry Smith               } else {
638a7e14dcfSSatish Balay                 kappa = actred / prered;
639a7e14dcfSSatish Balay               }
640a7e14dcfSSatish Balay 
641a7e14dcfSSatish Balay               tau_1 = nlsP->theta * gdx / (nlsP->theta * gdx - (1.0 - nlsP->theta) * prered + actred);
642a7e14dcfSSatish Balay               tau_2 = nlsP->theta * gdx / (nlsP->theta * gdx + (1.0 + nlsP->theta) * prered - actred);
643a7e14dcfSSatish Balay               tau_min = PetscMin(tau_1, tau_2);
644a7e14dcfSSatish Balay               tau_max = PetscMax(tau_1, tau_2);
645a7e14dcfSSatish Balay 
646a7e14dcfSSatish Balay               if (kappa >= 1.0 - nlsP->mu1) {
647a7e14dcfSSatish Balay                 /*  Great agreement */
648a7e14dcfSSatish Balay                 if (tau_max < 1.0) {
649a7e14dcfSSatish Balay                   tao->trust = PetscMax(tao->trust, nlsP->gamma3 * norm_d);
65087f595a5SBarry Smith                 } else if (tau_max > nlsP->gamma4) {
651a7e14dcfSSatish Balay                   tao->trust = PetscMax(tao->trust, nlsP->gamma4 * norm_d);
65287f595a5SBarry Smith                 } else {
653a7e14dcfSSatish Balay                   tao->trust = PetscMax(tao->trust, tau_max * norm_d);
654a7e14dcfSSatish Balay                 }
65587f595a5SBarry Smith               } else if (kappa >= 1.0 - nlsP->mu2) {
656a7e14dcfSSatish Balay                 /*  Good agreement */
657a7e14dcfSSatish Balay 
658a7e14dcfSSatish Balay                 if (tau_max < nlsP->gamma2) {
659a7e14dcfSSatish Balay                   tao->trust = nlsP->gamma2 * PetscMin(tao->trust, norm_d);
66087f595a5SBarry Smith                 } else if (tau_max > nlsP->gamma3) {
661a7e14dcfSSatish Balay                   tao->trust = PetscMax(tao->trust, nlsP->gamma3 * norm_d);
66287f595a5SBarry Smith                 } else if (tau_max < 1.0) {
663a7e14dcfSSatish Balay                   tao->trust = tau_max * PetscMin(tao->trust, norm_d);
66487f595a5SBarry Smith                 } else {
665a7e14dcfSSatish Balay                   tao->trust = PetscMax(tao->trust, tau_max * norm_d);
666a7e14dcfSSatish Balay                 }
66787f595a5SBarry Smith               } else {
668a7e14dcfSSatish Balay                 /*  Not good agreement */
669a7e14dcfSSatish Balay                 if (tau_min > 1.0) {
670a7e14dcfSSatish Balay                   tao->trust = nlsP->gamma2 * PetscMin(tao->trust, norm_d);
67187f595a5SBarry Smith                 } else if (tau_max < nlsP->gamma1) {
672a7e14dcfSSatish Balay                   tao->trust = nlsP->gamma1 * PetscMin(tao->trust, norm_d);
67387f595a5SBarry Smith                 } else if ((tau_min < nlsP->gamma1) && (tau_max >= 1.0)) {
674a7e14dcfSSatish Balay                   tao->trust = nlsP->gamma1 * PetscMin(tao->trust, norm_d);
67587f595a5SBarry Smith                 } else if ((tau_1 >= nlsP->gamma1) && (tau_1 < 1.0) && ((tau_2 < nlsP->gamma1) || (tau_2 >= 1.0))) {
676a7e14dcfSSatish Balay                   tao->trust = tau_1 * PetscMin(tao->trust, norm_d);
67787f595a5SBarry Smith                 } else if ((tau_2 >= nlsP->gamma1) && (tau_2 < 1.0) && ((tau_1 < nlsP->gamma1) || (tau_2 >= 1.0))) {
678a7e14dcfSSatish Balay                   tao->trust = tau_2 * PetscMin(tao->trust, norm_d);
67987f595a5SBarry Smith                 } else {
680a7e14dcfSSatish Balay                   tao->trust = tau_max * PetscMin(tao->trust, norm_d);
681a7e14dcfSSatish Balay                 }
682a7e14dcfSSatish Balay               }
683a7e14dcfSSatish Balay             }
684a7e14dcfSSatish Balay           }
68587f595a5SBarry Smith         } else {
686a7e14dcfSSatish Balay           /*  Newton step was not good; reduce the radius */
687a7e14dcfSSatish Balay           tao->trust = nlsP->gamma1 * PetscMin(norm_d, tao->trust);
688a7e14dcfSSatish Balay         }
689a7e14dcfSSatish Balay         break;
690a7e14dcfSSatish Balay       }
691a7e14dcfSSatish Balay 
692a7e14dcfSSatish Balay       /*  The radius may have been increased; modify if it is too large */
693a7e14dcfSSatish Balay       tao->trust = PetscMin(tao->trust, nlsP->max_radius);
694a7e14dcfSSatish Balay     }
695a7e14dcfSSatish Balay 
696a7e14dcfSSatish Balay     /*  Check for termination */
6979566063dSJacob Faibussowitsch     PetscCall(TaoGradientNorm(tao, tao->gradient,NORM_2,&gnorm));
6983c859ba3SBarry Smith     PetscCheck(!PetscIsInfOrNanReal(f) && !PetscIsInfOrNanReal(gnorm),PetscObjectComm((PetscObject)tao),PETSC_ERR_USER,"User provided compute function generated Not-a-Number");
699a7e14dcfSSatish Balay     needH = 1;
7009566063dSJacob Faibussowitsch     PetscCall(TaoLogConvergenceHistory(tao,f,gnorm,0.0,tao->ksp_its));
7019566063dSJacob Faibussowitsch     PetscCall(TaoMonitor(tao,tao->niter,f,gnorm,0.0,step));
7029566063dSJacob Faibussowitsch     PetscCall((*tao->ops->convergencetest)(tao,tao->cnvP));
703a7e14dcfSSatish Balay   }
704a7e14dcfSSatish Balay   PetscFunctionReturn(0);
705a7e14dcfSSatish Balay }
706a7e14dcfSSatish Balay 
707a7e14dcfSSatish Balay /* ---------------------------------------------------------- */
708441846f8SBarry Smith static PetscErrorCode TaoSetUp_NLS(Tao tao)
709a7e14dcfSSatish Balay {
710a7e14dcfSSatish Balay   TAO_NLS        *nlsP = (TAO_NLS *)tao->data;
711a7e14dcfSSatish Balay 
712a7e14dcfSSatish Balay   PetscFunctionBegin;
7139566063dSJacob Faibussowitsch   if (!tao->gradient) PetscCall(VecDuplicate(tao->solution,&tao->gradient));
7149566063dSJacob Faibussowitsch   if (!tao->stepdirection) PetscCall(VecDuplicate(tao->solution,&tao->stepdirection));
7159566063dSJacob Faibussowitsch   if (!nlsP->W) PetscCall(VecDuplicate(tao->solution,&nlsP->W));
7169566063dSJacob Faibussowitsch   if (!nlsP->D) PetscCall(VecDuplicate(tao->solution,&nlsP->D));
7179566063dSJacob Faibussowitsch   if (!nlsP->Xold) PetscCall(VecDuplicate(tao->solution,&nlsP->Xold));
7189566063dSJacob Faibussowitsch   if (!nlsP->Gold) PetscCall(VecDuplicate(tao->solution,&nlsP->Gold));
71983c8fe1dSLisandro Dalcin   nlsP->M = NULL;
72083c8fe1dSLisandro Dalcin   nlsP->bfgs_pre = NULL;
721a7e14dcfSSatish Balay   PetscFunctionReturn(0);
722a7e14dcfSSatish Balay }
723a7e14dcfSSatish Balay 
724a7e14dcfSSatish Balay /*------------------------------------------------------------*/
725441846f8SBarry Smith static PetscErrorCode TaoDestroy_NLS(Tao tao)
726a7e14dcfSSatish Balay {
727a7e14dcfSSatish Balay   TAO_NLS        *nlsP = (TAO_NLS *)tao->data;
728a7e14dcfSSatish Balay 
729a7e14dcfSSatish Balay   PetscFunctionBegin;
730a7e14dcfSSatish Balay   if (tao->setupcalled) {
7319566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&nlsP->D));
7329566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&nlsP->W));
7339566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&nlsP->Xold));
7349566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&nlsP->Gold));
735a7e14dcfSSatish Balay   }
736*a958fbfcSStefano Zampini   PetscCall(KSPDestroy(&tao->ksp));
7379566063dSJacob Faibussowitsch   PetscCall(PetscFree(tao->data));
738a7e14dcfSSatish Balay   PetscFunctionReturn(0);
739a7e14dcfSSatish Balay }
740a7e14dcfSSatish Balay 
741a7e14dcfSSatish Balay /*------------------------------------------------------------*/
7424416b707SBarry Smith static PetscErrorCode TaoSetFromOptions_NLS(PetscOptionItems *PetscOptionsObject,Tao tao)
743a7e14dcfSSatish Balay {
744a7e14dcfSSatish Balay   TAO_NLS        *nlsP = (TAO_NLS *)tao->data;
745a7e14dcfSSatish Balay 
746a7e14dcfSSatish Balay   PetscFunctionBegin;
747d0609cedSBarry Smith   PetscOptionsHeadBegin(PetscOptionsObject,"Newton line search method for unconstrained optimization");
7489566063dSJacob Faibussowitsch   PetscCall(PetscOptionsEList("-tao_nls_init_type", "radius initialization type", "", NLS_INIT, NLS_INIT_TYPES, NLS_INIT[nlsP->init_type], &nlsP->init_type, NULL));
7499566063dSJacob Faibussowitsch   PetscCall(PetscOptionsEList("-tao_nls_update_type", "radius update type", "", NLS_UPDATE, NLS_UPDATE_TYPES, NLS_UPDATE[nlsP->update_type], &nlsP->update_type, NULL));
7509566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_sval", "perturbation starting value", "", nlsP->sval, &nlsP->sval,NULL));
7519566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_imin", "minimum initial perturbation", "", nlsP->imin, &nlsP->imin,NULL));
7529566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_imax", "maximum initial perturbation", "", nlsP->imax, &nlsP->imax,NULL));
7539566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_imfac", "initial merit factor", "", nlsP->imfac, &nlsP->imfac,NULL));
7549566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_pmin", "minimum perturbation", "", nlsP->pmin, &nlsP->pmin,NULL));
7559566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_pmax", "maximum perturbation", "", nlsP->pmax, &nlsP->pmax,NULL));
7569566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_pgfac", "growth factor", "", nlsP->pgfac, &nlsP->pgfac,NULL));
7579566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_psfac", "shrink factor", "", nlsP->psfac, &nlsP->psfac,NULL));
7589566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_pmgfac", "merit growth factor", "", nlsP->pmgfac, &nlsP->pmgfac,NULL));
7599566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_pmsfac", "merit shrink factor", "", nlsP->pmsfac, &nlsP->pmsfac,NULL));
7609566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_eta1", "poor steplength; reduce radius", "", nlsP->eta1, &nlsP->eta1,NULL));
7619566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_eta2", "reasonable steplength; leave radius alone", "", nlsP->eta2, &nlsP->eta2,NULL));
7629566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_eta3", "good steplength; increase radius", "", nlsP->eta3, &nlsP->eta3,NULL));
7639566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_eta4", "excellent steplength; greatly increase radius", "", nlsP->eta4, &nlsP->eta4,NULL));
7649566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_alpha1", "", "", nlsP->alpha1, &nlsP->alpha1,NULL));
7659566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_alpha2", "", "", nlsP->alpha2, &nlsP->alpha2,NULL));
7669566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_alpha3", "", "", nlsP->alpha3, &nlsP->alpha3,NULL));
7679566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_alpha4", "", "", nlsP->alpha4, &nlsP->alpha4,NULL));
7689566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_alpha5", "", "", nlsP->alpha5, &nlsP->alpha5,NULL));
7699566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_nu1", "poor steplength; reduce radius", "", nlsP->nu1, &nlsP->nu1,NULL));
7709566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_nu2", "reasonable steplength; leave radius alone", "", nlsP->nu2, &nlsP->nu2,NULL));
7719566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_nu3", "good steplength; increase radius", "", nlsP->nu3, &nlsP->nu3,NULL));
7729566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_nu4", "excellent steplength; greatly increase radius", "", nlsP->nu4, &nlsP->nu4,NULL));
7739566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_omega1", "", "", nlsP->omega1, &nlsP->omega1,NULL));
7749566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_omega2", "", "", nlsP->omega2, &nlsP->omega2,NULL));
7759566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_omega3", "", "", nlsP->omega3, &nlsP->omega3,NULL));
7769566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_omega4", "", "", nlsP->omega4, &nlsP->omega4,NULL));
7779566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_omega5", "", "", nlsP->omega5, &nlsP->omega5,NULL));
7789566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_mu1_i", "", "", nlsP->mu1_i, &nlsP->mu1_i,NULL));
7799566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_mu2_i", "", "", nlsP->mu2_i, &nlsP->mu2_i,NULL));
7809566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_gamma1_i", "", "", nlsP->gamma1_i, &nlsP->gamma1_i,NULL));
7819566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_gamma2_i", "", "", nlsP->gamma2_i, &nlsP->gamma2_i,NULL));
7829566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_gamma3_i", "", "", nlsP->gamma3_i, &nlsP->gamma3_i,NULL));
7839566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_gamma4_i", "", "", nlsP->gamma4_i, &nlsP->gamma4_i,NULL));
7849566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_theta_i", "", "", nlsP->theta_i, &nlsP->theta_i,NULL));
7859566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_mu1", "", "", nlsP->mu1, &nlsP->mu1,NULL));
7869566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_mu2", "", "", nlsP->mu2, &nlsP->mu2,NULL));
7879566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_gamma1", "", "", nlsP->gamma1, &nlsP->gamma1,NULL));
7889566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_gamma2", "", "", nlsP->gamma2, &nlsP->gamma2,NULL));
7899566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_gamma3", "", "", nlsP->gamma3, &nlsP->gamma3,NULL));
7909566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_gamma4", "", "", nlsP->gamma4, &nlsP->gamma4,NULL));
7919566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_theta", "", "", nlsP->theta, &nlsP->theta,NULL));
7929566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_min_radius", "lower bound on initial radius", "", nlsP->min_radius, &nlsP->min_radius,NULL));
7939566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_max_radius", "upper bound on radius", "", nlsP->max_radius, &nlsP->max_radius,NULL));
7949566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_nls_epsilon", "tolerance used when computing actual and predicted reduction", "", nlsP->epsilon, &nlsP->epsilon,NULL));
795d0609cedSBarry Smith   PetscOptionsHeadEnd();
7969566063dSJacob Faibussowitsch   PetscCall(TaoLineSearchSetFromOptions(tao->linesearch));
7979566063dSJacob Faibussowitsch   PetscCall(KSPSetFromOptions(tao->ksp));
798a7e14dcfSSatish Balay   PetscFunctionReturn(0);
799a7e14dcfSSatish Balay }
800a7e14dcfSSatish Balay 
801a7e14dcfSSatish Balay /*------------------------------------------------------------*/
802441846f8SBarry Smith static PetscErrorCode TaoView_NLS(Tao tao, PetscViewer viewer)
803a7e14dcfSSatish Balay {
804a7e14dcfSSatish Balay   TAO_NLS        *nlsP = (TAO_NLS *)tao->data;
805a7e14dcfSSatish Balay   PetscBool      isascii;
806a7e14dcfSSatish Balay 
807a7e14dcfSSatish Balay   PetscFunctionBegin;
8089566063dSJacob Faibussowitsch   PetscCall(PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii));
809a7e14dcfSSatish Balay   if (isascii) {
8109566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPushTab(viewer));
81163a3b9bcSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer, "Newton steps: %" PetscInt_FMT "\n", nlsP->newt));
81263a3b9bcSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer, "BFGS steps: %" PetscInt_FMT "\n", nlsP->bfgs));
81363a3b9bcSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer, "Gradient steps: %" PetscInt_FMT "\n", nlsP->grad));
814a7e14dcfSSatish Balay 
81563a3b9bcSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer, "nls ksp atol: %" PetscInt_FMT "\n", nlsP->ksp_atol));
81663a3b9bcSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer, "nls ksp rtol: %" PetscInt_FMT "\n", nlsP->ksp_rtol));
81763a3b9bcSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer, "nls ksp ctol: %" PetscInt_FMT "\n", nlsP->ksp_ctol));
81863a3b9bcSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer, "nls ksp negc: %" PetscInt_FMT "\n", nlsP->ksp_negc));
81963a3b9bcSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer, "nls ksp dtol: %" PetscInt_FMT "\n", nlsP->ksp_dtol));
82063a3b9bcSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer, "nls ksp iter: %" PetscInt_FMT "\n", nlsP->ksp_iter));
82163a3b9bcSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer, "nls ksp othr: %" PetscInt_FMT "\n", nlsP->ksp_othr));
8229566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPopTab(viewer));
823a7e14dcfSSatish Balay   }
824a7e14dcfSSatish Balay   PetscFunctionReturn(0);
825a7e14dcfSSatish Balay }
826a7e14dcfSSatish Balay 
827a7e14dcfSSatish Balay /* ---------------------------------------------------------- */
8284aa34175SJason Sarich /*MC
8294aa34175SJason Sarich   TAONLS - Newton's method with linesearch for unconstrained minimization.
8304aa34175SJason Sarich   At each iteration, the Newton line search method solves the symmetric
8314aa34175SJason Sarich   system of equations to obtain the step diretion dk:
8324aa34175SJason Sarich               Hk dk = -gk
8334aa34175SJason Sarich   a More-Thuente line search is applied on the direction dk to approximately
8344aa34175SJason Sarich   solve
8354aa34175SJason Sarich               min_t f(xk + t d_k)
8364aa34175SJason Sarich 
8374aa34175SJason Sarich     Options Database Keys:
8389d0a60b2SAlp Dener + -tao_nls_init_type - "constant","direction","interpolation"
8394aa34175SJason Sarich . -tao_nls_update_type - "step","direction","interpolation"
8404aa34175SJason Sarich . -tao_nls_sval - perturbation starting value
8414aa34175SJason Sarich . -tao_nls_imin - minimum initial perturbation
8424aa34175SJason Sarich . -tao_nls_imax - maximum initial perturbation
8434aa34175SJason Sarich . -tao_nls_pmin - minimum perturbation
8444aa34175SJason Sarich . -tao_nls_pmax - maximum perturbation
8454aa34175SJason Sarich . -tao_nls_pgfac - growth factor
8464aa34175SJason Sarich . -tao_nls_psfac - shrink factor
8474aa34175SJason Sarich . -tao_nls_imfac - initial merit factor
8484aa34175SJason Sarich . -tao_nls_pmgfac - merit growth factor
8494aa34175SJason Sarich . -tao_nls_pmsfac - merit shrink factor
8504aa34175SJason Sarich . -tao_nls_eta1 - poor steplength; reduce radius
8514aa34175SJason Sarich . -tao_nls_eta2 - reasonable steplength; leave radius
8524aa34175SJason Sarich . -tao_nls_eta3 - good steplength; increase readius
8534aa34175SJason Sarich . -tao_nls_eta4 - excellent steplength; greatly increase radius
8544aa34175SJason Sarich . -tao_nls_alpha1 - alpha1 reduction
8554aa34175SJason Sarich . -tao_nls_alpha2 - alpha2 reduction
8564aa34175SJason Sarich . -tao_nls_alpha3 - alpha3 reduction
8574aa34175SJason Sarich . -tao_nls_alpha4 - alpha4 reduction
8584aa34175SJason Sarich . -tao_nls_alpha - alpha5 reduction
8594aa34175SJason Sarich . -tao_nls_mu1 - mu1 interpolation update
8604aa34175SJason Sarich . -tao_nls_mu2 - mu2 interpolation update
8614aa34175SJason Sarich . -tao_nls_gamma1 - gamma1 interpolation update
8624aa34175SJason Sarich . -tao_nls_gamma2 - gamma2 interpolation update
8634aa34175SJason Sarich . -tao_nls_gamma3 - gamma3 interpolation update
8644aa34175SJason Sarich . -tao_nls_gamma4 - gamma4 interpolation update
8654aa34175SJason Sarich . -tao_nls_theta - theta interpolation update
8664aa34175SJason Sarich . -tao_nls_omega1 - omega1 step update
8674aa34175SJason Sarich . -tao_nls_omega2 - omega2 step update
8684aa34175SJason Sarich . -tao_nls_omega3 - omega3 step update
8694aa34175SJason Sarich . -tao_nls_omega4 - omega4 step update
8704aa34175SJason Sarich . -tao_nls_omega5 - omega5 step update
8711522df2eSJason Sarich . -tao_nls_mu1_i -  mu1 interpolation init factor
8721522df2eSJason Sarich . -tao_nls_mu2_i -  mu2 interpolation init factor
8731522df2eSJason Sarich . -tao_nls_gamma1_i -  gamma1 interpolation init factor
8741522df2eSJason Sarich . -tao_nls_gamma2_i -  gamma2 interpolation init factor
8751522df2eSJason Sarich . -tao_nls_gamma3_i -  gamma3 interpolation init factor
8761522df2eSJason Sarich . -tao_nls_gamma4_i -  gamma4 interpolation init factor
8771522df2eSJason Sarich - -tao_nls_theta_i -  theta interpolation init factor
8781eb8069cSJason Sarich 
8791eb8069cSJason Sarich   Level: beginner
8801522df2eSJason Sarich M*/
8814aa34175SJason Sarich 
882728e0ed0SBarry Smith PETSC_EXTERN PetscErrorCode TaoCreate_NLS(Tao tao)
883a7e14dcfSSatish Balay {
884a7e14dcfSSatish Balay   TAO_NLS        *nlsP;
8858caf6e8cSBarry Smith   const char     *morethuente_type = TAOLINESEARCHMT;
886a7e14dcfSSatish Balay 
887a7e14dcfSSatish Balay   PetscFunctionBegin;
8889566063dSJacob Faibussowitsch   PetscCall(PetscNewLog(tao,&nlsP));
889a7e14dcfSSatish Balay 
890a7e14dcfSSatish Balay   tao->ops->setup = TaoSetUp_NLS;
891a7e14dcfSSatish Balay   tao->ops->solve = TaoSolve_NLS;
892a7e14dcfSSatish Balay   tao->ops->view = TaoView_NLS;
893a7e14dcfSSatish Balay   tao->ops->setfromoptions = TaoSetFromOptions_NLS;
894a7e14dcfSSatish Balay   tao->ops->destroy = TaoDestroy_NLS;
895a7e14dcfSSatish Balay 
8966552cf8aSJason Sarich   /* Override default settings (unless already changed) */
8976552cf8aSJason Sarich   if (!tao->max_it_changed) tao->max_it = 50;
8986552cf8aSJason Sarich   if (!tao->trust0_changed) tao->trust0 = 100.0;
8996552cf8aSJason Sarich 
900a7e14dcfSSatish Balay   tao->data = (void*)nlsP;
901a7e14dcfSSatish Balay 
902a7e14dcfSSatish Balay   nlsP->sval   = 0.0;
903a7e14dcfSSatish Balay   nlsP->imin   = 1.0e-4;
904a7e14dcfSSatish Balay   nlsP->imax   = 1.0e+2;
905a7e14dcfSSatish Balay   nlsP->imfac  = 1.0e-1;
906a7e14dcfSSatish Balay 
907a7e14dcfSSatish Balay   nlsP->pmin   = 1.0e-12;
908a7e14dcfSSatish Balay   nlsP->pmax   = 1.0e+2;
909a7e14dcfSSatish Balay   nlsP->pgfac  = 1.0e+1;
910a7e14dcfSSatish Balay   nlsP->psfac  = 4.0e-1;
911a7e14dcfSSatish Balay   nlsP->pmgfac = 1.0e-1;
912a7e14dcfSSatish Balay   nlsP->pmsfac = 1.0e-1;
913a7e14dcfSSatish Balay 
914a7e14dcfSSatish Balay   /*  Default values for trust-region radius update based on steplength */
915a7e14dcfSSatish Balay   nlsP->nu1 = 0.25;
916a7e14dcfSSatish Balay   nlsP->nu2 = 0.50;
917a7e14dcfSSatish Balay   nlsP->nu3 = 1.00;
918a7e14dcfSSatish Balay   nlsP->nu4 = 1.25;
919a7e14dcfSSatish Balay 
920a7e14dcfSSatish Balay   nlsP->omega1 = 0.25;
921a7e14dcfSSatish Balay   nlsP->omega2 = 0.50;
922a7e14dcfSSatish Balay   nlsP->omega3 = 1.00;
923a7e14dcfSSatish Balay   nlsP->omega4 = 2.00;
924a7e14dcfSSatish Balay   nlsP->omega5 = 4.00;
925a7e14dcfSSatish Balay 
926a7e14dcfSSatish Balay   /*  Default values for trust-region radius update based on reduction */
927a7e14dcfSSatish Balay   nlsP->eta1 = 1.0e-4;
928a7e14dcfSSatish Balay   nlsP->eta2 = 0.25;
929a7e14dcfSSatish Balay   nlsP->eta3 = 0.50;
930a7e14dcfSSatish Balay   nlsP->eta4 = 0.90;
931a7e14dcfSSatish Balay 
932a7e14dcfSSatish Balay   nlsP->alpha1 = 0.25;
933a7e14dcfSSatish Balay   nlsP->alpha2 = 0.50;
934a7e14dcfSSatish Balay   nlsP->alpha3 = 1.00;
935a7e14dcfSSatish Balay   nlsP->alpha4 = 2.00;
936a7e14dcfSSatish Balay   nlsP->alpha5 = 4.00;
937a7e14dcfSSatish Balay 
938a7e14dcfSSatish Balay   /*  Default values for trust-region radius update based on interpolation */
939a7e14dcfSSatish Balay   nlsP->mu1 = 0.10;
940a7e14dcfSSatish Balay   nlsP->mu2 = 0.50;
941a7e14dcfSSatish Balay 
942a7e14dcfSSatish Balay   nlsP->gamma1 = 0.25;
943a7e14dcfSSatish Balay   nlsP->gamma2 = 0.50;
944a7e14dcfSSatish Balay   nlsP->gamma3 = 2.00;
945a7e14dcfSSatish Balay   nlsP->gamma4 = 4.00;
946a7e14dcfSSatish Balay 
947a7e14dcfSSatish Balay   nlsP->theta = 0.05;
948a7e14dcfSSatish Balay 
949a7e14dcfSSatish Balay   /*  Default values for trust region initialization based on interpolation */
950a7e14dcfSSatish Balay   nlsP->mu1_i = 0.35;
951a7e14dcfSSatish Balay   nlsP->mu2_i = 0.50;
952a7e14dcfSSatish Balay 
953a7e14dcfSSatish Balay   nlsP->gamma1_i = 0.0625;
954a7e14dcfSSatish Balay   nlsP->gamma2_i = 0.5;
955a7e14dcfSSatish Balay   nlsP->gamma3_i = 2.0;
956a7e14dcfSSatish Balay   nlsP->gamma4_i = 5.0;
957a7e14dcfSSatish Balay 
958a7e14dcfSSatish Balay   nlsP->theta_i = 0.25;
959a7e14dcfSSatish Balay 
960a7e14dcfSSatish Balay   /*  Remaining parameters */
961a7e14dcfSSatish Balay   nlsP->min_radius = 1.0e-10;
962a7e14dcfSSatish Balay   nlsP->max_radius = 1.0e10;
963a7e14dcfSSatish Balay   nlsP->epsilon = 1.0e-6;
964a7e14dcfSSatish Balay 
965a7e14dcfSSatish Balay   nlsP->init_type       = NLS_INIT_INTERPOLATION;
966a7e14dcfSSatish Balay   nlsP->update_type     = NLS_UPDATE_STEP;
967a7e14dcfSSatish Balay 
9689566063dSJacob Faibussowitsch   PetscCall(TaoLineSearchCreate(((PetscObject)tao)->comm,&tao->linesearch));
9699566063dSJacob Faibussowitsch   PetscCall(PetscObjectIncrementTabLevel((PetscObject)tao->linesearch,(PetscObject)tao,1));
9709566063dSJacob Faibussowitsch   PetscCall(TaoLineSearchSetType(tao->linesearch,morethuente_type));
9719566063dSJacob Faibussowitsch   PetscCall(TaoLineSearchUseTaoRoutines(tao->linesearch,tao));
9729566063dSJacob Faibussowitsch   PetscCall(TaoLineSearchSetOptionsPrefix(tao->linesearch,tao->hdr.prefix));
973a7e14dcfSSatish Balay 
974a7e14dcfSSatish Balay   /*  Set linear solver to default for symmetric matrices */
9759566063dSJacob Faibussowitsch   PetscCall(KSPCreate(((PetscObject)tao)->comm,&tao->ksp));
9769566063dSJacob Faibussowitsch   PetscCall(PetscObjectIncrementTabLevel((PetscObject)tao->ksp,(PetscObject)tao,1));
9779566063dSJacob Faibussowitsch   PetscCall(KSPSetOptionsPrefix(tao->ksp,tao->hdr.prefix));
9789566063dSJacob Faibussowitsch   PetscCall(KSPAppendOptionsPrefix(tao->ksp,"tao_nls_"));
9799566063dSJacob Faibussowitsch   PetscCall(KSPSetType(tao->ksp,KSPSTCG));
980a7e14dcfSSatish Balay   PetscFunctionReturn(0);
981a7e14dcfSSatish Balay }
982