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 3336669109SBarry Smith ierr = VecSetRandom(PETSC_NULL,W);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; 56ea709b57SSatish Balay PetscScalar mone = -1.0; 5774637425SBarry Smith 5874637425SBarry Smith PetscFunctionBegin; 5974637425SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 6074637425SBarry Smith if (hastranspose) { 6174637425SBarry Smith ierr = MatMult(A,X,W1);CHKERRQ(ierr); 62*2dcb1b2aSMatthew Knepley ierr = VecAXPY(W1,mone,F);CHKERRQ(ierr); 6374637425SBarry Smith 6474637425SBarry Smith /* Compute || J^T W|| */ 6574637425SBarry Smith ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr); 6674637425SBarry Smith ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr); 6774637425SBarry Smith ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr); 689e247f21SBarry Smith if (a1) { 6963ba0a88SBarry Smith ierr = PetscLogInfo((0,"SNESSolve_LS: ||J^T(F-Ax)||/||F-AX|| %g near zero implies inconsistent rhs\n",a2/a1));CHKERRQ(ierr); 7085471664SBarry Smith } 7174637425SBarry Smith } 7274637425SBarry Smith PetscFunctionReturn(0); 7374637425SBarry Smith } 7474637425SBarry Smith 7504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------- 7604d965bbSLois Curfman McInnes 7704d965bbSLois Curfman McInnes This file implements a truncated Newton method with a line search, 7894b7f48cSBarry Smith for solving a system of nonlinear equations, using the KSP, Vec, 7904d965bbSLois Curfman McInnes and Mat interfaces for linear solvers, vectors, and matrices, 8004d965bbSLois Curfman McInnes respectively. 8104d965bbSLois Curfman McInnes 82fe6c6bacSLois Curfman McInnes The following basic routines are required for each nonlinear solver: 8304d965bbSLois Curfman McInnes SNESCreate_XXX() - Creates a nonlinear solver context 8404d965bbSLois Curfman McInnes SNESSetFromOptions_XXX() - Sets runtime options 85fe6c6bacSLois Curfman McInnes SNESSolve_XXX() - Solves the nonlinear system 8604d965bbSLois Curfman McInnes SNESDestroy_XXX() - Destroys the nonlinear solver context 8704d965bbSLois Curfman McInnes The suffix "_XXX" denotes a particular implementation, in this case 884b27c08aSLois Curfman McInnes we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving 894b27c08aSLois Curfman McInnes systems of nonlinear equations with a line search (LS) method. 9004d965bbSLois Curfman McInnes These routines are actually called via the common user interface 9104d965bbSLois Curfman McInnes routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and 9204d965bbSLois Curfman McInnes SNESDestroy(), so the application code interface remains identical 9304d965bbSLois Curfman McInnes for all nonlinear solvers. 9404d965bbSLois Curfman McInnes 9504d965bbSLois Curfman McInnes Another key routine is: 9604d965bbSLois Curfman McInnes SNESSetUp_XXX() - Prepares for the use of a nonlinear solver 9704d965bbSLois Curfman McInnes by setting data structures and options. The interface routine SNESSetUp() 9804d965bbSLois Curfman McInnes is not usually called directly by the user, but instead is called by 9904d965bbSLois Curfman McInnes SNESSolve() if necessary. 10004d965bbSLois Curfman McInnes 10104d965bbSLois Curfman McInnes Additional basic routines are: 10204d965bbSLois Curfman McInnes SNESView_XXX() - Prints details of runtime options that 10304d965bbSLois Curfman McInnes have actually been used. 10404d965bbSLois Curfman McInnes These are called by application codes via the interface routines 105186905e3SBarry Smith SNESView(). 10604d965bbSLois Curfman McInnes 10704d965bbSLois Curfman McInnes The various types of solvers (preconditioners, Krylov subspace methods, 10804d965bbSLois Curfman McInnes nonlinear solvers, timesteppers) are all organized similarly, so the 10904d965bbSLois Curfman McInnes above description applies to these categories also. 11004d965bbSLois Curfman McInnes 11104d965bbSLois Curfman McInnes -------------------------------------------------------------------- */ 1125e42470aSBarry Smith /* 1134b27c08aSLois Curfman McInnes SNESSolve_LS - Solves a nonlinear system with a truncated Newton 11404d965bbSLois Curfman McInnes method with a line search. 1155e76c431SBarry Smith 11604d965bbSLois Curfman McInnes Input Parameters: 11704d965bbSLois Curfman McInnes . snes - the SNES context 1185e76c431SBarry Smith 11904d965bbSLois Curfman McInnes Output Parameter: 120c2a78f1aSLois Curfman McInnes . outits - number of iterations until termination 12104d965bbSLois Curfman McInnes 12204d965bbSLois Curfman McInnes Application Interface Routine: SNESSolve() 1235e76c431SBarry Smith 1245e76c431SBarry Smith Notes: 1255e76c431SBarry Smith This implements essentially a truncated Newton method with a 1265e76c431SBarry Smith line search. By default a cubic backtracking line search 1275e76c431SBarry Smith is employed, as described in the text "Numerical Methods for 1285e76c431SBarry Smith Unconstrained Optimization and Nonlinear Equations" by Dennis 129393d2d9aSLois Curfman McInnes and Schnabel. 1305e76c431SBarry Smith */ 1314a2ae208SSatish Balay #undef __FUNCT__ 1324b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSolve_LS" 133dfbe8321SBarry Smith PetscErrorCode SNESSolve_LS(SNES snes) 1345e76c431SBarry Smith { 1354b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 1366849ba73SBarry Smith PetscErrorCode ierr; 137a7cc72afSBarry Smith PetscInt maxits,i,lits; 138a7cc72afSBarry Smith PetscTruth lssucceed; 139112a2221SBarry Smith MatStructure flg = DIFFERENT_NONZERO_PATTERN; 140329f5518SBarry Smith PetscReal fnorm,gnorm,xnorm,ynorm; 1415e42470aSBarry Smith Vec Y,X,F,G,W,TMP; 142c293cc10SBarry Smith KSP ksp; 1435e76c431SBarry Smith 1443a40ed3dSBarry Smith PetscFunctionBegin; 14594b7f48cSBarry Smith ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr); 146184914b5SBarry Smith snes->reason = SNES_CONVERGED_ITERATING; 147184914b5SBarry Smith 1485e42470aSBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 1495e42470aSBarry Smith X = snes->vec_sol; /* solution vector */ 15039e2f89bSBarry Smith F = snes->vec_func; /* residual vector */ 1515e42470aSBarry Smith Y = snes->work[0]; /* work vectors */ 1525e42470aSBarry Smith G = snes->work[1]; 1535e42470aSBarry Smith W = snes->work[2]; 1545e76c431SBarry Smith 1554c49b128SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1564c49b128SBarry Smith snes->iter = 0; 1574c49b128SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 15819717074SBarry Smith ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 159cddf8d76SBarry Smith ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- ||F|| */ 16043e71028SBarry Smith if (fnorm != fnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 1610f5bd95cSBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1625e42470aSBarry Smith snes->norm = fnorm; 1630f5bd95cSBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 16484c569c9SBarry Smith SNESLogConvHistory(snes,fnorm,0); 16594a424c1SBarry Smith SNESMonitor(snes,0,fnorm); 1665e76c431SBarry Smith 16770441072SBarry Smith if (fnorm < snes->abstol) {snes->reason = SNES_CONVERGED_FNORM_ABS; PetscFunctionReturn(0);} 16894a9d846SBarry Smith 169d034289bSBarry Smith /* set parameter for default relative tolerance convergence test */ 170d034289bSBarry Smith snes->ttol = fnorm*snes->rtol; 171d034289bSBarry Smith 1725e76c431SBarry Smith for (i=0; i<maxits; i++) { 1735e76c431SBarry Smith 174329e7e40SMatthew Knepley /* Call general purpose update function */ 175abc0a331SBarry Smith if (snes->update) { 176329e7e40SMatthew Knepley ierr = (*snes->update)(snes, snes->iter);CHKERRQ(ierr); 177de8cb200SMatthew Knepley } 178329e7e40SMatthew Knepley 179ea4d3ed3SLois Curfman McInnes /* Solve J Y = F, where J is Jacobian matrix */ 1805334005bSBarry Smith ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); 18194b7f48cSBarry Smith ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); 18223ce1328SBarry Smith ierr = KSPSolve(snes->ksp,F,Y);CHKERRQ(ierr); 183c293cc10SBarry Smith ierr = KSPGetIterationNumber(ksp,&lits);CHKERRQ(ierr); 18474637425SBarry Smith 1859c3ca13aSBarry Smith if (neP->precheckstep) { 1869c3ca13aSBarry Smith PetscTruth changed_y = PETSC_FALSE; 1879c3ca13aSBarry Smith ierr = (*neP->precheckstep)(snes,X,Y,neP->precheck,&changed_y);CHKERRQ(ierr); 1889c3ca13aSBarry Smith } 1899c3ca13aSBarry Smith 190b0a32e0cSBarry Smith if (PetscLogPrintInfo){ 19174637425SBarry Smith ierr = SNESLSCheckResidual_Private(snes->jacobian,F,Y,G,W);CHKERRQ(ierr); 19285471664SBarry Smith } 19374637425SBarry Smith 19490cbd584SBarry Smith /* should check what happened to the linear solve? */ 1953505fcc1SBarry Smith snes->linear_its += lits; 19663ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESSolve_LS: iter=%D, linear solve iterations=%D\n",snes->iter,lits));CHKERRQ(ierr); 197ea4d3ed3SLois Curfman McInnes 198ea4d3ed3SLois Curfman McInnes /* Compute a (scaled) negative update in the line search routine: 199ea4d3ed3SLois Curfman McInnes Y <- X - lambda*Y 200ea4d3ed3SLois Curfman McInnes and evaluate G(Y) = function(Y)) 201ea4d3ed3SLois Curfman McInnes */ 20281b6cf68SLois Curfman McInnes ierr = VecCopy(Y,snes->vec_sol_update_always);CHKERRQ(ierr); 203a7cc72afSBarry Smith ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr); 20463ba0a88SBarry 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); 20543e71028SBarry Smith if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break; 206a3b891d8SBarry Smith 207a3b891d8SBarry Smith TMP = F; F = G; snes->vec_func_always = F; G = TMP; 2083c632250SBarry Smith TMP = X; X = W; snes->vec_sol_always = X; W = TMP; 209a3b891d8SBarry Smith fnorm = gnorm; 210a3b891d8SBarry Smith 2115ed2d596SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 2125ed2d596SBarry Smith snes->iter = i+1; 2135ed2d596SBarry Smith snes->norm = fnorm; 2145ed2d596SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 2155ed2d596SBarry Smith SNESLogConvHistory(snes,fnorm,lits); 2165ed2d596SBarry Smith SNESMonitor(snes,i+1,fnorm); 2175ed2d596SBarry Smith 218a7cc72afSBarry Smith if (!lssucceed) { 2198a5d9ee4SBarry Smith PetscTruth ismin; 22050ffb88aSMatthew Knepley 22150ffb88aSMatthew Knepley if (++snes->numFailures >= snes->maxFailures) { 2223505fcc1SBarry Smith snes->reason = SNES_DIVERGED_LS_FAILURE; 2238a5d9ee4SBarry Smith ierr = SNESLSCheckLocalMin_Private(snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr); 2248a5d9ee4SBarry Smith if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN; 2253505fcc1SBarry Smith break; 2263505fcc1SBarry Smith } 22750ffb88aSMatthew Knepley } 2285e76c431SBarry Smith 2295e76c431SBarry Smith /* Test for convergence */ 23029e0b56fSBarry Smith if (snes->converged) { 23129e0b56fSBarry Smith ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm = || X || */ 2323505fcc1SBarry Smith ierr = (*snes->converged)(snes,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 2333505fcc1SBarry Smith if (snes->reason) { 23416c95cacSBarry Smith break; 23516c95cacSBarry Smith } 23616c95cacSBarry Smith } 23729e0b56fSBarry Smith } 23839e2f89bSBarry Smith if (X != snes->vec_sol) { 239393d2d9aSLois Curfman McInnes ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr); 240e15f7bb5SBarry Smith } 241e15f7bb5SBarry Smith if (F != snes->vec_func) { 242e15f7bb5SBarry Smith ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr); 243e15f7bb5SBarry Smith } 24439e2f89bSBarry Smith snes->vec_sol_always = snes->vec_sol; 24539e2f89bSBarry Smith snes->vec_func_always = snes->vec_func; 24652392280SLois Curfman McInnes if (i == maxits) { 24763ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESSolve_LS: Maximum number of iterations has been reached: %D\n",maxits));CHKERRQ(ierr); 2483505fcc1SBarry Smith snes->reason = SNES_DIVERGED_MAX_IT; 24952392280SLois Curfman McInnes } 2503a40ed3dSBarry Smith PetscFunctionReturn(0); 2515e76c431SBarry Smith } 25204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 25304d965bbSLois Curfman McInnes /* 2544b27c08aSLois Curfman McInnes SNESSetUp_LS - Sets up the internal data structures for the later use 2554b27c08aSLois Curfman McInnes of the SNESLS nonlinear solver. 25604d965bbSLois Curfman McInnes 25704d965bbSLois Curfman McInnes Input Parameter: 25804d965bbSLois Curfman McInnes . snes - the SNES context 25904d965bbSLois Curfman McInnes . x - the solution vector 26004d965bbSLois Curfman McInnes 26104d965bbSLois Curfman McInnes Application Interface Routine: SNESSetUp() 26204d965bbSLois Curfman McInnes 26304d965bbSLois Curfman McInnes Notes: 2644b27c08aSLois Curfman McInnes For basic use of the SNES solvers, the user need not explicitly call 26504d965bbSLois Curfman McInnes SNESSetUp(), since these actions will automatically occur during 26604d965bbSLois Curfman McInnes the call to SNESSolve(). 26704d965bbSLois Curfman McInnes */ 2684a2ae208SSatish Balay #undef __FUNCT__ 2694b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS" 270dfbe8321SBarry Smith PetscErrorCode SNESSetUp_LS(SNES snes) 2715e76c431SBarry Smith { 272dfbe8321SBarry Smith PetscErrorCode ierr; 2733a40ed3dSBarry Smith 2743a40ed3dSBarry Smith PetscFunctionBegin; 27581b6cf68SLois Curfman McInnes snes->nwork = 4; 276d7e8b826SBarry Smith ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr); 277efee365bSSatish Balay ierr = PetscLogObjectParents(snes,snes->nwork,snes->work);CHKERRQ(ierr); 27881b6cf68SLois Curfman McInnes snes->vec_sol_update_always = snes->work[3]; 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; 344ea709b57SSatish Balay PetscScalar mone = -1.0; 3454b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 3463c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 3475334005bSBarry Smith 3483a40ed3dSBarry Smith PetscFunctionBegin; 349a7cc72afSBarry Smith *flag = PETSC_TRUE; 350d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 351a3b38805SLois Curfman McInnes ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); /* ynorm = || y || */ 352*2dcb1b2aSMatthew Knepley ierr = VecWAXPY(w,mone,y,x);CHKERRQ(ierr); /* w <- x - y */ 3533c632250SBarry Smith if (neP->postcheckstep) { 3543c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 3558f99978dSLois Curfman McInnes } 3563c632250SBarry Smith if (changed_y) { 357*2dcb1b2aSMatthew Knepley ierr = VecWAXPY(w,mone,y,x);CHKERRQ(ierr); /* w <- x - y */ 3583c632250SBarry Smith } 3593c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 360d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 36119717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 36219717074SBarry Smith } 363d5e45103SBarry Smith CHKERRQ(ierr); 364d5e45103SBarry Smith 365a3b38805SLois Curfman McInnes ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); /* gnorm = || g || */ 36643e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 367d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 3683a40ed3dSBarry Smith PetscFunctionReturn(0); 3695e76c431SBarry Smith } 37004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3714a2ae208SSatish Balay #undef __FUNCT__ 37217bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNoNorms" 37382bf6240SBarry Smith 37429e0b56fSBarry Smith /*@C 37517bae607SBarry Smith SNESLineSearchNoNorms - This routine is not a line search at 37629e0b56fSBarry Smith all; it simply uses the full Newton step. This version does not 37729e0b56fSBarry Smith even compute the norm of the function or search direction; this 37829e0b56fSBarry Smith is intended only when you know the full step is fine and are 37929e0b56fSBarry Smith not checking for convergence of the nonlinear iteration (for 380c7afd0dbSLois Curfman McInnes example, you are running always for a fixed number of Newton steps). 381c7afd0dbSLois Curfman McInnes 382c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 38329e0b56fSBarry Smith 38429e0b56fSBarry Smith Input Parameters: 385c7afd0dbSLois Curfman McInnes + snes - nonlinear context 386af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 38729e0b56fSBarry Smith . x - current iterate 38829e0b56fSBarry Smith . f - residual evaluated at x 3893c632250SBarry Smith . y - search direction 39029e0b56fSBarry Smith . w - work vector 391c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 39229e0b56fSBarry Smith 39329e0b56fSBarry Smith Output Parameters: 394c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 3953c632250SBarry Smith . w - new iterate 39629e0b56fSBarry Smith . gnorm - not changed 39729e0b56fSBarry Smith . ynorm - not changed 398a7cc72afSBarry Smith - flag - set to PETSC_TRUE indicating a successful line search 399fee21e36SBarry Smith 40029e0b56fSBarry Smith Options Database Key: 40117bae607SBarry Smith . -snes_ls basicnonorms - Activates SNESLineSearchNoNorms() 40229e0b56fSBarry Smith 4038cbba510SBarry Smith Notes: 40417bae607SBarry Smith SNESLineSearchNoNorms() must be used in conjunction with 405ea56f5baSLois Curfman McInnes either the options 406ea56f5baSLois Curfman McInnes $ -snes_no_convergence_test -snes_max_it <its> 407ea56f5baSLois Curfman McInnes or alternatively a user-defined custom test set via 408329f5518SBarry Smith SNESSetConvergenceTest(); or a -snes_max_it of 1, 409329f5518SBarry Smith otherwise, the SNES solver will generate an error. 410329f5518SBarry Smith 411329f5518SBarry Smith During the final iteration this will not evaluate the function at 412329f5518SBarry Smith the solution point. This is to save a function evaluation while 413329f5518SBarry Smith using pseudo-timestepping. 4148cbba510SBarry Smith 415ea56f5baSLois Curfman McInnes The residual norms printed by monitoring routines such as 416ea56f5baSLois Curfman McInnes SNESDefaultMonitor() (as activated via -snes_monitor) will not be 417ea56f5baSLois Curfman McInnes correct, since they are not computed. 418ea56f5baSLois Curfman McInnes 419ea56f5baSLois Curfman McInnes Level: advanced 4208cbba510SBarry Smith 42129e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic 42229e0b56fSBarry Smith 42317bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), 42417bae607SBarry Smith SNESLineSearchSet(), SNESLineSearchNo() 42529e0b56fSBarry Smith @*/ 42617bae607SBarry 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) 42729e0b56fSBarry Smith { 428dfbe8321SBarry Smith PetscErrorCode ierr; 429ea709b57SSatish Balay PetscScalar mone = -1.0; 4304b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 4313c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 43229e0b56fSBarry Smith 4333a40ed3dSBarry Smith PetscFunctionBegin; 434a7cc72afSBarry Smith *flag = PETSC_TRUE; 435d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 436*2dcb1b2aSMatthew Knepley ierr = VecWAXPY(w,mone,y,x);CHKERRQ(ierr); /* w <- x - y */ 4373c632250SBarry Smith if (neP->postcheckstep) { 4383c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 4393c632250SBarry Smith } 4403c632250SBarry Smith if (changed_y) { 441*2dcb1b2aSMatthew Knepley ierr = VecWAXPY(w,mone,y,x);CHKERRQ(ierr); /* w <- x - y */ 4428f99978dSLois Curfman McInnes } 443329f5518SBarry Smith 444329f5518SBarry Smith /* don't evaluate function the last time through */ 445329f5518SBarry Smith if (snes->iter < snes->max_its-1) { 4463c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 447d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 44819717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 44919717074SBarry Smith } 450d5e45103SBarry Smith CHKERRQ(ierr); 451329f5518SBarry Smith } 452d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 4533a40ed3dSBarry Smith PetscFunctionReturn(0); 45429e0b56fSBarry Smith } 45504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 4564a2ae208SSatish Balay #undef __FUNCT__ 45717bae607SBarry Smith #define __FUNCT__ "SNESLineSearchCubic" 4584b828684SBarry Smith /*@C 45917bae607SBarry Smith SNESLineSearchCubic - Performs a cubic line search (default line search method). 4605e76c431SBarry Smith 461c7afd0dbSLois Curfman McInnes Collective on SNES 462c7afd0dbSLois Curfman McInnes 4635e76c431SBarry Smith Input Parameters: 464c7afd0dbSLois Curfman McInnes + snes - nonlinear context 465af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 4665e76c431SBarry Smith . x - current iterate 4675e76c431SBarry Smith . f - residual evaluated at x 4683c632250SBarry Smith . y - search direction 4695e76c431SBarry Smith . w - work vector 470c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 4715e76c431SBarry Smith 472393d2d9aSLois Curfman McInnes Output Parameters: 473c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4743c632250SBarry Smith . w - new iterate 4755e76c431SBarry Smith . gnorm - 2-norm of g 4765e76c431SBarry Smith . ynorm - 2-norm of search length 477a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 478fee21e36SBarry Smith 479c4a48953SLois Curfman McInnes Options Database Key: 48017bae607SBarry Smith $ -snes_ls cubic - Activates SNESLineSearchCubic() 481c4a48953SLois Curfman McInnes 4825e76c431SBarry Smith Notes: 4835e76c431SBarry Smith This line search is taken from "Numerical Methods for Unconstrained 4845e76c431SBarry Smith Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 4855e76c431SBarry Smith 48636851e7fSLois Curfman McInnes Level: advanced 48736851e7fSLois Curfman McInnes 48828ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 48928ae5a21SLois Curfman McInnes 49017bae607SBarry Smith .seealso: SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms() 4915e76c431SBarry Smith @*/ 49217bae607SBarry 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) 4935e76c431SBarry Smith { 494406556e6SLois Curfman McInnes /* 495406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 496406556e6SLois Curfman McInnes minimization problem: 497406556e6SLois Curfman McInnes min z(x): R^n -> R, 498406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 499406556e6SLois Curfman McInnes */ 500406556e6SLois Curfman McInnes 5015ca10a37SBarry Smith PetscReal steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength; 502329f5518SBarry Smith PetscReal maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg; 503aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 504ea709b57SSatish Balay PetscScalar cinitslope,clambda; 5056b5873e3SBarry Smith #endif 506dfbe8321SBarry Smith PetscErrorCode ierr; 507a7cc72afSBarry Smith PetscInt count; 5084b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 509ea709b57SSatish Balay PetscScalar mone = -1.0,scale; 5103c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 5115e76c431SBarry Smith 5123a40ed3dSBarry Smith PetscFunctionBegin; 513d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 514a7cc72afSBarry Smith *flag = PETSC_TRUE; 5155e76c431SBarry Smith alpha = neP->alpha; 5165e76c431SBarry Smith maxstep = neP->maxstep; 5175e76c431SBarry Smith steptol = neP->steptol; 5185e76c431SBarry Smith 519cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 5209e247f21SBarry Smith if (!*ynorm) { 52117bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Search direction and size is 0\n"));CHKERRQ(ierr); 522a1c2b6eeSLois Curfman McInnes *gnorm = fnorm; 5233c632250SBarry Smith ierr = VecCopy(x,w);CHKERRQ(ierr); 524a1c2b6eeSLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 525a7cc72afSBarry Smith *flag = PETSC_FALSE; 526ad922ac9SBarry Smith goto theend1; 52794a9d846SBarry Smith } 5285e76c431SBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 5295e42470aSBarry Smith scale = maxstep/(*ynorm); 530aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 53117bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Scaling step by %g old ynorm %g\n",PetscRealPart(scale),*ynorm));CHKERRQ(ierr); 5326b5873e3SBarry Smith #else 53317bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Scaling step by %g old ynorm %g\n",scale,*ynorm));CHKERRQ(ierr); 5346b5873e3SBarry Smith #endif 535*2dcb1b2aSMatthew Knepley ierr = VecScale(y,scale);CHKERRQ(ierr); 5365e76c431SBarry Smith *ynorm = maxstep; 5375e76c431SBarry Smith } 538ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 5395ca10a37SBarry Smith minlambda = steptol/rellength; 540a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 541aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 542a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 543329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 5445e42470aSBarry Smith #else 545a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 5465e42470aSBarry Smith #endif 5475e76c431SBarry Smith if (initslope > 0.0) initslope = -initslope; 5485e76c431SBarry Smith if (initslope == 0.0) initslope = -1.0; 5495e76c431SBarry Smith 550393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w);CHKERRQ(ierr); 551*2dcb1b2aSMatthew Knepley ierr = VecAYPX(w,mone,x);CHKERRQ(ierr); 55243e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 55317bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic:Exceeded maximum function evaluations, while checking full step length!\n"));CHKERRQ(ierr); 55443e71028SBarry Smith *flag = PETSC_FALSE; 55543e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 55643e71028SBarry Smith goto theend1; 55743e71028SBarry Smith } 55819717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 559d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 56019717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 56119717074SBarry Smith } 562d5e45103SBarry Smith CHKERRQ(ierr); 563313b5538SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 56443e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 5655d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 56617bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Using full step\n"));CHKERRQ(ierr); 567ad922ac9SBarry Smith goto theend1; 5685e76c431SBarry Smith } 5695e76c431SBarry Smith 5705e76c431SBarry Smith /* Fit points with quadratic */ 571313b5538SBarry Smith lambda = 1.0; 572a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 5735e76c431SBarry Smith lambdaprev = lambda; 5745e76c431SBarry Smith gnormprev = *gnorm; 575329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 576ddd12767SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 577ddd12767SBarry Smith else lambda = lambdatemp; 578393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 579ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 580aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 581*2dcb1b2aSMatthew Knepley clambda = lambdaneg; ierr = VecAXPY(w,clambda,y);CHKERRQ(ierr); 5825e42470aSBarry Smith #else 583*2dcb1b2aSMatthew Knepley ierr = VecAXPY(w,lambdaneg,y);CHKERRQ(ierr); 5845e42470aSBarry Smith #endif 58543e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 58617bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic:Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n"));CHKERRQ(ierr); 58743e71028SBarry Smith *flag = PETSC_FALSE; 58843e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 58943e71028SBarry Smith goto theend1; 59043e71028SBarry Smith } 59119717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 592d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 59319717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 59419717074SBarry Smith } 595d5e45103SBarry Smith CHKERRQ(ierr); 596cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 59743e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 5985ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 59917bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Quadratically determined step, lambda=%18.16e\n",lambda));CHKERRQ(ierr); 600ad922ac9SBarry Smith goto theend1; 6015e76c431SBarry Smith } 6025e76c431SBarry Smith 6035e76c431SBarry Smith /* Fit points with cubic */ 6045e76c431SBarry Smith count = 1; 6058229bfc2SMatthew Knepley while (count < 10000) { 6065e76c431SBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 60717bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic:Unable to find good step length! %D \n",count));CHKERRQ(ierr); 60817bae607SBarry 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); 60943e71028SBarry Smith *flag = PETSC_FALSE; 61043e71028SBarry Smith break; 6115e76c431SBarry Smith } 6125d1a10b1SBarry Smith t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope; 6135d1a10b1SBarry Smith t2 = .5*(gnormprev*gnormprev - fnorm*fnorm) - lambdaprev*initslope; 614ddd12767SBarry Smith a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6152b022350SLois Curfman McInnes b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6165e76c431SBarry Smith d = b*b - 3*a*initslope; 6175e76c431SBarry Smith if (d < 0.0) d = 0.0; 6185e76c431SBarry Smith if (a == 0.0) { 6195e76c431SBarry Smith lambdatemp = -initslope/(2.0*b); 6205e76c431SBarry Smith } else { 6215e76c431SBarry Smith lambdatemp = (-b + sqrt(d))/(3.0*a); 6225e76c431SBarry Smith } 6235e76c431SBarry Smith lambdaprev = lambda; 6245e76c431SBarry Smith gnormprev = *gnorm; 625329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 626329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 6275e76c431SBarry Smith else lambda = lambdatemp; 628393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 629ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 630aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 631ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; 632*2dcb1b2aSMatthew Knepley ierr = VecAXPY(w,clambda,y);CHKERRQ(ierr); 6335e42470aSBarry Smith #else 634*2dcb1b2aSMatthew Knepley ierr = VecAXPY(w,lambdaneg,y);CHKERRQ(ierr); 6355e42470aSBarry Smith #endif 63643e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 63717bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic:Exceeded maximum function evaluations, while looking for good step length! %D \n",count));CHKERRQ(ierr); 63817bae607SBarry 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); 639ed98166eSMatthew Knepley *flag = PETSC_FALSE; 64043e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 641ed98166eSMatthew Knepley break; 642ed98166eSMatthew Knepley } 64319717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 644d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 64519717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 64619717074SBarry Smith } 647d5e45103SBarry Smith CHKERRQ(ierr); 648cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 64943e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 6505ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */ 65117bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Cubically determined step, lambda=%18.16e\n",lambda));CHKERRQ(ierr); 65243e71028SBarry Smith break; 6532b022350SLois Curfman McInnes } else { 65417bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Cubic step no good, shrinking lambda, lambda=%18.16e\n",lambda));CHKERRQ(ierr); 6555e76c431SBarry Smith } 6565e76c431SBarry Smith count++; 6575e76c431SBarry Smith } 6588229bfc2SMatthew Knepley if (count >= 10000) { 659cd7625f8SBarry Smith SETERRQ(PETSC_ERR_LIB, "Lambda was decreased more than 10,000 times, so something is probably wrong with the function evaluation"); 6608229bfc2SMatthew Knepley } 661ad922ac9SBarry Smith theend1: 6628f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 6633c632250SBarry Smith if (neP->postcheckstep && *flag) { 6643c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 6653c632250SBarry Smith if (changed_y) { 666*2dcb1b2aSMatthew Knepley ierr = VecWAXPY(w,mone,y,x);CHKERRQ(ierr); 6673c632250SBarry Smith } 6683c632250SBarry Smith if (changed_y || changed_w) { /* recompute the function if the step has changed */ 6693c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 670d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 67119717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 67219717074SBarry Smith } 673d5e45103SBarry Smith CHKERRQ(ierr); 6748f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 67543e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 6763c632250SBarry Smith ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr); 6778f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 6783c632250SBarry Smith ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr); 6798f99978dSLois Curfman McInnes } 6808f99978dSLois Curfman McInnes } 681d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 6823a40ed3dSBarry Smith PetscFunctionReturn(0); 6835e76c431SBarry Smith } 68404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 6854a2ae208SSatish Balay #undef __FUNCT__ 68617bae607SBarry Smith #define __FUNCT__ "SNESLineSearchQuadratic" 6874b828684SBarry Smith /*@C 68817bae607SBarry Smith SNESLineSearchQuadratic - Performs a quadratic line search. 6895e76c431SBarry Smith 690c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 691c7afd0dbSLois Curfman McInnes 6925e42470aSBarry Smith Input Parameters: 693c7afd0dbSLois Curfman McInnes + snes - the SNES context 694af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 6955e42470aSBarry Smith . x - current iterate 6965e42470aSBarry Smith . f - residual evaluated at x 6973c632250SBarry Smith . y - search direction 6985e42470aSBarry Smith . w - work vector 699c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 7005e42470aSBarry Smith 701c4a48953SLois Curfman McInnes Output Parameters: 702c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 7033c632250SBarry Smith . w - new iterate 7045e42470aSBarry Smith . gnorm - 2-norm of g 7055e42470aSBarry Smith . ynorm - 2-norm of search length 706a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 707fee21e36SBarry Smith 708c4a48953SLois Curfman McInnes Options Database Key: 70917bae607SBarry Smith . -snes_ls quadratic - Activates SNESLineSearchQuadratic() 710c4a48953SLois Curfman McInnes 7115e42470aSBarry Smith Notes: 71217bae607SBarry Smith Use SNESLineSearchSet() to set this routine within the SNESLS method. 7135e42470aSBarry Smith 71436851e7fSLois Curfman McInnes Level: advanced 71536851e7fSLois Curfman McInnes 716f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search 717f59ffdedSLois Curfman McInnes 71817bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms() 7195e42470aSBarry Smith @*/ 72017bae607SBarry 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) 7215e76c431SBarry Smith { 722406556e6SLois Curfman McInnes /* 723406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 724406556e6SLois Curfman McInnes minimization problem: 725406556e6SLois Curfman McInnes min z(x): R^n -> R, 726406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2. 727406556e6SLois Curfman McInnes */ 7285ca10a37SBarry Smith PetscReal steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg,rellength; 729aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 730ea709b57SSatish Balay PetscScalar cinitslope,clambda; 7316b5873e3SBarry Smith #endif 732dfbe8321SBarry Smith PetscErrorCode ierr; 733a7cc72afSBarry Smith PetscInt count; 7344b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 735ea709b57SSatish Balay PetscScalar mone = -1.0,scale; 7363c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 7375e76c431SBarry Smith 7383a40ed3dSBarry Smith PetscFunctionBegin; 739d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 740a7cc72afSBarry Smith *flag = PETSC_TRUE; 7415e42470aSBarry Smith alpha = neP->alpha; 7425e42470aSBarry Smith maxstep = neP->maxstep; 7435e42470aSBarry Smith steptol = neP->steptol; 7445e76c431SBarry Smith 7453505fcc1SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 74663b9fa5eSBarry Smith if (*ynorm == 0.0) { 74717bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic: Search direction and size is 0\n"));CHKERRQ(ierr); 748b37302c6SLois Curfman McInnes *gnorm = fnorm; 749b37302c6SLois Curfman McInnes ierr = VecCopy(x,y);CHKERRQ(ierr); 750b37302c6SLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 751a7cc72afSBarry Smith *flag = PETSC_FALSE; 752ad922ac9SBarry Smith goto theend2; 75394a9d846SBarry Smith } 7545e42470aSBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 7555e42470aSBarry Smith scale = maxstep/(*ynorm); 756*2dcb1b2aSMatthew Knepley ierr = VecScale(y,scale);CHKERRQ(ierr); 7575e42470aSBarry Smith *ynorm = maxstep; 7585e76c431SBarry Smith } 759ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 7605ca10a37SBarry Smith minlambda = steptol/rellength; 761a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 762aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 763a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 764329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 7655e42470aSBarry Smith #else 766a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 7675e42470aSBarry Smith #endif 7685e42470aSBarry Smith if (initslope > 0.0) initslope = -initslope; 7695e42470aSBarry Smith if (initslope == 0.0) initslope = -1.0; 7705e42470aSBarry Smith 771393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w);CHKERRQ(ierr); 772*2dcb1b2aSMatthew Knepley ierr = VecAYPX(w,mone,x);CHKERRQ(ierr); 77343e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 77417bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:Exceeded maximum function evaluations, while checking full step length!\n"));CHKERRQ(ierr); 77543e71028SBarry Smith ierr = VecCopy(w,y);CHKERRQ(ierr); 77643e71028SBarry Smith *flag = PETSC_FALSE; 77743e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 77843e71028SBarry Smith goto theend2; 77943e71028SBarry Smith } 78019717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 781d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 78219717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 78319717074SBarry Smith } 784d5e45103SBarry Smith CHKERRQ(ierr); 785cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 78643e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 7875d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 788393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 78917bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic: Using full step\n"));CHKERRQ(ierr); 790ad922ac9SBarry Smith goto theend2; 7915e42470aSBarry Smith } 7925e42470aSBarry Smith 7935e42470aSBarry Smith /* Fit points with quadratic */ 794313b5538SBarry Smith lambda = 1.0; 7955e42470aSBarry Smith count = 1; 7965ca10a37SBarry Smith while (PETSC_TRUE) { 7975e42470aSBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 79817bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:Unable to find good step length! %D \n",count));CHKERRQ(ierr); 79917bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr); 800f168f371SBarry Smith ierr = VecCopy(x,y);CHKERRQ(ierr); 80143e71028SBarry Smith *flag = PETSC_FALSE; 80243e71028SBarry Smith break; 8035e42470aSBarry Smith } 804a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 805329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 806329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 807329f5518SBarry Smith else lambda = lambdatemp; 808393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 8093505fcc1SBarry Smith lambdaneg = -lambda; 810aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 811*2dcb1b2aSMatthew Knepley clambda = lambdaneg; ierr = VecAXPY(w,clambda,y);CHKERRQ(ierr); 8125e42470aSBarry Smith #else 813*2dcb1b2aSMatthew Knepley ierr = VecAXPY(w,lambdaneg,y);CHKERRQ(ierr); 8145e42470aSBarry Smith #endif 81543e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 81617bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:Exceeded maximum function evaluations, while looking for good step length! %D \n",count));CHKERRQ(ierr); 81717bae607SBarry 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); 81843e71028SBarry Smith ierr = VecCopy(w,y);CHKERRQ(ierr); 819ed98166eSMatthew Knepley *flag = PETSC_FALSE; 82043e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 821ed98166eSMatthew Knepley break; 822ed98166eSMatthew Knepley } 82319717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 824d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 82519717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 82619717074SBarry Smith } 827d5e45103SBarry Smith CHKERRQ(ierr); 828cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 82943e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 8305ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 831393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 83217bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:Quadratically determined step, lambda=%g\n",lambda));CHKERRQ(ierr); 83306259719SBarry Smith break; 8345e42470aSBarry Smith } 8355e42470aSBarry Smith count++; 8365e42470aSBarry Smith } 837ad922ac9SBarry Smith theend2: 8388f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 8393c632250SBarry Smith if (neP->postcheckstep) { 8403c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 8413c632250SBarry Smith if (changed_y) { 842*2dcb1b2aSMatthew Knepley ierr = VecWAXPY(w,mone,y,x);CHKERRQ(ierr); 8433c632250SBarry Smith } 8443c632250SBarry Smith if (changed_y || changed_w) { /* recompute the function if the step has changed */ 8453c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 846d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 84719717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 84819717074SBarry Smith } 849d5e45103SBarry Smith CHKERRQ(ierr); 8508f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 8513c632250SBarry Smith ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr); 8528f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 8533c632250SBarry Smith ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr); 8543c632250SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 8558f99978dSLois Curfman McInnes } 8568f99978dSLois Curfman McInnes } 857d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8583a40ed3dSBarry Smith PetscFunctionReturn(0); 8595e76c431SBarry Smith } 8602343ba6eSBarry Smith 86104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 8624a2ae208SSatish Balay #undef __FUNCT__ 86317bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet" 864c9e6a524SLois Curfman McInnes /*@C 86517bae607SBarry Smith SNESLineSearchSet - Sets the line search routine to be used 8664b27c08aSLois Curfman McInnes by the method SNESLS. 8675e76c431SBarry Smith 8685e76c431SBarry Smith Input Parameters: 869c7afd0dbSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 870af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for use by line search 871c7afd0dbSLois Curfman McInnes - func - pointer to int function 8725e76c431SBarry Smith 873fee21e36SBarry Smith Collective on SNES 874fee21e36SBarry Smith 875c4a48953SLois Curfman McInnes Available Routines: 87617bae607SBarry Smith + SNESLineSearchCubic() - default line search 87717bae607SBarry Smith . SNESLineSearchQuadratic() - quadratic line search 87817bae607SBarry Smith . SNESLineSearchNo() - the full Newton step (actually not a line search) 87917bae607SBarry Smith - SNESLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel) 8805e76c431SBarry Smith 881c4a48953SLois Curfman McInnes Options Database Keys: 8824b27c08aSLois Curfman McInnes + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 8834b27c08aSLois Curfman McInnes . -snes_ls_alpha <alpha> - Sets alpha 8844b27c08aSLois Curfman McInnes . -snes_ls_maxstep <max> - Sets maxstep 8854b27c08aSLois Curfman McInnes - -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 8863304466cSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 8873304466cSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 888c4a48953SLois Curfman McInnes 8895e76c431SBarry Smith Calling sequence of func: 890bd208895SLois Curfman McInnes .vb 891af2d14d2SLois Curfman McInnes func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w, 892a7cc72afSBarry Smith PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 893bd208895SLois Curfman McInnes .ve 8945e76c431SBarry Smith 8955e76c431SBarry Smith Input parameters for func: 896c7afd0dbSLois Curfman McInnes + snes - nonlinear context 897af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for line search 8985e76c431SBarry Smith . x - current iterate 8995e76c431SBarry Smith . f - residual evaluated at x 9003c632250SBarry Smith . y - search direction 9015e76c431SBarry Smith . w - work vector 902c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 9035e76c431SBarry Smith 9045e76c431SBarry Smith Output parameters for func: 905c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 9063c632250SBarry Smith . w - new iterate 9075e76c431SBarry Smith . gnorm - 2-norm of g 9085e76c431SBarry Smith . ynorm - 2-norm of search length 909a7cc72afSBarry Smith - flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure. 910f59ffdedSLois Curfman McInnes 91136851e7fSLois Curfman McInnes Level: advanced 91236851e7fSLois Curfman McInnes 913f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine 914f59ffdedSLois Curfman McInnes 91517bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchNoNorms(), 91617bae607SBarry Smith SNESLineSearchSetPostCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams(), SNESLineSearchSetPreCheck() 9175e76c431SBarry Smith @*/ 91817bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void *lsctx) 9195e76c431SBarry Smith { 920a7cc72afSBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*); 92182bf6240SBarry Smith 9223a40ed3dSBarry Smith PetscFunctionBegin; 92317bae607SBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSet_C",(void (**)(void))&f);CHKERRQ(ierr); 92482bf6240SBarry Smith if (f) { 925af2d14d2SLois Curfman McInnes ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr); 92682bf6240SBarry Smith } 9273a40ed3dSBarry Smith PetscFunctionReturn(0); 9285e76c431SBarry Smith } 9298e019c35SBarry Smith 930a7cc72afSBarry 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*/ 93104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 932fb2e594dSBarry Smith EXTERN_C_BEGIN 9334a2ae208SSatish Balay #undef __FUNCT__ 93417bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet_LS" 93517bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet_LS(SNES snes,FCN2 func,void *lsctx) 93682bf6240SBarry Smith { 93782bf6240SBarry Smith PetscFunctionBegin; 9384b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->LineSearch = func; 9394b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->lsP = lsctx; 94082bf6240SBarry Smith PetscFunctionReturn(0); 94182bf6240SBarry Smith } 942fb2e594dSBarry Smith EXTERN_C_END 94304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 9444a2ae208SSatish Balay #undef __FUNCT__ 9453c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck" 946c8dd0c0dSLois Curfman McInnes /*@C 9473c632250SBarry Smith SNESLineSearchSetPostCheck - Sets a routine to check the validity of new iterate computed 9484b27c08aSLois Curfman McInnes by the line search routine in the Newton-based method SNESLS. 949c8dd0c0dSLois Curfman McInnes 950c8dd0c0dSLois Curfman McInnes Input Parameters: 951c8dd0c0dSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 9523c632250SBarry Smith . func - pointer to function 953c8dd0c0dSLois Curfman McInnes - checkctx - optional user-defined context for use by step checking routine 954c8dd0c0dSLois Curfman McInnes 955c8dd0c0dSLois Curfman McInnes Collective on SNES 956c8dd0c0dSLois Curfman McInnes 957c8dd0c0dSLois Curfman McInnes Calling sequence of func: 958c8dd0c0dSLois Curfman McInnes .vb 9593c632250SBarry Smith int func (SNES snes, Vec x,Vec y,Vec w,void *checkctx, PetscTruth *changed_y,PetscTruth *changed_w) 960c8dd0c0dSLois Curfman McInnes .ve 961b1ae27eaSLois Curfman McInnes where func returns an error code of 0 on success and a nonzero 962b1ae27eaSLois Curfman McInnes on failure. 963c8dd0c0dSLois Curfman McInnes 964c8dd0c0dSLois Curfman McInnes Input parameters for func: 965c8dd0c0dSLois Curfman McInnes + snes - nonlinear context 966c8dd0c0dSLois Curfman McInnes . checkctx - optional user-defined context for use by step checking routine 9673c632250SBarry Smith . x - previous iterate 9683c632250SBarry Smith . y - new search direction and length 9693c632250SBarry Smith - w - current candidate iterate 970c8dd0c0dSLois Curfman McInnes 971c8dd0c0dSLois Curfman McInnes Output parameters for func: 9723c632250SBarry Smith + y - search direction (possibly changed) 9733c632250SBarry Smith . w - current iterate (possibly modified) 9743c632250SBarry Smith . changed_y - indicates search direction was changed by this routine 9753c632250SBarry Smith - changed_w - indicates current iterate was changed by this routine 976c8dd0c0dSLois Curfman McInnes 977c8dd0c0dSLois Curfman McInnes Level: advanced 978c8dd0c0dSLois Curfman McInnes 9799e247f21SBarry Smith Notes: All line searches accept the new iterate computed by the line search checking routine. 9809e247f21SBarry Smith 9813c632250SBarry Smith Only one of changed_y and changed_w can be PETSC_TRUE 9823c632250SBarry Smith 9833c632250SBarry Smith On input w = x + y 9843c632250SBarry Smith 98517bae607SBarry Smith SNESLineSearchNo() and SNESLineSearchNoNorms() (1) compute a candidate iterate u_{i+1}, (2) pass control 986b1ae27eaSLois Curfman McInnes to the checking routine, and then (3) compute the corresponding nonlinear 987ea56f5baSLois Curfman McInnes function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}. 9888f99978dSLois Curfman McInnes 98917bae607SBarry Smith SNESLineSearchQuadratic() and SNESLineSearchCubic() (1) compute a candidate iterate u_{i+1} as well as a 990ea56f5baSLois Curfman McInnes candidate nonlinear function f(u_{i+1}), (2) pass control to the checking 991ea56f5baSLois Curfman McInnes routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes 992ea56f5baSLois Curfman McInnes were made to the candidate iterate in the checking routine (as indicated 9939e247f21SBarry Smith by flag=PETSC_TRUE). The overhead of this extra function re-evaluation can be 994b1ae27eaSLois Curfman McInnes very costly, so use this feature with caution! 9958f99978dSLois Curfman McInnes 996c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine 997c8dd0c0dSLois Curfman McInnes 99817bae607SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPreCheck() 999c8dd0c0dSLois Curfman McInnes @*/ 10003c632250SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void *checkctx) 1001c8dd0c0dSLois Curfman McInnes { 10023c632250SBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void*); 1003c8dd0c0dSLois Curfman McInnes 1004c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 10053c632250SBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPostCheck_C",(void (**)(void))&f);CHKERRQ(ierr); 1006c8dd0c0dSLois Curfman McInnes if (f) { 1007c8dd0c0dSLois Curfman McInnes ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr); 1008c8dd0c0dSLois Curfman McInnes } 1009c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 1010c8dd0c0dSLois Curfman McInnes } 10119c3ca13aSBarry Smith #undef __FUNCT__ 10129c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck" 10139c3ca13aSBarry Smith /*@C 10149c3ca13aSBarry Smith SNESLineSearchSetPreCheck - Sets a routine to check the validity of a new direction given by the linear solve 10159c3ca13aSBarry Smith 10169c3ca13aSBarry Smith Input Parameters: 10179c3ca13aSBarry Smith + snes - nonlinear context obtained from SNESCreate() 10189c3ca13aSBarry Smith . func - pointer to function 10199c3ca13aSBarry Smith - checkctx - optional user-defined context for use by step checking routine 10209c3ca13aSBarry Smith 10219c3ca13aSBarry Smith Collective on SNES 10229c3ca13aSBarry Smith 10239c3ca13aSBarry Smith Calling sequence of func: 10249c3ca13aSBarry Smith .vb 10259c3ca13aSBarry Smith int func (SNES snes, Vec x,Vec y,,void *checkctx, PetscTruth *changed_y) 10269c3ca13aSBarry Smith .ve 10279c3ca13aSBarry Smith where func returns an error code of 0 on success and a nonzero 10289c3ca13aSBarry Smith on failure. 10299c3ca13aSBarry Smith 10309c3ca13aSBarry Smith Input parameters for func: 10319c3ca13aSBarry Smith + snes - nonlinear context 10329c3ca13aSBarry Smith . checkctx - optional user-defined context for use by step checking routine 10339c3ca13aSBarry Smith . x - previous iterate 10349c3ca13aSBarry Smith - y - new search direction and length 10359c3ca13aSBarry Smith 10369c3ca13aSBarry Smith Output parameters for func: 10379c3ca13aSBarry Smith + y - search direction (possibly changed) 10389c3ca13aSBarry Smith - changed_y - indicates search direction was changed by this routine 10399c3ca13aSBarry Smith 10409c3ca13aSBarry Smith Level: advanced 10419c3ca13aSBarry Smith 10429c3ca13aSBarry Smith Notes: All line searches accept the new iterate computed by the line search checking routine. 10439c3ca13aSBarry Smith 10449c3ca13aSBarry Smith .keywords: SNES, nonlinear, set, line search check, step check, routine 10459c3ca13aSBarry Smith 104617bae607SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck() 10479c3ca13aSBarry Smith @*/ 10489c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,void*,PetscTruth*),void *checkctx) 10499c3ca13aSBarry Smith { 10509c3ca13aSBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,void*,PetscTruth*),void*); 10519c3ca13aSBarry Smith 10529c3ca13aSBarry Smith PetscFunctionBegin; 10539c3ca13aSBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPreCheck_C",(void (**)(void))&f);CHKERRQ(ierr); 10549c3ca13aSBarry Smith if (f) { 10559c3ca13aSBarry Smith ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr); 10569c3ca13aSBarry Smith } 10579c3ca13aSBarry Smith PetscFunctionReturn(0); 10589c3ca13aSBarry Smith } 10599c3ca13aSBarry Smith 1060c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 10619c3ca13aSBarry Smith typedef PetscErrorCode (*FCN1)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*); /* force argument to next function to not be extern C*/ 10629c3ca13aSBarry Smith typedef PetscErrorCode (*FCN3)(SNES,Vec,Vec,void*,PetscTruth*); /* force argument to next function to not be extern C*/ 1063c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN 10644a2ae208SSatish Balay #undef __FUNCT__ 10653c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck_LS" 10669c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck_LS(SNES snes,FCN1 func,void *checkctx) 1067c8dd0c0dSLois Curfman McInnes { 1068c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 10693c632250SBarry Smith ((SNES_LS *)(snes->data))->postcheckstep = func; 10703c632250SBarry Smith ((SNES_LS *)(snes->data))->postcheck = checkctx; 1071c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 1072c8dd0c0dSLois Curfman McInnes } 1073c8dd0c0dSLois Curfman McInnes EXTERN_C_END 10749c3ca13aSBarry Smith 10759c3ca13aSBarry Smith EXTERN_C_BEGIN 10769c3ca13aSBarry Smith #undef __FUNCT__ 10779c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck_LS" 10789c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck_LS(SNES snes,FCN3 func,void *checkctx) 10799c3ca13aSBarry Smith { 10809c3ca13aSBarry Smith PetscFunctionBegin; 10819c3ca13aSBarry Smith ((SNES_LS *)(snes->data))->precheckstep = func; 10829c3ca13aSBarry Smith ((SNES_LS *)(snes->data))->precheck = checkctx; 10839c3ca13aSBarry Smith PetscFunctionReturn(0); 10849c3ca13aSBarry Smith } 10859c3ca13aSBarry Smith EXTERN_C_END 1086c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 108704d965bbSLois Curfman McInnes /* 10884b27c08aSLois Curfman McInnes SNESPrintHelp_LS - Prints all options for the SNES_LS method. 1089329e7e40SMatthew Knepley 1090329e7e40SMatthew Knepley Input Parameter: 1091329e7e40SMatthew Knepley . snes - the SNES context 1092329e7e40SMatthew Knepley 1093329e7e40SMatthew Knepley Application Interface Routine: SNESPrintHelp() 1094329e7e40SMatthew Knepley */ 1095329e7e40SMatthew Knepley #undef __FUNCT__ 10964b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESPrintHelp_LS" 10976849ba73SBarry Smith static PetscErrorCode SNESPrintHelp_LS(SNES snes,char *p) 1098329e7e40SMatthew Knepley { 10994b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 1100329e7e40SMatthew Knepley 1101329e7e40SMatthew Knepley PetscFunctionBegin; 11024b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," method SNES_LS (ls) for systems of nonlinear equations:\n"); 11034b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls [cubic,quadratic,basic,basicnonorms,...]\n",p); 11044b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_alpha <alpha> (default %g)\n",p,ls->alpha); 11054b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_maxstep <max> (default %g)\n",p,ls->maxstep); 11064b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_steptol <tol> (default %g)\n",p,ls->steptol); 1107329e7e40SMatthew Knepley PetscFunctionReturn(0); 1108329e7e40SMatthew Knepley } 1109329e7e40SMatthew Knepley 1110329e7e40SMatthew Knepley /* 11114b27c08aSLois Curfman McInnes SNESView_LS - Prints info from the SNESLS data structure. 111204d965bbSLois Curfman McInnes 111304d965bbSLois Curfman McInnes Input Parameters: 111404d965bbSLois Curfman McInnes . SNES - the SNES context 111504d965bbSLois Curfman McInnes . viewer - visualization context 111604d965bbSLois Curfman McInnes 111704d965bbSLois Curfman McInnes Application Interface Routine: SNESView() 111804d965bbSLois Curfman McInnes */ 11194a2ae208SSatish Balay #undef __FUNCT__ 11204b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS" 11216849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer) 1122a935fc98SLois Curfman McInnes { 11234b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 11242fc52814SBarry Smith const char *cstr; 1125dfbe8321SBarry Smith PetscErrorCode ierr; 112632077d6dSBarry Smith PetscTruth iascii; 1127a935fc98SLois Curfman McInnes 11283a40ed3dSBarry Smith PetscFunctionBegin; 112932077d6dSBarry Smith ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr); 113032077d6dSBarry Smith if (iascii) { 113117bae607SBarry Smith if (ls->LineSearch == SNESLineSearchNo) cstr = "SNESLineSearchNo"; 113217bae607SBarry Smith else if (ls->LineSearch == SNESLineSearchQuadratic) cstr = "SNESLineSearchQuadratic"; 113317bae607SBarry Smith else if (ls->LineSearch == SNESLineSearchCubic) cstr = "SNESLineSearchCubic"; 113419bcc07fSBarry Smith else cstr = "unknown"; 1135b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," line search variant: %s\n",cstr);CHKERRQ(ierr); 1136b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," alpha=%g, maxstep=%g, steptol=%g\n",ls->alpha,ls->maxstep,ls->steptol);CHKERRQ(ierr); 11375cd90555SBarry Smith } else { 113879a5c55eSBarry Smith SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name); 113919bcc07fSBarry Smith } 11403a40ed3dSBarry Smith PetscFunctionReturn(0); 1141a935fc98SLois Curfman McInnes } 114204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 114304d965bbSLois Curfman McInnes /* 11444b27c08aSLois Curfman McInnes SNESSetFromOptions_LS - Sets various parameters for the SNESLS method. 114504d965bbSLois Curfman McInnes 114604d965bbSLois Curfman McInnes Input Parameter: 114704d965bbSLois Curfman McInnes . snes - the SNES context 114804d965bbSLois Curfman McInnes 114904d965bbSLois Curfman McInnes Application Interface Routine: SNESSetFromOptions() 115004d965bbSLois Curfman McInnes */ 11514a2ae208SSatish Balay #undef __FUNCT__ 11524b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS" 11536849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes) 11545e42470aSBarry Smith { 11554b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 1156e5999256SBarry Smith const char *lses[] = {"basic","basicnonorms","quadratic","cubic"}; 1157dfbe8321SBarry Smith PetscErrorCode ierr; 1158a7cc72afSBarry Smith PetscInt indx; 1159f1af5d2fSBarry Smith PetscTruth flg; 11605e42470aSBarry Smith 11613a40ed3dSBarry Smith PetscFunctionBegin; 1162b0a32e0cSBarry Smith ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr); 11634b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr); 11644b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr); 11654b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_steptol","Step must be greater than","None",ls->steptol,&ls->steptol,0);CHKERRQ(ierr); 1166186905e3SBarry Smith 116717bae607SBarry Smith ierr = PetscOptionsEList("-snes_ls","Line search used","SNESLineSearchSet",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr); 116825cdf11fSBarry Smith if (flg) { 116922e36657SBarry Smith switch (indx) { 1170b49fd9e1SBarry Smith case 0: 117117bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchNo,PETSC_NULL);CHKERRQ(ierr); 1172b49fd9e1SBarry Smith break; 1173b49fd9e1SBarry Smith case 1: 117417bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr); 1175b49fd9e1SBarry Smith break; 1176b49fd9e1SBarry Smith case 2: 117717bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchQuadratic,PETSC_NULL);CHKERRQ(ierr); 1178b49fd9e1SBarry Smith break; 1179b49fd9e1SBarry Smith case 3: 118017bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchCubic,PETSC_NULL);CHKERRQ(ierr); 1181b49fd9e1SBarry Smith break; 11825e42470aSBarry Smith } 11835e42470aSBarry Smith } 1184b0a32e0cSBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 11853a40ed3dSBarry Smith PetscFunctionReturn(0); 11865e42470aSBarry Smith } 118704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 1188ebe3b25bSBarry Smith /*MC 1189ebe3b25bSBarry Smith SNESLS - Newton based nonlinear solver that uses a line search 119004d965bbSLois Curfman McInnes 1191ebe3b25bSBarry Smith Options Database: 1192ebe3b25bSBarry Smith + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 1193ebe3b25bSBarry Smith . -snes_ls_alpha <alpha> - Sets alpha 1194ebe3b25bSBarry Smith . -snes_ls_maxstep <max> - Sets maxstep 1195ebe3b25bSBarry Smith - -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 1196ebe3b25bSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 1197ebe3b25bSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 119804d965bbSLois Curfman McInnes 1199ebe3b25bSBarry Smith Notes: This is the default nonlinear solver in SNES 120004d965bbSLois Curfman McInnes 1201ee3001cbSBarry Smith Level: beginner 1202ee3001cbSBarry Smith 120317bae607SBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESTR, SNESLineSearchSet(), 120417bae607SBarry Smith SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(), 120517bae607SBarry Smith SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck() 1206ebe3b25bSBarry Smith 1207ebe3b25bSBarry Smith M*/ 1208fb2e594dSBarry Smith EXTERN_C_BEGIN 12094a2ae208SSatish Balay #undef __FUNCT__ 12104b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS" 121163dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESCreate_LS(SNES snes) 12125e42470aSBarry Smith { 1213dfbe8321SBarry Smith PetscErrorCode ierr; 12144b27c08aSLois Curfman McInnes SNES_LS *neP; 12155e42470aSBarry Smith 12163a40ed3dSBarry Smith PetscFunctionBegin; 12174b27c08aSLois Curfman McInnes snes->setup = SNESSetUp_LS; 12184b27c08aSLois Curfman McInnes snes->solve = SNESSolve_LS; 12194b27c08aSLois Curfman McInnes snes->destroy = SNESDestroy_LS; 12204b27c08aSLois Curfman McInnes snes->converged = SNESConverged_LS; 12214b27c08aSLois Curfman McInnes snes->printhelp = SNESPrintHelp_LS; 12224b27c08aSLois Curfman McInnes snes->setfromoptions = SNESSetFromOptions_LS; 12234b27c08aSLois Curfman McInnes snes->view = SNESView_LS; 12245baf8537SBarry Smith snes->nwork = 0; 12255e42470aSBarry Smith 12264b27c08aSLois Curfman McInnes ierr = PetscNew(SNES_LS,&neP);CHKERRQ(ierr); 122752e6d16bSBarry Smith ierr = PetscLogObjectMemory(snes,sizeof(SNES_LS));CHKERRQ(ierr); 12285e42470aSBarry Smith snes->data = (void*)neP; 12295e42470aSBarry Smith neP->alpha = 1.e-4; 12305e42470aSBarry Smith neP->maxstep = 1.e8; 12315e42470aSBarry Smith neP->steptol = 1.e-12; 123217bae607SBarry Smith neP->LineSearch = SNESLineSearchCubic; 1233c8dd0c0dSLois Curfman McInnes neP->lsP = PETSC_NULL; 12343c632250SBarry Smith neP->postcheckstep = PETSC_NULL; 12353c632250SBarry Smith neP->postcheck = PETSC_NULL; 12363c632250SBarry Smith neP->precheckstep = PETSC_NULL; 12373c632250SBarry Smith neP->precheck = PETSC_NULL; 123882bf6240SBarry Smith 123917bae607SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","SNESLineSearchSet_LS",SNESLineSearchSet_LS);CHKERRQ(ierr); 12403c632250SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","SNESLineSearchSetPostCheck_LS",SNESLineSearchSetPostCheck_LS);CHKERRQ(ierr); 12419c3ca13aSBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","SNESLineSearchSetPreCheck_LS",SNESLineSearchSetPreCheck_LS);CHKERRQ(ierr); 124282bf6240SBarry Smith 12433a40ed3dSBarry Smith PetscFunctionReturn(0); 12445e42470aSBarry Smith } 1245fb2e594dSBarry Smith EXTERN_C_END 124682bf6240SBarry Smith 124782bf6240SBarry Smith 124882bf6240SBarry Smith 1249