Actual source code: ssfls.c

  1: #include "src/complementarity/impls/ssls/ssls.h"

  3: /*------------------------------------------------------------*/
  6: static int TaoSolve_SSFLS(TAO_SOLVER tao, void *solver)
  7: {
  8:   TAO_SSLS *ssls = (TAO_SSLS *)solver;
  9:   //  TaoLinearSolver *lsolver;
 10:   TaoVec *x, *l, *u, *ff, *dpsi, *d, *w;
 11:   TaoMat *J;
 12:   double psi, ndpsi, normd, innerd, t=0;
 13:   double delta, rho;
 14:   int iter=0, info;
 15:   TaoTerminateReason reason;
 16:   TaoTruth flag;

 18:   TaoFunctionBegin;

 20:   // Assume that Setup has been called!
 21:   // Set the structure for the Jacobian and create a linear solver.
 22: 
 23:   delta = ssls->delta;
 24:   rho = ssls->rho;

 26:   info = TaoGetSolution(tao, &x); CHKERRQ(info);
 27:   l=ssls->xl;
 28:   u=ssls->xu;
 29:   info = TaoEvaluateVariableBounds(tao,l,u); CHKERRQ(info);
 30:   info = x->Median(l,x,u); CHKERRQ(info);
 31:   info = TaoGetJacobian(tao, &J); CHKERRQ(info);

 33:   ff = ssls->ff;
 34:   dpsi = ssls->dpsi;
 35:   d = ssls->d;
 36:   w = ssls->w;

 38:   info = x->PointwiseMaximum(x, l); CHKERRQ(info);
 39:   info = x->PointwiseMinimum(x, u); CHKERRQ(info);
 40:   info = TaoSetMeritFunction(tao, Tao_SSLS_Function, Tao_SSLS_FunctionGradient,
 41:                              TAO_NULL, TAO_NULL, ssls); CHKERRQ(info);

 43:   info = J->SetStructure(TAOMAT_UNSYMMETRIC); CHKERRQ(info);

 45:   // Calculate the function value and fischer function value at the
 46:   // current iterate
 47:   info = TaoComputeMeritFunctionGradient(tao, x, &psi, dpsi); CHKERRQ(info);
 48:   info = dpsi->Norm2(&ndpsi);

 50:   while (1) {
 51:     info=PetscLogInfo((tao, "TaoSolve_SSFLS: %d: merit: %5.4e, ndpsi: %5.4e\n",
 52:                        iter, ssls->merit, ndpsi));CHKERRQ(info);

 54:     // Check the termination criteria
 55:     info = TaoMonitor(tao,iter++,ssls->merit,ndpsi,0.0,t,&reason);
 56:            CHKERRQ(info);
 57:     if (reason!=TAO_CONTINUE_ITERATING) break;

 59:     // Calculate direction.  (Really negative of newton direction.  Therefore,
 60:     // rest of the code uses -d.)
 61:     info = TaoPreLinearSolve(tao, J); CHKERRQ(info);
 62:     info = TaoLinearSolve(tao, J, ff, d, &flag); CHKERRQ(info);
 63: 
 64:     info = w->CopyFrom(d); CHKERRQ(info);
 65:     info = w->Negate(); CHKERRQ(info);
 66:     info = w->BoundGradientProjection(w,l, x, u);

 68:     info = w->Norm2(&normd); CHKERRQ(info);
 69:     info = w->Dot(dpsi, &innerd); CHKERRQ(info);

 71:     // Make sure that we have a descent direction
 72:     if (innerd >= -delta*pow(normd, rho)) {
 73:       info = PetscLogInfo((tao, "TaoSolve_SSFLS: %d: newton direction not descent\n", iter)); CHKERRQ(info);
 74:       info = d->CopyFrom(dpsi); CHKERRQ(info);
 75:       info = w->Dot(dpsi, &innerd); CHKERRQ(info);
 76:     }
 77:     info = d->Negate(); CHKERRQ(info);
 78:     innerd = -innerd;

 80:     t = 1;
 81:     info = TaoLineSearchApply(tao, x, dpsi, d, w,
 82:                               &psi, &t, &tao->lsflag); CHKERRQ(info);
 83:     info = dpsi->Norm2(&ndpsi);
 84:   }
 85:   TaoFunctionReturn(0);
 86: }

 88: /* ---------------------------------------------------------- */
 92: int TaoCreate_SSFLS(TAO_SOLVER tao)
 93: {
 94:   TAO_SSLS *ssls;
 95:   int        info;

 97:   TaoFunctionBegin;

 99:   info = TaoNew(TAO_SSLS,&ssls); CHKERRQ(info);
100:   info = PetscLogObjectMemory(tao, sizeof(TAO_SSLS)); CHKERRQ(info);

102:   ssls->delta = 1e-10;
103:   ssls->rho = 2.1;

105:   info=TaoSetTaoSolveRoutine(tao,TaoSolve_SSFLS,(void*)ssls); CHKERRQ(info);
106:   info=TaoSetTaoSetUpDownRoutines(tao,TaoSetUp_SSLS,TaoSetDown_SSLS); CHKERRQ(info);
107:   info=TaoSetTaoOptionsRoutine(tao,TaoSetOptions_SSLS); CHKERRQ(info);
108:   info=TaoSetTaoViewRoutine(tao,TaoView_SSLS); CHKERRQ(info);

110:   info = TaoCreateProjectedArmijoLineSearch(tao); CHKERRQ(info);

112:   info = TaoSetMaximumIterates(tao,2000); CHKERRQ(info);
113:   info = TaoSetMaximumFunctionEvaluations(tao,4000); CHKERRQ(info);

115:   info = TaoSetTolerances(tao,0,0,0,0); CHKERRQ(info);
116:   info = TaoSetGradientTolerances(tao,1.0e-16,0.0,0.0); CHKERRQ(info);
117:   info = TaoSetFunctionLowerBound(tao,1.0e-8); CHKERRQ(info);

119:   TaoFunctionReturn(0);
120: }