Actual source code: ssfls.c

petsc-3.11.2 2019-05-18
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  1:  #include <../src/tao/complementarity/impls/ssls/ssls.h>

  3: PetscErrorCode TaoSetUp_SSFLS(Tao tao)
  4: {
  5:   TAO_SSLS       *ssls = (TAO_SSLS *)tao->data;

  9:   VecDuplicate(tao->solution,&tao->gradient);
 10:   VecDuplicate(tao->solution,&tao->stepdirection);
 11:   VecDuplicate(tao->solution,&ssls->w);
 12:   VecDuplicate(tao->solution,&ssls->ff);
 13:   VecDuplicate(tao->solution,&ssls->dpsi);
 14:   VecDuplicate(tao->solution,&ssls->da);
 15:   VecDuplicate(tao->solution,&ssls->db);
 16:   VecDuplicate(tao->solution,&ssls->t1);
 17:   VecDuplicate(tao->solution,&ssls->t2);
 18:   if (!tao->XL) {
 19:     VecDuplicate(tao->solution,&tao->XL);
 20:   }
 21:   if (!tao->XU) {
 22:     VecDuplicate(tao->solution,&tao->XU);
 23:   }
 24:   TaoLineSearchSetVariableBounds(tao->linesearch,tao->XL,tao->XU);
 25:   return(0);
 26: }

 28: static PetscErrorCode TaoSolve_SSFLS(Tao tao)
 29: {
 30:   TAO_SSLS                     *ssls = (TAO_SSLS *)tao->data;
 31:   PetscReal                    psi, ndpsi, normd, innerd, t=0;
 32:   PetscReal                    delta, rho;
 33:   TaoLineSearchConvergedReason ls_reason;
 34:   PetscErrorCode               ierr;

 37:   /* Assume that Setup has been called!
 38:      Set the structure for the Jacobian and create a linear solver. */
 39:   delta = ssls->delta;
 40:   rho = ssls->rho;

 42:   TaoComputeVariableBounds(tao);
 43:   /* Project solution inside bounds */
 44:   VecMedian(tao->XL,tao->solution,tao->XU,tao->solution);
 45:   TaoLineSearchSetObjectiveAndGradientRoutine(tao->linesearch,Tao_SSLS_FunctionGradient,tao);
 46:   TaoLineSearchSetObjectiveRoutine(tao->linesearch,Tao_SSLS_Function,tao);

 48:   /* Calculate the function value and fischer function value at the
 49:      current iterate */
 50:   TaoLineSearchComputeObjectiveAndGradient(tao->linesearch,tao->solution,&psi,ssls->dpsi);
 51:   VecNorm(ssls->dpsi,NORM_2,&ndpsi);

 53:   tao->reason = TAO_CONTINUE_ITERATING;
 54:   while (PETSC_TRUE) {
 55:     ierr=PetscInfo3(tao, "iter: %D, merit: %g, ndpsi: %g\n",tao->niter, (double)ssls->merit, (double)ndpsi);
 56:     /* Check the termination criteria */
 57:     TaoLogConvergenceHistory(tao,ssls->merit,ndpsi,0.0,tao->ksp_its);
 58:     TaoMonitor(tao,tao->niter,ssls->merit,ndpsi,0.0,t);
 59:     (*tao->ops->convergencetest)(tao,tao->cnvP);
 60:     if (tao->reason!=TAO_CONTINUE_ITERATING) break;
 61: 
 62:     /* Call general purpose update function */
 63:     if (tao->ops->update) {
 64:       (*tao->ops->update)(tao, tao->niter, tao->user_update);
 65:     }
 66:     tao->niter++;

 68:     /* Calculate direction.  (Really negative of newton direction.  Therefore,
 69:        rest of the code uses -d.) */
 70:     KSPSetOperators(tao->ksp,tao->jacobian,tao->jacobian_pre);
 71:     KSPSolve(tao->ksp,ssls->ff,tao->stepdirection);
 72:     KSPGetIterationNumber(tao->ksp,&tao->ksp_its);
 73:     tao->ksp_tot_its+=tao->ksp_its;

 75:     VecCopy(tao->stepdirection,ssls->w);
 76:     VecScale(ssls->w,-1.0);
 77:     VecBoundGradientProjection(ssls->w,tao->solution,tao->XL,tao->XU,ssls->w);

 79:     VecNorm(ssls->w,NORM_2,&normd);
 80:     VecDot(ssls->w,ssls->dpsi,&innerd);

 82:     /* Make sure that we have a descent direction */
 83:     if (innerd >= -delta*PetscPowReal(normd, rho)) {
 84:       PetscInfo(tao, "newton direction not descent\n");
 85:       VecCopy(ssls->dpsi,tao->stepdirection);
 86:       VecDot(ssls->w,ssls->dpsi,&innerd);
 87:     }

 89:     VecScale(tao->stepdirection, -1.0);
 90:     innerd = -innerd;

 92:     TaoLineSearchSetInitialStepLength(tao->linesearch,1.0);
 93:     TaoLineSearchApply(tao->linesearch,tao->solution,&psi,ssls->dpsi,tao->stepdirection,&t,&ls_reason);
 94:     VecNorm(ssls->dpsi,NORM_2,&ndpsi);
 95:   }
 96:   return(0);
 97: }

 99: PetscErrorCode TaoDestroy_SSFLS(Tao tao)
100: {
101:   TAO_SSLS       *ssls = (TAO_SSLS *)tao->data;

105:   VecDestroy(&ssls->ff);
106:   VecDestroy(&ssls->w);
107:   VecDestroy(&ssls->dpsi);
108:   VecDestroy(&ssls->da);
109:   VecDestroy(&ssls->db);
110:   VecDestroy(&ssls->t1);
111:   VecDestroy(&ssls->t2);
112:   PetscFree(tao->data);
113:   return(0);
114: }

116: /* ---------------------------------------------------------- */
117: /*MC
118:    TAOSSFLS - Semi-smooth feasible linesearch algorithm for solving
119:        complementarity constraints

121:    Options Database Keys:
122: + -tao_ssls_delta - descent test fraction
123: - -tao_ssls_rho - descent test power

125:    Level: beginner
126: M*/

128: PETSC_EXTERN PetscErrorCode TaoCreate_SSFLS(Tao tao)
129: {
130:   TAO_SSLS       *ssls;
132:   const char     *armijo_type = TAOLINESEARCHARMIJO;

135:   PetscNewLog(tao,&ssls);
136:   tao->data = (void*)ssls;
137:   tao->ops->solve=TaoSolve_SSFLS;
138:   tao->ops->setup=TaoSetUp_SSFLS;
139:   tao->ops->view=TaoView_SSLS;
140:   tao->ops->setfromoptions = TaoSetFromOptions_SSLS;
141:   tao->ops->destroy = TaoDestroy_SSFLS;

143:   ssls->delta = 1e-10;
144:   ssls->rho = 2.1;

146:   TaoLineSearchCreate(((PetscObject)tao)->comm,&tao->linesearch);
147:   PetscObjectIncrementTabLevel((PetscObject)tao->linesearch, (PetscObject)tao, 1);
148:   TaoLineSearchSetType(tao->linesearch,armijo_type);
149:   TaoLineSearchSetOptionsPrefix(tao->linesearch,tao->hdr.prefix);
150:   TaoLineSearchSetFromOptions(tao->linesearch);
151:   /* Linesearch objective and objectivegradient routines are  set in solve routine */
152:   KSPCreate(((PetscObject)tao)->comm,&tao->ksp);
153:   PetscObjectIncrementTabLevel((PetscObject)tao->ksp, (PetscObject)tao, 1);
154:   KSPSetOptionsPrefix(tao->ksp,tao->hdr.prefix);

156:   /* Override default settings (unless already changed) */
157:   if (!tao->max_it_changed) tao->max_it = 2000;
158:   if (!tao->max_funcs_changed) tao->max_funcs = 4000;
159:   if (!tao->gttol_changed) tao->gttol = 0;
160:   if (!tao->grtol_changed) tao->grtol = 0;
161: #if defined(PETSC_USE_REAL_SINGLE)
162:   if (!tao->gatol_changed) tao->gatol = 1.0e-6;
163:   if (!tao->fmin_changed)  tao->fmin = 1.0e-4;
164: #else
165:   if (!tao->gatol_changed) tao->gatol = 1.0e-16;
166:   if (!tao->fmin_changed)  tao->fmin = 1.0e-8;
167: #endif
168:   return(0);
169: }