static PetscErrorCode SNESLineSearchApply_CP(SNESLineSearch linesearch)
{
PetscBool changed_y, changed_w;
PetscErrorCode ierr;
Vec X, Y, F, W;
SNES snes;
PetscReal xnorm, ynorm, gnorm, steptol, atol, rtol, ltol, maxstep;
PetscReal lambda, lambda_old, lambda_update, delLambda;
PetscScalar fty, fty_init, fty_old, fty_mid1, fty_mid2, s;
PetscInt i, max_its;
PetscViewer monitor;
PetscFunctionBegin;
ierr = SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, NULL);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);
ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr);
ierr = SNESLineSearchGetLambda(linesearch, &lambda);CHKERRQ(ierr);
ierr = SNESLineSearchGetTolerances(linesearch, &steptol, &maxstep, &rtol, &atol, <ol, &max_its);CHKERRQ(ierr);
ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_SUCCEEDED);CHKERRQ(ierr);
ierr = SNESLineSearchGetDefaultMonitor(linesearch, &monitor);CHKERRQ(ierr);
/* precheck */
ierr = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr);
lambda_old = 0.0;
ierr = VecDot(F,Y,&fty_old);CHKERRQ(ierr);
fty_init = fty_old;
for (i = 0; i < max_its; i++) {
/* compute the norm at lambda */
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
ierr = (*linesearch->ops->snesfunc)(snes,W,F);CHKERRQ(ierr);
ierr = VecDot(F,Y,&fty);CHKERRQ(ierr);
delLambda = lambda - lambda_old;
/* check for convergence */
if (PetscAbsReal(delLambda) < steptol*lambda) break;
if (PetscAbsScalar(fty) / PetscAbsScalar(fty_init) < rtol) break;
if (PetscAbsScalar(fty) < atol && i > 0) break;
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: lambdas = [%g, %g], ftys = [%g, %g]\n",(double)lambda, (double)lambda_old, (double)PetscRealPart(fty), (double)PetscRealPart(fty_old));CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
/* compute the search direction */
if (linesearch->order == SNES_LINESEARCH_ORDER_LINEAR) {
s = (fty - fty_old) / delLambda;
} else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) {
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -0.5*(lambda + lambda_old), Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
ierr = (*linesearch->ops->snesfunc)(snes,W,F);CHKERRQ(ierr);
ierr = VecDot(F, Y, &fty_mid1);CHKERRQ(ierr);
s = (3.*fty - 4.*fty_mid1 + fty_old) / delLambda;
} else {
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -0.5*(lambda + lambda_old), Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
ierr = (*linesearch->ops->snesfunc)(snes,W,F);CHKERRQ(ierr);
ierr = VecDot(F, Y, &fty_mid1);CHKERRQ(ierr);
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -(lambda + 0.5*(lambda - lambda_old)), Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
ierr = (*linesearch->ops->snesfunc)(snes, W, F);CHKERRQ(ierr);
ierr = VecDot(F, Y, &fty_mid2);CHKERRQ(ierr);
s = (2.*fty_mid2 + 3.*fty - 6.*fty_mid1 + fty_old) / (3.*delLambda);
}
/* if the solve is going in the wrong direction, fix it */
if (PetscRealPart(s) > 0.) s = -s;
lambda_update = lambda - PetscRealPart(fty / s);
/* switch directions if we stepped out of bounds */
if (lambda_update < steptol) lambda_update = lambda + PetscRealPart(fty / s);
if (PetscIsInfOrNanReal(lambda_update)) break;
if (lambda_update > maxstep) break;
/* compute the new state of the line search */
lambda_old = lambda;
lambda = lambda_update;
fty_old = fty;
}
/* construct the solution */
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
/* postcheck */
ierr = SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr);
if (changed_y) {
ierr = VecAXPY(X, -lambda, Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, X);CHKERRQ(ierr);
}
} else {
ierr = VecCopy(W, X);CHKERRQ(ierr);
}
ierr = (*linesearch->ops->snesfunc)(snes,X,F);CHKERRQ(ierr);
ierr = SNESLineSearchComputeNorms(linesearch);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);
ierr = SNESLineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr);
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search terminated: lambda = %g, fnorms = %g\n", (double)lambda, (double)gnorm);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
if (lambda <= steptol) {
ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_REDUCT);CHKERRQ(ierr);
}
PetscFunctionReturn(0);
}
static PetscErrorCode SNESLineSearchApply_Basic(SNESLineSearch linesearch)
{
PetscBool changed_y, changed_w;
PetscErrorCode ierr;
Vec X, F, Y, W;
SNES snes;
PetscReal gnorm, xnorm, ynorm, lambda;
PetscBool domainerror;
PetscFunctionBegin;
ierr = SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, NULL);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);
ierr = SNESLineSearchGetLambda(linesearch, &lambda);CHKERRQ(ierr);
ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr);
ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_SUCCEEDED);CHKERRQ(ierr);
/* precheck */
ierr = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr);
/* update */
ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
/* postcheck */
ierr = SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr);
if (changed_y) {
ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
}
if (linesearch->norms || snes->iter < snes->max_its-1) {
ierr = (*linesearch->ops->snesfunc)(snes,W,F);CHKERRQ(ierr);
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) {
ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_DOMAIN);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
}
if (linesearch->norms) {
if (!linesearch->ops->vinorm) VecNormBegin(F, NORM_2, &linesearch->fnorm);
ierr = VecNormBegin(Y, NORM_2, &linesearch->ynorm);CHKERRQ(ierr);
ierr = VecNormBegin(W, NORM_2, &linesearch->xnorm);CHKERRQ(ierr);
if (!linesearch->ops->vinorm) VecNormEnd(F, NORM_2, &linesearch->fnorm);
ierr = VecNormEnd(Y, NORM_2, &linesearch->ynorm);CHKERRQ(ierr);
ierr = VecNormEnd(W, NORM_2, &linesearch->xnorm);CHKERRQ(ierr);
if (linesearch->ops->vinorm) {
linesearch->fnorm = gnorm;
ierr = (*linesearch->ops->vinorm)(snes, F, W, &linesearch->fnorm);CHKERRQ(ierr);
} else {
ierr = VecNorm(F,NORM_2,&linesearch->fnorm);CHKERRQ(ierr);
}
}
/* copy the solution over */
ierr = VecCopy(W, X);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
static PetscErrorCode SNESLineSearchApply_NLEQERR(SNESLineSearch linesearch)
{
PetscBool changed_y,changed_w;
PetscErrorCode ierr;
Vec X,F,Y,W,G;
SNES snes;
PetscReal fnorm, xnorm, ynorm, gnorm, wnorm;
PetscReal lambda, minlambda, stol;
PetscViewer monitor;
PetscInt max_its, count, snes_iteration;
PetscReal theta, mudash, lambdadash;
SNESLineSearch_NLEQERR *nleqerr = (SNESLineSearch_NLEQERR*)linesearch->data;
KSPConvergedReason kspreason;
PetscFunctionBegin;
ierr = PetscCitationsRegister(NLEQERR_citation, &NLEQERR_cited);CHKERRQ(ierr);
ierr = SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, &G);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr);
ierr = SNESLineSearchGetLambda(linesearch, &lambda);CHKERRQ(ierr);
ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr);
ierr = SNESLineSearchGetDefaultMonitor(linesearch, &monitor);CHKERRQ(ierr);
ierr = SNESLineSearchGetTolerances(linesearch,&minlambda,NULL,NULL,NULL,NULL,&max_its);CHKERRQ(ierr);
ierr = SNESGetTolerances(snes,NULL,NULL,&stol,NULL,NULL);CHKERRQ(ierr);
/* reset the state of the Lipschitz estimates */
ierr = SNESGetIterationNumber(snes, &snes_iteration);CHKERRQ(ierr);
if (!snes_iteration) {
ierr = SNESLineSearchReset_NLEQERR(linesearch);CHKERRQ(ierr);
}
/* precheck */
ierr = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr);
ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_SUCCEEDED);CHKERRQ(ierr);
ierr = VecNormBegin(Y, NORM_2, &ynorm);CHKERRQ(ierr);
ierr = VecNormBegin(X, NORM_2, &xnorm);CHKERRQ(ierr);
ierr = VecNormEnd(Y, NORM_2, &ynorm);CHKERRQ(ierr);
ierr = VecNormEnd(X, NORM_2, &xnorm);CHKERRQ(ierr);
/* Note: Y is *minus* the Newton step. For whatever reason PETSc doesn't solve with the minus on the RHS. */
if (ynorm == 0.0) {
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: Initial direction and size is 0\n");CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
ierr = VecCopy(X,W);CHKERRQ(ierr);
ierr = VecCopy(F,G);CHKERRQ(ierr);
ierr = SNESLineSearchSetNorms(linesearch,xnorm,fnorm,ynorm);CHKERRQ(ierr);
ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_REDUCT);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
/* At this point, we've solved the Newton system for delta_x, and we assume that
its norm is greater than the solution tolerance (otherwise we wouldn't be in
here). So let's go ahead and estimate the Lipschitz constant.
W contains bar_delta_x_prev at this point. */
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: norm of Newton step: %14.12e\n", (double) ynorm);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
/* this needs information from a previous iteration, so can't do it on the first one */
if (nleqerr->norm_delta_x_prev > 0 && nleqerr->norm_bar_delta_x_prev > 0) {
ierr = VecWAXPY(G, +1.0, Y, W);CHKERRQ(ierr); /* bar_delta_x - delta_x; +1 because Y is -delta_x */
ierr = VecNormBegin(G, NORM_2, &gnorm);CHKERRQ(ierr);
ierr = VecNormEnd(G, NORM_2, &gnorm);CHKERRQ(ierr);
nleqerr->mu_curr = nleqerr->lambda_prev * (nleqerr->norm_delta_x_prev * nleqerr->norm_bar_delta_x_prev) / (gnorm * ynorm);
lambda = PetscMin(1.0, nleqerr->mu_curr);
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: Lipschitz estimate: %14.12e; lambda: %14.12e\n", (double) nleqerr->mu_curr, (double) lambda);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
} else {
lambda = linesearch->damping;
}
/* The main while loop of the algorithm.
At the end of this while loop, G should have the accepted new X in it. */
count = 0;
while (PETSC_TRUE) {
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: entering iteration with lambda: %14.12e\n", lambda);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
/* Check that we haven't performed too many iterations */
count += 1;
if (count >= max_its) {
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: maximum iterations reached\n");CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_REDUCT);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
/* Now comes the Regularity Test. */
if (lambda <= minlambda) {
/* This isn't what is suggested by Deuflhard, but it works better in my experience */
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: lambda has reached lambdamin, taking full Newton step\n");CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
lambda = 1.0;
ierr = VecWAXPY(G, -lambda, Y, X);CHKERRQ(ierr);
/* and clean up the state for next time */
ierr = SNESLineSearchReset_NLEQERR(linesearch);CHKERRQ(ierr);
/*
The clang static analyzer detected a problem here; once the loop is broken the values
nleqerr->norm_delta_x_prev = ynorm;
nleqerr->norm_bar_delta_x_prev = wnorm;
are set, but wnorm has not even been computed.
I don't know if this is the correct fix but by setting ynorm and wnorm to -1.0 at
least the linesearch object is kept in the state set by the SNESLineSearchReset_NLEQERR() call above
*/
ynorm = wnorm = -1.0;
break;
}
/* Compute new trial iterate */
ierr = VecWAXPY(W, -lambda, Y, X);CHKERRQ(ierr);
ierr = SNESComputeFunction(snes, W, G);CHKERRQ(ierr);
/* Solve linear system for bar_delta_x_curr: old Jacobian, new RHS. Note absence of minus sign, compared to Deuflhard, in keeping with PETSc convention */
ierr = KSPSolve(snes->ksp, G, W);CHKERRQ(ierr);
ierr = KSPGetConvergedReason(snes->ksp, &kspreason);CHKERRQ(ierr);
if (kspreason < 0) {
ierr = PetscInfo(snes,"Solution for \\bar{delta x}^{k+1} failed.");CHKERRQ(ierr);
}
/* W now contains -bar_delta_x_curr. */
ierr = VecNorm(W, NORM_2, &wnorm);CHKERRQ(ierr);
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: norm of simplified Newton update: %14.12e\n", (double) wnorm);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
/* compute the monitoring quantities theta and mudash. */
theta = wnorm / ynorm;
ierr = VecWAXPY(G, -(1.0 - lambda), Y, W);CHKERRQ(ierr);
ierr = VecNorm(G, NORM_2, &gnorm);CHKERRQ(ierr);
mudash = (0.5 * ynorm * lambda * lambda) / gnorm;
/* Check for termination of the linesearch */
if (theta >= 1.0) {
/* need to go around again with smaller lambda */
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: monotonicity check failed, ratio: %14.12e\n", (double) theta);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
lambda = PetscMin(mudash, 0.5 * lambda);
lambda = PetscMax(lambda, minlambda);
/* continue through the loop, i.e. go back to regularity test */
} else {
/* linesearch terminated */
lambdadash = PetscMin(1.0, mudash);
if (lambdadash == 1.0 && lambda == 1.0 && wnorm <= stol) {
/* store the updated state, X - Y - W, in G:
I need to keep W for the next linesearch */
ierr = VecCopy(X, G);CHKERRQ(ierr);
ierr = VecAXPY(G, -1.0, Y);CHKERRQ(ierr);
ierr = VecAXPY(G, -1.0, W);CHKERRQ(ierr);
break;
}
/* Deuflhard suggests to add the following:
else if (lambdadash >= 4.0 * lambda) {
lambda = lambdadash;
}
to continue through the loop, i.e. go back to regularity test.
I deliberately exclude this, as I have practical experience of this
getting stuck in infinite loops (on e.g. an Allen--Cahn problem). */
else {
/* accept iterate without adding on, i.e. don't use bar_delta_x;
again, I need to keep W for the next linesearch */
ierr = VecWAXPY(G, -lambda, Y, X);CHKERRQ(ierr);
break;
}
}
}
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, G);CHKERRQ(ierr);
}
/* W currently contains -bar_delta_u. Scale it so that it contains bar_delta_u. */
ierr = VecScale(W, -1.0);CHKERRQ(ierr);
/* postcheck */
ierr = SNESLineSearchPostCheck(linesearch,X,Y,G,&changed_y,&changed_w);CHKERRQ(ierr);
if (changed_y || changed_w) {
ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_USER);CHKERRQ(ierr);
ierr = PetscInfo(snes,"Changing the search direction here doesn't make sense.\n");CHKERRQ(ierr);
PetscFunctionReturn(0);
}
/* copy the solution and information from this iteration over */
nleqerr->norm_delta_x_prev = ynorm;
nleqerr->norm_bar_delta_x_prev = wnorm;
nleqerr->lambda_prev = lambda;
ierr = VecCopy(G, X);CHKERRQ(ierr);
ierr = SNESComputeFunction(snes, X, F);CHKERRQ(ierr);
ierr = VecNorm(X, NORM_2, &xnorm);CHKERRQ(ierr);
ierr = VecNorm(F, NORM_2, &fnorm);CHKERRQ(ierr);
ierr = SNESLineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr);
ierr = SNESLineSearchSetNorms(linesearch, xnorm, fnorm, (ynorm < 0 ? PETSC_INFINITY : ynorm));CHKERRQ(ierr);
PetscFunctionReturn(0);
}
