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)); 105*dbbe0bcdSBarry Smith PetscUseTypeMethod(tao,convergencetest ,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."); 1211baa6e33SBarry Smith } else if (is_jacobi) PetscCall(PCJacobiSetUseAbs(pc,PETSC_TRUE)); 122a7e14dcfSSatish Balay 123a7e14dcfSSatish Balay /* Initialize trust-region radius. The initialization is only performed 124a7e14dcfSSatish Balay when we are using Nash, Steihaug-Toint or the Generalized Lanczos method. */ 1251daac38eSTodd Munson if (is_nash || is_stcg || is_gltr) { 126a7e14dcfSSatish Balay switch (nlsP->init_type) { 127a7e14dcfSSatish Balay case NLS_INIT_CONSTANT: 128a7e14dcfSSatish Balay /* Use the initial radius specified */ 129a7e14dcfSSatish Balay break; 130a7e14dcfSSatish Balay 131a7e14dcfSSatish Balay case NLS_INIT_INTERPOLATION: 132a7e14dcfSSatish Balay /* Use the initial radius specified */ 133a7e14dcfSSatish Balay max_radius = 0.0; 134a7e14dcfSSatish Balay 135a7e14dcfSSatish Balay for (j = 0; j < j_max; ++j) { 136a7e14dcfSSatish Balay fmin = f; 137a7e14dcfSSatish Balay sigma = 0.0; 138a7e14dcfSSatish Balay 139a7e14dcfSSatish Balay if (needH) { 1409566063dSJacob Faibussowitsch PetscCall(TaoComputeHessian(tao, tao->solution,tao->hessian,tao->hessian_pre)); 141a7e14dcfSSatish Balay needH = 0; 142a7e14dcfSSatish Balay } 143a7e14dcfSSatish Balay 144a7e14dcfSSatish Balay for (i = 0; i < i_max; ++i) { 1459566063dSJacob Faibussowitsch PetscCall(VecCopy(tao->solution,nlsP->W)); 1469566063dSJacob Faibussowitsch PetscCall(VecAXPY(nlsP->W,-tao->trust/gnorm,tao->gradient)); 1479566063dSJacob Faibussowitsch PetscCall(TaoComputeObjective(tao, nlsP->W, &ftrial)); 148a7e14dcfSSatish Balay if (PetscIsInfOrNanReal(ftrial)) { 149a7e14dcfSSatish Balay tau = nlsP->gamma1_i; 15087f595a5SBarry Smith } else { 151a7e14dcfSSatish Balay if (ftrial < fmin) { 152a7e14dcfSSatish Balay fmin = ftrial; 153a7e14dcfSSatish Balay sigma = -tao->trust / gnorm; 154a7e14dcfSSatish Balay } 155a7e14dcfSSatish Balay 1569566063dSJacob Faibussowitsch PetscCall(MatMult(tao->hessian, tao->gradient, nlsP->D)); 1579566063dSJacob Faibussowitsch PetscCall(VecDot(tao->gradient, nlsP->D, &prered)); 158a7e14dcfSSatish Balay 159a7e14dcfSSatish Balay prered = tao->trust * (gnorm - 0.5 * tao->trust * prered / (gnorm * gnorm)); 160a7e14dcfSSatish Balay actred = f - ftrial; 16187f595a5SBarry Smith if ((PetscAbsScalar(actred) <= nlsP->epsilon) && (PetscAbsScalar(prered) <= nlsP->epsilon)) { 162a7e14dcfSSatish Balay kappa = 1.0; 16387f595a5SBarry Smith } else { 164a7e14dcfSSatish Balay kappa = actred / prered; 165a7e14dcfSSatish Balay } 166a7e14dcfSSatish Balay 167a7e14dcfSSatish Balay tau_1 = nlsP->theta_i * gnorm * tao->trust / (nlsP->theta_i * gnorm * tao->trust + (1.0 - nlsP->theta_i) * prered - actred); 168a7e14dcfSSatish Balay tau_2 = nlsP->theta_i * gnorm * tao->trust / (nlsP->theta_i * gnorm * tao->trust - (1.0 + nlsP->theta_i) * prered + actred); 169a7e14dcfSSatish Balay tau_min = PetscMin(tau_1, tau_2); 170a7e14dcfSSatish Balay tau_max = PetscMax(tau_1, tau_2); 171a7e14dcfSSatish Balay 17218cfbf8eSSatish Balay if (PetscAbsScalar(kappa - (PetscReal)1.0) <= nlsP->mu1_i) { 173a7e14dcfSSatish Balay /* Great agreement */ 174a7e14dcfSSatish Balay max_radius = PetscMax(max_radius, tao->trust); 175a7e14dcfSSatish Balay 176a7e14dcfSSatish Balay if (tau_max < 1.0) { 177a7e14dcfSSatish Balay tau = nlsP->gamma3_i; 17887f595a5SBarry Smith } else if (tau_max > nlsP->gamma4_i) { 179a7e14dcfSSatish Balay tau = nlsP->gamma4_i; 18087f595a5SBarry Smith } else if (tau_1 >= 1.0 && tau_1 <= nlsP->gamma4_i && tau_2 < 1.0) { 181a7e14dcfSSatish Balay tau = tau_1; 18287f595a5SBarry Smith } else if (tau_2 >= 1.0 && tau_2 <= nlsP->gamma4_i && tau_1 < 1.0) { 183a7e14dcfSSatish Balay tau = tau_2; 18487f595a5SBarry Smith } else { 185a7e14dcfSSatish Balay tau = tau_max; 186a7e14dcfSSatish Balay } 18718cfbf8eSSatish Balay } else if (PetscAbsScalar(kappa - (PetscReal)1.0) <= nlsP->mu2_i) { 188a7e14dcfSSatish Balay /* Good agreement */ 189a7e14dcfSSatish Balay max_radius = PetscMax(max_radius, tao->trust); 190a7e14dcfSSatish Balay 191a7e14dcfSSatish Balay if (tau_max < nlsP->gamma2_i) { 192a7e14dcfSSatish Balay tau = nlsP->gamma2_i; 19387f595a5SBarry Smith } else if (tau_max > nlsP->gamma3_i) { 194a7e14dcfSSatish Balay tau = nlsP->gamma3_i; 19587f595a5SBarry Smith } else { 196a7e14dcfSSatish Balay tau = tau_max; 197a7e14dcfSSatish Balay } 19887f595a5SBarry Smith } else { 199a7e14dcfSSatish Balay /* Not good agreement */ 200a7e14dcfSSatish Balay if (tau_min > 1.0) { 201a7e14dcfSSatish Balay tau = nlsP->gamma2_i; 20287f595a5SBarry Smith } else if (tau_max < nlsP->gamma1_i) { 203a7e14dcfSSatish Balay tau = nlsP->gamma1_i; 20487f595a5SBarry Smith } else if ((tau_min < nlsP->gamma1_i) && (tau_max >= 1.0)) { 205a7e14dcfSSatish Balay tau = nlsP->gamma1_i; 20687f595a5SBarry Smith } else if ((tau_1 >= nlsP->gamma1_i) && (tau_1 < 1.0) && ((tau_2 < nlsP->gamma1_i) || (tau_2 >= 1.0))) { 207a7e14dcfSSatish Balay tau = tau_1; 20887f595a5SBarry Smith } else if ((tau_2 >= nlsP->gamma1_i) && (tau_2 < 1.0) && ((tau_1 < nlsP->gamma1_i) || (tau_2 >= 1.0))) { 209a7e14dcfSSatish Balay tau = tau_2; 21087f595a5SBarry Smith } else { 211a7e14dcfSSatish Balay tau = tau_max; 212a7e14dcfSSatish Balay } 213a7e14dcfSSatish Balay } 214a7e14dcfSSatish Balay } 215a7e14dcfSSatish Balay tao->trust = tau * tao->trust; 216a7e14dcfSSatish Balay } 217a7e14dcfSSatish Balay 218a7e14dcfSSatish Balay if (fmin < f) { 219a7e14dcfSSatish Balay f = fmin; 2209566063dSJacob Faibussowitsch PetscCall(VecAXPY(tao->solution,sigma,tao->gradient)); 2219566063dSJacob Faibussowitsch PetscCall(TaoComputeGradient(tao,tao->solution,tao->gradient)); 222a7e14dcfSSatish Balay 2239566063dSJacob Faibussowitsch PetscCall(TaoGradientNorm(tao, tao->gradient,NORM_2,&gnorm)); 2243c859ba3SBarry Smith PetscCheck(!PetscIsInfOrNanReal(gnorm),PetscObjectComm((PetscObject)tao),PETSC_ERR_USER, "User provided compute gradient generated Inf or NaN"); 225a7e14dcfSSatish Balay needH = 1; 226a7e14dcfSSatish Balay 2279566063dSJacob Faibussowitsch PetscCall(TaoLogConvergenceHistory(tao,f,gnorm,0.0,tao->ksp_its)); 2289566063dSJacob Faibussowitsch PetscCall(TaoMonitor(tao,tao->niter,f,gnorm,0.0,step)); 229*dbbe0bcdSBarry Smith PetscUseTypeMethod(tao,convergencetest ,tao->cnvP); 2303ecd9318SAlp Dener if (tao->reason != TAO_CONTINUE_ITERATING) PetscFunctionReturn(0); 231a7e14dcfSSatish Balay } 232a7e14dcfSSatish Balay } 233a7e14dcfSSatish Balay tao->trust = PetscMax(tao->trust, max_radius); 234a7e14dcfSSatish Balay 235a7e14dcfSSatish Balay /* Modify the radius if it is too large or small */ 236a7e14dcfSSatish Balay tao->trust = PetscMax(tao->trust, nlsP->min_radius); 237a7e14dcfSSatish Balay tao->trust = PetscMin(tao->trust, nlsP->max_radius); 238a7e14dcfSSatish Balay break; 239a7e14dcfSSatish Balay 240a7e14dcfSSatish Balay default: 241a7e14dcfSSatish Balay /* Norm of the first direction will initialize radius */ 242a7e14dcfSSatish Balay tao->trust = 0.0; 243a7e14dcfSSatish Balay break; 244a7e14dcfSSatish Balay } 245a7e14dcfSSatish Balay } 246a7e14dcfSSatish Balay 247a7e14dcfSSatish Balay /* Set counter for gradient/reset steps*/ 248a7e14dcfSSatish Balay nlsP->newt = 0; 249a7e14dcfSSatish Balay nlsP->bfgs = 0; 250a7e14dcfSSatish Balay nlsP->grad = 0; 251a7e14dcfSSatish Balay 252a7e14dcfSSatish Balay /* Have not converged; continue with Newton method */ 2533ecd9318SAlp Dener while (tao->reason == TAO_CONTINUE_ITERATING) { 254e1e80dc8SAlp Dener /* Call general purpose update function */ 255*dbbe0bcdSBarry Smith PetscTryTypeMethod(tao,update, tao->niter, tao->user_update); 2568931d482SJason Sarich ++tao->niter; 257ae93cb3cSJason Sarich tao->ksp_its = 0; 258a7e14dcfSSatish Balay 259a7e14dcfSSatish Balay /* Compute the Hessian */ 2601baa6e33SBarry Smith if (needH) PetscCall(TaoComputeHessian(tao,tao->solution,tao->hessian,tao->hessian_pre)); 261a7e14dcfSSatish Balay 262a7e14dcfSSatish Balay /* Shift the Hessian matrix */ 263a7e14dcfSSatish Balay if (pert > 0) { 2649566063dSJacob Faibussowitsch PetscCall(MatShift(tao->hessian, pert)); 265a7e14dcfSSatish Balay if (tao->hessian != tao->hessian_pre) { 2669566063dSJacob Faibussowitsch PetscCall(MatShift(tao->hessian_pre, pert)); 267a7e14dcfSSatish Balay } 268a7e14dcfSSatish Balay } 269a7e14dcfSSatish Balay 2700c51296cSAlp Dener if (nlsP->bfgs_pre) { 2719566063dSJacob Faibussowitsch PetscCall(MatLMVMUpdate(nlsP->M, tao->solution, tao->gradient)); 272a7e14dcfSSatish Balay ++bfgsUpdates; 273a7e14dcfSSatish Balay } 274a7e14dcfSSatish Balay 275a7e14dcfSSatish Balay /* Solve the Newton system of equations */ 2769566063dSJacob Faibussowitsch PetscCall(KSPSetOperators(tao->ksp,tao->hessian,tao->hessian_pre)); 2771daac38eSTodd Munson if (is_nash || is_stcg || is_gltr) { 2789566063dSJacob Faibussowitsch PetscCall(KSPCGSetRadius(tao->ksp,nlsP->max_radius)); 2799566063dSJacob Faibussowitsch PetscCall(KSPSolve(tao->ksp, tao->gradient, nlsP->D)); 2809566063dSJacob Faibussowitsch PetscCall(KSPGetIterationNumber(tao->ksp,&kspits)); 281a7e14dcfSSatish Balay tao->ksp_its += kspits; 282ae93cb3cSJason Sarich tao->ksp_tot_its += kspits; 2839566063dSJacob Faibussowitsch PetscCall(KSPCGGetNormD(tao->ksp,&norm_d)); 284a7e14dcfSSatish Balay 285a7e14dcfSSatish Balay if (0.0 == tao->trust) { 286a7e14dcfSSatish Balay /* Radius was uninitialized; use the norm of the direction */ 287a7e14dcfSSatish Balay if (norm_d > 0.0) { 288a7e14dcfSSatish Balay tao->trust = norm_d; 289a7e14dcfSSatish Balay 290a7e14dcfSSatish Balay /* Modify the radius if it is too large or small */ 291a7e14dcfSSatish Balay tao->trust = PetscMax(tao->trust, nlsP->min_radius); 292a7e14dcfSSatish Balay tao->trust = PetscMin(tao->trust, nlsP->max_radius); 29387f595a5SBarry Smith } else { 294a7e14dcfSSatish Balay /* The direction was bad; set radius to default value and re-solve 295a7e14dcfSSatish Balay the trust-region subproblem to get a direction */ 296a7e14dcfSSatish Balay tao->trust = tao->trust0; 297a7e14dcfSSatish Balay 298a7e14dcfSSatish Balay /* Modify the radius if it is too large or small */ 299a7e14dcfSSatish Balay tao->trust = PetscMax(tao->trust, nlsP->min_radius); 300a7e14dcfSSatish Balay tao->trust = PetscMin(tao->trust, nlsP->max_radius); 301a7e14dcfSSatish Balay 3029566063dSJacob Faibussowitsch PetscCall(KSPCGSetRadius(tao->ksp,nlsP->max_radius)); 3039566063dSJacob Faibussowitsch PetscCall(KSPSolve(tao->ksp, tao->gradient, nlsP->D)); 3049566063dSJacob Faibussowitsch PetscCall(KSPGetIterationNumber(tao->ksp,&kspits)); 305a7e14dcfSSatish Balay tao->ksp_its += kspits; 306ae93cb3cSJason Sarich tao->ksp_tot_its += kspits; 3079566063dSJacob Faibussowitsch PetscCall(KSPCGGetNormD(tao->ksp,&norm_d)); 308a7e14dcfSSatish Balay 3093c859ba3SBarry Smith PetscCheck(norm_d != 0.0,PETSC_COMM_SELF,PETSC_ERR_PLIB, "Initial direction zero"); 310a7e14dcfSSatish Balay } 311a7e14dcfSSatish Balay } 31287f595a5SBarry Smith } else { 3139566063dSJacob Faibussowitsch PetscCall(KSPSolve(tao->ksp, tao->gradient, nlsP->D)); 3149566063dSJacob Faibussowitsch PetscCall(KSPGetIterationNumber(tao->ksp, &kspits)); 315a7e14dcfSSatish Balay tao->ksp_its += kspits; 316ae93cb3cSJason Sarich tao->ksp_tot_its += kspits; 317a7e14dcfSSatish Balay } 3189566063dSJacob Faibussowitsch PetscCall(VecScale(nlsP->D, -1.0)); 3199566063dSJacob Faibussowitsch PetscCall(KSPGetConvergedReason(tao->ksp, &ksp_reason)); 3200c51296cSAlp Dener if ((KSP_DIVERGED_INDEFINITE_PC == ksp_reason) && (nlsP->bfgs_pre)) { 321a7e14dcfSSatish Balay /* Preconditioner is numerically indefinite; reset the 322a7e14dcfSSatish Balay approximate if using BFGS preconditioning. */ 3239566063dSJacob Faibussowitsch PetscCall(MatLMVMReset(nlsP->M, PETSC_FALSE)); 3249566063dSJacob Faibussowitsch PetscCall(MatLMVMUpdate(nlsP->M, tao->solution, tao->gradient)); 325a7e14dcfSSatish Balay bfgsUpdates = 1; 326a7e14dcfSSatish Balay } 327a7e14dcfSSatish Balay 328a7e14dcfSSatish Balay if (KSP_CONVERGED_ATOL == ksp_reason) { 329a7e14dcfSSatish Balay ++nlsP->ksp_atol; 33087f595a5SBarry Smith } else if (KSP_CONVERGED_RTOL == ksp_reason) { 331a7e14dcfSSatish Balay ++nlsP->ksp_rtol; 33287f595a5SBarry Smith } else if (KSP_CONVERGED_CG_CONSTRAINED == ksp_reason) { 333a7e14dcfSSatish Balay ++nlsP->ksp_ctol; 33487f595a5SBarry Smith } else if (KSP_CONVERGED_CG_NEG_CURVE == ksp_reason) { 335a7e14dcfSSatish Balay ++nlsP->ksp_negc; 33687f595a5SBarry Smith } else if (KSP_DIVERGED_DTOL == ksp_reason) { 337a7e14dcfSSatish Balay ++nlsP->ksp_dtol; 33887f595a5SBarry Smith } else if (KSP_DIVERGED_ITS == ksp_reason) { 339a7e14dcfSSatish Balay ++nlsP->ksp_iter; 34087f595a5SBarry Smith } else { 341a7e14dcfSSatish Balay ++nlsP->ksp_othr; 342a7e14dcfSSatish Balay } 343a7e14dcfSSatish Balay 344a7e14dcfSSatish Balay /* Check for success (descent direction) */ 3459566063dSJacob Faibussowitsch PetscCall(VecDot(nlsP->D, tao->gradient, &gdx)); 346a7e14dcfSSatish Balay if ((gdx >= 0.0) || PetscIsInfOrNanReal(gdx)) { 347a7e14dcfSSatish Balay /* Newton step is not descent or direction produced Inf or NaN 348a7e14dcfSSatish Balay Update the perturbation for next time */ 349a7e14dcfSSatish Balay if (pert <= 0.0) { 350a7e14dcfSSatish Balay /* Initialize the perturbation */ 351a7e14dcfSSatish Balay pert = PetscMin(nlsP->imax, PetscMax(nlsP->imin, nlsP->imfac * gnorm)); 3521daac38eSTodd Munson if (is_gltr) { 3539566063dSJacob Faibussowitsch PetscCall(KSPGLTRGetMinEig(tao->ksp,&e_min)); 354a7e14dcfSSatish Balay pert = PetscMax(pert, -e_min); 355a7e14dcfSSatish Balay } 35687f595a5SBarry Smith } else { 357a7e14dcfSSatish Balay /* Increase the perturbation */ 358a7e14dcfSSatish Balay pert = PetscMin(nlsP->pmax, PetscMax(nlsP->pgfac * pert, nlsP->pmgfac * gnorm)); 359a7e14dcfSSatish Balay } 360a7e14dcfSSatish Balay 3610c51296cSAlp Dener if (!nlsP->bfgs_pre) { 362a7e14dcfSSatish Balay /* We don't have the bfgs matrix around and updated 363a7e14dcfSSatish Balay Must use gradient direction in this case */ 3649566063dSJacob Faibussowitsch PetscCall(VecCopy(tao->gradient, nlsP->D)); 3659566063dSJacob Faibussowitsch PetscCall(VecScale(nlsP->D, -1.0)); 366a7e14dcfSSatish Balay ++nlsP->grad; 367a7e14dcfSSatish Balay stepType = NLS_GRADIENT; 36887f595a5SBarry Smith } else { 369a7e14dcfSSatish Balay /* Attempt to use the BFGS direction */ 3709566063dSJacob Faibussowitsch PetscCall(MatSolve(nlsP->M, tao->gradient, nlsP->D)); 3719566063dSJacob Faibussowitsch PetscCall(VecScale(nlsP->D, -1.0)); 372a7e14dcfSSatish Balay 373a7e14dcfSSatish Balay /* Check for success (descent direction) */ 3749566063dSJacob Faibussowitsch PetscCall(VecDot(tao->gradient, nlsP->D, &gdx)); 375a7e14dcfSSatish Balay if ((gdx >= 0) || PetscIsInfOrNanReal(gdx)) { 376a7e14dcfSSatish Balay /* BFGS direction is not descent or direction produced not a number 377a7e14dcfSSatish Balay We can assert bfgsUpdates > 1 in this case because 378a7e14dcfSSatish Balay the first solve produces the scaled gradient direction, 379a7e14dcfSSatish Balay which is guaranteed to be descent */ 380a7e14dcfSSatish Balay 381a7e14dcfSSatish Balay /* Use steepest descent direction (scaled) */ 3829566063dSJacob Faibussowitsch PetscCall(MatLMVMReset(nlsP->M, PETSC_FALSE)); 3839566063dSJacob Faibussowitsch PetscCall(MatLMVMUpdate(nlsP->M, tao->solution, tao->gradient)); 3849566063dSJacob Faibussowitsch PetscCall(MatSolve(nlsP->M, tao->gradient, nlsP->D)); 3859566063dSJacob Faibussowitsch PetscCall(VecScale(nlsP->D, -1.0)); 386a7e14dcfSSatish Balay 387a7e14dcfSSatish Balay bfgsUpdates = 1; 3880c51296cSAlp Dener ++nlsP->grad; 3890c51296cSAlp Dener stepType = NLS_GRADIENT; 39087f595a5SBarry Smith } else { 3919566063dSJacob Faibussowitsch PetscCall(MatLMVMGetUpdateCount(nlsP->M, &bfgsUpdates)); 392a7e14dcfSSatish Balay if (1 == bfgsUpdates) { 393a7e14dcfSSatish Balay /* The first BFGS direction is always the scaled gradient */ 3940c51296cSAlp Dener ++nlsP->grad; 3950c51296cSAlp Dener stepType = NLS_GRADIENT; 39687f595a5SBarry Smith } else { 397a7e14dcfSSatish Balay ++nlsP->bfgs; 398a7e14dcfSSatish Balay stepType = NLS_BFGS; 399a7e14dcfSSatish Balay } 400a7e14dcfSSatish Balay } 401a7e14dcfSSatish Balay } 40287f595a5SBarry Smith } else { 403a7e14dcfSSatish Balay /* Computed Newton step is descent */ 404a7e14dcfSSatish Balay switch (ksp_reason) { 405a7e14dcfSSatish Balay case KSP_DIVERGED_NANORINF: 406a7e14dcfSSatish Balay case KSP_DIVERGED_BREAKDOWN: 407a7e14dcfSSatish Balay case KSP_DIVERGED_INDEFINITE_MAT: 408a7e14dcfSSatish Balay case KSP_DIVERGED_INDEFINITE_PC: 409a7e14dcfSSatish Balay case KSP_CONVERGED_CG_NEG_CURVE: 410a7e14dcfSSatish Balay /* Matrix or preconditioner is indefinite; increase perturbation */ 411a7e14dcfSSatish Balay if (pert <= 0.0) { 412a7e14dcfSSatish Balay /* Initialize the perturbation */ 413a7e14dcfSSatish Balay pert = PetscMin(nlsP->imax, PetscMax(nlsP->imin, nlsP->imfac * gnorm)); 4141daac38eSTodd Munson if (is_gltr) { 4159566063dSJacob Faibussowitsch PetscCall(KSPGLTRGetMinEig(tao->ksp, &e_min)); 416a7e14dcfSSatish Balay pert = PetscMax(pert, -e_min); 417a7e14dcfSSatish Balay } 41887f595a5SBarry Smith } else { 419a7e14dcfSSatish Balay /* Increase the perturbation */ 420a7e14dcfSSatish Balay pert = PetscMin(nlsP->pmax, PetscMax(nlsP->pgfac * pert, nlsP->pmgfac * gnorm)); 421a7e14dcfSSatish Balay } 422a7e14dcfSSatish Balay break; 423a7e14dcfSSatish Balay 424a7e14dcfSSatish Balay default: 425a7e14dcfSSatish Balay /* Newton step computation is good; decrease perturbation */ 426a7e14dcfSSatish Balay pert = PetscMin(nlsP->psfac * pert, nlsP->pmsfac * gnorm); 427a7e14dcfSSatish Balay if (pert < nlsP->pmin) { 428a7e14dcfSSatish Balay pert = 0.0; 429a7e14dcfSSatish Balay } 430a7e14dcfSSatish Balay break; 431a7e14dcfSSatish Balay } 432a7e14dcfSSatish Balay 433a7e14dcfSSatish Balay ++nlsP->newt; 434a7e14dcfSSatish Balay stepType = NLS_NEWTON; 435a7e14dcfSSatish Balay } 436a7e14dcfSSatish Balay 437a7e14dcfSSatish Balay /* Perform the linesearch */ 438a7e14dcfSSatish Balay fold = f; 4399566063dSJacob Faibussowitsch PetscCall(VecCopy(tao->solution, nlsP->Xold)); 4409566063dSJacob Faibussowitsch PetscCall(VecCopy(tao->gradient, nlsP->Gold)); 441a7e14dcfSSatish Balay 4429566063dSJacob Faibussowitsch PetscCall(TaoLineSearchApply(tao->linesearch, tao->solution, &f, tao->gradient, nlsP->D, &step, &ls_reason)); 4439566063dSJacob Faibussowitsch PetscCall(TaoAddLineSearchCounts(tao)); 444a7e14dcfSSatish Balay 44587f595a5SBarry Smith while (ls_reason != TAOLINESEARCH_SUCCESS && ls_reason != TAOLINESEARCH_SUCCESS_USER && stepType != NLS_GRADIENT) { /* Linesearch failed */ 446a7e14dcfSSatish Balay f = fold; 4479566063dSJacob Faibussowitsch PetscCall(VecCopy(nlsP->Xold, tao->solution)); 4489566063dSJacob Faibussowitsch PetscCall(VecCopy(nlsP->Gold, tao->gradient)); 449a7e14dcfSSatish Balay 450a7e14dcfSSatish Balay switch(stepType) { 451a7e14dcfSSatish Balay case NLS_NEWTON: 452a7e14dcfSSatish Balay /* Failed to obtain acceptable iterate with Newton 1step 453a7e14dcfSSatish Balay Update the perturbation for next time */ 454a7e14dcfSSatish Balay if (pert <= 0.0) { 455a7e14dcfSSatish Balay /* Initialize the perturbation */ 456a7e14dcfSSatish Balay pert = PetscMin(nlsP->imax, PetscMax(nlsP->imin, nlsP->imfac * gnorm)); 4571daac38eSTodd Munson if (is_gltr) { 4589566063dSJacob Faibussowitsch PetscCall(KSPGLTRGetMinEig(tao->ksp,&e_min)); 459a7e14dcfSSatish Balay pert = PetscMax(pert, -e_min); 460a7e14dcfSSatish Balay } 46187f595a5SBarry Smith } else { 462a7e14dcfSSatish Balay /* Increase the perturbation */ 463a7e14dcfSSatish Balay pert = PetscMin(nlsP->pmax, PetscMax(nlsP->pgfac * pert, nlsP->pmgfac * gnorm)); 464a7e14dcfSSatish Balay } 465a7e14dcfSSatish Balay 4660c51296cSAlp Dener if (!nlsP->bfgs_pre) { 467a7e14dcfSSatish Balay /* We don't have the bfgs matrix around and being updated 468a7e14dcfSSatish Balay Must use gradient direction in this case */ 4699566063dSJacob Faibussowitsch PetscCall(VecCopy(tao->gradient, nlsP->D)); 470a7e14dcfSSatish Balay ++nlsP->grad; 471a7e14dcfSSatish Balay stepType = NLS_GRADIENT; 47287f595a5SBarry Smith } else { 473a7e14dcfSSatish Balay /* Attempt to use the BFGS direction */ 4749566063dSJacob Faibussowitsch PetscCall(MatSolve(nlsP->M, tao->gradient, nlsP->D)); 475a7e14dcfSSatish Balay /* Check for success (descent direction) */ 4769566063dSJacob Faibussowitsch PetscCall(VecDot(tao->solution, nlsP->D, &gdx)); 477a7e14dcfSSatish Balay if ((gdx <= 0) || PetscIsInfOrNanReal(gdx)) { 478a7e14dcfSSatish Balay /* BFGS direction is not descent or direction produced not a number 479a7e14dcfSSatish Balay We can assert bfgsUpdates > 1 in this case 480a7e14dcfSSatish Balay Use steepest descent direction (scaled) */ 4819566063dSJacob Faibussowitsch PetscCall(MatLMVMReset(nlsP->M, PETSC_FALSE)); 4829566063dSJacob Faibussowitsch PetscCall(MatLMVMUpdate(nlsP->M, tao->solution, tao->gradient)); 4839566063dSJacob Faibussowitsch PetscCall(MatSolve(nlsP->M, tao->gradient, nlsP->D)); 484a7e14dcfSSatish Balay 485a7e14dcfSSatish Balay bfgsUpdates = 1; 4860c51296cSAlp Dener ++nlsP->grad; 4870c51296cSAlp Dener stepType = NLS_GRADIENT; 48887f595a5SBarry Smith } else { 489a7e14dcfSSatish Balay if (1 == bfgsUpdates) { 490a7e14dcfSSatish Balay /* The first BFGS direction is always the scaled gradient */ 4910c51296cSAlp Dener ++nlsP->grad; 4920c51296cSAlp Dener stepType = NLS_GRADIENT; 49387f595a5SBarry Smith } else { 494a7e14dcfSSatish Balay ++nlsP->bfgs; 495a7e14dcfSSatish Balay stepType = NLS_BFGS; 496a7e14dcfSSatish Balay } 497a7e14dcfSSatish Balay } 498a7e14dcfSSatish Balay } 499a7e14dcfSSatish Balay break; 500a7e14dcfSSatish Balay 501a7e14dcfSSatish Balay case NLS_BFGS: 502a7e14dcfSSatish Balay /* Can only enter if pc_type == NLS_PC_BFGS 503a7e14dcfSSatish Balay Failed to obtain acceptable iterate with BFGS step 504a7e14dcfSSatish Balay Attempt to use the scaled gradient direction */ 5059566063dSJacob Faibussowitsch PetscCall(MatLMVMReset(nlsP->M, PETSC_FALSE)); 5069566063dSJacob Faibussowitsch PetscCall(MatLMVMUpdate(nlsP->M, tao->solution, tao->gradient)); 5079566063dSJacob Faibussowitsch PetscCall(MatSolve(nlsP->M, tao->gradient, nlsP->D)); 508a7e14dcfSSatish Balay 509a7e14dcfSSatish Balay bfgsUpdates = 1; 510a7e14dcfSSatish Balay ++nlsP->grad; 511a7e14dcfSSatish Balay stepType = NLS_GRADIENT; 512a7e14dcfSSatish Balay break; 513a7e14dcfSSatish Balay } 5149566063dSJacob Faibussowitsch PetscCall(VecScale(nlsP->D, -1.0)); 515a7e14dcfSSatish Balay 5169566063dSJacob Faibussowitsch PetscCall(TaoLineSearchApply(tao->linesearch, tao->solution, &f, tao->gradient, nlsP->D, &step, &ls_reason)); 5179566063dSJacob Faibussowitsch PetscCall(TaoLineSearchGetFullStepObjective(tao->linesearch, &f_full)); 5189566063dSJacob Faibussowitsch PetscCall(TaoAddLineSearchCounts(tao)); 519a7e14dcfSSatish Balay } 520a7e14dcfSSatish Balay 52187f595a5SBarry Smith if (ls_reason != TAOLINESEARCH_SUCCESS && ls_reason != TAOLINESEARCH_SUCCESS_USER) { 522a7e14dcfSSatish Balay /* Failed to find an improving point */ 523a7e14dcfSSatish Balay f = fold; 5249566063dSJacob Faibussowitsch PetscCall(VecCopy(nlsP->Xold, tao->solution)); 5259566063dSJacob Faibussowitsch PetscCall(VecCopy(nlsP->Gold, tao->gradient)); 526a7e14dcfSSatish Balay step = 0.0; 527a7e14dcfSSatish Balay tao->reason = TAO_DIVERGED_LS_FAILURE; 528a7e14dcfSSatish Balay break; 529a7e14dcfSSatish Balay } 530a7e14dcfSSatish Balay 531a7e14dcfSSatish Balay /* Update trust region radius */ 5321daac38eSTodd Munson if (is_nash || is_stcg || is_gltr) { 533a7e14dcfSSatish Balay switch(nlsP->update_type) { 534a7e14dcfSSatish Balay case NLS_UPDATE_STEP: 535a7e14dcfSSatish Balay if (stepType == NLS_NEWTON) { 536a7e14dcfSSatish Balay if (step < nlsP->nu1) { 537a7e14dcfSSatish Balay /* Very bad step taken; reduce radius */ 538a7e14dcfSSatish Balay tao->trust = nlsP->omega1 * PetscMin(norm_d, tao->trust); 53987f595a5SBarry Smith } else if (step < nlsP->nu2) { 540a7e14dcfSSatish Balay /* Reasonably bad step taken; reduce radius */ 541a7e14dcfSSatish Balay tao->trust = nlsP->omega2 * PetscMin(norm_d, tao->trust); 54287f595a5SBarry Smith } else if (step < nlsP->nu3) { 543a7e14dcfSSatish Balay /* Reasonable step was taken; leave radius alone */ 544a7e14dcfSSatish Balay if (nlsP->omega3 < 1.0) { 545a7e14dcfSSatish Balay tao->trust = nlsP->omega3 * PetscMin(norm_d, tao->trust); 54687f595a5SBarry Smith } else if (nlsP->omega3 > 1.0) { 547a7e14dcfSSatish Balay tao->trust = PetscMax(nlsP->omega3 * norm_d, tao->trust); 548a7e14dcfSSatish Balay } 54987f595a5SBarry Smith } else if (step < nlsP->nu4) { 550a7e14dcfSSatish Balay /* Full step taken; increase the radius */ 551a7e14dcfSSatish Balay tao->trust = PetscMax(nlsP->omega4 * norm_d, tao->trust); 55287f595a5SBarry Smith } else { 553a7e14dcfSSatish Balay /* More than full step taken; increase the radius */ 554a7e14dcfSSatish Balay tao->trust = PetscMax(nlsP->omega5 * norm_d, tao->trust); 555a7e14dcfSSatish Balay } 55687f595a5SBarry Smith } else { 557a7e14dcfSSatish Balay /* Newton step was not good; reduce the radius */ 558a7e14dcfSSatish Balay tao->trust = nlsP->omega1 * PetscMin(norm_d, tao->trust); 559a7e14dcfSSatish Balay } 560a7e14dcfSSatish Balay break; 561a7e14dcfSSatish Balay 562a7e14dcfSSatish Balay case NLS_UPDATE_REDUCTION: 563a7e14dcfSSatish Balay if (stepType == NLS_NEWTON) { 564a7e14dcfSSatish Balay /* Get predicted reduction */ 565a7e14dcfSSatish Balay 5669566063dSJacob Faibussowitsch PetscCall(KSPCGGetObjFcn(tao->ksp,&prered)); 567a7e14dcfSSatish Balay if (prered >= 0.0) { 568a7e14dcfSSatish Balay /* The predicted reduction has the wrong sign. This cannot */ 569a7e14dcfSSatish Balay /* happen in infinite precision arithmetic. Step should */ 570a7e14dcfSSatish Balay /* be rejected! */ 571a7e14dcfSSatish Balay tao->trust = nlsP->alpha1 * PetscMin(tao->trust, norm_d); 57287f595a5SBarry Smith } else { 573a7e14dcfSSatish Balay if (PetscIsInfOrNanReal(f_full)) { 574a7e14dcfSSatish Balay tao->trust = nlsP->alpha1 * PetscMin(tao->trust, norm_d); 57587f595a5SBarry Smith } else { 576a7e14dcfSSatish Balay /* Compute and actual reduction */ 577a7e14dcfSSatish Balay actred = fold - f_full; 578a7e14dcfSSatish Balay prered = -prered; 579a7e14dcfSSatish Balay if ((PetscAbsScalar(actred) <= nlsP->epsilon) && 580a7e14dcfSSatish Balay (PetscAbsScalar(prered) <= nlsP->epsilon)) { 581a7e14dcfSSatish Balay kappa = 1.0; 58287f595a5SBarry Smith } else { 583a7e14dcfSSatish Balay kappa = actred / prered; 584a7e14dcfSSatish Balay } 585a7e14dcfSSatish Balay 586a7e14dcfSSatish Balay /* Accept of reject the step and update radius */ 587a7e14dcfSSatish Balay if (kappa < nlsP->eta1) { 588a7e14dcfSSatish Balay /* Very bad step */ 589a7e14dcfSSatish Balay tao->trust = nlsP->alpha1 * PetscMin(tao->trust, norm_d); 59087f595a5SBarry Smith } else if (kappa < nlsP->eta2) { 591a7e14dcfSSatish Balay /* Marginal bad step */ 592a7e14dcfSSatish Balay tao->trust = nlsP->alpha2 * PetscMin(tao->trust, norm_d); 59387f595a5SBarry Smith } else if (kappa < nlsP->eta3) { 594a7e14dcfSSatish Balay /* Reasonable step */ 595a7e14dcfSSatish Balay if (nlsP->alpha3 < 1.0) { 596a7e14dcfSSatish Balay tao->trust = nlsP->alpha3 * PetscMin(norm_d, tao->trust); 59787f595a5SBarry Smith } else if (nlsP->alpha3 > 1.0) { 598a7e14dcfSSatish Balay tao->trust = PetscMax(nlsP->alpha3 * norm_d, tao->trust); 599a7e14dcfSSatish Balay } 60087f595a5SBarry Smith } else if (kappa < nlsP->eta4) { 601a7e14dcfSSatish Balay /* Good step */ 602a7e14dcfSSatish Balay tao->trust = PetscMax(nlsP->alpha4 * norm_d, tao->trust); 60387f595a5SBarry Smith } else { 604a7e14dcfSSatish Balay /* Very good step */ 605a7e14dcfSSatish Balay tao->trust = PetscMax(nlsP->alpha5 * norm_d, tao->trust); 606a7e14dcfSSatish Balay } 607a7e14dcfSSatish Balay } 608a7e14dcfSSatish Balay } 60987f595a5SBarry Smith } else { 610a7e14dcfSSatish Balay /* Newton step was not good; reduce the radius */ 611a7e14dcfSSatish Balay tao->trust = nlsP->alpha1 * PetscMin(norm_d, tao->trust); 612a7e14dcfSSatish Balay } 613a7e14dcfSSatish Balay break; 614a7e14dcfSSatish Balay 615a7e14dcfSSatish Balay default: 616a7e14dcfSSatish Balay if (stepType == NLS_NEWTON) { 6179566063dSJacob Faibussowitsch PetscCall(KSPCGGetObjFcn(tao->ksp,&prered)); 618a7e14dcfSSatish Balay if (prered >= 0.0) { 619a7e14dcfSSatish Balay /* The predicted reduction has the wrong sign. This cannot */ 620a7e14dcfSSatish Balay /* happen in infinite precision arithmetic. Step should */ 621a7e14dcfSSatish Balay /* be rejected! */ 622a7e14dcfSSatish Balay tao->trust = nlsP->gamma1 * PetscMin(tao->trust, norm_d); 62387f595a5SBarry Smith } else { 624a7e14dcfSSatish Balay if (PetscIsInfOrNanReal(f_full)) { 625a7e14dcfSSatish Balay tao->trust = nlsP->gamma1 * PetscMin(tao->trust, norm_d); 62687f595a5SBarry Smith } else { 627a7e14dcfSSatish Balay actred = fold - f_full; 628a7e14dcfSSatish Balay prered = -prered; 62987f595a5SBarry Smith if ((PetscAbsScalar(actred) <= nlsP->epsilon) && (PetscAbsScalar(prered) <= nlsP->epsilon)) { 630a7e14dcfSSatish Balay kappa = 1.0; 63187f595a5SBarry Smith } else { 632a7e14dcfSSatish Balay kappa = actred / prered; 633a7e14dcfSSatish Balay } 634a7e14dcfSSatish Balay 635a7e14dcfSSatish Balay tau_1 = nlsP->theta * gdx / (nlsP->theta * gdx - (1.0 - nlsP->theta) * prered + actred); 636a7e14dcfSSatish Balay tau_2 = nlsP->theta * gdx / (nlsP->theta * gdx + (1.0 + nlsP->theta) * prered - actred); 637a7e14dcfSSatish Balay tau_min = PetscMin(tau_1, tau_2); 638a7e14dcfSSatish Balay tau_max = PetscMax(tau_1, tau_2); 639a7e14dcfSSatish Balay 640a7e14dcfSSatish Balay if (kappa >= 1.0 - nlsP->mu1) { 641a7e14dcfSSatish Balay /* Great agreement */ 642a7e14dcfSSatish Balay if (tau_max < 1.0) { 643a7e14dcfSSatish Balay tao->trust = PetscMax(tao->trust, nlsP->gamma3 * norm_d); 64487f595a5SBarry Smith } else if (tau_max > nlsP->gamma4) { 645a7e14dcfSSatish Balay tao->trust = PetscMax(tao->trust, nlsP->gamma4 * norm_d); 64687f595a5SBarry Smith } else { 647a7e14dcfSSatish Balay tao->trust = PetscMax(tao->trust, tau_max * norm_d); 648a7e14dcfSSatish Balay } 64987f595a5SBarry Smith } else if (kappa >= 1.0 - nlsP->mu2) { 650a7e14dcfSSatish Balay /* Good agreement */ 651a7e14dcfSSatish Balay 652a7e14dcfSSatish Balay if (tau_max < nlsP->gamma2) { 653a7e14dcfSSatish Balay tao->trust = nlsP->gamma2 * PetscMin(tao->trust, norm_d); 65487f595a5SBarry Smith } else if (tau_max > nlsP->gamma3) { 655a7e14dcfSSatish Balay tao->trust = PetscMax(tao->trust, nlsP->gamma3 * norm_d); 65687f595a5SBarry Smith } else if (tau_max < 1.0) { 657a7e14dcfSSatish Balay tao->trust = tau_max * PetscMin(tao->trust, norm_d); 65887f595a5SBarry Smith } else { 659a7e14dcfSSatish Balay tao->trust = PetscMax(tao->trust, tau_max * norm_d); 660a7e14dcfSSatish Balay } 66187f595a5SBarry Smith } else { 662a7e14dcfSSatish Balay /* Not good agreement */ 663a7e14dcfSSatish Balay if (tau_min > 1.0) { 664a7e14dcfSSatish Balay tao->trust = nlsP->gamma2 * PetscMin(tao->trust, norm_d); 66587f595a5SBarry Smith } else if (tau_max < nlsP->gamma1) { 666a7e14dcfSSatish Balay tao->trust = nlsP->gamma1 * PetscMin(tao->trust, norm_d); 66787f595a5SBarry Smith } else if ((tau_min < nlsP->gamma1) && (tau_max >= 1.0)) { 668a7e14dcfSSatish Balay tao->trust = nlsP->gamma1 * PetscMin(tao->trust, norm_d); 66987f595a5SBarry Smith } else if ((tau_1 >= nlsP->gamma1) && (tau_1 < 1.0) && ((tau_2 < nlsP->gamma1) || (tau_2 >= 1.0))) { 670a7e14dcfSSatish Balay tao->trust = tau_1 * PetscMin(tao->trust, norm_d); 67187f595a5SBarry Smith } else if ((tau_2 >= nlsP->gamma1) && (tau_2 < 1.0) && ((tau_1 < nlsP->gamma1) || (tau_2 >= 1.0))) { 672a7e14dcfSSatish Balay tao->trust = tau_2 * PetscMin(tao->trust, norm_d); 67387f595a5SBarry Smith } else { 674a7e14dcfSSatish Balay tao->trust = tau_max * PetscMin(tao->trust, norm_d); 675a7e14dcfSSatish Balay } 676a7e14dcfSSatish Balay } 677a7e14dcfSSatish Balay } 678a7e14dcfSSatish Balay } 67987f595a5SBarry Smith } else { 680a7e14dcfSSatish Balay /* Newton step was not good; reduce the radius */ 681a7e14dcfSSatish Balay tao->trust = nlsP->gamma1 * PetscMin(norm_d, tao->trust); 682a7e14dcfSSatish Balay } 683a7e14dcfSSatish Balay break; 684a7e14dcfSSatish Balay } 685a7e14dcfSSatish Balay 686a7e14dcfSSatish Balay /* The radius may have been increased; modify if it is too large */ 687a7e14dcfSSatish Balay tao->trust = PetscMin(tao->trust, nlsP->max_radius); 688a7e14dcfSSatish Balay } 689a7e14dcfSSatish Balay 690a7e14dcfSSatish Balay /* Check for termination */ 6919566063dSJacob Faibussowitsch PetscCall(TaoGradientNorm(tao, tao->gradient,NORM_2,&gnorm)); 6923c859ba3SBarry Smith PetscCheck(!PetscIsInfOrNanReal(f) && !PetscIsInfOrNanReal(gnorm),PetscObjectComm((PetscObject)tao),PETSC_ERR_USER,"User provided compute function generated Not-a-Number"); 693a7e14dcfSSatish Balay needH = 1; 6949566063dSJacob Faibussowitsch PetscCall(TaoLogConvergenceHistory(tao,f,gnorm,0.0,tao->ksp_its)); 6959566063dSJacob Faibussowitsch PetscCall(TaoMonitor(tao,tao->niter,f,gnorm,0.0,step)); 696*dbbe0bcdSBarry Smith PetscUseTypeMethod(tao,convergencetest ,tao->cnvP); 697a7e14dcfSSatish Balay } 698a7e14dcfSSatish Balay PetscFunctionReturn(0); 699a7e14dcfSSatish Balay } 700a7e14dcfSSatish Balay 701a7e14dcfSSatish Balay /* ---------------------------------------------------------- */ 702441846f8SBarry Smith static PetscErrorCode TaoSetUp_NLS(Tao tao) 703a7e14dcfSSatish Balay { 704a7e14dcfSSatish Balay TAO_NLS *nlsP = (TAO_NLS *)tao->data; 705a7e14dcfSSatish Balay 706a7e14dcfSSatish Balay PetscFunctionBegin; 7079566063dSJacob Faibussowitsch if (!tao->gradient) PetscCall(VecDuplicate(tao->solution,&tao->gradient)); 7089566063dSJacob Faibussowitsch if (!tao->stepdirection) PetscCall(VecDuplicate(tao->solution,&tao->stepdirection)); 7099566063dSJacob Faibussowitsch if (!nlsP->W) PetscCall(VecDuplicate(tao->solution,&nlsP->W)); 7109566063dSJacob Faibussowitsch if (!nlsP->D) PetscCall(VecDuplicate(tao->solution,&nlsP->D)); 7119566063dSJacob Faibussowitsch if (!nlsP->Xold) PetscCall(VecDuplicate(tao->solution,&nlsP->Xold)); 7129566063dSJacob Faibussowitsch if (!nlsP->Gold) PetscCall(VecDuplicate(tao->solution,&nlsP->Gold)); 71383c8fe1dSLisandro Dalcin nlsP->M = NULL; 71483c8fe1dSLisandro Dalcin nlsP->bfgs_pre = NULL; 715a7e14dcfSSatish Balay PetscFunctionReturn(0); 716a7e14dcfSSatish Balay } 717a7e14dcfSSatish Balay 718a7e14dcfSSatish Balay /*------------------------------------------------------------*/ 719441846f8SBarry Smith static PetscErrorCode TaoDestroy_NLS(Tao tao) 720a7e14dcfSSatish Balay { 721a7e14dcfSSatish Balay TAO_NLS *nlsP = (TAO_NLS *)tao->data; 722a7e14dcfSSatish Balay 723a7e14dcfSSatish Balay PetscFunctionBegin; 724a7e14dcfSSatish Balay if (tao->setupcalled) { 7259566063dSJacob Faibussowitsch PetscCall(VecDestroy(&nlsP->D)); 7269566063dSJacob Faibussowitsch PetscCall(VecDestroy(&nlsP->W)); 7279566063dSJacob Faibussowitsch PetscCall(VecDestroy(&nlsP->Xold)); 7289566063dSJacob Faibussowitsch PetscCall(VecDestroy(&nlsP->Gold)); 729a7e14dcfSSatish Balay } 730a958fbfcSStefano Zampini PetscCall(KSPDestroy(&tao->ksp)); 7319566063dSJacob Faibussowitsch PetscCall(PetscFree(tao->data)); 732a7e14dcfSSatish Balay PetscFunctionReturn(0); 733a7e14dcfSSatish Balay } 734a7e14dcfSSatish Balay 735a7e14dcfSSatish Balay /*------------------------------------------------------------*/ 736*dbbe0bcdSBarry Smith static PetscErrorCode TaoSetFromOptions_NLS(Tao tao,PetscOptionItems *PetscOptionsObject) 737a7e14dcfSSatish Balay { 738a7e14dcfSSatish Balay TAO_NLS *nlsP = (TAO_NLS *)tao->data; 739a7e14dcfSSatish Balay 740a7e14dcfSSatish Balay PetscFunctionBegin; 741d0609cedSBarry Smith PetscOptionsHeadBegin(PetscOptionsObject,"Newton line search method for unconstrained optimization"); 7429566063dSJacob Faibussowitsch PetscCall(PetscOptionsEList("-tao_nls_init_type", "radius initialization type", "", NLS_INIT, NLS_INIT_TYPES, NLS_INIT[nlsP->init_type], &nlsP->init_type, NULL)); 7439566063dSJacob Faibussowitsch PetscCall(PetscOptionsEList("-tao_nls_update_type", "radius update type", "", NLS_UPDATE, NLS_UPDATE_TYPES, NLS_UPDATE[nlsP->update_type], &nlsP->update_type, NULL)); 7449566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_sval", "perturbation starting value", "", nlsP->sval, &nlsP->sval,NULL)); 7459566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_imin", "minimum initial perturbation", "", nlsP->imin, &nlsP->imin,NULL)); 7469566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_imax", "maximum initial perturbation", "", nlsP->imax, &nlsP->imax,NULL)); 7479566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_imfac", "initial merit factor", "", nlsP->imfac, &nlsP->imfac,NULL)); 7489566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_pmin", "minimum perturbation", "", nlsP->pmin, &nlsP->pmin,NULL)); 7499566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_pmax", "maximum perturbation", "", nlsP->pmax, &nlsP->pmax,NULL)); 7509566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_pgfac", "growth factor", "", nlsP->pgfac, &nlsP->pgfac,NULL)); 7519566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_psfac", "shrink factor", "", nlsP->psfac, &nlsP->psfac,NULL)); 7529566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_pmgfac", "merit growth factor", "", nlsP->pmgfac, &nlsP->pmgfac,NULL)); 7539566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_pmsfac", "merit shrink factor", "", nlsP->pmsfac, &nlsP->pmsfac,NULL)); 7549566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_eta1", "poor steplength; reduce radius", "", nlsP->eta1, &nlsP->eta1,NULL)); 7559566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_eta2", "reasonable steplength; leave radius alone", "", nlsP->eta2, &nlsP->eta2,NULL)); 7569566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_eta3", "good steplength; increase radius", "", nlsP->eta3, &nlsP->eta3,NULL)); 7579566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_eta4", "excellent steplength; greatly increase radius", "", nlsP->eta4, &nlsP->eta4,NULL)); 7589566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_alpha1", "", "", nlsP->alpha1, &nlsP->alpha1,NULL)); 7599566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_alpha2", "", "", nlsP->alpha2, &nlsP->alpha2,NULL)); 7609566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_alpha3", "", "", nlsP->alpha3, &nlsP->alpha3,NULL)); 7619566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_alpha4", "", "", nlsP->alpha4, &nlsP->alpha4,NULL)); 7629566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_alpha5", "", "", nlsP->alpha5, &nlsP->alpha5,NULL)); 7639566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_nu1", "poor steplength; reduce radius", "", nlsP->nu1, &nlsP->nu1,NULL)); 7649566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_nu2", "reasonable steplength; leave radius alone", "", nlsP->nu2, &nlsP->nu2,NULL)); 7659566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_nu3", "good steplength; increase radius", "", nlsP->nu3, &nlsP->nu3,NULL)); 7669566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_nu4", "excellent steplength; greatly increase radius", "", nlsP->nu4, &nlsP->nu4,NULL)); 7679566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_omega1", "", "", nlsP->omega1, &nlsP->omega1,NULL)); 7689566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_omega2", "", "", nlsP->omega2, &nlsP->omega2,NULL)); 7699566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_omega3", "", "", nlsP->omega3, &nlsP->omega3,NULL)); 7709566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_omega4", "", "", nlsP->omega4, &nlsP->omega4,NULL)); 7719566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_omega5", "", "", nlsP->omega5, &nlsP->omega5,NULL)); 7729566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_mu1_i", "", "", nlsP->mu1_i, &nlsP->mu1_i,NULL)); 7739566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_mu2_i", "", "", nlsP->mu2_i, &nlsP->mu2_i,NULL)); 7749566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_gamma1_i", "", "", nlsP->gamma1_i, &nlsP->gamma1_i,NULL)); 7759566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_gamma2_i", "", "", nlsP->gamma2_i, &nlsP->gamma2_i,NULL)); 7769566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_gamma3_i", "", "", nlsP->gamma3_i, &nlsP->gamma3_i,NULL)); 7779566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_gamma4_i", "", "", nlsP->gamma4_i, &nlsP->gamma4_i,NULL)); 7789566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_theta_i", "", "", nlsP->theta_i, &nlsP->theta_i,NULL)); 7799566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_mu1", "", "", nlsP->mu1, &nlsP->mu1,NULL)); 7809566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_mu2", "", "", nlsP->mu2, &nlsP->mu2,NULL)); 7819566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_gamma1", "", "", nlsP->gamma1, &nlsP->gamma1,NULL)); 7829566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_gamma2", "", "", nlsP->gamma2, &nlsP->gamma2,NULL)); 7839566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_gamma3", "", "", nlsP->gamma3, &nlsP->gamma3,NULL)); 7849566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_gamma4", "", "", nlsP->gamma4, &nlsP->gamma4,NULL)); 7859566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_theta", "", "", nlsP->theta, &nlsP->theta,NULL)); 7869566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_min_radius", "lower bound on initial radius", "", nlsP->min_radius, &nlsP->min_radius,NULL)); 7879566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_max_radius", "upper bound on radius", "", nlsP->max_radius, &nlsP->max_radius,NULL)); 7889566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_nls_epsilon", "tolerance used when computing actual and predicted reduction", "", nlsP->epsilon, &nlsP->epsilon,NULL)); 789d0609cedSBarry Smith PetscOptionsHeadEnd(); 7909566063dSJacob Faibussowitsch PetscCall(TaoLineSearchSetFromOptions(tao->linesearch)); 7919566063dSJacob Faibussowitsch PetscCall(KSPSetFromOptions(tao->ksp)); 792a7e14dcfSSatish Balay PetscFunctionReturn(0); 793a7e14dcfSSatish Balay } 794a7e14dcfSSatish Balay 795a7e14dcfSSatish Balay /*------------------------------------------------------------*/ 796441846f8SBarry Smith static PetscErrorCode TaoView_NLS(Tao tao, PetscViewer viewer) 797a7e14dcfSSatish Balay { 798a7e14dcfSSatish Balay TAO_NLS *nlsP = (TAO_NLS *)tao->data; 799a7e14dcfSSatish Balay PetscBool isascii; 800a7e14dcfSSatish Balay 801a7e14dcfSSatish Balay PetscFunctionBegin; 8029566063dSJacob Faibussowitsch PetscCall(PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii)); 803a7e14dcfSSatish Balay if (isascii) { 8049566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPushTab(viewer)); 80563a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "Newton steps: %" PetscInt_FMT "\n", nlsP->newt)); 80663a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "BFGS steps: %" PetscInt_FMT "\n", nlsP->bfgs)); 80763a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "Gradient steps: %" PetscInt_FMT "\n", nlsP->grad)); 808a7e14dcfSSatish Balay 80963a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "nls ksp atol: %" PetscInt_FMT "\n", nlsP->ksp_atol)); 81063a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "nls ksp rtol: %" PetscInt_FMT "\n", nlsP->ksp_rtol)); 81163a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "nls ksp ctol: %" PetscInt_FMT "\n", nlsP->ksp_ctol)); 81263a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "nls ksp negc: %" PetscInt_FMT "\n", nlsP->ksp_negc)); 81363a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "nls ksp dtol: %" PetscInt_FMT "\n", nlsP->ksp_dtol)); 81463a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "nls ksp iter: %" PetscInt_FMT "\n", nlsP->ksp_iter)); 81563a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "nls ksp othr: %" PetscInt_FMT "\n", nlsP->ksp_othr)); 8169566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPopTab(viewer)); 817a7e14dcfSSatish Balay } 818a7e14dcfSSatish Balay PetscFunctionReturn(0); 819a7e14dcfSSatish Balay } 820a7e14dcfSSatish Balay 821a7e14dcfSSatish Balay /* ---------------------------------------------------------- */ 8224aa34175SJason Sarich /*MC 8234aa34175SJason Sarich TAONLS - Newton's method with linesearch for unconstrained minimization. 8244aa34175SJason Sarich At each iteration, the Newton line search method solves the symmetric 8254aa34175SJason Sarich system of equations to obtain the step diretion dk: 8264aa34175SJason Sarich Hk dk = -gk 8274aa34175SJason Sarich a More-Thuente line search is applied on the direction dk to approximately 8284aa34175SJason Sarich solve 8294aa34175SJason Sarich min_t f(xk + t d_k) 8304aa34175SJason Sarich 8314aa34175SJason Sarich Options Database Keys: 8329d0a60b2SAlp Dener + -tao_nls_init_type - "constant","direction","interpolation" 8334aa34175SJason Sarich . -tao_nls_update_type - "step","direction","interpolation" 8344aa34175SJason Sarich . -tao_nls_sval - perturbation starting value 8354aa34175SJason Sarich . -tao_nls_imin - minimum initial perturbation 8364aa34175SJason Sarich . -tao_nls_imax - maximum initial perturbation 8374aa34175SJason Sarich . -tao_nls_pmin - minimum perturbation 8384aa34175SJason Sarich . -tao_nls_pmax - maximum perturbation 8394aa34175SJason Sarich . -tao_nls_pgfac - growth factor 8404aa34175SJason Sarich . -tao_nls_psfac - shrink factor 8414aa34175SJason Sarich . -tao_nls_imfac - initial merit factor 8424aa34175SJason Sarich . -tao_nls_pmgfac - merit growth factor 8434aa34175SJason Sarich . -tao_nls_pmsfac - merit shrink factor 8444aa34175SJason Sarich . -tao_nls_eta1 - poor steplength; reduce radius 8454aa34175SJason Sarich . -tao_nls_eta2 - reasonable steplength; leave radius 8464aa34175SJason Sarich . -tao_nls_eta3 - good steplength; increase readius 8474aa34175SJason Sarich . -tao_nls_eta4 - excellent steplength; greatly increase radius 8484aa34175SJason Sarich . -tao_nls_alpha1 - alpha1 reduction 8494aa34175SJason Sarich . -tao_nls_alpha2 - alpha2 reduction 8504aa34175SJason Sarich . -tao_nls_alpha3 - alpha3 reduction 8514aa34175SJason Sarich . -tao_nls_alpha4 - alpha4 reduction 8524aa34175SJason Sarich . -tao_nls_alpha - alpha5 reduction 8534aa34175SJason Sarich . -tao_nls_mu1 - mu1 interpolation update 8544aa34175SJason Sarich . -tao_nls_mu2 - mu2 interpolation update 8554aa34175SJason Sarich . -tao_nls_gamma1 - gamma1 interpolation update 8564aa34175SJason Sarich . -tao_nls_gamma2 - gamma2 interpolation update 8574aa34175SJason Sarich . -tao_nls_gamma3 - gamma3 interpolation update 8584aa34175SJason Sarich . -tao_nls_gamma4 - gamma4 interpolation update 8594aa34175SJason Sarich . -tao_nls_theta - theta interpolation update 8604aa34175SJason Sarich . -tao_nls_omega1 - omega1 step update 8614aa34175SJason Sarich . -tao_nls_omega2 - omega2 step update 8624aa34175SJason Sarich . -tao_nls_omega3 - omega3 step update 8634aa34175SJason Sarich . -tao_nls_omega4 - omega4 step update 8644aa34175SJason Sarich . -tao_nls_omega5 - omega5 step update 8651522df2eSJason Sarich . -tao_nls_mu1_i - mu1 interpolation init factor 8661522df2eSJason Sarich . -tao_nls_mu2_i - mu2 interpolation init factor 8671522df2eSJason Sarich . -tao_nls_gamma1_i - gamma1 interpolation init factor 8681522df2eSJason Sarich . -tao_nls_gamma2_i - gamma2 interpolation init factor 8691522df2eSJason Sarich . -tao_nls_gamma3_i - gamma3 interpolation init factor 8701522df2eSJason Sarich . -tao_nls_gamma4_i - gamma4 interpolation init factor 8711522df2eSJason Sarich - -tao_nls_theta_i - theta interpolation init factor 8721eb8069cSJason Sarich 8731eb8069cSJason Sarich Level: beginner 8741522df2eSJason Sarich M*/ 8754aa34175SJason Sarich 876728e0ed0SBarry Smith PETSC_EXTERN PetscErrorCode TaoCreate_NLS(Tao tao) 877a7e14dcfSSatish Balay { 878a7e14dcfSSatish Balay TAO_NLS *nlsP; 8798caf6e8cSBarry Smith const char *morethuente_type = TAOLINESEARCHMT; 880a7e14dcfSSatish Balay 881a7e14dcfSSatish Balay PetscFunctionBegin; 8829566063dSJacob Faibussowitsch PetscCall(PetscNewLog(tao,&nlsP)); 883a7e14dcfSSatish Balay 884a7e14dcfSSatish Balay tao->ops->setup = TaoSetUp_NLS; 885a7e14dcfSSatish Balay tao->ops->solve = TaoSolve_NLS; 886a7e14dcfSSatish Balay tao->ops->view = TaoView_NLS; 887a7e14dcfSSatish Balay tao->ops->setfromoptions = TaoSetFromOptions_NLS; 888a7e14dcfSSatish Balay tao->ops->destroy = TaoDestroy_NLS; 889a7e14dcfSSatish Balay 8906552cf8aSJason Sarich /* Override default settings (unless already changed) */ 8916552cf8aSJason Sarich if (!tao->max_it_changed) tao->max_it = 50; 8926552cf8aSJason Sarich if (!tao->trust0_changed) tao->trust0 = 100.0; 8936552cf8aSJason Sarich 894a7e14dcfSSatish Balay tao->data = (void*)nlsP; 895a7e14dcfSSatish Balay 896a7e14dcfSSatish Balay nlsP->sval = 0.0; 897a7e14dcfSSatish Balay nlsP->imin = 1.0e-4; 898a7e14dcfSSatish Balay nlsP->imax = 1.0e+2; 899a7e14dcfSSatish Balay nlsP->imfac = 1.0e-1; 900a7e14dcfSSatish Balay 901a7e14dcfSSatish Balay nlsP->pmin = 1.0e-12; 902a7e14dcfSSatish Balay nlsP->pmax = 1.0e+2; 903a7e14dcfSSatish Balay nlsP->pgfac = 1.0e+1; 904a7e14dcfSSatish Balay nlsP->psfac = 4.0e-1; 905a7e14dcfSSatish Balay nlsP->pmgfac = 1.0e-1; 906a7e14dcfSSatish Balay nlsP->pmsfac = 1.0e-1; 907a7e14dcfSSatish Balay 908a7e14dcfSSatish Balay /* Default values for trust-region radius update based on steplength */ 909a7e14dcfSSatish Balay nlsP->nu1 = 0.25; 910a7e14dcfSSatish Balay nlsP->nu2 = 0.50; 911a7e14dcfSSatish Balay nlsP->nu3 = 1.00; 912a7e14dcfSSatish Balay nlsP->nu4 = 1.25; 913a7e14dcfSSatish Balay 914a7e14dcfSSatish Balay nlsP->omega1 = 0.25; 915a7e14dcfSSatish Balay nlsP->omega2 = 0.50; 916a7e14dcfSSatish Balay nlsP->omega3 = 1.00; 917a7e14dcfSSatish Balay nlsP->omega4 = 2.00; 918a7e14dcfSSatish Balay nlsP->omega5 = 4.00; 919a7e14dcfSSatish Balay 920a7e14dcfSSatish Balay /* Default values for trust-region radius update based on reduction */ 921a7e14dcfSSatish Balay nlsP->eta1 = 1.0e-4; 922a7e14dcfSSatish Balay nlsP->eta2 = 0.25; 923a7e14dcfSSatish Balay nlsP->eta3 = 0.50; 924a7e14dcfSSatish Balay nlsP->eta4 = 0.90; 925a7e14dcfSSatish Balay 926a7e14dcfSSatish Balay nlsP->alpha1 = 0.25; 927a7e14dcfSSatish Balay nlsP->alpha2 = 0.50; 928a7e14dcfSSatish Balay nlsP->alpha3 = 1.00; 929a7e14dcfSSatish Balay nlsP->alpha4 = 2.00; 930a7e14dcfSSatish Balay nlsP->alpha5 = 4.00; 931a7e14dcfSSatish Balay 932a7e14dcfSSatish Balay /* Default values for trust-region radius update based on interpolation */ 933a7e14dcfSSatish Balay nlsP->mu1 = 0.10; 934a7e14dcfSSatish Balay nlsP->mu2 = 0.50; 935a7e14dcfSSatish Balay 936a7e14dcfSSatish Balay nlsP->gamma1 = 0.25; 937a7e14dcfSSatish Balay nlsP->gamma2 = 0.50; 938a7e14dcfSSatish Balay nlsP->gamma3 = 2.00; 939a7e14dcfSSatish Balay nlsP->gamma4 = 4.00; 940a7e14dcfSSatish Balay 941a7e14dcfSSatish Balay nlsP->theta = 0.05; 942a7e14dcfSSatish Balay 943a7e14dcfSSatish Balay /* Default values for trust region initialization based on interpolation */ 944a7e14dcfSSatish Balay nlsP->mu1_i = 0.35; 945a7e14dcfSSatish Balay nlsP->mu2_i = 0.50; 946a7e14dcfSSatish Balay 947a7e14dcfSSatish Balay nlsP->gamma1_i = 0.0625; 948a7e14dcfSSatish Balay nlsP->gamma2_i = 0.5; 949a7e14dcfSSatish Balay nlsP->gamma3_i = 2.0; 950a7e14dcfSSatish Balay nlsP->gamma4_i = 5.0; 951a7e14dcfSSatish Balay 952a7e14dcfSSatish Balay nlsP->theta_i = 0.25; 953a7e14dcfSSatish Balay 954a7e14dcfSSatish Balay /* Remaining parameters */ 955a7e14dcfSSatish Balay nlsP->min_radius = 1.0e-10; 956a7e14dcfSSatish Balay nlsP->max_radius = 1.0e10; 957a7e14dcfSSatish Balay nlsP->epsilon = 1.0e-6; 958a7e14dcfSSatish Balay 959a7e14dcfSSatish Balay nlsP->init_type = NLS_INIT_INTERPOLATION; 960a7e14dcfSSatish Balay nlsP->update_type = NLS_UPDATE_STEP; 961a7e14dcfSSatish Balay 9629566063dSJacob Faibussowitsch PetscCall(TaoLineSearchCreate(((PetscObject)tao)->comm,&tao->linesearch)); 9639566063dSJacob Faibussowitsch PetscCall(PetscObjectIncrementTabLevel((PetscObject)tao->linesearch,(PetscObject)tao,1)); 9649566063dSJacob Faibussowitsch PetscCall(TaoLineSearchSetType(tao->linesearch,morethuente_type)); 9659566063dSJacob Faibussowitsch PetscCall(TaoLineSearchUseTaoRoutines(tao->linesearch,tao)); 9669566063dSJacob Faibussowitsch PetscCall(TaoLineSearchSetOptionsPrefix(tao->linesearch,tao->hdr.prefix)); 967a7e14dcfSSatish Balay 968a7e14dcfSSatish Balay /* Set linear solver to default for symmetric matrices */ 9699566063dSJacob Faibussowitsch PetscCall(KSPCreate(((PetscObject)tao)->comm,&tao->ksp)); 9709566063dSJacob Faibussowitsch PetscCall(PetscObjectIncrementTabLevel((PetscObject)tao->ksp,(PetscObject)tao,1)); 9719566063dSJacob Faibussowitsch PetscCall(KSPSetOptionsPrefix(tao->ksp,tao->hdr.prefix)); 9729566063dSJacob Faibussowitsch PetscCall(KSPAppendOptionsPrefix(tao->ksp,"tao_nls_")); 9739566063dSJacob Faibussowitsch PetscCall(KSPSetType(tao->ksp,KSPSTCG)); 974a7e14dcfSSatish Balay PetscFunctionReturn(0); 975a7e14dcfSSatish Balay } 976