xref: /petsc/src/snes/impls/ls/ls.c (revision 275d25c341a1f10a79ddecb7192d5f498b3e5e88)
163dd3a1aSKris Buschelman #define PETSCSNES_DLL
25e76c431SBarry Smith 
370f55243SBarry Smith #include "src/snes/impls/ls/ls.h"
45e42470aSBarry Smith 
58a5d9ee4SBarry Smith /*
68a5d9ee4SBarry Smith      Checks if J^T F = 0 which implies we've found a local minimum of the function,
78a5d9ee4SBarry Smith     but not a zero. In the case when one cannot compute J^T F we use the fact that
836669109SBarry Smith     0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More
936669109SBarry Smith     for this trick.
108a5d9ee4SBarry Smith */
114a2ae208SSatish Balay #undef __FUNCT__
124a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckLocalMin_Private"
13dfbe8321SBarry Smith PetscErrorCode SNESLSCheckLocalMin_Private(Mat A,Vec F,Vec W,PetscReal fnorm,PetscTruth *ismin)
148a5d9ee4SBarry Smith {
158a5d9ee4SBarry Smith   PetscReal      a1;
16dfbe8321SBarry Smith   PetscErrorCode ierr;
1736669109SBarry Smith   PetscTruth     hastranspose;
188a5d9ee4SBarry Smith 
198a5d9ee4SBarry Smith   PetscFunctionBegin;
208a5d9ee4SBarry Smith   *ismin = PETSC_FALSE;
2136669109SBarry Smith   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
2236669109SBarry Smith   if (hastranspose) {
238a5d9ee4SBarry Smith     /* Compute || J^T F|| */
248a5d9ee4SBarry Smith     ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr);
258a5d9ee4SBarry Smith     ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr);
2663ba0a88SBarry Smith     ierr = PetscLogInfo((0,"SNESSolve_LS: || J^T F|| %g near zero implies found a local minimum\n",a1/fnorm));CHKERRQ(ierr);
278a5d9ee4SBarry Smith     if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE;
2836669109SBarry Smith   } else {
2936669109SBarry Smith     Vec         work;
30ea709b57SSatish Balay     PetscScalar result;
3136669109SBarry Smith     PetscReal   wnorm;
3236669109SBarry Smith 
33abb0e124SMatthew Knepley     ierr = VecSetRandom(W,PETSC_NULL);CHKERRQ(ierr);
3436669109SBarry Smith     ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr);
3536669109SBarry Smith     ierr = VecDuplicate(W,&work);CHKERRQ(ierr);
3636669109SBarry Smith     ierr = MatMult(A,W,work);CHKERRQ(ierr);
3736669109SBarry Smith     ierr = VecDot(F,work,&result);CHKERRQ(ierr);
3836669109SBarry Smith     ierr = VecDestroy(work);CHKERRQ(ierr);
3936669109SBarry Smith     a1   = PetscAbsScalar(result)/(fnorm*wnorm);
4063ba0a88SBarry Smith     ierr = PetscLogInfo((0,"SNESSolve_LS: (F^T J random)/(|| F ||*||random|| %g near zero implies found a local minimum\n",a1));CHKERRQ(ierr);
4136669109SBarry Smith     if (a1 < 1.e-4) *ismin = PETSC_TRUE;
4236669109SBarry Smith   }
438a5d9ee4SBarry Smith   PetscFunctionReturn(0);
448a5d9ee4SBarry Smith }
458a5d9ee4SBarry Smith 
4674637425SBarry Smith /*
475ed2d596SBarry Smith      Checks if J^T(F - J*X) = 0
4874637425SBarry Smith */
494a2ae208SSatish Balay #undef __FUNCT__
504a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckResidual_Private"
51dfbe8321SBarry Smith PetscErrorCode SNESLSCheckResidual_Private(Mat A,Vec F,Vec X,Vec W1,Vec W2)
5274637425SBarry Smith {
5374637425SBarry Smith   PetscReal      a1,a2;
54dfbe8321SBarry Smith   PetscErrorCode ierr;
5574637425SBarry Smith   PetscTruth     hastranspose;
5674637425SBarry Smith 
5774637425SBarry Smith   PetscFunctionBegin;
5874637425SBarry Smith   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
5974637425SBarry Smith   if (hastranspose) {
6074637425SBarry Smith     ierr = MatMult(A,X,W1);CHKERRQ(ierr);
6179f36460SBarry Smith     ierr = VecAXPY(W1,-1.0,F);CHKERRQ(ierr);
6274637425SBarry Smith 
6374637425SBarry Smith     /* Compute || J^T W|| */
6474637425SBarry Smith     ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr);
6574637425SBarry Smith     ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr);
6674637425SBarry Smith     ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr);
679e247f21SBarry Smith     if (a1) {
6863ba0a88SBarry Smith       ierr = PetscLogInfo((0,"SNESSolve_LS: ||J^T(F-Ax)||/||F-AX|| %g near zero implies inconsistent rhs\n",a2/a1));CHKERRQ(ierr);
6985471664SBarry Smith     }
7074637425SBarry Smith   }
7174637425SBarry Smith   PetscFunctionReturn(0);
7274637425SBarry Smith }
7374637425SBarry Smith 
7404d965bbSLois Curfman McInnes /*  --------------------------------------------------------------------
7504d965bbSLois Curfman McInnes 
7604d965bbSLois Curfman McInnes      This file implements a truncated Newton method with a line search,
7794b7f48cSBarry Smith      for solving a system of nonlinear equations, using the KSP, Vec,
7804d965bbSLois Curfman McInnes      and Mat interfaces for linear solvers, vectors, and matrices,
7904d965bbSLois Curfman McInnes      respectively.
8004d965bbSLois Curfman McInnes 
81fe6c6bacSLois Curfman McInnes      The following basic routines are required for each nonlinear solver:
8204d965bbSLois Curfman McInnes           SNESCreate_XXX()          - Creates a nonlinear solver context
8304d965bbSLois Curfman McInnes           SNESSetFromOptions_XXX()  - Sets runtime options
84fe6c6bacSLois Curfman McInnes           SNESSolve_XXX()           - Solves the nonlinear system
8504d965bbSLois Curfman McInnes           SNESDestroy_XXX()         - Destroys the nonlinear solver context
8604d965bbSLois Curfman McInnes      The suffix "_XXX" denotes a particular implementation, in this case
874b27c08aSLois Curfman McInnes      we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving
884b27c08aSLois Curfman McInnes      systems of nonlinear equations with a line search (LS) method.
8904d965bbSLois Curfman McInnes      These routines are actually called via the common user interface
9004d965bbSLois Curfman McInnes      routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and
9104d965bbSLois Curfman McInnes      SNESDestroy(), so the application code interface remains identical
9204d965bbSLois Curfman McInnes      for all nonlinear solvers.
9304d965bbSLois Curfman McInnes 
9404d965bbSLois Curfman McInnes      Another key routine is:
9504d965bbSLois Curfman McInnes           SNESSetUp_XXX()           - Prepares for the use of a nonlinear solver
9604d965bbSLois Curfman McInnes      by setting data structures and options.   The interface routine SNESSetUp()
9704d965bbSLois Curfman McInnes      is not usually called directly by the user, but instead is called by
9804d965bbSLois Curfman McInnes      SNESSolve() if necessary.
9904d965bbSLois Curfman McInnes 
10004d965bbSLois Curfman McInnes      Additional basic routines are:
10104d965bbSLois Curfman McInnes           SNESView_XXX()            - Prints details of runtime options that
10204d965bbSLois Curfman McInnes                                       have actually been used.
10304d965bbSLois Curfman McInnes      These are called by application codes via the interface routines
104186905e3SBarry Smith      SNESView().
10504d965bbSLois Curfman McInnes 
10604d965bbSLois Curfman McInnes      The various types of solvers (preconditioners, Krylov subspace methods,
10704d965bbSLois Curfman McInnes      nonlinear solvers, timesteppers) are all organized similarly, so the
10804d965bbSLois Curfman McInnes      above description applies to these categories also.
10904d965bbSLois Curfman McInnes 
11004d965bbSLois Curfman McInnes     -------------------------------------------------------------------- */
1115e42470aSBarry Smith /*
1124b27c08aSLois Curfman McInnes    SNESSolve_LS - Solves a nonlinear system with a truncated Newton
11304d965bbSLois Curfman McInnes    method with a line search.
1145e76c431SBarry Smith 
11504d965bbSLois Curfman McInnes    Input Parameters:
11604d965bbSLois Curfman McInnes .  snes - the SNES context
1175e76c431SBarry Smith 
11804d965bbSLois Curfman McInnes    Output Parameter:
119c2a78f1aSLois Curfman McInnes .  outits - number of iterations until termination
12004d965bbSLois Curfman McInnes 
12104d965bbSLois Curfman McInnes    Application Interface Routine: SNESSolve()
1225e76c431SBarry Smith 
1235e76c431SBarry Smith    Notes:
1245e76c431SBarry Smith    This implements essentially a truncated Newton method with a
1255e76c431SBarry Smith    line search.  By default a cubic backtracking line search
1265e76c431SBarry Smith    is employed, as described in the text "Numerical Methods for
1275e76c431SBarry Smith    Unconstrained Optimization and Nonlinear Equations" by Dennis
128393d2d9aSLois Curfman McInnes    and Schnabel.
1295e76c431SBarry Smith */
1304a2ae208SSatish Balay #undef __FUNCT__
1314b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSolve_LS"
132dfbe8321SBarry Smith PetscErrorCode SNESSolve_LS(SNES snes)
1335e76c431SBarry Smith {
1344b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
1356849ba73SBarry Smith   PetscErrorCode ierr;
136a7cc72afSBarry Smith   PetscInt       maxits,i,lits;
137a7cc72afSBarry Smith   PetscTruth     lssucceed;
138112a2221SBarry Smith   MatStructure   flg = DIFFERENT_NONZERO_PATTERN;
139329f5518SBarry Smith   PetscReal      fnorm,gnorm,xnorm,ynorm;
1405e42470aSBarry Smith   Vec            Y,X,F,G,W,TMP;
141c293cc10SBarry Smith   KSP            ksp;
1425e76c431SBarry Smith 
1433a40ed3dSBarry Smith   PetscFunctionBegin;
14494b7f48cSBarry Smith   ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr);
145184914b5SBarry Smith   snes->reason  = SNES_CONVERGED_ITERATING;
146184914b5SBarry Smith 
1475e42470aSBarry Smith   maxits	= snes->max_its;	/* maximum number of iterations */
1485e42470aSBarry Smith   X		= snes->vec_sol;	/* solution vector */
14939e2f89bSBarry Smith   F		= snes->vec_func;	/* residual vector */
1505e42470aSBarry Smith   Y		= snes->work[0];	/* work vectors */
1515e42470aSBarry Smith   G		= snes->work[1];
1525e42470aSBarry Smith   W		= snes->work[2];
1535e76c431SBarry Smith 
1544c49b128SBarry Smith   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
1554c49b128SBarry Smith   snes->iter = 0;
1564c49b128SBarry Smith   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
15719717074SBarry Smith   ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
158cddf8d76SBarry Smith   ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);	/* fnorm <- ||F||  */
15943e71028SBarry Smith   if (fnorm != fnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
1600f5bd95cSBarry Smith   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
1615e42470aSBarry Smith   snes->norm = fnorm;
1620f5bd95cSBarry Smith   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
16384c569c9SBarry Smith   SNESLogConvHistory(snes,fnorm,0);
16494a424c1SBarry Smith   SNESMonitor(snes,0,fnorm);
1655e76c431SBarry Smith 
16670441072SBarry Smith   if (fnorm < snes->abstol) {snes->reason = SNES_CONVERGED_FNORM_ABS; PetscFunctionReturn(0);}
16794a9d846SBarry Smith 
168d034289bSBarry Smith   /* set parameter for default relative tolerance convergence test */
169d034289bSBarry Smith   snes->ttol = fnorm*snes->rtol;
170d034289bSBarry Smith 
1715e76c431SBarry Smith   for (i=0; i<maxits; i++) {
1725e76c431SBarry Smith 
173329e7e40SMatthew Knepley     /* Call general purpose update function */
174abc0a331SBarry Smith     if (snes->update) {
175329e7e40SMatthew Knepley       ierr = (*snes->update)(snes, snes->iter);CHKERRQ(ierr);
176de8cb200SMatthew Knepley     }
177329e7e40SMatthew Knepley 
178ea4d3ed3SLois Curfman McInnes     /* Solve J Y = F, where J is Jacobian matrix */
1795334005bSBarry Smith     ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr);
18094b7f48cSBarry Smith     ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr);
18123ce1328SBarry Smith     ierr = KSPSolve(snes->ksp,F,Y);CHKERRQ(ierr);
182c293cc10SBarry Smith     ierr = KSPGetIterationNumber(ksp,&lits);CHKERRQ(ierr);
18374637425SBarry Smith 
1849c3ca13aSBarry Smith     if (neP->precheckstep) {
1859c3ca13aSBarry Smith       PetscTruth changed_y = PETSC_FALSE;
1869c3ca13aSBarry Smith       ierr = (*neP->precheckstep)(snes,X,Y,neP->precheck,&changed_y);CHKERRQ(ierr);
1879c3ca13aSBarry Smith     }
1889c3ca13aSBarry Smith 
189b0a32e0cSBarry Smith     if (PetscLogPrintInfo){
19074637425SBarry Smith       ierr = SNESLSCheckResidual_Private(snes->jacobian,F,Y,G,W);CHKERRQ(ierr);
19185471664SBarry Smith     }
19274637425SBarry Smith 
19390cbd584SBarry Smith     /* should check what happened to the linear solve? */
1943505fcc1SBarry Smith     snes->linear_its += lits;
19563ba0a88SBarry Smith     ierr = PetscLogInfo((snes,"SNESSolve_LS: iter=%D, linear solve iterations=%D\n",snes->iter,lits));CHKERRQ(ierr);
196ea4d3ed3SLois Curfman McInnes 
197ea4d3ed3SLois Curfman McInnes     /* Compute a (scaled) negative update in the line search routine:
198ea4d3ed3SLois Curfman McInnes          Y <- X - lambda*Y
199ea4d3ed3SLois Curfman McInnes        and evaluate G(Y) = function(Y))
200ea4d3ed3SLois Curfman McInnes     */
20181b6cf68SLois Curfman McInnes     ierr = VecCopy(Y,snes->vec_sol_update_always);CHKERRQ(ierr);
202a7cc72afSBarry Smith     ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr);
20363ba0a88SBarry Smith     ierr = PetscLogInfo((snes,"SNESSolve_LS: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",fnorm,gnorm,ynorm,(int)lssucceed));CHKERRQ(ierr);
204a3b891d8SBarry Smith     TMP = F; F = G; snes->vec_func_always = F; G = TMP;
2053c632250SBarry Smith     TMP = X; X = W; snes->vec_sol_always = X;  W = TMP;
206a3b891d8SBarry Smith     fnorm = gnorm;
2074a93e4ddSBarry Smith     if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
208a3b891d8SBarry Smith 
2095ed2d596SBarry Smith     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
2105ed2d596SBarry Smith     snes->iter = i+1;
2115ed2d596SBarry Smith     snes->norm = fnorm;
2125ed2d596SBarry Smith     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
2135ed2d596SBarry Smith     SNESLogConvHistory(snes,fnorm,lits);
2145ed2d596SBarry Smith     SNESMonitor(snes,i+1,fnorm);
2155ed2d596SBarry Smith 
216a7cc72afSBarry Smith     if (!lssucceed) {
2178a5d9ee4SBarry Smith       PetscTruth ismin;
21850ffb88aSMatthew Knepley 
21950ffb88aSMatthew Knepley       if (++snes->numFailures >= snes->maxFailures) {
2203505fcc1SBarry Smith         snes->reason = SNES_DIVERGED_LS_FAILURE;
2218a5d9ee4SBarry Smith         ierr = SNESLSCheckLocalMin_Private(snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr);
2228a5d9ee4SBarry Smith         if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
2233505fcc1SBarry Smith         break;
2243505fcc1SBarry Smith       }
22550ffb88aSMatthew Knepley     }
2265e76c431SBarry Smith 
2275e76c431SBarry Smith     /* Test for convergence */
22829e0b56fSBarry Smith     if (snes->converged) {
22929e0b56fSBarry Smith       ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr);	/* xnorm = || X || */
2303505fcc1SBarry Smith       ierr = (*snes->converged)(snes,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
2313505fcc1SBarry Smith       if (snes->reason) {
23216c95cacSBarry Smith         break;
23316c95cacSBarry Smith       }
23416c95cacSBarry Smith     }
23529e0b56fSBarry Smith   }
23639e2f89bSBarry Smith   if (X != snes->vec_sol) {
237393d2d9aSLois Curfman McInnes     ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr);
238e15f7bb5SBarry Smith   }
239e15f7bb5SBarry Smith   if (F != snes->vec_func) {
240e15f7bb5SBarry Smith     ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr);
241e15f7bb5SBarry Smith   }
24239e2f89bSBarry Smith   snes->vec_sol_always  = snes->vec_sol;
24339e2f89bSBarry Smith   snes->vec_func_always = snes->vec_func;
24452392280SLois Curfman McInnes   if (i == maxits) {
24563ba0a88SBarry Smith     ierr = PetscLogInfo((snes,"SNESSolve_LS: Maximum number of iterations has been reached: %D\n",maxits));CHKERRQ(ierr);
2463505fcc1SBarry Smith     snes->reason = SNES_DIVERGED_MAX_IT;
24752392280SLois Curfman McInnes   }
2483a40ed3dSBarry Smith   PetscFunctionReturn(0);
2495e76c431SBarry Smith }
25004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
25104d965bbSLois Curfman McInnes /*
2524b27c08aSLois Curfman McInnes    SNESSetUp_LS - Sets up the internal data structures for the later use
2534b27c08aSLois Curfman McInnes    of the SNESLS nonlinear solver.
25404d965bbSLois Curfman McInnes 
25504d965bbSLois Curfman McInnes    Input Parameter:
25604d965bbSLois Curfman McInnes .  snes - the SNES context
25704d965bbSLois Curfman McInnes .  x - the solution vector
25804d965bbSLois Curfman McInnes 
25904d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetUp()
26004d965bbSLois Curfman McInnes 
26104d965bbSLois Curfman McInnes    Notes:
2624b27c08aSLois Curfman McInnes    For basic use of the SNES solvers, the user need not explicitly call
26304d965bbSLois Curfman McInnes    SNESSetUp(), since these actions will automatically occur during
26404d965bbSLois Curfman McInnes    the call to SNESSolve().
26504d965bbSLois Curfman McInnes  */
2664a2ae208SSatish Balay #undef __FUNCT__
2674b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS"
268dfbe8321SBarry Smith PetscErrorCode SNESSetUp_LS(SNES snes)
2695e76c431SBarry Smith {
270dfbe8321SBarry Smith   PetscErrorCode ierr;
2713a40ed3dSBarry Smith 
2723a40ed3dSBarry Smith   PetscFunctionBegin;
273e74804ceSBarry Smith   if (!snes->work) {
27481b6cf68SLois Curfman McInnes     snes->nwork = 4;
275d7e8b826SBarry Smith     ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr);
276efee365bSSatish Balay     ierr = PetscLogObjectParents(snes,snes->nwork,snes->work);CHKERRQ(ierr);
27781b6cf68SLois Curfman McInnes     snes->vec_sol_update_always = snes->work[3];
278e74804ceSBarry Smith   }
2793a40ed3dSBarry Smith   PetscFunctionReturn(0);
2805e76c431SBarry Smith }
28104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
28204d965bbSLois Curfman McInnes /*
2834b27c08aSLois Curfman McInnes    SNESDestroy_LS - Destroys the private SNES_LS context that was created
2844b27c08aSLois Curfman McInnes    with SNESCreate_LS().
28504d965bbSLois Curfman McInnes 
28604d965bbSLois Curfman McInnes    Input Parameter:
28704d965bbSLois Curfman McInnes .  snes - the SNES context
28804d965bbSLois Curfman McInnes 
289de49b36dSLois Curfman McInnes    Application Interface Routine: SNESDestroy()
29004d965bbSLois Curfman McInnes  */
2914a2ae208SSatish Balay #undef __FUNCT__
2924b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS"
293dfbe8321SBarry Smith PetscErrorCode SNESDestroy_LS(SNES snes)
2945e76c431SBarry Smith {
295dfbe8321SBarry Smith   PetscErrorCode ierr;
2963a40ed3dSBarry Smith 
2973a40ed3dSBarry Smith   PetscFunctionBegin;
2985baf8537SBarry Smith   if (snes->nwork) {
2994b0e389bSBarry Smith     ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr);
30021c89e3eSBarry Smith   }
3015c704376SSatish Balay   ierr = PetscFree(snes->data);CHKERRQ(ierr);
3023a40ed3dSBarry Smith   PetscFunctionReturn(0);
3035e76c431SBarry Smith }
30404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
3054a2ae208SSatish Balay #undef __FUNCT__
30617bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNo"
30782bf6240SBarry Smith 
3084b828684SBarry Smith /*@C
30917bae607SBarry Smith    SNESLineSearchNo - This routine is not a line search at all;
3105e76c431SBarry Smith    it simply uses the full Newton step.  Thus, this routine is intended
3115e76c431SBarry Smith    to serve as a template and is not recommended for general use.
3125e76c431SBarry Smith 
313c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
314c7afd0dbSLois Curfman McInnes 
3155e76c431SBarry Smith    Input Parameters:
316c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
317af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
3185e76c431SBarry Smith .  x - current iterate
3195e76c431SBarry Smith .  f - residual evaluated at x
3203c632250SBarry Smith .  y - search direction
3215e76c431SBarry Smith .  w - work vector
322c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
3235e76c431SBarry Smith 
324c4a48953SLois Curfman McInnes    Output Parameters:
325c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
3263c632250SBarry Smith .  w - new iterate
3275e76c431SBarry Smith .  gnorm - 2-norm of g
3285e76c431SBarry Smith .  ynorm - 2-norm of search length
329a7cc72afSBarry Smith -  flag - PETSC_TRUE on success, PETSC_FALSE on failure
330fee21e36SBarry Smith 
331c4a48953SLois Curfman McInnes    Options Database Key:
33217bae607SBarry Smith .  -snes_ls basic - Activates SNESLineSearchNo()
333c4a48953SLois Curfman McInnes 
33436851e7fSLois Curfman McInnes    Level: advanced
33536851e7fSLois Curfman McInnes 
33628ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
33728ae5a21SLois Curfman McInnes 
33817bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
33917bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNoNorms()
3405e76c431SBarry Smith @*/
34117bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNo(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
3425e76c431SBarry Smith {
343dfbe8321SBarry Smith   PetscErrorCode ierr;
3444b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
3453c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
3465334005bSBarry Smith 
3473a40ed3dSBarry Smith   PetscFunctionBegin;
348a7cc72afSBarry Smith   *flag = PETSC_TRUE;
349d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
350a3b38805SLois Curfman McInnes   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);         /* ynorm = || y || */
35179f36460SBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
3523c632250SBarry Smith   if (neP->postcheckstep) {
3533c632250SBarry Smith    ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
3548f99978dSLois Curfman McInnes   }
3553c632250SBarry Smith   if (changed_y) {
35679f36460SBarry Smith     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
3573c632250SBarry Smith   }
3583c632250SBarry Smith   ierr = SNESComputeFunction(snes,w,g);
359d5e45103SBarry Smith   if (PetscExceptionValue(ierr)) {
36019717074SBarry Smith     PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
36119717074SBarry Smith   }
362d5e45103SBarry Smith   CHKERRQ(ierr);
363d5e45103SBarry Smith 
364a3b38805SLois Curfman McInnes   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);  /* gnorm = || g || */
36543e71028SBarry Smith   if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
366d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
3673a40ed3dSBarry Smith   PetscFunctionReturn(0);
3685e76c431SBarry Smith }
36904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
3704a2ae208SSatish Balay #undef __FUNCT__
37117bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNoNorms"
37282bf6240SBarry Smith 
37329e0b56fSBarry Smith /*@C
37417bae607SBarry Smith    SNESLineSearchNoNorms - This routine is not a line search at
37529e0b56fSBarry Smith    all; it simply uses the full Newton step. This version does not
37629e0b56fSBarry Smith    even compute the norm of the function or search direction; this
37729e0b56fSBarry Smith    is intended only when you know the full step is fine and are
37829e0b56fSBarry Smith    not checking for convergence of the nonlinear iteration (for
379c7afd0dbSLois Curfman McInnes    example, you are running always for a fixed number of Newton steps).
380c7afd0dbSLois Curfman McInnes 
381c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
38229e0b56fSBarry Smith 
38329e0b56fSBarry Smith    Input Parameters:
384c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
385af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
38629e0b56fSBarry Smith .  x - current iterate
38729e0b56fSBarry Smith .  f - residual evaluated at x
3883c632250SBarry Smith .  y - search direction
38929e0b56fSBarry Smith .  w - work vector
390c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
39129e0b56fSBarry Smith 
39229e0b56fSBarry Smith    Output Parameters:
393c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
3943c632250SBarry Smith .  w - new iterate
39529e0b56fSBarry Smith .  gnorm - not changed
39629e0b56fSBarry Smith .  ynorm - not changed
397a7cc72afSBarry Smith -  flag - set to PETSC_TRUE indicating a successful line search
398fee21e36SBarry Smith 
39929e0b56fSBarry Smith    Options Database Key:
40017bae607SBarry Smith .  -snes_ls basicnonorms - Activates SNESLineSearchNoNorms()
40129e0b56fSBarry Smith 
4028cbba510SBarry Smith    Notes:
40317bae607SBarry Smith    SNESLineSearchNoNorms() must be used in conjunction with
404ea56f5baSLois Curfman McInnes    either the options
405ea56f5baSLois Curfman McInnes $     -snes_no_convergence_test -snes_max_it <its>
406ea56f5baSLois Curfman McInnes    or alternatively a user-defined custom test set via
407329f5518SBarry Smith    SNESSetConvergenceTest(); or a -snes_max_it of 1,
408329f5518SBarry Smith    otherwise, the SNES solver will generate an error.
409329f5518SBarry Smith 
410329f5518SBarry Smith    During the final iteration this will not evaluate the function at
411329f5518SBarry Smith    the solution point. This is to save a function evaluation while
412329f5518SBarry Smith    using pseudo-timestepping.
4138cbba510SBarry Smith 
414ea56f5baSLois Curfman McInnes    The residual norms printed by monitoring routines such as
415ea56f5baSLois Curfman McInnes    SNESDefaultMonitor() (as activated via -snes_monitor) will not be
416ea56f5baSLois Curfman McInnes    correct, since they are not computed.
417ea56f5baSLois Curfman McInnes 
418ea56f5baSLois Curfman McInnes    Level: advanced
4198cbba510SBarry Smith 
42029e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic
42129e0b56fSBarry Smith 
42217bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
42317bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNo()
42429e0b56fSBarry Smith @*/
42517bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
42629e0b56fSBarry Smith {
427dfbe8321SBarry Smith   PetscErrorCode ierr;
4284b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
4293c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
43029e0b56fSBarry Smith 
4313a40ed3dSBarry Smith   PetscFunctionBegin;
432a7cc72afSBarry Smith   *flag = PETSC_TRUE;
433d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
43479f36460SBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y      */
4353c632250SBarry Smith   if (neP->postcheckstep) {
4363c632250SBarry Smith    ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
4373c632250SBarry Smith   }
4383c632250SBarry Smith   if (changed_y) {
43979f36460SBarry Smith     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
4408f99978dSLois Curfman McInnes   }
441329f5518SBarry Smith 
442329f5518SBarry Smith   /* don't evaluate function the last time through */
443329f5518SBarry Smith   if (snes->iter < snes->max_its-1) {
4443c632250SBarry Smith     ierr = SNESComputeFunction(snes,w,g);
445d5e45103SBarry Smith     if (PetscExceptionValue(ierr)) {
44619717074SBarry Smith       PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
44719717074SBarry Smith     }
448d5e45103SBarry Smith     CHKERRQ(ierr);
449329f5518SBarry Smith   }
450d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
4513a40ed3dSBarry Smith   PetscFunctionReturn(0);
45229e0b56fSBarry Smith }
45304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
4544a2ae208SSatish Balay #undef __FUNCT__
45517bae607SBarry Smith #define __FUNCT__ "SNESLineSearchCubic"
4564b828684SBarry Smith /*@C
45717bae607SBarry Smith    SNESLineSearchCubic - Performs a cubic line search (default line search method).
4585e76c431SBarry Smith 
459c7afd0dbSLois Curfman McInnes    Collective on SNES
460c7afd0dbSLois Curfman McInnes 
4615e76c431SBarry Smith    Input Parameters:
462c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
463af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
4645e76c431SBarry Smith .  x - current iterate
4655e76c431SBarry Smith .  f - residual evaluated at x
4663c632250SBarry Smith .  y - search direction
4675e76c431SBarry Smith .  w - work vector
468c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
4695e76c431SBarry Smith 
470393d2d9aSLois Curfman McInnes    Output Parameters:
471c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4723c632250SBarry Smith .  w - new iterate
4735e76c431SBarry Smith .  gnorm - 2-norm of g
4745e76c431SBarry Smith .  ynorm - 2-norm of search length
475a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
476fee21e36SBarry Smith 
477c4a48953SLois Curfman McInnes    Options Database Key:
47817bae607SBarry Smith $  -snes_ls cubic - Activates SNESLineSearchCubic()
479c4a48953SLois Curfman McInnes 
4805e76c431SBarry Smith    Notes:
4815e76c431SBarry Smith    This line search is taken from "Numerical Methods for Unconstrained
4825e76c431SBarry Smith    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
4835e76c431SBarry Smith 
48436851e7fSLois Curfman McInnes    Level: advanced
48536851e7fSLois Curfman McInnes 
48628ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
48728ae5a21SLois Curfman McInnes 
48817bae607SBarry Smith .seealso: SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
4895e76c431SBarry Smith @*/
49017bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchCubic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
4915e76c431SBarry Smith {
492406556e6SLois Curfman McInnes   /*
493406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
494406556e6SLois Curfman McInnes      minimization problem:
495406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
496406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
497406556e6SLois Curfman McInnes    */
498406556e6SLois Curfman McInnes 
4995ca10a37SBarry Smith   PetscReal      steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength;
500*275d25c3SBarry Smith   PetscReal      maxstep,minlambda,alpha,lambda,lambdatemp;
501aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
502ea709b57SSatish Balay   PetscScalar    cinitslope,clambda;
5036b5873e3SBarry Smith #endif
504dfbe8321SBarry Smith   PetscErrorCode ierr;
505a7cc72afSBarry Smith   PetscInt       count;
5064b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
50779f36460SBarry Smith   PetscScalar    scale;
5083c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
5095e76c431SBarry Smith 
5103a40ed3dSBarry Smith   PetscFunctionBegin;
511d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
512a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
5135e76c431SBarry Smith   alpha   = neP->alpha;
5145e76c431SBarry Smith   maxstep = neP->maxstep;
5155e76c431SBarry Smith   steptol = neP->steptol;
5165e76c431SBarry Smith 
517cddf8d76SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
5189e247f21SBarry Smith   if (!*ynorm) {
51917bae607SBarry Smith     ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Search direction and size is 0\n"));CHKERRQ(ierr);
520a1c2b6eeSLois Curfman McInnes     *gnorm = fnorm;
5213c632250SBarry Smith     ierr   = VecCopy(x,w);CHKERRQ(ierr);
522a1c2b6eeSLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
523a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
524ad922ac9SBarry Smith     goto theend1;
52594a9d846SBarry Smith   }
5265e76c431SBarry Smith   if (*ynorm > maxstep) {	/* Step too big, so scale back */
5275e42470aSBarry Smith     scale = maxstep/(*ynorm);
528aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
52917bae607SBarry Smith     ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Scaling step by %g old ynorm %g\n",PetscRealPart(scale),*ynorm));CHKERRQ(ierr);
5306b5873e3SBarry Smith #else
53117bae607SBarry Smith     ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Scaling step by %g old ynorm %g\n",scale,*ynorm));CHKERRQ(ierr);
5326b5873e3SBarry Smith #endif
5332dcb1b2aSMatthew Knepley     ierr = VecScale(y,scale);CHKERRQ(ierr);
5345e76c431SBarry Smith     *ynorm = maxstep;
5355e76c431SBarry Smith   }
536ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
5375ca10a37SBarry Smith   minlambda = steptol/rellength;
538a703fe33SLois Curfman McInnes   ierr      = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
539aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
540a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
541329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
5425e42470aSBarry Smith #else
543a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&initslope);CHKERRQ(ierr);
5445e42470aSBarry Smith #endif
5455e76c431SBarry Smith   if (initslope > 0.0)  initslope = -initslope;
5465e76c431SBarry Smith   if (initslope == 0.0) initslope = -1.0;
5475e76c431SBarry Smith 
548393d2d9aSLois Curfman McInnes   ierr = VecCopy(y,w);CHKERRQ(ierr);
54979f36460SBarry Smith   ierr = VecAYPX(w,-1.0,x);CHKERRQ(ierr);
55043e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
55117bae607SBarry Smith     ierr  = PetscLogInfo((snes,"SNESLineSearchCubic:Exceeded maximum function evaluations, while checking full step length!\n"));CHKERRQ(ierr);
55243e71028SBarry Smith     *flag = PETSC_FALSE;
55343e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
55443e71028SBarry Smith     goto theend1;
55543e71028SBarry Smith   }
55619717074SBarry Smith   ierr = SNESComputeFunction(snes,w,g);
557d5e45103SBarry Smith   if (PetscExceptionValue(ierr)) {
55819717074SBarry Smith     PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
55919717074SBarry Smith   }
560d5e45103SBarry Smith   CHKERRQ(ierr);
561313b5538SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
56243e71028SBarry Smith   if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
5635d1a10b1SBarry Smith   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */
56417bae607SBarry Smith     ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Using full step\n"));CHKERRQ(ierr);
565ad922ac9SBarry Smith     goto theend1;
5665e76c431SBarry Smith   }
5675e76c431SBarry Smith 
5685e76c431SBarry Smith   /* Fit points with quadratic */
569313b5538SBarry Smith   lambda     = 1.0;
570a703fe33SLois Curfman McInnes   lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
5715e76c431SBarry Smith   lambdaprev = lambda;
5725e76c431SBarry Smith   gnormprev  = *gnorm;
573329f5518SBarry Smith   if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
574ddd12767SBarry Smith   if (lambdatemp <= .1*lambda) lambda = .1*lambda;
575ddd12767SBarry Smith   else                         lambda = lambdatemp;
576393d2d9aSLois Curfman McInnes   ierr      = VecCopy(x,w);CHKERRQ(ierr);
577*275d25c3SBarry Smith 
578aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
579*275d25c3SBarry Smith   clambda   = lambda; ierr = VecAXPY(w,-clambda,y);CHKERRQ(ierr);
5805e42470aSBarry Smith #else
581*275d25c3SBarry Smith   ierr      = VecAXPY(w,-lambda,y);CHKERRQ(ierr);
5825e42470aSBarry Smith #endif
58343e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
58417bae607SBarry Smith     ierr  = PetscLogInfo((snes,"SNESLineSearchCubic:Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n"));CHKERRQ(ierr);
58543e71028SBarry Smith     *flag = PETSC_FALSE;
58643e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
58743e71028SBarry Smith     goto theend1;
58843e71028SBarry Smith   }
58919717074SBarry Smith   ierr = SNESComputeFunction(snes,w,g);
590d5e45103SBarry Smith   if (PetscExceptionValue(ierr)) {
59119717074SBarry Smith     PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
59219717074SBarry Smith   }
593d5e45103SBarry Smith   CHKERRQ(ierr);
594cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
59543e71028SBarry Smith   if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
5965ed2d596SBarry Smith   if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */
59717bae607SBarry Smith     ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Quadratically determined step, lambda=%18.16e\n",lambda));CHKERRQ(ierr);
598ad922ac9SBarry Smith     goto theend1;
5995e76c431SBarry Smith   }
6005e76c431SBarry Smith 
6015e76c431SBarry Smith   /* Fit points with cubic */
6025e76c431SBarry Smith   count = 1;
6038229bfc2SMatthew Knepley   while (count < 10000) {
6045e76c431SBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
60517bae607SBarry Smith       ierr = PetscLogInfo((snes,"SNESLineSearchCubic:Unable to find good step length! %D \n",count));CHKERRQ(ierr);
60617bae607SBarry Smith       ierr = PetscLogInfo((snes,"SNESLineSearchCubic:fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr);
60743e71028SBarry Smith       *flag = PETSC_FALSE;
60843e71028SBarry Smith       break;
6095e76c431SBarry Smith     }
6105d1a10b1SBarry Smith     t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope;
6115d1a10b1SBarry Smith     t2 = .5*(gnormprev*gnormprev  - fnorm*fnorm) - lambdaprev*initslope;
612ddd12767SBarry Smith     a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
6132b022350SLois Curfman McInnes     b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
6145e76c431SBarry Smith     d  = b*b - 3*a*initslope;
6155e76c431SBarry Smith     if (d < 0.0) d = 0.0;
6165e76c431SBarry Smith     if (a == 0.0) {
6175e76c431SBarry Smith       lambdatemp = -initslope/(2.0*b);
6185e76c431SBarry Smith     } else {
6195e76c431SBarry Smith       lambdatemp = (-b + sqrt(d))/(3.0*a);
6205e76c431SBarry Smith     }
6215e76c431SBarry Smith     lambdaprev = lambda;
6225e76c431SBarry Smith     gnormprev  = *gnorm;
623329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
624329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
6255e76c431SBarry Smith     else                         lambda     = lambdatemp;
626393d2d9aSLois Curfman McInnes     ierr      = VecCopy(x,w);CHKERRQ(ierr);
627aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
628*275d25c3SBarry Smith     clambda   = lambda;
629*275d25c3SBarry Smith     ierr      = VecAXPY(w,-clambda,y);CHKERRQ(ierr);
6305e42470aSBarry Smith #else
631*275d25c3SBarry Smith     ierr      = VecAXPY(w,-lambda,y);CHKERRQ(ierr);
6325e42470aSBarry Smith #endif
63343e71028SBarry Smith     if (snes->nfuncs >= snes->max_funcs) {
63417bae607SBarry Smith       ierr = PetscLogInfo((snes,"SNESLineSearchCubic:Exceeded maximum function evaluations, while looking for good step length! %D \n",count));CHKERRQ(ierr);
63517bae607SBarry Smith       ierr = PetscLogInfo((snes,"SNESLineSearchCubic:fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr);
636ed98166eSMatthew Knepley       *flag = PETSC_FALSE;
63743e71028SBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
638ed98166eSMatthew Knepley       break;
639ed98166eSMatthew Knepley     }
64019717074SBarry Smith     ierr = SNESComputeFunction(snes,w,g);
641d5e45103SBarry Smith     if (PetscExceptionValue(ierr)) {
64219717074SBarry Smith       PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
64319717074SBarry Smith     }
644d5e45103SBarry Smith     CHKERRQ(ierr);
645cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
64643e71028SBarry Smith     if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
6475ed2d596SBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */
64817bae607SBarry Smith       ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Cubically determined step, lambda=%18.16e\n",lambda));CHKERRQ(ierr);
64943e71028SBarry Smith       break;
6502b022350SLois Curfman McInnes     } else {
65117bae607SBarry Smith       ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Cubic step no good, shrinking lambda,  lambda=%18.16e\n",lambda));CHKERRQ(ierr);
6525e76c431SBarry Smith     }
6535e76c431SBarry Smith     count++;
6545e76c431SBarry Smith   }
6558229bfc2SMatthew Knepley   if (count >= 10000) {
656cd7625f8SBarry Smith     SETERRQ(PETSC_ERR_LIB, "Lambda was decreased more than 10,000 times, so something is probably wrong with the function evaluation");
6578229bfc2SMatthew Knepley   }
658ad922ac9SBarry Smith   theend1:
6598f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
6603c632250SBarry Smith   if (neP->postcheckstep && *flag) {
6613c632250SBarry Smith     ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
6623c632250SBarry Smith     if (changed_y) {
66379f36460SBarry Smith       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
6643c632250SBarry Smith     }
6653c632250SBarry Smith     if (changed_y || changed_w) { /* recompute the function if the step has changed */
6663c632250SBarry Smith       ierr = SNESComputeFunction(snes,w,g);
667d5e45103SBarry Smith       if (PetscExceptionValue(ierr)) {
66819717074SBarry Smith         PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
66919717074SBarry Smith       }
670d5e45103SBarry Smith       CHKERRQ(ierr);
6718f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
67243e71028SBarry Smith       if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
6733c632250SBarry Smith       ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr);
6748f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
6753c632250SBarry Smith       ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr);
6768f99978dSLois Curfman McInnes     }
6778f99978dSLois Curfman McInnes   }
678d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6793a40ed3dSBarry Smith   PetscFunctionReturn(0);
6805e76c431SBarry Smith }
68104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
6824a2ae208SSatish Balay #undef __FUNCT__
68317bae607SBarry Smith #define __FUNCT__ "SNESLineSearchQuadratic"
6844b828684SBarry Smith /*@C
68517bae607SBarry Smith    SNESLineSearchQuadratic - Performs a quadratic line search.
6865e76c431SBarry Smith 
687c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
688c7afd0dbSLois Curfman McInnes 
6895e42470aSBarry Smith    Input Parameters:
690c7afd0dbSLois Curfman McInnes +  snes - the SNES context
691af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
6925e42470aSBarry Smith .  x - current iterate
6935e42470aSBarry Smith .  f - residual evaluated at x
6943c632250SBarry Smith .  y - search direction
6955e42470aSBarry Smith .  w - work vector
696c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
6975e42470aSBarry Smith 
698c4a48953SLois Curfman McInnes    Output Parameters:
699c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
7003c632250SBarry Smith .  w - new iterate
7015e42470aSBarry Smith .  gnorm - 2-norm of g
7025e42470aSBarry Smith .  ynorm - 2-norm of search length
703a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
704fee21e36SBarry Smith 
705c4a48953SLois Curfman McInnes    Options Database Key:
70617bae607SBarry Smith .  -snes_ls quadratic - Activates SNESLineSearchQuadratic()
707c4a48953SLois Curfman McInnes 
7085e42470aSBarry Smith    Notes:
70917bae607SBarry Smith    Use SNESLineSearchSet() to set this routine within the SNESLS method.
7105e42470aSBarry Smith 
71136851e7fSLois Curfman McInnes    Level: advanced
71236851e7fSLois Curfman McInnes 
713f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search
714f59ffdedSLois Curfman McInnes 
71517bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
7165e42470aSBarry Smith @*/
71717bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchQuadratic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
7185e76c431SBarry Smith {
719406556e6SLois Curfman McInnes   /*
720406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
721406556e6SLois Curfman McInnes      minimization problem:
722406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
723406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2.
724406556e6SLois Curfman McInnes    */
725*275d25c3SBarry Smith   PetscReal      steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,rellength;
726aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
727ea709b57SSatish Balay   PetscScalar    cinitslope,clambda;
7286b5873e3SBarry Smith #endif
729dfbe8321SBarry Smith   PetscErrorCode ierr;
730a7cc72afSBarry Smith   PetscInt       count;
7314b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
73279f36460SBarry Smith   PetscScalar    scale;
7333c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
7345e76c431SBarry Smith 
7353a40ed3dSBarry Smith   PetscFunctionBegin;
736d5ba7fb7SMatthew Knepley   ierr    = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
737a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
7385e42470aSBarry Smith   alpha   = neP->alpha;
7395e42470aSBarry Smith   maxstep = neP->maxstep;
7405e42470aSBarry Smith   steptol = neP->steptol;
7415e76c431SBarry Smith 
7423505fcc1SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
74363b9fa5eSBarry Smith   if (*ynorm == 0.0) {
74417bae607SBarry Smith     ierr   = PetscLogInfo((snes,"SNESLineSearchQuadratic: Search direction and size is 0\n"));CHKERRQ(ierr);
745b37302c6SLois Curfman McInnes     *gnorm = fnorm;
746b37302c6SLois Curfman McInnes     ierr   = VecCopy(x,y);CHKERRQ(ierr);
747b37302c6SLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
748a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
749ad922ac9SBarry Smith     goto theend2;
75094a9d846SBarry Smith   }
7515e42470aSBarry Smith   if (*ynorm > maxstep) {	/* Step too big, so scale back */
7525e42470aSBarry Smith     scale  = maxstep/(*ynorm);
7532dcb1b2aSMatthew Knepley     ierr   = VecScale(y,scale);CHKERRQ(ierr);
7545e42470aSBarry Smith     *ynorm = maxstep;
7555e76c431SBarry Smith   }
756ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
7575ca10a37SBarry Smith   minlambda = steptol/rellength;
758a703fe33SLois Curfman McInnes   ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
759aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
760a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
761329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
7625e42470aSBarry Smith #else
763a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&initslope);CHKERRQ(ierr);
7645e42470aSBarry Smith #endif
7655e42470aSBarry Smith   if (initslope > 0.0)  initslope = -initslope;
7665e42470aSBarry Smith   if (initslope == 0.0) initslope = -1.0;
7675e42470aSBarry Smith 
768393d2d9aSLois Curfman McInnes   ierr = VecCopy(y,w);CHKERRQ(ierr);
76979f36460SBarry Smith   ierr = VecAYPX(w,-1.0,x);CHKERRQ(ierr);
77043e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
77117bae607SBarry Smith     ierr  = PetscLogInfo((snes,"SNESLineSearchQuadratic:Exceeded maximum function evaluations, while checking full step length!\n"));CHKERRQ(ierr);
77243e71028SBarry Smith     ierr  = VecCopy(w,y);CHKERRQ(ierr);
77343e71028SBarry Smith     *flag = PETSC_FALSE;
77443e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
77543e71028SBarry Smith     goto theend2;
77643e71028SBarry Smith   }
77719717074SBarry Smith   ierr = SNESComputeFunction(snes,w,g);
778d5e45103SBarry Smith   if (PetscExceptionValue(ierr)) {
77919717074SBarry Smith     PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
78019717074SBarry Smith   }
781d5e45103SBarry Smith   CHKERRQ(ierr);
782cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
78343e71028SBarry Smith   if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
7845d1a10b1SBarry Smith   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */
785393d2d9aSLois Curfman McInnes     ierr = VecCopy(w,y);CHKERRQ(ierr);
78617bae607SBarry Smith     ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic: Using full step\n"));CHKERRQ(ierr);
787ad922ac9SBarry Smith     goto theend2;
7885e42470aSBarry Smith   }
7895e42470aSBarry Smith 
7905e42470aSBarry Smith   /* Fit points with quadratic */
791313b5538SBarry Smith   lambda = 1.0;
7925e42470aSBarry Smith   count = 1;
7935ca10a37SBarry Smith   while (PETSC_TRUE) {
7945e42470aSBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
79517bae607SBarry Smith       ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:Unable to find good step length! %D \n",count));CHKERRQ(ierr);
79617bae607SBarry Smith       ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr);
797f168f371SBarry Smith       ierr = VecCopy(x,y);CHKERRQ(ierr);
79843e71028SBarry Smith       *flag = PETSC_FALSE;
79943e71028SBarry Smith       break;
8005e42470aSBarry Smith     }
801a703fe33SLois Curfman McInnes     lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
802329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
803329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
804329f5518SBarry Smith     else                         lambda     = lambdatemp;
805393d2d9aSLois Curfman McInnes     ierr      = VecCopy(x,w);CHKERRQ(ierr);
806*275d25c3SBarry Smith 
807aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
808*275d25c3SBarry Smith     clambda   = lambda; ierr = VecAXPY(w,-clambda,y);CHKERRQ(ierr);
8095e42470aSBarry Smith #else
810*275d25c3SBarry Smith     ierr      = VecAXPY(w,-lambda,y);CHKERRQ(ierr);
8115e42470aSBarry Smith #endif
81243e71028SBarry Smith     if (snes->nfuncs >= snes->max_funcs) {
81317bae607SBarry Smith       ierr  = PetscLogInfo((snes,"SNESLineSearchQuadratic:Exceeded maximum function evaluations, while looking for good step length! %D \n",count));CHKERRQ(ierr);
81417bae607SBarry Smith       ierr  = PetscLogInfo((snes,"SNESLineSearchQuadratic:fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr);
81543e71028SBarry Smith       ierr  = VecCopy(w,y);CHKERRQ(ierr);
816ed98166eSMatthew Knepley       *flag = PETSC_FALSE;
81743e71028SBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
818ed98166eSMatthew Knepley       break;
819ed98166eSMatthew Knepley     }
82019717074SBarry Smith     ierr = SNESComputeFunction(snes,w,g);
821d5e45103SBarry Smith     if (PetscExceptionValue(ierr)) {
82219717074SBarry Smith       PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
82319717074SBarry Smith     }
824d5e45103SBarry Smith     CHKERRQ(ierr);
825cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
82643e71028SBarry Smith     if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
8275ed2d596SBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */
828393d2d9aSLois Curfman McInnes       ierr = VecCopy(w,y);CHKERRQ(ierr);
82917bae607SBarry Smith       ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:Quadratically determined step, lambda=%g\n",lambda));CHKERRQ(ierr);
83006259719SBarry Smith       break;
8315e42470aSBarry Smith     }
8325e42470aSBarry Smith     count++;
8335e42470aSBarry Smith   }
834ad922ac9SBarry Smith   theend2:
8358f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
8363c632250SBarry Smith   if (neP->postcheckstep) {
8373c632250SBarry Smith     ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
8383c632250SBarry Smith     if (changed_y) {
83979f36460SBarry Smith       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
8403c632250SBarry Smith     }
8413c632250SBarry Smith     if (changed_y || changed_w) { /* recompute the function if the step has changed */
8423c632250SBarry Smith       ierr = SNESComputeFunction(snes,w,g);
843d5e45103SBarry Smith       if (PetscExceptionValue(ierr)) {
84419717074SBarry Smith         PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
84519717074SBarry Smith       }
846d5e45103SBarry Smith       CHKERRQ(ierr);
8478f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
8483c632250SBarry Smith       ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr);
8498f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
8503c632250SBarry Smith       ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr);
8513c632250SBarry Smith       if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
8528f99978dSLois Curfman McInnes     }
8538f99978dSLois Curfman McInnes   }
854d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
8553a40ed3dSBarry Smith   PetscFunctionReturn(0);
8565e76c431SBarry Smith }
8572343ba6eSBarry Smith 
85804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
8594a2ae208SSatish Balay #undef __FUNCT__
86017bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet"
861c9e6a524SLois Curfman McInnes /*@C
86217bae607SBarry Smith    SNESLineSearchSet - Sets the line search routine to be used
8634b27c08aSLois Curfman McInnes    by the method SNESLS.
8645e76c431SBarry Smith 
8655e76c431SBarry Smith    Input Parameters:
866c7afd0dbSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
867af2d14d2SLois Curfman McInnes .  lsctx - optional user-defined context for use by line search
868c7afd0dbSLois Curfman McInnes -  func - pointer to int function
8695e76c431SBarry Smith 
870fee21e36SBarry Smith    Collective on SNES
871fee21e36SBarry Smith 
872c4a48953SLois Curfman McInnes    Available Routines:
87317bae607SBarry Smith +  SNESLineSearchCubic() - default line search
87417bae607SBarry Smith .  SNESLineSearchQuadratic() - quadratic line search
87517bae607SBarry Smith .  SNESLineSearchNo() - the full Newton step (actually not a line search)
87617bae607SBarry Smith -  SNESLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel)
8775e76c431SBarry Smith 
878c4a48953SLois Curfman McInnes     Options Database Keys:
8794b27c08aSLois Curfman McInnes +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
8804b27c08aSLois Curfman McInnes .   -snes_ls_alpha <alpha> - Sets alpha
8814b27c08aSLois Curfman McInnes .   -snes_ls_maxstep <max> - Sets maxstep
8824b27c08aSLois Curfman McInnes -   -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code
8833304466cSBarry Smith                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
8843304466cSBarry Smith                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
885c4a48953SLois Curfman McInnes 
8865e76c431SBarry Smith    Calling sequence of func:
887bd208895SLois Curfman McInnes .vb
888af2d14d2SLois Curfman McInnes    func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,
889a7cc72afSBarry Smith          PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
890bd208895SLois Curfman McInnes .ve
8915e76c431SBarry Smith 
8925e76c431SBarry Smith     Input parameters for func:
893c7afd0dbSLois Curfman McInnes +   snes - nonlinear context
894af2d14d2SLois Curfman McInnes .   lsctx - optional user-defined context for line search
8955e76c431SBarry Smith .   x - current iterate
8965e76c431SBarry Smith .   f - residual evaluated at x
8973c632250SBarry Smith .   y - search direction
8985e76c431SBarry Smith .   w - work vector
899c7afd0dbSLois Curfman McInnes -   fnorm - 2-norm of f
9005e76c431SBarry Smith 
9015e76c431SBarry Smith     Output parameters for func:
902c7afd0dbSLois Curfman McInnes +   g - residual evaluated at new iterate y
9033c632250SBarry Smith .   w - new iterate
9045e76c431SBarry Smith .   gnorm - 2-norm of g
9055e76c431SBarry Smith .   ynorm - 2-norm of search length
906a7cc72afSBarry Smith -   flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure.
907f59ffdedSLois Curfman McInnes 
90836851e7fSLois Curfman McInnes     Level: advanced
90936851e7fSLois Curfman McInnes 
910f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine
911f59ffdedSLois Curfman McInnes 
91217bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchNoNorms(),
91317bae607SBarry Smith           SNESLineSearchSetPostCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams(), SNESLineSearchSetPreCheck()
9145e76c431SBarry Smith @*/
91517bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void *lsctx)
9165e76c431SBarry Smith {
917a7cc72afSBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*);
91882bf6240SBarry Smith 
9193a40ed3dSBarry Smith   PetscFunctionBegin;
92017bae607SBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSet_C",(void (**)(void))&f);CHKERRQ(ierr);
92182bf6240SBarry Smith   if (f) {
922af2d14d2SLois Curfman McInnes     ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr);
92382bf6240SBarry Smith   }
9243a40ed3dSBarry Smith   PetscFunctionReturn(0);
9255e76c431SBarry Smith }
9268e019c35SBarry Smith 
927a7cc72afSBarry Smith typedef PetscErrorCode (*FCN2)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*); /* force argument to next function to not be extern C*/
92804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
929fb2e594dSBarry Smith EXTERN_C_BEGIN
9304a2ae208SSatish Balay #undef __FUNCT__
93117bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet_LS"
93217bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet_LS(SNES snes,FCN2 func,void *lsctx)
93382bf6240SBarry Smith {
93482bf6240SBarry Smith   PetscFunctionBegin;
9354b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->LineSearch = func;
9364b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->lsP        = lsctx;
93782bf6240SBarry Smith   PetscFunctionReturn(0);
93882bf6240SBarry Smith }
939fb2e594dSBarry Smith EXTERN_C_END
94004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
9414a2ae208SSatish Balay #undef __FUNCT__
9423c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck"
943c8dd0c0dSLois Curfman McInnes /*@C
9443c632250SBarry Smith    SNESLineSearchSetPostCheck - Sets a routine to check the validity of new iterate computed
9454b27c08aSLois Curfman McInnes    by the line search routine in the Newton-based method SNESLS.
946c8dd0c0dSLois Curfman McInnes 
947c8dd0c0dSLois Curfman McInnes    Input Parameters:
948c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
9493c632250SBarry Smith .  func - pointer to function
950c8dd0c0dSLois Curfman McInnes -  checkctx - optional user-defined context for use by step checking routine
951c8dd0c0dSLois Curfman McInnes 
952c8dd0c0dSLois Curfman McInnes    Collective on SNES
953c8dd0c0dSLois Curfman McInnes 
954c8dd0c0dSLois Curfman McInnes    Calling sequence of func:
955c8dd0c0dSLois Curfman McInnes .vb
9563c632250SBarry Smith    int func (SNES snes, Vec x,Vec y,Vec w,void *checkctx, PetscTruth *changed_y,PetscTruth *changed_w)
957c8dd0c0dSLois Curfman McInnes .ve
958b1ae27eaSLois Curfman McInnes    where func returns an error code of 0 on success and a nonzero
959b1ae27eaSLois Curfman McInnes    on failure.
960c8dd0c0dSLois Curfman McInnes 
961c8dd0c0dSLois Curfman McInnes    Input parameters for func:
962c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context
963c8dd0c0dSLois Curfman McInnes .  checkctx - optional user-defined context for use by step checking routine
9643c632250SBarry Smith .  x - previous iterate
9653c632250SBarry Smith .  y - new search direction and length
9663c632250SBarry Smith -  w - current candidate iterate
967c8dd0c0dSLois Curfman McInnes 
968c8dd0c0dSLois Curfman McInnes    Output parameters for func:
9693c632250SBarry Smith +  y - search direction (possibly changed)
9703c632250SBarry Smith .  w - current iterate (possibly modified)
9713c632250SBarry Smith .  changed_y - indicates search direction was changed by this routine
9723c632250SBarry Smith -  changed_w - indicates current iterate was changed by this routine
973c8dd0c0dSLois Curfman McInnes 
974c8dd0c0dSLois Curfman McInnes    Level: advanced
975c8dd0c0dSLois Curfman McInnes 
9769e247f21SBarry Smith    Notes: All line searches accept the new iterate computed by the line search checking routine.
9779e247f21SBarry Smith 
9783c632250SBarry Smith    Only one of changed_y and changed_w can  be PETSC_TRUE
9793c632250SBarry Smith 
9803c632250SBarry Smith    On input w = x + y
9813c632250SBarry Smith 
98217bae607SBarry Smith    SNESLineSearchNo() and SNESLineSearchNoNorms() (1) compute a candidate iterate u_{i+1}, (2) pass control
983b1ae27eaSLois Curfman McInnes    to the checking routine, and then (3) compute the corresponding nonlinear
984ea56f5baSLois Curfman McInnes    function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}.
9858f99978dSLois Curfman McInnes 
98617bae607SBarry Smith    SNESLineSearchQuadratic() and SNESLineSearchCubic() (1) compute a candidate iterate u_{i+1} as well as a
987ea56f5baSLois Curfman McInnes    candidate nonlinear function f(u_{i+1}), (2) pass control to the checking
988ea56f5baSLois Curfman McInnes    routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes
989ea56f5baSLois Curfman McInnes    were made to the candidate iterate in the checking routine (as indicated
9909e247f21SBarry Smith    by flag=PETSC_TRUE).  The overhead of this extra function re-evaluation can be
991b1ae27eaSLois Curfman McInnes    very costly, so use this feature with caution!
9928f99978dSLois Curfman McInnes 
993c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine
994c8dd0c0dSLois Curfman McInnes 
99517bae607SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPreCheck()
996c8dd0c0dSLois Curfman McInnes @*/
9973c632250SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void *checkctx)
998c8dd0c0dSLois Curfman McInnes {
9993c632250SBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void*);
1000c8dd0c0dSLois Curfman McInnes 
1001c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
10023c632250SBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPostCheck_C",(void (**)(void))&f);CHKERRQ(ierr);
1003c8dd0c0dSLois Curfman McInnes   if (f) {
1004c8dd0c0dSLois Curfman McInnes     ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr);
1005c8dd0c0dSLois Curfman McInnes   }
1006c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
1007c8dd0c0dSLois Curfman McInnes }
10089c3ca13aSBarry Smith #undef __FUNCT__
10099c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck"
10109c3ca13aSBarry Smith /*@C
10119c3ca13aSBarry Smith    SNESLineSearchSetPreCheck - Sets a routine to check the validity of a new direction given by the linear solve
10129c3ca13aSBarry Smith 
10139c3ca13aSBarry Smith    Input Parameters:
10149c3ca13aSBarry Smith +  snes - nonlinear context obtained from SNESCreate()
10159c3ca13aSBarry Smith .  func - pointer to function
10169c3ca13aSBarry Smith -  checkctx - optional user-defined context for use by step checking routine
10179c3ca13aSBarry Smith 
10189c3ca13aSBarry Smith    Collective on SNES
10199c3ca13aSBarry Smith 
10209c3ca13aSBarry Smith    Calling sequence of func:
10219c3ca13aSBarry Smith .vb
10229c3ca13aSBarry Smith    int func (SNES snes, Vec x,Vec y,,void *checkctx, PetscTruth *changed_y)
10239c3ca13aSBarry Smith .ve
10249c3ca13aSBarry Smith    where func returns an error code of 0 on success and a nonzero
10259c3ca13aSBarry Smith    on failure.
10269c3ca13aSBarry Smith 
10279c3ca13aSBarry Smith    Input parameters for func:
10289c3ca13aSBarry Smith +  snes - nonlinear context
10299c3ca13aSBarry Smith .  checkctx - optional user-defined context for use by step checking routine
10309c3ca13aSBarry Smith .  x - previous iterate
10319c3ca13aSBarry Smith -  y - new search direction and length
10329c3ca13aSBarry Smith 
10339c3ca13aSBarry Smith    Output parameters for func:
10349c3ca13aSBarry Smith +  y - search direction (possibly changed)
10359c3ca13aSBarry Smith -  changed_y - indicates search direction was changed by this routine
10369c3ca13aSBarry Smith 
10379c3ca13aSBarry Smith    Level: advanced
10389c3ca13aSBarry Smith 
10399c3ca13aSBarry Smith    Notes: All line searches accept the new iterate computed by the line search checking routine.
10409c3ca13aSBarry Smith 
10419c3ca13aSBarry Smith .keywords: SNES, nonlinear, set, line search check, step check, routine
10429c3ca13aSBarry Smith 
104317bae607SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck()
10449c3ca13aSBarry Smith @*/
10459c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,void*,PetscTruth*),void *checkctx)
10469c3ca13aSBarry Smith {
10479c3ca13aSBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,void*,PetscTruth*),void*);
10489c3ca13aSBarry Smith 
10499c3ca13aSBarry Smith   PetscFunctionBegin;
10509c3ca13aSBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPreCheck_C",(void (**)(void))&f);CHKERRQ(ierr);
10519c3ca13aSBarry Smith   if (f) {
10529c3ca13aSBarry Smith     ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr);
10539c3ca13aSBarry Smith   }
10549c3ca13aSBarry Smith   PetscFunctionReturn(0);
10559c3ca13aSBarry Smith }
10569c3ca13aSBarry Smith 
1057c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */
10589c3ca13aSBarry Smith typedef PetscErrorCode (*FCN1)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*); /* force argument to next function to not be extern C*/
10599c3ca13aSBarry Smith typedef PetscErrorCode (*FCN3)(SNES,Vec,Vec,void*,PetscTruth*);                 /* force argument to next function to not be extern C*/
1060c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN
10614a2ae208SSatish Balay #undef __FUNCT__
10623c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck_LS"
10639c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck_LS(SNES snes,FCN1 func,void *checkctx)
1064c8dd0c0dSLois Curfman McInnes {
1065c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
10663c632250SBarry Smith   ((SNES_LS *)(snes->data))->postcheckstep = func;
10673c632250SBarry Smith   ((SNES_LS *)(snes->data))->postcheck     = checkctx;
1068c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
1069c8dd0c0dSLois Curfman McInnes }
1070c8dd0c0dSLois Curfman McInnes EXTERN_C_END
10719c3ca13aSBarry Smith 
10729c3ca13aSBarry Smith EXTERN_C_BEGIN
10739c3ca13aSBarry Smith #undef __FUNCT__
10749c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck_LS"
10759c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck_LS(SNES snes,FCN3 func,void *checkctx)
10769c3ca13aSBarry Smith {
10779c3ca13aSBarry Smith   PetscFunctionBegin;
10789c3ca13aSBarry Smith   ((SNES_LS *)(snes->data))->precheckstep = func;
10799c3ca13aSBarry Smith   ((SNES_LS *)(snes->data))->precheck     = checkctx;
10809c3ca13aSBarry Smith   PetscFunctionReturn(0);
10819c3ca13aSBarry Smith }
10829c3ca13aSBarry Smith EXTERN_C_END
1083c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */
108404d965bbSLois Curfman McInnes /*
10854b27c08aSLois Curfman McInnes    SNESPrintHelp_LS - Prints all options for the SNES_LS method.
1086329e7e40SMatthew Knepley 
1087329e7e40SMatthew Knepley    Input Parameter:
1088329e7e40SMatthew Knepley .  snes - the SNES context
1089329e7e40SMatthew Knepley 
1090329e7e40SMatthew Knepley    Application Interface Routine: SNESPrintHelp()
1091329e7e40SMatthew Knepley */
1092329e7e40SMatthew Knepley #undef __FUNCT__
10934b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESPrintHelp_LS"
10946849ba73SBarry Smith static PetscErrorCode SNESPrintHelp_LS(SNES snes,char *p)
1095329e7e40SMatthew Knepley {
10964b27c08aSLois Curfman McInnes   SNES_LS *ls = (SNES_LS *)snes->data;
1097329e7e40SMatthew Knepley 
1098329e7e40SMatthew Knepley   PetscFunctionBegin;
10994b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm," method SNES_LS (ls) for systems of nonlinear equations:\n");
11004b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls [cubic,quadratic,basic,basicnonorms,...]\n",p);
11014b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls_alpha <alpha> (default %g)\n",p,ls->alpha);
11024b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls_maxstep <max> (default %g)\n",p,ls->maxstep);
11034b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls_steptol <tol> (default %g)\n",p,ls->steptol);
1104329e7e40SMatthew Knepley   PetscFunctionReturn(0);
1105329e7e40SMatthew Knepley }
1106329e7e40SMatthew Knepley 
1107329e7e40SMatthew Knepley /*
11084b27c08aSLois Curfman McInnes    SNESView_LS - Prints info from the SNESLS data structure.
110904d965bbSLois Curfman McInnes 
111004d965bbSLois Curfman McInnes    Input Parameters:
111104d965bbSLois Curfman McInnes .  SNES - the SNES context
111204d965bbSLois Curfman McInnes .  viewer - visualization context
111304d965bbSLois Curfman McInnes 
111404d965bbSLois Curfman McInnes    Application Interface Routine: SNESView()
111504d965bbSLois Curfman McInnes */
11164a2ae208SSatish Balay #undef __FUNCT__
11174b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS"
11186849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer)
1119a935fc98SLois Curfman McInnes {
11204b27c08aSLois Curfman McInnes   SNES_LS        *ls = (SNES_LS *)snes->data;
11212fc52814SBarry Smith   const char     *cstr;
1122dfbe8321SBarry Smith   PetscErrorCode ierr;
112332077d6dSBarry Smith   PetscTruth     iascii;
1124a935fc98SLois Curfman McInnes 
11253a40ed3dSBarry Smith   PetscFunctionBegin;
112632077d6dSBarry Smith   ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr);
112732077d6dSBarry Smith   if (iascii) {
112817bae607SBarry Smith     if (ls->LineSearch == SNESLineSearchNo)             cstr = "SNESLineSearchNo";
112917bae607SBarry Smith     else if (ls->LineSearch == SNESLineSearchQuadratic) cstr = "SNESLineSearchQuadratic";
113017bae607SBarry Smith     else if (ls->LineSearch == SNESLineSearchCubic)     cstr = "SNESLineSearchCubic";
113119bcc07fSBarry Smith     else                                                cstr = "unknown";
1132b0a32e0cSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  line search variant: %s\n",cstr);CHKERRQ(ierr);
1133b0a32e0cSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  alpha=%g, maxstep=%g, steptol=%g\n",ls->alpha,ls->maxstep,ls->steptol);CHKERRQ(ierr);
11345cd90555SBarry Smith   } else {
113579a5c55eSBarry Smith     SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name);
113619bcc07fSBarry Smith   }
11373a40ed3dSBarry Smith   PetscFunctionReturn(0);
1138a935fc98SLois Curfman McInnes }
113904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
114004d965bbSLois Curfman McInnes /*
11414b27c08aSLois Curfman McInnes    SNESSetFromOptions_LS - Sets various parameters for the SNESLS method.
114204d965bbSLois Curfman McInnes 
114304d965bbSLois Curfman McInnes    Input Parameter:
114404d965bbSLois Curfman McInnes .  snes - the SNES context
114504d965bbSLois Curfman McInnes 
114604d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetFromOptions()
114704d965bbSLois Curfman McInnes */
11484a2ae208SSatish Balay #undef __FUNCT__
11494b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS"
11506849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes)
11515e42470aSBarry Smith {
11524b27c08aSLois Curfman McInnes   SNES_LS        *ls = (SNES_LS *)snes->data;
1153e5999256SBarry Smith   const char     *lses[] = {"basic","basicnonorms","quadratic","cubic"};
1154dfbe8321SBarry Smith   PetscErrorCode ierr;
1155a7cc72afSBarry Smith   PetscInt       indx;
1156f1af5d2fSBarry Smith   PetscTruth     flg;
11575e42470aSBarry Smith 
11583a40ed3dSBarry Smith   PetscFunctionBegin;
1159b0a32e0cSBarry Smith   ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr);
11604b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr);
11614b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr);
11624b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_steptol","Step must be greater than","None",ls->steptol,&ls->steptol,0);CHKERRQ(ierr);
1163186905e3SBarry Smith 
116417bae607SBarry Smith     ierr = PetscOptionsEList("-snes_ls","Line search used","SNESLineSearchSet",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr);
116525cdf11fSBarry Smith     if (flg) {
116622e36657SBarry Smith       switch (indx) {
1167b49fd9e1SBarry Smith       case 0:
116817bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchNo,PETSC_NULL);CHKERRQ(ierr);
1169b49fd9e1SBarry Smith         break;
1170b49fd9e1SBarry Smith       case 1:
117117bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr);
1172b49fd9e1SBarry Smith         break;
1173b49fd9e1SBarry Smith       case 2:
117417bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchQuadratic,PETSC_NULL);CHKERRQ(ierr);
1175b49fd9e1SBarry Smith         break;
1176b49fd9e1SBarry Smith       case 3:
117717bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchCubic,PETSC_NULL);CHKERRQ(ierr);
1178b49fd9e1SBarry Smith         break;
11795e42470aSBarry Smith       }
11805e42470aSBarry Smith     }
1181b0a32e0cSBarry Smith   ierr = PetscOptionsTail();CHKERRQ(ierr);
11823a40ed3dSBarry Smith   PetscFunctionReturn(0);
11835e42470aSBarry Smith }
118404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
1185ebe3b25bSBarry Smith /*MC
1186ebe3b25bSBarry Smith       SNESLS - Newton based nonlinear solver that uses a line search
118704d965bbSLois Curfman McInnes 
1188ebe3b25bSBarry Smith    Options Database:
1189ebe3b25bSBarry Smith +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
1190ebe3b25bSBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
1191ebe3b25bSBarry Smith .   -snes_ls_maxstep <max> - Sets maxstep
1192ebe3b25bSBarry Smith -   -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code
1193ebe3b25bSBarry Smith                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
1194ebe3b25bSBarry Smith                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
119504d965bbSLois Curfman McInnes 
1196ebe3b25bSBarry Smith     Notes: This is the default nonlinear solver in SNES
119704d965bbSLois Curfman McInnes 
1198ee3001cbSBarry Smith    Level: beginner
1199ee3001cbSBarry Smith 
120017bae607SBarry Smith .seealso:  SNESCreate(), SNES, SNESSetType(), SNESTR, SNESLineSearchSet(),
120117bae607SBarry Smith            SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(),
120217bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck()
1203ebe3b25bSBarry Smith 
1204ebe3b25bSBarry Smith M*/
1205fb2e594dSBarry Smith EXTERN_C_BEGIN
12064a2ae208SSatish Balay #undef __FUNCT__
12074b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS"
120863dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESCreate_LS(SNES snes)
12095e42470aSBarry Smith {
1210dfbe8321SBarry Smith   PetscErrorCode ierr;
12114b27c08aSLois Curfman McInnes   SNES_LS        *neP;
12125e42470aSBarry Smith 
12133a40ed3dSBarry Smith   PetscFunctionBegin;
12144b27c08aSLois Curfman McInnes   snes->setup		= SNESSetUp_LS;
12154b27c08aSLois Curfman McInnes   snes->solve		= SNESSolve_LS;
12164b27c08aSLois Curfman McInnes   snes->destroy		= SNESDestroy_LS;
12174b27c08aSLois Curfman McInnes   snes->converged	= SNESConverged_LS;
12184b27c08aSLois Curfman McInnes   snes->printhelp       = SNESPrintHelp_LS;
12194b27c08aSLois Curfman McInnes   snes->setfromoptions  = SNESSetFromOptions_LS;
12204b27c08aSLois Curfman McInnes   snes->view            = SNESView_LS;
12215baf8537SBarry Smith   snes->nwork           = 0;
12225e42470aSBarry Smith 
12234b27c08aSLois Curfman McInnes   ierr                  = PetscNew(SNES_LS,&neP);CHKERRQ(ierr);
122452e6d16bSBarry Smith   ierr = PetscLogObjectMemory(snes,sizeof(SNES_LS));CHKERRQ(ierr);
12255e42470aSBarry Smith   snes->data    	= (void*)neP;
12265e42470aSBarry Smith   neP->alpha		= 1.e-4;
12275e42470aSBarry Smith   neP->maxstep		= 1.e8;
12285e42470aSBarry Smith   neP->steptol		= 1.e-12;
122917bae607SBarry Smith   neP->LineSearch       = SNESLineSearchCubic;
1230c8dd0c0dSLois Curfman McInnes   neP->lsP              = PETSC_NULL;
12313c632250SBarry Smith   neP->postcheckstep    = PETSC_NULL;
12323c632250SBarry Smith   neP->postcheck        = PETSC_NULL;
12333c632250SBarry Smith   neP->precheckstep     = PETSC_NULL;
12343c632250SBarry Smith   neP->precheck         = PETSC_NULL;
123582bf6240SBarry Smith 
123617bae607SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","SNESLineSearchSet_LS",SNESLineSearchSet_LS);CHKERRQ(ierr);
12373c632250SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","SNESLineSearchSetPostCheck_LS",SNESLineSearchSetPostCheck_LS);CHKERRQ(ierr);
12389c3ca13aSBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","SNESLineSearchSetPreCheck_LS",SNESLineSearchSetPreCheck_LS);CHKERRQ(ierr);
123982bf6240SBarry Smith 
12403a40ed3dSBarry Smith   PetscFunctionReturn(0);
12415e42470aSBarry Smith }
1242fb2e594dSBarry Smith EXTERN_C_END
124382bf6240SBarry Smith 
124482bf6240SBarry Smith 
124582bf6240SBarry Smith 
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