Actual source code: ssils.c
petsc-dev 2014-02-02
1: #include <../src/tao/complementarity/impls/ssls/ssls.h>
5: PetscErrorCode TaoSetUp_SSILS(Tao tao)
6: {
7: TAO_SSLS *ssls = (TAO_SSLS *)tao->data;
11: VecDuplicate(tao->solution,&tao->gradient);
12: VecDuplicate(tao->solution,&tao->stepdirection);
13: VecDuplicate(tao->solution,&ssls->ff);
14: VecDuplicate(tao->solution,&ssls->dpsi);
15: VecDuplicate(tao->solution,&ssls->da);
16: VecDuplicate(tao->solution,&ssls->db);
17: VecDuplicate(tao->solution,&ssls->t1);
18: VecDuplicate(tao->solution,&ssls->t2);
19: return(0);
20: }
24: PetscErrorCode TaoDestroy_SSILS(Tao tao)
25: {
26: TAO_SSLS *ssls = (TAO_SSLS *)tao->data;
30: VecDestroy(&ssls->ff);
31: VecDestroy(&ssls->dpsi);
32: VecDestroy(&ssls->da);
33: VecDestroy(&ssls->db);
34: VecDestroy(&ssls->t1);
35: VecDestroy(&ssls->t2);
36: PetscFree(tao->data);
37: return(0);
38: }
42: static PetscErrorCode TaoSolve_SSILS(Tao tao)
43: {
44: TAO_SSLS *ssls = (TAO_SSLS *)tao->data;
45: PetscReal psi, ndpsi, normd, innerd, t=0;
46: PetscReal delta, rho;
47: PetscInt iter=0,kspits;
48: TaoTerminationReason reason;
49: TaoLineSearchTerminationReason ls_reason;
50: PetscErrorCode ierr;
53: /* Assume that Setup has been called!
54: Set the structure for the Jacobian and create a linear solver. */
55: delta = ssls->delta;
56: rho = ssls->rho;
58: TaoComputeVariableBounds(tao);
59: VecMedian(tao->XL,tao->solution,tao->XU,tao->solution);
60: TaoLineSearchSetObjectiveAndGradientRoutine(tao->linesearch,Tao_SSLS_FunctionGradient,tao);
61: TaoLineSearchSetObjectiveRoutine(tao->linesearch,Tao_SSLS_Function,tao);
63: /* Calculate the function value and fischer function value at the
64: current iterate */
65: TaoLineSearchComputeObjectiveAndGradient(tao->linesearch,tao->solution,&psi,ssls->dpsi);
66: VecNorm(ssls->dpsi,NORM_2,&ndpsi);
68: while (1) {
69: ierr=PetscInfo3(tao, "iter: %D, merit: %g, ndpsi: %g\n",iter, (double)ssls->merit, (double)ndpsi);
70: /* Check the termination criteria */
71: TaoMonitor(tao,iter++,ssls->merit,ndpsi,0.0,t,&reason);
72: if (reason!=TAO_CONTINUE_ITERATING) break;
74: /* Calculate direction. (Really negative of newton direction. Therefore,
75: rest of the code uses -d.) */
76: KSPSetOperators(tao->ksp,tao->jacobian,tao->jacobian_pre,ssls->matflag);
77: KSPSolve(tao->ksp,ssls->ff,tao->stepdirection);
78: KSPGetIterationNumber(tao->ksp,&kspits);
79: tao->ksp_its+=kspits;
80: VecNorm(tao->stepdirection,NORM_2,&normd);
81: VecDot(tao->stepdirection,ssls->dpsi,&innerd);
83: /* Make sure that we have a descent direction */
84: if (innerd <= delta*pow(normd, rho)) {
85: PetscInfo(tao, "newton direction not descent\n");
86: VecCopy(ssls->dpsi,tao->stepdirection);
87: VecDot(tao->stepdirection,ssls->dpsi,&innerd);
88: }
90: VecScale(tao->stepdirection, -1.0);
91: innerd = -innerd;
93: TaoLineSearchSetInitialStepLength(tao->linesearch,1.0);
94: TaoLineSearchApply(tao->linesearch,tao->solution,&psi,ssls->dpsi,tao->stepdirection,&t,&ls_reason);
95: VecNorm(ssls->dpsi,NORM_2,&ndpsi);
96: }
97: return(0);
98: }
100: /* ---------------------------------------------------------- */
101: EXTERN_C_BEGIN
104: PetscErrorCode TaoCreate_SSILS(Tao tao)
105: {
106: TAO_SSLS *ssls;
108: const char *armijo_type = TAOLINESEARCH_ARMIJO;
111: PetscNewLog(tao,&ssls);
112: tao->data = (void*)ssls;
113: tao->ops->solve=TaoSolve_SSILS;
114: tao->ops->setup=TaoSetUp_SSILS;
115: tao->ops->view=TaoView_SSLS;
116: tao->ops->setfromoptions=TaoSetFromOptions_SSLS;
117: tao->ops->destroy = TaoDestroy_SSILS;
119: ssls->delta = 1e-10;
120: ssls->rho = 2.1;
122: TaoLineSearchCreate(((PetscObject)tao)->comm,&tao->linesearch);
123: TaoLineSearchSetType(tao->linesearch,armijo_type);
124: TaoLineSearchSetFromOptions(tao->linesearch);
125: /* Note: linesearch objective and objectivegradient routines are set in solve routine */
126: KSPCreate(((PetscObject)tao)->comm,&tao->ksp);
128: tao->max_it = 2000;
129: tao->max_funcs = 4000;
130: tao->fatol = 0;
131: tao->frtol = 0;
132: tao->gttol=0;
133: tao->grtol=0;
134: #if defined(PETSC_USE_REAL_SINGLE)
135: tao->gatol = 1.0e-6;
136: tao->fmin = 1.0e-4;
137: #else
138: tao->gatol = 1.0e-16;
139: tao->fmin = 1.0e-8;
140: #endif
141: return(0);
142: }
143: EXTERN_C_END