#include <../src/snes/impls/ngmres/snesngmres.h> /*I "petscsnes.h" I*/ static PetscErrorCode SNESSetFromOptions_Anderson(PetscOptionItems *PetscOptionsObject,SNES snes) { SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; PetscBool monitor = PETSC_FALSE; PetscFunctionBegin; PetscCall(PetscOptionsHead(PetscOptionsObject,"SNES NGMRES options")); PetscCall(PetscOptionsInt("-snes_anderson_m", "Number of directions","SNES",ngmres->msize,&ngmres->msize,NULL)); PetscCall(PetscOptionsReal("-snes_anderson_beta", "Mixing parameter","SNES",ngmres->andersonBeta,&ngmres->andersonBeta,NULL)); PetscCall(PetscOptionsInt("-snes_anderson_restart", "Iterations before forced restart", "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,NULL)); PetscCall(PetscOptionsInt("-snes_anderson_restart_it", "Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,NULL)); PetscCall(PetscOptionsEnum("-snes_anderson_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes,(PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,NULL)); PetscCall(PetscOptionsBool("-snes_anderson_monitor", "Monitor steps of Anderson Mixing","SNES",ngmres->monitor ? PETSC_TRUE : PETSC_FALSE,&monitor,NULL)); if (monitor) { ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes)); } PetscCall(PetscOptionsTail()); PetscFunctionReturn(0); } static PetscErrorCode SNESSolve_Anderson(SNES snes) { SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; /* present solution, residual, and preconditioned residual */ Vec X,F,B,D; /* candidate linear combination answers */ Vec XA,FA,XM,FM; /* coefficients and RHS to the minimization problem */ PetscReal fnorm,fMnorm,fAnorm; PetscReal xnorm,ynorm; PetscReal dnorm,dminnorm=0.0,fminnorm; PetscInt restart_count=0; PetscInt k,k_restart,l,ivec; PetscBool selectRestart; SNESConvergedReason reason; PetscFunctionBegin; PetscCheckFalse(snes->xl || snes->xu || snes->ops->computevariablebounds,PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name); PetscCall(PetscCitationsRegister(SNESCitation,&SNEScite)); /* variable initialization */ snes->reason = SNES_CONVERGED_ITERATING; X = snes->vec_sol; F = snes->vec_func; B = snes->vec_rhs; XA = snes->vec_sol_update; FA = snes->work[0]; D = snes->work[1]; /* work for the line search */ XM = snes->work[3]; FM = snes->work[4]; PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); snes->iter = 0; snes->norm = 0.; PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); /* initialization */ /* r = F(x) */ if (snes->npc && snes->npcside== PC_LEFT) { PetscCall(SNESApplyNPC(snes,X,NULL,F)); PetscCall(SNESGetConvergedReason(snes->npc,&reason)); if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { snes->reason = SNES_DIVERGED_INNER; PetscFunctionReturn(0); } PetscCall(VecNorm(F,NORM_2,&fnorm)); } else { if (!snes->vec_func_init_set) { PetscCall(SNESComputeFunction(snes,X,F)); } else snes->vec_func_init_set = PETSC_FALSE; PetscCall(VecNorm(F,NORM_2,&fnorm)); SNESCheckFunctionNorm(snes,fnorm); } fminnorm = fnorm; PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); snes->norm = fnorm; PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); PetscCall(SNESLogConvergenceHistory(snes,fnorm,0)); PetscCall(SNESMonitor(snes,0,fnorm)); PetscCall((*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP)); if (snes->reason) PetscFunctionReturn(0); k_restart = 0; l = 0; ivec = 0; for (k=1; k < snes->max_its+1; k++) { /* select which vector of the stored subspace will be updated */ if (snes->npc && snes->npcside== PC_RIGHT) { PetscCall(VecCopy(X,XM)); PetscCall(SNESSetInitialFunction(snes->npc,F)); PetscCall(PetscLogEventBegin(SNES_NPCSolve,snes->npc,XM,B,0)); PetscCall(SNESSolve(snes->npc,B,XM)); PetscCall(PetscLogEventEnd(SNES_NPCSolve,snes->npc,XM,B,0)); PetscCall(SNESGetConvergedReason(snes->npc,&reason)); if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { snes->reason = SNES_DIVERGED_INNER; PetscFunctionReturn(0); } PetscCall(SNESGetNPCFunction(snes,FM,&fMnorm)); if (ngmres->andersonBeta != 1.0) { PetscCall(VecAXPBY(XM,(1.0 - ngmres->andersonBeta),ngmres->andersonBeta,X)); } } else { PetscCall(VecCopy(F,FM)); PetscCall(VecCopy(X,XM)); PetscCall(VecAXPY(XM,-ngmres->andersonBeta,FM)); fMnorm = fnorm; } PetscCall(SNESNGMRESFormCombinedSolution_Private(snes,ivec,l,XM,FM,fMnorm,X,XA,FA)); ivec = k_restart % ngmres->msize; if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) { PetscCall(SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm)); PetscCall(SNESNGMRESSelectRestart_Private(snes,l,fMnorm,fnorm,dnorm,fminnorm,dminnorm,&selectRestart)); /* if the restart conditions persist for more than restart_it iterations, restart. */ if (selectRestart) restart_count++; else restart_count = 0; } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) { PetscCall(SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm)); if (k_restart > ngmres->restart_periodic) { if (ngmres->monitor) PetscCall(PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart)); restart_count = ngmres->restart_it; } } else { PetscCall(SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm)); } /* restart after restart conditions have persisted for a fixed number of iterations */ if (restart_count >= ngmres->restart_it) { if (ngmres->monitor) { PetscCall(PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart)); } restart_count = 0; k_restart = 0; l = 0; ivec = 0; } else { if (l < ngmres->msize) l++; k_restart++; PetscCall(SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fnorm,XM)); } fnorm = fAnorm; if (fminnorm > fnorm) fminnorm = fnorm; PetscCall(VecCopy(XA,X)); PetscCall(VecCopy(FA,F)); PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); snes->iter = k; snes->norm = fnorm; snes->xnorm = xnorm; snes->ynorm = ynorm; PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); PetscCall(SNESLogConvergenceHistory(snes,snes->norm,snes->iter)); PetscCall(SNESMonitor(snes,snes->iter,snes->norm)); PetscCall((*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP)); if (snes->reason) PetscFunctionReturn(0); } snes->reason = SNES_DIVERGED_MAX_IT; PetscFunctionReturn(0); } /*MC SNESANDERSON - Anderson Mixing method. Level: beginner Options Database: + -snes_anderson_m - Number of stored previous solutions and residuals . -snes_anderson_beta - Anderson mixing parameter . -snes_anderson_restart_type - Type of restart (see SNESNGMRES) . -snes_anderson_restart_it - Number of iterations of restart conditions before restart . -snes_anderson_restart - Number of iterations before periodic restart - -snes_anderson_monitor - Prints relevant information about the ngmres iteration Notes: The Anderson Mixing method combines m previous solutions into a minimum-residual solution by solving a small linearized optimization problem at each iteration. Very similar to the SNESNGMRES algorithm. References: + * - D. G. Anderson. Iterative procedures for nonlinear integral equations. J. Assoc. Comput. Mach., 12, 1965." - * - Peter R. Brune, Matthew G. Knepley, Barry F. Smith, and Xuemin Tu,"Composing Scalable Nonlinear Algebraic Solvers", SIAM Review, 57(4), 2015 .seealso: SNESNGMRES, SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types) M*/ PETSC_EXTERN PetscErrorCode SNESCreate_Anderson(SNES snes) { SNES_NGMRES *ngmres; SNESLineSearch linesearch; PetscFunctionBegin; snes->ops->destroy = SNESDestroy_NGMRES; snes->ops->setup = SNESSetUp_NGMRES; snes->ops->setfromoptions = SNESSetFromOptions_Anderson; snes->ops->view = SNESView_NGMRES; snes->ops->solve = SNESSolve_Anderson; snes->ops->reset = SNESReset_NGMRES; snes->usesnpc = PETSC_TRUE; snes->usesksp = PETSC_FALSE; snes->npcside = PC_RIGHT; snes->alwayscomputesfinalresidual = PETSC_TRUE; PetscCall(PetscNewLog(snes,&ngmres)); snes->data = (void*) ngmres; ngmres->msize = 30; if (!snes->tolerancesset) { snes->max_funcs = 30000; snes->max_its = 10000; } PetscCall(SNESGetLineSearch(snes,&linesearch)); if (!((PetscObject)linesearch)->type_name) { PetscCall(SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC)); } ngmres->additive_linesearch = NULL; ngmres->approxfunc = PETSC_FALSE; ngmres->restart_type = SNES_NGMRES_RESTART_NONE; ngmres->restart_it = 2; ngmres->restart_periodic = 30; ngmres->gammaA = 2.0; ngmres->gammaC = 2.0; ngmres->deltaB = 0.9; ngmres->epsilonB = 0.1; ngmres->andersonBeta = 1.0; PetscFunctionReturn(0); }