Actual source code: ssfls.c

  1: #include <../src/tao/complementarity/impls/ssls/ssls.h>

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

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

 26: static PetscErrorCode TaoSolve_SSFLS(Tao tao)
 27: {
 28:   TAO_SSLS                     *ssls = (TAO_SSLS *)tao->data;
 29:   PetscReal                    psi, ndpsi, normd, innerd, t=0;
 30:   PetscReal                    delta, rho;
 31:   TaoLineSearchConvergedReason ls_reason;

 33:   /* Assume that Setup has been called!
 34:      Set the structure for the Jacobian and create a linear solver. */
 35:   delta = ssls->delta;
 36:   rho = ssls->rho;

 38:   TaoComputeVariableBounds(tao);
 39:   /* Project solution inside bounds */
 40:   VecMedian(tao->XL,tao->solution,tao->XU,tao->solution);
 41:   TaoLineSearchSetObjectiveAndGradientRoutine(tao->linesearch,Tao_SSLS_FunctionGradient,tao);
 42:   TaoLineSearchSetObjectiveRoutine(tao->linesearch,Tao_SSLS_Function,tao);

 44:   /* Calculate the function value and fischer function value at the
 45:      current iterate */
 46:   TaoLineSearchComputeObjectiveAndGradient(tao->linesearch,tao->solution,&psi,ssls->dpsi);
 47:   VecNorm(ssls->dpsi,NORM_2,&ndpsi);

 49:   tao->reason = TAO_CONTINUE_ITERATING;
 50:   while (PETSC_TRUE) {
 51:     PetscInfo(tao, "iter: %D, merit: %g, ndpsi: %g\n",tao->niter, (double)ssls->merit, (double)ndpsi);
 52:     /* Check the termination criteria */
 53:     TaoLogConvergenceHistory(tao,ssls->merit,ndpsi,0.0,tao->ksp_its);
 54:     TaoMonitor(tao,tao->niter,ssls->merit,ndpsi,0.0,t);
 55:     (*tao->ops->convergencetest)(tao,tao->cnvP);
 56:     if (tao->reason!=TAO_CONTINUE_ITERATING) break;

 58:     /* Call general purpose update function */
 59:     if (tao->ops->update) {
 60:       (*tao->ops->update)(tao, tao->niter, tao->user_update);
 61:     }
 62:     tao->niter++;

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

 71:     VecCopy(tao->stepdirection,ssls->w);
 72:     VecScale(ssls->w,-1.0);
 73:     VecBoundGradientProjection(ssls->w,tao->solution,tao->XL,tao->XU,ssls->w);

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

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

 85:     VecScale(tao->stepdirection, -1.0);
 86:     innerd = -innerd;

 88:     TaoLineSearchSetInitialStepLength(tao->linesearch,1.0);
 89:     TaoLineSearchApply(tao->linesearch,tao->solution,&psi,ssls->dpsi,tao->stepdirection,&t,&ls_reason);
 90:     VecNorm(ssls->dpsi,NORM_2,&ndpsi);
 91:   }
 92:   return 0;
 93: }

 95: PetscErrorCode TaoDestroy_SSFLS(Tao tao)
 96: {
 97:   TAO_SSLS       *ssls = (TAO_SSLS *)tao->data;

 99:   VecDestroy(&ssls->ff);
100:   VecDestroy(&ssls->w);
101:   VecDestroy(&ssls->dpsi);
102:   VecDestroy(&ssls->da);
103:   VecDestroy(&ssls->db);
104:   VecDestroy(&ssls->t1);
105:   VecDestroy(&ssls->t2);
106:   PetscFree(tao->data);
107:   return 0;
108: }

110: /* ---------------------------------------------------------- */
111: /*MC
112:    TAOSSFLS - Semi-smooth feasible linesearch algorithm for solving
113:        complementarity constraints

115:    Options Database Keys:
116: + -tao_ssls_delta - descent test fraction
117: - -tao_ssls_rho - descent test power

119:    Level: beginner
120: M*/

122: PETSC_EXTERN PetscErrorCode TaoCreate_SSFLS(Tao tao)
123: {
124:   TAO_SSLS       *ssls;
125:   const char     *armijo_type = TAOLINESEARCHARMIJO;

127:   PetscNewLog(tao,&ssls);
128:   tao->data = (void*)ssls;
129:   tao->ops->solve=TaoSolve_SSFLS;
130:   tao->ops->setup=TaoSetUp_SSFLS;
131:   tao->ops->view=TaoView_SSLS;
132:   tao->ops->setfromoptions = TaoSetFromOptions_SSLS;
133:   tao->ops->destroy = TaoDestroy_SSFLS;

135:   ssls->delta = 1e-10;
136:   ssls->rho = 2.1;

138:   TaoLineSearchCreate(((PetscObject)tao)->comm,&tao->linesearch);
139:   PetscObjectIncrementTabLevel((PetscObject)tao->linesearch, (PetscObject)tao, 1);
140:   TaoLineSearchSetType(tao->linesearch,armijo_type);
141:   TaoLineSearchSetOptionsPrefix(tao->linesearch,tao->hdr.prefix);
142:   TaoLineSearchSetFromOptions(tao->linesearch);
143:   /* Linesearch objective and objectivegradient routines are  set in solve routine */
144:   KSPCreate(((PetscObject)tao)->comm,&tao->ksp);
145:   PetscObjectIncrementTabLevel((PetscObject)tao->ksp, (PetscObject)tao, 1);
146:   KSPSetOptionsPrefix(tao->ksp,tao->hdr.prefix);

148:   /* Override default settings (unless already changed) */
149:   if (!tao->max_it_changed) tao->max_it = 2000;
150:   if (!tao->max_funcs_changed) tao->max_funcs = 4000;
151:   if (!tao->gttol_changed) tao->gttol = 0;
152:   if (!tao->grtol_changed) tao->grtol = 0;
153: #if defined(PETSC_USE_REAL_SINGLE)
154:   if (!tao->gatol_changed) tao->gatol = 1.0e-6;
155:   if (!tao->fmin_changed)  tao->fmin = 1.0e-4;
156: #else
157:   if (!tao->gatol_changed) tao->gatol = 1.0e-16;
158:   if (!tao->fmin_changed)  tao->fmin = 1.0e-8;
159: #endif
160:   return 0;
161: }