xref: /petsc/src/snes/impls/ls/ls.c (revision 3f1db9ec2fd39765c6c3a00831044586630c4cca)
1a5eb4965SSatish Balay #ifdef PETSC_RCS_HEADER
2*3f1db9ecSBarry Smith static char vcid[] = "$Id: ls.c,v 1.117 1998/12/03 04:05:32 bsmith Exp bsmith $";
35e76c431SBarry Smith #endif
45e76c431SBarry Smith 
570f55243SBarry Smith #include "src/snes/impls/ls/ls.h"
65e42470aSBarry Smith 
704d965bbSLois Curfman McInnes /*  --------------------------------------------------------------------
804d965bbSLois Curfman McInnes 
904d965bbSLois Curfman McInnes      This file implements a truncated Newton method with a line search,
1004d965bbSLois Curfman McInnes      for solving a system of nonlinear equations, using the SLES, Vec,
1104d965bbSLois Curfman McInnes      and Mat interfaces for linear solvers, vectors, and matrices,
1204d965bbSLois Curfman McInnes      respectively.
1304d965bbSLois Curfman McInnes 
14fe6c6bacSLois Curfman McInnes      The following basic routines are required for each nonlinear solver:
1504d965bbSLois Curfman McInnes           SNESCreate_XXX()          - Creates a nonlinear solver context
1604d965bbSLois Curfman McInnes           SNESSetFromOptions_XXX()  - Sets runtime options
17fe6c6bacSLois Curfman McInnes           SNESSolve_XXX()           - Solves the nonlinear system
1804d965bbSLois Curfman McInnes           SNESDestroy_XXX()         - Destroys the nonlinear solver context
1904d965bbSLois Curfman McInnes      The suffix "_XXX" denotes a particular implementation, in this case
2004d965bbSLois Curfman McInnes      we use _EQ_LS (e.g., SNESCreate_EQ_LS, SNESSolve_EQ_LS) for solving
2104d965bbSLois Curfman McInnes      systems of nonlinear equations (EQ) with a line search (LS) method.
2204d965bbSLois Curfman McInnes      These routines are actually called via the common user interface
2304d965bbSLois Curfman McInnes      routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and
2404d965bbSLois Curfman McInnes      SNESDestroy(), so the application code interface remains identical
2504d965bbSLois Curfman McInnes      for all nonlinear solvers.
2604d965bbSLois Curfman McInnes 
2704d965bbSLois Curfman McInnes      Another key routine is:
2804d965bbSLois Curfman McInnes           SNESSetUp_XXX()           - Prepares for the use of a nonlinear solver
2904d965bbSLois Curfman McInnes      by setting data structures and options.   The interface routine SNESSetUp()
3004d965bbSLois Curfman McInnes      is not usually called directly by the user, but instead is called by
3104d965bbSLois Curfman McInnes      SNESSolve() if necessary.
3204d965bbSLois Curfman McInnes 
3304d965bbSLois Curfman McInnes      Additional basic routines are:
3404d965bbSLois Curfman McInnes           SNESPrintHelp_XXX()       - Prints nonlinear solver runtime options
3504d965bbSLois Curfman McInnes           SNESView_XXX()            - Prints details of runtime options that
3604d965bbSLois Curfman McInnes                                       have actually been used.
3704d965bbSLois Curfman McInnes      These are called by application codes via the interface routines
3804d965bbSLois Curfman McInnes      SNESPrintHelp() and SNESView().
3904d965bbSLois Curfman McInnes 
4004d965bbSLois Curfman McInnes      The various types of solvers (preconditioners, Krylov subspace methods,
4104d965bbSLois Curfman McInnes      nonlinear solvers, timesteppers) are all organized similarly, so the
4204d965bbSLois Curfman McInnes      above description applies to these categories also.
4304d965bbSLois Curfman McInnes 
4404d965bbSLois Curfman McInnes     -------------------------------------------------------------------- */
455e42470aSBarry Smith /*
4604d965bbSLois Curfman McInnes    SNESSolve_EQ_LS - Solves a nonlinear system with a truncated Newton
4704d965bbSLois Curfman McInnes    method with a line search.
485e76c431SBarry Smith 
4904d965bbSLois Curfman McInnes    Input Parameters:
5004d965bbSLois Curfman McInnes .  snes - the SNES context
515e76c431SBarry Smith 
5204d965bbSLois Curfman McInnes    Output Parameter:
53c2a78f1aSLois Curfman McInnes .  outits - number of iterations until termination
5404d965bbSLois Curfman McInnes 
5504d965bbSLois Curfman McInnes    Application Interface Routine: SNESSolve()
565e76c431SBarry Smith 
575e76c431SBarry Smith    Notes:
585e76c431SBarry Smith    This implements essentially a truncated Newton method with a
595e76c431SBarry Smith    line search.  By default a cubic backtracking line search
605e76c431SBarry Smith    is employed, as described in the text "Numerical Methods for
615e76c431SBarry Smith    Unconstrained Optimization and Nonlinear Equations" by Dennis
62393d2d9aSLois Curfman McInnes    and Schnabel.
635e76c431SBarry Smith */
645615d1e5SSatish Balay #undef __FUNC__
655615d1e5SSatish Balay #define __FUNC__ "SNESSolve_EQ_LS"
66f63b844aSLois Curfman McInnes int SNESSolve_EQ_LS(SNES snes,int *outits)
675e76c431SBarry Smith {
685e42470aSBarry Smith   SNES_LS       *neP = (SNES_LS *) snes->data;
69761aaf1bSLois Curfman McInnes   int           maxits, i, history_len, ierr, lits, lsfail;
70112a2221SBarry Smith   MatStructure  flg = DIFFERENT_NONZERO_PATTERN;
716b5873e3SBarry Smith   double        fnorm, gnorm, xnorm, ynorm, *history;
725e42470aSBarry Smith   Vec           Y, X, F, G, W, TMP;
735e76c431SBarry Smith 
743a40ed3dSBarry Smith   PetscFunctionBegin;
755e42470aSBarry Smith   history	= snes->conv_hist;	/* convergence history */
7651979daaSLois Curfman McInnes   history_len	= snes->conv_hist_size;	/* convergence history length */
775e42470aSBarry Smith   maxits	= snes->max_its;	/* maximum number of iterations */
785e42470aSBarry Smith   X		= snes->vec_sol;	/* solution vector */
7939e2f89bSBarry Smith   F		= snes->vec_func;	/* residual vector */
805e42470aSBarry Smith   Y		= snes->work[0];	/* work vectors */
815e42470aSBarry Smith   G		= snes->work[1];
825e42470aSBarry Smith   W		= snes->work[2];
835e76c431SBarry Smith 
8425ed9cd1SBarry Smith   snes->iter = 0;
855334005bSBarry Smith   ierr = SNESComputeFunction(snes,X,F); CHKERRQ(ierr);  /*  F(X)      */
86cddf8d76SBarry Smith   ierr = VecNorm(F,NORM_2,&fnorm); CHKERRQ(ierr);	/* fnorm <- ||F||  */
875e42470aSBarry Smith   snes->norm = fnorm;
8851979daaSLois Curfman McInnes   if (history) history[0] = fnorm;
8994a424c1SBarry Smith   SNESMonitor(snes,0,fnorm);
905e76c431SBarry Smith 
913a40ed3dSBarry Smith   if (fnorm < snes->atol) {*outits = 0; PetscFunctionReturn(0);}
9294a9d846SBarry Smith 
93d034289bSBarry Smith   /* set parameter for default relative tolerance convergence test */
94d034289bSBarry Smith   snes->ttol = fnorm*snes->rtol;
95d034289bSBarry Smith 
965e76c431SBarry Smith   for ( i=0; i<maxits; i++ ) {
975e42470aSBarry Smith     snes->iter = i+1;
985e76c431SBarry Smith 
99ea4d3ed3SLois Curfman McInnes     /* Solve J Y = F, where J is Jacobian matrix */
1005334005bSBarry Smith     ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg); CHKERRQ(ierr);
1015334005bSBarry Smith     ierr = SLESSetOperators(snes->sles,snes->jacobian,snes->jacobian_pre,flg); CHKERRQ(ierr);
10278b31e54SBarry Smith     ierr = SLESSolve(snes->sles,F,Y,&lits); CHKERRQ(ierr);
1037a00f4a9SLois Curfman McInnes     snes->linear_its += PetscAbsInt(lits);
104af1ccdebSLois Curfman McInnes     PLogInfo(snes,"SNESSolve_EQ_LS: iter=%d, linear solve iterations=%d\n",snes->iter,lits);
105ea4d3ed3SLois Curfman McInnes 
106ea4d3ed3SLois Curfman McInnes     /* Compute a (scaled) negative update in the line search routine:
107ea4d3ed3SLois Curfman McInnes          Y <- X - lambda*Y
108ea4d3ed3SLois Curfman McInnes        and evaluate G(Y) = function(Y))
109ea4d3ed3SLois Curfman McInnes     */
11081b6cf68SLois Curfman McInnes     ierr = VecCopy(Y,snes->vec_sol_update_always); CHKERRQ(ierr);
111ddd12767SBarry Smith     ierr = (*neP->LineSearch)(snes,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lsfail); CHKERRQ(ierr);
112af1ccdebSLois Curfman McInnes     PLogInfo(snes,"SNESSolve_EQ_LS: fnorm=%g, gnorm=%g, ynorm=%g, lsfail=%d\n",fnorm,gnorm,ynorm,lsfail);
113761aaf1bSLois Curfman McInnes     if (lsfail) snes->nfailures++;
1145e76c431SBarry Smith 
11539e2f89bSBarry Smith     TMP = F; F = G; snes->vec_func_always = F; G = TMP;
11639e2f89bSBarry Smith     TMP = X; X = Y; snes->vec_sol_always = X;  Y = TMP;
1175e76c431SBarry Smith     fnorm = gnorm;
1185e76c431SBarry Smith 
1195e42470aSBarry Smith     snes->norm = fnorm;
1205e76c431SBarry Smith     if (history && history_len > i+1) history[i+1] = fnorm;
12194a424c1SBarry Smith     SNESMonitor(snes,i+1,fnorm);
1225e76c431SBarry Smith 
1235e76c431SBarry Smith     /* Test for convergence */
12429e0b56fSBarry Smith     if (snes->converged) {
12529e0b56fSBarry Smith       ierr = VecNorm(X,NORM_2,&xnorm); CHKERRQ(ierr);	/* xnorm = || X || */
126bbb6d6a8SBarry Smith       if ((*snes->converged)(snes,xnorm,ynorm,fnorm,snes->cnvP)) {
12716c95cacSBarry Smith         break;
12816c95cacSBarry Smith       }
12916c95cacSBarry Smith     }
13029e0b56fSBarry Smith   }
13139e2f89bSBarry Smith   if (X != snes->vec_sol) {
132393d2d9aSLois Curfman McInnes     ierr = VecCopy(X,snes->vec_sol); CHKERRQ(ierr);
13339e2f89bSBarry Smith     snes->vec_sol_always  = snes->vec_sol;
13439e2f89bSBarry Smith     snes->vec_func_always = snes->vec_func;
13539e2f89bSBarry Smith   }
13652392280SLois Curfman McInnes   if (i == maxits) {
137981c4779SBarry Smith     PLogInfo(snes,"SNESSolve_EQ_LS: Maximum number of iterations has been reached: %d\n",maxits);
13852392280SLois Curfman McInnes     i--;
13952392280SLois Curfman McInnes   }
14051979daaSLois Curfman McInnes   if (history) snes->conv_act_size = (history_len < i+1) ? history_len : i+1;
1415e42470aSBarry Smith   *outits = i+1;
1423a40ed3dSBarry Smith   PetscFunctionReturn(0);
1435e76c431SBarry Smith }
14404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
14504d965bbSLois Curfman McInnes /*
14604d965bbSLois Curfman McInnes    SNESSetUp_EQ_LS - Sets up the internal data structures for the later use
14704d965bbSLois Curfman McInnes    of the SNES_EQ_LS nonlinear solver.
14804d965bbSLois Curfman McInnes 
14904d965bbSLois Curfman McInnes    Input Parameter:
15004d965bbSLois Curfman McInnes .  snes - the SNES context
15104d965bbSLois Curfman McInnes .  x - the solution vector
15204d965bbSLois Curfman McInnes 
15304d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetUp()
15404d965bbSLois Curfman McInnes 
15504d965bbSLois Curfman McInnes    Notes:
15604d965bbSLois Curfman McInnes    For basic use of the SNES solvers the user need not explicitly call
15704d965bbSLois Curfman McInnes    SNESSetUp(), since these actions will automatically occur during
15804d965bbSLois Curfman McInnes    the call to SNESSolve().
15904d965bbSLois Curfman McInnes  */
1605615d1e5SSatish Balay #undef __FUNC__
1615615d1e5SSatish Balay #define __FUNC__ "SNESSetUp_EQ_LS"
162f63b844aSLois Curfman McInnes int SNESSetUp_EQ_LS(SNES snes)
1635e76c431SBarry Smith {
1645e42470aSBarry Smith   int ierr;
1653a40ed3dSBarry Smith 
1663a40ed3dSBarry Smith   PetscFunctionBegin;
16781b6cf68SLois Curfman McInnes   snes->nwork = 4;
168d7e8b826SBarry Smith   ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr);
1695e42470aSBarry Smith   PLogObjectParents(snes,snes->nwork,snes->work);
17081b6cf68SLois Curfman McInnes   snes->vec_sol_update_always = snes->work[3];
1713a40ed3dSBarry Smith   PetscFunctionReturn(0);
1725e76c431SBarry Smith }
17304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
17404d965bbSLois Curfman McInnes /*
17504d965bbSLois Curfman McInnes    SNESDestroy_EQ_LS - Destroys the private SNES_LS context that was created
17604d965bbSLois Curfman McInnes    with SNESCreate_EQ_LS().
17704d965bbSLois Curfman McInnes 
17804d965bbSLois Curfman McInnes    Input Parameter:
17904d965bbSLois Curfman McInnes .  snes - the SNES context
18004d965bbSLois Curfman McInnes 
181de49b36dSLois Curfman McInnes    Application Interface Routine: SNESDestroy()
18204d965bbSLois Curfman McInnes  */
1835615d1e5SSatish Balay #undef __FUNC__
184d4bb536fSBarry Smith #define __FUNC__ "SNESDestroy_EQ_LS"
185e1311b90SBarry Smith int SNESDestroy_EQ_LS(SNES snes)
1865e76c431SBarry Smith {
187393d2d9aSLois Curfman McInnes   int  ierr;
1883a40ed3dSBarry Smith 
1893a40ed3dSBarry Smith   PetscFunctionBegin;
1905baf8537SBarry Smith   if (snes->nwork) {
1914b0e389bSBarry Smith     ierr = VecDestroyVecs(snes->work,snes->nwork); CHKERRQ(ierr);
19221c89e3eSBarry Smith   }
1930452661fSBarry Smith   PetscFree(snes->data);
1943a40ed3dSBarry Smith   PetscFunctionReturn(0);
1955e76c431SBarry Smith }
19604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
1975615d1e5SSatish Balay #undef __FUNC__
1985615d1e5SSatish Balay #define __FUNC__ "SNESNoLineSearch"
19982bf6240SBarry Smith 
2004b828684SBarry Smith /*@C
2015e42470aSBarry Smith    SNESNoLineSearch - This routine is not a line search at all;
2025e76c431SBarry Smith    it simply uses the full Newton step.  Thus, this routine is intended
2035e76c431SBarry Smith    to serve as a template and is not recommended for general use.
2045e76c431SBarry Smith 
205c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
206c7afd0dbSLois Curfman McInnes 
2075e76c431SBarry Smith    Input Parameters:
208c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
2095e76c431SBarry Smith .  x - current iterate
2105e76c431SBarry Smith .  f - residual evaluated at x
2115e76c431SBarry Smith .  y - search direction (contains new iterate on output)
2125e76c431SBarry Smith .  w - work vector
213c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
2145e76c431SBarry Smith 
215c4a48953SLois Curfman McInnes    Output Parameters:
216c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
2175e76c431SBarry Smith .  y - new iterate (contains search direction on input)
2185e76c431SBarry Smith .  gnorm - 2-norm of g
2195e76c431SBarry Smith .  ynorm - 2-norm of search length
220c7afd0dbSLois Curfman McInnes -  flag - set to 0, indicating a successful line search
221fee21e36SBarry Smith 
222c4a48953SLois Curfman McInnes    Options Database Key:
223c7afd0dbSLois Curfman McInnes .  -snes_eq_ls basic - Activates SNESNoLineSearch()
224c4a48953SLois Curfman McInnes 
22528ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
22628ae5a21SLois Curfman McInnes 
227f59ffdedSLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(),
22877c4ece6SBarry Smith           SNESSetLineSearch()
2295e76c431SBarry Smith @*/
2305e42470aSBarry Smith int SNESNoLineSearch(SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w,
231761aaf1bSLois Curfman McInnes                      double fnorm, double *ynorm, double *gnorm,int *flag )
2325e76c431SBarry Smith {
2335e42470aSBarry Smith   int    ierr;
2345334005bSBarry Smith   Scalar mone = -1.0;
2355334005bSBarry Smith 
2363a40ed3dSBarry Smith   PetscFunctionBegin;
237761aaf1bSLois Curfman McInnes   *flag = 0;
2387857610eSBarry Smith   PLogEventBegin(SNES_LineSearch,snes,x,f,g);
239cddf8d76SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm); CHKERRQ(ierr);       /* ynorm = || y || */
240ea4d3ed3SLois Curfman McInnes   ierr = VecAYPX(&mone,x,y); CHKERRQ(ierr);            /* y <- y - x      */
241ea4d3ed3SLois Curfman McInnes   ierr = SNESComputeFunction(snes,y,g); CHKERRQ(ierr); /* Compute F(y)    */
242cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr);       /* gnorm = || g || */
2437857610eSBarry Smith   PLogEventEnd(SNES_LineSearch,snes,x,f,g);
2443a40ed3dSBarry Smith   PetscFunctionReturn(0);
2455e76c431SBarry Smith }
24604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
2475615d1e5SSatish Balay #undef __FUNC__
24829e0b56fSBarry Smith #define __FUNC__ "SNESNoLineSearchNoNorms"
24982bf6240SBarry Smith 
25029e0b56fSBarry Smith /*@C
25129e0b56fSBarry Smith    SNESNoLineSearchNoNorms - This routine is not a line search at
25229e0b56fSBarry Smith    all; it simply uses the full Newton step. This version does not
25329e0b56fSBarry Smith    even compute the norm of the function or search direction; this
25429e0b56fSBarry Smith    is intended only when you know the full step is fine and are
25529e0b56fSBarry Smith    not checking for convergence of the nonlinear iteration (for
256c7afd0dbSLois Curfman McInnes    example, you are running always for a fixed number of Newton steps).
257c7afd0dbSLois Curfman McInnes 
258c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
25929e0b56fSBarry Smith 
26029e0b56fSBarry Smith    Input Parameters:
261c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
26229e0b56fSBarry Smith .  x - current iterate
26329e0b56fSBarry Smith .  f - residual evaluated at x
26429e0b56fSBarry Smith .  y - search direction (contains new iterate on output)
26529e0b56fSBarry Smith .  w - work vector
266c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
26729e0b56fSBarry Smith 
26829e0b56fSBarry Smith    Output Parameters:
269c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
27029e0b56fSBarry Smith .  gnorm - not changed
27129e0b56fSBarry Smith .  ynorm - not changed
272c7afd0dbSLois Curfman McInnes -  flag - set to 0, indicating a successful line search
273fee21e36SBarry Smith 
27429e0b56fSBarry Smith    Options Database Key:
275c7afd0dbSLois Curfman McInnes .  -snes_eq_ls basicnonorms - Activates SNESNoLineSearchNoNorms()
27629e0b56fSBarry Smith 
27729e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic
27829e0b56fSBarry Smith 
27929e0b56fSBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(),
28029e0b56fSBarry Smith           SNESSetLineSearch(), SNESNoLineSearch()
28129e0b56fSBarry Smith @*/
28229e0b56fSBarry Smith int SNESNoLineSearchNoNorms(SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w,
28329e0b56fSBarry Smith                      double fnorm, double *ynorm, double *gnorm,int *flag )
28429e0b56fSBarry Smith {
28529e0b56fSBarry Smith   int    ierr;
28629e0b56fSBarry Smith   Scalar mone = -1.0;
28729e0b56fSBarry Smith 
2883a40ed3dSBarry Smith   PetscFunctionBegin;
28929e0b56fSBarry Smith   *flag = 0;
29029e0b56fSBarry Smith   PLogEventBegin(SNES_LineSearch,snes,x,f,g);
29129e0b56fSBarry Smith   ierr = VecAYPX(&mone,x,y); CHKERRQ(ierr);            /* y <- y - x      */
29229e0b56fSBarry Smith   ierr = SNESComputeFunction(snes,y,g); CHKERRQ(ierr); /* Compute F(y)    */
29329e0b56fSBarry Smith   PLogEventEnd(SNES_LineSearch,snes,x,f,g);
2943a40ed3dSBarry Smith   PetscFunctionReturn(0);
29529e0b56fSBarry Smith }
29604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
29729e0b56fSBarry Smith #undef __FUNC__
2985615d1e5SSatish Balay #define __FUNC__ "SNESCubicLineSearch"
2994b828684SBarry Smith /*@C
300f525115eSLois Curfman McInnes    SNESCubicLineSearch - Performs a cubic line search (default line search method).
3015e76c431SBarry Smith 
302c7afd0dbSLois Curfman McInnes    Collective on SNES
303c7afd0dbSLois Curfman McInnes 
3045e76c431SBarry Smith    Input Parameters:
305c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
3065e76c431SBarry Smith .  x - current iterate
3075e76c431SBarry Smith .  f - residual evaluated at x
3085e76c431SBarry Smith .  y - search direction (contains new iterate on output)
3095e76c431SBarry Smith .  w - work vector
310c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
3115e76c431SBarry Smith 
312393d2d9aSLois Curfman McInnes    Output Parameters:
313c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
3145e76c431SBarry Smith .  y - new iterate (contains search direction on input)
3155e76c431SBarry Smith .  gnorm - 2-norm of g
3165e76c431SBarry Smith .  ynorm - 2-norm of search length
317c7afd0dbSLois Curfman McInnes -  flag - 0 if line search succeeds; -1 on failure.
318fee21e36SBarry Smith 
319c4a48953SLois Curfman McInnes    Options Database Key:
320c7afd0dbSLois Curfman McInnes $  -snes_eq_ls cubic - Activates SNESCubicLineSearch()
321c4a48953SLois Curfman McInnes 
3225e76c431SBarry Smith    Notes:
3235e76c431SBarry Smith    This line search is taken from "Numerical Methods for Unconstrained
3245e76c431SBarry Smith    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
3255e76c431SBarry Smith 
32628ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
32728ae5a21SLois Curfman McInnes 
32877c4ece6SBarry Smith .seealso: SNESNoLineSearch(), SNESNoLineSearch(), SNESSetLineSearch()
3295e76c431SBarry Smith @*/
3305e42470aSBarry Smith int SNESCubicLineSearch(SNES snes,Vec x,Vec f,Vec g,Vec y,Vec w,
331761aaf1bSLois Curfman McInnes                         double fnorm,double *ynorm,double *gnorm,int *flag)
3325e76c431SBarry Smith {
333406556e6SLois Curfman McInnes   /*
334406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
335406556e6SLois Curfman McInnes      minimization problem:
336406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
337406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
338406556e6SLois Curfman McInnes    */
339406556e6SLois Curfman McInnes 
340ddd12767SBarry Smith   double  steptol, initslope, lambdaprev, gnormprev, a, b, d, t1, t2;
341ea4d3ed3SLois Curfman McInnes   double  maxstep, minlambda, alpha, lambda, lambdatemp, lambdaneg;
3423a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
3435e42470aSBarry Smith   Scalar  cinitslope, clambda;
3446b5873e3SBarry Smith #endif
3455e42470aSBarry Smith   int     ierr, count;
3465e42470aSBarry Smith   SNES_LS *neP = (SNES_LS *) snes->data;
3475334005bSBarry Smith   Scalar  mone = -1.0,scale;
3485e76c431SBarry Smith 
3493a40ed3dSBarry Smith   PetscFunctionBegin;
3507857610eSBarry Smith   PLogEventBegin(SNES_LineSearch,snes,x,f,g);
351761aaf1bSLois Curfman McInnes   *flag   = 0;
3525e76c431SBarry Smith   alpha   = neP->alpha;
3535e76c431SBarry Smith   maxstep = neP->maxstep;
3545e76c431SBarry Smith   steptol = neP->steptol;
3555e76c431SBarry Smith 
356cddf8d76SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm); CHKERRQ(ierr);
357a1c2b6eeSLois Curfman McInnes   if (*ynorm < snes->atol) {
358a1c2b6eeSLois Curfman McInnes     PLogInfo(snes,"SNESCubicLineSearch: Search direction and size are nearly 0\n");
359a1c2b6eeSLois Curfman McInnes     *gnorm = fnorm;
360a1c2b6eeSLois Curfman McInnes     ierr = VecCopy(x,y); CHKERRQ(ierr);
361a1c2b6eeSLois Curfman McInnes     ierr = VecCopy(f,g); CHKERRQ(ierr);
362ad922ac9SBarry Smith     goto theend1;
36394a9d846SBarry Smith   }
3645e76c431SBarry Smith   if (*ynorm > maxstep) {	/* Step too big, so scale back */
3655e42470aSBarry Smith     scale = maxstep/(*ynorm);
3663a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
36792318cfeSSatish Balay     PLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g\n",PetscReal(scale));
3686b5873e3SBarry Smith #else
36994a424c1SBarry Smith     PLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g\n",scale);
3706b5873e3SBarry Smith #endif
371393d2d9aSLois Curfman McInnes     ierr = VecScale(&scale,y); CHKERRQ(ierr);
3725e76c431SBarry Smith     *ynorm = maxstep;
3735e76c431SBarry Smith   }
3745e76c431SBarry Smith   minlambda = steptol/(*ynorm);
375a703fe33SLois Curfman McInnes   ierr = MatMult(snes->jacobian,y,w); CHKERRQ(ierr);
3763a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
377a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&cinitslope); CHKERRQ(ierr);
37892318cfeSSatish Balay   initslope = PetscReal(cinitslope);
3795e42470aSBarry Smith #else
380a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&initslope); CHKERRQ(ierr);
3815e42470aSBarry Smith #endif
3825e76c431SBarry Smith   if (initslope > 0.0) initslope = -initslope;
3835e76c431SBarry Smith   if (initslope == 0.0) initslope = -1.0;
3845e76c431SBarry Smith 
385393d2d9aSLois Curfman McInnes   ierr = VecCopy(y,w); CHKERRQ(ierr);
3865334005bSBarry Smith   ierr = VecAYPX(&mone,x,w); CHKERRQ(ierr);
38778b31e54SBarry Smith   ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr);
388cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);
389406556e6SLois Curfman McInnes   if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* Sufficient reduction */
390393d2d9aSLois Curfman McInnes     ierr = VecCopy(w,y); CHKERRQ(ierr);
39194a424c1SBarry Smith     PLogInfo(snes,"SNESCubicLineSearch: Using full step\n");
392ad922ac9SBarry Smith     goto theend1;
3935e76c431SBarry Smith   }
3945e76c431SBarry Smith 
3955e76c431SBarry Smith   /* Fit points with quadratic */
3965e76c431SBarry Smith   lambda = 1.0; count = 0;
397a703fe33SLois Curfman McInnes   lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
3985e76c431SBarry Smith   lambdaprev = lambda;
3995e76c431SBarry Smith   gnormprev = *gnorm;
400ddd12767SBarry Smith   if (lambdatemp <= .1*lambda) lambda = .1*lambda;
401ddd12767SBarry Smith   else lambda = lambdatemp;
402393d2d9aSLois Curfman McInnes   ierr   = VecCopy(x,w); CHKERRQ(ierr);
403ea4d3ed3SLois Curfman McInnes   lambdaneg = -lambda;
4043a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
405ea4d3ed3SLois Curfman McInnes   clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr);
4065e42470aSBarry Smith #else
407ea4d3ed3SLois Curfman McInnes   ierr = VecAXPY(&lambdaneg,y,w); CHKERRQ(ierr);
4085e42470aSBarry Smith #endif
40978b31e54SBarry Smith   ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr);
410cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr);
411406556e6SLois Curfman McInnes   if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* sufficient reduction */
412393d2d9aSLois Curfman McInnes     ierr = VecCopy(w,y); CHKERRQ(ierr);
413ea4d3ed3SLois Curfman McInnes     PLogInfo(snes,"SNESCubicLineSearch: Quadratically determined step, lambda=%g\n",lambda);
414ad922ac9SBarry Smith     goto theend1;
4155e76c431SBarry Smith   }
4165e76c431SBarry Smith 
4175e76c431SBarry Smith   /* Fit points with cubic */
4185e76c431SBarry Smith   count = 1;
4195e76c431SBarry Smith   while (1) {
4205e76c431SBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
4212b022350SLois Curfman McInnes       PLogInfo(snes,"SNESCubicLineSearch:Unable to find good step length! %d \n",count);
4222b022350SLois Curfman McInnes       PLogInfo(snes,"SNESCubicLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",
423ea4d3ed3SLois Curfman McInnes                fnorm,*gnorm,*ynorm,lambda,initslope);
424393d2d9aSLois Curfman McInnes       ierr = VecCopy(w,y); CHKERRQ(ierr);
425761aaf1bSLois Curfman McInnes       *flag = -1; break;
4265e76c431SBarry Smith     }
427406556e6SLois Curfman McInnes     t1 = ((*gnorm)*(*gnorm) - fnorm*fnorm)*0.5 - lambda*initslope;
428406556e6SLois Curfman McInnes     t2 = (gnormprev*gnormprev  - fnorm*fnorm)*0.5 - lambdaprev*initslope;
429ddd12767SBarry Smith     a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
4302b022350SLois Curfman McInnes     b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
4315e76c431SBarry Smith     d  = b*b - 3*a*initslope;
4325e76c431SBarry Smith     if (d < 0.0) d = 0.0;
4335e76c431SBarry Smith     if (a == 0.0) {
4345e76c431SBarry Smith       lambdatemp = -initslope/(2.0*b);
4355e76c431SBarry Smith     } else {
4365e76c431SBarry Smith       lambdatemp = (-b + sqrt(d))/(3.0*a);
4375e76c431SBarry Smith     }
4385e76c431SBarry Smith     if (lambdatemp > .5*lambda) {
4395e76c431SBarry Smith       lambdatemp = .5*lambda;
4405e76c431SBarry Smith     }
4415e76c431SBarry Smith     lambdaprev = lambda;
4425e76c431SBarry Smith     gnormprev = *gnorm;
4435e76c431SBarry Smith     if (lambdatemp <= .1*lambda) {
4445e76c431SBarry Smith       lambda = .1*lambda;
4455e76c431SBarry Smith     }
4465e76c431SBarry Smith     else lambda = lambdatemp;
447393d2d9aSLois Curfman McInnes     ierr = VecCopy( x, w ); CHKERRQ(ierr);
448ea4d3ed3SLois Curfman McInnes     lambdaneg = -lambda;
4493a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
450ea4d3ed3SLois Curfman McInnes     clambda = lambdaneg;
451393d2d9aSLois Curfman McInnes     ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr);
4525e42470aSBarry Smith #else
453ea4d3ed3SLois Curfman McInnes     ierr = VecAXPY(&lambdaneg,y,w); CHKERRQ(ierr);
4545e42470aSBarry Smith #endif
45578b31e54SBarry Smith     ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr);
456cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr);
457406556e6SLois Curfman McInnes     if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* is reduction enough? */
458393d2d9aSLois Curfman McInnes       ierr = VecCopy(w,y); CHKERRQ(ierr);
459ea4d3ed3SLois Curfman McInnes       PLogInfo(snes,"SNESCubicLineSearch: Cubically determined step, lambda=%g\n",lambda);
4602715565aSLois Curfman McInnes       goto theend1;
4612b022350SLois Curfman McInnes     } else {
4622b022350SLois Curfman McInnes       PLogInfo(snes,"SNESCubicLineSearch: Cubic step no good, shrinking lambda,  lambda=%g\n",lambda);
4635e76c431SBarry Smith     }
4645e76c431SBarry Smith     count++;
4655e76c431SBarry Smith   }
466ad922ac9SBarry Smith   theend1:
4677857610eSBarry Smith   PLogEventEnd(SNES_LineSearch,snes,x,f,g);
4683a40ed3dSBarry Smith   PetscFunctionReturn(0);
4695e76c431SBarry Smith }
47004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
4715615d1e5SSatish Balay #undef __FUNC__
4725615d1e5SSatish Balay #define __FUNC__ "SNESQuadraticLineSearch"
4734b828684SBarry Smith /*@C
474f525115eSLois Curfman McInnes    SNESQuadraticLineSearch - Performs a quadratic line search.
4755e76c431SBarry Smith 
476c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
477c7afd0dbSLois Curfman McInnes 
4785e42470aSBarry Smith    Input Parameters:
479c7afd0dbSLois Curfman McInnes +  snes - the SNES context
4805e42470aSBarry Smith .  x - current iterate
4815e42470aSBarry Smith .  f - residual evaluated at x
4825e42470aSBarry Smith .  y - search direction (contains new iterate on output)
4835e42470aSBarry Smith .  w - work vector
484c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
4855e42470aSBarry Smith 
486c4a48953SLois Curfman McInnes    Output Parameters:
487c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4885e42470aSBarry Smith .  y - new iterate (contains search direction on input)
4895e42470aSBarry Smith .  gnorm - 2-norm of g
4905e42470aSBarry Smith .  ynorm - 2-norm of search length
491c7afd0dbSLois Curfman McInnes -  flag - 0 if line search succeeds; -1 on failure.
492fee21e36SBarry Smith 
493c4a48953SLois Curfman McInnes    Options Database Key:
494c7afd0dbSLois Curfman McInnes .  -snes_eq_ls quadratic - Activates SNESQuadraticLineSearch()
495c4a48953SLois Curfman McInnes 
4965e42470aSBarry Smith    Notes:
497c7afd0dbSLois Curfman McInnes    Use SNESSetLineSearch() to set this routine within the SNES_EQ_LS method.
4985e42470aSBarry Smith 
499f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search
500f59ffdedSLois Curfman McInnes 
50177c4ece6SBarry Smith .seealso: SNESCubicLineSearch(), SNESNoLineSearch(), SNESSetLineSearch()
5025e42470aSBarry Smith @*/
5035e42470aSBarry Smith int SNESQuadraticLineSearch(SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w,
504761aaf1bSLois Curfman McInnes                            double fnorm, double *ynorm, double *gnorm,int *flag)
5055e76c431SBarry Smith {
506406556e6SLois Curfman McInnes   /*
507406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
508406556e6SLois Curfman McInnes      minimization problem:
509406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
510406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
511406556e6SLois Curfman McInnes    */
51240011551SBarry Smith   double  steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp;
5133a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
5145e42470aSBarry Smith   Scalar  cinitslope,clambda;
5156b5873e3SBarry Smith #endif
5165e42470aSBarry Smith   int     ierr,count;
5175e42470aSBarry Smith   SNES_LS *neP = (SNES_LS *) snes->data;
5185334005bSBarry Smith   Scalar  mone = -1.0,scale;
5195e76c431SBarry Smith 
5203a40ed3dSBarry Smith   PetscFunctionBegin;
5217857610eSBarry Smith   PLogEventBegin(SNES_LineSearch,snes,x,f,g);
522761aaf1bSLois Curfman McInnes   *flag   = 0;
5235e42470aSBarry Smith   alpha   = neP->alpha;
5245e42470aSBarry Smith   maxstep = neP->maxstep;
5255e42470aSBarry Smith   steptol = neP->steptol;
5265e76c431SBarry Smith 
527cddf8d76SBarry Smith   VecNorm(y, NORM_2,ynorm );
528b37302c6SLois Curfman McInnes   if (*ynorm < snes->atol) {
52994a9d846SBarry Smith     PLogInfo(snes,"SNESQuadraticLineSearch: Search direction and size is 0\n");
530b37302c6SLois Curfman McInnes     *gnorm = fnorm;
531b37302c6SLois Curfman McInnes     ierr = VecCopy(x,y); CHKERRQ(ierr);
532b37302c6SLois Curfman McInnes     ierr = VecCopy(f,g); CHKERRQ(ierr);
533ad922ac9SBarry Smith     goto theend2;
53494a9d846SBarry Smith   }
5355e42470aSBarry Smith   if (*ynorm > maxstep) {	/* Step too big, so scale back */
5365e42470aSBarry Smith     scale = maxstep/(*ynorm);
537393d2d9aSLois Curfman McInnes     ierr = VecScale(&scale,y); CHKERRQ(ierr);
5385e42470aSBarry Smith     *ynorm = maxstep;
5395e76c431SBarry Smith   }
5405e42470aSBarry Smith   minlambda = steptol/(*ynorm);
541a703fe33SLois Curfman McInnes   ierr = MatMult(snes->jacobian,y,w); CHKERRQ(ierr);
5423a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
543a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&cinitslope); CHKERRQ(ierr);
54492318cfeSSatish Balay   initslope = PetscReal(cinitslope);
5455e42470aSBarry Smith #else
546a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&initslope); CHKERRQ(ierr);
5475e42470aSBarry Smith #endif
5485e42470aSBarry Smith   if (initslope > 0.0) initslope = -initslope;
5495e42470aSBarry Smith   if (initslope == 0.0) initslope = -1.0;
5505e42470aSBarry Smith 
551393d2d9aSLois Curfman McInnes   ierr = VecCopy(y,w); CHKERRQ(ierr);
5525334005bSBarry Smith   ierr = VecAYPX(&mone,x,w); CHKERRQ(ierr);
55378b31e54SBarry Smith   ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr);
554cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr);
555406556e6SLois Curfman McInnes   if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* Sufficient reduction */
556393d2d9aSLois Curfman McInnes     ierr = VecCopy(w,y); CHKERRQ(ierr);
55794a424c1SBarry Smith     PLogInfo(snes,"SNESQuadraticLineSearch: Using full step\n");
558ad922ac9SBarry Smith     goto theend2;
5595e42470aSBarry Smith   }
5605e42470aSBarry Smith 
5615e42470aSBarry Smith   /* Fit points with quadratic */
5625e42470aSBarry Smith   lambda = 1.0; count = 0;
5635e42470aSBarry Smith   count = 1;
5645e42470aSBarry Smith   while (1) {
5655e42470aSBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
566981c4779SBarry Smith       PLogInfo(snes,"SNESQuadraticLineSearch:Unable to find good step length! %d \n",count);
567981c4779SBarry Smith       PLogInfo(snes,"SNESQuadraticLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",
568ea4d3ed3SLois Curfman McInnes                fnorm,*gnorm,*ynorm,lambda,initslope);
569393d2d9aSLois Curfman McInnes       ierr = VecCopy(w,y); CHKERRQ(ierr);
570761aaf1bSLois Curfman McInnes       *flag = -1; break;
5715e42470aSBarry Smith     }
572a703fe33SLois Curfman McInnes     lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
5735e42470aSBarry Smith     if (lambdatemp <= .1*lambda) {
5745e42470aSBarry Smith       lambda = .1*lambda;
5755e42470aSBarry Smith     } else lambda = lambdatemp;
576393d2d9aSLois Curfman McInnes     ierr = VecCopy(x,w); CHKERRQ(ierr);
5775334005bSBarry Smith     lambda = -lambda;
5783a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
579393d2d9aSLois Curfman McInnes     clambda = lambda; ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr);
5805e42470aSBarry Smith #else
581393d2d9aSLois Curfman McInnes     ierr = VecAXPY(&lambda,y,w); CHKERRQ(ierr);
5825e42470aSBarry Smith #endif
58378b31e54SBarry Smith     ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr);
584cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr);
585406556e6SLois Curfman McInnes     if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* sufficient reduction */
586393d2d9aSLois Curfman McInnes       ierr = VecCopy(w,y); CHKERRQ(ierr);
587981c4779SBarry Smith       PLogInfo(snes,"SNESQuadraticLineSearch:Quadratically determined step, lambda=%g\n",lambda);
58806259719SBarry Smith       break;
5895e42470aSBarry Smith     }
5905e42470aSBarry Smith     count++;
5915e42470aSBarry Smith   }
592ad922ac9SBarry Smith   theend2:
5937857610eSBarry Smith   PLogEventEnd(SNES_LineSearch,snes,x,f,g);
5943a40ed3dSBarry Smith   PetscFunctionReturn(0);
5955e76c431SBarry Smith }
59604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
5975615d1e5SSatish Balay #undef __FUNC__
598d4bb536fSBarry Smith #define __FUNC__ "SNESSetLineSearch"
599c9e6a524SLois Curfman McInnes /*@C
60077c4ece6SBarry Smith    SNESSetLineSearch - Sets the line search routine to be used
601f63b844aSLois Curfman McInnes    by the method SNES_EQ_LS.
6025e76c431SBarry Smith 
6035e76c431SBarry Smith    Input Parameters:
604c7afd0dbSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
605c7afd0dbSLois Curfman McInnes -  func - pointer to int function
6065e76c431SBarry Smith 
607fee21e36SBarry Smith    Collective on SNES
608fee21e36SBarry Smith 
609c4a48953SLois Curfman McInnes    Available Routines:
610c7afd0dbSLois Curfman McInnes +  SNESCubicLineSearch() - default line search
611f59ffdedSLois Curfman McInnes .  SNESQuadraticLineSearch() - quadratic line search
612f59ffdedSLois Curfman McInnes .  SNESNoLineSearch() - the full Newton step (actually not a line search)
613c7afd0dbSLois Curfman McInnes -  SNESNoLineSearchNoNorms() - use the full Newton step (calculate no norms; faster in parallel)
6145e76c431SBarry Smith 
615c4a48953SLois Curfman McInnes     Options Database Keys:
616c7afd0dbSLois Curfman McInnes +   -snes_eq_ls [basic,quadratic,cubic] - Selects line search
617c7afd0dbSLois Curfman McInnes .   -snes_eq_ls_alpha <alpha> - Sets alpha
618c7afd0dbSLois Curfman McInnes .   -snes_eq_ls_maxstep <max> - Sets maxstep
619c7afd0dbSLois Curfman McInnes -   -snes_eq_ls_steptol <steptol> - Sets steptol
620c4a48953SLois Curfman McInnes 
6215e76c431SBarry Smith    Calling sequence of func:
622bd208895SLois Curfman McInnes .vb
623bd208895SLois Curfman McInnes    func (SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w,
624bd208895SLois Curfman McInnes          double fnorm, double *ynorm, double *gnorm, *flag)
625bd208895SLois Curfman McInnes .ve
6265e76c431SBarry Smith 
6275e76c431SBarry Smith     Input parameters for func:
628c7afd0dbSLois Curfman McInnes +   snes - nonlinear context
6295e76c431SBarry Smith .   x - current iterate
6305e76c431SBarry Smith .   f - residual evaluated at x
6315e76c431SBarry Smith .   y - search direction (contains new iterate on output)
6325e76c431SBarry Smith .   w - work vector
633c7afd0dbSLois Curfman McInnes -   fnorm - 2-norm of f
6345e76c431SBarry Smith 
6355e76c431SBarry Smith     Output parameters for func:
636c7afd0dbSLois Curfman McInnes +   g - residual evaluated at new iterate y
6375e76c431SBarry Smith .   y - new iterate (contains search direction on input)
6385e76c431SBarry Smith .   gnorm - 2-norm of g
6395e76c431SBarry Smith .   ynorm - 2-norm of search length
640c7afd0dbSLois Curfman McInnes -   flag - set to 0 if the line search succeeds; a nonzero integer
641761aaf1bSLois Curfman McInnes            on failure.
642f59ffdedSLois Curfman McInnes 
643f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine
644f59ffdedSLois Curfman McInnes 
645f59ffdedSLois Curfman McInnes .seealso: SNESNoLineSearch(), SNESQuadraticLineSearch(), SNESCubicLineSearch()
6465e76c431SBarry Smith @*/
64777c4ece6SBarry Smith int SNESSetLineSearch(SNES snes,int (*func)(SNES,Vec,Vec,Vec,Vec,Vec,
648761aaf1bSLois Curfman McInnes                              double,double*,double*,int*))
6495e76c431SBarry Smith {
650415aef20SBarry Smith   int ierr, (*f)(SNES,int (*)(SNES,Vec,Vec,Vec,Vec,Vec,double,double*,double*,int*));
65182bf6240SBarry Smith 
6523a40ed3dSBarry Smith   PetscFunctionBegin;
65394d884c6SBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearch_C",(void **)&f);CHKERRQ(ierr);
65482bf6240SBarry Smith   if (f) {
65582bf6240SBarry Smith     ierr = (*f)(snes,func);CHKERRQ(ierr);
65682bf6240SBarry Smith   }
6573a40ed3dSBarry Smith   PetscFunctionReturn(0);
6585e76c431SBarry Smith }
65904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
660fb2e594dSBarry Smith EXTERN_C_BEGIN
66182bf6240SBarry Smith #undef __FUNC__
66282bf6240SBarry Smith #define __FUNC__ "SNESSetLineSearch_LS"
66382bf6240SBarry Smith int SNESSetLineSearch_LS(SNES snes,int (*func)(SNES,Vec,Vec,Vec,Vec,Vec,
66482bf6240SBarry Smith                          double,double*,double*,int*))
66582bf6240SBarry Smith {
66682bf6240SBarry Smith   PetscFunctionBegin;
66782bf6240SBarry Smith   ((SNES_LS *)(snes->data))->LineSearch = func;
66882bf6240SBarry Smith   PetscFunctionReturn(0);
66982bf6240SBarry Smith }
670fb2e594dSBarry Smith EXTERN_C_END
67104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
67204d965bbSLois Curfman McInnes /*
67304d965bbSLois Curfman McInnes    SNESPrintHelp_EQ_LS - Prints all options for the SNES_EQ_LS method.
67482bf6240SBarry Smith 
67504d965bbSLois Curfman McInnes    Input Parameter:
67604d965bbSLois Curfman McInnes .  snes - the SNES context
67704d965bbSLois Curfman McInnes 
67804d965bbSLois Curfman McInnes    Application Interface Routine: SNESPrintHelp()
67904d965bbSLois Curfman McInnes */
6805615d1e5SSatish Balay #undef __FUNC__
681d4bb536fSBarry Smith #define __FUNC__ "SNESPrintHelp_EQ_LS"
682f63b844aSLois Curfman McInnes static int SNESPrintHelp_EQ_LS(SNES snes,char *p)
6835e42470aSBarry Smith {
6845e42470aSBarry Smith   SNES_LS *ls = (SNES_LS *)snes->data;
6856daaf66cSBarry Smith 
6863a40ed3dSBarry Smith   PetscFunctionBegin;
68776be9ce4SBarry Smith   (*PetscHelpPrintf)(snes->comm," method SNES_EQ_LS (ls) for systems of nonlinear equations:\n");
68876be9ce4SBarry Smith   (*PetscHelpPrintf)(snes->comm,"   %ssnes_eq_ls [basic,quadratic,cubic]\n",p);
68976be9ce4SBarry Smith   (*PetscHelpPrintf)(snes->comm,"   %ssnes_eq_ls_alpha <alpha> (default %g)\n",p,ls->alpha);
69076be9ce4SBarry Smith   (*PetscHelpPrintf)(snes->comm,"   %ssnes_eq_ls_maxstep <max> (default %g)\n",p,ls->maxstep);
69176be9ce4SBarry Smith   (*PetscHelpPrintf)(snes->comm,"   %ssnes_eq_ls_steptol <tol> (default %g)\n",p,ls->steptol);
6923a40ed3dSBarry Smith   PetscFunctionReturn(0);
6935e42470aSBarry Smith }
69404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
69504d965bbSLois Curfman McInnes /*
696de49b36dSLois Curfman McInnes    SNESView_EQ_LS - Prints info from the SNES_EQ_LS data structure.
69704d965bbSLois Curfman McInnes 
69804d965bbSLois Curfman McInnes    Input Parameters:
69904d965bbSLois Curfman McInnes .  SNES - the SNES context
70004d965bbSLois Curfman McInnes .  viewer - visualization context
70104d965bbSLois Curfman McInnes 
70204d965bbSLois Curfman McInnes    Application Interface Routine: SNESView()
70304d965bbSLois Curfman McInnes */
7045615d1e5SSatish Balay #undef __FUNC__
705d4bb536fSBarry Smith #define __FUNC__ "SNESView_EQ_LS"
706e1311b90SBarry Smith static int SNESView_EQ_LS(SNES snes,Viewer viewer)
707a935fc98SLois Curfman McInnes {
708a935fc98SLois Curfman McInnes   SNES_LS    *ls = (SNES_LS *)snes->data;
709d636dbe3SBarry Smith   FILE       *fd;
71019bcc07fSBarry Smith   char       *cstr;
71151695f54SLois Curfman McInnes   int        ierr;
71219bcc07fSBarry Smith   ViewerType vtype;
713a935fc98SLois Curfman McInnes 
7143a40ed3dSBarry Smith   PetscFunctionBegin;
71519bcc07fSBarry Smith   ierr = ViewerGetType(viewer,&vtype); CHKERRQ(ierr);
716*3f1db9ecSBarry Smith   if (PetscTypeCompare(vtype,ASCII_VIEWER)) {
71790ace30eSBarry Smith     ierr = ViewerASCIIGetPointer(viewer,&fd); CHKERRQ(ierr);
71819bcc07fSBarry Smith     if (ls->LineSearch == SNESNoLineSearch) cstr = "SNESNoLineSearch";
71919bcc07fSBarry Smith     else if (ls->LineSearch == SNESQuadraticLineSearch) cstr = "SNESQuadraticLineSearch";
72019bcc07fSBarry Smith     else if (ls->LineSearch == SNESCubicLineSearch) cstr = "SNESCubicLineSearch";
72119bcc07fSBarry Smith     else cstr = "unknown";
72277c4ece6SBarry Smith     PetscFPrintf(snes->comm,fd,"    line search variant: %s\n",cstr);
72377c4ece6SBarry Smith     PetscFPrintf(snes->comm,fd,"    alpha=%g, maxstep=%g, steptol=%g\n",
724a935fc98SLois Curfman McInnes                  ls->alpha,ls->maxstep,ls->steptol);
7255cd90555SBarry Smith   } else {
7265cd90555SBarry Smith     SETERRQ(1,1,"Viewer type not supported for this object");
72719bcc07fSBarry Smith   }
7283a40ed3dSBarry Smith   PetscFunctionReturn(0);
729a935fc98SLois Curfman McInnes }
73004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
73104d965bbSLois Curfman McInnes /*
73204d965bbSLois Curfman McInnes    SNESSetFromOptions_EQ_LS - Sets various parameters for the SNES_EQ_LS method.
73304d965bbSLois Curfman McInnes 
73404d965bbSLois Curfman McInnes    Input Parameter:
73504d965bbSLois Curfman McInnes .  snes - the SNES context
73604d965bbSLois Curfman McInnes 
73704d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetFromOptions()
73804d965bbSLois Curfman McInnes */
7395615d1e5SSatish Balay #undef __FUNC__
7405615d1e5SSatish Balay #define __FUNC__ "SNESSetFromOptions_EQ_LS"
741f63b844aSLois Curfman McInnes static int SNESSetFromOptions_EQ_LS(SNES snes)
7425e42470aSBarry Smith {
7435e42470aSBarry Smith   SNES_LS *ls = (SNES_LS *)snes->data;
7445e42470aSBarry Smith   char    ver[16];
7455e42470aSBarry Smith   double  tmp;
74625cdf11fSBarry Smith   int     ierr,flg;
7475e42470aSBarry Smith 
7483a40ed3dSBarry Smith   PetscFunctionBegin;
74909d61ba7SLois Curfman McInnes   ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_alpha",&tmp, &flg);CHKERRQ(ierr);
75025cdf11fSBarry Smith   if (flg) {
7515e42470aSBarry Smith     ls->alpha = tmp;
7525e42470aSBarry Smith   }
75309d61ba7SLois Curfman McInnes   ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_maxstep",&tmp, &flg);CHKERRQ(ierr);
75425cdf11fSBarry Smith   if (flg) {
7555e42470aSBarry Smith     ls->maxstep = tmp;
7565e42470aSBarry Smith   }
75709d61ba7SLois Curfman McInnes   ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_steptol",&tmp, &flg);CHKERRQ(ierr);
75825cdf11fSBarry Smith   if (flg) {
7595e42470aSBarry Smith     ls->steptol = tmp;
7605e42470aSBarry Smith   }
76109d61ba7SLois Curfman McInnes   ierr = OptionsGetString(snes->prefix,"-snes_eq_ls",ver,16, &flg); CHKERRQ(ierr);
76225cdf11fSBarry Smith   if (flg) {
76348d91487SBarry Smith     if (!PetscStrcmp(ver,"basic")) {
764b2d88d52SBarry Smith       ierr = SNESSetLineSearch(snes,SNESNoLineSearch);CHKERRQ(ierr);
765b2d88d52SBarry Smith     } else if (!PetscStrcmp(ver,"basicnonorms")) {
766b2d88d52SBarry Smith       ierr = SNESSetLineSearch(snes,SNESNoLineSearchNoNorms);CHKERRQ(ierr);
767b2d88d52SBarry Smith     } else if (!PetscStrcmp(ver,"quadratic")) {
768b2d88d52SBarry Smith       ierr = SNESSetLineSearch(snes,SNESQuadraticLineSearch);CHKERRQ(ierr);
769b2d88d52SBarry Smith     } else if (!PetscStrcmp(ver,"cubic")) {
770b2d88d52SBarry Smith       ierr = SNESSetLineSearch(snes,SNESCubicLineSearch);CHKERRQ(ierr);
7715e42470aSBarry Smith     }
772a8c6a408SBarry Smith     else {SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,0,"Unknown line search");}
7735e42470aSBarry Smith   }
7743a40ed3dSBarry Smith   PetscFunctionReturn(0);
7755e42470aSBarry Smith }
77604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
77704d965bbSLois Curfman McInnes /*
77804d965bbSLois Curfman McInnes    SNESCreate_EQ_LS - Creates a nonlinear solver context for the SNES_EQ_LS method,
77904d965bbSLois Curfman McInnes    SNES_LS, and sets this as the private data within the generic nonlinear solver
78004d965bbSLois Curfman McInnes    context, SNES, that was created within SNESCreate().
78104d965bbSLois Curfman McInnes 
78204d965bbSLois Curfman McInnes 
78304d965bbSLois Curfman McInnes    Input Parameter:
78404d965bbSLois Curfman McInnes .  snes - the SNES context
78504d965bbSLois Curfman McInnes 
78604d965bbSLois Curfman McInnes    Application Interface Routine: SNESCreate()
78704d965bbSLois Curfman McInnes  */
788fb2e594dSBarry Smith EXTERN_C_BEGIN
7895615d1e5SSatish Balay #undef __FUNC__
7905615d1e5SSatish Balay #define __FUNC__ "SNESCreate_EQ_LS"
791f63b844aSLois Curfman McInnes int SNESCreate_EQ_LS(SNES snes)
7925e42470aSBarry Smith {
79382bf6240SBarry Smith   int     ierr;
7945e42470aSBarry Smith   SNES_LS *neP;
7955e42470aSBarry Smith 
7963a40ed3dSBarry Smith   PetscFunctionBegin;
797a8c6a408SBarry Smith   if (snes->method_class != SNES_NONLINEAR_EQUATIONS) {
798a8c6a408SBarry Smith     SETERRQ(PETSC_ERR_ARG_WRONG,0,"For SNES_NONLINEAR_EQUATIONS only");
799a8c6a408SBarry Smith   }
80082bf6240SBarry Smith 
801f63b844aSLois Curfman McInnes   snes->setup		= SNESSetUp_EQ_LS;
802f63b844aSLois Curfman McInnes   snes->solve		= SNESSolve_EQ_LS;
803f63b844aSLois Curfman McInnes   snes->destroy		= SNESDestroy_EQ_LS;
804f63b844aSLois Curfman McInnes   snes->converged	= SNESConverged_EQ_LS;
805f63b844aSLois Curfman McInnes   snes->printhelp       = SNESPrintHelp_EQ_LS;
806f63b844aSLois Curfman McInnes   snes->setfromoptions  = SNESSetFromOptions_EQ_LS;
807f63b844aSLois Curfman McInnes   snes->view            = SNESView_EQ_LS;
8085baf8537SBarry Smith   snes->nwork           = 0;
8095e42470aSBarry Smith 
8100452661fSBarry Smith   neP			= PetscNew(SNES_LS);   CHKPTRQ(neP);
811ff782a9fSLois Curfman McInnes   PLogObjectMemory(snes,sizeof(SNES_LS));
8125e42470aSBarry Smith   snes->data    	= (void *) neP;
8135e42470aSBarry Smith   neP->alpha		= 1.e-4;
8145e42470aSBarry Smith   neP->maxstep		= 1.e8;
8155e42470aSBarry Smith   neP->steptol		= 1.e-12;
8165e42470aSBarry Smith   neP->LineSearch       = SNESCubicLineSearch;
81782bf6240SBarry Smith 
81894d884c6SBarry Smith   ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESSetLineSearch_C","SNESSetLineSearch_LS",
819e1311b90SBarry Smith                     (void*)SNESSetLineSearch_LS);CHKERRQ(ierr);
82082bf6240SBarry Smith 
8213a40ed3dSBarry Smith   PetscFunctionReturn(0);
8225e42470aSBarry Smith }
823fb2e594dSBarry Smith EXTERN_C_END
82482bf6240SBarry Smith 
82582bf6240SBarry Smith 
82682bf6240SBarry Smith 
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