1a5eb4965SSatish Balay #ifdef PETSC_RCS_HEADER 2*36851e7fSLois Curfman McInnes static char vcid[] = "$Id: ls.c,v 1.120 1998/12/23 22:53:13 bsmith Exp curfman $"; 35e76c431SBarry Smith #endif 45e76c431SBarry Smith 570f55243SBarry Smith #include "src/snes/impls/ls/ls.h" 65e42470aSBarry Smith 704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------- 804d965bbSLois Curfman McInnes 904d965bbSLois Curfman McInnes This file implements a truncated Newton method with a line search, 1004d965bbSLois Curfman McInnes for solving a system of nonlinear equations, using the SLES, Vec, 1104d965bbSLois Curfman McInnes and Mat interfaces for linear solvers, vectors, and matrices, 1204d965bbSLois Curfman McInnes respectively. 1304d965bbSLois Curfman McInnes 14fe6c6bacSLois Curfman McInnes The following basic routines are required for each nonlinear solver: 1504d965bbSLois Curfman McInnes SNESCreate_XXX() - Creates a nonlinear solver context 1604d965bbSLois Curfman McInnes SNESSetFromOptions_XXX() - Sets runtime options 17fe6c6bacSLois Curfman McInnes SNESSolve_XXX() - Solves the nonlinear system 1804d965bbSLois Curfman McInnes SNESDestroy_XXX() - Destroys the nonlinear solver context 1904d965bbSLois Curfman McInnes The suffix "_XXX" denotes a particular implementation, in this case 2004d965bbSLois Curfman McInnes we use _EQ_LS (e.g., SNESCreate_EQ_LS, SNESSolve_EQ_LS) for solving 2104d965bbSLois Curfman McInnes systems of nonlinear equations (EQ) with a line search (LS) method. 2204d965bbSLois Curfman McInnes These routines are actually called via the common user interface 2304d965bbSLois Curfman McInnes routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and 2404d965bbSLois Curfman McInnes SNESDestroy(), so the application code interface remains identical 2504d965bbSLois Curfman McInnes for all nonlinear solvers. 2604d965bbSLois Curfman McInnes 2704d965bbSLois Curfman McInnes Another key routine is: 2804d965bbSLois Curfman McInnes SNESSetUp_XXX() - Prepares for the use of a nonlinear solver 2904d965bbSLois Curfman McInnes by setting data structures and options. The interface routine SNESSetUp() 3004d965bbSLois Curfman McInnes is not usually called directly by the user, but instead is called by 3104d965bbSLois Curfman McInnes SNESSolve() if necessary. 3204d965bbSLois Curfman McInnes 3304d965bbSLois Curfman McInnes Additional basic routines are: 3404d965bbSLois Curfman McInnes SNESPrintHelp_XXX() - Prints nonlinear solver runtime options 3504d965bbSLois Curfman McInnes SNESView_XXX() - Prints details of runtime options that 3604d965bbSLois Curfman McInnes have actually been used. 3704d965bbSLois Curfman McInnes These are called by application codes via the interface routines 3804d965bbSLois Curfman McInnes SNESPrintHelp() and SNESView(). 3904d965bbSLois Curfman McInnes 4004d965bbSLois Curfman McInnes The various types of solvers (preconditioners, Krylov subspace methods, 4104d965bbSLois Curfman McInnes nonlinear solvers, timesteppers) are all organized similarly, so the 4204d965bbSLois Curfman McInnes above description applies to these categories also. 4304d965bbSLois Curfman McInnes 4404d965bbSLois Curfman McInnes -------------------------------------------------------------------- */ 455e42470aSBarry Smith /* 4604d965bbSLois Curfman McInnes SNESSolve_EQ_LS - Solves a nonlinear system with a truncated Newton 4704d965bbSLois Curfman McInnes method with a line search. 485e76c431SBarry Smith 4904d965bbSLois Curfman McInnes Input Parameters: 5004d965bbSLois Curfman McInnes . snes - the SNES context 515e76c431SBarry Smith 5204d965bbSLois Curfman McInnes Output Parameter: 53c2a78f1aSLois Curfman McInnes . outits - number of iterations until termination 5404d965bbSLois Curfman McInnes 5504d965bbSLois Curfman McInnes Application Interface Routine: SNESSolve() 565e76c431SBarry Smith 575e76c431SBarry Smith Notes: 585e76c431SBarry Smith This implements essentially a truncated Newton method with a 595e76c431SBarry Smith line search. By default a cubic backtracking line search 605e76c431SBarry Smith is employed, as described in the text "Numerical Methods for 615e76c431SBarry Smith Unconstrained Optimization and Nonlinear Equations" by Dennis 62393d2d9aSLois Curfman McInnes and Schnabel. 635e76c431SBarry Smith */ 645615d1e5SSatish Balay #undef __FUNC__ 655615d1e5SSatish Balay #define __FUNC__ "SNESSolve_EQ_LS" 66f63b844aSLois Curfman McInnes int SNESSolve_EQ_LS(SNES snes,int *outits) 675e76c431SBarry Smith { 685e42470aSBarry Smith SNES_LS *neP = (SNES_LS *) snes->data; 69761aaf1bSLois Curfman McInnes int maxits, i, history_len, ierr, lits, lsfail; 70112a2221SBarry Smith MatStructure flg = DIFFERENT_NONZERO_PATTERN; 716b5873e3SBarry Smith double fnorm, gnorm, xnorm, ynorm, *history; 725e42470aSBarry Smith Vec Y, X, F, G, W, TMP; 735e76c431SBarry Smith 743a40ed3dSBarry Smith PetscFunctionBegin; 755e42470aSBarry Smith history = snes->conv_hist; /* convergence history */ 7651979daaSLois Curfman McInnes history_len = snes->conv_hist_size; /* convergence history length */ 775e42470aSBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 785e42470aSBarry Smith X = snes->vec_sol; /* solution vector */ 7939e2f89bSBarry Smith F = snes->vec_func; /* residual vector */ 805e42470aSBarry Smith Y = snes->work[0]; /* work vectors */ 815e42470aSBarry Smith G = snes->work[1]; 825e42470aSBarry Smith W = snes->work[2]; 835e76c431SBarry Smith 8425ed9cd1SBarry Smith snes->iter = 0; 855334005bSBarry Smith ierr = SNESComputeFunction(snes,X,F); CHKERRQ(ierr); /* F(X) */ 86cddf8d76SBarry Smith ierr = VecNorm(F,NORM_2,&fnorm); CHKERRQ(ierr); /* fnorm <- ||F|| */ 875e42470aSBarry Smith snes->norm = fnorm; 8851979daaSLois Curfman McInnes if (history) history[0] = fnorm; 8994a424c1SBarry Smith SNESMonitor(snes,0,fnorm); 905e76c431SBarry Smith 913a40ed3dSBarry Smith if (fnorm < snes->atol) {*outits = 0; PetscFunctionReturn(0);} 9294a9d846SBarry Smith 93d034289bSBarry Smith /* set parameter for default relative tolerance convergence test */ 94d034289bSBarry Smith snes->ttol = fnorm*snes->rtol; 95d034289bSBarry Smith 965e76c431SBarry Smith for ( i=0; i<maxits; i++ ) { 975e42470aSBarry Smith snes->iter = i+1; 985e76c431SBarry Smith 99ea4d3ed3SLois Curfman McInnes /* Solve J Y = F, where J is Jacobian matrix */ 1005334005bSBarry Smith ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg); CHKERRQ(ierr); 1015334005bSBarry Smith ierr = SLESSetOperators(snes->sles,snes->jacobian,snes->jacobian_pre,flg); CHKERRQ(ierr); 10278b31e54SBarry Smith ierr = SLESSolve(snes->sles,F,Y,&lits); CHKERRQ(ierr); 1037a00f4a9SLois Curfman McInnes snes->linear_its += PetscAbsInt(lits); 104af1ccdebSLois Curfman McInnes PLogInfo(snes,"SNESSolve_EQ_LS: iter=%d, linear solve iterations=%d\n",snes->iter,lits); 105ea4d3ed3SLois Curfman McInnes 106ea4d3ed3SLois Curfman McInnes /* Compute a (scaled) negative update in the line search routine: 107ea4d3ed3SLois Curfman McInnes Y <- X - lambda*Y 108ea4d3ed3SLois Curfman McInnes and evaluate G(Y) = function(Y)) 109ea4d3ed3SLois Curfman McInnes */ 11081b6cf68SLois Curfman McInnes ierr = VecCopy(Y,snes->vec_sol_update_always); CHKERRQ(ierr); 111ddd12767SBarry Smith ierr = (*neP->LineSearch)(snes,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lsfail); CHKERRQ(ierr); 112af1ccdebSLois Curfman McInnes PLogInfo(snes,"SNESSolve_EQ_LS: fnorm=%g, gnorm=%g, ynorm=%g, lsfail=%d\n",fnorm,gnorm,ynorm,lsfail); 113761aaf1bSLois Curfman McInnes if (lsfail) snes->nfailures++; 1145e76c431SBarry Smith 11539e2f89bSBarry Smith TMP = F; F = G; snes->vec_func_always = F; G = TMP; 11639e2f89bSBarry Smith TMP = X; X = Y; snes->vec_sol_always = X; Y = TMP; 1175e76c431SBarry Smith fnorm = gnorm; 1185e76c431SBarry Smith 1195e42470aSBarry Smith snes->norm = fnorm; 1205e76c431SBarry Smith if (history && history_len > i+1) history[i+1] = fnorm; 12194a424c1SBarry Smith SNESMonitor(snes,i+1,fnorm); 1225e76c431SBarry Smith 1235e76c431SBarry Smith /* Test for convergence */ 12429e0b56fSBarry Smith if (snes->converged) { 12529e0b56fSBarry Smith ierr = VecNorm(X,NORM_2,&xnorm); CHKERRQ(ierr); /* xnorm = || X || */ 126bbb6d6a8SBarry Smith if ((*snes->converged)(snes,xnorm,ynorm,fnorm,snes->cnvP)) { 12716c95cacSBarry Smith break; 12816c95cacSBarry Smith } 12916c95cacSBarry Smith } 13029e0b56fSBarry Smith } 13139e2f89bSBarry Smith if (X != snes->vec_sol) { 132393d2d9aSLois Curfman McInnes ierr = VecCopy(X,snes->vec_sol); CHKERRQ(ierr); 13339e2f89bSBarry Smith snes->vec_sol_always = snes->vec_sol; 13439e2f89bSBarry Smith snes->vec_func_always = snes->vec_func; 13539e2f89bSBarry Smith } 13652392280SLois Curfman McInnes if (i == maxits) { 137981c4779SBarry Smith PLogInfo(snes,"SNESSolve_EQ_LS: Maximum number of iterations has been reached: %d\n",maxits); 13852392280SLois Curfman McInnes i--; 13952392280SLois Curfman McInnes } 14051979daaSLois Curfman McInnes if (history) snes->conv_act_size = (history_len < i+1) ? history_len : i+1; 1415e42470aSBarry Smith *outits = i+1; 1423a40ed3dSBarry Smith PetscFunctionReturn(0); 1435e76c431SBarry Smith } 14404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 14504d965bbSLois Curfman McInnes /* 14604d965bbSLois Curfman McInnes SNESSetUp_EQ_LS - Sets up the internal data structures for the later use 14704d965bbSLois Curfman McInnes of the SNES_EQ_LS nonlinear solver. 14804d965bbSLois Curfman McInnes 14904d965bbSLois Curfman McInnes Input Parameter: 15004d965bbSLois Curfman McInnes . snes - the SNES context 15104d965bbSLois Curfman McInnes . x - the solution vector 15204d965bbSLois Curfman McInnes 15304d965bbSLois Curfman McInnes Application Interface Routine: SNESSetUp() 15404d965bbSLois Curfman McInnes 15504d965bbSLois Curfman McInnes Notes: 15604d965bbSLois Curfman McInnes For basic use of the SNES solvers the user need not explicitly call 15704d965bbSLois Curfman McInnes SNESSetUp(), since these actions will automatically occur during 15804d965bbSLois Curfman McInnes the call to SNESSolve(). 15904d965bbSLois Curfman McInnes */ 1605615d1e5SSatish Balay #undef __FUNC__ 1615615d1e5SSatish Balay #define __FUNC__ "SNESSetUp_EQ_LS" 162f63b844aSLois Curfman McInnes int SNESSetUp_EQ_LS(SNES snes) 1635e76c431SBarry Smith { 1645e42470aSBarry Smith int ierr; 1653a40ed3dSBarry Smith 1663a40ed3dSBarry Smith PetscFunctionBegin; 16781b6cf68SLois Curfman McInnes snes->nwork = 4; 168d7e8b826SBarry Smith ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr); 1695e42470aSBarry Smith PLogObjectParents(snes,snes->nwork,snes->work); 17081b6cf68SLois Curfman McInnes snes->vec_sol_update_always = snes->work[3]; 1713a40ed3dSBarry Smith PetscFunctionReturn(0); 1725e76c431SBarry Smith } 17304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 17404d965bbSLois Curfman McInnes /* 17504d965bbSLois Curfman McInnes SNESDestroy_EQ_LS - Destroys the private SNES_LS context that was created 17604d965bbSLois Curfman McInnes with SNESCreate_EQ_LS(). 17704d965bbSLois Curfman McInnes 17804d965bbSLois Curfman McInnes Input Parameter: 17904d965bbSLois Curfman McInnes . snes - the SNES context 18004d965bbSLois Curfman McInnes 181de49b36dSLois Curfman McInnes Application Interface Routine: SNESDestroy() 18204d965bbSLois Curfman McInnes */ 1835615d1e5SSatish Balay #undef __FUNC__ 184d4bb536fSBarry Smith #define __FUNC__ "SNESDestroy_EQ_LS" 185e1311b90SBarry Smith int SNESDestroy_EQ_LS(SNES snes) 1865e76c431SBarry Smith { 187393d2d9aSLois Curfman McInnes int ierr; 1883a40ed3dSBarry Smith 1893a40ed3dSBarry Smith PetscFunctionBegin; 1905baf8537SBarry Smith if (snes->nwork) { 1914b0e389bSBarry Smith ierr = VecDestroyVecs(snes->work,snes->nwork); CHKERRQ(ierr); 19221c89e3eSBarry Smith } 1930452661fSBarry Smith PetscFree(snes->data); 1943a40ed3dSBarry Smith PetscFunctionReturn(0); 1955e76c431SBarry Smith } 19604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 1975615d1e5SSatish Balay #undef __FUNC__ 1985615d1e5SSatish Balay #define __FUNC__ "SNESNoLineSearch" 19982bf6240SBarry Smith 2004b828684SBarry Smith /*@C 2015e42470aSBarry Smith SNESNoLineSearch - This routine is not a line search at all; 2025e76c431SBarry Smith it simply uses the full Newton step. Thus, this routine is intended 2035e76c431SBarry Smith to serve as a template and is not recommended for general use. 2045e76c431SBarry Smith 205c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 206c7afd0dbSLois Curfman McInnes 2075e76c431SBarry Smith Input Parameters: 208c7afd0dbSLois Curfman McInnes + snes - nonlinear context 2095e76c431SBarry Smith . x - current iterate 2105e76c431SBarry Smith . f - residual evaluated at x 2115e76c431SBarry Smith . y - search direction (contains new iterate on output) 2125e76c431SBarry Smith . w - work vector 213c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 2145e76c431SBarry Smith 215c4a48953SLois Curfman McInnes Output Parameters: 216c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 2175e76c431SBarry Smith . y - new iterate (contains search direction on input) 2185e76c431SBarry Smith . gnorm - 2-norm of g 2195e76c431SBarry Smith . ynorm - 2-norm of search length 220c7afd0dbSLois Curfman McInnes - flag - set to 0, indicating a successful line search 221fee21e36SBarry Smith 222c4a48953SLois Curfman McInnes Options Database Key: 223c7afd0dbSLois Curfman McInnes . -snes_eq_ls basic - Activates SNESNoLineSearch() 224c4a48953SLois Curfman McInnes 225*36851e7fSLois Curfman McInnes Level: advanced 226*36851e7fSLois Curfman McInnes 22728ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 22828ae5a21SLois Curfman McInnes 229f59ffdedSLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 23077c4ece6SBarry Smith SNESSetLineSearch() 2315e76c431SBarry Smith @*/ 2325e42470aSBarry Smith int SNESNoLineSearch(SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w, 233761aaf1bSLois Curfman McInnes double fnorm, double *ynorm, double *gnorm,int *flag ) 2345e76c431SBarry Smith { 2355e42470aSBarry Smith int ierr; 2365334005bSBarry Smith Scalar mone = -1.0; 2375334005bSBarry Smith 2383a40ed3dSBarry Smith PetscFunctionBegin; 239761aaf1bSLois Curfman McInnes *flag = 0; 2407857610eSBarry Smith PLogEventBegin(SNES_LineSearch,snes,x,f,g); 241cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm); CHKERRQ(ierr); /* ynorm = || y || */ 242ea4d3ed3SLois Curfman McInnes ierr = VecAYPX(&mone,x,y); CHKERRQ(ierr); /* y <- y - x */ 243ea4d3ed3SLois Curfman McInnes ierr = SNESComputeFunction(snes,y,g); CHKERRQ(ierr); /* Compute F(y) */ 244cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); /* gnorm = || g || */ 2457857610eSBarry Smith PLogEventEnd(SNES_LineSearch,snes,x,f,g); 2463a40ed3dSBarry Smith PetscFunctionReturn(0); 2475e76c431SBarry Smith } 24804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 2495615d1e5SSatish Balay #undef __FUNC__ 25029e0b56fSBarry Smith #define __FUNC__ "SNESNoLineSearchNoNorms" 25182bf6240SBarry Smith 25229e0b56fSBarry Smith /*@C 25329e0b56fSBarry Smith SNESNoLineSearchNoNorms - This routine is not a line search at 25429e0b56fSBarry Smith all; it simply uses the full Newton step. This version does not 25529e0b56fSBarry Smith even compute the norm of the function or search direction; this 25629e0b56fSBarry Smith is intended only when you know the full step is fine and are 25729e0b56fSBarry Smith not checking for convergence of the nonlinear iteration (for 258c7afd0dbSLois Curfman McInnes example, you are running always for a fixed number of Newton steps). 259c7afd0dbSLois Curfman McInnes 260c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 26129e0b56fSBarry Smith 26229e0b56fSBarry Smith Input Parameters: 263c7afd0dbSLois Curfman McInnes + snes - nonlinear context 26429e0b56fSBarry Smith . x - current iterate 26529e0b56fSBarry Smith . f - residual evaluated at x 26629e0b56fSBarry Smith . y - search direction (contains new iterate on output) 26729e0b56fSBarry Smith . w - work vector 268c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 26929e0b56fSBarry Smith 27029e0b56fSBarry Smith Output Parameters: 271c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 27229e0b56fSBarry Smith . gnorm - not changed 27329e0b56fSBarry Smith . ynorm - not changed 274c7afd0dbSLois Curfman McInnes - flag - set to 0, indicating a successful line search 275fee21e36SBarry Smith 27629e0b56fSBarry Smith Options Database Key: 277c7afd0dbSLois Curfman McInnes . -snes_eq_ls basicnonorms - Activates SNESNoLineSearchNoNorms() 27829e0b56fSBarry Smith 279*36851e7fSLois Curfman McInnes Level: advanced 280*36851e7fSLois Curfman McInnes 28129e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic 28229e0b56fSBarry Smith 28329e0b56fSBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 28429e0b56fSBarry Smith SNESSetLineSearch(), SNESNoLineSearch() 28529e0b56fSBarry Smith @*/ 28629e0b56fSBarry Smith int SNESNoLineSearchNoNorms(SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w, 28729e0b56fSBarry Smith double fnorm, double *ynorm, double *gnorm,int *flag ) 28829e0b56fSBarry Smith { 28929e0b56fSBarry Smith int ierr; 29029e0b56fSBarry Smith Scalar mone = -1.0; 29129e0b56fSBarry Smith 2923a40ed3dSBarry Smith PetscFunctionBegin; 29329e0b56fSBarry Smith *flag = 0; 29429e0b56fSBarry Smith PLogEventBegin(SNES_LineSearch,snes,x,f,g); 29529e0b56fSBarry Smith ierr = VecAYPX(&mone,x,y); CHKERRQ(ierr); /* y <- y - x */ 29629e0b56fSBarry Smith ierr = SNESComputeFunction(snes,y,g); CHKERRQ(ierr); /* Compute F(y) */ 29729e0b56fSBarry Smith PLogEventEnd(SNES_LineSearch,snes,x,f,g); 2983a40ed3dSBarry Smith PetscFunctionReturn(0); 29929e0b56fSBarry Smith } 30004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 30129e0b56fSBarry Smith #undef __FUNC__ 3025615d1e5SSatish Balay #define __FUNC__ "SNESCubicLineSearch" 3034b828684SBarry Smith /*@C 304f525115eSLois Curfman McInnes SNESCubicLineSearch - Performs a cubic line search (default line search method). 3055e76c431SBarry Smith 306c7afd0dbSLois Curfman McInnes Collective on SNES 307c7afd0dbSLois Curfman McInnes 3085e76c431SBarry Smith Input Parameters: 309c7afd0dbSLois Curfman McInnes + snes - nonlinear context 3105e76c431SBarry Smith . x - current iterate 3115e76c431SBarry Smith . f - residual evaluated at x 3125e76c431SBarry Smith . y - search direction (contains new iterate on output) 3135e76c431SBarry Smith . w - work vector 314c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 3155e76c431SBarry Smith 316393d2d9aSLois Curfman McInnes Output Parameters: 317c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 3185e76c431SBarry Smith . y - new iterate (contains search direction on input) 3195e76c431SBarry Smith . gnorm - 2-norm of g 3205e76c431SBarry Smith . ynorm - 2-norm of search length 321c7afd0dbSLois Curfman McInnes - flag - 0 if line search succeeds; -1 on failure. 322fee21e36SBarry Smith 323c4a48953SLois Curfman McInnes Options Database Key: 324c7afd0dbSLois Curfman McInnes $ -snes_eq_ls cubic - Activates SNESCubicLineSearch() 325c4a48953SLois Curfman McInnes 3265e76c431SBarry Smith Notes: 3275e76c431SBarry Smith This line search is taken from "Numerical Methods for Unconstrained 3285e76c431SBarry Smith Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 3295e76c431SBarry Smith 330*36851e7fSLois Curfman McInnes Level: advanced 331*36851e7fSLois Curfman McInnes 33228ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 33328ae5a21SLois Curfman McInnes 33477c4ece6SBarry Smith .seealso: SNESNoLineSearch(), SNESNoLineSearch(), SNESSetLineSearch() 3355e76c431SBarry Smith @*/ 3365e42470aSBarry Smith int SNESCubicLineSearch(SNES snes,Vec x,Vec f,Vec g,Vec y,Vec w, 337761aaf1bSLois Curfman McInnes double fnorm,double *ynorm,double *gnorm,int *flag) 3385e76c431SBarry Smith { 339406556e6SLois Curfman McInnes /* 340406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 341406556e6SLois Curfman McInnes minimization problem: 342406556e6SLois Curfman McInnes min z(x): R^n -> R, 343406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 344406556e6SLois Curfman McInnes */ 345406556e6SLois Curfman McInnes 346ddd12767SBarry Smith double steptol, initslope, lambdaprev, gnormprev, a, b, d, t1, t2; 347ea4d3ed3SLois Curfman McInnes double maxstep, minlambda, alpha, lambda, lambdatemp, lambdaneg; 3483a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 3495e42470aSBarry Smith Scalar cinitslope, clambda; 3506b5873e3SBarry Smith #endif 3515e42470aSBarry Smith int ierr, count; 3525e42470aSBarry Smith SNES_LS *neP = (SNES_LS *) snes->data; 3535334005bSBarry Smith Scalar mone = -1.0,scale; 3545e76c431SBarry Smith 3553a40ed3dSBarry Smith PetscFunctionBegin; 3567857610eSBarry Smith PLogEventBegin(SNES_LineSearch,snes,x,f,g); 357761aaf1bSLois Curfman McInnes *flag = 0; 3585e76c431SBarry Smith alpha = neP->alpha; 3595e76c431SBarry Smith maxstep = neP->maxstep; 3605e76c431SBarry Smith steptol = neP->steptol; 3615e76c431SBarry Smith 362cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm); CHKERRQ(ierr); 363a1c2b6eeSLois Curfman McInnes if (*ynorm < snes->atol) { 364a1c2b6eeSLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch: Search direction and size are nearly 0\n"); 365a1c2b6eeSLois Curfman McInnes *gnorm = fnorm; 366a1c2b6eeSLois Curfman McInnes ierr = VecCopy(x,y); CHKERRQ(ierr); 367a1c2b6eeSLois Curfman McInnes ierr = VecCopy(f,g); CHKERRQ(ierr); 368ad922ac9SBarry Smith goto theend1; 36994a9d846SBarry Smith } 3705e76c431SBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 3715e42470aSBarry Smith scale = maxstep/(*ynorm); 3723a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 37392318cfeSSatish Balay PLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g\n",PetscReal(scale)); 3746b5873e3SBarry Smith #else 37594a424c1SBarry Smith PLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g\n",scale); 3766b5873e3SBarry Smith #endif 377393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y); CHKERRQ(ierr); 3785e76c431SBarry Smith *ynorm = maxstep; 3795e76c431SBarry Smith } 3805e76c431SBarry Smith minlambda = steptol/(*ynorm); 381a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w); CHKERRQ(ierr); 3823a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 383a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope); CHKERRQ(ierr); 38492318cfeSSatish Balay initslope = PetscReal(cinitslope); 3855e42470aSBarry Smith #else 386a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope); CHKERRQ(ierr); 3875e42470aSBarry Smith #endif 3885e76c431SBarry Smith if (initslope > 0.0) initslope = -initslope; 3895e76c431SBarry Smith if (initslope == 0.0) initslope = -1.0; 3905e76c431SBarry Smith 391393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w); CHKERRQ(ierr); 3925334005bSBarry Smith ierr = VecAYPX(&mone,x,w); CHKERRQ(ierr); 39378b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 394cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); 395406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* Sufficient reduction */ 396393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 39794a424c1SBarry Smith PLogInfo(snes,"SNESCubicLineSearch: Using full step\n"); 398ad922ac9SBarry Smith goto theend1; 3995e76c431SBarry Smith } 4005e76c431SBarry Smith 4015e76c431SBarry Smith /* Fit points with quadratic */ 4025e76c431SBarry Smith lambda = 1.0; count = 0; 403a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 4045e76c431SBarry Smith lambdaprev = lambda; 4055e76c431SBarry Smith gnormprev = *gnorm; 406ddd12767SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 407ddd12767SBarry Smith else lambda = lambdatemp; 408393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w); CHKERRQ(ierr); 409ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 4103a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 411ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr); 4125e42470aSBarry Smith #else 413ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w); CHKERRQ(ierr); 4145e42470aSBarry Smith #endif 41578b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 416cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 417406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* sufficient reduction */ 418393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 419ea4d3ed3SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch: Quadratically determined step, lambda=%g\n",lambda); 420ad922ac9SBarry Smith goto theend1; 4215e76c431SBarry Smith } 4225e76c431SBarry Smith 4235e76c431SBarry Smith /* Fit points with cubic */ 4245e76c431SBarry Smith count = 1; 4255e76c431SBarry Smith while (1) { 4265e76c431SBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 4272b022350SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch:Unable to find good step length! %d \n",count); 4282b022350SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n", 429ea4d3ed3SLois Curfman McInnes fnorm,*gnorm,*ynorm,lambda,initslope); 430393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 431761aaf1bSLois Curfman McInnes *flag = -1; break; 4325e76c431SBarry Smith } 433406556e6SLois Curfman McInnes t1 = ((*gnorm)*(*gnorm) - fnorm*fnorm)*0.5 - lambda*initslope; 434406556e6SLois Curfman McInnes t2 = (gnormprev*gnormprev - fnorm*fnorm)*0.5 - lambdaprev*initslope; 435ddd12767SBarry Smith a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 4362b022350SLois Curfman McInnes b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 4375e76c431SBarry Smith d = b*b - 3*a*initslope; 4385e76c431SBarry Smith if (d < 0.0) d = 0.0; 4395e76c431SBarry Smith if (a == 0.0) { 4405e76c431SBarry Smith lambdatemp = -initslope/(2.0*b); 4415e76c431SBarry Smith } else { 4425e76c431SBarry Smith lambdatemp = (-b + sqrt(d))/(3.0*a); 4435e76c431SBarry Smith } 4445e76c431SBarry Smith if (lambdatemp > .5*lambda) { 4455e76c431SBarry Smith lambdatemp = .5*lambda; 4465e76c431SBarry Smith } 4475e76c431SBarry Smith lambdaprev = lambda; 4485e76c431SBarry Smith gnormprev = *gnorm; 4495e76c431SBarry Smith if (lambdatemp <= .1*lambda) { 4505e76c431SBarry Smith lambda = .1*lambda; 4515e76c431SBarry Smith } 4525e76c431SBarry Smith else lambda = lambdatemp; 453393d2d9aSLois Curfman McInnes ierr = VecCopy( x, w ); CHKERRQ(ierr); 454ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 4553a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 456ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; 457393d2d9aSLois Curfman McInnes ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr); 4585e42470aSBarry Smith #else 459ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w); CHKERRQ(ierr); 4605e42470aSBarry Smith #endif 46178b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 462cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 463406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* is reduction enough? */ 464393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 465ea4d3ed3SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch: Cubically determined step, lambda=%g\n",lambda); 4662715565aSLois Curfman McInnes goto theend1; 4672b022350SLois Curfman McInnes } else { 4682b022350SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch: Cubic step no good, shrinking lambda, lambda=%g\n",lambda); 4695e76c431SBarry Smith } 4705e76c431SBarry Smith count++; 4715e76c431SBarry Smith } 472ad922ac9SBarry Smith theend1: 4737857610eSBarry Smith PLogEventEnd(SNES_LineSearch,snes,x,f,g); 4743a40ed3dSBarry Smith PetscFunctionReturn(0); 4755e76c431SBarry Smith } 47604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 4775615d1e5SSatish Balay #undef __FUNC__ 4785615d1e5SSatish Balay #define __FUNC__ "SNESQuadraticLineSearch" 4794b828684SBarry Smith /*@C 480f525115eSLois Curfman McInnes SNESQuadraticLineSearch - Performs a quadratic line search. 4815e76c431SBarry Smith 482c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 483c7afd0dbSLois Curfman McInnes 4845e42470aSBarry Smith Input Parameters: 485c7afd0dbSLois Curfman McInnes + snes - the SNES context 4865e42470aSBarry Smith . x - current iterate 4875e42470aSBarry Smith . f - residual evaluated at x 4885e42470aSBarry Smith . y - search direction (contains new iterate on output) 4895e42470aSBarry Smith . w - work vector 490c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 4915e42470aSBarry Smith 492c4a48953SLois Curfman McInnes Output Parameters: 493c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4945e42470aSBarry Smith . y - new iterate (contains search direction on input) 4955e42470aSBarry Smith . gnorm - 2-norm of g 4965e42470aSBarry Smith . ynorm - 2-norm of search length 497c7afd0dbSLois Curfman McInnes - flag - 0 if line search succeeds; -1 on failure. 498fee21e36SBarry Smith 499c4a48953SLois Curfman McInnes Options Database Key: 500c7afd0dbSLois Curfman McInnes . -snes_eq_ls quadratic - Activates SNESQuadraticLineSearch() 501c4a48953SLois Curfman McInnes 5025e42470aSBarry Smith Notes: 503c7afd0dbSLois Curfman McInnes Use SNESSetLineSearch() to set this routine within the SNES_EQ_LS method. 5045e42470aSBarry Smith 505*36851e7fSLois Curfman McInnes Level: advanced 506*36851e7fSLois Curfman McInnes 507f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search 508f59ffdedSLois Curfman McInnes 50977c4ece6SBarry Smith .seealso: SNESCubicLineSearch(), SNESNoLineSearch(), SNESSetLineSearch() 5105e42470aSBarry Smith @*/ 5115e42470aSBarry Smith int SNESQuadraticLineSearch(SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w, 512761aaf1bSLois Curfman McInnes double fnorm, double *ynorm, double *gnorm,int *flag) 5135e76c431SBarry Smith { 514406556e6SLois Curfman McInnes /* 515406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 516406556e6SLois Curfman McInnes minimization problem: 517406556e6SLois Curfman McInnes min z(x): R^n -> R, 518406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 519406556e6SLois Curfman McInnes */ 52040011551SBarry Smith double steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp; 5213a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 5225e42470aSBarry Smith Scalar cinitslope,clambda; 5236b5873e3SBarry Smith #endif 5245e42470aSBarry Smith int ierr,count; 5255e42470aSBarry Smith SNES_LS *neP = (SNES_LS *) snes->data; 5265334005bSBarry Smith Scalar mone = -1.0,scale; 5275e76c431SBarry Smith 5283a40ed3dSBarry Smith PetscFunctionBegin; 5297857610eSBarry Smith PLogEventBegin(SNES_LineSearch,snes,x,f,g); 530761aaf1bSLois Curfman McInnes *flag = 0; 5315e42470aSBarry Smith alpha = neP->alpha; 5325e42470aSBarry Smith maxstep = neP->maxstep; 5335e42470aSBarry Smith steptol = neP->steptol; 5345e76c431SBarry Smith 535cddf8d76SBarry Smith VecNorm(y, NORM_2,ynorm ); 536b37302c6SLois Curfman McInnes if (*ynorm < snes->atol) { 53794a9d846SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch: Search direction and size is 0\n"); 538b37302c6SLois Curfman McInnes *gnorm = fnorm; 539b37302c6SLois Curfman McInnes ierr = VecCopy(x,y); CHKERRQ(ierr); 540b37302c6SLois Curfman McInnes ierr = VecCopy(f,g); CHKERRQ(ierr); 541ad922ac9SBarry Smith goto theend2; 54294a9d846SBarry Smith } 5435e42470aSBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 5445e42470aSBarry Smith scale = maxstep/(*ynorm); 545393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y); CHKERRQ(ierr); 5465e42470aSBarry Smith *ynorm = maxstep; 5475e76c431SBarry Smith } 5485e42470aSBarry Smith minlambda = steptol/(*ynorm); 549a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w); CHKERRQ(ierr); 5503a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 551a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope); CHKERRQ(ierr); 55292318cfeSSatish Balay initslope = PetscReal(cinitslope); 5535e42470aSBarry Smith #else 554a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope); CHKERRQ(ierr); 5555e42470aSBarry Smith #endif 5565e42470aSBarry Smith if (initslope > 0.0) initslope = -initslope; 5575e42470aSBarry Smith if (initslope == 0.0) initslope = -1.0; 5585e42470aSBarry Smith 559393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w); CHKERRQ(ierr); 5605334005bSBarry Smith ierr = VecAYPX(&mone,x,w); CHKERRQ(ierr); 56178b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 562cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 563406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* Sufficient reduction */ 564393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 56594a424c1SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch: Using full step\n"); 566ad922ac9SBarry Smith goto theend2; 5675e42470aSBarry Smith } 5685e42470aSBarry Smith 5695e42470aSBarry Smith /* Fit points with quadratic */ 5705e42470aSBarry Smith lambda = 1.0; count = 0; 5715e42470aSBarry Smith count = 1; 5725e42470aSBarry Smith while (1) { 5735e42470aSBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 574981c4779SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch:Unable to find good step length! %d \n",count); 575981c4779SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n", 576ea4d3ed3SLois Curfman McInnes fnorm,*gnorm,*ynorm,lambda,initslope); 577393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 578761aaf1bSLois Curfman McInnes *flag = -1; break; 5795e42470aSBarry Smith } 580a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 5815e42470aSBarry Smith if (lambdatemp <= .1*lambda) { 5825e42470aSBarry Smith lambda = .1*lambda; 5835e42470aSBarry Smith } else lambda = lambdatemp; 584393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w); CHKERRQ(ierr); 5855334005bSBarry Smith lambda = -lambda; 5863a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 587393d2d9aSLois Curfman McInnes clambda = lambda; ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr); 5885e42470aSBarry Smith #else 589393d2d9aSLois Curfman McInnes ierr = VecAXPY(&lambda,y,w); CHKERRQ(ierr); 5905e42470aSBarry Smith #endif 59178b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 592cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 593406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* sufficient reduction */ 594393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 595981c4779SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch:Quadratically determined step, lambda=%g\n",lambda); 59606259719SBarry Smith break; 5975e42470aSBarry Smith } 5985e42470aSBarry Smith count++; 5995e42470aSBarry Smith } 600ad922ac9SBarry Smith theend2: 6017857610eSBarry Smith PLogEventEnd(SNES_LineSearch,snes,x,f,g); 6023a40ed3dSBarry Smith PetscFunctionReturn(0); 6035e76c431SBarry Smith } 60404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 6055615d1e5SSatish Balay #undef __FUNC__ 606d4bb536fSBarry Smith #define __FUNC__ "SNESSetLineSearch" 607c9e6a524SLois Curfman McInnes /*@C 60877c4ece6SBarry Smith SNESSetLineSearch - Sets the line search routine to be used 609f63b844aSLois Curfman McInnes by the method SNES_EQ_LS. 6105e76c431SBarry Smith 6115e76c431SBarry Smith Input Parameters: 612c7afd0dbSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 613c7afd0dbSLois Curfman McInnes - func - pointer to int function 6145e76c431SBarry Smith 615fee21e36SBarry Smith Collective on SNES 616fee21e36SBarry Smith 617c4a48953SLois Curfman McInnes Available Routines: 618c7afd0dbSLois Curfman McInnes + SNESCubicLineSearch() - default line search 619f59ffdedSLois Curfman McInnes . SNESQuadraticLineSearch() - quadratic line search 620f59ffdedSLois Curfman McInnes . SNESNoLineSearch() - the full Newton step (actually not a line search) 621c7afd0dbSLois Curfman McInnes - SNESNoLineSearchNoNorms() - use the full Newton step (calculate no norms; faster in parallel) 6225e76c431SBarry Smith 623c4a48953SLois Curfman McInnes Options Database Keys: 624c7afd0dbSLois Curfman McInnes + -snes_eq_ls [basic,quadratic,cubic] - Selects line search 625c7afd0dbSLois Curfman McInnes . -snes_eq_ls_alpha <alpha> - Sets alpha 626c7afd0dbSLois Curfman McInnes . -snes_eq_ls_maxstep <max> - Sets maxstep 627c7afd0dbSLois Curfman McInnes - -snes_eq_ls_steptol <steptol> - Sets steptol 628c4a48953SLois Curfman McInnes 6295e76c431SBarry Smith Calling sequence of func: 630bd208895SLois Curfman McInnes .vb 631bd208895SLois Curfman McInnes func (SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w, 632bd208895SLois Curfman McInnes double fnorm, double *ynorm, double *gnorm, *flag) 633bd208895SLois Curfman McInnes .ve 6345e76c431SBarry Smith 6355e76c431SBarry Smith Input parameters for func: 636c7afd0dbSLois Curfman McInnes + snes - nonlinear context 6375e76c431SBarry Smith . x - current iterate 6385e76c431SBarry Smith . f - residual evaluated at x 6395e76c431SBarry Smith . y - search direction (contains new iterate on output) 6405e76c431SBarry Smith . w - work vector 641c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 6425e76c431SBarry Smith 6435e76c431SBarry Smith Output parameters for func: 644c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 6455e76c431SBarry Smith . y - new iterate (contains search direction on input) 6465e76c431SBarry Smith . gnorm - 2-norm of g 6475e76c431SBarry Smith . ynorm - 2-norm of search length 648c7afd0dbSLois Curfman McInnes - flag - set to 0 if the line search succeeds; a nonzero integer 649761aaf1bSLois Curfman McInnes on failure. 650f59ffdedSLois Curfman McInnes 651*36851e7fSLois Curfman McInnes Level: advanced 652*36851e7fSLois Curfman McInnes 653f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine 654f59ffdedSLois Curfman McInnes 655f59ffdedSLois Curfman McInnes .seealso: SNESNoLineSearch(), SNESQuadraticLineSearch(), SNESCubicLineSearch() 6565e76c431SBarry Smith @*/ 65777c4ece6SBarry Smith int SNESSetLineSearch(SNES snes,int (*func)(SNES,Vec,Vec,Vec,Vec,Vec, 658761aaf1bSLois Curfman McInnes double,double*,double*,int*)) 6595e76c431SBarry Smith { 660415aef20SBarry Smith int ierr, (*f)(SNES,int (*)(SNES,Vec,Vec,Vec,Vec,Vec,double,double*,double*,int*)); 66182bf6240SBarry Smith 6623a40ed3dSBarry Smith PetscFunctionBegin; 66394d884c6SBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearch_C",(void **)&f);CHKERRQ(ierr); 66482bf6240SBarry Smith if (f) { 66582bf6240SBarry Smith ierr = (*f)(snes,func);CHKERRQ(ierr); 66682bf6240SBarry Smith } 6673a40ed3dSBarry Smith PetscFunctionReturn(0); 6685e76c431SBarry Smith } 66904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 670fb2e594dSBarry Smith EXTERN_C_BEGIN 67182bf6240SBarry Smith #undef __FUNC__ 67282bf6240SBarry Smith #define __FUNC__ "SNESSetLineSearch_LS" 67382bf6240SBarry Smith int SNESSetLineSearch_LS(SNES snes,int (*func)(SNES,Vec,Vec,Vec,Vec,Vec, 67482bf6240SBarry Smith double,double*,double*,int*)) 67582bf6240SBarry Smith { 67682bf6240SBarry Smith PetscFunctionBegin; 67782bf6240SBarry Smith ((SNES_LS *)(snes->data))->LineSearch = func; 67882bf6240SBarry Smith PetscFunctionReturn(0); 67982bf6240SBarry Smith } 680fb2e594dSBarry Smith EXTERN_C_END 68104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 68204d965bbSLois Curfman McInnes /* 68304d965bbSLois Curfman McInnes SNESPrintHelp_EQ_LS - Prints all options for the SNES_EQ_LS method. 68482bf6240SBarry Smith 68504d965bbSLois Curfman McInnes Input Parameter: 68604d965bbSLois Curfman McInnes . snes - the SNES context 68704d965bbSLois Curfman McInnes 68804d965bbSLois Curfman McInnes Application Interface Routine: SNESPrintHelp() 68904d965bbSLois Curfman McInnes */ 6905615d1e5SSatish Balay #undef __FUNC__ 691d4bb536fSBarry Smith #define __FUNC__ "SNESPrintHelp_EQ_LS" 692f63b844aSLois Curfman McInnes static int SNESPrintHelp_EQ_LS(SNES snes,char *p) 6935e42470aSBarry Smith { 6945e42470aSBarry Smith SNES_LS *ls = (SNES_LS *)snes->data; 6956daaf66cSBarry Smith 6963a40ed3dSBarry Smith PetscFunctionBegin; 69776be9ce4SBarry Smith (*PetscHelpPrintf)(snes->comm," method SNES_EQ_LS (ls) for systems of nonlinear equations:\n"); 69876be9ce4SBarry Smith (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls [basic,quadratic,cubic]\n",p); 69976be9ce4SBarry Smith (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls_alpha <alpha> (default %g)\n",p,ls->alpha); 70076be9ce4SBarry Smith (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls_maxstep <max> (default %g)\n",p,ls->maxstep); 70176be9ce4SBarry Smith (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls_steptol <tol> (default %g)\n",p,ls->steptol); 7023a40ed3dSBarry Smith PetscFunctionReturn(0); 7035e42470aSBarry Smith } 70404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 70504d965bbSLois Curfman McInnes /* 706de49b36dSLois Curfman McInnes SNESView_EQ_LS - Prints info from the SNES_EQ_LS data structure. 70704d965bbSLois Curfman McInnes 70804d965bbSLois Curfman McInnes Input Parameters: 70904d965bbSLois Curfman McInnes . SNES - the SNES context 71004d965bbSLois Curfman McInnes . viewer - visualization context 71104d965bbSLois Curfman McInnes 71204d965bbSLois Curfman McInnes Application Interface Routine: SNESView() 71304d965bbSLois Curfman McInnes */ 7145615d1e5SSatish Balay #undef __FUNC__ 715d4bb536fSBarry Smith #define __FUNC__ "SNESView_EQ_LS" 716e1311b90SBarry Smith static int SNESView_EQ_LS(SNES snes,Viewer viewer) 717a935fc98SLois Curfman McInnes { 718a935fc98SLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 71919bcc07fSBarry Smith char *cstr; 72051695f54SLois Curfman McInnes int ierr; 72119bcc07fSBarry Smith ViewerType vtype; 722a935fc98SLois Curfman McInnes 7233a40ed3dSBarry Smith PetscFunctionBegin; 72419bcc07fSBarry Smith ierr = ViewerGetType(viewer,&vtype); CHKERRQ(ierr); 7253f1db9ecSBarry Smith if (PetscTypeCompare(vtype,ASCII_VIEWER)) { 72619bcc07fSBarry Smith if (ls->LineSearch == SNESNoLineSearch) cstr = "SNESNoLineSearch"; 72719bcc07fSBarry Smith else if (ls->LineSearch == SNESQuadraticLineSearch) cstr = "SNESQuadraticLineSearch"; 72819bcc07fSBarry Smith else if (ls->LineSearch == SNESCubicLineSearch) cstr = "SNESCubicLineSearch"; 72919bcc07fSBarry Smith else cstr = "unknown"; 7300ef38995SBarry Smith ViewerASCIIPrintf(viewer," line search variant: %s\n",cstr); 7310ef38995SBarry Smith ViewerASCIIPrintf(viewer," alpha=%g, maxstep=%g, steptol=%g\n",ls->alpha,ls->maxstep,ls->steptol); 7325cd90555SBarry Smith } else { 7335cd90555SBarry Smith SETERRQ(1,1,"Viewer type not supported for this object"); 73419bcc07fSBarry Smith } 7353a40ed3dSBarry Smith PetscFunctionReturn(0); 736a935fc98SLois Curfman McInnes } 73704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 73804d965bbSLois Curfman McInnes /* 73904d965bbSLois Curfman McInnes SNESSetFromOptions_EQ_LS - Sets various parameters for the SNES_EQ_LS method. 74004d965bbSLois Curfman McInnes 74104d965bbSLois Curfman McInnes Input Parameter: 74204d965bbSLois Curfman McInnes . snes - the SNES context 74304d965bbSLois Curfman McInnes 74404d965bbSLois Curfman McInnes Application Interface Routine: SNESSetFromOptions() 74504d965bbSLois Curfman McInnes */ 7465615d1e5SSatish Balay #undef __FUNC__ 7475615d1e5SSatish Balay #define __FUNC__ "SNESSetFromOptions_EQ_LS" 748f63b844aSLois Curfman McInnes static int SNESSetFromOptions_EQ_LS(SNES snes) 7495e42470aSBarry Smith { 7505e42470aSBarry Smith SNES_LS *ls = (SNES_LS *)snes->data; 7515e42470aSBarry Smith char ver[16]; 7525e42470aSBarry Smith double tmp; 75325cdf11fSBarry Smith int ierr,flg; 7545e42470aSBarry Smith 7553a40ed3dSBarry Smith PetscFunctionBegin; 75609d61ba7SLois Curfman McInnes ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_alpha",&tmp, &flg);CHKERRQ(ierr); 75725cdf11fSBarry Smith if (flg) { 7585e42470aSBarry Smith ls->alpha = tmp; 7595e42470aSBarry Smith } 76009d61ba7SLois Curfman McInnes ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_maxstep",&tmp, &flg);CHKERRQ(ierr); 76125cdf11fSBarry Smith if (flg) { 7625e42470aSBarry Smith ls->maxstep = tmp; 7635e42470aSBarry Smith } 76409d61ba7SLois Curfman McInnes ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_steptol",&tmp, &flg);CHKERRQ(ierr); 76525cdf11fSBarry Smith if (flg) { 7665e42470aSBarry Smith ls->steptol = tmp; 7675e42470aSBarry Smith } 76809d61ba7SLois Curfman McInnes ierr = OptionsGetString(snes->prefix,"-snes_eq_ls",ver,16, &flg); CHKERRQ(ierr); 76925cdf11fSBarry Smith if (flg) { 77048d91487SBarry Smith if (!PetscStrcmp(ver,"basic")) { 771b2d88d52SBarry Smith ierr = SNESSetLineSearch(snes,SNESNoLineSearch);CHKERRQ(ierr); 772b2d88d52SBarry Smith } else if (!PetscStrcmp(ver,"basicnonorms")) { 773b2d88d52SBarry Smith ierr = SNESSetLineSearch(snes,SNESNoLineSearchNoNorms);CHKERRQ(ierr); 774b2d88d52SBarry Smith } else if (!PetscStrcmp(ver,"quadratic")) { 775b2d88d52SBarry Smith ierr = SNESSetLineSearch(snes,SNESQuadraticLineSearch);CHKERRQ(ierr); 776b2d88d52SBarry Smith } else if (!PetscStrcmp(ver,"cubic")) { 777b2d88d52SBarry Smith ierr = SNESSetLineSearch(snes,SNESCubicLineSearch);CHKERRQ(ierr); 7785e42470aSBarry Smith } 779a8c6a408SBarry Smith else {SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,0,"Unknown line search");} 7805e42470aSBarry Smith } 7813a40ed3dSBarry Smith PetscFunctionReturn(0); 7825e42470aSBarry Smith } 78304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 78404d965bbSLois Curfman McInnes /* 78504d965bbSLois Curfman McInnes SNESCreate_EQ_LS - Creates a nonlinear solver context for the SNES_EQ_LS method, 78604d965bbSLois Curfman McInnes SNES_LS, and sets this as the private data within the generic nonlinear solver 78704d965bbSLois Curfman McInnes context, SNES, that was created within SNESCreate(). 78804d965bbSLois Curfman McInnes 78904d965bbSLois Curfman McInnes 79004d965bbSLois Curfman McInnes Input Parameter: 79104d965bbSLois Curfman McInnes . snes - the SNES context 79204d965bbSLois Curfman McInnes 79304d965bbSLois Curfman McInnes Application Interface Routine: SNESCreate() 79404d965bbSLois Curfman McInnes */ 795fb2e594dSBarry Smith EXTERN_C_BEGIN 7965615d1e5SSatish Balay #undef __FUNC__ 7975615d1e5SSatish Balay #define __FUNC__ "SNESCreate_EQ_LS" 798f63b844aSLois Curfman McInnes int SNESCreate_EQ_LS(SNES snes) 7995e42470aSBarry Smith { 80082bf6240SBarry Smith int ierr; 8015e42470aSBarry Smith SNES_LS *neP; 8025e42470aSBarry Smith 8033a40ed3dSBarry Smith PetscFunctionBegin; 804a8c6a408SBarry Smith if (snes->method_class != SNES_NONLINEAR_EQUATIONS) { 805a8c6a408SBarry Smith SETERRQ(PETSC_ERR_ARG_WRONG,0,"For SNES_NONLINEAR_EQUATIONS only"); 806a8c6a408SBarry Smith } 80782bf6240SBarry Smith 808f63b844aSLois Curfman McInnes snes->setup = SNESSetUp_EQ_LS; 809f63b844aSLois Curfman McInnes snes->solve = SNESSolve_EQ_LS; 810f63b844aSLois Curfman McInnes snes->destroy = SNESDestroy_EQ_LS; 811f63b844aSLois Curfman McInnes snes->converged = SNESConverged_EQ_LS; 812f63b844aSLois Curfman McInnes snes->printhelp = SNESPrintHelp_EQ_LS; 813f63b844aSLois Curfman McInnes snes->setfromoptions = SNESSetFromOptions_EQ_LS; 814f63b844aSLois Curfman McInnes snes->view = SNESView_EQ_LS; 8155baf8537SBarry Smith snes->nwork = 0; 8165e42470aSBarry Smith 8170452661fSBarry Smith neP = PetscNew(SNES_LS); CHKPTRQ(neP); 818ff782a9fSLois Curfman McInnes PLogObjectMemory(snes,sizeof(SNES_LS)); 8195e42470aSBarry Smith snes->data = (void *) neP; 8205e42470aSBarry Smith neP->alpha = 1.e-4; 8215e42470aSBarry Smith neP->maxstep = 1.e8; 8225e42470aSBarry Smith neP->steptol = 1.e-12; 8235e42470aSBarry Smith neP->LineSearch = SNESCubicLineSearch; 82482bf6240SBarry Smith 82594d884c6SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESSetLineSearch_C","SNESSetLineSearch_LS", 826e1311b90SBarry Smith (void*)SNESSetLineSearch_LS);CHKERRQ(ierr); 82782bf6240SBarry Smith 8283a40ed3dSBarry Smith PetscFunctionReturn(0); 8295e42470aSBarry Smith } 830fb2e594dSBarry Smith EXTERN_C_END 83182bf6240SBarry Smith 83282bf6240SBarry Smith 83382bf6240SBarry Smith 834