xref: /petsc/src/snes/impls/ls/ls.c (revision 36851e7ff8b7b138dacde63871c4a6f4b13dee77)
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 
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