static PetscErrorCode SNESLineSearchApply_L2(SNESLineSearch linesearch)
{
PetscBool changed_y, changed_w;
PetscErrorCode ierr;
Vec X;
Vec F;
Vec Y;
Vec W;
SNES snes;
PetscReal gnorm;
PetscReal ynorm;
PetscReal xnorm;
PetscReal steptol, maxstep, rtol, atol, ltol;
PetscViewer monitor;
PetscBool domainerror;
PetscReal lambda, lambda_old, lambda_mid, lambda_update, delLambda;
PetscReal fnrm, fnrm_old, fnrm_mid;
PetscReal delFnrm, delFnrm_old, del2Fnrm;
PetscInt i, max_its;
PetscFunctionBegin;
ierr = SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, PETSC_NULL);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);
ierr = SNESLineSearchGetLambda(linesearch, &lambda);CHKERRQ(ierr);
ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr);
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_TRUE);CHKERRQ(ierr);
ierr = SNESLineSearchGetTolerances(linesearch, &steptol, &maxstep, &rtol, &atol, <ol, &max_its);CHKERRQ(ierr);
ierr = SNESLineSearchGetMonitor(linesearch, &monitor);CHKERRQ(ierr);
/* precheck */
ierr = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr);
lambda_old = 0.0;
fnrm_old = gnorm*gnorm;
lambda_mid = 0.5*(lambda + lambda_old);
for (i = 0; i < max_its; i++) {
/* compute the norm at the midpoint */
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -lambda_mid, Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
ierr = SNESComputeFunction(snes, W, F);CHKERRQ(ierr);
if (linesearch->ops->vinorm) {
fnrm_mid = gnorm;
ierr = (*linesearch->ops->vinorm)(snes, F, W, &fnrm_mid);CHKERRQ(ierr);
} else {
ierr = VecNorm(F, NORM_2, &fnrm_mid);CHKERRQ(ierr);
}
fnrm_mid = fnrm_mid*fnrm_mid;
/* 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 = SNESComputeFunction(snes, W, F);CHKERRQ(ierr);
if (linesearch->ops->vinorm) {
fnrm = gnorm;
ierr = (*linesearch->ops->vinorm)(snes, F, W, &fnrm);CHKERRQ(ierr);
} else {
ierr = VecNorm(F, NORM_2, &fnrm);CHKERRQ(ierr);
}
fnrm = fnrm*fnrm;
/* this gives us the derivatives at the endpoints -- compute them from here
a = x - a0
p_0(x) = (x / dA - 1)(2x / dA - 1)
p_1(x) = 4(x / dA)(1 - x / dA)
p_2(x) = (x / dA)(2x / dA - 1)
dp_0[0] / dx = 3 / dA
dp_1[0] / dx = -4 / dA
dp_2[0] / dx = 1 / dA
dp_0[dA] / dx = -1 / dA
dp_1[dA] / dx = 4 / dA
dp_2[dA] / dx = -3 / dA
d^2p_0[0] / dx^2 = 4 / dA^2
d^2p_1[0] / dx^2 = -8 / dA^2
d^2p_2[0] / dx^2 = 4 / dA^2
*/
delLambda = lambda - lambda_old;
delFnrm = (3.*fnrm - 4.*fnrm_mid + 1.*fnrm_old) / delLambda;
delFnrm_old = (-3.*fnrm_old + 4.*fnrm_mid -1.*fnrm) / delLambda;
del2Fnrm = (delFnrm - delFnrm_old) / delLambda;
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: lambdas = [%g, %g, %g], fnorms = [%g, %g, %g]\n",
lambda, lambda_mid, lambda_old, PetscSqrtReal(fnrm), PetscSqrtReal(fnrm_mid), PetscSqrtReal(fnrm_old));CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
/* compute the search direction -- always go downhill */
if (del2Fnrm > 0.) {
lambda_update = lambda - delFnrm / del2Fnrm;
} else {
lambda_update = lambda + delFnrm / del2Fnrm;
}
if (lambda_update < steptol) {
lambda_update = 0.5*(lambda + lambda_old);
}
if (PetscIsInfOrNanScalar(lambda_update)) break;
if (lambda_update > maxstep) {
break;
}
/* compute the new state of the line search */
lambda_old = lambda;
lambda = lambda_update;
fnrm_old = fnrm;
lambda_mid = 0.5*(lambda + lambda_old);
}
/* 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 = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
ierr = SNESLineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr);
ierr = SNESLineSearchComputeNorms(linesearch);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search terminated: lambda = %g, fnorms = %g\n", lambda, gnorm);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
if (lambda <= steptol) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
}
PetscFunctionReturn(0);
}
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);
}
