Actual source code: nls.c

      1: #include <petsctaolinesearch.h>
      2: #include <../src/tao/unconstrained/impls/nls/nlsimpl.h>

      4: #include <petscksp.h>

      6: #define NLS_INIT_CONSTANT         0
      7: #define NLS_INIT_DIRECTION        1
      8: #define NLS_INIT_INTERPOLATION    2
      9: #define NLS_INIT_TYPES            3

     11: #define NLS_UPDATE_STEP           0
     12: #define NLS_UPDATE_REDUCTION      1
     13: #define NLS_UPDATE_INTERPOLATION  2
     14: #define NLS_UPDATE_TYPES          3

     16: static const char *NLS_INIT[64] = {"constant", "direction", "interpolation"};

     18: static const char *NLS_UPDATE[64] = {"step", "reduction", "interpolation"};

     20: /*
     21:  Implements Newton's Method with a line search approach for solving
     22:  unconstrained minimization problems.  A More'-Thuente line search
     23:  is used to guarantee that the bfgs preconditioner remains positive
     24:  definite.

     26:  The method can shift the Hessian matrix.  The shifting procedure is
     27:  adapted from the PATH algorithm for solving complementarity
     28:  problems.

     30:  The linear system solve should be done with a conjugate gradient
     31:  method, although any method can be used.
     32: */

     34: #define NLS_NEWTON              0
     35: #define NLS_BFGS                1
     36: #define NLS_GRADIENT            2

     38: static PetscErrorCode TaoSolve_NLS(Tao tao)
     39: {
     40:   TAO_NLS                      *nlsP = (TAO_NLS *)tao->data;
     41:   KSPType                      ksp_type;
     42:   PetscBool                    is_nash,is_stcg,is_gltr,is_bfgs,is_jacobi,is_symmetric,sym_set;
     43:   KSPConvergedReason           ksp_reason;
     44:   PC                           pc;
     45:   TaoLineSearchConvergedReason ls_reason;

     47:   PetscReal                    fmin, ftrial, f_full, prered, actred, kappa, sigma;
     48:   PetscReal                    tau, tau_1, tau_2, tau_max, tau_min, max_radius;
     49:   PetscReal                    f, fold, gdx, gnorm, pert;
     50:   PetscReal                    step = 1.0;
     51:   PetscReal                    norm_d = 0.0, e_min;

     53:   PetscInt                     stepType;
     54:   PetscInt                     bfgsUpdates = 0;
     55:   PetscInt                     n,N,kspits;
     56:   PetscInt                     needH = 1;

     58:   PetscInt                     i_max = 5;
     59:   PetscInt                     j_max = 1;
     60:   PetscInt                     i, j;

     62:   if (tao->XL || tao->XU || tao->ops->computebounds) {
     63:     PetscInfo(tao,"WARNING: Variable bounds have been set but will be ignored by nls algorithm\n");
     64:   }

     66:   /* Initialized variables */
     67:   pert = nlsP->sval;

     69:   /* Number of times ksp stopped because of these reasons */
     70:   nlsP->ksp_atol = 0;
     71:   nlsP->ksp_rtol = 0;
     72:   nlsP->ksp_dtol = 0;
     73:   nlsP->ksp_ctol = 0;
     74:   nlsP->ksp_negc = 0;
     75:   nlsP->ksp_iter = 0;
     76:   nlsP->ksp_othr = 0;

     78:   /* Initialize trust-region radius when using nash, stcg, or gltr
     79:      Command automatically ignored for other methods
     80:      Will be reset during the first iteration
     81:   */
     82:   KSPGetType(tao->ksp,&ksp_type);
     83:   PetscStrcmp(ksp_type,KSPNASH,&is_nash);
     84:   PetscStrcmp(ksp_type,KSPSTCG,&is_stcg);
     85:   PetscStrcmp(ksp_type,KSPGLTR,&is_gltr);

     87:   KSPCGSetRadius(tao->ksp,nlsP->max_radius);

     89:   if (is_nash || is_stcg || is_gltr) {
     91:     tao->trust = tao->trust0;
     92:     tao->trust = PetscMax(tao->trust, nlsP->min_radius);
     93:     tao->trust = PetscMin(tao->trust, nlsP->max_radius);
     94:   }

     96:   /* Check convergence criteria */
     97:   TaoComputeObjectiveAndGradient(tao, tao->solution, &f, tao->gradient);
     98:   TaoGradientNorm(tao, tao->gradient,NORM_2,&gnorm);

    101:   tao->reason = TAO_CONTINUE_ITERATING;
    102:   TaoLogConvergenceHistory(tao,f,gnorm,0.0,tao->ksp_its);
    103:   TaoMonitor(tao,tao->niter,f,gnorm,0.0,step);
    104:   (*tao->ops->convergencetest)(tao,tao->cnvP);
    105:   if (tao->reason != TAO_CONTINUE_ITERATING) return 0;

    107:   /* Allocate the vectors needed for the BFGS approximation */
    108:   KSPGetPC(tao->ksp, &pc);
    109:   PetscObjectTypeCompare((PetscObject)pc, PCLMVM, &is_bfgs);
    110:   PetscObjectTypeCompare((PetscObject)pc, PCJACOBI, &is_jacobi);
    111:   if (is_bfgs) {
    112:     nlsP->bfgs_pre = pc;
    113:     PCLMVMGetMatLMVM(nlsP->bfgs_pre, &nlsP->M);
    114:     VecGetLocalSize(tao->solution, &n);
    115:     VecGetSize(tao->solution, &N);
    116:     MatSetSizes(nlsP->M, n, n, N, N);
    117:     MatLMVMAllocate(nlsP->M, tao->solution, tao->gradient);
    118:     MatIsSymmetricKnown(nlsP->M, &sym_set, &is_symmetric);
    120:   } else if (is_jacobi) {
    121:     PCJacobiSetUseAbs(pc,PETSC_TRUE);
    122:   }

    124:   /* Initialize trust-region radius.  The initialization is only performed
    125:      when we are using Nash, Steihaug-Toint or the Generalized Lanczos method. */
    126:   if (is_nash || is_stcg || is_gltr) {
    127:     switch (nlsP->init_type) {
    128:     case NLS_INIT_CONSTANT:
    129:       /* Use the initial radius specified */
    130:       break;

    132:     case NLS_INIT_INTERPOLATION:
    133:       /* Use the initial radius specified */
    134:       max_radius = 0.0;

    136:       for (j = 0; j < j_max; ++j) {
    137:         fmin = f;
    138:         sigma = 0.0;

    140:         if (needH) {
    141:           TaoComputeHessian(tao, tao->solution,tao->hessian,tao->hessian_pre);
    142:           needH = 0;
    143:         }

    145:         for (i = 0; i < i_max; ++i) {
    146:           VecCopy(tao->solution,nlsP->W);
    147:           VecAXPY(nlsP->W,-tao->trust/gnorm,tao->gradient);
    148:           TaoComputeObjective(tao, nlsP->W, &ftrial);
    149:           if (PetscIsInfOrNanReal(ftrial)) {
    150:             tau = nlsP->gamma1_i;
    151:           } else {
    152:             if (ftrial < fmin) {
    153:               fmin = ftrial;
    154:               sigma = -tao->trust / gnorm;
    155:             }

    157:             MatMult(tao->hessian, tao->gradient, nlsP->D);
    158:             VecDot(tao->gradient, nlsP->D, &prered);

    160:             prered = tao->trust * (gnorm - 0.5 * tao->trust * prered / (gnorm * gnorm));
    161:             actred = f - ftrial;
    162:             if ((PetscAbsScalar(actred) <= nlsP->epsilon) && (PetscAbsScalar(prered) <= nlsP->epsilon)) {
    163:               kappa = 1.0;
    164:             } else {
    165:               kappa = actred / prered;
    166:             }

    168:             tau_1 = nlsP->theta_i * gnorm * tao->trust / (nlsP->theta_i * gnorm * tao->trust + (1.0 - nlsP->theta_i) * prered - actred);
    169:             tau_2 = nlsP->theta_i * gnorm * tao->trust / (nlsP->theta_i * gnorm * tao->trust - (1.0 + nlsP->theta_i) * prered + actred);
    170:             tau_min = PetscMin(tau_1, tau_2);
    171:             tau_max = PetscMax(tau_1, tau_2);

    173:             if (PetscAbsScalar(kappa - (PetscReal)1.0) <= nlsP->mu1_i) {
    174:               /* Great agreement */
    175:               max_radius = PetscMax(max_radius, tao->trust);

    177:               if (tau_max < 1.0) {
    178:                 tau = nlsP->gamma3_i;
    179:               } else if (tau_max > nlsP->gamma4_i) {
    180:                 tau = nlsP->gamma4_i;
    181:               } else if (tau_1 >= 1.0 && tau_1 <= nlsP->gamma4_i && tau_2 < 1.0) {
    182:                 tau = tau_1;
    183:               } else if (tau_2 >= 1.0 && tau_2 <= nlsP->gamma4_i && tau_1 < 1.0) {
    184:                 tau = tau_2;
    185:               } else {
    186:                 tau = tau_max;
    187:               }
    188:             } else if (PetscAbsScalar(kappa - (PetscReal)1.0) <= nlsP->mu2_i) {
    189:               /* Good agreement */
    190:               max_radius = PetscMax(max_radius, tao->trust);

    192:               if (tau_max < nlsP->gamma2_i) {
    193:                 tau = nlsP->gamma2_i;
    194:               } else if (tau_max > nlsP->gamma3_i) {
    195:                 tau = nlsP->gamma3_i;
    196:               } else {
    197:                 tau = tau_max;
    198:               }
    199:             } else {
    200:               /* Not good agreement */
    201:               if (tau_min > 1.0) {
    202:                 tau = nlsP->gamma2_i;
    203:               } else if (tau_max < nlsP->gamma1_i) {
    204:                 tau = nlsP->gamma1_i;
    205:               } else if ((tau_min < nlsP->gamma1_i) && (tau_max >= 1.0)) {
    206:                 tau = nlsP->gamma1_i;
    207:               } else if ((tau_1 >= nlsP->gamma1_i) && (tau_1 < 1.0) && ((tau_2 < nlsP->gamma1_i) || (tau_2 >= 1.0))) {
    208:                 tau = tau_1;
    209:               } else if ((tau_2 >= nlsP->gamma1_i) && (tau_2 < 1.0) && ((tau_1 < nlsP->gamma1_i) || (tau_2 >= 1.0))) {
    210:                 tau = tau_2;
    211:               } else {
    212:                 tau = tau_max;
    213:               }
    214:             }
    215:           }
    216:           tao->trust = tau * tao->trust;
    217:         }

    219:         if (fmin < f) {
    220:           f = fmin;
    221:           VecAXPY(tao->solution,sigma,tao->gradient);
    222:           TaoComputeGradient(tao,tao->solution,tao->gradient);

    224:           TaoGradientNorm(tao, tao->gradient,NORM_2,&gnorm);
    226:           needH = 1;

    228:           TaoLogConvergenceHistory(tao,f,gnorm,0.0,tao->ksp_its);
    229:           TaoMonitor(tao,tao->niter,f,gnorm,0.0,step);
    230:           (*tao->ops->convergencetest)(tao,tao->cnvP);
    231:           if (tao->reason != TAO_CONTINUE_ITERATING) return 0;
    232:         }
    233:       }
    234:       tao->trust = PetscMax(tao->trust, max_radius);

    236:       /* Modify the radius if it is too large or small */
    237:       tao->trust = PetscMax(tao->trust, nlsP->min_radius);
    238:       tao->trust = PetscMin(tao->trust, nlsP->max_radius);
    239:       break;

    241:     default:
    242:       /* Norm of the first direction will initialize radius */
    243:       tao->trust = 0.0;
    244:       break;
    245:     }
    246:   }

    248:   /* Set counter for gradient/reset steps*/
    249:   nlsP->newt = 0;
    250:   nlsP->bfgs = 0;
    251:   nlsP->grad = 0;

    253:   /* Have not converged; continue with Newton method */
    254:   while (tao->reason == TAO_CONTINUE_ITERATING) {
    255:     /* Call general purpose update function */
    256:     if (tao->ops->update) {
    257:       (*tao->ops->update)(tao, tao->niter, tao->user_update);
    258:     }
    259:     ++tao->niter;
    260:     tao->ksp_its = 0;

    262:     /* Compute the Hessian */
    263:     if (needH) {
    264:       TaoComputeHessian(tao,tao->solution,tao->hessian,tao->hessian_pre);
    265:     }

    267:     /* Shift the Hessian matrix */
    268:     if (pert > 0) {
    269:       MatShift(tao->hessian, pert);
    270:       if (tao->hessian != tao->hessian_pre) {
    271:         MatShift(tao->hessian_pre, pert);
    272:       }
    273:     }

    275:     if (nlsP->bfgs_pre) {
    276:       MatLMVMUpdate(nlsP->M, tao->solution, tao->gradient);
    277:       ++bfgsUpdates;
    278:     }

    280:     /* Solve the Newton system of equations */
    281:     KSPSetOperators(tao->ksp,tao->hessian,tao->hessian_pre);
    282:     if (is_nash || is_stcg || is_gltr) {
    283:       KSPCGSetRadius(tao->ksp,nlsP->max_radius);
    284:       KSPSolve(tao->ksp, tao->gradient, nlsP->D);
    285:       KSPGetIterationNumber(tao->ksp,&kspits);
    286:       tao->ksp_its += kspits;
    287:       tao->ksp_tot_its += kspits;
    288:       KSPCGGetNormD(tao->ksp,&norm_d);

    290:       if (0.0 == tao->trust) {
    291:         /* Radius was uninitialized; use the norm of the direction */
    292:         if (norm_d > 0.0) {
    293:           tao->trust = norm_d;

    295:           /* Modify the radius if it is too large or small */
    296:           tao->trust = PetscMax(tao->trust, nlsP->min_radius);
    297:           tao->trust = PetscMin(tao->trust, nlsP->max_radius);
    298:         } else {
    299:           /* The direction was bad; set radius to default value and re-solve
    300:              the trust-region subproblem to get a direction */
    301:           tao->trust = tao->trust0;

    303:           /* Modify the radius if it is too large or small */
    304:           tao->trust = PetscMax(tao->trust, nlsP->min_radius);
    305:           tao->trust = PetscMin(tao->trust, nlsP->max_radius);

    307:           KSPCGSetRadius(tao->ksp,nlsP->max_radius);
    308:           KSPSolve(tao->ksp, tao->gradient, nlsP->D);
    309:           KSPGetIterationNumber(tao->ksp,&kspits);
    310:           tao->ksp_its += kspits;
    311:           tao->ksp_tot_its += kspits;
    312:           KSPCGGetNormD(tao->ksp,&norm_d);

    315:         }
    316:       }
    317:     } else {
    318:       KSPSolve(tao->ksp, tao->gradient, nlsP->D);
    319:       KSPGetIterationNumber(tao->ksp, &kspits);
    320:       tao->ksp_its += kspits;
    321:       tao->ksp_tot_its += kspits;
    322:     }
    323:     VecScale(nlsP->D, -1.0);
    324:     KSPGetConvergedReason(tao->ksp, &ksp_reason);
    325:     if ((KSP_DIVERGED_INDEFINITE_PC == ksp_reason) &&  (nlsP->bfgs_pre)) {
    326:       /* Preconditioner is numerically indefinite; reset the
    327:          approximate if using BFGS preconditioning. */
    328:       MatLMVMReset(nlsP->M, PETSC_FALSE);
    329:       MatLMVMUpdate(nlsP->M, tao->solution, tao->gradient);
    330:       bfgsUpdates = 1;
    331:     }

    333:     if (KSP_CONVERGED_ATOL == ksp_reason) {
    334:       ++nlsP->ksp_atol;
    335:     } else if (KSP_CONVERGED_RTOL == ksp_reason) {
    336:       ++nlsP->ksp_rtol;
    337:     } else if (KSP_CONVERGED_CG_CONSTRAINED == ksp_reason) {
    338:       ++nlsP->ksp_ctol;
    339:     } else if (KSP_CONVERGED_CG_NEG_CURVE == ksp_reason) {
    340:       ++nlsP->ksp_negc;
    341:     } else if (KSP_DIVERGED_DTOL == ksp_reason) {
    342:       ++nlsP->ksp_dtol;
    343:     } else if (KSP_DIVERGED_ITS == ksp_reason) {
    344:       ++nlsP->ksp_iter;
    345:     } else {
    346:       ++nlsP->ksp_othr;
    347:     }

    349:     /* Check for success (descent direction) */
    350:     VecDot(nlsP->D, tao->gradient, &gdx);
    351:     if ((gdx >= 0.0) || PetscIsInfOrNanReal(gdx)) {
    352:       /* Newton step is not descent or direction produced Inf or NaN
    353:          Update the perturbation for next time */
    354:       if (pert <= 0.0) {
    355:         /* Initialize the perturbation */
    356:         pert = PetscMin(nlsP->imax, PetscMax(nlsP->imin, nlsP->imfac * gnorm));
    357:         if (is_gltr) {
    358:           KSPGLTRGetMinEig(tao->ksp,&e_min);
    359:           pert = PetscMax(pert, -e_min);
    360:         }
    361:       } else {
    362:         /* Increase the perturbation */
    363:         pert = PetscMin(nlsP->pmax, PetscMax(nlsP->pgfac * pert, nlsP->pmgfac * gnorm));
    364:       }

    366:       if (!nlsP->bfgs_pre) {
    367:         /* We don't have the bfgs matrix around and updated
    368:            Must use gradient direction in this case */
    369:         VecCopy(tao->gradient, nlsP->D);
    370:         VecScale(nlsP->D, -1.0);
    371:         ++nlsP->grad;
    372:         stepType = NLS_GRADIENT;
    373:       } else {
    374:         /* Attempt to use the BFGS direction */
    375:         MatSolve(nlsP->M, tao->gradient, nlsP->D);
    376:         VecScale(nlsP->D, -1.0);

    378:         /* Check for success (descent direction) */
    379:         VecDot(tao->gradient, nlsP->D, &gdx);
    380:         if ((gdx >= 0) || PetscIsInfOrNanReal(gdx)) {
    381:           /* BFGS direction is not descent or direction produced not a number
    382:              We can assert bfgsUpdates > 1 in this case because
    383:              the first solve produces the scaled gradient direction,
    384:              which is guaranteed to be descent */

    386:           /* Use steepest descent direction (scaled) */
    387:           MatLMVMReset(nlsP->M, PETSC_FALSE);
    388:           MatLMVMUpdate(nlsP->M, tao->solution, tao->gradient);
    389:           MatSolve(nlsP->M, tao->gradient, nlsP->D);
    390:           VecScale(nlsP->D, -1.0);

    392:           bfgsUpdates = 1;
    393:           ++nlsP->grad;
    394:           stepType = NLS_GRADIENT;
    395:         } else {
    396:           MatLMVMGetUpdateCount(nlsP->M, &bfgsUpdates);
    397:           if (1 == bfgsUpdates) {
    398:             /* The first BFGS direction is always the scaled gradient */
    399:             ++nlsP->grad;
    400:             stepType = NLS_GRADIENT;
    401:           } else {
    402:             ++nlsP->bfgs;
    403:             stepType = NLS_BFGS;
    404:           }
    405:         }
    406:       }
    407:     } else {
    408:       /* Computed Newton step is descent */
    409:       switch (ksp_reason) {
    410:       case KSP_DIVERGED_NANORINF:
    411:       case KSP_DIVERGED_BREAKDOWN:
    412:       case KSP_DIVERGED_INDEFINITE_MAT:
    413:       case KSP_DIVERGED_INDEFINITE_PC:
    414:       case KSP_CONVERGED_CG_NEG_CURVE:
    415:         /* Matrix or preconditioner is indefinite; increase perturbation */
    416:         if (pert <= 0.0) {
    417:           /* Initialize the perturbation */
    418:           pert = PetscMin(nlsP->imax, PetscMax(nlsP->imin, nlsP->imfac * gnorm));
    419:           if (is_gltr) {
    420:             KSPGLTRGetMinEig(tao->ksp, &e_min);
    421:             pert = PetscMax(pert, -e_min);
    422:           }
    423:         } else {
    424:           /* Increase the perturbation */
    425:           pert = PetscMin(nlsP->pmax, PetscMax(nlsP->pgfac * pert, nlsP->pmgfac * gnorm));
    426:         }
    427:         break;

    429:       default:
    430:         /* Newton step computation is good; decrease perturbation */
    431:         pert = PetscMin(nlsP->psfac * pert, nlsP->pmsfac * gnorm);
    432:         if (pert < nlsP->pmin) {
    433:           pert = 0.0;
    434:         }
    435:         break;
    436:       }

    438:       ++nlsP->newt;
    439:       stepType = NLS_NEWTON;
    440:     }

    442:     /* Perform the linesearch */
    443:     fold = f;
    444:     VecCopy(tao->solution, nlsP->Xold);
    445:     VecCopy(tao->gradient, nlsP->Gold);

    447:     TaoLineSearchApply(tao->linesearch, tao->solution, &f, tao->gradient, nlsP->D, &step, &ls_reason);
    448:     TaoAddLineSearchCounts(tao);

    450:     while (ls_reason != TAOLINESEARCH_SUCCESS && ls_reason != TAOLINESEARCH_SUCCESS_USER && stepType != NLS_GRADIENT) {      /* Linesearch failed */
    451:       f = fold;
    452:       VecCopy(nlsP->Xold, tao->solution);
    453:       VecCopy(nlsP->Gold, tao->gradient);

    455:       switch(stepType) {
    456:       case NLS_NEWTON:
    457:         /* Failed to obtain acceptable iterate with Newton 1step
    458:            Update the perturbation for next time */
    459:         if (pert <= 0.0) {
    460:           /* Initialize the perturbation */
    461:           pert = PetscMin(nlsP->imax, PetscMax(nlsP->imin, nlsP->imfac * gnorm));
    462:           if (is_gltr) {
    463:             KSPGLTRGetMinEig(tao->ksp,&e_min);
    464:             pert = PetscMax(pert, -e_min);
    465:           }
    466:         } else {
    467:           /* Increase the perturbation */
    468:           pert = PetscMin(nlsP->pmax, PetscMax(nlsP->pgfac * pert, nlsP->pmgfac * gnorm));
    469:         }

    471:         if (!nlsP->bfgs_pre) {
    472:           /* We don't have the bfgs matrix around and being updated
    473:              Must use gradient direction in this case */
    474:           VecCopy(tao->gradient, nlsP->D);
    475:           ++nlsP->grad;
    476:           stepType = NLS_GRADIENT;
    477:         } else {
    478:           /* Attempt to use the BFGS direction */
    479:           MatSolve(nlsP->M, tao->gradient, nlsP->D);
    480:           /* Check for success (descent direction) */
    481:           VecDot(tao->solution, nlsP->D, &gdx);
    482:           if ((gdx <= 0) || PetscIsInfOrNanReal(gdx)) {
    483:             /* BFGS direction is not descent or direction produced not a number
    484:                We can assert bfgsUpdates > 1 in this case
    485:                Use steepest descent direction (scaled) */
    486:             MatLMVMReset(nlsP->M, PETSC_FALSE);
    487:             MatLMVMUpdate(nlsP->M, tao->solution, tao->gradient);
    488:             MatSolve(nlsP->M, tao->gradient, nlsP->D);

    490:             bfgsUpdates = 1;
    491:             ++nlsP->grad;
    492:             stepType = NLS_GRADIENT;
    493:           } else {
    494:             if (1 == bfgsUpdates) {
    495:               /* The first BFGS direction is always the scaled gradient */
    496:               ++nlsP->grad;
    497:               stepType = NLS_GRADIENT;
    498:             } else {
    499:               ++nlsP->bfgs;
    500:               stepType = NLS_BFGS;
    501:             }
    502:           }
    503:         }
    504:         break;

    506:       case NLS_BFGS:
    507:         /* Can only enter if pc_type == NLS_PC_BFGS
    508:            Failed to obtain acceptable iterate with BFGS step
    509:            Attempt to use the scaled gradient direction */
    510:         MatLMVMReset(nlsP->M, PETSC_FALSE);
    511:         MatLMVMUpdate(nlsP->M, tao->solution, tao->gradient);
    512:         MatSolve(nlsP->M, tao->gradient, nlsP->D);

    514:         bfgsUpdates = 1;
    515:         ++nlsP->grad;
    516:         stepType = NLS_GRADIENT;
    517:         break;
    518:       }
    519:       VecScale(nlsP->D, -1.0);

    521:       TaoLineSearchApply(tao->linesearch, tao->solution, &f, tao->gradient, nlsP->D, &step, &ls_reason);
    522:       TaoLineSearchGetFullStepObjective(tao->linesearch, &f_full);
    523:       TaoAddLineSearchCounts(tao);
    524:     }

    526:     if (ls_reason != TAOLINESEARCH_SUCCESS && ls_reason != TAOLINESEARCH_SUCCESS_USER) {
    527:       /* Failed to find an improving point */
    528:       f = fold;
    529:       VecCopy(nlsP->Xold, tao->solution);
    530:       VecCopy(nlsP->Gold, tao->gradient);
    531:       step = 0.0;
    532:       tao->reason = TAO_DIVERGED_LS_FAILURE;
    533:       break;
    534:     }

    536:     /* Update trust region radius */
    537:     if (is_nash || is_stcg || is_gltr) {
    538:       switch(nlsP->update_type) {
    539:       case NLS_UPDATE_STEP:
    540:         if (stepType == NLS_NEWTON) {
    541:           if (step < nlsP->nu1) {
    542:             /* Very bad step taken; reduce radius */
    543:             tao->trust = nlsP->omega1 * PetscMin(norm_d, tao->trust);
    544:           } else if (step < nlsP->nu2) {
    545:             /* Reasonably bad step taken; reduce radius */
    546:             tao->trust = nlsP->omega2 * PetscMin(norm_d, tao->trust);
    547:           } else if (step < nlsP->nu3) {
    548:             /*  Reasonable step was taken; leave radius alone */
    549:             if (nlsP->omega3 < 1.0) {
    550:               tao->trust = nlsP->omega3 * PetscMin(norm_d, tao->trust);
    551:             } else if (nlsP->omega3 > 1.0) {
    552:               tao->trust = PetscMax(nlsP->omega3 * norm_d, tao->trust);
    553:             }
    554:           } else if (step < nlsP->nu4) {
    555:             /*  Full step taken; increase the radius */
    556:             tao->trust = PetscMax(nlsP->omega4 * norm_d, tao->trust);
    557:           } else {
    558:             /*  More than full step taken; increase the radius */
    559:             tao->trust = PetscMax(nlsP->omega5 * norm_d, tao->trust);
    560:           }
    561:         } else {
    562:           /*  Newton step was not good; reduce the radius */
    563:           tao->trust = nlsP->omega1 * PetscMin(norm_d, tao->trust);
    564:         }
    565:         break;

    567:       case NLS_UPDATE_REDUCTION:
    568:         if (stepType == NLS_NEWTON) {
    569:           /*  Get predicted reduction */

    571:           KSPCGGetObjFcn(tao->ksp,&prered);
    572:           if (prered >= 0.0) {
    573:             /*  The predicted reduction has the wrong sign.  This cannot */
    574:             /*  happen in infinite precision arithmetic.  Step should */
    575:             /*  be rejected! */
    576:             tao->trust = nlsP->alpha1 * PetscMin(tao->trust, norm_d);
    577:           } else {
    578:             if (PetscIsInfOrNanReal(f_full)) {
    579:               tao->trust = nlsP->alpha1 * PetscMin(tao->trust, norm_d);
    580:             } else {
    581:               /*  Compute and actual reduction */
    582:               actred = fold - f_full;
    583:               prered = -prered;
    584:               if ((PetscAbsScalar(actred) <= nlsP->epsilon) &&
    585:                   (PetscAbsScalar(prered) <= nlsP->epsilon)) {
    586:                 kappa = 1.0;
    587:               } else {
    588:                 kappa = actred / prered;
    589:               }

    591:               /*  Accept of reject the step and update radius */
    592:               if (kappa < nlsP->eta1) {
    593:                 /*  Very bad step */
    594:                 tao->trust = nlsP->alpha1 * PetscMin(tao->trust, norm_d);
    595:               } else if (kappa < nlsP->eta2) {
    596:                 /*  Marginal bad step */
    597:                 tao->trust = nlsP->alpha2 * PetscMin(tao->trust, norm_d);
    598:               } else if (kappa < nlsP->eta3) {
    599:                 /*  Reasonable step */
    600:                 if (nlsP->alpha3 < 1.0) {
    601:                   tao->trust = nlsP->alpha3 * PetscMin(norm_d, tao->trust);
    602:                 } else if (nlsP->alpha3 > 1.0) {
    603:                   tao->trust = PetscMax(nlsP->alpha3 * norm_d, tao->trust);
    604:                 }
    605:               } else if (kappa < nlsP->eta4) {
    606:                 /*  Good step */
    607:                 tao->trust = PetscMax(nlsP->alpha4 * norm_d, tao->trust);
    608:               } else {
    609:                 /*  Very good step */
    610:                 tao->trust = PetscMax(nlsP->alpha5 * norm_d, tao->trust);
    611:               }
    612:             }
    613:           }
    614:         } else {
    615:           /*  Newton step was not good; reduce the radius */
    616:           tao->trust = nlsP->alpha1 * PetscMin(norm_d, tao->trust);
    617:         }
    618:         break;

    620:       default:
    621:         if (stepType == NLS_NEWTON) {
    622:           KSPCGGetObjFcn(tao->ksp,&prered);
    623:           if (prered >= 0.0) {
    624:             /*  The predicted reduction has the wrong sign.  This cannot */
    625:             /*  happen in infinite precision arithmetic.  Step should */
    626:             /*  be rejected! */
    627:             tao->trust = nlsP->gamma1 * PetscMin(tao->trust, norm_d);
    628:           } else {
    629:             if (PetscIsInfOrNanReal(f_full)) {
    630:               tao->trust = nlsP->gamma1 * PetscMin(tao->trust, norm_d);
    631:             } else {
    632:               actred = fold - f_full;
    633:               prered = -prered;
    634:               if ((PetscAbsScalar(actred) <= nlsP->epsilon) && (PetscAbsScalar(prered) <= nlsP->epsilon)) {
    635:                 kappa = 1.0;
    636:               } else {
    637:                 kappa = actred / prered;
    638:               }

    640:               tau_1 = nlsP->theta * gdx / (nlsP->theta * gdx - (1.0 - nlsP->theta) * prered + actred);
    641:               tau_2 = nlsP->theta * gdx / (nlsP->theta * gdx + (1.0 + nlsP->theta) * prered - actred);
    642:               tau_min = PetscMin(tau_1, tau_2);
    643:               tau_max = PetscMax(tau_1, tau_2);

    645:               if (kappa >= 1.0 - nlsP->mu1) {
    646:                 /*  Great agreement */
    647:                 if (tau_max < 1.0) {
    648:                   tao->trust = PetscMax(tao->trust, nlsP->gamma3 * norm_d);
    649:                 } else if (tau_max > nlsP->gamma4) {
    650:                   tao->trust = PetscMax(tao->trust, nlsP->gamma4 * norm_d);
    651:                 } else {
    652:                   tao->trust = PetscMax(tao->trust, tau_max * norm_d);
    653:                 }
    654:               } else if (kappa >= 1.0 - nlsP->mu2) {
    655:                 /*  Good agreement */

    657:                 if (tau_max < nlsP->gamma2) {
    658:                   tao->trust = nlsP->gamma2 * PetscMin(tao->trust, norm_d);
    659:                 } else if (tau_max > nlsP->gamma3) {
    660:                   tao->trust = PetscMax(tao->trust, nlsP->gamma3 * norm_d);
    661:                 } else if (tau_max < 1.0) {
    662:                   tao->trust = tau_max * PetscMin(tao->trust, norm_d);
    663:                 } else {
    664:                   tao->trust = PetscMax(tao->trust, tau_max * norm_d);
    665:                 }
    666:               } else {
    667:                 /*  Not good agreement */
    668:                 if (tau_min > 1.0) {
    669:                   tao->trust = nlsP->gamma2 * PetscMin(tao->trust, norm_d);
    670:                 } else if (tau_max < nlsP->gamma1) {
    671:                   tao->trust = nlsP->gamma1 * PetscMin(tao->trust, norm_d);
    672:                 } else if ((tau_min < nlsP->gamma1) && (tau_max >= 1.0)) {
    673:                   tao->trust = nlsP->gamma1 * PetscMin(tao->trust, norm_d);
    674:                 } else if ((tau_1 >= nlsP->gamma1) && (tau_1 < 1.0) && ((tau_2 < nlsP->gamma1) || (tau_2 >= 1.0))) {
    675:                   tao->trust = tau_1 * PetscMin(tao->trust, norm_d);
    676:                 } else if ((tau_2 >= nlsP->gamma1) && (tau_2 < 1.0) && ((tau_1 < nlsP->gamma1) || (tau_2 >= 1.0))) {
    677:                   tao->trust = tau_2 * PetscMin(tao->trust, norm_d);
    678:                 } else {
    679:                   tao->trust = tau_max * PetscMin(tao->trust, norm_d);
    680:                 }
    681:               }
    682:             }
    683:           }
    684:         } else {
    685:           /*  Newton step was not good; reduce the radius */
    686:           tao->trust = nlsP->gamma1 * PetscMin(norm_d, tao->trust);
    687:         }
    688:         break;
    689:       }

    691:       /*  The radius may have been increased; modify if it is too large */
    692:       tao->trust = PetscMin(tao->trust, nlsP->max_radius);
    693:     }

    695:     /*  Check for termination */
    696:     TaoGradientNorm(tao, tao->gradient,NORM_2,&gnorm);
    698:     needH = 1;
    699:     TaoLogConvergenceHistory(tao,f,gnorm,0.0,tao->ksp_its);
    700:     TaoMonitor(tao,tao->niter,f,gnorm,0.0,step);
    701:     (*tao->ops->convergencetest)(tao,tao->cnvP);
    702:   }
    703:   return 0;
    704: }

    706: /* ---------------------------------------------------------- */
    707: static PetscErrorCode TaoSetUp_NLS(Tao tao)
    708: {
    709:   TAO_NLS        *nlsP = (TAO_NLS *)tao->data;

    711:   if (!tao->gradient) VecDuplicate(tao->solution,&tao->gradient);
    712:   if (!tao->stepdirection) VecDuplicate(tao->solution,&tao->stepdirection);
    713:   if (!nlsP->W) VecDuplicate(tao->solution,&nlsP->W);
    714:   if (!nlsP->D) VecDuplicate(tao->solution,&nlsP->D);
    715:   if (!nlsP->Xold) VecDuplicate(tao->solution,&nlsP->Xold);
    716:   if (!nlsP->Gold) VecDuplicate(tao->solution,&nlsP->Gold);
    717:   nlsP->M = NULL;
    718:   nlsP->bfgs_pre = NULL;
    719:   return 0;
    720: }

    722: /*------------------------------------------------------------*/
    723: static PetscErrorCode TaoDestroy_NLS(Tao tao)
    724: {
    725:   TAO_NLS        *nlsP = (TAO_NLS *)tao->data;

    727:   if (tao->setupcalled) {
    728:     VecDestroy(&nlsP->D);
    729:     VecDestroy(&nlsP->W);
    730:     VecDestroy(&nlsP->Xold);
    731:     VecDestroy(&nlsP->Gold);
    732:   }
    733:   PetscFree(tao->data);
    734:   return 0;
    735: }

    737: /*------------------------------------------------------------*/
    738: static PetscErrorCode TaoSetFromOptions_NLS(PetscOptionItems *PetscOptionsObject,Tao tao)
    739: {
    740:   TAO_NLS        *nlsP = (TAO_NLS *)tao->data;

    742:   PetscOptionsHead(PetscOptionsObject,"Newton line search method for unconstrained optimization");
    743:   PetscOptionsEList("-tao_nls_init_type", "radius initialization type", "", NLS_INIT, NLS_INIT_TYPES, NLS_INIT[nlsP->init_type], &nlsP->init_type, NULL);
    744:   PetscOptionsEList("-tao_nls_update_type", "radius update type", "", NLS_UPDATE, NLS_UPDATE_TYPES, NLS_UPDATE[nlsP->update_type], &nlsP->update_type, NULL);
    745:   PetscOptionsReal("-tao_nls_sval", "perturbation starting value", "", nlsP->sval, &nlsP->sval,NULL);
    746:   PetscOptionsReal("-tao_nls_imin", "minimum initial perturbation", "", nlsP->imin, &nlsP->imin,NULL);
    747:   PetscOptionsReal("-tao_nls_imax", "maximum initial perturbation", "", nlsP->imax, &nlsP->imax,NULL);
    748:   PetscOptionsReal("-tao_nls_imfac", "initial merit factor", "", nlsP->imfac, &nlsP->imfac,NULL);
    749:   PetscOptionsReal("-tao_nls_pmin", "minimum perturbation", "", nlsP->pmin, &nlsP->pmin,NULL);
    750:   PetscOptionsReal("-tao_nls_pmax", "maximum perturbation", "", nlsP->pmax, &nlsP->pmax,NULL);
    751:   PetscOptionsReal("-tao_nls_pgfac", "growth factor", "", nlsP->pgfac, &nlsP->pgfac,NULL);
    752:   PetscOptionsReal("-tao_nls_psfac", "shrink factor", "", nlsP->psfac, &nlsP->psfac,NULL);
    753:   PetscOptionsReal("-tao_nls_pmgfac", "merit growth factor", "", nlsP->pmgfac, &nlsP->pmgfac,NULL);
    754:   PetscOptionsReal("-tao_nls_pmsfac", "merit shrink factor", "", nlsP->pmsfac, &nlsP->pmsfac,NULL);
    755:   PetscOptionsReal("-tao_nls_eta1", "poor steplength; reduce radius", "", nlsP->eta1, &nlsP->eta1,NULL);
    756:   PetscOptionsReal("-tao_nls_eta2", "reasonable steplength; leave radius alone", "", nlsP->eta2, &nlsP->eta2,NULL);
    757:   PetscOptionsReal("-tao_nls_eta3", "good steplength; increase radius", "", nlsP->eta3, &nlsP->eta3,NULL);
    758:   PetscOptionsReal("-tao_nls_eta4", "excellent steplength; greatly increase radius", "", nlsP->eta4, &nlsP->eta4,NULL);
    759:   PetscOptionsReal("-tao_nls_alpha1", "", "", nlsP->alpha1, &nlsP->alpha1,NULL);
    760:   PetscOptionsReal("-tao_nls_alpha2", "", "", nlsP->alpha2, &nlsP->alpha2,NULL);
    761:   PetscOptionsReal("-tao_nls_alpha3", "", "", nlsP->alpha3, &nlsP->alpha3,NULL);
    762:   PetscOptionsReal("-tao_nls_alpha4", "", "", nlsP->alpha4, &nlsP->alpha4,NULL);
    763:   PetscOptionsReal("-tao_nls_alpha5", "", "", nlsP->alpha5, &nlsP->alpha5,NULL);
    764:   PetscOptionsReal("-tao_nls_nu1", "poor steplength; reduce radius", "", nlsP->nu1, &nlsP->nu1,NULL);
    765:   PetscOptionsReal("-tao_nls_nu2", "reasonable steplength; leave radius alone", "", nlsP->nu2, &nlsP->nu2,NULL);
    766:   PetscOptionsReal("-tao_nls_nu3", "good steplength; increase radius", "", nlsP->nu3, &nlsP->nu3,NULL);
    767:   PetscOptionsReal("-tao_nls_nu4", "excellent steplength; greatly increase radius", "", nlsP->nu4, &nlsP->nu4,NULL);
    768:   PetscOptionsReal("-tao_nls_omega1", "", "", nlsP->omega1, &nlsP->omega1,NULL);
    769:   PetscOptionsReal("-tao_nls_omega2", "", "", nlsP->omega2, &nlsP->omega2,NULL);
    770:   PetscOptionsReal("-tao_nls_omega3", "", "", nlsP->omega3, &nlsP->omega3,NULL);
    771:   PetscOptionsReal("-tao_nls_omega4", "", "", nlsP->omega4, &nlsP->omega4,NULL);
    772:   PetscOptionsReal("-tao_nls_omega5", "", "", nlsP->omega5, &nlsP->omega5,NULL);
    773:   PetscOptionsReal("-tao_nls_mu1_i", "", "", nlsP->mu1_i, &nlsP->mu1_i,NULL);
    774:   PetscOptionsReal("-tao_nls_mu2_i", "", "", nlsP->mu2_i, &nlsP->mu2_i,NULL);
    775:   PetscOptionsReal("-tao_nls_gamma1_i", "", "", nlsP->gamma1_i, &nlsP->gamma1_i,NULL);
    776:   PetscOptionsReal("-tao_nls_gamma2_i", "", "", nlsP->gamma2_i, &nlsP->gamma2_i,NULL);
    777:   PetscOptionsReal("-tao_nls_gamma3_i", "", "", nlsP->gamma3_i, &nlsP->gamma3_i,NULL);
    778:   PetscOptionsReal("-tao_nls_gamma4_i", "", "", nlsP->gamma4_i, &nlsP->gamma4_i,NULL);
    779:   PetscOptionsReal("-tao_nls_theta_i", "", "", nlsP->theta_i, &nlsP->theta_i,NULL);
    780:   PetscOptionsReal("-tao_nls_mu1", "", "", nlsP->mu1, &nlsP->mu1,NULL);
    781:   PetscOptionsReal("-tao_nls_mu2", "", "", nlsP->mu2, &nlsP->mu2,NULL);
    782:   PetscOptionsReal("-tao_nls_gamma1", "", "", nlsP->gamma1, &nlsP->gamma1,NULL);
    783:   PetscOptionsReal("-tao_nls_gamma2", "", "", nlsP->gamma2, &nlsP->gamma2,NULL);
    784:   PetscOptionsReal("-tao_nls_gamma3", "", "", nlsP->gamma3, &nlsP->gamma3,NULL);
    785:   PetscOptionsReal("-tao_nls_gamma4", "", "", nlsP->gamma4, &nlsP->gamma4,NULL);
    786:   PetscOptionsReal("-tao_nls_theta", "", "", nlsP->theta, &nlsP->theta,NULL);
    787:   PetscOptionsReal("-tao_nls_min_radius", "lower bound on initial radius", "", nlsP->min_radius, &nlsP->min_radius,NULL);
    788:   PetscOptionsReal("-tao_nls_max_radius", "upper bound on radius", "", nlsP->max_radius, &nlsP->max_radius,NULL);
    789:   PetscOptionsReal("-tao_nls_epsilon", "tolerance used when computing actual and predicted reduction", "", nlsP->epsilon, &nlsP->epsilon,NULL);
    790:   PetscOptionsTail();
    791:   TaoLineSearchSetFromOptions(tao->linesearch);
    792:   KSPSetFromOptions(tao->ksp);
    793:   return 0;
    794: }

    796: /*------------------------------------------------------------*/
    797: static PetscErrorCode TaoView_NLS(Tao tao, PetscViewer viewer)
    798: {
    799:   TAO_NLS        *nlsP = (TAO_NLS *)tao->data;
    800:   PetscBool      isascii;

    802:   PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);
    803:   if (isascii) {
    804:     PetscViewerASCIIPushTab(viewer);
    805:     PetscViewerASCIIPrintf(viewer, "Newton steps: %D\n", nlsP->newt);
    806:     PetscViewerASCIIPrintf(viewer, "BFGS steps: %D\n", nlsP->bfgs);
    807:     PetscViewerASCIIPrintf(viewer, "Gradient steps: %D\n", nlsP->grad);

    809:     PetscViewerASCIIPrintf(viewer, "nls ksp atol: %D\n", nlsP->ksp_atol);
    810:     PetscViewerASCIIPrintf(viewer, "nls ksp rtol: %D\n", nlsP->ksp_rtol);
    811:     PetscViewerASCIIPrintf(viewer, "nls ksp ctol: %D\n", nlsP->ksp_ctol);
    812:     PetscViewerASCIIPrintf(viewer, "nls ksp negc: %D\n", nlsP->ksp_negc);
    813:     PetscViewerASCIIPrintf(viewer, "nls ksp dtol: %D\n", nlsP->ksp_dtol);
    814:     PetscViewerASCIIPrintf(viewer, "nls ksp iter: %D\n", nlsP->ksp_iter);
    815:     PetscViewerASCIIPrintf(viewer, "nls ksp othr: %D\n", nlsP->ksp_othr);
    816:     PetscViewerASCIIPopTab(viewer);
    817:   }
    818:   return 0;
    819: }

    821: /* ---------------------------------------------------------- */
    822: /*MC
    823:   TAONLS - Newton's method with linesearch for unconstrained minimization.
    824:   At each iteration, the Newton line search method solves the symmetric
    825:   system of equations to obtain the step diretion dk:
    826:               Hk dk = -gk
    827:   a More-Thuente line search is applied on the direction dk to approximately
    828:   solve
    829:               min_t f(xk + t d_k)

    831:     Options Database Keys:
    832: + -tao_nls_init_type - "constant","direction","interpolation"
    833: . -tao_nls_update_type - "step","direction","interpolation"
    834: . -tao_nls_sval - perturbation starting value
    835: . -tao_nls_imin - minimum initial perturbation
    836: . -tao_nls_imax - maximum initial perturbation
    837: . -tao_nls_pmin - minimum perturbation
    838: . -tao_nls_pmax - maximum perturbation
    839: . -tao_nls_pgfac - growth factor
    840: . -tao_nls_psfac - shrink factor
    841: . -tao_nls_imfac - initial merit factor
    842: . -tao_nls_pmgfac - merit growth factor
    843: . -tao_nls_pmsfac - merit shrink factor
    844: . -tao_nls_eta1 - poor steplength; reduce radius
    845: . -tao_nls_eta2 - reasonable steplength; leave radius
    846: . -tao_nls_eta3 - good steplength; increase readius
    847: . -tao_nls_eta4 - excellent steplength; greatly increase radius
    848: . -tao_nls_alpha1 - alpha1 reduction
    849: . -tao_nls_alpha2 - alpha2 reduction
    850: . -tao_nls_alpha3 - alpha3 reduction
    851: . -tao_nls_alpha4 - alpha4 reduction
    852: . -tao_nls_alpha - alpha5 reduction
    853: . -tao_nls_mu1 - mu1 interpolation update
    854: . -tao_nls_mu2 - mu2 interpolation update
    855: . -tao_nls_gamma1 - gamma1 interpolation update
    856: . -tao_nls_gamma2 - gamma2 interpolation update
    857: . -tao_nls_gamma3 - gamma3 interpolation update
    858: . -tao_nls_gamma4 - gamma4 interpolation update
    859: . -tao_nls_theta - theta interpolation update
    860: . -tao_nls_omega1 - omega1 step update
    861: . -tao_nls_omega2 - omega2 step update
    862: . -tao_nls_omega3 - omega3 step update
    863: . -tao_nls_omega4 - omega4 step update
    864: . -tao_nls_omega5 - omega5 step update
    865: . -tao_nls_mu1_i -  mu1 interpolation init factor
    866: . -tao_nls_mu2_i -  mu2 interpolation init factor
    867: . -tao_nls_gamma1_i -  gamma1 interpolation init factor
    868: . -tao_nls_gamma2_i -  gamma2 interpolation init factor
    869: . -tao_nls_gamma3_i -  gamma3 interpolation init factor
    870: . -tao_nls_gamma4_i -  gamma4 interpolation init factor
    871: - -tao_nls_theta_i -  theta interpolation init factor

    873:   Level: beginner
    874: M*/

    876: PETSC_EXTERN PetscErrorCode TaoCreate_NLS(Tao tao)
    877: {
    878:   TAO_NLS        *nlsP;
    879:   const char     *morethuente_type = TAOLINESEARCHMT;

    881:   PetscNewLog(tao,&nlsP);

    883:   tao->ops->setup = TaoSetUp_NLS;
    884:   tao->ops->solve = TaoSolve_NLS;
    885:   tao->ops->view = TaoView_NLS;
    886:   tao->ops->setfromoptions = TaoSetFromOptions_NLS;
    887:   tao->ops->destroy = TaoDestroy_NLS;

    889:   /* Override default settings (unless already changed) */
    890:   if (!tao->max_it_changed) tao->max_it = 50;
    891:   if (!tao->trust0_changed) tao->trust0 = 100.0;

    893:   tao->data = (void*)nlsP;

    895:   nlsP->sval   = 0.0;
    896:   nlsP->imin   = 1.0e-4;
    897:   nlsP->imax   = 1.0e+2;
    898:   nlsP->imfac  = 1.0e-1;

    900:   nlsP->pmin   = 1.0e-12;
    901:   nlsP->pmax   = 1.0e+2;
    902:   nlsP->pgfac  = 1.0e+1;
    903:   nlsP->psfac  = 4.0e-1;
    904:   nlsP->pmgfac = 1.0e-1;
    905:   nlsP->pmsfac = 1.0e-1;

    907:   /*  Default values for trust-region radius update based on steplength */
    908:   nlsP->nu1 = 0.25;
    909:   nlsP->nu2 = 0.50;
    910:   nlsP->nu3 = 1.00;
    911:   nlsP->nu4 = 1.25;

    913:   nlsP->omega1 = 0.25;
    914:   nlsP->omega2 = 0.50;
    915:   nlsP->omega3 = 1.00;
    916:   nlsP->omega4 = 2.00;
    917:   nlsP->omega5 = 4.00;

    919:   /*  Default values for trust-region radius update based on reduction */
    920:   nlsP->eta1 = 1.0e-4;
    921:   nlsP->eta2 = 0.25;
    922:   nlsP->eta3 = 0.50;
    923:   nlsP->eta4 = 0.90;

    925:   nlsP->alpha1 = 0.25;
    926:   nlsP->alpha2 = 0.50;
    927:   nlsP->alpha3 = 1.00;
    928:   nlsP->alpha4 = 2.00;
    929:   nlsP->alpha5 = 4.00;

    931:   /*  Default values for trust-region radius update based on interpolation */
    932:   nlsP->mu1 = 0.10;
    933:   nlsP->mu2 = 0.50;

    935:   nlsP->gamma1 = 0.25;
    936:   nlsP->gamma2 = 0.50;
    937:   nlsP->gamma3 = 2.00;
    938:   nlsP->gamma4 = 4.00;

    940:   nlsP->theta = 0.05;

    942:   /*  Default values for trust region initialization based on interpolation */
    943:   nlsP->mu1_i = 0.35;
    944:   nlsP->mu2_i = 0.50;

    946:   nlsP->gamma1_i = 0.0625;
    947:   nlsP->gamma2_i = 0.5;
    948:   nlsP->gamma3_i = 2.0;
    949:   nlsP->gamma4_i = 5.0;

    951:   nlsP->theta_i = 0.25;

    953:   /*  Remaining parameters */
    954:   nlsP->min_radius = 1.0e-10;
    955:   nlsP->max_radius = 1.0e10;
    956:   nlsP->epsilon = 1.0e-6;

    958:   nlsP->init_type       = NLS_INIT_INTERPOLATION;
    959:   nlsP->update_type     = NLS_UPDATE_STEP;

    961:   TaoLineSearchCreate(((PetscObject)tao)->comm,&tao->linesearch);
    962:   PetscObjectIncrementTabLevel((PetscObject)tao->linesearch,(PetscObject)tao,1);
    963:   TaoLineSearchSetType(tao->linesearch,morethuente_type);
    964:   TaoLineSearchUseTaoRoutines(tao->linesearch,tao);
    965:   TaoLineSearchSetOptionsPrefix(tao->linesearch,tao->hdr.prefix);

    967:   /*  Set linear solver to default for symmetric matrices */
    968:   KSPCreate(((PetscObject)tao)->comm,&tao->ksp);
    969:   PetscObjectIncrementTabLevel((PetscObject)tao->ksp,(PetscObject)tao,1);
    970:   KSPSetOptionsPrefix(tao->ksp,tao->hdr.prefix);
    971:   KSPAppendOptionsPrefix(tao->ksp,"tao_nls_");
    972:   KSPSetType(tao->ksp,KSPSTCG);
    973:   return 0;
    974: }