163dd3a1aSKris Buschelman #define PETSCSNES_DLL 25e76c431SBarry Smith 370f55243SBarry Smith #include "src/snes/impls/ls/ls.h" 45e42470aSBarry Smith 58a5d9ee4SBarry Smith /* 68a5d9ee4SBarry Smith Checks if J^T F = 0 which implies we've found a local minimum of the function, 78a5d9ee4SBarry Smith but not a zero. In the case when one cannot compute J^T F we use the fact that 836669109SBarry Smith 0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More 936669109SBarry Smith for this trick. 108a5d9ee4SBarry Smith */ 114a2ae208SSatish Balay #undef __FUNCT__ 124a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckLocalMin_Private" 13dfbe8321SBarry Smith PetscErrorCode SNESLSCheckLocalMin_Private(Mat A,Vec F,Vec W,PetscReal fnorm,PetscTruth *ismin) 148a5d9ee4SBarry Smith { 158a5d9ee4SBarry Smith PetscReal a1; 16dfbe8321SBarry Smith PetscErrorCode ierr; 1736669109SBarry Smith PetscTruth hastranspose; 188a5d9ee4SBarry Smith 198a5d9ee4SBarry Smith PetscFunctionBegin; 208a5d9ee4SBarry Smith *ismin = PETSC_FALSE; 2136669109SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 2236669109SBarry Smith if (hastranspose) { 238a5d9ee4SBarry Smith /* Compute || J^T F|| */ 248a5d9ee4SBarry Smith ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr); 258a5d9ee4SBarry Smith ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr); 2663ba0a88SBarry Smith ierr = PetscLogInfo((0,"SNESSolve_LS: || J^T F|| %g near zero implies found a local minimum\n",a1/fnorm));CHKERRQ(ierr); 278a5d9ee4SBarry Smith if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE; 2836669109SBarry Smith } else { 2936669109SBarry Smith Vec work; 30ea709b57SSatish Balay PetscScalar result; 3136669109SBarry Smith PetscReal wnorm; 3236669109SBarry Smith 3336669109SBarry Smith ierr = VecSetRandom(PETSC_NULL,W);CHKERRQ(ierr); 3436669109SBarry Smith ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr); 3536669109SBarry Smith ierr = VecDuplicate(W,&work);CHKERRQ(ierr); 3636669109SBarry Smith ierr = MatMult(A,W,work);CHKERRQ(ierr); 3736669109SBarry Smith ierr = VecDot(F,work,&result);CHKERRQ(ierr); 3836669109SBarry Smith ierr = VecDestroy(work);CHKERRQ(ierr); 3936669109SBarry Smith a1 = PetscAbsScalar(result)/(fnorm*wnorm); 4063ba0a88SBarry Smith ierr = PetscLogInfo((0,"SNESSolve_LS: (F^T J random)/(|| F ||*||random|| %g near zero implies found a local minimum\n",a1));CHKERRQ(ierr); 4136669109SBarry Smith if (a1 < 1.e-4) *ismin = PETSC_TRUE; 4236669109SBarry Smith } 438a5d9ee4SBarry Smith PetscFunctionReturn(0); 448a5d9ee4SBarry Smith } 458a5d9ee4SBarry Smith 4674637425SBarry Smith /* 475ed2d596SBarry Smith Checks if J^T(F - J*X) = 0 4874637425SBarry Smith */ 494a2ae208SSatish Balay #undef __FUNCT__ 504a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckResidual_Private" 51dfbe8321SBarry Smith PetscErrorCode SNESLSCheckResidual_Private(Mat A,Vec F,Vec X,Vec W1,Vec W2) 5274637425SBarry Smith { 5374637425SBarry Smith PetscReal a1,a2; 54dfbe8321SBarry Smith PetscErrorCode ierr; 5574637425SBarry Smith PetscTruth hastranspose; 56ea709b57SSatish Balay PetscScalar mone = -1.0; 5774637425SBarry Smith 5874637425SBarry Smith PetscFunctionBegin; 5974637425SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 6074637425SBarry Smith if (hastranspose) { 6174637425SBarry Smith ierr = MatMult(A,X,W1);CHKERRQ(ierr); 6274637425SBarry Smith ierr = VecAXPY(&mone,F,W1);CHKERRQ(ierr); 6374637425SBarry Smith 6474637425SBarry Smith /* Compute || J^T W|| */ 6574637425SBarry Smith ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr); 6674637425SBarry Smith ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr); 6774637425SBarry Smith ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr); 689e247f21SBarry Smith if (a1) { 6963ba0a88SBarry Smith ierr = PetscLogInfo((0,"SNESSolve_LS: ||J^T(F-Ax)||/||F-AX|| %g near zero implies inconsistent rhs\n",a2/a1));CHKERRQ(ierr); 7085471664SBarry Smith } 7174637425SBarry Smith } 7274637425SBarry Smith PetscFunctionReturn(0); 7374637425SBarry Smith } 7474637425SBarry Smith 7504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------- 7604d965bbSLois Curfman McInnes 7704d965bbSLois Curfman McInnes This file implements a truncated Newton method with a line search, 7894b7f48cSBarry Smith for solving a system of nonlinear equations, using the KSP, Vec, 7904d965bbSLois Curfman McInnes and Mat interfaces for linear solvers, vectors, and matrices, 8004d965bbSLois Curfman McInnes respectively. 8104d965bbSLois Curfman McInnes 82fe6c6bacSLois Curfman McInnes The following basic routines are required for each nonlinear solver: 8304d965bbSLois Curfman McInnes SNESCreate_XXX() - Creates a nonlinear solver context 8404d965bbSLois Curfman McInnes SNESSetFromOptions_XXX() - Sets runtime options 85fe6c6bacSLois Curfman McInnes SNESSolve_XXX() - Solves the nonlinear system 8604d965bbSLois Curfman McInnes SNESDestroy_XXX() - Destroys the nonlinear solver context 8704d965bbSLois Curfman McInnes The suffix "_XXX" denotes a particular implementation, in this case 884b27c08aSLois Curfman McInnes we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving 894b27c08aSLois Curfman McInnes systems of nonlinear equations with a line search (LS) method. 9004d965bbSLois Curfman McInnes These routines are actually called via the common user interface 9104d965bbSLois Curfman McInnes routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and 9204d965bbSLois Curfman McInnes SNESDestroy(), so the application code interface remains identical 9304d965bbSLois Curfman McInnes for all nonlinear solvers. 9404d965bbSLois Curfman McInnes 9504d965bbSLois Curfman McInnes Another key routine is: 9604d965bbSLois Curfman McInnes SNESSetUp_XXX() - Prepares for the use of a nonlinear solver 9704d965bbSLois Curfman McInnes by setting data structures and options. The interface routine SNESSetUp() 9804d965bbSLois Curfman McInnes is not usually called directly by the user, but instead is called by 9904d965bbSLois Curfman McInnes SNESSolve() if necessary. 10004d965bbSLois Curfman McInnes 10104d965bbSLois Curfman McInnes Additional basic routines are: 10204d965bbSLois Curfman McInnes SNESView_XXX() - Prints details of runtime options that 10304d965bbSLois Curfman McInnes have actually been used. 10404d965bbSLois Curfman McInnes These are called by application codes via the interface routines 105186905e3SBarry Smith SNESView(). 10604d965bbSLois Curfman McInnes 10704d965bbSLois Curfman McInnes The various types of solvers (preconditioners, Krylov subspace methods, 10804d965bbSLois Curfman McInnes nonlinear solvers, timesteppers) are all organized similarly, so the 10904d965bbSLois Curfman McInnes above description applies to these categories also. 11004d965bbSLois Curfman McInnes 11104d965bbSLois Curfman McInnes -------------------------------------------------------------------- */ 1125e42470aSBarry Smith /* 1134b27c08aSLois Curfman McInnes SNESSolve_LS - Solves a nonlinear system with a truncated Newton 11404d965bbSLois Curfman McInnes method with a line search. 1155e76c431SBarry Smith 11604d965bbSLois Curfman McInnes Input Parameters: 11704d965bbSLois Curfman McInnes . snes - the SNES context 1185e76c431SBarry Smith 11904d965bbSLois Curfman McInnes Output Parameter: 120c2a78f1aSLois Curfman McInnes . outits - number of iterations until termination 12104d965bbSLois Curfman McInnes 12204d965bbSLois Curfman McInnes Application Interface Routine: SNESSolve() 1235e76c431SBarry Smith 1245e76c431SBarry Smith Notes: 1255e76c431SBarry Smith This implements essentially a truncated Newton method with a 1265e76c431SBarry Smith line search. By default a cubic backtracking line search 1275e76c431SBarry Smith is employed, as described in the text "Numerical Methods for 1285e76c431SBarry Smith Unconstrained Optimization and Nonlinear Equations" by Dennis 129393d2d9aSLois Curfman McInnes and Schnabel. 1305e76c431SBarry Smith */ 1314a2ae208SSatish Balay #undef __FUNCT__ 1324b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSolve_LS" 133dfbe8321SBarry Smith PetscErrorCode SNESSolve_LS(SNES snes) 1345e76c431SBarry Smith { 1354b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 1366849ba73SBarry Smith PetscErrorCode ierr; 137a7cc72afSBarry Smith PetscInt maxits,i,lits; 138a7cc72afSBarry Smith PetscTruth lssucceed; 139112a2221SBarry Smith MatStructure flg = DIFFERENT_NONZERO_PATTERN; 140329f5518SBarry Smith PetscReal fnorm,gnorm,xnorm,ynorm; 1415e42470aSBarry Smith Vec Y,X,F,G,W,TMP; 142c293cc10SBarry Smith KSP ksp; 1435e76c431SBarry Smith 1443a40ed3dSBarry Smith PetscFunctionBegin; 14594b7f48cSBarry Smith ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr); 146184914b5SBarry Smith snes->reason = SNES_CONVERGED_ITERATING; 147184914b5SBarry Smith 1485e42470aSBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 1495e42470aSBarry Smith X = snes->vec_sol; /* solution vector */ 15039e2f89bSBarry Smith F = snes->vec_func; /* residual vector */ 1515e42470aSBarry Smith Y = snes->work[0]; /* work vectors */ 1525e42470aSBarry Smith G = snes->work[1]; 1535e42470aSBarry Smith W = snes->work[2]; 1545e76c431SBarry Smith 1554c49b128SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1564c49b128SBarry Smith snes->iter = 0; 1574c49b128SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 15819717074SBarry Smith ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 159cddf8d76SBarry Smith ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- ||F|| */ 16043e71028SBarry Smith if (fnorm != fnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 1610f5bd95cSBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1625e42470aSBarry Smith snes->norm = fnorm; 1630f5bd95cSBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 16484c569c9SBarry Smith SNESLogConvHistory(snes,fnorm,0); 16594a424c1SBarry Smith SNESMonitor(snes,0,fnorm); 1665e76c431SBarry Smith 16770441072SBarry Smith if (fnorm < snes->abstol) {snes->reason = SNES_CONVERGED_FNORM_ABS; PetscFunctionReturn(0);} 16894a9d846SBarry Smith 169d034289bSBarry Smith /* set parameter for default relative tolerance convergence test */ 170d034289bSBarry Smith snes->ttol = fnorm*snes->rtol; 171d034289bSBarry Smith 1725e76c431SBarry Smith for (i=0; i<maxits; i++) { 1735e76c431SBarry Smith 174329e7e40SMatthew Knepley /* Call general purpose update function */ 175abc0a331SBarry Smith if (snes->update) { 176329e7e40SMatthew Knepley ierr = (*snes->update)(snes, snes->iter);CHKERRQ(ierr); 177de8cb200SMatthew Knepley } 178329e7e40SMatthew Knepley 179ea4d3ed3SLois Curfman McInnes /* Solve J Y = F, where J is Jacobian matrix */ 1805334005bSBarry Smith ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); 18194b7f48cSBarry Smith ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); 18223ce1328SBarry Smith ierr = KSPSolve(snes->ksp,F,Y);CHKERRQ(ierr); 183c293cc10SBarry Smith ierr = KSPGetIterationNumber(ksp,&lits);CHKERRQ(ierr); 18474637425SBarry Smith 185b0a32e0cSBarry Smith if (PetscLogPrintInfo){ 18674637425SBarry Smith ierr = SNESLSCheckResidual_Private(snes->jacobian,F,Y,G,W);CHKERRQ(ierr); 18785471664SBarry Smith } 18874637425SBarry Smith 18990cbd584SBarry Smith /* should check what happened to the linear solve? */ 1903505fcc1SBarry Smith snes->linear_its += lits; 19163ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESSolve_LS: iter=%D, linear solve iterations=%D\n",snes->iter,lits));CHKERRQ(ierr); 192ea4d3ed3SLois Curfman McInnes 193ea4d3ed3SLois Curfman McInnes /* Compute a (scaled) negative update in the line search routine: 194ea4d3ed3SLois Curfman McInnes Y <- X - lambda*Y 195ea4d3ed3SLois Curfman McInnes and evaluate G(Y) = function(Y)) 196ea4d3ed3SLois Curfman McInnes */ 19781b6cf68SLois Curfman McInnes ierr = VecCopy(Y,snes->vec_sol_update_always);CHKERRQ(ierr); 198a7cc72afSBarry Smith ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr); 19963ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESSolve_LS: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",fnorm,gnorm,ynorm,(int)lssucceed));CHKERRQ(ierr); 20043e71028SBarry Smith if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break; 201a3b891d8SBarry Smith 202a3b891d8SBarry Smith TMP = F; F = G; snes->vec_func_always = F; G = TMP; 203*3c632250SBarry Smith TMP = X; X = W; snes->vec_sol_always = X; W = TMP; 204a3b891d8SBarry Smith fnorm = gnorm; 205a3b891d8SBarry Smith 2065ed2d596SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 2075ed2d596SBarry Smith snes->iter = i+1; 2085ed2d596SBarry Smith snes->norm = fnorm; 2095ed2d596SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 2105ed2d596SBarry Smith SNESLogConvHistory(snes,fnorm,lits); 2115ed2d596SBarry Smith SNESMonitor(snes,i+1,fnorm); 2125ed2d596SBarry Smith 213a7cc72afSBarry Smith if (!lssucceed) { 2148a5d9ee4SBarry Smith PetscTruth ismin; 21550ffb88aSMatthew Knepley 21650ffb88aSMatthew Knepley if (++snes->numFailures >= snes->maxFailures) { 2173505fcc1SBarry Smith snes->reason = SNES_DIVERGED_LS_FAILURE; 2188a5d9ee4SBarry Smith ierr = SNESLSCheckLocalMin_Private(snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr); 2198a5d9ee4SBarry Smith if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN; 2203505fcc1SBarry Smith break; 2213505fcc1SBarry Smith } 22250ffb88aSMatthew Knepley } 2235e76c431SBarry Smith 2245e76c431SBarry Smith /* Test for convergence */ 22529e0b56fSBarry Smith if (snes->converged) { 22629e0b56fSBarry Smith ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm = || X || */ 2273505fcc1SBarry Smith ierr = (*snes->converged)(snes,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 2283505fcc1SBarry Smith if (snes->reason) { 22916c95cacSBarry Smith break; 23016c95cacSBarry Smith } 23116c95cacSBarry Smith } 23229e0b56fSBarry Smith } 23339e2f89bSBarry Smith if (X != snes->vec_sol) { 234393d2d9aSLois Curfman McInnes ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr); 235e15f7bb5SBarry Smith } 236e15f7bb5SBarry Smith if (F != snes->vec_func) { 237e15f7bb5SBarry Smith ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr); 238e15f7bb5SBarry Smith } 23939e2f89bSBarry Smith snes->vec_sol_always = snes->vec_sol; 24039e2f89bSBarry Smith snes->vec_func_always = snes->vec_func; 24152392280SLois Curfman McInnes if (i == maxits) { 24263ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESSolve_LS: Maximum number of iterations has been reached: %D\n",maxits));CHKERRQ(ierr); 2433505fcc1SBarry Smith snes->reason = SNES_DIVERGED_MAX_IT; 24452392280SLois Curfman McInnes } 2453a40ed3dSBarry Smith PetscFunctionReturn(0); 2465e76c431SBarry Smith } 24704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 24804d965bbSLois Curfman McInnes /* 2494b27c08aSLois Curfman McInnes SNESSetUp_LS - Sets up the internal data structures for the later use 2504b27c08aSLois Curfman McInnes of the SNESLS nonlinear solver. 25104d965bbSLois Curfman McInnes 25204d965bbSLois Curfman McInnes Input Parameter: 25304d965bbSLois Curfman McInnes . snes - the SNES context 25404d965bbSLois Curfman McInnes . x - the solution vector 25504d965bbSLois Curfman McInnes 25604d965bbSLois Curfman McInnes Application Interface Routine: SNESSetUp() 25704d965bbSLois Curfman McInnes 25804d965bbSLois Curfman McInnes Notes: 2594b27c08aSLois Curfman McInnes For basic use of the SNES solvers, the user need not explicitly call 26004d965bbSLois Curfman McInnes SNESSetUp(), since these actions will automatically occur during 26104d965bbSLois Curfman McInnes the call to SNESSolve(). 26204d965bbSLois Curfman McInnes */ 2634a2ae208SSatish Balay #undef __FUNCT__ 2644b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS" 265dfbe8321SBarry Smith PetscErrorCode SNESSetUp_LS(SNES snes) 2665e76c431SBarry Smith { 267dfbe8321SBarry Smith PetscErrorCode ierr; 2683a40ed3dSBarry Smith 2693a40ed3dSBarry Smith PetscFunctionBegin; 27081b6cf68SLois Curfman McInnes snes->nwork = 4; 271d7e8b826SBarry Smith ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr); 272efee365bSSatish Balay ierr = PetscLogObjectParents(snes,snes->nwork,snes->work);CHKERRQ(ierr); 27381b6cf68SLois Curfman McInnes snes->vec_sol_update_always = snes->work[3]; 2743a40ed3dSBarry Smith PetscFunctionReturn(0); 2755e76c431SBarry Smith } 27604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 27704d965bbSLois Curfman McInnes /* 2784b27c08aSLois Curfman McInnes SNESDestroy_LS - Destroys the private SNES_LS context that was created 2794b27c08aSLois Curfman McInnes with SNESCreate_LS(). 28004d965bbSLois Curfman McInnes 28104d965bbSLois Curfman McInnes Input Parameter: 28204d965bbSLois Curfman McInnes . snes - the SNES context 28304d965bbSLois Curfman McInnes 284de49b36dSLois Curfman McInnes Application Interface Routine: SNESDestroy() 28504d965bbSLois Curfman McInnes */ 2864a2ae208SSatish Balay #undef __FUNCT__ 2874b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS" 288dfbe8321SBarry Smith PetscErrorCode SNESDestroy_LS(SNES snes) 2895e76c431SBarry Smith { 290dfbe8321SBarry Smith PetscErrorCode ierr; 2913a40ed3dSBarry Smith 2923a40ed3dSBarry Smith PetscFunctionBegin; 2935baf8537SBarry Smith if (snes->nwork) { 2944b0e389bSBarry Smith ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr); 29521c89e3eSBarry Smith } 2965c704376SSatish Balay ierr = PetscFree(snes->data);CHKERRQ(ierr); 2973a40ed3dSBarry Smith PetscFunctionReturn(0); 2985e76c431SBarry Smith } 29904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3004a2ae208SSatish Balay #undef __FUNCT__ 3014a2ae208SSatish Balay #define __FUNCT__ "SNESNoLineSearch" 30282bf6240SBarry Smith 3034b828684SBarry Smith /*@C 3045e42470aSBarry Smith SNESNoLineSearch - This routine is not a line search at all; 3055e76c431SBarry Smith it simply uses the full Newton step. Thus, this routine is intended 3065e76c431SBarry Smith to serve as a template and is not recommended for general use. 3075e76c431SBarry Smith 308c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 309c7afd0dbSLois Curfman McInnes 3105e76c431SBarry Smith Input Parameters: 311c7afd0dbSLois Curfman McInnes + snes - nonlinear context 312af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 3135e76c431SBarry Smith . x - current iterate 3145e76c431SBarry Smith . f - residual evaluated at x 315*3c632250SBarry Smith . y - search direction 3165e76c431SBarry Smith . w - work vector 317c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 3185e76c431SBarry Smith 319c4a48953SLois Curfman McInnes Output Parameters: 320c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 321*3c632250SBarry Smith . w - new iterate 3225e76c431SBarry Smith . gnorm - 2-norm of g 3235e76c431SBarry Smith . ynorm - 2-norm of search length 324a7cc72afSBarry Smith - flag - PETSC_TRUE on success, PETSC_FALSE on failure 325fee21e36SBarry Smith 326c4a48953SLois Curfman McInnes Options Database Key: 3274b27c08aSLois Curfman McInnes . -snes_ls basic - Activates SNESNoLineSearch() 328c4a48953SLois Curfman McInnes 32936851e7fSLois Curfman McInnes Level: advanced 33036851e7fSLois Curfman McInnes 33128ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 33228ae5a21SLois Curfman McInnes 333f59ffdedSLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 334af2d14d2SLois Curfman McInnes SNESSetLineSearch(), SNESNoLineSearchNoNorms() 3355e76c431SBarry Smith @*/ 33663dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESNoLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 3375e76c431SBarry Smith { 338dfbe8321SBarry Smith PetscErrorCode ierr; 339ea709b57SSatish Balay PetscScalar mone = -1.0; 3404b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 341*3c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 3425334005bSBarry Smith 3433a40ed3dSBarry Smith PetscFunctionBegin; 344a7cc72afSBarry Smith *flag = PETSC_TRUE; 345d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 346a3b38805SLois Curfman McInnes ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); /* ynorm = || y || */ 347*3c632250SBarry Smith ierr = VecWAXPY(&mone,y,x,w);CHKERRQ(ierr); /* w <- x - y */ 348*3c632250SBarry Smith if (neP->postcheckstep) { 349*3c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 3508f99978dSLois Curfman McInnes } 351*3c632250SBarry Smith if (changed_y) { 352*3c632250SBarry Smith ierr = VecWAXPY(&mone,y,x,w);CHKERRQ(ierr); /* w <- x - y */ 353*3c632250SBarry Smith } 354*3c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 355d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 35619717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 35719717074SBarry Smith } 358d5e45103SBarry Smith CHKERRQ(ierr); 359d5e45103SBarry Smith 360a3b38805SLois Curfman McInnes ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); /* gnorm = || g || */ 36143e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 362d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 3633a40ed3dSBarry Smith PetscFunctionReturn(0); 3645e76c431SBarry Smith } 36504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3664a2ae208SSatish Balay #undef __FUNCT__ 3674a2ae208SSatish Balay #define __FUNCT__ "SNESNoLineSearchNoNorms" 36882bf6240SBarry Smith 36929e0b56fSBarry Smith /*@C 37029e0b56fSBarry Smith SNESNoLineSearchNoNorms - This routine is not a line search at 37129e0b56fSBarry Smith all; it simply uses the full Newton step. This version does not 37229e0b56fSBarry Smith even compute the norm of the function or search direction; this 37329e0b56fSBarry Smith is intended only when you know the full step is fine and are 37429e0b56fSBarry Smith not checking for convergence of the nonlinear iteration (for 375c7afd0dbSLois Curfman McInnes example, you are running always for a fixed number of Newton steps). 376c7afd0dbSLois Curfman McInnes 377c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 37829e0b56fSBarry Smith 37929e0b56fSBarry Smith Input Parameters: 380c7afd0dbSLois Curfman McInnes + snes - nonlinear context 381af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 38229e0b56fSBarry Smith . x - current iterate 38329e0b56fSBarry Smith . f - residual evaluated at x 384*3c632250SBarry Smith . y - search direction 38529e0b56fSBarry Smith . w - work vector 386c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 38729e0b56fSBarry Smith 38829e0b56fSBarry Smith Output Parameters: 389c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 390*3c632250SBarry Smith . w - new iterate 39129e0b56fSBarry Smith . gnorm - not changed 39229e0b56fSBarry Smith . ynorm - not changed 393a7cc72afSBarry Smith - flag - set to PETSC_TRUE indicating a successful line search 394fee21e36SBarry Smith 39529e0b56fSBarry Smith Options Database Key: 3964b27c08aSLois Curfman McInnes . -snes_ls basicnonorms - Activates SNESNoLineSearchNoNorms() 39729e0b56fSBarry Smith 3988cbba510SBarry Smith Notes: 399ea56f5baSLois Curfman McInnes SNESNoLineSearchNoNorms() must be used in conjunction with 400ea56f5baSLois Curfman McInnes either the options 401ea56f5baSLois Curfman McInnes $ -snes_no_convergence_test -snes_max_it <its> 402ea56f5baSLois Curfman McInnes or alternatively a user-defined custom test set via 403329f5518SBarry Smith SNESSetConvergenceTest(); or a -snes_max_it of 1, 404329f5518SBarry Smith otherwise, the SNES solver will generate an error. 405329f5518SBarry Smith 406329f5518SBarry Smith During the final iteration this will not evaluate the function at 407329f5518SBarry Smith the solution point. This is to save a function evaluation while 408329f5518SBarry Smith using pseudo-timestepping. 4098cbba510SBarry Smith 410ea56f5baSLois Curfman McInnes The residual norms printed by monitoring routines such as 411ea56f5baSLois Curfman McInnes SNESDefaultMonitor() (as activated via -snes_monitor) will not be 412ea56f5baSLois Curfman McInnes correct, since they are not computed. 413ea56f5baSLois Curfman McInnes 414ea56f5baSLois Curfman McInnes Level: advanced 4158cbba510SBarry Smith 41629e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic 41729e0b56fSBarry Smith 41829e0b56fSBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 41929e0b56fSBarry Smith SNESSetLineSearch(), SNESNoLineSearch() 42029e0b56fSBarry Smith @*/ 42163dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESNoLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 42229e0b56fSBarry Smith { 423dfbe8321SBarry Smith PetscErrorCode ierr; 424ea709b57SSatish Balay PetscScalar mone = -1.0; 4254b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 426*3c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 42729e0b56fSBarry Smith 4283a40ed3dSBarry Smith PetscFunctionBegin; 429a7cc72afSBarry Smith *flag = PETSC_TRUE; 430d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 431*3c632250SBarry Smith ierr = VecWAXPY(&mone,y,x,w);CHKERRQ(ierr); /* w <- x - y */ 432*3c632250SBarry Smith if (neP->postcheckstep) { 433*3c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 434*3c632250SBarry Smith } 435*3c632250SBarry Smith if (changed_y) { 436*3c632250SBarry Smith ierr = VecWAXPY(&mone,y,x,w);CHKERRQ(ierr); /* w <- x - y */ 4378f99978dSLois Curfman McInnes } 438329f5518SBarry Smith 439329f5518SBarry Smith /* don't evaluate function the last time through */ 440329f5518SBarry Smith if (snes->iter < snes->max_its-1) { 441*3c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 442d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 44319717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 44419717074SBarry Smith } 445d5e45103SBarry Smith CHKERRQ(ierr); 446329f5518SBarry Smith } 447d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 4483a40ed3dSBarry Smith PetscFunctionReturn(0); 44929e0b56fSBarry Smith } 45004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 4514a2ae208SSatish Balay #undef __FUNCT__ 4524a2ae208SSatish Balay #define __FUNCT__ "SNESCubicLineSearch" 4534b828684SBarry Smith /*@C 454f525115eSLois Curfman McInnes SNESCubicLineSearch - Performs a cubic line search (default line search method). 4555e76c431SBarry Smith 456c7afd0dbSLois Curfman McInnes Collective on SNES 457c7afd0dbSLois Curfman McInnes 4585e76c431SBarry Smith Input Parameters: 459c7afd0dbSLois Curfman McInnes + snes - nonlinear context 460af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 4615e76c431SBarry Smith . x - current iterate 4625e76c431SBarry Smith . f - residual evaluated at x 463*3c632250SBarry Smith . y - search direction 4645e76c431SBarry Smith . w - work vector 465c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 4665e76c431SBarry Smith 467393d2d9aSLois Curfman McInnes Output Parameters: 468c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 469*3c632250SBarry Smith . w - new iterate 4705e76c431SBarry Smith . gnorm - 2-norm of g 4715e76c431SBarry Smith . ynorm - 2-norm of search length 472a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 473fee21e36SBarry Smith 474c4a48953SLois Curfman McInnes Options Database Key: 4754b27c08aSLois Curfman McInnes $ -snes_ls cubic - Activates SNESCubicLineSearch() 476c4a48953SLois Curfman McInnes 4775e76c431SBarry Smith Notes: 4785e76c431SBarry Smith This line search is taken from "Numerical Methods for Unconstrained 4795e76c431SBarry Smith Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 4805e76c431SBarry Smith 48136851e7fSLois Curfman McInnes Level: advanced 48236851e7fSLois Curfman McInnes 48328ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 48428ae5a21SLois Curfman McInnes 485af2d14d2SLois Curfman McInnes .seealso: SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms() 4865e76c431SBarry Smith @*/ 48763dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESCubicLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 4885e76c431SBarry Smith { 489406556e6SLois Curfman McInnes /* 490406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 491406556e6SLois Curfman McInnes minimization problem: 492406556e6SLois Curfman McInnes min z(x): R^n -> R, 493406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 494406556e6SLois Curfman McInnes */ 495406556e6SLois Curfman McInnes 4965ca10a37SBarry Smith PetscReal steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength; 497329f5518SBarry Smith PetscReal maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg; 498aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 499ea709b57SSatish Balay PetscScalar cinitslope,clambda; 5006b5873e3SBarry Smith #endif 501dfbe8321SBarry Smith PetscErrorCode ierr; 502a7cc72afSBarry Smith PetscInt count; 5034b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 504ea709b57SSatish Balay PetscScalar mone = -1.0,scale; 505*3c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 5065e76c431SBarry Smith 5073a40ed3dSBarry Smith PetscFunctionBegin; 508d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 509a7cc72afSBarry Smith *flag = PETSC_TRUE; 5105e76c431SBarry Smith alpha = neP->alpha; 5115e76c431SBarry Smith maxstep = neP->maxstep; 5125e76c431SBarry Smith steptol = neP->steptol; 5135e76c431SBarry Smith 514cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 5159e247f21SBarry Smith if (!*ynorm) { 51663ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Search direction and size is 0\n"));CHKERRQ(ierr); 517a1c2b6eeSLois Curfman McInnes *gnorm = fnorm; 518*3c632250SBarry Smith ierr = VecCopy(x,w);CHKERRQ(ierr); 519a1c2b6eeSLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 520a7cc72afSBarry Smith *flag = PETSC_FALSE; 521ad922ac9SBarry Smith goto theend1; 52294a9d846SBarry Smith } 5235e76c431SBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 5245e42470aSBarry Smith scale = maxstep/(*ynorm); 525aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 52663ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Scaling step by %g old ynorm %g\n",PetscRealPart(scale),*ynorm));CHKERRQ(ierr); 5276b5873e3SBarry Smith #else 52863ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Scaling step by %g old ynorm %g\n",scale,*ynorm));CHKERRQ(ierr); 5296b5873e3SBarry Smith #endif 530393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y);CHKERRQ(ierr); 5315e76c431SBarry Smith *ynorm = maxstep; 5325e76c431SBarry Smith } 533ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 5345ca10a37SBarry Smith minlambda = steptol/rellength; 535a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 536aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 537a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 538329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 5395e42470aSBarry Smith #else 540a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 5415e42470aSBarry Smith #endif 5425e76c431SBarry Smith if (initslope > 0.0) initslope = -initslope; 5435e76c431SBarry Smith if (initslope == 0.0) initslope = -1.0; 5445e76c431SBarry Smith 545393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w);CHKERRQ(ierr); 5465334005bSBarry Smith ierr = VecAYPX(&mone,x,w);CHKERRQ(ierr); 54743e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 54863ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch:Exceeded maximum function evaluations, while checking full step length!\n"));CHKERRQ(ierr); 54943e71028SBarry Smith *flag = PETSC_FALSE; 55043e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 55143e71028SBarry Smith goto theend1; 55243e71028SBarry Smith } 55319717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 554d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 55519717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 55619717074SBarry Smith } 557d5e45103SBarry Smith CHKERRQ(ierr); 558313b5538SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 55943e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 5605d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 56163ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Using full step\n"));CHKERRQ(ierr); 562ad922ac9SBarry Smith goto theend1; 5635e76c431SBarry Smith } 5645e76c431SBarry Smith 5655e76c431SBarry Smith /* Fit points with quadratic */ 566313b5538SBarry Smith lambda = 1.0; 567a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 5685e76c431SBarry Smith lambdaprev = lambda; 5695e76c431SBarry Smith gnormprev = *gnorm; 570329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 571ddd12767SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 572ddd12767SBarry Smith else lambda = lambdatemp; 573393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 574ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 575aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 576ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr); 5775e42470aSBarry Smith #else 578ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr); 5795e42470aSBarry Smith #endif 58043e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 58163ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch:Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n"));CHKERRQ(ierr); 58243e71028SBarry Smith *flag = PETSC_FALSE; 58343e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 58443e71028SBarry Smith goto theend1; 58543e71028SBarry Smith } 58619717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 587d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 58819717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 58919717074SBarry Smith } 590d5e45103SBarry Smith CHKERRQ(ierr); 591cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 59243e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 5935ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 59463ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Quadratically determined step, lambda=%18.16e\n",lambda));CHKERRQ(ierr); 595ad922ac9SBarry Smith goto theend1; 5965e76c431SBarry Smith } 5975e76c431SBarry Smith 5985e76c431SBarry Smith /* Fit points with cubic */ 5995e76c431SBarry Smith count = 1; 6008229bfc2SMatthew Knepley while (count < 10000) { 6015e76c431SBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 60263ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch:Unable to find good step length! %D \n",count));CHKERRQ(ierr); 60363ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch:fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr); 60443e71028SBarry Smith *flag = PETSC_FALSE; 60543e71028SBarry Smith break; 6065e76c431SBarry Smith } 6075d1a10b1SBarry Smith t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope; 6085d1a10b1SBarry Smith t2 = .5*(gnormprev*gnormprev - fnorm*fnorm) - lambdaprev*initslope; 609ddd12767SBarry Smith a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6102b022350SLois Curfman McInnes b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6115e76c431SBarry Smith d = b*b - 3*a*initslope; 6125e76c431SBarry Smith if (d < 0.0) d = 0.0; 6135e76c431SBarry Smith if (a == 0.0) { 6145e76c431SBarry Smith lambdatemp = -initslope/(2.0*b); 6155e76c431SBarry Smith } else { 6165e76c431SBarry Smith lambdatemp = (-b + sqrt(d))/(3.0*a); 6175e76c431SBarry Smith } 6185e76c431SBarry Smith lambdaprev = lambda; 6195e76c431SBarry Smith gnormprev = *gnorm; 620329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 621329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 6225e76c431SBarry Smith else lambda = lambdatemp; 623393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 624ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 625aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 626ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; 627393d2d9aSLois Curfman McInnes ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr); 6285e42470aSBarry Smith #else 629ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr); 6305e42470aSBarry Smith #endif 63143e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 63263ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch:Exceeded maximum function evaluations, while looking for good step length! %D \n",count));CHKERRQ(ierr); 63363ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch:fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr); 634ed98166eSMatthew Knepley *flag = PETSC_FALSE; 63543e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 636ed98166eSMatthew Knepley break; 637ed98166eSMatthew Knepley } 63819717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 639d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 64019717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 64119717074SBarry Smith } 642d5e45103SBarry Smith CHKERRQ(ierr); 643cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 64443e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 6455ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */ 64663ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Cubically determined step, lambda=%18.16e\n",lambda));CHKERRQ(ierr); 64743e71028SBarry Smith break; 6482b022350SLois Curfman McInnes } else { 64963ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Cubic step no good, shrinking lambda, lambda=%18.16e\n",lambda));CHKERRQ(ierr); 6505e76c431SBarry Smith } 6515e76c431SBarry Smith count++; 6525e76c431SBarry Smith } 6538229bfc2SMatthew Knepley if (count >= 10000) { 654cd7625f8SBarry Smith SETERRQ(PETSC_ERR_LIB, "Lambda was decreased more than 10,000 times, so something is probably wrong with the function evaluation"); 6558229bfc2SMatthew Knepley } 656ad922ac9SBarry Smith theend1: 6578f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 658*3c632250SBarry Smith if (neP->postcheckstep && *flag) { 659*3c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 660*3c632250SBarry Smith if (changed_y) { 661*3c632250SBarry Smith ierr = VecWAXPY(&mone,y,x,w);CHKERRQ(ierr); 662*3c632250SBarry Smith } 663*3c632250SBarry Smith if (changed_y || changed_w) { /* recompute the function if the step has changed */ 664*3c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 665d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 66619717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 66719717074SBarry Smith } 668d5e45103SBarry Smith CHKERRQ(ierr); 6698f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 67043e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 671*3c632250SBarry Smith ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr); 6728f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 673*3c632250SBarry Smith ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr); 6748f99978dSLois Curfman McInnes } 6758f99978dSLois Curfman McInnes } 676d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 6773a40ed3dSBarry Smith PetscFunctionReturn(0); 6785e76c431SBarry Smith } 67904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 6804a2ae208SSatish Balay #undef __FUNCT__ 6814a2ae208SSatish Balay #define __FUNCT__ "SNESQuadraticLineSearch" 6824b828684SBarry Smith /*@C 683f525115eSLois Curfman McInnes SNESQuadraticLineSearch - Performs a quadratic line search. 6845e76c431SBarry Smith 685c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 686c7afd0dbSLois Curfman McInnes 6875e42470aSBarry Smith Input Parameters: 688c7afd0dbSLois Curfman McInnes + snes - the SNES context 689af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 6905e42470aSBarry Smith . x - current iterate 6915e42470aSBarry Smith . f - residual evaluated at x 692*3c632250SBarry Smith . y - search direction 6935e42470aSBarry Smith . w - work vector 694c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 6955e42470aSBarry Smith 696c4a48953SLois Curfman McInnes Output Parameters: 697c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 698*3c632250SBarry Smith . w - new iterate 6995e42470aSBarry Smith . gnorm - 2-norm of g 7005e42470aSBarry Smith . ynorm - 2-norm of search length 701a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 702fee21e36SBarry Smith 703c4a48953SLois Curfman McInnes Options Database Key: 7044b27c08aSLois Curfman McInnes . -snes_ls quadratic - Activates SNESQuadraticLineSearch() 705c4a48953SLois Curfman McInnes 7065e42470aSBarry Smith Notes: 7074b27c08aSLois Curfman McInnes Use SNESSetLineSearch() to set this routine within the SNESLS method. 7085e42470aSBarry Smith 70936851e7fSLois Curfman McInnes Level: advanced 71036851e7fSLois Curfman McInnes 711f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search 712f59ffdedSLois Curfman McInnes 713af2d14d2SLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms() 7145e42470aSBarry Smith @*/ 71563dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESQuadraticLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 7165e76c431SBarry Smith { 717406556e6SLois Curfman McInnes /* 718406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 719406556e6SLois Curfman McInnes minimization problem: 720406556e6SLois Curfman McInnes min z(x): R^n -> R, 721406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2. 722406556e6SLois Curfman McInnes */ 7235ca10a37SBarry Smith PetscReal steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg,rellength; 724aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 725ea709b57SSatish Balay PetscScalar cinitslope,clambda; 7266b5873e3SBarry Smith #endif 727dfbe8321SBarry Smith PetscErrorCode ierr; 728a7cc72afSBarry Smith PetscInt count; 7294b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 730ea709b57SSatish Balay PetscScalar mone = -1.0,scale; 731*3c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 7325e76c431SBarry Smith 7333a40ed3dSBarry Smith PetscFunctionBegin; 734d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 735a7cc72afSBarry Smith *flag = PETSC_TRUE; 7365e42470aSBarry Smith alpha = neP->alpha; 7375e42470aSBarry Smith maxstep = neP->maxstep; 7385e42470aSBarry Smith steptol = neP->steptol; 7395e76c431SBarry Smith 7403505fcc1SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 74163b9fa5eSBarry Smith if (*ynorm == 0.0) { 74263ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch: Search direction and size is 0\n"));CHKERRQ(ierr); 743b37302c6SLois Curfman McInnes *gnorm = fnorm; 744b37302c6SLois Curfman McInnes ierr = VecCopy(x,y);CHKERRQ(ierr); 745b37302c6SLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 746a7cc72afSBarry Smith *flag = PETSC_FALSE; 747ad922ac9SBarry Smith goto theend2; 74894a9d846SBarry Smith } 7495e42470aSBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 7505e42470aSBarry Smith scale = maxstep/(*ynorm); 751393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y);CHKERRQ(ierr); 7525e42470aSBarry Smith *ynorm = maxstep; 7535e76c431SBarry Smith } 754ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 7555ca10a37SBarry Smith minlambda = steptol/rellength; 756a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 757aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 758a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 759329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 7605e42470aSBarry Smith #else 761a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 7625e42470aSBarry Smith #endif 7635e42470aSBarry Smith if (initslope > 0.0) initslope = -initslope; 7645e42470aSBarry Smith if (initslope == 0.0) initslope = -1.0; 7655e42470aSBarry Smith 766393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w);CHKERRQ(ierr); 7675334005bSBarry Smith ierr = VecAYPX(&mone,x,w);CHKERRQ(ierr); 76843e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 76963ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch:Exceeded maximum function evaluations, while checking full step length!\n"));CHKERRQ(ierr); 77043e71028SBarry Smith ierr = VecCopy(w,y);CHKERRQ(ierr); 77143e71028SBarry Smith *flag = PETSC_FALSE; 77243e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 77343e71028SBarry Smith goto theend2; 77443e71028SBarry Smith } 77519717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 776d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 77719717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 77819717074SBarry Smith } 779d5e45103SBarry Smith CHKERRQ(ierr); 780cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 78143e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 7825d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 783393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 78463ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch: Using full step\n"));CHKERRQ(ierr); 785ad922ac9SBarry Smith goto theend2; 7865e42470aSBarry Smith } 7875e42470aSBarry Smith 7885e42470aSBarry Smith /* Fit points with quadratic */ 789313b5538SBarry Smith lambda = 1.0; 7905e42470aSBarry Smith count = 1; 7915ca10a37SBarry Smith while (PETSC_TRUE) { 7925e42470aSBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 79363ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch:Unable to find good step length! %D \n",count));CHKERRQ(ierr); 79463ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr); 795f168f371SBarry Smith ierr = VecCopy(x,y);CHKERRQ(ierr); 79643e71028SBarry Smith *flag = PETSC_FALSE; 79743e71028SBarry Smith break; 7985e42470aSBarry Smith } 799a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 800329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 801329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 802329f5518SBarry Smith else lambda = lambdatemp; 803393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 8043505fcc1SBarry Smith lambdaneg = -lambda; 805aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 8063505fcc1SBarry Smith clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr); 8075e42470aSBarry Smith #else 8083505fcc1SBarry Smith ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr); 8095e42470aSBarry Smith #endif 81043e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 81163ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch:Exceeded maximum function evaluations, while looking for good step length! %D \n",count));CHKERRQ(ierr); 81263ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch:fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr); 81343e71028SBarry Smith ierr = VecCopy(w,y);CHKERRQ(ierr); 814ed98166eSMatthew Knepley *flag = PETSC_FALSE; 81543e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 816ed98166eSMatthew Knepley break; 817ed98166eSMatthew Knepley } 81819717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 819d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 82019717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 82119717074SBarry Smith } 822d5e45103SBarry Smith CHKERRQ(ierr); 823cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 82443e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 8255ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 826393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 82763ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch:Quadratically determined step, lambda=%g\n",lambda));CHKERRQ(ierr); 82806259719SBarry Smith break; 8295e42470aSBarry Smith } 8305e42470aSBarry Smith count++; 8315e42470aSBarry Smith } 832ad922ac9SBarry Smith theend2: 8338f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 834*3c632250SBarry Smith if (neP->postcheckstep) { 835*3c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 836*3c632250SBarry Smith if (changed_y) { 837*3c632250SBarry Smith ierr = VecWAXPY(&mone,y,x,w);CHKERRQ(ierr); 838*3c632250SBarry Smith } 839*3c632250SBarry Smith if (changed_y || changed_w) { /* recompute the function if the step has changed */ 840*3c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 841d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 84219717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 84319717074SBarry Smith } 844d5e45103SBarry Smith CHKERRQ(ierr); 8458f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 846*3c632250SBarry Smith ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr); 8478f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 848*3c632250SBarry Smith ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr); 849*3c632250SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 8508f99978dSLois Curfman McInnes } 8518f99978dSLois Curfman McInnes } 852d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8533a40ed3dSBarry Smith PetscFunctionReturn(0); 8545e76c431SBarry Smith } 8552343ba6eSBarry Smith 85604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 8574a2ae208SSatish Balay #undef __FUNCT__ 8584a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearch" 859c9e6a524SLois Curfman McInnes /*@C 86077c4ece6SBarry Smith SNESSetLineSearch - Sets the line search routine to be used 8614b27c08aSLois Curfman McInnes by the method SNESLS. 8625e76c431SBarry Smith 8635e76c431SBarry Smith Input Parameters: 864c7afd0dbSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 865af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for use by line search 866c7afd0dbSLois Curfman McInnes - func - pointer to int function 8675e76c431SBarry Smith 868fee21e36SBarry Smith Collective on SNES 869fee21e36SBarry Smith 870c4a48953SLois Curfman McInnes Available Routines: 871c7afd0dbSLois Curfman McInnes + SNESCubicLineSearch() - default line search 872f59ffdedSLois Curfman McInnes . SNESQuadraticLineSearch() - quadratic line search 873f59ffdedSLois Curfman McInnes . SNESNoLineSearch() - the full Newton step (actually not a line search) 874af2d14d2SLois Curfman McInnes - SNESNoLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel) 8755e76c431SBarry Smith 876c4a48953SLois Curfman McInnes Options Database Keys: 8774b27c08aSLois Curfman McInnes + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 8784b27c08aSLois Curfman McInnes . -snes_ls_alpha <alpha> - Sets alpha 8794b27c08aSLois Curfman McInnes . -snes_ls_maxstep <max> - Sets maxstep 8804b27c08aSLois Curfman McInnes - -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 8813304466cSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 8823304466cSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 883c4a48953SLois Curfman McInnes 8845e76c431SBarry Smith Calling sequence of func: 885bd208895SLois Curfman McInnes .vb 886af2d14d2SLois Curfman McInnes func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w, 887a7cc72afSBarry Smith PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 888bd208895SLois Curfman McInnes .ve 8895e76c431SBarry Smith 8905e76c431SBarry Smith Input parameters for func: 891c7afd0dbSLois Curfman McInnes + snes - nonlinear context 892af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for line search 8935e76c431SBarry Smith . x - current iterate 8945e76c431SBarry Smith . f - residual evaluated at x 895*3c632250SBarry Smith . y - search direction 8965e76c431SBarry Smith . w - work vector 897c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 8985e76c431SBarry Smith 8995e76c431SBarry Smith Output parameters for func: 900c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 901*3c632250SBarry Smith . w - new iterate 9025e76c431SBarry Smith . gnorm - 2-norm of g 9035e76c431SBarry Smith . ynorm - 2-norm of search length 904a7cc72afSBarry Smith - flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure. 905f59ffdedSLois Curfman McInnes 90636851e7fSLois Curfman McInnes Level: advanced 90736851e7fSLois Curfman McInnes 908f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine 909f59ffdedSLois Curfman McInnes 9105d1a10b1SBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESNoLineSearchNoNorms(), 911*3c632250SBarry Smith SNESLineSearchSetPostCheck(), SNESSetLineSearchParams(), SNESGetLineSearchParams() 9125e76c431SBarry Smith @*/ 91363dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESSetLineSearch(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void *lsctx) 9145e76c431SBarry Smith { 915a7cc72afSBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*); 91682bf6240SBarry Smith 9173a40ed3dSBarry Smith PetscFunctionBegin; 918c134de8dSSatish Balay ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearch_C",(void (**)(void))&f);CHKERRQ(ierr); 91982bf6240SBarry Smith if (f) { 920af2d14d2SLois Curfman McInnes ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr); 92182bf6240SBarry Smith } 9223a40ed3dSBarry Smith PetscFunctionReturn(0); 9235e76c431SBarry Smith } 9248e019c35SBarry Smith 925a7cc72afSBarry Smith typedef PetscErrorCode (*FCN2)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*); /* force argument to next function to not be extern C*/ 92604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 927fb2e594dSBarry Smith EXTERN_C_BEGIN 9284a2ae208SSatish Balay #undef __FUNCT__ 9294a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearch_LS" 93063dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESSetLineSearch_LS(SNES snes,FCN2 func,void *lsctx) 93182bf6240SBarry Smith { 93282bf6240SBarry Smith PetscFunctionBegin; 9334b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->LineSearch = func; 9344b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->lsP = lsctx; 93582bf6240SBarry Smith PetscFunctionReturn(0); 93682bf6240SBarry Smith } 937fb2e594dSBarry Smith EXTERN_C_END 93804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 9394a2ae208SSatish Balay #undef __FUNCT__ 940*3c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck" 941c8dd0c0dSLois Curfman McInnes /*@C 942*3c632250SBarry Smith SNESLineSearchSetPostCheck - Sets a routine to check the validity of new iterate computed 9434b27c08aSLois Curfman McInnes by the line search routine in the Newton-based method SNESLS. 944c8dd0c0dSLois Curfman McInnes 945c8dd0c0dSLois Curfman McInnes Input Parameters: 946c8dd0c0dSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 947*3c632250SBarry Smith . func - pointer to function 948c8dd0c0dSLois Curfman McInnes - checkctx - optional user-defined context for use by step checking routine 949c8dd0c0dSLois Curfman McInnes 950c8dd0c0dSLois Curfman McInnes Collective on SNES 951c8dd0c0dSLois Curfman McInnes 952c8dd0c0dSLois Curfman McInnes Calling sequence of func: 953c8dd0c0dSLois Curfman McInnes .vb 954*3c632250SBarry Smith int func (SNES snes, Vec x,Vec y,Vec w,void *checkctx, PetscTruth *changed_y,PetscTruth *changed_w) 955c8dd0c0dSLois Curfman McInnes .ve 956b1ae27eaSLois Curfman McInnes where func returns an error code of 0 on success and a nonzero 957b1ae27eaSLois Curfman McInnes on failure. 958c8dd0c0dSLois Curfman McInnes 959c8dd0c0dSLois Curfman McInnes Input parameters for func: 960c8dd0c0dSLois Curfman McInnes + snes - nonlinear context 961c8dd0c0dSLois Curfman McInnes . checkctx - optional user-defined context for use by step checking routine 962*3c632250SBarry Smith . x - previous iterate 963*3c632250SBarry Smith . y - new search direction and length 964*3c632250SBarry Smith - w - current candidate iterate 965c8dd0c0dSLois Curfman McInnes 966c8dd0c0dSLois Curfman McInnes Output parameters for func: 967*3c632250SBarry Smith + y - search direction (possibly changed) 968*3c632250SBarry Smith . w - current iterate (possibly modified) 969*3c632250SBarry Smith . changed_y - indicates search direction was changed by this routine 970*3c632250SBarry Smith - changed_w - indicates current iterate was changed by this routine 971c8dd0c0dSLois Curfman McInnes 972c8dd0c0dSLois Curfman McInnes Level: advanced 973c8dd0c0dSLois Curfman McInnes 9749e247f21SBarry Smith Notes: All line searches accept the new iterate computed by the line search checking routine. 9759e247f21SBarry Smith 976*3c632250SBarry Smith Only one of changed_y and changed_w can be PETSC_TRUE 977*3c632250SBarry Smith 978*3c632250SBarry Smith On input w = x + y 979*3c632250SBarry Smith 9809e247f21SBarry Smith SNESNoLineSearch() and SNESNoLineSearchNoNorms() (1) compute a candidate iterate u_{i+1}, (2) pass control 981b1ae27eaSLois Curfman McInnes to the checking routine, and then (3) compute the corresponding nonlinear 982ea56f5baSLois Curfman McInnes function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}. 9838f99978dSLois Curfman McInnes 9849e247f21SBarry Smith SNESQuadraticLineSearch() and SNESCubicLineSearch() (1) compute a candidate iterate u_{i+1} as well as a 985ea56f5baSLois Curfman McInnes candidate nonlinear function f(u_{i+1}), (2) pass control to the checking 986ea56f5baSLois Curfman McInnes routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes 987ea56f5baSLois Curfman McInnes were made to the candidate iterate in the checking routine (as indicated 9889e247f21SBarry Smith by flag=PETSC_TRUE). The overhead of this extra function re-evaluation can be 989b1ae27eaSLois Curfman McInnes very costly, so use this feature with caution! 9908f99978dSLois Curfman McInnes 991c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine 992c8dd0c0dSLois Curfman McInnes 993c8dd0c0dSLois Curfman McInnes .seealso: SNESSetLineSearch() 994c8dd0c0dSLois Curfman McInnes @*/ 995*3c632250SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void *checkctx) 996c8dd0c0dSLois Curfman McInnes { 997*3c632250SBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void*); 998c8dd0c0dSLois Curfman McInnes 999c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 1000*3c632250SBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPostCheck_C",(void (**)(void))&f);CHKERRQ(ierr); 1001c8dd0c0dSLois Curfman McInnes if (f) { 1002c8dd0c0dSLois Curfman McInnes ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr); 1003c8dd0c0dSLois Curfman McInnes } 1004c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 1005c8dd0c0dSLois Curfman McInnes } 1006c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 1007*3c632250SBarry Smith typedef PetscErrorCode (*FCN)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*); /* force argument to next function to not be extern C*/ 1008c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN 10094a2ae208SSatish Balay #undef __FUNCT__ 1010*3c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck_LS" 1011*3c632250SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck_LS(SNES snes,FCN func,void *checkctx) 1012c8dd0c0dSLois Curfman McInnes { 1013c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 1014*3c632250SBarry Smith ((SNES_LS *)(snes->data))->postcheckstep = func; 1015*3c632250SBarry Smith ((SNES_LS *)(snes->data))->postcheck = checkctx; 1016c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 1017c8dd0c0dSLois Curfman McInnes } 1018c8dd0c0dSLois Curfman McInnes EXTERN_C_END 1019c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 102004d965bbSLois Curfman McInnes /* 10214b27c08aSLois Curfman McInnes SNESPrintHelp_LS - Prints all options for the SNES_LS method. 1022329e7e40SMatthew Knepley 1023329e7e40SMatthew Knepley Input Parameter: 1024329e7e40SMatthew Knepley . snes - the SNES context 1025329e7e40SMatthew Knepley 1026329e7e40SMatthew Knepley Application Interface Routine: SNESPrintHelp() 1027329e7e40SMatthew Knepley */ 1028329e7e40SMatthew Knepley #undef __FUNCT__ 10294b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESPrintHelp_LS" 10306849ba73SBarry Smith static PetscErrorCode SNESPrintHelp_LS(SNES snes,char *p) 1031329e7e40SMatthew Knepley { 10324b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 1033329e7e40SMatthew Knepley 1034329e7e40SMatthew Knepley PetscFunctionBegin; 10354b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," method SNES_LS (ls) for systems of nonlinear equations:\n"); 10364b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls [cubic,quadratic,basic,basicnonorms,...]\n",p); 10374b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_alpha <alpha> (default %g)\n",p,ls->alpha); 10384b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_maxstep <max> (default %g)\n",p,ls->maxstep); 10394b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_steptol <tol> (default %g)\n",p,ls->steptol); 1040329e7e40SMatthew Knepley PetscFunctionReturn(0); 1041329e7e40SMatthew Knepley } 1042329e7e40SMatthew Knepley 1043329e7e40SMatthew Knepley /* 10444b27c08aSLois Curfman McInnes SNESView_LS - Prints info from the SNESLS data structure. 104504d965bbSLois Curfman McInnes 104604d965bbSLois Curfman McInnes Input Parameters: 104704d965bbSLois Curfman McInnes . SNES - the SNES context 104804d965bbSLois Curfman McInnes . viewer - visualization context 104904d965bbSLois Curfman McInnes 105004d965bbSLois Curfman McInnes Application Interface Routine: SNESView() 105104d965bbSLois Curfman McInnes */ 10524a2ae208SSatish Balay #undef __FUNCT__ 10534b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS" 10546849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer) 1055a935fc98SLois Curfman McInnes { 10564b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 10572fc52814SBarry Smith const char *cstr; 1058dfbe8321SBarry Smith PetscErrorCode ierr; 105932077d6dSBarry Smith PetscTruth iascii; 1060a935fc98SLois Curfman McInnes 10613a40ed3dSBarry Smith PetscFunctionBegin; 106232077d6dSBarry Smith ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr); 106332077d6dSBarry Smith if (iascii) { 106419bcc07fSBarry Smith if (ls->LineSearch == SNESNoLineSearch) cstr = "SNESNoLineSearch"; 106519bcc07fSBarry Smith else if (ls->LineSearch == SNESQuadraticLineSearch) cstr = "SNESQuadraticLineSearch"; 106619bcc07fSBarry Smith else if (ls->LineSearch == SNESCubicLineSearch) cstr = "SNESCubicLineSearch"; 106719bcc07fSBarry Smith else cstr = "unknown"; 1068b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," line search variant: %s\n",cstr);CHKERRQ(ierr); 1069b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," alpha=%g, maxstep=%g, steptol=%g\n",ls->alpha,ls->maxstep,ls->steptol);CHKERRQ(ierr); 10705cd90555SBarry Smith } else { 107179a5c55eSBarry Smith SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name); 107219bcc07fSBarry Smith } 10733a40ed3dSBarry Smith PetscFunctionReturn(0); 1074a935fc98SLois Curfman McInnes } 107504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 107604d965bbSLois Curfman McInnes /* 10774b27c08aSLois Curfman McInnes SNESSetFromOptions_LS - Sets various parameters for the SNESLS method. 107804d965bbSLois Curfman McInnes 107904d965bbSLois Curfman McInnes Input Parameter: 108004d965bbSLois Curfman McInnes . snes - the SNES context 108104d965bbSLois Curfman McInnes 108204d965bbSLois Curfman McInnes Application Interface Routine: SNESSetFromOptions() 108304d965bbSLois Curfman McInnes */ 10844a2ae208SSatish Balay #undef __FUNCT__ 10854b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS" 10866849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes) 10875e42470aSBarry Smith { 10884b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 1089e5999256SBarry Smith const char *lses[] = {"basic","basicnonorms","quadratic","cubic"}; 1090dfbe8321SBarry Smith PetscErrorCode ierr; 1091a7cc72afSBarry Smith PetscInt indx; 1092f1af5d2fSBarry Smith PetscTruth flg; 10935e42470aSBarry Smith 10943a40ed3dSBarry Smith PetscFunctionBegin; 1095b0a32e0cSBarry Smith ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr); 10964b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr); 10974b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr); 10984b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_steptol","Step must be greater than","None",ls->steptol,&ls->steptol,0);CHKERRQ(ierr); 1099186905e3SBarry Smith 110022e36657SBarry Smith ierr = PetscOptionsEList("-snes_ls","Line search used","SNESSetLineSearch",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr); 110125cdf11fSBarry Smith if (flg) { 110222e36657SBarry Smith switch (indx) { 1103b49fd9e1SBarry Smith case 0: 1104af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESNoLineSearch,PETSC_NULL);CHKERRQ(ierr); 1105b49fd9e1SBarry Smith break; 1106b49fd9e1SBarry Smith case 1: 1107af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESNoLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr); 1108b49fd9e1SBarry Smith break; 1109b49fd9e1SBarry Smith case 2: 1110af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESQuadraticLineSearch,PETSC_NULL);CHKERRQ(ierr); 1111b49fd9e1SBarry Smith break; 1112b49fd9e1SBarry Smith case 3: 1113af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESCubicLineSearch,PETSC_NULL);CHKERRQ(ierr); 1114b49fd9e1SBarry Smith break; 11155e42470aSBarry Smith } 11165e42470aSBarry Smith } 1117b0a32e0cSBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 11183a40ed3dSBarry Smith PetscFunctionReturn(0); 11195e42470aSBarry Smith } 112004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 1121ebe3b25bSBarry Smith /*MC 1122ebe3b25bSBarry Smith SNESLS - Newton based nonlinear solver that uses a line search 112304d965bbSLois Curfman McInnes 1124ebe3b25bSBarry Smith Options Database: 1125ebe3b25bSBarry Smith + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 1126ebe3b25bSBarry Smith . -snes_ls_alpha <alpha> - Sets alpha 1127ebe3b25bSBarry Smith . -snes_ls_maxstep <max> - Sets maxstep 1128ebe3b25bSBarry Smith - -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 1129ebe3b25bSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 1130ebe3b25bSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 113104d965bbSLois Curfman McInnes 1132ebe3b25bSBarry Smith Notes: This is the default nonlinear solver in SNES 113304d965bbSLois Curfman McInnes 1134ee3001cbSBarry Smith Level: beginner 1135ee3001cbSBarry Smith 1136ebe3b25bSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESTR, SNESSetLineSearch(), 1137*3c632250SBarry Smith SNESLineSearchSetPostCheck(), SNESNoLineSearch(), SNESCubicLineSearch(), SNESQuadraticLineSearch(), 1138ebe3b25bSBarry Smith SNESSetLineSearch(), SNESNoLineSearchNoNorms() 1139ebe3b25bSBarry Smith 1140ebe3b25bSBarry Smith M*/ 1141fb2e594dSBarry Smith EXTERN_C_BEGIN 11424a2ae208SSatish Balay #undef __FUNCT__ 11434b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS" 114463dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESCreate_LS(SNES snes) 11455e42470aSBarry Smith { 1146dfbe8321SBarry Smith PetscErrorCode ierr; 11474b27c08aSLois Curfman McInnes SNES_LS *neP; 11485e42470aSBarry Smith 11493a40ed3dSBarry Smith PetscFunctionBegin; 11504b27c08aSLois Curfman McInnes snes->setup = SNESSetUp_LS; 11514b27c08aSLois Curfman McInnes snes->solve = SNESSolve_LS; 11524b27c08aSLois Curfman McInnes snes->destroy = SNESDestroy_LS; 11534b27c08aSLois Curfman McInnes snes->converged = SNESConverged_LS; 11544b27c08aSLois Curfman McInnes snes->printhelp = SNESPrintHelp_LS; 11554b27c08aSLois Curfman McInnes snes->setfromoptions = SNESSetFromOptions_LS; 11564b27c08aSLois Curfman McInnes snes->view = SNESView_LS; 11575baf8537SBarry Smith snes->nwork = 0; 11585e42470aSBarry Smith 11594b27c08aSLois Curfman McInnes ierr = PetscNew(SNES_LS,&neP);CHKERRQ(ierr); 116052e6d16bSBarry Smith ierr = PetscLogObjectMemory(snes,sizeof(SNES_LS));CHKERRQ(ierr); 11615e42470aSBarry Smith snes->data = (void*)neP; 11625e42470aSBarry Smith neP->alpha = 1.e-4; 11635e42470aSBarry Smith neP->maxstep = 1.e8; 11645e42470aSBarry Smith neP->steptol = 1.e-12; 11655e42470aSBarry Smith neP->LineSearch = SNESCubicLineSearch; 1166c8dd0c0dSLois Curfman McInnes neP->lsP = PETSC_NULL; 1167*3c632250SBarry Smith neP->postcheckstep = PETSC_NULL; 1168*3c632250SBarry Smith neP->postcheck = PETSC_NULL; 1169*3c632250SBarry Smith neP->precheckstep = PETSC_NULL; 1170*3c632250SBarry Smith neP->precheck = PETSC_NULL; 117182bf6240SBarry Smith 11725d1a10b1SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESSetLineSearch_C","SNESSetLineSearch_LS",SNESSetLineSearch_LS);CHKERRQ(ierr); 1173*3c632250SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","SNESLineSearchSetPostCheck_LS",SNESLineSearchSetPostCheck_LS);CHKERRQ(ierr); 117482bf6240SBarry Smith 11753a40ed3dSBarry Smith PetscFunctionReturn(0); 11765e42470aSBarry Smith } 1177fb2e594dSBarry Smith EXTERN_C_END 117882bf6240SBarry Smith 117982bf6240SBarry Smith 118082bf6240SBarry Smith 1181