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); 26ae15b995SBarry Smith ierr = PetscInfo1(0,"|| J^T F|| %G near zero implies found a local minimum\n",a1/fnorm);CHKERRQ(ierr); 278a5d9ee4SBarry Smith if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE; 2836669109SBarry Smith } else { 2936669109SBarry Smith Vec work; 30ea709b57SSatish Balay PetscScalar result; 3136669109SBarry Smith PetscReal wnorm; 3236669109SBarry Smith 33abb0e124SMatthew Knepley ierr = VecSetRandom(W,PETSC_NULL);CHKERRQ(ierr); 3436669109SBarry Smith ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr); 3536669109SBarry Smith ierr = VecDuplicate(W,&work);CHKERRQ(ierr); 3636669109SBarry Smith ierr = MatMult(A,W,work);CHKERRQ(ierr); 3736669109SBarry Smith ierr = VecDot(F,work,&result);CHKERRQ(ierr); 3836669109SBarry Smith ierr = VecDestroy(work);CHKERRQ(ierr); 3936669109SBarry Smith a1 = PetscAbsScalar(result)/(fnorm*wnorm); 40ae15b995SBarry Smith ierr = PetscInfo1(0,"(F^T J random)/(|| F ||*||random|| %G near zero implies found a local minimum\n",a1);CHKERRQ(ierr); 4136669109SBarry Smith if (a1 < 1.e-4) *ismin = PETSC_TRUE; 4236669109SBarry Smith } 438a5d9ee4SBarry Smith PetscFunctionReturn(0); 448a5d9ee4SBarry Smith } 458a5d9ee4SBarry Smith 4674637425SBarry Smith /* 475ed2d596SBarry Smith Checks if J^T(F - J*X) = 0 4874637425SBarry Smith */ 494a2ae208SSatish Balay #undef __FUNCT__ 504a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckResidual_Private" 51dfbe8321SBarry Smith PetscErrorCode SNESLSCheckResidual_Private(Mat A,Vec F,Vec X,Vec W1,Vec W2) 5274637425SBarry Smith { 5374637425SBarry Smith PetscReal a1,a2; 54dfbe8321SBarry Smith PetscErrorCode ierr; 5574637425SBarry Smith PetscTruth hastranspose; 5674637425SBarry Smith 5774637425SBarry Smith PetscFunctionBegin; 5874637425SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 5974637425SBarry Smith if (hastranspose) { 6074637425SBarry Smith ierr = MatMult(A,X,W1);CHKERRQ(ierr); 6179f36460SBarry Smith ierr = VecAXPY(W1,-1.0,F);CHKERRQ(ierr); 6274637425SBarry Smith 6374637425SBarry Smith /* Compute || J^T W|| */ 6474637425SBarry Smith ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr); 6574637425SBarry Smith ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr); 6674637425SBarry Smith ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr); 679e247f21SBarry Smith if (a1) { 68ae15b995SBarry Smith ierr = PetscInfo1(0,"||J^T(F-Ax)||/||F-AX|| %G near zero implies inconsistent rhs\n",a2/a1);CHKERRQ(ierr); 6985471664SBarry Smith } 7074637425SBarry Smith } 7174637425SBarry Smith PetscFunctionReturn(0); 7274637425SBarry Smith } 7374637425SBarry Smith 7404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------- 7504d965bbSLois Curfman McInnes 7604d965bbSLois Curfman McInnes This file implements a truncated Newton method with a line search, 7794b7f48cSBarry Smith for solving a system of nonlinear equations, using the KSP, Vec, 7804d965bbSLois Curfman McInnes and Mat interfaces for linear solvers, vectors, and matrices, 7904d965bbSLois Curfman McInnes respectively. 8004d965bbSLois Curfman McInnes 81fe6c6bacSLois Curfman McInnes The following basic routines are required for each nonlinear solver: 8204d965bbSLois Curfman McInnes SNESCreate_XXX() - Creates a nonlinear solver context 8304d965bbSLois Curfman McInnes SNESSetFromOptions_XXX() - Sets runtime options 84fe6c6bacSLois Curfman McInnes SNESSolve_XXX() - Solves the nonlinear system 8504d965bbSLois Curfman McInnes SNESDestroy_XXX() - Destroys the nonlinear solver context 8604d965bbSLois Curfman McInnes The suffix "_XXX" denotes a particular implementation, in this case 874b27c08aSLois Curfman McInnes we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving 884b27c08aSLois Curfman McInnes systems of nonlinear equations with a line search (LS) method. 8904d965bbSLois Curfman McInnes These routines are actually called via the common user interface 9004d965bbSLois Curfman McInnes routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and 9104d965bbSLois Curfman McInnes SNESDestroy(), so the application code interface remains identical 9204d965bbSLois Curfman McInnes for all nonlinear solvers. 9304d965bbSLois Curfman McInnes 9404d965bbSLois Curfman McInnes Another key routine is: 9504d965bbSLois Curfman McInnes SNESSetUp_XXX() - Prepares for the use of a nonlinear solver 9604d965bbSLois Curfman McInnes by setting data structures and options. The interface routine SNESSetUp() 9704d965bbSLois Curfman McInnes is not usually called directly by the user, but instead is called by 9804d965bbSLois Curfman McInnes SNESSolve() if necessary. 9904d965bbSLois Curfman McInnes 10004d965bbSLois Curfman McInnes Additional basic routines are: 10104d965bbSLois Curfman McInnes SNESView_XXX() - Prints details of runtime options that 10204d965bbSLois Curfman McInnes have actually been used. 10304d965bbSLois Curfman McInnes These are called by application codes via the interface routines 104186905e3SBarry Smith SNESView(). 10504d965bbSLois Curfman McInnes 10604d965bbSLois Curfman McInnes The various types of solvers (preconditioners, Krylov subspace methods, 10704d965bbSLois Curfman McInnes nonlinear solvers, timesteppers) are all organized similarly, so the 10804d965bbSLois Curfman McInnes above description applies to these categories also. 10904d965bbSLois Curfman McInnes 11004d965bbSLois Curfman McInnes -------------------------------------------------------------------- */ 1115e42470aSBarry Smith /* 1124b27c08aSLois Curfman McInnes SNESSolve_LS - Solves a nonlinear system with a truncated Newton 11304d965bbSLois Curfman McInnes method with a line search. 1145e76c431SBarry Smith 11504d965bbSLois Curfman McInnes Input Parameters: 11604d965bbSLois Curfman McInnes . snes - the SNES context 1175e76c431SBarry Smith 11804d965bbSLois Curfman McInnes Output Parameter: 119c2a78f1aSLois Curfman McInnes . outits - number of iterations until termination 12004d965bbSLois Curfman McInnes 12104d965bbSLois Curfman McInnes Application Interface Routine: SNESSolve() 1225e76c431SBarry Smith 1235e76c431SBarry Smith Notes: 1245e76c431SBarry Smith This implements essentially a truncated Newton method with a 1255e76c431SBarry Smith line search. By default a cubic backtracking line search 1265e76c431SBarry Smith is employed, as described in the text "Numerical Methods for 1275e76c431SBarry Smith Unconstrained Optimization and Nonlinear Equations" by Dennis 128393d2d9aSLois Curfman McInnes and Schnabel. 1295e76c431SBarry Smith */ 1304a2ae208SSatish Balay #undef __FUNCT__ 1314b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSolve_LS" 132dfbe8321SBarry Smith PetscErrorCode SNESSolve_LS(SNES snes) 1335e76c431SBarry Smith { 1344b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 1356849ba73SBarry Smith PetscErrorCode ierr; 136a7cc72afSBarry Smith PetscInt maxits,i,lits; 137a7cc72afSBarry Smith PetscTruth lssucceed; 138112a2221SBarry Smith MatStructure flg = DIFFERENT_NONZERO_PATTERN; 139329f5518SBarry Smith PetscReal fnorm,gnorm,xnorm,ynorm; 1405e42470aSBarry Smith Vec Y,X,F,G,W,TMP; 1413d4c4710SBarry Smith KSPConvergedReason kspreason; 1425e76c431SBarry Smith 1433a40ed3dSBarry Smith PetscFunctionBegin; 1443d4c4710SBarry Smith snes->numFailures = 0; 1453d4c4710SBarry Smith snes->numLinearSolveFailures = 0; 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); 166*3f149594SLisandro Dalcin 167*3f149594SLisandro Dalcin /* set parameter for default relative tolerance convergence test */ 168*3f149594SLisandro Dalcin snes->ttol = fnorm*snes->rtol; 169*3f149594SLisandro Dalcin if (snes->ops->converged) { 170e7788613SBarry Smith ierr = (*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 171*3f149594SLisandro Dalcin } 17206ee9f85SBarry Smith if (snes->reason) PetscFunctionReturn(0); 173d034289bSBarry Smith 1745e76c431SBarry Smith for (i=0; i<maxits; i++) { 1755e76c431SBarry Smith 176329e7e40SMatthew Knepley /* Call general purpose update function */ 177e7788613SBarry Smith if (snes->ops->update) { 178e7788613SBarry Smith ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 179de8cb200SMatthew Knepley } 180329e7e40SMatthew Knepley 181ea4d3ed3SLois Curfman McInnes /* Solve J Y = F, where J is Jacobian matrix */ 1825334005bSBarry Smith ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); 18394b7f48cSBarry Smith ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); 18471f87433Sdalcinl ierr = SNES_KSPSolve(snes,snes->ksp,F,Y);CHKERRQ(ierr); 1853d4c4710SBarry Smith ierr = KSPGetConvergedReason(snes->ksp,&kspreason);CHKERRQ(ierr); 1863d4c4710SBarry Smith if (kspreason < 0) { 1873d4c4710SBarry Smith if (++snes->numLinearSolveFailures >= snes->maxLinearSolveFailures) { 1883d4c4710SBarry Smith snes->reason = SNES_DIVERGED_LINEAR_SOLVE; 1893d4c4710SBarry Smith PetscFunctionReturn(0); 1903d4c4710SBarry Smith } 1913d4c4710SBarry Smith } 1923d4c4710SBarry Smith ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr); 193*3f149594SLisandro Dalcin snes->linear_its += lits; 194*3f149594SLisandro Dalcin ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr); 19574637425SBarry Smith 1969c3ca13aSBarry Smith if (neP->precheckstep) { 1979c3ca13aSBarry Smith PetscTruth changed_y = PETSC_FALSE; 1989c3ca13aSBarry Smith ierr = (*neP->precheckstep)(snes,X,Y,neP->precheck,&changed_y);CHKERRQ(ierr); 1999c3ca13aSBarry Smith } 2009c3ca13aSBarry Smith 201b0a32e0cSBarry Smith if (PetscLogPrintInfo){ 20274637425SBarry Smith ierr = SNESLSCheckResidual_Private(snes->jacobian,F,Y,G,W);CHKERRQ(ierr); 20385471664SBarry Smith } 20474637425SBarry Smith 205ea4d3ed3SLois Curfman McInnes /* Compute a (scaled) negative update in the line search routine: 206ea4d3ed3SLois Curfman McInnes Y <- X - lambda*Y 207e68848bdSBarry Smith and evaluate G = function(Y) (depends on the line search). 208ea4d3ed3SLois Curfman McInnes */ 20981b6cf68SLois Curfman McInnes ierr = VecCopy(Y,snes->vec_sol_update_always);CHKERRQ(ierr); 210*3f149594SLisandro Dalcin ynorm = 1; gnorm = fnorm; 211a7cc72afSBarry Smith ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr); 212ae15b995SBarry Smith ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",fnorm,gnorm,ynorm,(int)lssucceed);CHKERRQ(ierr); 213a3b891d8SBarry Smith TMP = F; F = G; snes->vec_func_always = F; G = TMP; 2143c632250SBarry Smith TMP = X; X = W; snes->vec_sol_always = X; W = TMP; 215a3b891d8SBarry Smith fnorm = gnorm; 2164a93e4ddSBarry Smith if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break; 217a3b891d8SBarry Smith 2185ed2d596SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 2195ed2d596SBarry Smith snes->iter = i+1; 2205ed2d596SBarry Smith snes->norm = fnorm; 2215ed2d596SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 2225ed2d596SBarry Smith SNESLogConvHistory(snes,fnorm,lits); 2235ed2d596SBarry Smith SNESMonitor(snes,i+1,fnorm); 2245ed2d596SBarry Smith 225a7cc72afSBarry Smith if (!lssucceed) { 2268a5d9ee4SBarry Smith PetscTruth ismin; 22750ffb88aSMatthew Knepley if (++snes->numFailures >= snes->maxFailures) { 2283505fcc1SBarry Smith snes->reason = SNES_DIVERGED_LS_FAILURE; 2298a5d9ee4SBarry Smith ierr = SNESLSCheckLocalMin_Private(snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr); 2308a5d9ee4SBarry Smith if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN; 2313505fcc1SBarry Smith break; 2323505fcc1SBarry Smith } 23350ffb88aSMatthew Knepley } 2345e76c431SBarry Smith 2355e76c431SBarry Smith /* Test for convergence */ 236e7788613SBarry Smith if (snes->ops->converged) { 23729e0b56fSBarry Smith ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm = || X || */ 238e7788613SBarry Smith ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 239*3f149594SLisandro Dalcin if (snes->reason) break; 24016c95cacSBarry Smith } 24129e0b56fSBarry Smith } 24239e2f89bSBarry Smith if (X != snes->vec_sol) { 243393d2d9aSLois Curfman McInnes ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr); 244e15f7bb5SBarry Smith } 245e15f7bb5SBarry Smith if (F != snes->vec_func) { 246e15f7bb5SBarry Smith ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr); 247e15f7bb5SBarry Smith } 24839e2f89bSBarry Smith snes->vec_sol_always = snes->vec_sol; 24939e2f89bSBarry Smith snes->vec_func_always = snes->vec_func; 25052392280SLois Curfman McInnes if (i == maxits) { 251ae15b995SBarry Smith ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr); 2523505fcc1SBarry Smith snes->reason = SNES_DIVERGED_MAX_IT; 25352392280SLois Curfman McInnes } 2543a40ed3dSBarry Smith PetscFunctionReturn(0); 2555e76c431SBarry Smith } 25604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 25704d965bbSLois Curfman McInnes /* 2584b27c08aSLois Curfman McInnes SNESSetUp_LS - Sets up the internal data structures for the later use 2594b27c08aSLois Curfman McInnes of the SNESLS nonlinear solver. 26004d965bbSLois Curfman McInnes 26104d965bbSLois Curfman McInnes Input Parameter: 26204d965bbSLois Curfman McInnes . snes - the SNES context 26304d965bbSLois Curfman McInnes . x - the solution vector 26404d965bbSLois Curfman McInnes 26504d965bbSLois Curfman McInnes Application Interface Routine: SNESSetUp() 26604d965bbSLois Curfman McInnes 26704d965bbSLois Curfman McInnes Notes: 2684b27c08aSLois Curfman McInnes For basic use of the SNES solvers, the user need not explicitly call 26904d965bbSLois Curfman McInnes SNESSetUp(), since these actions will automatically occur during 27004d965bbSLois Curfman McInnes the call to SNESSolve(). 27104d965bbSLois Curfman McInnes */ 2724a2ae208SSatish Balay #undef __FUNCT__ 2734b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS" 274dfbe8321SBarry Smith PetscErrorCode SNESSetUp_LS(SNES snes) 2755e76c431SBarry Smith { 276dfbe8321SBarry Smith PetscErrorCode ierr; 2773a40ed3dSBarry Smith 2783a40ed3dSBarry Smith PetscFunctionBegin; 279e74804ceSBarry Smith if (!snes->work) { 28081b6cf68SLois Curfman McInnes snes->nwork = 4; 281d7e8b826SBarry Smith ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr); 282efee365bSSatish Balay ierr = PetscLogObjectParents(snes,snes->nwork,snes->work);CHKERRQ(ierr); 28381b6cf68SLois Curfman McInnes snes->vec_sol_update_always = snes->work[3]; 284e74804ceSBarry Smith } 2853a40ed3dSBarry Smith PetscFunctionReturn(0); 2865e76c431SBarry Smith } 28704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 28804d965bbSLois Curfman McInnes /* 2894b27c08aSLois Curfman McInnes SNESDestroy_LS - Destroys the private SNES_LS context that was created 2904b27c08aSLois Curfman McInnes with SNESCreate_LS(). 29104d965bbSLois Curfman McInnes 29204d965bbSLois Curfman McInnes Input Parameter: 29304d965bbSLois Curfman McInnes . snes - the SNES context 29404d965bbSLois Curfman McInnes 295de49b36dSLois Curfman McInnes Application Interface Routine: SNESDestroy() 29604d965bbSLois Curfman McInnes */ 2974a2ae208SSatish Balay #undef __FUNCT__ 2984b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS" 299dfbe8321SBarry Smith PetscErrorCode SNESDestroy_LS(SNES snes) 3005e76c431SBarry Smith { 301dfbe8321SBarry Smith PetscErrorCode ierr; 3023a40ed3dSBarry Smith 3033a40ed3dSBarry Smith PetscFunctionBegin; 3045baf8537SBarry Smith if (snes->nwork) { 3054b0e389bSBarry Smith ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr); 30621c89e3eSBarry Smith } 3075c704376SSatish Balay ierr = PetscFree(snes->data);CHKERRQ(ierr); 308557d3f75SLisandro Dalcin 309557d3f75SLisandro Dalcin /* clear composed functions */ 310557d3f75SLisandro Dalcin ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","",PETSC_NULL);CHKERRQ(ierr); 311557d3f75SLisandro Dalcin ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","",PETSC_NULL);CHKERRQ(ierr); 312557d3f75SLisandro Dalcin ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","",PETSC_NULL);CHKERRQ(ierr); 313557d3f75SLisandro Dalcin 3143a40ed3dSBarry Smith PetscFunctionReturn(0); 3155e76c431SBarry Smith } 31604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3174a2ae208SSatish Balay #undef __FUNCT__ 31817bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNo" 31982bf6240SBarry Smith 3204b828684SBarry Smith /*@C 32117bae607SBarry Smith SNESLineSearchNo - This routine is not a line search at all; 3225e76c431SBarry Smith it simply uses the full Newton step. Thus, this routine is intended 3235e76c431SBarry Smith to serve as a template and is not recommended for general use. 3245e76c431SBarry Smith 325c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 326c7afd0dbSLois Curfman McInnes 3275e76c431SBarry Smith Input Parameters: 328c7afd0dbSLois Curfman McInnes + snes - nonlinear context 329af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 3305e76c431SBarry Smith . x - current iterate 3315e76c431SBarry Smith . f - residual evaluated at x 3323c632250SBarry Smith . y - search direction 3335e76c431SBarry Smith . w - work vector 334c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 3355e76c431SBarry Smith 336c4a48953SLois Curfman McInnes Output Parameters: 337c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 3383c632250SBarry Smith . w - new iterate 3395e76c431SBarry Smith . gnorm - 2-norm of g 3405e76c431SBarry Smith . ynorm - 2-norm of search length 341a7cc72afSBarry Smith - flag - PETSC_TRUE on success, PETSC_FALSE on failure 342fee21e36SBarry Smith 343c4a48953SLois Curfman McInnes Options Database Key: 34417bae607SBarry Smith . -snes_ls basic - Activates SNESLineSearchNo() 345c4a48953SLois Curfman McInnes 34636851e7fSLois Curfman McInnes Level: advanced 34736851e7fSLois Curfman McInnes 34828ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 34928ae5a21SLois Curfman McInnes 35017bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), 35117bae607SBarry Smith SNESLineSearchSet(), SNESLineSearchNoNorms() 3525e76c431SBarry Smith @*/ 35317bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNo(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 3545e76c431SBarry Smith { 355dfbe8321SBarry Smith PetscErrorCode ierr; 3564b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 3573c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 3585334005bSBarry Smith 3593a40ed3dSBarry Smith PetscFunctionBegin; 360a7cc72afSBarry Smith *flag = PETSC_TRUE; 361d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 362a3b38805SLois Curfman McInnes ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); /* ynorm = || y || */ 36379f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 3643c632250SBarry Smith if (neP->postcheckstep) { 3653c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 3668f99978dSLois Curfman McInnes } 3673c632250SBarry Smith if (changed_y) { 36879f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 3693c632250SBarry Smith } 3703c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 371d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 37219717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 37319717074SBarry Smith } 374d5e45103SBarry Smith CHKERRQ(ierr); 375d5e45103SBarry Smith 376a3b38805SLois Curfman McInnes ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); /* gnorm = || g || */ 37743e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 378d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 3793a40ed3dSBarry Smith PetscFunctionReturn(0); 3805e76c431SBarry Smith } 38104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3824a2ae208SSatish Balay #undef __FUNCT__ 38317bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNoNorms" 38482bf6240SBarry Smith 38529e0b56fSBarry Smith /*@C 38617bae607SBarry Smith SNESLineSearchNoNorms - This routine is not a line search at 38729e0b56fSBarry Smith all; it simply uses the full Newton step. This version does not 38829e0b56fSBarry Smith even compute the norm of the function or search direction; this 38929e0b56fSBarry Smith is intended only when you know the full step is fine and are 39029e0b56fSBarry Smith not checking for convergence of the nonlinear iteration (for 391c7afd0dbSLois Curfman McInnes example, you are running always for a fixed number of Newton steps). 392c7afd0dbSLois Curfman McInnes 393c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 39429e0b56fSBarry Smith 39529e0b56fSBarry Smith Input Parameters: 396c7afd0dbSLois Curfman McInnes + snes - nonlinear context 397af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 39829e0b56fSBarry Smith . x - current iterate 39929e0b56fSBarry Smith . f - residual evaluated at x 4003c632250SBarry Smith . y - search direction 40129e0b56fSBarry Smith . w - work vector 402c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 40329e0b56fSBarry Smith 40429e0b56fSBarry Smith Output Parameters: 405c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4063c632250SBarry Smith . w - new iterate 40729e0b56fSBarry Smith . gnorm - not changed 40829e0b56fSBarry Smith . ynorm - not changed 409a7cc72afSBarry Smith - flag - set to PETSC_TRUE indicating a successful line search 410fee21e36SBarry Smith 41129e0b56fSBarry Smith Options Database Key: 41217bae607SBarry Smith . -snes_ls basicnonorms - Activates SNESLineSearchNoNorms() 41329e0b56fSBarry Smith 4148cbba510SBarry Smith Notes: 41517bae607SBarry Smith SNESLineSearchNoNorms() must be used in conjunction with 416ea56f5baSLois Curfman McInnes either the options 417ea56f5baSLois Curfman McInnes $ -snes_no_convergence_test -snes_max_it <its> 418ea56f5baSLois Curfman McInnes or alternatively a user-defined custom test set via 419329f5518SBarry Smith SNESSetConvergenceTest(); or a -snes_max_it of 1, 420329f5518SBarry Smith otherwise, the SNES solver will generate an error. 421329f5518SBarry Smith 422329f5518SBarry Smith During the final iteration this will not evaluate the function at 423329f5518SBarry Smith the solution point. This is to save a function evaluation while 424329f5518SBarry Smith using pseudo-timestepping. 4258cbba510SBarry Smith 426ea56f5baSLois Curfman McInnes The residual norms printed by monitoring routines such as 427a6570f20SBarry Smith SNESMonitorDefault() (as activated via -snes_monitor) will not be 428ea56f5baSLois Curfman McInnes correct, since they are not computed. 429ea56f5baSLois Curfman McInnes 430ea56f5baSLois Curfman McInnes Level: advanced 4318cbba510SBarry Smith 43229e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic 43329e0b56fSBarry Smith 43417bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), 43517bae607SBarry Smith SNESLineSearchSet(), SNESLineSearchNo() 43629e0b56fSBarry Smith @*/ 43717bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 43829e0b56fSBarry Smith { 439dfbe8321SBarry Smith PetscErrorCode ierr; 4404b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 4413c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 44229e0b56fSBarry Smith 4433a40ed3dSBarry Smith PetscFunctionBegin; 444a7cc72afSBarry Smith *flag = PETSC_TRUE; 445d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 44679f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 4473c632250SBarry Smith if (neP->postcheckstep) { 4483c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 4493c632250SBarry Smith } 4503c632250SBarry Smith if (changed_y) { 45179f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 4528f99978dSLois Curfman McInnes } 453329f5518SBarry Smith 454329f5518SBarry Smith /* don't evaluate function the last time through */ 455329f5518SBarry Smith if (snes->iter < snes->max_its-1) { 4563c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 457d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 45819717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 45919717074SBarry Smith } 460d5e45103SBarry Smith CHKERRQ(ierr); 461329f5518SBarry Smith } 462d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 4633a40ed3dSBarry Smith PetscFunctionReturn(0); 46429e0b56fSBarry Smith } 46504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 4664a2ae208SSatish Balay #undef __FUNCT__ 46717bae607SBarry Smith #define __FUNCT__ "SNESLineSearchCubic" 4684b828684SBarry Smith /*@C 46917bae607SBarry Smith SNESLineSearchCubic - Performs a cubic line search (default line search method). 4705e76c431SBarry Smith 471c7afd0dbSLois Curfman McInnes Collective on SNES 472c7afd0dbSLois Curfman McInnes 4735e76c431SBarry Smith Input Parameters: 474c7afd0dbSLois Curfman McInnes + snes - nonlinear context 475af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 4765e76c431SBarry Smith . x - current iterate 4775e76c431SBarry Smith . f - residual evaluated at x 4783c632250SBarry Smith . y - search direction 4795e76c431SBarry Smith . w - work vector 480c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 4815e76c431SBarry Smith 482393d2d9aSLois Curfman McInnes Output Parameters: 483c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4843c632250SBarry Smith . w - new iterate 4855e76c431SBarry Smith . gnorm - 2-norm of g 4865e76c431SBarry Smith . ynorm - 2-norm of search length 487a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 488fee21e36SBarry Smith 489c4a48953SLois Curfman McInnes Options Database Key: 49017bae607SBarry Smith $ -snes_ls cubic - Activates SNESLineSearchCubic() 491c4a48953SLois Curfman McInnes 4925e76c431SBarry Smith Notes: 4935e76c431SBarry Smith This line search is taken from "Numerical Methods for Unconstrained 4945e76c431SBarry Smith Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 4955e76c431SBarry Smith 49636851e7fSLois Curfman McInnes Level: advanced 49736851e7fSLois Curfman McInnes 49828ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 49928ae5a21SLois Curfman McInnes 50017bae607SBarry Smith .seealso: SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms() 5015e76c431SBarry Smith @*/ 50217bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchCubic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 5035e76c431SBarry Smith { 504406556e6SLois Curfman McInnes /* 505406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 506406556e6SLois Curfman McInnes minimization problem: 507406556e6SLois Curfman McInnes min z(x): R^n -> R, 508406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 509406556e6SLois Curfman McInnes */ 510406556e6SLois Curfman McInnes 5115ca10a37SBarry Smith PetscReal steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength; 512275d25c3SBarry Smith PetscReal maxstep,minlambda,alpha,lambda,lambdatemp; 513aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 514ea709b57SSatish Balay PetscScalar cinitslope,clambda; 5156b5873e3SBarry Smith #endif 516dfbe8321SBarry Smith PetscErrorCode ierr; 517a7cc72afSBarry Smith PetscInt count; 5184b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 51979f36460SBarry Smith PetscScalar scale; 5203c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 5215e76c431SBarry Smith 5223a40ed3dSBarry Smith PetscFunctionBegin; 523d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 524a7cc72afSBarry Smith *flag = PETSC_TRUE; 5255e76c431SBarry Smith alpha = neP->alpha; 5265e76c431SBarry Smith maxstep = neP->maxstep; 5275e76c431SBarry Smith steptol = neP->steptol; 5285e76c431SBarry Smith 529cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 5309e247f21SBarry Smith if (!*ynorm) { 531ae15b995SBarry Smith ierr = PetscInfo(snes,"Search direction and size is 0\n");CHKERRQ(ierr); 532a1c2b6eeSLois Curfman McInnes *gnorm = fnorm; 5333c632250SBarry Smith ierr = VecCopy(x,w);CHKERRQ(ierr); 534a1c2b6eeSLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 535a7cc72afSBarry Smith *flag = PETSC_FALSE; 536ad922ac9SBarry Smith goto theend1; 53794a9d846SBarry Smith } 5385e76c431SBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 5395e42470aSBarry Smith scale = maxstep/(*ynorm); 540ae15b995SBarry Smith ierr = PetscInfo2(snes,"Scaling step by %G old ynorm %G\n",PetscRealPart(scale),*ynorm);CHKERRQ(ierr); 5412dcb1b2aSMatthew Knepley ierr = VecScale(y,scale);CHKERRQ(ierr); 5425e76c431SBarry Smith *ynorm = maxstep; 5435e76c431SBarry Smith } 544ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 5455ca10a37SBarry Smith minlambda = steptol/rellength; 546a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 547aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 548a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 549329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 5505e42470aSBarry Smith #else 551a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 5525e42470aSBarry Smith #endif 5535e76c431SBarry Smith if (initslope > 0.0) initslope = -initslope; 5545e76c431SBarry Smith if (initslope == 0.0) initslope = -1.0; 5555e76c431SBarry Smith 556e68848bdSBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 55743e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 558ae15b995SBarry Smith ierr = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr); 55943e71028SBarry Smith *flag = PETSC_FALSE; 56043e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 56143e71028SBarry Smith goto theend1; 56243e71028SBarry Smith } 56319717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 564d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 56519717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 56619717074SBarry Smith } 567d5e45103SBarry Smith CHKERRQ(ierr); 568313b5538SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 56943e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 5705d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 571ae15b995SBarry Smith ierr = PetscInfo(snes,"Using full step\n");CHKERRQ(ierr); 572ad922ac9SBarry Smith goto theend1; 5735e76c431SBarry Smith } 5745e76c431SBarry Smith 5755e76c431SBarry Smith /* Fit points with quadratic */ 576313b5538SBarry Smith lambda = 1.0; 577a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 5785e76c431SBarry Smith lambdaprev = lambda; 5795e76c431SBarry Smith gnormprev = *gnorm; 580329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 581ddd12767SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 582ddd12767SBarry Smith else lambda = lambdatemp; 583275d25c3SBarry Smith 584aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 585a23f76dfSSatish Balay clambda = lambda; ierr = VecWAXPY(w,-clambda,y,x);CHKERRQ(ierr); 5865e42470aSBarry Smith #else 587e68848bdSBarry Smith ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr); 5885e42470aSBarry Smith #endif 58943e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 590ae15b995SBarry Smith ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr); 59143e71028SBarry Smith *flag = PETSC_FALSE; 59243e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 59343e71028SBarry Smith goto theend1; 59443e71028SBarry Smith } 59519717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 596d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 59719717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 59819717074SBarry Smith } 599d5e45103SBarry Smith CHKERRQ(ierr); 600cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 60143e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 6025ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 603ae15b995SBarry Smith ierr = PetscInfo1(snes,"Quadratically determined step, lambda=%18.16e\n",lambda);CHKERRQ(ierr); 604ad922ac9SBarry Smith goto theend1; 6055e76c431SBarry Smith } 6065e76c431SBarry Smith 6075e76c431SBarry Smith /* Fit points with cubic */ 6085e76c431SBarry Smith count = 1; 6098229bfc2SMatthew Knepley while (count < 10000) { 6105e76c431SBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 611ae15b995SBarry Smith ierr = PetscInfo1(snes,"Unable to find good step length! %D \n",count);CHKERRQ(ierr); 612ae15b995SBarry Smith ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr); 61343e71028SBarry Smith *flag = PETSC_FALSE; 61443e71028SBarry Smith break; 6155e76c431SBarry Smith } 6165d1a10b1SBarry Smith t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope; 6175d1a10b1SBarry Smith t2 = .5*(gnormprev*gnormprev - fnorm*fnorm) - lambdaprev*initslope; 618ddd12767SBarry Smith a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6192b022350SLois Curfman McInnes b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6205e76c431SBarry Smith d = b*b - 3*a*initslope; 6215e76c431SBarry Smith if (d < 0.0) d = 0.0; 6225e76c431SBarry Smith if (a == 0.0) { 6235e76c431SBarry Smith lambdatemp = -initslope/(2.0*b); 6245e76c431SBarry Smith } else { 6255e76c431SBarry Smith lambdatemp = (-b + sqrt(d))/(3.0*a); 6265e76c431SBarry Smith } 6275e76c431SBarry Smith lambdaprev = lambda; 6285e76c431SBarry Smith gnormprev = *gnorm; 629329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 630329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 6315e76c431SBarry Smith else lambda = lambdatemp; 632aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 633275d25c3SBarry Smith clambda = lambda; 634e68848bdSBarry Smith ierr = VecWAXPY(w,-clambda,y,x);CHKERRQ(ierr); 6355e42470aSBarry Smith #else 636e68848bdSBarry Smith ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr); 6375e42470aSBarry Smith #endif 63843e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 639ae15b995SBarry Smith ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr); 640ae15b995SBarry Smith ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr); 641ed98166eSMatthew Knepley *flag = PETSC_FALSE; 64243e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 643ed98166eSMatthew Knepley break; 644ed98166eSMatthew Knepley } 64519717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 646d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 64719717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 64819717074SBarry Smith } 649d5e45103SBarry Smith CHKERRQ(ierr); 650cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 65143e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 6525ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */ 653ae15b995SBarry Smith ierr = PetscInfo1(snes,"Cubically determined step, lambda=%18.16e\n",lambda);CHKERRQ(ierr); 65443e71028SBarry Smith break; 6552b022350SLois Curfman McInnes } else { 656ae15b995SBarry Smith ierr = PetscInfo1(snes,"Cubic step no good, shrinking lambda, lambda=%18.16e\n",lambda);CHKERRQ(ierr); 6575e76c431SBarry Smith } 6585e76c431SBarry Smith count++; 6595e76c431SBarry Smith } 6608229bfc2SMatthew Knepley if (count >= 10000) { 661cd7625f8SBarry Smith SETERRQ(PETSC_ERR_LIB, "Lambda was decreased more than 10,000 times, so something is probably wrong with the function evaluation"); 6628229bfc2SMatthew Knepley } 663ad922ac9SBarry Smith theend1: 6648f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 6653c632250SBarry Smith if (neP->postcheckstep && *flag) { 6663c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 6673c632250SBarry Smith if (changed_y) { 66879f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 6693c632250SBarry Smith } 6703c632250SBarry Smith if (changed_y || changed_w) { /* recompute the function if the step has changed */ 6713c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 672d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 67319717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 67419717074SBarry Smith } 675d5e45103SBarry Smith CHKERRQ(ierr); 6768f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 67743e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 6783c632250SBarry Smith ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr); 6798f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 6803c632250SBarry Smith ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr); 6818f99978dSLois Curfman McInnes } 6828f99978dSLois Curfman McInnes } 683d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 6843a40ed3dSBarry Smith PetscFunctionReturn(0); 6855e76c431SBarry Smith } 68604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 6874a2ae208SSatish Balay #undef __FUNCT__ 68817bae607SBarry Smith #define __FUNCT__ "SNESLineSearchQuadratic" 6894b828684SBarry Smith /*@C 69017bae607SBarry Smith SNESLineSearchQuadratic - Performs a quadratic line search. 6915e76c431SBarry Smith 692c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 693c7afd0dbSLois Curfman McInnes 6945e42470aSBarry Smith Input Parameters: 695c7afd0dbSLois Curfman McInnes + snes - the SNES context 696af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 6975e42470aSBarry Smith . x - current iterate 6985e42470aSBarry Smith . f - residual evaluated at x 6993c632250SBarry Smith . y - search direction 7005e42470aSBarry Smith . w - work vector 701c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 7025e42470aSBarry Smith 703c4a48953SLois Curfman McInnes Output Parameters: 7047f3332b4SBarry Smith + g - residual evaluated at new iterate w 7057f3332b4SBarry Smith . w - new iterate (x + alpha*y) 7065e42470aSBarry Smith . gnorm - 2-norm of g 7075e42470aSBarry Smith . ynorm - 2-norm of search length 708a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 709fee21e36SBarry Smith 710c4a48953SLois Curfman McInnes Options Database Key: 71117bae607SBarry Smith . -snes_ls quadratic - Activates SNESLineSearchQuadratic() 712c4a48953SLois Curfman McInnes 7135e42470aSBarry Smith Notes: 71417bae607SBarry Smith Use SNESLineSearchSet() to set this routine within the SNESLS method. 7155e42470aSBarry Smith 71636851e7fSLois Curfman McInnes Level: advanced 71736851e7fSLois Curfman McInnes 718f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search 719f59ffdedSLois Curfman McInnes 72017bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms() 7215e42470aSBarry Smith @*/ 72217bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchQuadratic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 7235e76c431SBarry Smith { 724406556e6SLois Curfman McInnes /* 725406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 726406556e6SLois Curfman McInnes minimization problem: 727406556e6SLois Curfman McInnes min z(x): R^n -> R, 728406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2. 729406556e6SLois Curfman McInnes */ 730275d25c3SBarry Smith PetscReal steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,rellength; 731aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 732ea709b57SSatish Balay PetscScalar cinitslope,clambda; 7336b5873e3SBarry Smith #endif 734dfbe8321SBarry Smith PetscErrorCode ierr; 735a7cc72afSBarry Smith PetscInt count; 7364b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 73779f36460SBarry Smith PetscScalar scale; 7383c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 7395e76c431SBarry Smith 7403a40ed3dSBarry Smith PetscFunctionBegin; 741d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 742a7cc72afSBarry Smith *flag = PETSC_TRUE; 7435e42470aSBarry Smith alpha = neP->alpha; 7445e42470aSBarry Smith maxstep = neP->maxstep; 7455e42470aSBarry Smith steptol = neP->steptol; 7465e76c431SBarry Smith 7473505fcc1SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 74863b9fa5eSBarry Smith if (*ynorm == 0.0) { 749ae15b995SBarry Smith ierr = PetscInfo(snes,"Search direction and size is 0\n");CHKERRQ(ierr); 750b37302c6SLois Curfman McInnes *gnorm = fnorm; 751e68848bdSBarry Smith ierr = VecCopy(x,w);CHKERRQ(ierr); 752b37302c6SLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 753a7cc72afSBarry Smith *flag = PETSC_FALSE; 754ad922ac9SBarry Smith goto theend2; 75594a9d846SBarry Smith } 7565e42470aSBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 7575e42470aSBarry Smith scale = maxstep/(*ynorm); 7582dcb1b2aSMatthew Knepley ierr = VecScale(y,scale);CHKERRQ(ierr); 7595e42470aSBarry Smith *ynorm = maxstep; 7605e76c431SBarry Smith } 761ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 7625ca10a37SBarry Smith minlambda = steptol/rellength; 763a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 764aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 765a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 766329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 7675e42470aSBarry Smith #else 768a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 7695e42470aSBarry Smith #endif 7705e42470aSBarry Smith if (initslope > 0.0) initslope = -initslope; 7715e42470aSBarry Smith if (initslope == 0.0) initslope = -1.0; 7725e42470aSBarry Smith 773e68848bdSBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 77443e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 775ae15b995SBarry Smith ierr = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr); 77643e71028SBarry Smith *flag = PETSC_FALSE; 77743e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 77843e71028SBarry Smith goto theend2; 77943e71028SBarry Smith } 78019717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 781d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 78219717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 78319717074SBarry Smith } 784d5e45103SBarry Smith CHKERRQ(ierr); 785cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 78643e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 7875d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 788ae15b995SBarry Smith ierr = PetscInfo(snes,"Using full step\n");CHKERRQ(ierr); 789ad922ac9SBarry Smith goto theend2; 7905e42470aSBarry Smith } 7915e42470aSBarry Smith 7925e42470aSBarry Smith /* Fit points with quadratic */ 793313b5538SBarry Smith lambda = 1.0; 7945e42470aSBarry Smith count = 1; 7955ca10a37SBarry Smith while (PETSC_TRUE) { 7965e42470aSBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 797ae15b995SBarry Smith ierr = PetscInfo1(snes,"Unable to find good step length! %D \n",count);CHKERRQ(ierr); 798ae15b995SBarry Smith ierr = PetscInfo5(snes,"fnorm=%G, gnorm=%G, ynorm=%G, lambda=%G, initial slope=%G\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr); 799e68848bdSBarry Smith ierr = VecCopy(x,w);CHKERRQ(ierr); 80043e71028SBarry Smith *flag = PETSC_FALSE; 80143e71028SBarry Smith break; 8025e42470aSBarry Smith } 803a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 804329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 805329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 806329f5518SBarry Smith else lambda = lambdatemp; 807275d25c3SBarry Smith 808aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 809e68848bdSBarry Smith clambda = lambda; ierr = VecWAXPY(w,-clambda,y,x);CHKERRQ(ierr); 8105e42470aSBarry Smith #else 811e68848bdSBarry Smith ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr); 8125e42470aSBarry Smith #endif 81343e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 814ae15b995SBarry Smith ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr); 815ae15b995SBarry Smith ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr); 816ed98166eSMatthew Knepley *flag = PETSC_FALSE; 81743e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 818ed98166eSMatthew Knepley break; 819ed98166eSMatthew Knepley } 82019717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 821d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 82219717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 82319717074SBarry Smith } 824d5e45103SBarry Smith CHKERRQ(ierr); 825cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 82643e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 8275ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 828ae15b995SBarry Smith ierr = PetscInfo1(snes,"Quadratically determined step, lambda=%G\n",lambda);CHKERRQ(ierr); 82906259719SBarry Smith break; 8305e42470aSBarry Smith } 8315e42470aSBarry Smith count++; 8325e42470aSBarry Smith } 833ad922ac9SBarry Smith theend2: 8348f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 8353c632250SBarry Smith if (neP->postcheckstep) { 8363c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 8373c632250SBarry Smith if (changed_y) { 83879f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 8393c632250SBarry Smith } 8403c632250SBarry Smith if (changed_y || changed_w) { /* recompute the function if the step has changed */ 8413c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 842d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 84319717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 84419717074SBarry Smith } 845d5e45103SBarry Smith CHKERRQ(ierr); 8468f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 8473c632250SBarry Smith ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr); 8488f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 8493c632250SBarry Smith ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr); 8503c632250SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 8518f99978dSLois Curfman McInnes } 8528f99978dSLois Curfman McInnes } 853d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8543a40ed3dSBarry Smith PetscFunctionReturn(0); 8555e76c431SBarry Smith } 8562343ba6eSBarry Smith 85704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 8584a2ae208SSatish Balay #undef __FUNCT__ 85917bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet" 860c9e6a524SLois Curfman McInnes /*@C 86117bae607SBarry Smith SNESLineSearchSet - Sets the line search routine to be used 8624b27c08aSLois Curfman McInnes by the method SNESLS. 8635e76c431SBarry Smith 8645e76c431SBarry Smith Input Parameters: 865c7afd0dbSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 866af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for use by line search 867c7afd0dbSLois Curfman McInnes - func - pointer to int function 8685e76c431SBarry Smith 869fee21e36SBarry Smith Collective on SNES 870fee21e36SBarry Smith 871c4a48953SLois Curfman McInnes Available Routines: 87217bae607SBarry Smith + SNESLineSearchCubic() - default line search 87317bae607SBarry Smith . SNESLineSearchQuadratic() - quadratic line search 87417bae607SBarry Smith . SNESLineSearchNo() - the full Newton step (actually not a line search) 87517bae607SBarry Smith - SNESLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel) 8765e76c431SBarry Smith 877c4a48953SLois Curfman McInnes Options Database Keys: 8784b27c08aSLois Curfman McInnes + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 8794b27c08aSLois Curfman McInnes . -snes_ls_alpha <alpha> - Sets alpha 8804b27c08aSLois Curfman McInnes . -snes_ls_maxstep <max> - Sets maxstep 8814b27c08aSLois Curfman McInnes - -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 8823304466cSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 8833304466cSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 884c4a48953SLois Curfman McInnes 8855e76c431SBarry Smith Calling sequence of func: 886bd208895SLois Curfman McInnes .vb 887af2d14d2SLois Curfman McInnes func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w, 888a7cc72afSBarry Smith PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 889bd208895SLois Curfman McInnes .ve 8905e76c431SBarry Smith 8915e76c431SBarry Smith Input parameters for func: 892c7afd0dbSLois Curfman McInnes + snes - nonlinear context 893af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for line search 8945e76c431SBarry Smith . x - current iterate 8955e76c431SBarry Smith . f - residual evaluated at x 8963c632250SBarry Smith . y - search direction 8975e76c431SBarry Smith . w - work vector 898c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 8995e76c431SBarry Smith 9005e76c431SBarry Smith Output parameters for func: 901c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 9023c632250SBarry Smith . w - new iterate 9035e76c431SBarry Smith . gnorm - 2-norm of g 9045e76c431SBarry Smith . ynorm - 2-norm of search length 905a7cc72afSBarry Smith - flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure. 906f59ffdedSLois Curfman McInnes 90736851e7fSLois Curfman McInnes Level: advanced 90836851e7fSLois Curfman McInnes 909f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine 910f59ffdedSLois Curfman McInnes 91117bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchNoNorms(), 91217bae607SBarry Smith SNESLineSearchSetPostCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams(), SNESLineSearchSetPreCheck() 9135e76c431SBarry Smith @*/ 91417bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void *lsctx) 9155e76c431SBarry Smith { 916a7cc72afSBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*); 91782bf6240SBarry Smith 9183a40ed3dSBarry Smith PetscFunctionBegin; 91917bae607SBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSet_C",(void (**)(void))&f);CHKERRQ(ierr); 92082bf6240SBarry Smith if (f) { 921af2d14d2SLois Curfman McInnes ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr); 92282bf6240SBarry Smith } 9233a40ed3dSBarry Smith PetscFunctionReturn(0); 9245e76c431SBarry Smith } 9258e019c35SBarry Smith 926a7cc72afSBarry 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*/ 92704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 928fb2e594dSBarry Smith EXTERN_C_BEGIN 9294a2ae208SSatish Balay #undef __FUNCT__ 93017bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet_LS" 93117bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet_LS(SNES snes,FCN2 func,void *lsctx) 93282bf6240SBarry Smith { 93382bf6240SBarry Smith PetscFunctionBegin; 9344b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->LineSearch = func; 9354b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->lsP = lsctx; 93682bf6240SBarry Smith PetscFunctionReturn(0); 93782bf6240SBarry Smith } 938fb2e594dSBarry Smith EXTERN_C_END 93904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 9404a2ae208SSatish Balay #undef __FUNCT__ 9413c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck" 942c8dd0c0dSLois Curfman McInnes /*@C 9433c632250SBarry Smith SNESLineSearchSetPostCheck - Sets a routine to check the validity of new iterate computed 9444b27c08aSLois Curfman McInnes by the line search routine in the Newton-based method SNESLS. 945c8dd0c0dSLois Curfman McInnes 946c8dd0c0dSLois Curfman McInnes Input Parameters: 947c8dd0c0dSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 9483c632250SBarry Smith . func - pointer to function 949c8dd0c0dSLois Curfman McInnes - checkctx - optional user-defined context for use by step checking routine 950c8dd0c0dSLois Curfman McInnes 951c8dd0c0dSLois Curfman McInnes Collective on SNES 952c8dd0c0dSLois Curfman McInnes 953c8dd0c0dSLois Curfman McInnes Calling sequence of func: 954c8dd0c0dSLois Curfman McInnes .vb 9553c632250SBarry Smith int func (SNES snes, Vec x,Vec y,Vec w,void *checkctx, PetscTruth *changed_y,PetscTruth *changed_w) 956c8dd0c0dSLois Curfman McInnes .ve 957b1ae27eaSLois Curfman McInnes where func returns an error code of 0 on success and a nonzero 958b1ae27eaSLois Curfman McInnes on failure. 959c8dd0c0dSLois Curfman McInnes 960c8dd0c0dSLois Curfman McInnes Input parameters for func: 961c8dd0c0dSLois Curfman McInnes + snes - nonlinear context 962c8dd0c0dSLois Curfman McInnes . checkctx - optional user-defined context for use by step checking routine 9633c632250SBarry Smith . x - previous iterate 9643c632250SBarry Smith . y - new search direction and length 9653c632250SBarry Smith - w - current candidate iterate 966c8dd0c0dSLois Curfman McInnes 967c8dd0c0dSLois Curfman McInnes Output parameters for func: 9683c632250SBarry Smith + y - search direction (possibly changed) 9693c632250SBarry Smith . w - current iterate (possibly modified) 9703c632250SBarry Smith . changed_y - indicates search direction was changed by this routine 9713c632250SBarry Smith - changed_w - indicates current iterate was changed by this routine 972c8dd0c0dSLois Curfman McInnes 973c8dd0c0dSLois Curfman McInnes Level: advanced 974c8dd0c0dSLois Curfman McInnes 9759e247f21SBarry Smith Notes: All line searches accept the new iterate computed by the line search checking routine. 9769e247f21SBarry Smith 9773c632250SBarry Smith Only one of changed_y and changed_w can be PETSC_TRUE 9783c632250SBarry Smith 9793c632250SBarry Smith On input w = x + y 9803c632250SBarry Smith 98117bae607SBarry Smith SNESLineSearchNo() and SNESLineSearchNoNorms() (1) compute a candidate iterate u_{i+1}, (2) pass control 982b1ae27eaSLois Curfman McInnes to the checking routine, and then (3) compute the corresponding nonlinear 983ea56f5baSLois Curfman McInnes function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}. 9848f99978dSLois Curfman McInnes 98517bae607SBarry Smith SNESLineSearchQuadratic() and SNESLineSearchCubic() (1) compute a candidate iterate u_{i+1} as well as a 986ea56f5baSLois Curfman McInnes candidate nonlinear function f(u_{i+1}), (2) pass control to the checking 987ea56f5baSLois Curfman McInnes routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes 988ea56f5baSLois Curfman McInnes were made to the candidate iterate in the checking routine (as indicated 9899e247f21SBarry Smith by flag=PETSC_TRUE). The overhead of this extra function re-evaluation can be 990b1ae27eaSLois Curfman McInnes very costly, so use this feature with caution! 9918f99978dSLois Curfman McInnes 992c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine 993c8dd0c0dSLois Curfman McInnes 99417bae607SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPreCheck() 995c8dd0c0dSLois Curfman McInnes @*/ 9963c632250SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void *checkctx) 997c8dd0c0dSLois Curfman McInnes { 9983c632250SBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void*); 999c8dd0c0dSLois Curfman McInnes 1000c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 10013c632250SBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPostCheck_C",(void (**)(void))&f);CHKERRQ(ierr); 1002c8dd0c0dSLois Curfman McInnes if (f) { 1003c8dd0c0dSLois Curfman McInnes ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr); 1004c8dd0c0dSLois Curfman McInnes } 1005c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 1006c8dd0c0dSLois Curfman McInnes } 10079c3ca13aSBarry Smith #undef __FUNCT__ 10089c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck" 10099c3ca13aSBarry Smith /*@C 10109c3ca13aSBarry Smith SNESLineSearchSetPreCheck - Sets a routine to check the validity of a new direction given by the linear solve 10117e4bb74cSBarry Smith before the line search is called. 10129c3ca13aSBarry Smith 10139c3ca13aSBarry Smith Input Parameters: 10149c3ca13aSBarry Smith + snes - nonlinear context obtained from SNESCreate() 10159c3ca13aSBarry Smith . func - pointer to function 10169c3ca13aSBarry Smith - checkctx - optional user-defined context for use by step checking routine 10179c3ca13aSBarry Smith 10189c3ca13aSBarry Smith Collective on SNES 10199c3ca13aSBarry Smith 10209c3ca13aSBarry Smith Calling sequence of func: 10219c3ca13aSBarry Smith .vb 10221e3347e8SBarry Smith int func (SNES snes, Vec x,Vec y,void *checkctx, PetscTruth *changed_y) 10239c3ca13aSBarry Smith .ve 10249c3ca13aSBarry Smith where func returns an error code of 0 on success and a nonzero 10259c3ca13aSBarry Smith on failure. 10269c3ca13aSBarry Smith 10279c3ca13aSBarry Smith Input parameters for func: 10289c3ca13aSBarry Smith + snes - nonlinear context 10299c3ca13aSBarry Smith . checkctx - optional user-defined context for use by step checking routine 10309c3ca13aSBarry Smith . x - previous iterate 10319c3ca13aSBarry Smith - y - new search direction and length 10329c3ca13aSBarry Smith 10339c3ca13aSBarry Smith Output parameters for func: 10349c3ca13aSBarry Smith + y - search direction (possibly changed) 10359c3ca13aSBarry Smith - changed_y - indicates search direction was changed by this routine 10369c3ca13aSBarry Smith 10379c3ca13aSBarry Smith Level: advanced 10389c3ca13aSBarry Smith 10399c3ca13aSBarry Smith Notes: All line searches accept the new iterate computed by the line search checking routine. 10409c3ca13aSBarry Smith 10419c3ca13aSBarry Smith .keywords: SNES, nonlinear, set, line search check, step check, routine 10429c3ca13aSBarry Smith 10437e4bb74cSBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck(), SNESSetUpdate() 10449c3ca13aSBarry Smith @*/ 10459c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,void*,PetscTruth*),void *checkctx) 10469c3ca13aSBarry Smith { 10479c3ca13aSBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,void*,PetscTruth*),void*); 10489c3ca13aSBarry Smith 10499c3ca13aSBarry Smith PetscFunctionBegin; 10509c3ca13aSBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPreCheck_C",(void (**)(void))&f);CHKERRQ(ierr); 10519c3ca13aSBarry Smith if (f) { 10529c3ca13aSBarry Smith ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr); 10539c3ca13aSBarry Smith } 10549c3ca13aSBarry Smith PetscFunctionReturn(0); 10559c3ca13aSBarry Smith } 10569c3ca13aSBarry Smith 1057c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 10589c3ca13aSBarry Smith typedef PetscErrorCode (*FCN1)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*); /* force argument to next function to not be extern C*/ 10599c3ca13aSBarry Smith typedef PetscErrorCode (*FCN3)(SNES,Vec,Vec,void*,PetscTruth*); /* force argument to next function to not be extern C*/ 1060c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN 10614a2ae208SSatish Balay #undef __FUNCT__ 10623c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck_LS" 10639c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck_LS(SNES snes,FCN1 func,void *checkctx) 1064c8dd0c0dSLois Curfman McInnes { 1065c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 10663c632250SBarry Smith ((SNES_LS *)(snes->data))->postcheckstep = func; 10673c632250SBarry Smith ((SNES_LS *)(snes->data))->postcheck = checkctx; 1068c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 1069c8dd0c0dSLois Curfman McInnes } 1070c8dd0c0dSLois Curfman McInnes EXTERN_C_END 10719c3ca13aSBarry Smith 10729c3ca13aSBarry Smith EXTERN_C_BEGIN 10739c3ca13aSBarry Smith #undef __FUNCT__ 10749c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck_LS" 10759c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck_LS(SNES snes,FCN3 func,void *checkctx) 10769c3ca13aSBarry Smith { 10779c3ca13aSBarry Smith PetscFunctionBegin; 10789c3ca13aSBarry Smith ((SNES_LS *)(snes->data))->precheckstep = func; 10799c3ca13aSBarry Smith ((SNES_LS *)(snes->data))->precheck = checkctx; 10809c3ca13aSBarry Smith PetscFunctionReturn(0); 10819c3ca13aSBarry Smith } 10829c3ca13aSBarry Smith EXTERN_C_END 1083329e7e40SMatthew Knepley 1084329e7e40SMatthew Knepley /* 10854b27c08aSLois Curfman McInnes SNESView_LS - Prints info from the SNESLS data structure. 108604d965bbSLois Curfman McInnes 108704d965bbSLois Curfman McInnes Input Parameters: 108804d965bbSLois Curfman McInnes . SNES - the SNES context 108904d965bbSLois Curfman McInnes . viewer - visualization context 109004d965bbSLois Curfman McInnes 109104d965bbSLois Curfman McInnes Application Interface Routine: SNESView() 109204d965bbSLois Curfman McInnes */ 10934a2ae208SSatish Balay #undef __FUNCT__ 10944b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS" 10956849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer) 1096a935fc98SLois Curfman McInnes { 10974b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 10982fc52814SBarry Smith const char *cstr; 1099dfbe8321SBarry Smith PetscErrorCode ierr; 110032077d6dSBarry Smith PetscTruth iascii; 1101a935fc98SLois Curfman McInnes 11023a40ed3dSBarry Smith PetscFunctionBegin; 110332077d6dSBarry Smith ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr); 110432077d6dSBarry Smith if (iascii) { 110517bae607SBarry Smith if (ls->LineSearch == SNESLineSearchNo) cstr = "SNESLineSearchNo"; 110617bae607SBarry Smith else if (ls->LineSearch == SNESLineSearchQuadratic) cstr = "SNESLineSearchQuadratic"; 110717bae607SBarry Smith else if (ls->LineSearch == SNESLineSearchCubic) cstr = "SNESLineSearchCubic"; 110819bcc07fSBarry Smith else cstr = "unknown"; 1109b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," line search variant: %s\n",cstr);CHKERRQ(ierr); 1110a83599f4SBarry Smith ierr = PetscViewerASCIIPrintf(viewer," alpha=%G, maxstep=%G, steptol=%G\n",ls->alpha,ls->maxstep,ls->steptol);CHKERRQ(ierr); 11115cd90555SBarry Smith } else { 111279a5c55eSBarry Smith SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name); 111319bcc07fSBarry Smith } 11143a40ed3dSBarry Smith PetscFunctionReturn(0); 1115a935fc98SLois Curfman McInnes } 111604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 111704d965bbSLois Curfman McInnes /* 11184b27c08aSLois Curfman McInnes SNESSetFromOptions_LS - Sets various parameters for the SNESLS method. 111904d965bbSLois Curfman McInnes 112004d965bbSLois Curfman McInnes Input Parameter: 112104d965bbSLois Curfman McInnes . snes - the SNES context 112204d965bbSLois Curfman McInnes 112304d965bbSLois Curfman McInnes Application Interface Routine: SNESSetFromOptions() 112404d965bbSLois Curfman McInnes */ 11254a2ae208SSatish Balay #undef __FUNCT__ 11264b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS" 11276849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes) 11285e42470aSBarry Smith { 11294b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 1130e5999256SBarry Smith const char *lses[] = {"basic","basicnonorms","quadratic","cubic"}; 1131dfbe8321SBarry Smith PetscErrorCode ierr; 1132a7cc72afSBarry Smith PetscInt indx; 1133f1af5d2fSBarry Smith PetscTruth flg; 11345e42470aSBarry Smith 11353a40ed3dSBarry Smith PetscFunctionBegin; 1136b0a32e0cSBarry Smith ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr); 11374b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr); 11384b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr); 11394b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_steptol","Step must be greater than","None",ls->steptol,&ls->steptol,0);CHKERRQ(ierr); 1140186905e3SBarry Smith 114117bae607SBarry Smith ierr = PetscOptionsEList("-snes_ls","Line search used","SNESLineSearchSet",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr); 114225cdf11fSBarry Smith if (flg) { 114322e36657SBarry Smith switch (indx) { 1144b49fd9e1SBarry Smith case 0: 114517bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchNo,PETSC_NULL);CHKERRQ(ierr); 1146b49fd9e1SBarry Smith break; 1147b49fd9e1SBarry Smith case 1: 114817bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr); 1149b49fd9e1SBarry Smith break; 1150b49fd9e1SBarry Smith case 2: 115117bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchQuadratic,PETSC_NULL);CHKERRQ(ierr); 1152b49fd9e1SBarry Smith break; 1153b49fd9e1SBarry Smith case 3: 115417bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchCubic,PETSC_NULL);CHKERRQ(ierr); 1155b49fd9e1SBarry Smith break; 11565e42470aSBarry Smith } 11575e42470aSBarry Smith } 1158b0a32e0cSBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 11593a40ed3dSBarry Smith PetscFunctionReturn(0); 11605e42470aSBarry Smith } 116104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 1162*3f149594SLisandro Dalcin #undef __FUNCT__ 1163*3f149594SLisandro Dalcin #define __FUNCT__ "SNESConverged_LS" 1164*3f149594SLisandro Dalcin /*@C 1165*3f149594SLisandro Dalcin SNESConverged_LS - Monitors the convergence of the line search 1166*3f149594SLisandro Dalcin method SNESLS for solving systems of nonlinear equations (default). 1167*3f149594SLisandro Dalcin 1168*3f149594SLisandro Dalcin Collective on SNES 1169*3f149594SLisandro Dalcin 1170*3f149594SLisandro Dalcin Input Parameters: 1171*3f149594SLisandro Dalcin + snes - the SNES context 1172*3f149594SLisandro Dalcin . it - the iteration (0 indicates before any Newton steps) 1173*3f149594SLisandro Dalcin . xnorm - 2-norm of current iterate 1174*3f149594SLisandro Dalcin . pnorm - 2-norm of current step 1175*3f149594SLisandro Dalcin . fnorm - 2-norm of function at current iterate 1176*3f149594SLisandro Dalcin - dummy - unused context 1177*3f149594SLisandro Dalcin 1178*3f149594SLisandro Dalcin Output Parameter: 1179*3f149594SLisandro Dalcin . reason - one of 1180*3f149594SLisandro Dalcin $ SNES_CONVERGED_FNORM_ABS - (fnorm < abstol), 1181*3f149594SLisandro Dalcin $ SNES_CONVERGED_PNORM_RELATIVE - (pnorm < xtol*xnorm), 1182*3f149594SLisandro Dalcin $ SNES_CONVERGED_FNORM_RELATIVE - (fnorm < rtol*fnorm0), 1183*3f149594SLisandro Dalcin $ SNES_DIVERGED_FUNCTION_COUNT - (nfct > maxf), 1184*3f149594SLisandro Dalcin $ SNES_DIVERGED_FNORM_NAN - (fnorm == NaN), 1185*3f149594SLisandro Dalcin $ SNES_CONVERGED_ITERATING - (otherwise), 1186*3f149594SLisandro Dalcin 1187*3f149594SLisandro Dalcin where 1188*3f149594SLisandro Dalcin + maxf - maximum number of function evaluations, 1189*3f149594SLisandro Dalcin set with SNESSetTolerances() 1190*3f149594SLisandro Dalcin . nfct - number of function evaluations, 1191*3f149594SLisandro Dalcin . abstol - absolute function norm tolerance, 1192*3f149594SLisandro Dalcin set with SNESSetTolerances() 1193*3f149594SLisandro Dalcin - rtol - relative function norm tolerance, set with SNESSetTolerances() 1194*3f149594SLisandro Dalcin 1195*3f149594SLisandro Dalcin Level: intermediate 1196*3f149594SLisandro Dalcin 1197*3f149594SLisandro Dalcin .keywords: SNES, nonlinear, default, converged, convergence 1198*3f149594SLisandro Dalcin 1199*3f149594SLisandro Dalcin .seealso: SNESSetConvergenceTest() 1200*3f149594SLisandro Dalcin @*/ 1201*3f149594SLisandro Dalcin PetscErrorCode PETSCSNES_DLLEXPORT SNESConverged_LS(SNES snes,PetscInt it,PetscReal xnorm,PetscReal pnorm,PetscReal fnorm,SNESConvergedReason *reason,void *dummy) 1202*3f149594SLisandro Dalcin { 1203*3f149594SLisandro Dalcin PetscErrorCode ierr; 1204*3f149594SLisandro Dalcin PetscFunctionBegin; 1205*3f149594SLisandro Dalcin PetscValidHeaderSpecific(snes,SNES_COOKIE,1); 1206*3f149594SLisandro Dalcin PetscValidType(snes,1); 1207*3f149594SLisandro Dalcin PetscValidPointer(reason,6); 1208*3f149594SLisandro Dalcin ierr = SNESDefaultConverged(snes,it,xnorm,pnorm,fnorm,reason,dummy);CHKERRQ(ierr); 1209*3f149594SLisandro Dalcin PetscFunctionReturn(0); 1210*3f149594SLisandro Dalcin } 1211*3f149594SLisandro Dalcin /* -------------------------------------------------------------------------- */ 1212ebe3b25bSBarry Smith /*MC 1213ebe3b25bSBarry Smith SNESLS - Newton based nonlinear solver that uses a line search 121404d965bbSLois Curfman McInnes 1215ebe3b25bSBarry Smith Options Database: 1216ebe3b25bSBarry Smith + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 1217ebe3b25bSBarry Smith . -snes_ls_alpha <alpha> - Sets alpha 1218ebe3b25bSBarry Smith . -snes_ls_maxstep <max> - Sets maxstep 1219ebe3b25bSBarry Smith - -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 1220ebe3b25bSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 1221ebe3b25bSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 122204d965bbSLois Curfman McInnes 1223ebe3b25bSBarry Smith Notes: This is the default nonlinear solver in SNES 122404d965bbSLois Curfman McInnes 1225ee3001cbSBarry Smith Level: beginner 1226ee3001cbSBarry Smith 122717bae607SBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESTR, SNESLineSearchSet(), 122817bae607SBarry Smith SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(), 122917bae607SBarry Smith SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck() 1230ebe3b25bSBarry Smith 1231ebe3b25bSBarry Smith M*/ 1232fb2e594dSBarry Smith EXTERN_C_BEGIN 12334a2ae208SSatish Balay #undef __FUNCT__ 12344b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS" 123563dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESCreate_LS(SNES snes) 12365e42470aSBarry Smith { 1237dfbe8321SBarry Smith PetscErrorCode ierr; 12384b27c08aSLois Curfman McInnes SNES_LS *neP; 12395e42470aSBarry Smith 12403a40ed3dSBarry Smith PetscFunctionBegin; 1241e7788613SBarry Smith snes->ops->setup = SNESSetUp_LS; 1242e7788613SBarry Smith snes->ops->solve = SNESSolve_LS; 1243e7788613SBarry Smith snes->ops->destroy = SNESDestroy_LS; 1244e7788613SBarry Smith snes->ops->converged = SNESConverged_LS; 1245e7788613SBarry Smith snes->ops->setfromoptions = SNESSetFromOptions_LS; 1246e7788613SBarry Smith snes->ops->view = SNESView_LS; 12475baf8537SBarry Smith snes->nwork = 0; 12485e42470aSBarry Smith 12494b27c08aSLois Curfman McInnes ierr = PetscNew(SNES_LS,&neP);CHKERRQ(ierr); 125052e6d16bSBarry Smith ierr = PetscLogObjectMemory(snes,sizeof(SNES_LS));CHKERRQ(ierr); 12515e42470aSBarry Smith snes->data = (void*)neP; 12525e42470aSBarry Smith neP->alpha = 1.e-4; 12535e42470aSBarry Smith neP->maxstep = 1.e8; 12545e42470aSBarry Smith neP->steptol = 1.e-12; 125517bae607SBarry Smith neP->LineSearch = SNESLineSearchCubic; 1256c8dd0c0dSLois Curfman McInnes neP->lsP = PETSC_NULL; 12573c632250SBarry Smith neP->postcheckstep = PETSC_NULL; 12583c632250SBarry Smith neP->postcheck = PETSC_NULL; 12593c632250SBarry Smith neP->precheckstep = PETSC_NULL; 12603c632250SBarry Smith neP->precheck = PETSC_NULL; 126182bf6240SBarry Smith 1262557d3f75SLisandro Dalcin ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C", 1263557d3f75SLisandro Dalcin "SNESLineSearchSet_LS", 1264557d3f75SLisandro Dalcin SNESLineSearchSet_LS);CHKERRQ(ierr); 1265557d3f75SLisandro Dalcin ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C", 1266557d3f75SLisandro Dalcin "SNESLineSearchSetPostCheck_LS", 1267557d3f75SLisandro Dalcin SNESLineSearchSetPostCheck_LS);CHKERRQ(ierr); 1268557d3f75SLisandro Dalcin ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C", 1269557d3f75SLisandro Dalcin "SNESLineSearchSetPreCheck_LS", 1270557d3f75SLisandro Dalcin SNESLineSearchSetPreCheck_LS);CHKERRQ(ierr); 127182bf6240SBarry Smith 12723a40ed3dSBarry Smith PetscFunctionReturn(0); 12735e42470aSBarry Smith } 1274fb2e594dSBarry Smith EXTERN_C_END 127582bf6240SBarry Smith 127682bf6240SBarry Smith 127782bf6240SBarry Smith 1278