1a5eb4965SSatish Balay #ifdef PETSC_RCS_HEADER 2*06d0569aSBarry Smith static char vcid[] = "$Id: ls.c,v 1.121 1999/02/01 03:26:42 curfman Exp bsmith $"; 35e76c431SBarry Smith #endif 45e76c431SBarry Smith 570f55243SBarry Smith #include "src/snes/impls/ls/ls.h" 65e42470aSBarry Smith 704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------- 804d965bbSLois Curfman McInnes 904d965bbSLois Curfman McInnes This file implements a truncated Newton method with a line search, 1004d965bbSLois Curfman McInnes for solving a system of nonlinear equations, using the SLES, Vec, 1104d965bbSLois Curfman McInnes and Mat interfaces for linear solvers, vectors, and matrices, 1204d965bbSLois Curfman McInnes respectively. 1304d965bbSLois Curfman McInnes 14fe6c6bacSLois Curfman McInnes The following basic routines are required for each nonlinear solver: 1504d965bbSLois Curfman McInnes SNESCreate_XXX() - Creates a nonlinear solver context 1604d965bbSLois Curfman McInnes SNESSetFromOptions_XXX() - Sets runtime options 17fe6c6bacSLois Curfman McInnes SNESSolve_XXX() - Solves the nonlinear system 1804d965bbSLois Curfman McInnes SNESDestroy_XXX() - Destroys the nonlinear solver context 1904d965bbSLois Curfman McInnes The suffix "_XXX" denotes a particular implementation, in this case 2004d965bbSLois Curfman McInnes we use _EQ_LS (e.g., SNESCreate_EQ_LS, SNESSolve_EQ_LS) for solving 2104d965bbSLois Curfman McInnes systems of nonlinear equations (EQ) with a line search (LS) method. 2204d965bbSLois Curfman McInnes These routines are actually called via the common user interface 2304d965bbSLois Curfman McInnes routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and 2404d965bbSLois Curfman McInnes SNESDestroy(), so the application code interface remains identical 2504d965bbSLois Curfman McInnes for all nonlinear solvers. 2604d965bbSLois Curfman McInnes 2704d965bbSLois Curfman McInnes Another key routine is: 2804d965bbSLois Curfman McInnes SNESSetUp_XXX() - Prepares for the use of a nonlinear solver 2904d965bbSLois Curfman McInnes by setting data structures and options. The interface routine SNESSetUp() 3004d965bbSLois Curfman McInnes is not usually called directly by the user, but instead is called by 3104d965bbSLois Curfman McInnes SNESSolve() if necessary. 3204d965bbSLois Curfman McInnes 3304d965bbSLois Curfman McInnes Additional basic routines are: 3404d965bbSLois Curfman McInnes SNESPrintHelp_XXX() - Prints nonlinear solver runtime options 3504d965bbSLois Curfman McInnes SNESView_XXX() - Prints details of runtime options that 3604d965bbSLois Curfman McInnes have actually been used. 3704d965bbSLois Curfman McInnes These are called by application codes via the interface routines 3804d965bbSLois Curfman McInnes SNESPrintHelp() and SNESView(). 3904d965bbSLois Curfman McInnes 4004d965bbSLois Curfman McInnes The various types of solvers (preconditioners, Krylov subspace methods, 4104d965bbSLois Curfman McInnes nonlinear solvers, timesteppers) are all organized similarly, so the 4204d965bbSLois Curfman McInnes above description applies to these categories also. 4304d965bbSLois Curfman McInnes 4404d965bbSLois Curfman McInnes -------------------------------------------------------------------- */ 455e42470aSBarry Smith /* 4604d965bbSLois Curfman McInnes SNESSolve_EQ_LS - Solves a nonlinear system with a truncated Newton 4704d965bbSLois Curfman McInnes method with a line search. 485e76c431SBarry Smith 4904d965bbSLois Curfman McInnes Input Parameters: 5004d965bbSLois Curfman McInnes . snes - the SNES context 515e76c431SBarry Smith 5204d965bbSLois Curfman McInnes Output Parameter: 53c2a78f1aSLois Curfman McInnes . outits - number of iterations until termination 5404d965bbSLois Curfman McInnes 5504d965bbSLois Curfman McInnes Application Interface Routine: SNESSolve() 565e76c431SBarry Smith 575e76c431SBarry Smith Notes: 585e76c431SBarry Smith This implements essentially a truncated Newton method with a 595e76c431SBarry Smith line search. By default a cubic backtracking line search 605e76c431SBarry Smith is employed, as described in the text "Numerical Methods for 615e76c431SBarry Smith Unconstrained Optimization and Nonlinear Equations" by Dennis 62393d2d9aSLois Curfman McInnes and Schnabel. 635e76c431SBarry Smith */ 645615d1e5SSatish Balay #undef __FUNC__ 655615d1e5SSatish Balay #define __FUNC__ "SNESSolve_EQ_LS" 66f63b844aSLois Curfman McInnes int SNESSolve_EQ_LS(SNES snes,int *outits) 675e76c431SBarry Smith { 685e42470aSBarry Smith SNES_LS *neP = (SNES_LS *) snes->data; 69761aaf1bSLois Curfman McInnes int maxits, i, history_len, ierr, lits, lsfail; 70112a2221SBarry Smith MatStructure flg = DIFFERENT_NONZERO_PATTERN; 716b5873e3SBarry Smith double fnorm, gnorm, xnorm, ynorm, *history; 725e42470aSBarry Smith Vec Y, X, F, G, W, TMP; 735e76c431SBarry Smith 743a40ed3dSBarry Smith PetscFunctionBegin; 755e42470aSBarry Smith history = snes->conv_hist; /* convergence history */ 7651979daaSLois Curfman McInnes history_len = snes->conv_hist_size; /* convergence history length */ 775e42470aSBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 785e42470aSBarry Smith X = snes->vec_sol; /* solution vector */ 7939e2f89bSBarry Smith F = snes->vec_func; /* residual vector */ 805e42470aSBarry Smith Y = snes->work[0]; /* work vectors */ 815e42470aSBarry Smith G = snes->work[1]; 825e42470aSBarry Smith W = snes->work[2]; 835e76c431SBarry Smith 8425ed9cd1SBarry Smith snes->iter = 0; 855334005bSBarry Smith ierr = SNESComputeFunction(snes,X,F); CHKERRQ(ierr); /* F(X) */ 86cddf8d76SBarry Smith ierr = VecNorm(F,NORM_2,&fnorm); CHKERRQ(ierr); /* fnorm <- ||F|| */ 87*06d0569aSBarry Smith PetscAMSTakeAccess(snes); 885e42470aSBarry Smith snes->norm = fnorm; 89*06d0569aSBarry Smith PetscAMSGrantAccess(snes); 9051979daaSLois Curfman McInnes if (history) history[0] = fnorm; 9194a424c1SBarry Smith SNESMonitor(snes,0,fnorm); 925e76c431SBarry Smith 933a40ed3dSBarry Smith if (fnorm < snes->atol) {*outits = 0; PetscFunctionReturn(0);} 9494a9d846SBarry Smith 95d034289bSBarry Smith /* set parameter for default relative tolerance convergence test */ 96d034289bSBarry Smith snes->ttol = fnorm*snes->rtol; 97d034289bSBarry Smith 985e76c431SBarry Smith for ( i=0; i<maxits; i++ ) { 995e42470aSBarry Smith snes->iter = i+1; 1005e76c431SBarry Smith 101ea4d3ed3SLois Curfman McInnes /* Solve J Y = F, where J is Jacobian matrix */ 1025334005bSBarry Smith ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg); CHKERRQ(ierr); 1035334005bSBarry Smith ierr = SLESSetOperators(snes->sles,snes->jacobian,snes->jacobian_pre,flg); CHKERRQ(ierr); 10478b31e54SBarry Smith ierr = SLESSolve(snes->sles,F,Y,&lits); CHKERRQ(ierr); 1057a00f4a9SLois Curfman McInnes snes->linear_its += PetscAbsInt(lits); 106af1ccdebSLois Curfman McInnes PLogInfo(snes,"SNESSolve_EQ_LS: iter=%d, linear solve iterations=%d\n",snes->iter,lits); 107ea4d3ed3SLois Curfman McInnes 108ea4d3ed3SLois Curfman McInnes /* Compute a (scaled) negative update in the line search routine: 109ea4d3ed3SLois Curfman McInnes Y <- X - lambda*Y 110ea4d3ed3SLois Curfman McInnes and evaluate G(Y) = function(Y)) 111ea4d3ed3SLois Curfman McInnes */ 11281b6cf68SLois Curfman McInnes ierr = VecCopy(Y,snes->vec_sol_update_always); CHKERRQ(ierr); 113ddd12767SBarry Smith ierr = (*neP->LineSearch)(snes,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lsfail); CHKERRQ(ierr); 114af1ccdebSLois Curfman McInnes PLogInfo(snes,"SNESSolve_EQ_LS: fnorm=%g, gnorm=%g, ynorm=%g, lsfail=%d\n",fnorm,gnorm,ynorm,lsfail); 115761aaf1bSLois Curfman McInnes if (lsfail) snes->nfailures++; 1165e76c431SBarry Smith 11739e2f89bSBarry Smith TMP = F; F = G; snes->vec_func_always = F; G = TMP; 11839e2f89bSBarry Smith TMP = X; X = Y; snes->vec_sol_always = X; Y = TMP; 1195e76c431SBarry Smith fnorm = gnorm; 1205e76c431SBarry Smith 121*06d0569aSBarry Smith PetscAMSTakeAccess(snes); 1225e42470aSBarry Smith snes->norm = fnorm; 123*06d0569aSBarry Smith PetscAMSGrantAccess(snes); 1245e76c431SBarry Smith if (history && history_len > i+1) history[i+1] = fnorm; 12594a424c1SBarry Smith SNESMonitor(snes,i+1,fnorm); 1265e76c431SBarry Smith 1275e76c431SBarry Smith /* Test for convergence */ 12829e0b56fSBarry Smith if (snes->converged) { 12929e0b56fSBarry Smith ierr = VecNorm(X,NORM_2,&xnorm); CHKERRQ(ierr); /* xnorm = || X || */ 130bbb6d6a8SBarry Smith if ((*snes->converged)(snes,xnorm,ynorm,fnorm,snes->cnvP)) { 13116c95cacSBarry Smith break; 13216c95cacSBarry Smith } 13316c95cacSBarry Smith } 13429e0b56fSBarry Smith } 13539e2f89bSBarry Smith if (X != snes->vec_sol) { 136393d2d9aSLois Curfman McInnes ierr = VecCopy(X,snes->vec_sol); CHKERRQ(ierr); 13739e2f89bSBarry Smith snes->vec_sol_always = snes->vec_sol; 13839e2f89bSBarry Smith snes->vec_func_always = snes->vec_func; 13939e2f89bSBarry Smith } 14052392280SLois Curfman McInnes if (i == maxits) { 141981c4779SBarry Smith PLogInfo(snes,"SNESSolve_EQ_LS: Maximum number of iterations has been reached: %d\n",maxits); 14252392280SLois Curfman McInnes i--; 14352392280SLois Curfman McInnes } 14451979daaSLois Curfman McInnes if (history) snes->conv_act_size = (history_len < i+1) ? history_len : i+1; 1455e42470aSBarry Smith *outits = i+1; 1463a40ed3dSBarry Smith PetscFunctionReturn(0); 1475e76c431SBarry Smith } 14804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 14904d965bbSLois Curfman McInnes /* 15004d965bbSLois Curfman McInnes SNESSetUp_EQ_LS - Sets up the internal data structures for the later use 15104d965bbSLois Curfman McInnes of the SNES_EQ_LS nonlinear solver. 15204d965bbSLois Curfman McInnes 15304d965bbSLois Curfman McInnes Input Parameter: 15404d965bbSLois Curfman McInnes . snes - the SNES context 15504d965bbSLois Curfman McInnes . x - the solution vector 15604d965bbSLois Curfman McInnes 15704d965bbSLois Curfman McInnes Application Interface Routine: SNESSetUp() 15804d965bbSLois Curfman McInnes 15904d965bbSLois Curfman McInnes Notes: 16004d965bbSLois Curfman McInnes For basic use of the SNES solvers the user need not explicitly call 16104d965bbSLois Curfman McInnes SNESSetUp(), since these actions will automatically occur during 16204d965bbSLois Curfman McInnes the call to SNESSolve(). 16304d965bbSLois Curfman McInnes */ 1645615d1e5SSatish Balay #undef __FUNC__ 1655615d1e5SSatish Balay #define __FUNC__ "SNESSetUp_EQ_LS" 166f63b844aSLois Curfman McInnes int SNESSetUp_EQ_LS(SNES snes) 1675e76c431SBarry Smith { 1685e42470aSBarry Smith int ierr; 1693a40ed3dSBarry Smith 1703a40ed3dSBarry Smith PetscFunctionBegin; 17181b6cf68SLois Curfman McInnes snes->nwork = 4; 172d7e8b826SBarry Smith ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr); 1735e42470aSBarry Smith PLogObjectParents(snes,snes->nwork,snes->work); 17481b6cf68SLois Curfman McInnes snes->vec_sol_update_always = snes->work[3]; 1753a40ed3dSBarry Smith PetscFunctionReturn(0); 1765e76c431SBarry Smith } 17704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 17804d965bbSLois Curfman McInnes /* 17904d965bbSLois Curfman McInnes SNESDestroy_EQ_LS - Destroys the private SNES_LS context that was created 18004d965bbSLois Curfman McInnes with SNESCreate_EQ_LS(). 18104d965bbSLois Curfman McInnes 18204d965bbSLois Curfman McInnes Input Parameter: 18304d965bbSLois Curfman McInnes . snes - the SNES context 18404d965bbSLois Curfman McInnes 185de49b36dSLois Curfman McInnes Application Interface Routine: SNESDestroy() 18604d965bbSLois Curfman McInnes */ 1875615d1e5SSatish Balay #undef __FUNC__ 188d4bb536fSBarry Smith #define __FUNC__ "SNESDestroy_EQ_LS" 189e1311b90SBarry Smith int SNESDestroy_EQ_LS(SNES snes) 1905e76c431SBarry Smith { 191393d2d9aSLois Curfman McInnes int ierr; 1923a40ed3dSBarry Smith 1933a40ed3dSBarry Smith PetscFunctionBegin; 1945baf8537SBarry Smith if (snes->nwork) { 1954b0e389bSBarry Smith ierr = VecDestroyVecs(snes->work,snes->nwork); CHKERRQ(ierr); 19621c89e3eSBarry Smith } 1970452661fSBarry Smith PetscFree(snes->data); 1983a40ed3dSBarry Smith PetscFunctionReturn(0); 1995e76c431SBarry Smith } 20004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 2015615d1e5SSatish Balay #undef __FUNC__ 2025615d1e5SSatish Balay #define __FUNC__ "SNESNoLineSearch" 20382bf6240SBarry Smith 2044b828684SBarry Smith /*@C 2055e42470aSBarry Smith SNESNoLineSearch - This routine is not a line search at all; 2065e76c431SBarry Smith it simply uses the full Newton step. Thus, this routine is intended 2075e76c431SBarry Smith to serve as a template and is not recommended for general use. 2085e76c431SBarry Smith 209c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 210c7afd0dbSLois Curfman McInnes 2115e76c431SBarry Smith Input Parameters: 212c7afd0dbSLois Curfman McInnes + snes - nonlinear context 2135e76c431SBarry Smith . x - current iterate 2145e76c431SBarry Smith . f - residual evaluated at x 2155e76c431SBarry Smith . y - search direction (contains new iterate on output) 2165e76c431SBarry Smith . w - work vector 217c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 2185e76c431SBarry Smith 219c4a48953SLois Curfman McInnes Output Parameters: 220c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 2215e76c431SBarry Smith . y - new iterate (contains search direction on input) 2225e76c431SBarry Smith . gnorm - 2-norm of g 2235e76c431SBarry Smith . ynorm - 2-norm of search length 224c7afd0dbSLois Curfman McInnes - flag - set to 0, indicating a successful line search 225fee21e36SBarry Smith 226c4a48953SLois Curfman McInnes Options Database Key: 227c7afd0dbSLois Curfman McInnes . -snes_eq_ls basic - Activates SNESNoLineSearch() 228c4a48953SLois Curfman McInnes 22936851e7fSLois Curfman McInnes Level: advanced 23036851e7fSLois Curfman McInnes 23128ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 23228ae5a21SLois Curfman McInnes 233f59ffdedSLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 23477c4ece6SBarry Smith SNESSetLineSearch() 2355e76c431SBarry Smith @*/ 2365e42470aSBarry Smith int SNESNoLineSearch(SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w, 237761aaf1bSLois Curfman McInnes double fnorm, double *ynorm, double *gnorm,int *flag ) 2385e76c431SBarry Smith { 2395e42470aSBarry Smith int ierr; 2405334005bSBarry Smith Scalar mone = -1.0; 2415334005bSBarry Smith 2423a40ed3dSBarry Smith PetscFunctionBegin; 243761aaf1bSLois Curfman McInnes *flag = 0; 2447857610eSBarry Smith PLogEventBegin(SNES_LineSearch,snes,x,f,g); 245cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm); CHKERRQ(ierr); /* ynorm = || y || */ 246ea4d3ed3SLois Curfman McInnes ierr = VecAYPX(&mone,x,y); CHKERRQ(ierr); /* y <- y - x */ 247ea4d3ed3SLois Curfman McInnes ierr = SNESComputeFunction(snes,y,g); CHKERRQ(ierr); /* Compute F(y) */ 248cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); /* gnorm = || g || */ 2497857610eSBarry Smith PLogEventEnd(SNES_LineSearch,snes,x,f,g); 2503a40ed3dSBarry Smith PetscFunctionReturn(0); 2515e76c431SBarry Smith } 25204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 2535615d1e5SSatish Balay #undef __FUNC__ 25429e0b56fSBarry Smith #define __FUNC__ "SNESNoLineSearchNoNorms" 25582bf6240SBarry Smith 25629e0b56fSBarry Smith /*@C 25729e0b56fSBarry Smith SNESNoLineSearchNoNorms - This routine is not a line search at 25829e0b56fSBarry Smith all; it simply uses the full Newton step. This version does not 25929e0b56fSBarry Smith even compute the norm of the function or search direction; this 26029e0b56fSBarry Smith is intended only when you know the full step is fine and are 26129e0b56fSBarry Smith not checking for convergence of the nonlinear iteration (for 262c7afd0dbSLois Curfman McInnes example, you are running always for a fixed number of Newton steps). 263c7afd0dbSLois Curfman McInnes 264c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 26529e0b56fSBarry Smith 26629e0b56fSBarry Smith Input Parameters: 267c7afd0dbSLois Curfman McInnes + snes - nonlinear context 26829e0b56fSBarry Smith . x - current iterate 26929e0b56fSBarry Smith . f - residual evaluated at x 27029e0b56fSBarry Smith . y - search direction (contains new iterate on output) 27129e0b56fSBarry Smith . w - work vector 272c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 27329e0b56fSBarry Smith 27429e0b56fSBarry Smith Output Parameters: 275c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 27629e0b56fSBarry Smith . gnorm - not changed 27729e0b56fSBarry Smith . ynorm - not changed 278c7afd0dbSLois Curfman McInnes - flag - set to 0, indicating a successful line search 279fee21e36SBarry Smith 28029e0b56fSBarry Smith Options Database Key: 281c7afd0dbSLois Curfman McInnes . -snes_eq_ls basicnonorms - Activates SNESNoLineSearchNoNorms() 28229e0b56fSBarry Smith 28336851e7fSLois Curfman McInnes Level: advanced 28436851e7fSLois Curfman McInnes 28529e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic 28629e0b56fSBarry Smith 28729e0b56fSBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 28829e0b56fSBarry Smith SNESSetLineSearch(), SNESNoLineSearch() 28929e0b56fSBarry Smith @*/ 29029e0b56fSBarry Smith int SNESNoLineSearchNoNorms(SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w, 29129e0b56fSBarry Smith double fnorm, double *ynorm, double *gnorm,int *flag ) 29229e0b56fSBarry Smith { 29329e0b56fSBarry Smith int ierr; 29429e0b56fSBarry Smith Scalar mone = -1.0; 29529e0b56fSBarry Smith 2963a40ed3dSBarry Smith PetscFunctionBegin; 29729e0b56fSBarry Smith *flag = 0; 29829e0b56fSBarry Smith PLogEventBegin(SNES_LineSearch,snes,x,f,g); 29929e0b56fSBarry Smith ierr = VecAYPX(&mone,x,y); CHKERRQ(ierr); /* y <- y - x */ 30029e0b56fSBarry Smith ierr = SNESComputeFunction(snes,y,g); CHKERRQ(ierr); /* Compute F(y) */ 30129e0b56fSBarry Smith PLogEventEnd(SNES_LineSearch,snes,x,f,g); 3023a40ed3dSBarry Smith PetscFunctionReturn(0); 30329e0b56fSBarry Smith } 30404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 30529e0b56fSBarry Smith #undef __FUNC__ 3065615d1e5SSatish Balay #define __FUNC__ "SNESCubicLineSearch" 3074b828684SBarry Smith /*@C 308f525115eSLois Curfman McInnes SNESCubicLineSearch - Performs a cubic line search (default line search method). 3095e76c431SBarry Smith 310c7afd0dbSLois Curfman McInnes Collective on SNES 311c7afd0dbSLois Curfman McInnes 3125e76c431SBarry Smith Input Parameters: 313c7afd0dbSLois Curfman McInnes + snes - nonlinear context 3145e76c431SBarry Smith . x - current iterate 3155e76c431SBarry Smith . f - residual evaluated at x 3165e76c431SBarry Smith . y - search direction (contains new iterate on output) 3175e76c431SBarry Smith . w - work vector 318c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 3195e76c431SBarry Smith 320393d2d9aSLois Curfman McInnes Output Parameters: 321c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 3225e76c431SBarry Smith . y - new iterate (contains search direction on input) 3235e76c431SBarry Smith . gnorm - 2-norm of g 3245e76c431SBarry Smith . ynorm - 2-norm of search length 325c7afd0dbSLois Curfman McInnes - flag - 0 if line search succeeds; -1 on failure. 326fee21e36SBarry Smith 327c4a48953SLois Curfman McInnes Options Database Key: 328c7afd0dbSLois Curfman McInnes $ -snes_eq_ls cubic - Activates SNESCubicLineSearch() 329c4a48953SLois Curfman McInnes 3305e76c431SBarry Smith Notes: 3315e76c431SBarry Smith This line search is taken from "Numerical Methods for Unconstrained 3325e76c431SBarry Smith Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 3335e76c431SBarry Smith 33436851e7fSLois Curfman McInnes Level: advanced 33536851e7fSLois Curfman McInnes 33628ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 33728ae5a21SLois Curfman McInnes 33877c4ece6SBarry Smith .seealso: SNESNoLineSearch(), SNESNoLineSearch(), SNESSetLineSearch() 3395e76c431SBarry Smith @*/ 3405e42470aSBarry Smith int SNESCubicLineSearch(SNES snes,Vec x,Vec f,Vec g,Vec y,Vec w, 341761aaf1bSLois Curfman McInnes double fnorm,double *ynorm,double *gnorm,int *flag) 3425e76c431SBarry Smith { 343406556e6SLois Curfman McInnes /* 344406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 345406556e6SLois Curfman McInnes minimization problem: 346406556e6SLois Curfman McInnes min z(x): R^n -> R, 347406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 348406556e6SLois Curfman McInnes */ 349406556e6SLois Curfman McInnes 350ddd12767SBarry Smith double steptol, initslope, lambdaprev, gnormprev, a, b, d, t1, t2; 351ea4d3ed3SLois Curfman McInnes double maxstep, minlambda, alpha, lambda, lambdatemp, lambdaneg; 3523a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 3535e42470aSBarry Smith Scalar cinitslope, clambda; 3546b5873e3SBarry Smith #endif 3555e42470aSBarry Smith int ierr, count; 3565e42470aSBarry Smith SNES_LS *neP = (SNES_LS *) snes->data; 3575334005bSBarry Smith Scalar mone = -1.0,scale; 3585e76c431SBarry Smith 3593a40ed3dSBarry Smith PetscFunctionBegin; 3607857610eSBarry Smith PLogEventBegin(SNES_LineSearch,snes,x,f,g); 361761aaf1bSLois Curfman McInnes *flag = 0; 3625e76c431SBarry Smith alpha = neP->alpha; 3635e76c431SBarry Smith maxstep = neP->maxstep; 3645e76c431SBarry Smith steptol = neP->steptol; 3655e76c431SBarry Smith 366cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm); CHKERRQ(ierr); 367a1c2b6eeSLois Curfman McInnes if (*ynorm < snes->atol) { 368a1c2b6eeSLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch: Search direction and size are nearly 0\n"); 369a1c2b6eeSLois Curfman McInnes *gnorm = fnorm; 370a1c2b6eeSLois Curfman McInnes ierr = VecCopy(x,y); CHKERRQ(ierr); 371a1c2b6eeSLois Curfman McInnes ierr = VecCopy(f,g); CHKERRQ(ierr); 372ad922ac9SBarry Smith goto theend1; 37394a9d846SBarry Smith } 3745e76c431SBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 3755e42470aSBarry Smith scale = maxstep/(*ynorm); 3763a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 37792318cfeSSatish Balay PLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g\n",PetscReal(scale)); 3786b5873e3SBarry Smith #else 37994a424c1SBarry Smith PLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g\n",scale); 3806b5873e3SBarry Smith #endif 381393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y); CHKERRQ(ierr); 3825e76c431SBarry Smith *ynorm = maxstep; 3835e76c431SBarry Smith } 3845e76c431SBarry Smith minlambda = steptol/(*ynorm); 385a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w); CHKERRQ(ierr); 3863a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 387a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope); CHKERRQ(ierr); 38892318cfeSSatish Balay initslope = PetscReal(cinitslope); 3895e42470aSBarry Smith #else 390a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope); CHKERRQ(ierr); 3915e42470aSBarry Smith #endif 3925e76c431SBarry Smith if (initslope > 0.0) initslope = -initslope; 3935e76c431SBarry Smith if (initslope == 0.0) initslope = -1.0; 3945e76c431SBarry Smith 395393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w); CHKERRQ(ierr); 3965334005bSBarry Smith ierr = VecAYPX(&mone,x,w); CHKERRQ(ierr); 39778b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 398cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); 399406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* Sufficient reduction */ 400393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 40194a424c1SBarry Smith PLogInfo(snes,"SNESCubicLineSearch: Using full step\n"); 402ad922ac9SBarry Smith goto theend1; 4035e76c431SBarry Smith } 4045e76c431SBarry Smith 4055e76c431SBarry Smith /* Fit points with quadratic */ 4065e76c431SBarry Smith lambda = 1.0; count = 0; 407a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 4085e76c431SBarry Smith lambdaprev = lambda; 4095e76c431SBarry Smith gnormprev = *gnorm; 410ddd12767SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 411ddd12767SBarry Smith else lambda = lambdatemp; 412393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w); CHKERRQ(ierr); 413ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 4143a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 415ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr); 4165e42470aSBarry Smith #else 417ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w); CHKERRQ(ierr); 4185e42470aSBarry Smith #endif 41978b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 420cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 421406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* sufficient reduction */ 422393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 423ea4d3ed3SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch: Quadratically determined step, lambda=%g\n",lambda); 424ad922ac9SBarry Smith goto theend1; 4255e76c431SBarry Smith } 4265e76c431SBarry Smith 4275e76c431SBarry Smith /* Fit points with cubic */ 4285e76c431SBarry Smith count = 1; 4295e76c431SBarry Smith while (1) { 4305e76c431SBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 4312b022350SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch:Unable to find good step length! %d \n",count); 4322b022350SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n", 433ea4d3ed3SLois Curfman McInnes fnorm,*gnorm,*ynorm,lambda,initslope); 434393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 435761aaf1bSLois Curfman McInnes *flag = -1; break; 4365e76c431SBarry Smith } 437406556e6SLois Curfman McInnes t1 = ((*gnorm)*(*gnorm) - fnorm*fnorm)*0.5 - lambda*initslope; 438406556e6SLois Curfman McInnes t2 = (gnormprev*gnormprev - fnorm*fnorm)*0.5 - lambdaprev*initslope; 439ddd12767SBarry Smith a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 4402b022350SLois Curfman McInnes b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 4415e76c431SBarry Smith d = b*b - 3*a*initslope; 4425e76c431SBarry Smith if (d < 0.0) d = 0.0; 4435e76c431SBarry Smith if (a == 0.0) { 4445e76c431SBarry Smith lambdatemp = -initslope/(2.0*b); 4455e76c431SBarry Smith } else { 4465e76c431SBarry Smith lambdatemp = (-b + sqrt(d))/(3.0*a); 4475e76c431SBarry Smith } 4485e76c431SBarry Smith if (lambdatemp > .5*lambda) { 4495e76c431SBarry Smith lambdatemp = .5*lambda; 4505e76c431SBarry Smith } 4515e76c431SBarry Smith lambdaprev = lambda; 4525e76c431SBarry Smith gnormprev = *gnorm; 4535e76c431SBarry Smith if (lambdatemp <= .1*lambda) { 4545e76c431SBarry Smith lambda = .1*lambda; 4555e76c431SBarry Smith } 4565e76c431SBarry Smith else lambda = lambdatemp; 457393d2d9aSLois Curfman McInnes ierr = VecCopy( x, w ); CHKERRQ(ierr); 458ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 4593a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 460ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; 461393d2d9aSLois Curfman McInnes ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr); 4625e42470aSBarry Smith #else 463ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w); CHKERRQ(ierr); 4645e42470aSBarry Smith #endif 46578b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 466cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 467406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* is reduction enough? */ 468393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 469ea4d3ed3SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch: Cubically determined step, lambda=%g\n",lambda); 4702715565aSLois Curfman McInnes goto theend1; 4712b022350SLois Curfman McInnes } else { 4722b022350SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch: Cubic step no good, shrinking lambda, lambda=%g\n",lambda); 4735e76c431SBarry Smith } 4745e76c431SBarry Smith count++; 4755e76c431SBarry Smith } 476ad922ac9SBarry Smith theend1: 4777857610eSBarry Smith PLogEventEnd(SNES_LineSearch,snes,x,f,g); 4783a40ed3dSBarry Smith PetscFunctionReturn(0); 4795e76c431SBarry Smith } 48004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 4815615d1e5SSatish Balay #undef __FUNC__ 4825615d1e5SSatish Balay #define __FUNC__ "SNESQuadraticLineSearch" 4834b828684SBarry Smith /*@C 484f525115eSLois Curfman McInnes SNESQuadraticLineSearch - Performs a quadratic line search. 4855e76c431SBarry Smith 486c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 487c7afd0dbSLois Curfman McInnes 4885e42470aSBarry Smith Input Parameters: 489c7afd0dbSLois Curfman McInnes + snes - the SNES context 4905e42470aSBarry Smith . x - current iterate 4915e42470aSBarry Smith . f - residual evaluated at x 4925e42470aSBarry Smith . y - search direction (contains new iterate on output) 4935e42470aSBarry Smith . w - work vector 494c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 4955e42470aSBarry Smith 496c4a48953SLois Curfman McInnes Output Parameters: 497c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4985e42470aSBarry Smith . y - new iterate (contains search direction on input) 4995e42470aSBarry Smith . gnorm - 2-norm of g 5005e42470aSBarry Smith . ynorm - 2-norm of search length 501c7afd0dbSLois Curfman McInnes - flag - 0 if line search succeeds; -1 on failure. 502fee21e36SBarry Smith 503c4a48953SLois Curfman McInnes Options Database Key: 504c7afd0dbSLois Curfman McInnes . -snes_eq_ls quadratic - Activates SNESQuadraticLineSearch() 505c4a48953SLois Curfman McInnes 5065e42470aSBarry Smith Notes: 507c7afd0dbSLois Curfman McInnes Use SNESSetLineSearch() to set this routine within the SNES_EQ_LS method. 5085e42470aSBarry Smith 50936851e7fSLois Curfman McInnes Level: advanced 51036851e7fSLois Curfman McInnes 511f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search 512f59ffdedSLois Curfman McInnes 51377c4ece6SBarry Smith .seealso: SNESCubicLineSearch(), SNESNoLineSearch(), SNESSetLineSearch() 5145e42470aSBarry Smith @*/ 5155e42470aSBarry Smith int SNESQuadraticLineSearch(SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w, 516761aaf1bSLois Curfman McInnes double fnorm, double *ynorm, double *gnorm,int *flag) 5175e76c431SBarry Smith { 518406556e6SLois Curfman McInnes /* 519406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 520406556e6SLois Curfman McInnes minimization problem: 521406556e6SLois Curfman McInnes min z(x): R^n -> R, 522406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 523406556e6SLois Curfman McInnes */ 52440011551SBarry Smith double steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp; 5253a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 5265e42470aSBarry Smith Scalar cinitslope,clambda; 5276b5873e3SBarry Smith #endif 5285e42470aSBarry Smith int ierr,count; 5295e42470aSBarry Smith SNES_LS *neP = (SNES_LS *) snes->data; 5305334005bSBarry Smith Scalar mone = -1.0,scale; 5315e76c431SBarry Smith 5323a40ed3dSBarry Smith PetscFunctionBegin; 5337857610eSBarry Smith PLogEventBegin(SNES_LineSearch,snes,x,f,g); 534761aaf1bSLois Curfman McInnes *flag = 0; 5355e42470aSBarry Smith alpha = neP->alpha; 5365e42470aSBarry Smith maxstep = neP->maxstep; 5375e42470aSBarry Smith steptol = neP->steptol; 5385e76c431SBarry Smith 539cddf8d76SBarry Smith VecNorm(y, NORM_2,ynorm ); 540b37302c6SLois Curfman McInnes if (*ynorm < snes->atol) { 54194a9d846SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch: Search direction and size is 0\n"); 542b37302c6SLois Curfman McInnes *gnorm = fnorm; 543b37302c6SLois Curfman McInnes ierr = VecCopy(x,y); CHKERRQ(ierr); 544b37302c6SLois Curfman McInnes ierr = VecCopy(f,g); CHKERRQ(ierr); 545ad922ac9SBarry Smith goto theend2; 54694a9d846SBarry Smith } 5475e42470aSBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 5485e42470aSBarry Smith scale = maxstep/(*ynorm); 549393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y); CHKERRQ(ierr); 5505e42470aSBarry Smith *ynorm = maxstep; 5515e76c431SBarry Smith } 5525e42470aSBarry Smith minlambda = steptol/(*ynorm); 553a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w); CHKERRQ(ierr); 5543a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 555a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope); CHKERRQ(ierr); 55692318cfeSSatish Balay initslope = PetscReal(cinitslope); 5575e42470aSBarry Smith #else 558a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope); CHKERRQ(ierr); 5595e42470aSBarry Smith #endif 5605e42470aSBarry Smith if (initslope > 0.0) initslope = -initslope; 5615e42470aSBarry Smith if (initslope == 0.0) initslope = -1.0; 5625e42470aSBarry Smith 563393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w); CHKERRQ(ierr); 5645334005bSBarry Smith ierr = VecAYPX(&mone,x,w); CHKERRQ(ierr); 56578b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 566cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 567406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* Sufficient reduction */ 568393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 56994a424c1SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch: Using full step\n"); 570ad922ac9SBarry Smith goto theend2; 5715e42470aSBarry Smith } 5725e42470aSBarry Smith 5735e42470aSBarry Smith /* Fit points with quadratic */ 5745e42470aSBarry Smith lambda = 1.0; count = 0; 5755e42470aSBarry Smith count = 1; 5765e42470aSBarry Smith while (1) { 5775e42470aSBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 578981c4779SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch:Unable to find good step length! %d \n",count); 579981c4779SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n", 580ea4d3ed3SLois Curfman McInnes fnorm,*gnorm,*ynorm,lambda,initslope); 581393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 582761aaf1bSLois Curfman McInnes *flag = -1; break; 5835e42470aSBarry Smith } 584a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 5855e42470aSBarry Smith if (lambdatemp <= .1*lambda) { 5865e42470aSBarry Smith lambda = .1*lambda; 5875e42470aSBarry Smith } else lambda = lambdatemp; 588393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w); CHKERRQ(ierr); 5895334005bSBarry Smith lambda = -lambda; 5903a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 591393d2d9aSLois Curfman McInnes clambda = lambda; ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr); 5925e42470aSBarry Smith #else 593393d2d9aSLois Curfman McInnes ierr = VecAXPY(&lambda,y,w); CHKERRQ(ierr); 5945e42470aSBarry Smith #endif 59578b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 596cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 597406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* sufficient reduction */ 598393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 599981c4779SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch:Quadratically determined step, lambda=%g\n",lambda); 60006259719SBarry Smith break; 6015e42470aSBarry Smith } 6025e42470aSBarry Smith count++; 6035e42470aSBarry Smith } 604ad922ac9SBarry Smith theend2: 6057857610eSBarry Smith PLogEventEnd(SNES_LineSearch,snes,x,f,g); 6063a40ed3dSBarry Smith PetscFunctionReturn(0); 6075e76c431SBarry Smith } 60804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 6095615d1e5SSatish Balay #undef __FUNC__ 610d4bb536fSBarry Smith #define __FUNC__ "SNESSetLineSearch" 611c9e6a524SLois Curfman McInnes /*@C 61277c4ece6SBarry Smith SNESSetLineSearch - Sets the line search routine to be used 613f63b844aSLois Curfman McInnes by the method SNES_EQ_LS. 6145e76c431SBarry Smith 6155e76c431SBarry Smith Input Parameters: 616c7afd0dbSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 617c7afd0dbSLois Curfman McInnes - func - pointer to int function 6185e76c431SBarry Smith 619fee21e36SBarry Smith Collective on SNES 620fee21e36SBarry Smith 621c4a48953SLois Curfman McInnes Available Routines: 622c7afd0dbSLois Curfman McInnes + SNESCubicLineSearch() - default line search 623f59ffdedSLois Curfman McInnes . SNESQuadraticLineSearch() - quadratic line search 624f59ffdedSLois Curfman McInnes . SNESNoLineSearch() - the full Newton step (actually not a line search) 625c7afd0dbSLois Curfman McInnes - SNESNoLineSearchNoNorms() - use the full Newton step (calculate no norms; faster in parallel) 6265e76c431SBarry Smith 627c4a48953SLois Curfman McInnes Options Database Keys: 628c7afd0dbSLois Curfman McInnes + -snes_eq_ls [basic,quadratic,cubic] - Selects line search 629c7afd0dbSLois Curfman McInnes . -snes_eq_ls_alpha <alpha> - Sets alpha 630c7afd0dbSLois Curfman McInnes . -snes_eq_ls_maxstep <max> - Sets maxstep 631c7afd0dbSLois Curfman McInnes - -snes_eq_ls_steptol <steptol> - Sets steptol 632c4a48953SLois Curfman McInnes 6335e76c431SBarry Smith Calling sequence of func: 634bd208895SLois Curfman McInnes .vb 635bd208895SLois Curfman McInnes func (SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w, 636bd208895SLois Curfman McInnes double fnorm, double *ynorm, double *gnorm, *flag) 637bd208895SLois Curfman McInnes .ve 6385e76c431SBarry Smith 6395e76c431SBarry Smith Input parameters for func: 640c7afd0dbSLois Curfman McInnes + snes - nonlinear context 6415e76c431SBarry Smith . x - current iterate 6425e76c431SBarry Smith . f - residual evaluated at x 6435e76c431SBarry Smith . y - search direction (contains new iterate on output) 6445e76c431SBarry Smith . w - work vector 645c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 6465e76c431SBarry Smith 6475e76c431SBarry Smith Output parameters for func: 648c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 6495e76c431SBarry Smith . y - new iterate (contains search direction on input) 6505e76c431SBarry Smith . gnorm - 2-norm of g 6515e76c431SBarry Smith . ynorm - 2-norm of search length 652c7afd0dbSLois Curfman McInnes - flag - set to 0 if the line search succeeds; a nonzero integer 653761aaf1bSLois Curfman McInnes on failure. 654f59ffdedSLois Curfman McInnes 65536851e7fSLois Curfman McInnes Level: advanced 65636851e7fSLois Curfman McInnes 657f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine 658f59ffdedSLois Curfman McInnes 659f59ffdedSLois Curfman McInnes .seealso: SNESNoLineSearch(), SNESQuadraticLineSearch(), SNESCubicLineSearch() 6605e76c431SBarry Smith @*/ 66177c4ece6SBarry Smith int SNESSetLineSearch(SNES snes,int (*func)(SNES,Vec,Vec,Vec,Vec,Vec, 662761aaf1bSLois Curfman McInnes double,double*,double*,int*)) 6635e76c431SBarry Smith { 664415aef20SBarry Smith int ierr, (*f)(SNES,int (*)(SNES,Vec,Vec,Vec,Vec,Vec,double,double*,double*,int*)); 66582bf6240SBarry Smith 6663a40ed3dSBarry Smith PetscFunctionBegin; 66794d884c6SBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearch_C",(void **)&f);CHKERRQ(ierr); 66882bf6240SBarry Smith if (f) { 66982bf6240SBarry Smith ierr = (*f)(snes,func);CHKERRQ(ierr); 67082bf6240SBarry Smith } 6713a40ed3dSBarry Smith PetscFunctionReturn(0); 6725e76c431SBarry Smith } 67304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 674fb2e594dSBarry Smith EXTERN_C_BEGIN 67582bf6240SBarry Smith #undef __FUNC__ 67682bf6240SBarry Smith #define __FUNC__ "SNESSetLineSearch_LS" 67782bf6240SBarry Smith int SNESSetLineSearch_LS(SNES snes,int (*func)(SNES,Vec,Vec,Vec,Vec,Vec, 67882bf6240SBarry Smith double,double*,double*,int*)) 67982bf6240SBarry Smith { 68082bf6240SBarry Smith PetscFunctionBegin; 68182bf6240SBarry Smith ((SNES_LS *)(snes->data))->LineSearch = func; 68282bf6240SBarry Smith PetscFunctionReturn(0); 68382bf6240SBarry Smith } 684fb2e594dSBarry Smith EXTERN_C_END 68504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 68604d965bbSLois Curfman McInnes /* 68704d965bbSLois Curfman McInnes SNESPrintHelp_EQ_LS - Prints all options for the SNES_EQ_LS method. 68882bf6240SBarry Smith 68904d965bbSLois Curfman McInnes Input Parameter: 69004d965bbSLois Curfman McInnes . snes - the SNES context 69104d965bbSLois Curfman McInnes 69204d965bbSLois Curfman McInnes Application Interface Routine: SNESPrintHelp() 69304d965bbSLois Curfman McInnes */ 6945615d1e5SSatish Balay #undef __FUNC__ 695d4bb536fSBarry Smith #define __FUNC__ "SNESPrintHelp_EQ_LS" 696f63b844aSLois Curfman McInnes static int SNESPrintHelp_EQ_LS(SNES snes,char *p) 6975e42470aSBarry Smith { 6985e42470aSBarry Smith SNES_LS *ls = (SNES_LS *)snes->data; 6996daaf66cSBarry Smith 7003a40ed3dSBarry Smith PetscFunctionBegin; 70176be9ce4SBarry Smith (*PetscHelpPrintf)(snes->comm," method SNES_EQ_LS (ls) for systems of nonlinear equations:\n"); 70276be9ce4SBarry Smith (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls [basic,quadratic,cubic]\n",p); 70376be9ce4SBarry Smith (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls_alpha <alpha> (default %g)\n",p,ls->alpha); 70476be9ce4SBarry Smith (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls_maxstep <max> (default %g)\n",p,ls->maxstep); 70576be9ce4SBarry Smith (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls_steptol <tol> (default %g)\n",p,ls->steptol); 7063a40ed3dSBarry Smith PetscFunctionReturn(0); 7075e42470aSBarry Smith } 70804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 70904d965bbSLois Curfman McInnes /* 710de49b36dSLois Curfman McInnes SNESView_EQ_LS - Prints info from the SNES_EQ_LS data structure. 71104d965bbSLois Curfman McInnes 71204d965bbSLois Curfman McInnes Input Parameters: 71304d965bbSLois Curfman McInnes . SNES - the SNES context 71404d965bbSLois Curfman McInnes . viewer - visualization context 71504d965bbSLois Curfman McInnes 71604d965bbSLois Curfman McInnes Application Interface Routine: SNESView() 71704d965bbSLois Curfman McInnes */ 7185615d1e5SSatish Balay #undef __FUNC__ 719d4bb536fSBarry Smith #define __FUNC__ "SNESView_EQ_LS" 720e1311b90SBarry Smith static int SNESView_EQ_LS(SNES snes,Viewer viewer) 721a935fc98SLois Curfman McInnes { 722a935fc98SLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 72319bcc07fSBarry Smith char *cstr; 72451695f54SLois Curfman McInnes int ierr; 72519bcc07fSBarry Smith ViewerType vtype; 726a935fc98SLois Curfman McInnes 7273a40ed3dSBarry Smith PetscFunctionBegin; 72819bcc07fSBarry Smith ierr = ViewerGetType(viewer,&vtype); CHKERRQ(ierr); 7293f1db9ecSBarry Smith if (PetscTypeCompare(vtype,ASCII_VIEWER)) { 73019bcc07fSBarry Smith if (ls->LineSearch == SNESNoLineSearch) cstr = "SNESNoLineSearch"; 73119bcc07fSBarry Smith else if (ls->LineSearch == SNESQuadraticLineSearch) cstr = "SNESQuadraticLineSearch"; 73219bcc07fSBarry Smith else if (ls->LineSearch == SNESCubicLineSearch) cstr = "SNESCubicLineSearch"; 73319bcc07fSBarry Smith else cstr = "unknown"; 7340ef38995SBarry Smith ViewerASCIIPrintf(viewer," line search variant: %s\n",cstr); 7350ef38995SBarry Smith ViewerASCIIPrintf(viewer," alpha=%g, maxstep=%g, steptol=%g\n",ls->alpha,ls->maxstep,ls->steptol); 7365cd90555SBarry Smith } else { 7375cd90555SBarry Smith SETERRQ(1,1,"Viewer type not supported for this object"); 73819bcc07fSBarry Smith } 7393a40ed3dSBarry Smith PetscFunctionReturn(0); 740a935fc98SLois Curfman McInnes } 74104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 74204d965bbSLois Curfman McInnes /* 74304d965bbSLois Curfman McInnes SNESSetFromOptions_EQ_LS - Sets various parameters for the SNES_EQ_LS method. 74404d965bbSLois Curfman McInnes 74504d965bbSLois Curfman McInnes Input Parameter: 74604d965bbSLois Curfman McInnes . snes - the SNES context 74704d965bbSLois Curfman McInnes 74804d965bbSLois Curfman McInnes Application Interface Routine: SNESSetFromOptions() 74904d965bbSLois Curfman McInnes */ 7505615d1e5SSatish Balay #undef __FUNC__ 7515615d1e5SSatish Balay #define __FUNC__ "SNESSetFromOptions_EQ_LS" 752f63b844aSLois Curfman McInnes static int SNESSetFromOptions_EQ_LS(SNES snes) 7535e42470aSBarry Smith { 7545e42470aSBarry Smith SNES_LS *ls = (SNES_LS *)snes->data; 7555e42470aSBarry Smith char ver[16]; 7565e42470aSBarry Smith double tmp; 75725cdf11fSBarry Smith int ierr,flg; 7585e42470aSBarry Smith 7593a40ed3dSBarry Smith PetscFunctionBegin; 76009d61ba7SLois Curfman McInnes ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_alpha",&tmp, &flg);CHKERRQ(ierr); 76125cdf11fSBarry Smith if (flg) { 7625e42470aSBarry Smith ls->alpha = tmp; 7635e42470aSBarry Smith } 76409d61ba7SLois Curfman McInnes ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_maxstep",&tmp, &flg);CHKERRQ(ierr); 76525cdf11fSBarry Smith if (flg) { 7665e42470aSBarry Smith ls->maxstep = tmp; 7675e42470aSBarry Smith } 76809d61ba7SLois Curfman McInnes ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_steptol",&tmp, &flg);CHKERRQ(ierr); 76925cdf11fSBarry Smith if (flg) { 7705e42470aSBarry Smith ls->steptol = tmp; 7715e42470aSBarry Smith } 77209d61ba7SLois Curfman McInnes ierr = OptionsGetString(snes->prefix,"-snes_eq_ls",ver,16, &flg); CHKERRQ(ierr); 77325cdf11fSBarry Smith if (flg) { 77448d91487SBarry Smith if (!PetscStrcmp(ver,"basic")) { 775b2d88d52SBarry Smith ierr = SNESSetLineSearch(snes,SNESNoLineSearch);CHKERRQ(ierr); 776b2d88d52SBarry Smith } else if (!PetscStrcmp(ver,"basicnonorms")) { 777b2d88d52SBarry Smith ierr = SNESSetLineSearch(snes,SNESNoLineSearchNoNorms);CHKERRQ(ierr); 778b2d88d52SBarry Smith } else if (!PetscStrcmp(ver,"quadratic")) { 779b2d88d52SBarry Smith ierr = SNESSetLineSearch(snes,SNESQuadraticLineSearch);CHKERRQ(ierr); 780b2d88d52SBarry Smith } else if (!PetscStrcmp(ver,"cubic")) { 781b2d88d52SBarry Smith ierr = SNESSetLineSearch(snes,SNESCubicLineSearch);CHKERRQ(ierr); 7825e42470aSBarry Smith } 783a8c6a408SBarry Smith else {SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,0,"Unknown line search");} 7845e42470aSBarry Smith } 7853a40ed3dSBarry Smith PetscFunctionReturn(0); 7865e42470aSBarry Smith } 78704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 78804d965bbSLois Curfman McInnes /* 78904d965bbSLois Curfman McInnes SNESCreate_EQ_LS - Creates a nonlinear solver context for the SNES_EQ_LS method, 79004d965bbSLois Curfman McInnes SNES_LS, and sets this as the private data within the generic nonlinear solver 79104d965bbSLois Curfman McInnes context, SNES, that was created within SNESCreate(). 79204d965bbSLois Curfman McInnes 79304d965bbSLois Curfman McInnes 79404d965bbSLois Curfman McInnes Input Parameter: 79504d965bbSLois Curfman McInnes . snes - the SNES context 79604d965bbSLois Curfman McInnes 79704d965bbSLois Curfman McInnes Application Interface Routine: SNESCreate() 79804d965bbSLois Curfman McInnes */ 799fb2e594dSBarry Smith EXTERN_C_BEGIN 8005615d1e5SSatish Balay #undef __FUNC__ 8015615d1e5SSatish Balay #define __FUNC__ "SNESCreate_EQ_LS" 802f63b844aSLois Curfman McInnes int SNESCreate_EQ_LS(SNES snes) 8035e42470aSBarry Smith { 80482bf6240SBarry Smith int ierr; 8055e42470aSBarry Smith SNES_LS *neP; 8065e42470aSBarry Smith 8073a40ed3dSBarry Smith PetscFunctionBegin; 808a8c6a408SBarry Smith if (snes->method_class != SNES_NONLINEAR_EQUATIONS) { 809a8c6a408SBarry Smith SETERRQ(PETSC_ERR_ARG_WRONG,0,"For SNES_NONLINEAR_EQUATIONS only"); 810a8c6a408SBarry Smith } 81182bf6240SBarry Smith 812f63b844aSLois Curfman McInnes snes->setup = SNESSetUp_EQ_LS; 813f63b844aSLois Curfman McInnes snes->solve = SNESSolve_EQ_LS; 814f63b844aSLois Curfman McInnes snes->destroy = SNESDestroy_EQ_LS; 815f63b844aSLois Curfman McInnes snes->converged = SNESConverged_EQ_LS; 816f63b844aSLois Curfman McInnes snes->printhelp = SNESPrintHelp_EQ_LS; 817f63b844aSLois Curfman McInnes snes->setfromoptions = SNESSetFromOptions_EQ_LS; 818f63b844aSLois Curfman McInnes snes->view = SNESView_EQ_LS; 8195baf8537SBarry Smith snes->nwork = 0; 8205e42470aSBarry Smith 8210452661fSBarry Smith neP = PetscNew(SNES_LS); CHKPTRQ(neP); 822ff782a9fSLois Curfman McInnes PLogObjectMemory(snes,sizeof(SNES_LS)); 8235e42470aSBarry Smith snes->data = (void *) neP; 8245e42470aSBarry Smith neP->alpha = 1.e-4; 8255e42470aSBarry Smith neP->maxstep = 1.e8; 8265e42470aSBarry Smith neP->steptol = 1.e-12; 8275e42470aSBarry Smith neP->LineSearch = SNESCubicLineSearch; 82882bf6240SBarry Smith 82994d884c6SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESSetLineSearch_C","SNESSetLineSearch_LS", 830e1311b90SBarry Smith (void*)SNESSetLineSearch_LS);CHKERRQ(ierr); 83182bf6240SBarry Smith 8323a40ed3dSBarry Smith PetscFunctionReturn(0); 8335e42470aSBarry Smith } 834fb2e594dSBarry Smith EXTERN_C_END 83582bf6240SBarry Smith 83682bf6240SBarry Smith 83782bf6240SBarry Smith 838