Actual source code: ssils.c

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

  3: PetscErrorCode TaoSetUp_SSILS(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->ff);
 12:   VecDuplicate(tao->solution,&ssls->dpsi);
 13:   VecDuplicate(tao->solution,&ssls->da);
 14:   VecDuplicate(tao->solution,&ssls->db);
 15:   VecDuplicate(tao->solution,&ssls->t1);
 16:   VecDuplicate(tao->solution,&ssls->t2);
 17:   return(0);
 18: }

 20: PetscErrorCode TaoDestroy_SSILS(Tao tao)
 21: {
 22:   TAO_SSLS       *ssls = (TAO_SSLS *)tao->data;

 26:   VecDestroy(&ssls->ff);
 27:   VecDestroy(&ssls->dpsi);
 28:   VecDestroy(&ssls->da);
 29:   VecDestroy(&ssls->db);
 30:   VecDestroy(&ssls->t1);
 31:   VecDestroy(&ssls->t2);
 32:   PetscFree(tao->data);
 33:   return(0);
 34: }

 36: static PetscErrorCode TaoSolve_SSILS(Tao tao)
 37: {
 38:   TAO_SSLS                     *ssls = (TAO_SSLS *)tao->data;
 39:   PetscReal                    psi, ndpsi, normd, innerd, t=0;
 40:   PetscReal                    delta, rho;
 41:   TaoLineSearchConvergedReason ls_reason;
 42:   PetscErrorCode               ierr;

 45:   /* Assume that Setup has been called!
 46:      Set the structure for the Jacobian and create a linear solver. */
 47:   delta = ssls->delta;
 48:   rho = ssls->rho;

 50:   TaoComputeVariableBounds(tao);
 51:   VecMedian(tao->XL,tao->solution,tao->XU,tao->solution);
 52:   TaoLineSearchSetObjectiveAndGradientRoutine(tao->linesearch,Tao_SSLS_FunctionGradient,tao);
 53:   TaoLineSearchSetObjectiveRoutine(tao->linesearch,Tao_SSLS_Function,tao);

 55:   /* Calculate the function value and fischer function value at the
 56:      current iterate */
 57:   TaoLineSearchComputeObjectiveAndGradient(tao->linesearch,tao->solution,&psi,ssls->dpsi);
 58:   VecNorm(ssls->dpsi,NORM_2,&ndpsi);

 60:   tao->reason = TAO_CONTINUE_ITERATING;
 61:   while (PETSC_TRUE) {
 62:     ierr=PetscInfo3(tao, "iter: %D, merit: %g, ndpsi: %g\n",tao->niter, (double)ssls->merit, (double)ndpsi);
 63:     /* Check the termination criteria */
 64:     TaoLogConvergenceHistory(tao,ssls->merit,ndpsi,0.0,tao->ksp_its);
 65:     TaoMonitor(tao,tao->niter,ssls->merit,ndpsi,0.0,t);
 66:     (*tao->ops->convergencetest)(tao,tao->cnvP);
 67:     if (tao->reason!=TAO_CONTINUE_ITERATING) break;
 68: 
 69:     /* Call general purpose update function */
 70:     if (tao->ops->update) {
 71:       (*tao->ops->update)(tao, tao->niter, tao->user_update);
 72:     }
 73:     tao->niter++;

 75:     /* Calculate direction.  (Really negative of newton direction.  Therefore,
 76:        rest of the code uses -d.) */
 77:     KSPSetOperators(tao->ksp,tao->jacobian,tao->jacobian_pre);
 78:     KSPSolve(tao->ksp,ssls->ff,tao->stepdirection);
 79:     KSPGetIterationNumber(tao->ksp,&tao->ksp_its);
 80:     tao->ksp_tot_its+=tao->ksp_its;
 81:     VecNorm(tao->stepdirection,NORM_2,&normd);
 82:     VecDot(tao->stepdirection,ssls->dpsi,&innerd);

 84:     /* Make sure that we have a descent direction */
 85:     if (innerd <= delta*PetscPowReal(normd, rho)) {
 86:       PetscInfo(tao, "newton direction not descent\n");
 87:       VecCopy(ssls->dpsi,tao->stepdirection);
 88:       VecDot(tao->stepdirection,ssls->dpsi,&innerd);
 89:     }

 91:     VecScale(tao->stepdirection, -1.0);
 92:     innerd = -innerd;

 94:     TaoLineSearchSetInitialStepLength(tao->linesearch,1.0);
 95:     TaoLineSearchApply(tao->linesearch,tao->solution,&psi,ssls->dpsi,tao->stepdirection,&t,&ls_reason);
 96:     VecNorm(ssls->dpsi,NORM_2,&ndpsi);
 97:   }
 98:   return(0);
 99: }

101: /* ---------------------------------------------------------- */
102: /*MC
103:    TAOSSILS - semi-smooth infeasible linesearch algorithm for solving
104:        complementarity constraints

106:    Options Database Keys:
107: + -tao_ssls_delta - descent test fraction
108: - -tao_ssls_rho - descent test power

110:    Level: beginner
111: M*/
112: PETSC_EXTERN PetscErrorCode TaoCreate_SSILS(Tao tao)
113: {
114:   TAO_SSLS       *ssls;
116:   const char     *armijo_type = TAOLINESEARCHARMIJO;

119:   PetscNewLog(tao,&ssls);
120:   tao->data = (void*)ssls;
121:   tao->ops->solve=TaoSolve_SSILS;
122:   tao->ops->setup=TaoSetUp_SSILS;
123:   tao->ops->view=TaoView_SSLS;
124:   tao->ops->setfromoptions=TaoSetFromOptions_SSLS;
125:   tao->ops->destroy = TaoDestroy_SSILS;

127:   ssls->delta = 1e-10;
128:   ssls->rho = 2.1;

130:   TaoLineSearchCreate(((PetscObject)tao)->comm,&tao->linesearch);
131:   PetscObjectIncrementTabLevel((PetscObject)tao->linesearch, (PetscObject)tao, 1);
132:   TaoLineSearchSetType(tao->linesearch,armijo_type);
133:   TaoLineSearchSetOptionsPrefix(tao->linesearch,tao->hdr.prefix);
134:   TaoLineSearchSetFromOptions(tao->linesearch);
135:   /* Note: linesearch objective and objectivegradient routines are set in solve routine */
136:   KSPCreate(((PetscObject)tao)->comm,&tao->ksp);
137:   PetscObjectIncrementTabLevel((PetscObject)tao->ksp, (PetscObject)tao, 1);
138:   KSPSetOptionsPrefix(tao->ksp,tao->hdr.prefix);

140:   /* Override default settings (unless already changed) */
141:   if (!tao->max_it_changed) tao->max_it = 2000;
142:   if (!tao->max_funcs_changed) tao->max_funcs = 4000;
143:   if (!tao->gttol_changed) tao->gttol = 0;
144:   if (!tao->grtol_changed) tao->grtol = 0;
145: #if defined(PETSC_USE_REAL_SINGLE)
146:   if (!tao->gatol_changed) tao->gatol = 1.0e-6;
147:   if (!tao->fmin_changed)  tao->fmin = 1.0e-4;
148: #else
149:   if (!tao->gatol_changed) tao->gatol = 1.0e-16;
150:   if (!tao->fmin_changed)  tao->fmin = 1.0e-8;
151: #endif
152:   return(0);
153: }