Date: 2016-07-24T17:15:57+00:00

Actual source code: ssils.c
petsc-3.7.3 2016-07-24
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      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:   TaoConvergedReason           reason;
     48:   TaoLineSearchConvergedReason ls_reason;
     49:   PetscErrorCode               ierr;

     52:   /* Assume that Setup has been called!
     53:      Set the structure for the Jacobian and create a linear solver. */
     54:   delta = ssls->delta;
     55:   rho = ssls->rho;

     57:   TaoComputeVariableBounds(tao);
     58:   VecMedian(tao->XL,tao->solution,tao->XU,tao->solution);
     59:   TaoLineSearchSetObjectiveAndGradientRoutine(tao->linesearch,Tao_SSLS_FunctionGradient,tao);
     60:   TaoLineSearchSetObjectiveRoutine(tao->linesearch,Tao_SSLS_Function,tao);

     62:   /* Calculate the function value and fischer function value at the
     63:      current iterate */
     64:   TaoLineSearchComputeObjectiveAndGradient(tao->linesearch,tao->solution,&psi,ssls->dpsi);
     65:   VecNorm(ssls->dpsi,NORM_2,&ndpsi);

     67:   while (PETSC_TRUE) {
     68:     ierr=PetscInfo3(tao, "iter: %D, merit: %g, ndpsi: %g\n",tao->niter, (double)ssls->merit, (double)ndpsi);
     69:     /* Check the termination criteria */
     70:     TaoMonitor(tao,tao->niter,ssls->merit,ndpsi,0.0,t,&reason);
     71:     if (reason!=TAO_CONTINUE_ITERATING) break;
     72:     tao->niter++;

     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);
     77:     KSPSolve(tao->ksp,ssls->ff,tao->stepdirection);
     78:     KSPGetIterationNumber(tao->ksp,&tao->ksp_its);
     79:     tao->ksp_tot_its+=tao->ksp_its;
     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: /*MC
    102:    TAOSSILS - semi-smooth infeasible linesearch algorithm for solving
    103:        complementarity constraints

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

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

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

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

    131:   TaoLineSearchCreate(((PetscObject)tao)->comm,&tao->linesearch);
    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:   KSPSetOptionsPrefix(tao->ksp,tao->hdr.prefix);

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