15e76c431SBarry Smith 2c6db04a5SJed Brown #include <../src/snes/impls/ls/lsimpl.h> 35e42470aSBarry Smith 48a5d9ee4SBarry Smith /* 520f52e01SBarry Smith Checks if J^T F = 0 which implies we've found a local minimum of the norm of the function, 620f52e01SBarry Smith || F(u) ||_2 but not a zero, F(u) = 0. In the case when one cannot compute J^T F we use the fact that 736669109SBarry Smith 0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More 820f52e01SBarry Smith for this trick. One assumes that the probability that W is in the null space of J is very, very small. 98a5d9ee4SBarry Smith */ 104a2ae208SSatish Balay #undef __FUNCT__ 114a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckLocalMin_Private" 12ace3abfcSBarry Smith PetscErrorCode SNESLSCheckLocalMin_Private(SNES snes,Mat A,Vec F,Vec W,PetscReal fnorm,PetscBool *ismin) 138a5d9ee4SBarry Smith { 148a5d9ee4SBarry Smith PetscReal a1; 15dfbe8321SBarry Smith PetscErrorCode ierr; 16ace3abfcSBarry Smith PetscBool hastranspose; 178a5d9ee4SBarry Smith 188a5d9ee4SBarry Smith PetscFunctionBegin; 198a5d9ee4SBarry Smith *ismin = PETSC_FALSE; 2036669109SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 2136669109SBarry Smith if (hastranspose) { 228a5d9ee4SBarry Smith /* Compute || J^T F|| */ 238a5d9ee4SBarry Smith ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr); 248a5d9ee4SBarry Smith ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr); 251e2582c4SBarry Smith ierr = PetscInfo1(snes,"|| J^T F|| %G near zero implies found a local minimum\n",a1/fnorm);CHKERRQ(ierr); 268a5d9ee4SBarry Smith if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE; 2736669109SBarry Smith } else { 2836669109SBarry Smith Vec work; 29ea709b57SSatish Balay PetscScalar result; 3036669109SBarry Smith PetscReal wnorm; 3136669109SBarry Smith 32abb0e124SMatthew Knepley ierr = VecSetRandom(W,PETSC_NULL);CHKERRQ(ierr); 3336669109SBarry Smith ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr); 3436669109SBarry Smith ierr = VecDuplicate(W,&work);CHKERRQ(ierr); 3536669109SBarry Smith ierr = MatMult(A,W,work);CHKERRQ(ierr); 3636669109SBarry Smith ierr = VecDot(F,work,&result);CHKERRQ(ierr); 3736669109SBarry Smith ierr = VecDestroy(work);CHKERRQ(ierr); 3836669109SBarry Smith a1 = PetscAbsScalar(result)/(fnorm*wnorm); 391e2582c4SBarry Smith ierr = PetscInfo1(snes,"(F^T J random)/(|| F ||*||random|| %G near zero implies found a local minimum\n",a1);CHKERRQ(ierr); 4036669109SBarry Smith if (a1 < 1.e-4) *ismin = PETSC_TRUE; 4136669109SBarry Smith } 428a5d9ee4SBarry Smith PetscFunctionReturn(0); 438a5d9ee4SBarry Smith } 448a5d9ee4SBarry Smith 4574637425SBarry Smith /* 465ed2d596SBarry Smith Checks if J^T(F - J*X) = 0 4774637425SBarry Smith */ 484a2ae208SSatish Balay #undef __FUNCT__ 494a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckResidual_Private" 501e2582c4SBarry Smith PetscErrorCode SNESLSCheckResidual_Private(SNES snes,Mat A,Vec F,Vec X,Vec W1,Vec W2) 5174637425SBarry Smith { 5274637425SBarry Smith PetscReal a1,a2; 53dfbe8321SBarry Smith PetscErrorCode ierr; 54ace3abfcSBarry Smith PetscBool hastranspose; 5574637425SBarry Smith 5674637425SBarry Smith PetscFunctionBegin; 5774637425SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 5874637425SBarry Smith if (hastranspose) { 5974637425SBarry Smith ierr = MatMult(A,X,W1);CHKERRQ(ierr); 6079f36460SBarry Smith ierr = VecAXPY(W1,-1.0,F);CHKERRQ(ierr); 6174637425SBarry Smith 6274637425SBarry Smith /* Compute || J^T W|| */ 6374637425SBarry Smith ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr); 6474637425SBarry Smith ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr); 6574637425SBarry Smith ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr); 6675567043SBarry Smith if (a1 != 0.0) { 671e2582c4SBarry Smith ierr = PetscInfo1(snes,"||J^T(F-Ax)||/||F-AX|| %G near zero implies inconsistent rhs\n",a2/a1);CHKERRQ(ierr); 6885471664SBarry Smith } 6974637425SBarry Smith } 7074637425SBarry Smith PetscFunctionReturn(0); 7174637425SBarry Smith } 7274637425SBarry Smith 7304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------- 7404d965bbSLois Curfman McInnes 7504d965bbSLois Curfman McInnes This file implements a truncated Newton method with a line search, 7694b7f48cSBarry Smith for solving a system of nonlinear equations, using the KSP, Vec, 7704d965bbSLois Curfman McInnes and Mat interfaces for linear solvers, vectors, and matrices, 7804d965bbSLois Curfman McInnes respectively. 7904d965bbSLois Curfman McInnes 80fe6c6bacSLois Curfman McInnes The following basic routines are required for each nonlinear solver: 8104d965bbSLois Curfman McInnes SNESCreate_XXX() - Creates a nonlinear solver context 8204d965bbSLois Curfman McInnes SNESSetFromOptions_XXX() - Sets runtime options 83fe6c6bacSLois Curfman McInnes SNESSolve_XXX() - Solves the nonlinear system 8404d965bbSLois Curfman McInnes SNESDestroy_XXX() - Destroys the nonlinear solver context 8504d965bbSLois Curfman McInnes The suffix "_XXX" denotes a particular implementation, in this case 864b27c08aSLois Curfman McInnes we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving 874b27c08aSLois Curfman McInnes systems of nonlinear equations with a line search (LS) method. 8804d965bbSLois Curfman McInnes These routines are actually called via the common user interface 8904d965bbSLois Curfman McInnes routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and 9004d965bbSLois Curfman McInnes SNESDestroy(), so the application code interface remains identical 9104d965bbSLois Curfman McInnes for all nonlinear solvers. 9204d965bbSLois Curfman McInnes 9304d965bbSLois Curfman McInnes Another key routine is: 9404d965bbSLois Curfman McInnes SNESSetUp_XXX() - Prepares for the use of a nonlinear solver 9504d965bbSLois Curfman McInnes by setting data structures and options. The interface routine SNESSetUp() 9604d965bbSLois Curfman McInnes is not usually called directly by the user, but instead is called by 9704d965bbSLois Curfman McInnes SNESSolve() if necessary. 9804d965bbSLois Curfman McInnes 9904d965bbSLois Curfman McInnes Additional basic routines are: 10004d965bbSLois Curfman McInnes SNESView_XXX() - Prints details of runtime options that 10104d965bbSLois Curfman McInnes have actually been used. 10204d965bbSLois Curfman McInnes These are called by application codes via the interface routines 103186905e3SBarry Smith SNESView(). 10404d965bbSLois Curfman McInnes 10504d965bbSLois Curfman McInnes The various types of solvers (preconditioners, Krylov subspace methods, 10604d965bbSLois Curfman McInnes nonlinear solvers, timesteppers) are all organized similarly, so the 10704d965bbSLois Curfman McInnes above description applies to these categories also. 10804d965bbSLois Curfman McInnes 10904d965bbSLois Curfman McInnes -------------------------------------------------------------------- */ 1105e42470aSBarry Smith /* 1114b27c08aSLois Curfman McInnes SNESSolve_LS - Solves a nonlinear system with a truncated Newton 11204d965bbSLois Curfman McInnes method with a line search. 1135e76c431SBarry Smith 11404d965bbSLois Curfman McInnes Input Parameters: 11504d965bbSLois Curfman McInnes . snes - the SNES context 1165e76c431SBarry Smith 11704d965bbSLois Curfman McInnes Output Parameter: 118c2a78f1aSLois Curfman McInnes . outits - number of iterations until termination 11904d965bbSLois Curfman McInnes 12004d965bbSLois Curfman McInnes Application Interface Routine: SNESSolve() 1215e76c431SBarry Smith 1225e76c431SBarry Smith Notes: 1235e76c431SBarry Smith This implements essentially a truncated Newton method with a 1245e76c431SBarry Smith line search. By default a cubic backtracking line search 1255e76c431SBarry Smith is employed, as described in the text "Numerical Methods for 1265e76c431SBarry Smith Unconstrained Optimization and Nonlinear Equations" by Dennis 127393d2d9aSLois Curfman McInnes and Schnabel. 1285e76c431SBarry Smith */ 1294a2ae208SSatish Balay #undef __FUNCT__ 1304b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSolve_LS" 131dfbe8321SBarry Smith PetscErrorCode SNESSolve_LS(SNES snes) 1325e76c431SBarry Smith { 1334b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 1346849ba73SBarry Smith PetscErrorCode ierr; 135a7cc72afSBarry Smith PetscInt maxits,i,lits; 136ace3abfcSBarry Smith PetscBool lssucceed; 137112a2221SBarry Smith MatStructure flg = DIFFERENT_NONZERO_PATTERN; 13885385478SLisandro Dalcin PetscReal fnorm,gnorm,xnorm=0,ynorm; 13985385478SLisandro Dalcin Vec Y,X,F,G,W; 1403d4c4710SBarry Smith KSPConvergedReason kspreason; 1415e76c431SBarry Smith 1423a40ed3dSBarry Smith PetscFunctionBegin; 1433d4c4710SBarry Smith snes->numFailures = 0; 1443d4c4710SBarry Smith snes->numLinearSolveFailures = 0; 145184914b5SBarry Smith snes->reason = SNES_CONVERGED_ITERATING; 146184914b5SBarry Smith 1475e42470aSBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 1485e42470aSBarry Smith X = snes->vec_sol; /* solution vector */ 14939e2f89bSBarry Smith F = snes->vec_func; /* residual vector */ 1505e42470aSBarry Smith Y = snes->work[0]; /* work vectors */ 1515e42470aSBarry Smith G = snes->work[1]; 1525e42470aSBarry Smith W = snes->work[2]; 1535e76c431SBarry Smith 1544c49b128SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1554c49b128SBarry Smith snes->iter = 0; 15675567043SBarry Smith snes->norm = 0.0; 1574c49b128SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 15819717074SBarry Smith ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 1594936397dSBarry Smith if (snes->domainerror) { 1604936397dSBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 1614936397dSBarry Smith PetscFunctionReturn(0); 1624936397dSBarry Smith } 1632613ca53SBarry Smith ierr = VecNormBegin(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- ||F|| */ 1642613ca53SBarry Smith ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm <- ||x|| */ 1652613ca53SBarry Smith ierr = VecNormEnd(F,NORM_2,&fnorm);CHKERRQ(ierr); 1662613ca53SBarry Smith ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr); 16762cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 1680f5bd95cSBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1695e42470aSBarry Smith snes->norm = fnorm; 1700f5bd95cSBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 17184c569c9SBarry Smith SNESLogConvHistory(snes,fnorm,0); 17294a424c1SBarry Smith SNESMonitor(snes,0,fnorm); 1733f149594SLisandro Dalcin 1743f149594SLisandro Dalcin /* set parameter for default relative tolerance convergence test */ 1753f149594SLisandro Dalcin snes->ttol = fnorm*snes->rtol; 17685385478SLisandro Dalcin /* test convergence */ 17785385478SLisandro Dalcin ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 17806ee9f85SBarry Smith if (snes->reason) PetscFunctionReturn(0); 179d034289bSBarry Smith 1805e76c431SBarry Smith for (i=0; i<maxits; i++) { 1815e76c431SBarry Smith 182329e7e40SMatthew Knepley /* Call general purpose update function */ 183e7788613SBarry Smith if (snes->ops->update) { 184e7788613SBarry Smith ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 185de8cb200SMatthew Knepley } 186329e7e40SMatthew Knepley 187ea4d3ed3SLois Curfman McInnes /* Solve J Y = F, where J is Jacobian matrix */ 1885334005bSBarry Smith ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); 18994b7f48cSBarry Smith ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); 19071f87433Sdalcinl ierr = SNES_KSPSolve(snes,snes->ksp,F,Y);CHKERRQ(ierr); 1913d4c4710SBarry Smith ierr = KSPGetConvergedReason(snes->ksp,&kspreason);CHKERRQ(ierr); 1923d4c4710SBarry Smith if (kspreason < 0) { 1933d4c4710SBarry Smith if (++snes->numLinearSolveFailures >= snes->maxLinearSolveFailures) { 194ef998cc9SBarry Smith ierr = PetscInfo2(snes,"iter=%D, number linear solve failures %D greater than current SNES allowed, stopping solve\n",snes->iter,snes->numLinearSolveFailures);CHKERRQ(ierr); 1953d4c4710SBarry Smith snes->reason = SNES_DIVERGED_LINEAR_SOLVE; 196ab81109fSSatish Balay break; 1973d4c4710SBarry Smith } 1983d4c4710SBarry Smith } 1993d4c4710SBarry Smith ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr); 2003f149594SLisandro Dalcin snes->linear_its += lits; 2013f149594SLisandro Dalcin ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr); 20274637425SBarry Smith 2039c3ca13aSBarry Smith if (neP->precheckstep) { 204ace3abfcSBarry Smith PetscBool changed_y = PETSC_FALSE; 2059c3ca13aSBarry Smith ierr = (*neP->precheckstep)(snes,X,Y,neP->precheck,&changed_y);CHKERRQ(ierr); 2069c3ca13aSBarry Smith } 2079c3ca13aSBarry Smith 208b0a32e0cSBarry Smith if (PetscLogPrintInfo){ 2091e2582c4SBarry Smith ierr = SNESLSCheckResidual_Private(snes,snes->jacobian,F,Y,G,W);CHKERRQ(ierr); 21085471664SBarry Smith } 21174637425SBarry Smith 212ea4d3ed3SLois Curfman McInnes /* Compute a (scaled) negative update in the line search routine: 213ea4d3ed3SLois Curfman McInnes Y <- X - lambda*Y 214e68848bdSBarry Smith and evaluate G = function(Y) (depends on the line search). 215ea4d3ed3SLois Curfman McInnes */ 21685385478SLisandro Dalcin ierr = VecCopy(Y,snes->vec_sol_update);CHKERRQ(ierr); 2173f149594SLisandro Dalcin ynorm = 1; gnorm = fnorm; 218dc357ad2SBarry Smith ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,xnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr); 219ae15b995SBarry Smith ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",fnorm,gnorm,ynorm,(int)lssucceed);CHKERRQ(ierr); 2204a93e4ddSBarry Smith if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break; 2214936397dSBarry Smith if (snes->domainerror) { 2224936397dSBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 2234936397dSBarry Smith PetscFunctionReturn(0); 2244936397dSBarry Smith } 225a7cc72afSBarry Smith if (!lssucceed) { 22650ffb88aSMatthew Knepley if (++snes->numFailures >= snes->maxFailures) { 227ace3abfcSBarry Smith PetscBool ismin; 228647a2e1fSBarry Smith snes->reason = SNES_DIVERGED_LINE_SEARCH; 2291e2582c4SBarry Smith ierr = SNESLSCheckLocalMin_Private(snes,snes->jacobian,G,W,gnorm,&ismin);CHKERRQ(ierr); 2308a5d9ee4SBarry Smith if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN; 2313505fcc1SBarry Smith break; 2323505fcc1SBarry Smith } 23350ffb88aSMatthew Knepley } 23485385478SLisandro Dalcin /* Update function and solution vectors */ 23585385478SLisandro Dalcin fnorm = gnorm; 23685385478SLisandro Dalcin ierr = VecCopy(G,F);CHKERRQ(ierr); 23785385478SLisandro Dalcin ierr = VecCopy(W,X);CHKERRQ(ierr); 23885385478SLisandro Dalcin /* Monitor convergence */ 23985385478SLisandro Dalcin ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 24085385478SLisandro Dalcin snes->iter = i+1; 24185385478SLisandro Dalcin snes->norm = fnorm; 24285385478SLisandro Dalcin ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 24385385478SLisandro Dalcin SNESLogConvHistory(snes,snes->norm,lits); 24485385478SLisandro Dalcin SNESMonitor(snes,snes->iter,snes->norm); 24585385478SLisandro Dalcin /* Test for convergence, xnorm = || X || */ 24685385478SLisandro Dalcin if (snes->ops->converged != SNESSkipConverged) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); } 247e7788613SBarry Smith ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 2483f149594SLisandro Dalcin if (snes->reason) break; 24916c95cacSBarry Smith } 25052392280SLois Curfman McInnes if (i == maxits) { 251ae15b995SBarry Smith ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr); 25285385478SLisandro Dalcin if(!snes->reason) 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; 27985385478SLisandro Dalcin if (!snes->vec_sol_update) { 28085385478SLisandro Dalcin ierr = VecDuplicate(snes->vec_sol,&snes->vec_sol_update);CHKERRQ(ierr); 28185385478SLisandro Dalcin ierr = PetscLogObjectParent(snes,snes->vec_sol_update);CHKERRQ(ierr); 28285385478SLisandro Dalcin } 283e74804ceSBarry Smith if (!snes->work) { 28485385478SLisandro Dalcin snes->nwork = 3; 28585385478SLisandro Dalcin ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr); 286efee365bSSatish Balay ierr = PetscLogObjectParents(snes,snes->nwork,snes->work);CHKERRQ(ierr); 287e74804ceSBarry Smith } 2883a40ed3dSBarry Smith PetscFunctionReturn(0); 2895e76c431SBarry Smith } 29004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 29104d965bbSLois Curfman McInnes /* 2924b27c08aSLois Curfman McInnes SNESDestroy_LS - Destroys the private SNES_LS context that was created 2934b27c08aSLois Curfman McInnes with SNESCreate_LS(). 29404d965bbSLois Curfman McInnes 29504d965bbSLois Curfman McInnes Input Parameter: 29604d965bbSLois Curfman McInnes . snes - the SNES context 29704d965bbSLois Curfman McInnes 298de49b36dSLois Curfman McInnes Application Interface Routine: SNESDestroy() 29904d965bbSLois Curfman McInnes */ 3004a2ae208SSatish Balay #undef __FUNCT__ 3014b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS" 302dfbe8321SBarry Smith PetscErrorCode SNESDestroy_LS(SNES snes) 3035e76c431SBarry Smith { 30494298653SBarry Smith SNES_LS *ls = (SNES_LS*) snes->data; 305dfbe8321SBarry Smith PetscErrorCode ierr; 3063a40ed3dSBarry Smith 3073a40ed3dSBarry Smith PetscFunctionBegin; 30885385478SLisandro Dalcin if (snes->vec_sol_update) { 30985385478SLisandro Dalcin ierr = VecDestroy(snes->vec_sol_update);CHKERRQ(ierr); 31085385478SLisandro Dalcin snes->vec_sol_update = PETSC_NULL; 31185385478SLisandro Dalcin } 312574deadeSBarry Smith if (snes->work) { 313574deadeSBarry Smith ierr = VecDestroyVecs(snes->nwork,&snes->work);CHKERRQ(ierr); 31421c89e3eSBarry Smith } 31594298653SBarry Smith if (ls->monitor) { 31694298653SBarry Smith ierr = PetscViewerASCIIMonitorDestroy(ls->monitor);CHKERRQ(ierr); 31794298653SBarry Smith } 3185c704376SSatish Balay ierr = PetscFree(snes->data);CHKERRQ(ierr); 319557d3f75SLisandro Dalcin 320557d3f75SLisandro Dalcin /* clear composed functions */ 321557d3f75SLisandro Dalcin ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","",PETSC_NULL);CHKERRQ(ierr); 322557d3f75SLisandro Dalcin ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","",PETSC_NULL);CHKERRQ(ierr); 323557d3f75SLisandro Dalcin ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","",PETSC_NULL);CHKERRQ(ierr); 324557d3f75SLisandro Dalcin 3253a40ed3dSBarry Smith PetscFunctionReturn(0); 3265e76c431SBarry Smith } 32704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3284a2ae208SSatish Balay #undef __FUNCT__ 32917bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNo" 33082bf6240SBarry Smith 3314b828684SBarry Smith /*@C 33217bae607SBarry Smith SNESLineSearchNo - This routine is not a line search at all; 3335e76c431SBarry Smith it simply uses the full Newton step. Thus, this routine is intended 3345e76c431SBarry Smith to serve as a template and is not recommended for general use. 3355e76c431SBarry Smith 3363f9fe445SBarry Smith Logically Collective on SNES and Vec 337c7afd0dbSLois Curfman McInnes 3385e76c431SBarry Smith Input Parameters: 339c7afd0dbSLois Curfman McInnes + snes - nonlinear context 340af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 3415e76c431SBarry Smith . x - current iterate 3425e76c431SBarry Smith . f - residual evaluated at x 3433c632250SBarry Smith . y - search direction 344dc357ad2SBarry Smith . fnorm - 2-norm of f 345dc357ad2SBarry Smith - xnorm - norm of x if known, otherwise 0 3465e76c431SBarry Smith 347c4a48953SLois Curfman McInnes Output Parameters: 348c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 3493c632250SBarry Smith . w - new iterate 3505e76c431SBarry Smith . gnorm - 2-norm of g 3515e76c431SBarry Smith . ynorm - 2-norm of search length 352a7cc72afSBarry Smith - flag - PETSC_TRUE on success, PETSC_FALSE on failure 353fee21e36SBarry Smith 354c4a48953SLois Curfman McInnes Options Database Key: 35517bae607SBarry Smith . -snes_ls basic - Activates SNESLineSearchNo() 356c4a48953SLois Curfman McInnes 35736851e7fSLois Curfman McInnes Level: advanced 35836851e7fSLois Curfman McInnes 35928ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 36028ae5a21SLois Curfman McInnes 36117bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), 36217bae607SBarry Smith SNESLineSearchSet(), SNESLineSearchNoNorms() 3635e76c431SBarry Smith @*/ 3647087cfbeSBarry Smith PetscErrorCode SNESLineSearchNo(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag) 3655e76c431SBarry Smith { 366dfbe8321SBarry Smith PetscErrorCode ierr; 3674b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 368ace3abfcSBarry Smith PetscBool changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 3695334005bSBarry Smith 3703a40ed3dSBarry Smith PetscFunctionBegin; 371a7cc72afSBarry Smith *flag = PETSC_TRUE; 372d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 373a3b38805SLois Curfman McInnes ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); /* ynorm = || y || */ 37479f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 3753c632250SBarry Smith if (neP->postcheckstep) { 3763c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 3778f99978dSLois Curfman McInnes } 3783c632250SBarry Smith if (changed_y) { 37979f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 3803c632250SBarry Smith } 3814936397dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 3824936397dSBarry Smith if (!snes->domainerror) { 383a3b38805SLois Curfman McInnes ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); /* gnorm = || g || */ 38462cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 3854936397dSBarry Smith } 386d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 3873a40ed3dSBarry Smith PetscFunctionReturn(0); 3885e76c431SBarry Smith } 38904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3904a2ae208SSatish Balay #undef __FUNCT__ 39117bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNoNorms" 39282bf6240SBarry Smith 39329e0b56fSBarry Smith /*@C 39417bae607SBarry Smith SNESLineSearchNoNorms - This routine is not a line search at 39529e0b56fSBarry Smith all; it simply uses the full Newton step. This version does not 39629e0b56fSBarry Smith even compute the norm of the function or search direction; this 39729e0b56fSBarry Smith is intended only when you know the full step is fine and are 39829e0b56fSBarry Smith not checking for convergence of the nonlinear iteration (for 399c7afd0dbSLois Curfman McInnes example, you are running always for a fixed number of Newton steps). 400c7afd0dbSLois Curfman McInnes 4013f9fe445SBarry Smith Logically Collective on SNES and Vec 40229e0b56fSBarry Smith 40329e0b56fSBarry Smith Input Parameters: 404c7afd0dbSLois Curfman McInnes + snes - nonlinear context 405af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 40629e0b56fSBarry Smith . x - current iterate 40729e0b56fSBarry Smith . f - residual evaluated at x 4083c632250SBarry Smith . y - search direction 40929e0b56fSBarry Smith . w - work vector 410dc357ad2SBarry Smith . fnorm - 2-norm of f 411dc357ad2SBarry Smith - xnorm - norm of x if known, otherwise 0 41229e0b56fSBarry Smith 41329e0b56fSBarry Smith Output Parameters: 414c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4153c632250SBarry Smith . w - new iterate 41629e0b56fSBarry Smith . gnorm - not changed 41729e0b56fSBarry Smith . ynorm - not changed 418a7cc72afSBarry Smith - flag - set to PETSC_TRUE indicating a successful line search 419fee21e36SBarry Smith 42029e0b56fSBarry Smith Options Database Key: 42117bae607SBarry Smith . -snes_ls basicnonorms - Activates SNESLineSearchNoNorms() 42229e0b56fSBarry Smith 4238cbba510SBarry Smith Notes: 42417bae607SBarry Smith SNESLineSearchNoNorms() must be used in conjunction with 425ea56f5baSLois Curfman McInnes either the options 426ea56f5baSLois Curfman McInnes $ -snes_no_convergence_test -snes_max_it <its> 427ea56f5baSLois Curfman McInnes or alternatively a user-defined custom test set via 428329f5518SBarry Smith SNESSetConvergenceTest(); or a -snes_max_it of 1, 429329f5518SBarry Smith otherwise, the SNES solver will generate an error. 430329f5518SBarry Smith 431329f5518SBarry Smith During the final iteration this will not evaluate the function at 432329f5518SBarry Smith the solution point. This is to save a function evaluation while 433329f5518SBarry Smith using pseudo-timestepping. 4348cbba510SBarry Smith 435ea56f5baSLois Curfman McInnes The residual norms printed by monitoring routines such as 436a6570f20SBarry Smith SNESMonitorDefault() (as activated via -snes_monitor) will not be 437ea56f5baSLois Curfman McInnes correct, since they are not computed. 438ea56f5baSLois Curfman McInnes 439ea56f5baSLois Curfman McInnes Level: advanced 4408cbba510SBarry Smith 44129e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic 44229e0b56fSBarry Smith 44317bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), 44417bae607SBarry Smith SNESLineSearchSet(), SNESLineSearchNo() 44529e0b56fSBarry Smith @*/ 4467087cfbeSBarry Smith PetscErrorCode SNESLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag) 44729e0b56fSBarry Smith { 448dfbe8321SBarry Smith PetscErrorCode ierr; 4494b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 450ace3abfcSBarry Smith PetscBool changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 45129e0b56fSBarry Smith 4523a40ed3dSBarry Smith PetscFunctionBegin; 453a7cc72afSBarry Smith *flag = PETSC_TRUE; 454d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 45579f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 4563c632250SBarry Smith if (neP->postcheckstep) { 4573c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 4583c632250SBarry Smith } 4593c632250SBarry Smith if (changed_y) { 46079f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 4618f99978dSLois Curfman McInnes } 462329f5518SBarry Smith 463329f5518SBarry Smith /* don't evaluate function the last time through */ 464329f5518SBarry Smith if (snes->iter < snes->max_its-1) { 4654936397dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 466329f5518SBarry Smith } 467d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 4683a40ed3dSBarry Smith PetscFunctionReturn(0); 46929e0b56fSBarry Smith } 47004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 4714a2ae208SSatish Balay #undef __FUNCT__ 47217bae607SBarry Smith #define __FUNCT__ "SNESLineSearchCubic" 4734b828684SBarry Smith /*@C 47417bae607SBarry Smith SNESLineSearchCubic - Performs a cubic line search (default line search method). 4755e76c431SBarry Smith 476c7afd0dbSLois Curfman McInnes Collective on SNES 477c7afd0dbSLois Curfman McInnes 4785e76c431SBarry Smith Input Parameters: 479c7afd0dbSLois Curfman McInnes + snes - nonlinear context 480af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 4815e76c431SBarry Smith . x - current iterate 4825e76c431SBarry Smith . f - residual evaluated at x 4833c632250SBarry Smith . y - search direction 4845e76c431SBarry Smith . w - work vector 485dc357ad2SBarry Smith . fnorm - 2-norm of f 486dc357ad2SBarry Smith - xnorm - norm of x if known, otherwise 0 4875e76c431SBarry Smith 488393d2d9aSLois Curfman McInnes Output Parameters: 489c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4903c632250SBarry Smith . w - new iterate 4915e76c431SBarry Smith . gnorm - 2-norm of g 4925e76c431SBarry Smith . ynorm - 2-norm of search length 493a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 494fee21e36SBarry Smith 495c4a48953SLois Curfman McInnes Options Database Key: 496e106eecfSBarry Smith + -snes_ls cubic - Activates SNESLineSearchCubic() 497e106eecfSBarry Smith . -snes_ls_alpha <alpha> - Sets alpha 498e106eecfSBarry Smith . -snes_ls_maxstep <maxstep> - Sets the maximum stepsize the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y) 499e106eecfSBarry Smith - -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda/ max_i ( y[i]/x[i] ) 500e106eecfSBarry Smith 501c4a48953SLois Curfman McInnes 5025e76c431SBarry Smith Notes: 5035e76c431SBarry Smith This line search is taken from "Numerical Methods for Unconstrained 5045e76c431SBarry Smith Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 5055e76c431SBarry Smith 50636851e7fSLois Curfman McInnes Level: advanced 50736851e7fSLois Curfman McInnes 50828ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 50928ae5a21SLois Curfman McInnes 51017bae607SBarry Smith .seealso: SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms() 5115e76c431SBarry Smith @*/ 5127087cfbeSBarry Smith PetscErrorCode SNESLineSearchCubic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag) 5135e76c431SBarry Smith { 514406556e6SLois Curfman McInnes /* 515406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 516406556e6SLois Curfman McInnes minimization problem: 517406556e6SLois Curfman McInnes min z(x): R^n -> R, 518406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 519406556e6SLois Curfman McInnes */ 520406556e6SLois Curfman McInnes 521e106eecfSBarry Smith PetscReal initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength; 522e106eecfSBarry Smith PetscReal minlambda,lambda,lambdatemp; 523aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 524f5b6597dSBarry Smith PetscScalar cinitslope; 5256b5873e3SBarry Smith #endif 526dfbe8321SBarry Smith PetscErrorCode ierr; 527a7cc72afSBarry Smith PetscInt count; 5284b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 529ace3abfcSBarry Smith PetscBool changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 53094298653SBarry Smith MPI_Comm comm; 5315e76c431SBarry Smith 5323a40ed3dSBarry Smith PetscFunctionBegin; 53394298653SBarry Smith ierr = PetscObjectGetComm((PetscObject)snes,&comm);CHKERRQ(ierr); 534d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 535a7cc72afSBarry Smith *flag = PETSC_TRUE; 5365e76c431SBarry Smith 537cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 53875567043SBarry Smith if (*ynorm == 0.0) { 53994298653SBarry Smith if (neP->monitor) { 54094298653SBarry Smith ierr = PetscViewerASCIIMonitorPrintf(neP->monitor," Line search: Initial direction and size is 0\n");CHKERRQ(ierr); 54194298653SBarry Smith } 542a1c2b6eeSLois Curfman McInnes *gnorm = fnorm; 5433c632250SBarry Smith ierr = VecCopy(x,w);CHKERRQ(ierr); 544a1c2b6eeSLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 545a7cc72afSBarry Smith *flag = PETSC_FALSE; 546ad922ac9SBarry Smith goto theend1; 54794a9d846SBarry Smith } 548e106eecfSBarry Smith if (*ynorm > neP->maxstep) { /* Step too big, so scale back */ 54994298653SBarry Smith if (neP->monitor) { 55094298653SBarry Smith ierr = PetscViewerASCIIMonitorPrintf(neP->monitor," Line search: Scaling step by %G old ynorm %G\n",neP->maxstep/(*ynorm),*ynorm);CHKERRQ(ierr); 55194298653SBarry Smith } 552e106eecfSBarry Smith ierr = VecScale(y,neP->maxstep/(*ynorm));CHKERRQ(ierr); 553e106eecfSBarry Smith *ynorm = neP->maxstep; 5545e76c431SBarry Smith } 555ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 556e106eecfSBarry Smith minlambda = neP->minlambda/rellength; 557a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 558aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 559a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 560329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 5615e42470aSBarry Smith #else 562a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 5635e42470aSBarry Smith #endif 5645e76c431SBarry Smith if (initslope > 0.0) initslope = -initslope; 5655e76c431SBarry Smith if (initslope == 0.0) initslope = -1.0; 5665e76c431SBarry Smith 567e68848bdSBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 56843e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 569ae15b995SBarry Smith ierr = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr); 57043e71028SBarry Smith *flag = PETSC_FALSE; 57143e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 57243e71028SBarry Smith goto theend1; 57343e71028SBarry Smith } 5744936397dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 5754936397dSBarry Smith if (snes->domainerror) { 5764936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 5774936397dSBarry Smith PetscFunctionReturn(0); 57819717074SBarry Smith } 579313b5538SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 58062cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 581f5b6597dSBarry Smith ierr = PetscInfo2(snes,"Initial fnorm %G gnorm %G\n",fnorm,*gnorm);CHKERRQ(ierr); 582e106eecfSBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + neP->alpha*initslope) { /* Sufficient reduction */ 58394298653SBarry Smith if (neP->monitor) { 58494298653SBarry Smith ierr = PetscViewerASCIIMonitorPrintf(neP->monitor," Line search: Using full step: fnorm %G gnorm %G\n",fnorm,*gnorm);CHKERRQ(ierr); 58594298653SBarry Smith } 586ad922ac9SBarry Smith goto theend1; 5875e76c431SBarry Smith } 5885e76c431SBarry Smith 5895e76c431SBarry Smith /* Fit points with quadratic */ 590313b5538SBarry Smith lambda = 1.0; 591a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 5925e76c431SBarry Smith lambdaprev = lambda; 5935e76c431SBarry Smith gnormprev = *gnorm; 594329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 595ddd12767SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 596ddd12767SBarry Smith else lambda = lambdatemp; 597275d25c3SBarry Smith 598e68848bdSBarry Smith ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr); 59943e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 600ae15b995SBarry Smith ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr); 60143e71028SBarry Smith *flag = PETSC_FALSE; 60243e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 60343e71028SBarry Smith goto theend1; 60443e71028SBarry Smith } 605f5b6597dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 6064936397dSBarry Smith if (snes->domainerror) { 6074936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 6084936397dSBarry Smith PetscFunctionReturn(0); 60919717074SBarry Smith } 610cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 61162cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 61294298653SBarry Smith if (neP->monitor) { 61394298653SBarry Smith ierr = PetscViewerASCIIMonitorPrintf(neP->monitor," Line search: gnorm after quadratic fit %G\n",*gnorm);CHKERRQ(ierr); 61494298653SBarry Smith } 615e106eecfSBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*neP->alpha*initslope) { /* sufficient reduction */ 61694298653SBarry Smith if (neP->monitor) { 61794298653SBarry Smith ierr = PetscViewerASCIIMonitorPrintf(neP->monitor," Line search: Quadratically determined step, lambda=%18.16e\n",lambda);CHKERRQ(ierr); 61894298653SBarry Smith } 619ad922ac9SBarry Smith goto theend1; 6205e76c431SBarry Smith } 6215e76c431SBarry Smith 6225e76c431SBarry Smith /* Fit points with cubic */ 6235e76c431SBarry Smith count = 1; 624bb9195b6SBarry Smith while (PETSC_TRUE) { 625dc357ad2SBarry Smith if (lambda <= minlambda) { 62694298653SBarry Smith if (neP->monitor) { 62794298653SBarry Smith ierr = PetscViewerASCIIMonitorPrintf(neP->monitor," Line search: unable to find good step length! After %D tries \n",count);CHKERRQ(ierr); 628d9822059SBarry Smith ierr = PetscViewerASCIIMonitorPrintf(neP->monitor," Line search: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",(double)fnorm,(double)*gnorm,(double)*ynorm,(double)minlambda,(double)lambda,(double)initslope);CHKERRQ(ierr); 62994298653SBarry Smith } 63043e71028SBarry Smith *flag = PETSC_FALSE; 63143e71028SBarry Smith break; 6325e76c431SBarry Smith } 6335d1a10b1SBarry Smith t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope; 6345d1a10b1SBarry Smith t2 = .5*(gnormprev*gnormprev - fnorm*fnorm) - lambdaprev*initslope; 635ddd12767SBarry Smith a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6362b022350SLois Curfman McInnes b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6375e76c431SBarry Smith d = b*b - 3*a*initslope; 6385e76c431SBarry Smith if (d < 0.0) d = 0.0; 6395e76c431SBarry Smith if (a == 0.0) { 6405e76c431SBarry Smith lambdatemp = -initslope/(2.0*b); 6415e76c431SBarry Smith } else { 6425e76c431SBarry Smith lambdatemp = (-b + sqrt(d))/(3.0*a); 6435e76c431SBarry Smith } 6445e76c431SBarry Smith lambdaprev = lambda; 6455e76c431SBarry Smith gnormprev = *gnorm; 646329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 647329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 6485e76c431SBarry Smith else lambda = lambdatemp; 649e68848bdSBarry Smith ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr); 65043e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 651ae15b995SBarry Smith ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr); 652ae15b995SBarry 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); 653ed98166eSMatthew Knepley *flag = PETSC_FALSE; 65443e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 655ed98166eSMatthew Knepley break; 656ed98166eSMatthew Knepley } 657f5b6597dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 6584936397dSBarry Smith if (snes->domainerror) { 6594936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 6604936397dSBarry Smith PetscFunctionReturn(0); 66119717074SBarry Smith } 662cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 66362cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 664e106eecfSBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*neP->alpha*initslope) { /* is reduction enough? */ 66594298653SBarry Smith if (neP->monitor) { 666d9822059SBarry Smith ierr = PetscPrintf(comm," Line search: Cubically determined step, current gnorm %G lambda=%18.16e\n",*gnorm,(double)lambda);CHKERRQ(ierr); 66794298653SBarry Smith } 66843e71028SBarry Smith break; 6692b022350SLois Curfman McInnes } else { 67094298653SBarry Smith if (neP->monitor) { 671d9822059SBarry Smith ierr = PetscPrintf(comm," Line search: Cubic step no good, shrinking lambda, current gnorm %G lambda=%18.16e\n",*gnorm,(double)lambda);CHKERRQ(ierr); 67294298653SBarry Smith } 6735e76c431SBarry Smith } 6745e76c431SBarry Smith count++; 6755e76c431SBarry Smith } 676ad922ac9SBarry Smith theend1: 6778f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 6783c632250SBarry Smith if (neP->postcheckstep && *flag) { 6793c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 6803c632250SBarry Smith if (changed_y) { 68179f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 6823c632250SBarry Smith } 6833c632250SBarry Smith if (changed_y || changed_w) { /* recompute the function if the step has changed */ 684f5b6597dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 6854936397dSBarry Smith if (snes->domainerror) { 6864936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 6874936397dSBarry Smith PetscFunctionReturn(0); 68819717074SBarry Smith } 6898f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 69062cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 691a9f58f88SMatthew Knepley ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr); 6928f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 693a9f58f88SMatthew Knepley ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr); 6948f99978dSLois Curfman McInnes } 6958f99978dSLois Curfman McInnes } 696d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 6973a40ed3dSBarry Smith PetscFunctionReturn(0); 6985e76c431SBarry Smith } 69904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 7004a2ae208SSatish Balay #undef __FUNCT__ 70117bae607SBarry Smith #define __FUNCT__ "SNESLineSearchQuadratic" 7024b828684SBarry Smith /*@C 70317bae607SBarry Smith SNESLineSearchQuadratic - Performs a quadratic line search. 7045e76c431SBarry Smith 705c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 706c7afd0dbSLois Curfman McInnes 7075e42470aSBarry Smith Input Parameters: 708c7afd0dbSLois Curfman McInnes + snes - the SNES context 709af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 7105e42470aSBarry Smith . x - current iterate 7115e42470aSBarry Smith . f - residual evaluated at x 7123c632250SBarry Smith . y - search direction 7135e42470aSBarry Smith . w - work vector 714dc357ad2SBarry Smith . fnorm - 2-norm of f 715dc357ad2SBarry Smith - xnorm - norm of x if known, otherwise 0 7165e42470aSBarry Smith 717c4a48953SLois Curfman McInnes Output Parameters: 7187f3332b4SBarry Smith + g - residual evaluated at new iterate w 719e106eecfSBarry Smith . w - new iterate (x + lambda*y) 7205e42470aSBarry Smith . gnorm - 2-norm of g 7215e42470aSBarry Smith . ynorm - 2-norm of search length 722a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 723fee21e36SBarry Smith 724ce9499c7SBarry Smith Options Database Keys: 725ce9499c7SBarry Smith + -snes_ls quadratic - Activates SNESLineSearchQuadratic() 726ce9499c7SBarry Smith . -snes_ls_alpha <alpha> - Sets alpha 727e106eecfSBarry Smith . -snes_ls_maxstep <maxstep> - Sets the maximum stepsize the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y) 728e106eecfSBarry Smith - -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda/ max_i ( y[i]/x[i] ) 729e106eecfSBarry Smith 7305e42470aSBarry Smith Notes: 73117bae607SBarry Smith Use SNESLineSearchSet() to set this routine within the SNESLS method. 7325e42470aSBarry Smith 73336851e7fSLois Curfman McInnes Level: advanced 73436851e7fSLois Curfman McInnes 735f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search 736f59ffdedSLois Curfman McInnes 73717bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms() 7385e42470aSBarry Smith @*/ 7397087cfbeSBarry Smith PetscErrorCode SNESLineSearchQuadratic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag) 7405e76c431SBarry Smith { 741406556e6SLois Curfman McInnes /* 742406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 743406556e6SLois Curfman McInnes minimization problem: 744406556e6SLois Curfman McInnes min z(x): R^n -> R, 745406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2. 746406556e6SLois Curfman McInnes */ 747e106eecfSBarry Smith PetscReal initslope,minlambda,lambda,lambdatemp,rellength; 748aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 749f5b6597dSBarry Smith PetscScalar cinitslope; 7506b5873e3SBarry Smith #endif 751dfbe8321SBarry Smith PetscErrorCode ierr; 752a7cc72afSBarry Smith PetscInt count; 7534b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 754ace3abfcSBarry Smith PetscBool changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 7555e76c431SBarry Smith 7563a40ed3dSBarry Smith PetscFunctionBegin; 757d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 758a7cc72afSBarry Smith *flag = PETSC_TRUE; 7595e76c431SBarry Smith 7603505fcc1SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 76163b9fa5eSBarry Smith if (*ynorm == 0.0) { 76294298653SBarry Smith if (neP->monitor) { 76394298653SBarry Smith ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"Line search: Direction and size is 0\n");CHKERRQ(ierr); 76494298653SBarry Smith } 765b37302c6SLois Curfman McInnes *gnorm = fnorm; 766e68848bdSBarry Smith ierr = VecCopy(x,w);CHKERRQ(ierr); 767b37302c6SLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 768a7cc72afSBarry Smith *flag = PETSC_FALSE; 769ad922ac9SBarry Smith goto theend2; 77094a9d846SBarry Smith } 771e106eecfSBarry Smith if (*ynorm > neP->maxstep) { /* Step too big, so scale back */ 772e106eecfSBarry Smith ierr = VecScale(y,neP->maxstep/(*ynorm));CHKERRQ(ierr); 773e106eecfSBarry Smith *ynorm = neP->maxstep; 7745e76c431SBarry Smith } 775ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 776e106eecfSBarry Smith minlambda = neP->minlambda/rellength; 777a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 778aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 779a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 780329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 7815e42470aSBarry Smith #else 782a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 7835e42470aSBarry Smith #endif 7845e42470aSBarry Smith if (initslope > 0.0) initslope = -initslope; 7855e42470aSBarry Smith if (initslope == 0.0) initslope = -1.0; 786f8833479SBarry Smith ierr = PetscInfo1(snes,"Initslope %G \n",initslope);CHKERRQ(ierr); 7875e42470aSBarry Smith 788e68848bdSBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 78943e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 790ae15b995SBarry Smith ierr = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr); 79143e71028SBarry Smith *flag = PETSC_FALSE; 79243e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 79343e71028SBarry Smith goto theend2; 79443e71028SBarry Smith } 7954936397dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 7964936397dSBarry Smith if (snes->domainerror) { 7974936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 7984936397dSBarry Smith PetscFunctionReturn(0); 79919717074SBarry Smith } 800cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 80162cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 802e106eecfSBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + neP->alpha*initslope) { /* Sufficient reduction */ 80394298653SBarry Smith if (neP->monitor) { 80494298653SBarry Smith ierr = PetscViewerASCIIMonitorPrintf(neP->monitor," Line Search: Using full step\n");CHKERRQ(ierr); 80594298653SBarry Smith } 806ad922ac9SBarry Smith goto theend2; 8075e42470aSBarry Smith } 8085e42470aSBarry Smith 8095e42470aSBarry Smith /* Fit points with quadratic */ 810313b5538SBarry Smith lambda = 1.0; 8115e42470aSBarry Smith count = 1; 8125ca10a37SBarry Smith while (PETSC_TRUE) { 8135e42470aSBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 81494298653SBarry Smith if (neP->monitor) { 81594298653SBarry Smith ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"Line search: Unable to find good step length! %D \n",count);CHKERRQ(ierr); 81694298653SBarry Smith ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"Line search: fnorm=%G, gnorm=%G, ynorm=%G, lambda=%G, initial slope=%G\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr); 81794298653SBarry Smith } 818e68848bdSBarry Smith ierr = VecCopy(x,w);CHKERRQ(ierr); 81943e71028SBarry Smith *flag = PETSC_FALSE; 82043e71028SBarry Smith break; 8215e42470aSBarry Smith } 822a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 823329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 824329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 825329f5518SBarry Smith else lambda = lambdatemp; 826275d25c3SBarry Smith 827e68848bdSBarry Smith ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr); 82843e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 829ae15b995SBarry Smith ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr); 830d9822059SBarry Smith ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",(double)fnorm,(double)*gnorm,(double)*ynorm,(double)lambda,(double)initslope);CHKERRQ(ierr); 831ed98166eSMatthew Knepley *flag = PETSC_FALSE; 83243e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 833ed98166eSMatthew Knepley break; 834ed98166eSMatthew Knepley } 835f5b6597dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 8364936397dSBarry Smith if (snes->domainerror) { 8374936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8384936397dSBarry Smith PetscFunctionReturn(0); 83919717074SBarry Smith } 840cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 84162cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 842e106eecfSBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*neP->alpha*initslope) { /* sufficient reduction */ 84394298653SBarry Smith if (neP->monitor) { 84494298653SBarry Smith ierr = PetscViewerASCIIMonitorPrintf(neP->monitor," Line Search: Quadratically determined step, lambda=%G\n",lambda);CHKERRQ(ierr); 84594298653SBarry Smith } 84606259719SBarry Smith break; 8475e42470aSBarry Smith } 8485e42470aSBarry Smith count++; 8495e42470aSBarry Smith } 850ad922ac9SBarry Smith theend2: 8518f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 8523c632250SBarry Smith if (neP->postcheckstep) { 8533c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 8543c632250SBarry Smith if (changed_y) { 85579f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 8563c632250SBarry Smith } 8573c632250SBarry Smith if (changed_y || changed_w) { /* recompute the function if the step has changed */ 8583c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 8594936397dSBarry Smith if (snes->domainerror) { 8604936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8614936397dSBarry Smith PetscFunctionReturn(0); 86219717074SBarry Smith } 8638f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 864a9f58f88SMatthew Knepley ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr); 8658f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 866a9f58f88SMatthew Knepley ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr); 86762cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 8688f99978dSLois Curfman McInnes } 8698f99978dSLois Curfman McInnes } 870d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8713a40ed3dSBarry Smith PetscFunctionReturn(0); 8725e76c431SBarry Smith } 8732343ba6eSBarry Smith 87404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 8754a2ae208SSatish Balay #undef __FUNCT__ 87617bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet" 877c9e6a524SLois Curfman McInnes /*@C 87817bae607SBarry Smith SNESLineSearchSet - Sets the line search routine to be used 8794b27c08aSLois Curfman McInnes by the method SNESLS. 8805e76c431SBarry Smith 8815e76c431SBarry Smith Input Parameters: 882c7afd0dbSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 883af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for use by line search 884c7afd0dbSLois Curfman McInnes - func - pointer to int function 8855e76c431SBarry Smith 8863f9fe445SBarry Smith Logically Collective on SNES 887fee21e36SBarry Smith 888c4a48953SLois Curfman McInnes Available Routines: 88917bae607SBarry Smith + SNESLineSearchCubic() - default line search 89017bae607SBarry Smith . SNESLineSearchQuadratic() - quadratic line search 89117bae607SBarry Smith . SNESLineSearchNo() - the full Newton step (actually not a line search) 89217bae607SBarry Smith - SNESLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel) 8935e76c431SBarry Smith 894c4a48953SLois Curfman McInnes Options Database Keys: 8954b27c08aSLois Curfman McInnes + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 8964b27c08aSLois Curfman McInnes . -snes_ls_alpha <alpha> - Sets alpha 897e106eecfSBarry Smith . -snes_ls_maxstep <maxstep> - Sets maximum step the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y) 898e106eecfSBarry Smith - -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda / max_i ( y[i]/x[i] ) 899c4a48953SLois Curfman McInnes 9005e76c431SBarry Smith Calling sequence of func: 901bd208895SLois Curfman McInnes .vb 902ace3abfcSBarry Smith func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag) 903bd208895SLois Curfman McInnes .ve 9045e76c431SBarry Smith 9055e76c431SBarry Smith Input parameters for func: 906c7afd0dbSLois Curfman McInnes + snes - nonlinear context 907af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for line search 9085e76c431SBarry Smith . x - current iterate 9095e76c431SBarry Smith . f - residual evaluated at x 9103c632250SBarry Smith . y - search direction 911c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 9125e76c431SBarry Smith 9135e76c431SBarry Smith Output parameters for func: 914c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 9153c632250SBarry Smith . w - new iterate 9165e76c431SBarry Smith . gnorm - 2-norm of g 9175e76c431SBarry Smith . ynorm - 2-norm of search length 918a7cc72afSBarry Smith - flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure. 919f59ffdedSLois Curfman McInnes 92036851e7fSLois Curfman McInnes Level: advanced 92136851e7fSLois Curfman McInnes 922f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine 923f59ffdedSLois Curfman McInnes 92417bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchNoNorms(), 92517bae607SBarry Smith SNESLineSearchSetPostCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams(), SNESLineSearchSetPreCheck() 9265e76c431SBarry Smith @*/ 9277087cfbeSBarry Smith PetscErrorCode SNESLineSearchSet(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *),void *lsctx) 9285e76c431SBarry Smith { 9294ac538c5SBarry Smith PetscErrorCode ierr; 93082bf6240SBarry Smith 9313a40ed3dSBarry Smith PetscFunctionBegin; 9324ac538c5SBarry Smith ierr = PetscTryMethod(snes,"SNESLineSearchSet_C",(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *),void*),(snes,func,lsctx));CHKERRQ(ierr); 9333a40ed3dSBarry Smith PetscFunctionReturn(0); 9345e76c431SBarry Smith } 9358e019c35SBarry Smith 936ace3abfcSBarry Smith typedef PetscErrorCode (*FCN2)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *); /* force argument to next function to not be extern C*/ 93704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 938fb2e594dSBarry Smith EXTERN_C_BEGIN 9394a2ae208SSatish Balay #undef __FUNCT__ 94017bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet_LS" 9417087cfbeSBarry Smith PetscErrorCode SNESLineSearchSet_LS(SNES snes,FCN2 func,void *lsctx) 94282bf6240SBarry Smith { 94382bf6240SBarry Smith PetscFunctionBegin; 9444b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->LineSearch = func; 9454b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->lsP = lsctx; 94682bf6240SBarry Smith PetscFunctionReturn(0); 94782bf6240SBarry Smith } 948fb2e594dSBarry Smith EXTERN_C_END 94904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 9504a2ae208SSatish Balay #undef __FUNCT__ 9513c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck" 952c8dd0c0dSLois Curfman McInnes /*@C 9533c632250SBarry Smith SNESLineSearchSetPostCheck - Sets a routine to check the validity of new iterate computed 9544b27c08aSLois Curfman McInnes by the line search routine in the Newton-based method SNESLS. 955c8dd0c0dSLois Curfman McInnes 956c8dd0c0dSLois Curfman McInnes Input Parameters: 957c8dd0c0dSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 9583c632250SBarry Smith . func - pointer to function 959c8dd0c0dSLois Curfman McInnes - checkctx - optional user-defined context for use by step checking routine 960c8dd0c0dSLois Curfman McInnes 9613f9fe445SBarry Smith Logically Collective on SNES 962c8dd0c0dSLois Curfman McInnes 963c8dd0c0dSLois Curfman McInnes Calling sequence of func: 964c8dd0c0dSLois Curfman McInnes .vb 965ace3abfcSBarry Smith int func (SNES snes, Vec x,Vec y,Vec w,void *checkctx, PetscBool *changed_y,PetscBool *changed_w) 966c8dd0c0dSLois Curfman McInnes .ve 967b1ae27eaSLois Curfman McInnes where func returns an error code of 0 on success and a nonzero 968b1ae27eaSLois Curfman McInnes on failure. 969c8dd0c0dSLois Curfman McInnes 970c8dd0c0dSLois Curfman McInnes Input parameters for func: 971c8dd0c0dSLois Curfman McInnes + snes - nonlinear context 972c8dd0c0dSLois Curfman McInnes . checkctx - optional user-defined context for use by step checking routine 9733c632250SBarry Smith . x - previous iterate 9743c632250SBarry Smith . y - new search direction and length 9753c632250SBarry Smith - w - current candidate iterate 976c8dd0c0dSLois Curfman McInnes 977c8dd0c0dSLois Curfman McInnes Output parameters for func: 9783c632250SBarry Smith + y - search direction (possibly changed) 9793c632250SBarry Smith . w - current iterate (possibly modified) 9803c632250SBarry Smith . changed_y - indicates search direction was changed by this routine 9813c632250SBarry Smith - changed_w - indicates current iterate was changed by this routine 982c8dd0c0dSLois Curfman McInnes 983c8dd0c0dSLois Curfman McInnes Level: advanced 984c8dd0c0dSLois Curfman McInnes 9859e247f21SBarry Smith Notes: All line searches accept the new iterate computed by the line search checking routine. 9869e247f21SBarry Smith 9873c632250SBarry Smith Only one of changed_y and changed_w can be PETSC_TRUE 9883c632250SBarry Smith 9893c632250SBarry Smith On input w = x + y 9903c632250SBarry Smith 99117bae607SBarry Smith SNESLineSearchNo() and SNESLineSearchNoNorms() (1) compute a candidate iterate u_{i+1}, (2) pass control 992b1ae27eaSLois Curfman McInnes to the checking routine, and then (3) compute the corresponding nonlinear 993ea56f5baSLois Curfman McInnes function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}. 9948f99978dSLois Curfman McInnes 99517bae607SBarry Smith SNESLineSearchQuadratic() and SNESLineSearchCubic() (1) compute a candidate iterate u_{i+1} as well as a 996ea56f5baSLois Curfman McInnes candidate nonlinear function f(u_{i+1}), (2) pass control to the checking 997ea56f5baSLois Curfman McInnes routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes 998ea56f5baSLois Curfman McInnes were made to the candidate iterate in the checking routine (as indicated 9999e247f21SBarry Smith by flag=PETSC_TRUE). The overhead of this extra function re-evaluation can be 1000b1ae27eaSLois Curfman McInnes very costly, so use this feature with caution! 10018f99978dSLois Curfman McInnes 1002c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine 1003c8dd0c0dSLois Curfman McInnes 100417bae607SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPreCheck() 1005c8dd0c0dSLois Curfman McInnes @*/ 10067087cfbeSBarry Smith PetscErrorCode SNESLineSearchSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,void*,PetscBool *,PetscBool *),void *checkctx) 1007c8dd0c0dSLois Curfman McInnes { 10084ac538c5SBarry Smith PetscErrorCode ierr; 1009c8dd0c0dSLois Curfman McInnes 1010c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 10114ac538c5SBarry Smith ierr = PetscTryMethod(snes,"SNESLineSearchSetPostCheck_C",(SNES,PetscErrorCode (*)(SNES,Vec,Vec,Vec,void*,PetscBool *,PetscBool *),void*),(snes,func,checkctx));CHKERRQ(ierr); 1012c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 1013c8dd0c0dSLois Curfman McInnes } 101494298653SBarry Smith 10159c3ca13aSBarry Smith #undef __FUNCT__ 10169c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck" 10179c3ca13aSBarry Smith /*@C 10189c3ca13aSBarry Smith SNESLineSearchSetPreCheck - Sets a routine to check the validity of a new direction given by the linear solve 10197e4bb74cSBarry Smith before the line search is called. 10209c3ca13aSBarry Smith 10219c3ca13aSBarry Smith Input Parameters: 10229c3ca13aSBarry Smith + snes - nonlinear context obtained from SNESCreate() 10239c3ca13aSBarry Smith . func - pointer to function 10249c3ca13aSBarry Smith - checkctx - optional user-defined context for use by step checking routine 10259c3ca13aSBarry Smith 10263f9fe445SBarry Smith Logically Collective on SNES 10279c3ca13aSBarry Smith 10289c3ca13aSBarry Smith Calling sequence of func: 10299c3ca13aSBarry Smith .vb 1030ace3abfcSBarry Smith int func (SNES snes, Vec x,Vec y,void *checkctx, PetscBool *changed_y) 10319c3ca13aSBarry Smith .ve 10329c3ca13aSBarry Smith where func returns an error code of 0 on success and a nonzero 10339c3ca13aSBarry Smith on failure. 10349c3ca13aSBarry Smith 10359c3ca13aSBarry Smith Input parameters for func: 10369c3ca13aSBarry Smith + snes - nonlinear context 10379c3ca13aSBarry Smith . checkctx - optional user-defined context for use by step checking routine 10389c3ca13aSBarry Smith . x - previous iterate 10399c3ca13aSBarry Smith - y - new search direction and length 10409c3ca13aSBarry Smith 10419c3ca13aSBarry Smith Output parameters for func: 10429c3ca13aSBarry Smith + y - search direction (possibly changed) 10439c3ca13aSBarry Smith - changed_y - indicates search direction was changed by this routine 10449c3ca13aSBarry Smith 10459c3ca13aSBarry Smith Level: advanced 10469c3ca13aSBarry Smith 10479c3ca13aSBarry Smith Notes: All line searches accept the new iterate computed by the line search checking routine. 10489c3ca13aSBarry Smith 10499c3ca13aSBarry Smith .keywords: SNES, nonlinear, set, line search check, step check, routine 10509c3ca13aSBarry Smith 10517e4bb74cSBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck(), SNESSetUpdate() 10529c3ca13aSBarry Smith @*/ 10537087cfbeSBarry Smith PetscErrorCode SNESLineSearchSetPreCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,void*,PetscBool *),void *checkctx) 10549c3ca13aSBarry Smith { 10554ac538c5SBarry Smith PetscErrorCode ierr; 10569c3ca13aSBarry Smith 10579c3ca13aSBarry Smith PetscFunctionBegin; 10584ac538c5SBarry Smith ierr = PetscTryMethod(snes,"SNESLineSearchSetPreCheck_C",(SNES,PetscErrorCode (*)(SNES,Vec,Vec,void*,PetscBool *),void*),(snes,func,checkctx));CHKERRQ(ierr); 10599c3ca13aSBarry Smith PetscFunctionReturn(0); 10609c3ca13aSBarry Smith } 10619c3ca13aSBarry Smith 106294298653SBarry Smith #undef __FUNCT__ 106394298653SBarry Smith #define __FUNCT__ "SNESLineSearchSetMonitor" 106494298653SBarry Smith /*@C 106594298653SBarry Smith SNESLineSearchSetMonitor - Prints information about the progress or lack of progress of the line search 106694298653SBarry Smith 106794298653SBarry Smith Input Parameters: 106894298653SBarry Smith + snes - nonlinear context obtained from SNESCreate() 106994298653SBarry Smith - flg - PETSC_TRUE to monitor the line search 107094298653SBarry Smith 10713f9fe445SBarry Smith Logically Collective on SNES 107294298653SBarry Smith 107394298653SBarry Smith Options Database: 107494298653SBarry Smith . -snes_ls_monitor 107594298653SBarry Smith 107694298653SBarry Smith Level: intermediate 107794298653SBarry Smith 107894298653SBarry Smith 107994298653SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck(), SNESSetUpdate() 108094298653SBarry Smith @*/ 10817087cfbeSBarry Smith PetscErrorCode SNESLineSearchSetMonitor(SNES snes,PetscBool flg) 108294298653SBarry Smith { 10834ac538c5SBarry Smith PetscErrorCode ierr; 108494298653SBarry Smith 108594298653SBarry Smith PetscFunctionBegin; 10864ac538c5SBarry Smith ierr = PetscTryMethod(snes,"SNESLineSearchSetMonitor_C",(SNES,PetscBool),(snes,flg));CHKERRQ(ierr); 108794298653SBarry Smith PetscFunctionReturn(0); 108894298653SBarry Smith } 108994298653SBarry Smith 1090c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 1091ace3abfcSBarry Smith typedef PetscErrorCode (*FCN1)(SNES,Vec,Vec,Vec,void*,PetscBool *,PetscBool *); /* force argument to next function to not be extern C*/ 1092ace3abfcSBarry Smith typedef PetscErrorCode (*FCN3)(SNES,Vec,Vec,void*,PetscBool *); /* force argument to next function to not be extern C*/ 1093c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN 10944a2ae208SSatish Balay #undef __FUNCT__ 10953c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck_LS" 10967087cfbeSBarry Smith PetscErrorCode SNESLineSearchSetPostCheck_LS(SNES snes,FCN1 func,void *checkctx) 1097c8dd0c0dSLois Curfman McInnes { 1098c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 10993c632250SBarry Smith ((SNES_LS *)(snes->data))->postcheckstep = func; 11003c632250SBarry Smith ((SNES_LS *)(snes->data))->postcheck = checkctx; 1101c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 1102c8dd0c0dSLois Curfman McInnes } 1103c8dd0c0dSLois Curfman McInnes EXTERN_C_END 11049c3ca13aSBarry Smith 11059c3ca13aSBarry Smith EXTERN_C_BEGIN 11069c3ca13aSBarry Smith #undef __FUNCT__ 11079c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck_LS" 11087087cfbeSBarry Smith PetscErrorCode SNESLineSearchSetPreCheck_LS(SNES snes,FCN3 func,void *checkctx) 11099c3ca13aSBarry Smith { 11109c3ca13aSBarry Smith PetscFunctionBegin; 11119c3ca13aSBarry Smith ((SNES_LS *)(snes->data))->precheckstep = func; 11129c3ca13aSBarry Smith ((SNES_LS *)(snes->data))->precheck = checkctx; 11139c3ca13aSBarry Smith PetscFunctionReturn(0); 11149c3ca13aSBarry Smith } 11159c3ca13aSBarry Smith EXTERN_C_END 1116329e7e40SMatthew Knepley 111794298653SBarry Smith EXTERN_C_BEGIN 111894298653SBarry Smith #undef __FUNCT__ 111994298653SBarry Smith #define __FUNCT__ "SNESLineSearchSetMonitor_LS" 11207087cfbeSBarry Smith PetscErrorCode SNESLineSearchSetMonitor_LS(SNES snes,PetscBool flg) 112194298653SBarry Smith { 112294298653SBarry Smith SNES_LS *ls = (SNES_LS*)snes->data; 112394298653SBarry Smith PetscErrorCode ierr; 112494298653SBarry Smith 112594298653SBarry Smith PetscFunctionBegin; 112694298653SBarry Smith if (flg && !ls->monitor) { 112794298653SBarry Smith ierr = PetscViewerASCIIMonitorCreate(((PetscObject)snes)->comm,"stdout",((PetscObject)snes)->tablevel,&ls->monitor);CHKERRQ(ierr); 112894298653SBarry Smith } else if (!flg && ls->monitor) { 112994298653SBarry Smith ierr = PetscViewerASCIIMonitorDestroy(ls->monitor);CHKERRQ(ierr); 113094298653SBarry Smith } 113194298653SBarry Smith PetscFunctionReturn(0); 113294298653SBarry Smith } 113394298653SBarry Smith EXTERN_C_END 113494298653SBarry Smith 1135329e7e40SMatthew Knepley /* 11364b27c08aSLois Curfman McInnes SNESView_LS - Prints info from the SNESLS data structure. 113704d965bbSLois Curfman McInnes 113804d965bbSLois Curfman McInnes Input Parameters: 113904d965bbSLois Curfman McInnes . SNES - the SNES context 114004d965bbSLois Curfman McInnes . viewer - visualization context 114104d965bbSLois Curfman McInnes 114204d965bbSLois Curfman McInnes Application Interface Routine: SNESView() 114304d965bbSLois Curfman McInnes */ 11444a2ae208SSatish Balay #undef __FUNCT__ 11454b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS" 11466849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer) 1147a935fc98SLois Curfman McInnes { 11484b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 11492fc52814SBarry Smith const char *cstr; 1150dfbe8321SBarry Smith PetscErrorCode ierr; 1151ace3abfcSBarry Smith PetscBool iascii; 1152a935fc98SLois Curfman McInnes 11533a40ed3dSBarry Smith PetscFunctionBegin; 11542692d6eeSBarry Smith ierr = PetscTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr); 115532077d6dSBarry Smith if (iascii) { 115617bae607SBarry Smith if (ls->LineSearch == SNESLineSearchNo) cstr = "SNESLineSearchNo"; 115717bae607SBarry Smith else if (ls->LineSearch == SNESLineSearchQuadratic) cstr = "SNESLineSearchQuadratic"; 115817bae607SBarry Smith else if (ls->LineSearch == SNESLineSearchCubic) cstr = "SNESLineSearchCubic"; 115919bcc07fSBarry Smith else cstr = "unknown"; 1160b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," line search variant: %s\n",cstr);CHKERRQ(ierr); 1161e106eecfSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," alpha=%G, maxstep=%G, minlambda=%G\n",ls->alpha,ls->maxstep,ls->minlambda);CHKERRQ(ierr); 11625cd90555SBarry Smith } else { 1163e32f2f54SBarry Smith SETERRQ1(PETSC_COMM_SELF,PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name); 116419bcc07fSBarry Smith } 11653a40ed3dSBarry Smith PetscFunctionReturn(0); 1166a935fc98SLois Curfman McInnes } 116704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 116804d965bbSLois Curfman McInnes /* 11694b27c08aSLois Curfman McInnes SNESSetFromOptions_LS - Sets various parameters for the SNESLS method. 117004d965bbSLois Curfman McInnes 117104d965bbSLois Curfman McInnes Input Parameter: 117204d965bbSLois Curfman McInnes . snes - the SNES context 117304d965bbSLois Curfman McInnes 117404d965bbSLois Curfman McInnes Application Interface Routine: SNESSetFromOptions() 117504d965bbSLois Curfman McInnes */ 11764a2ae208SSatish Balay #undef __FUNCT__ 11774b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS" 11786849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes) 11795e42470aSBarry Smith { 11804b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 1181e5999256SBarry Smith const char *lses[] = {"basic","basicnonorms","quadratic","cubic"}; 1182dfbe8321SBarry Smith PetscErrorCode ierr; 1183a7cc72afSBarry Smith PetscInt indx; 1184ace3abfcSBarry Smith PetscBool flg,set; 11855e42470aSBarry Smith 11863a40ed3dSBarry Smith PetscFunctionBegin; 1187b0a32e0cSBarry Smith ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr); 11884b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr); 11894b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr); 1190e106eecfSBarry Smith ierr = PetscOptionsReal("-snes_ls_minlambda","Minimum lambda allowed","None",ls->minlambda,&ls->minlambda,0);CHKERRQ(ierr); 1191acfcf0e5SJed Brown ierr = PetscOptionsBool("-snes_ls_monitor","Print progress of line searches","SNESLineSearchSetMonitor",ls->monitor ? PETSC_TRUE : PETSC_FALSE,&flg,&set);CHKERRQ(ierr); 119294298653SBarry Smith if (set) {ierr = SNESLineSearchSetMonitor(snes,flg);CHKERRQ(ierr);} 1193186905e3SBarry Smith 119417bae607SBarry Smith ierr = PetscOptionsEList("-snes_ls","Line search used","SNESLineSearchSet",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr); 119525cdf11fSBarry Smith if (flg) { 119622e36657SBarry Smith switch (indx) { 1197b49fd9e1SBarry Smith case 0: 119817bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchNo,PETSC_NULL);CHKERRQ(ierr); 1199b49fd9e1SBarry Smith break; 1200b49fd9e1SBarry Smith case 1: 120117bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr); 1202b49fd9e1SBarry Smith break; 1203b49fd9e1SBarry Smith case 2: 120417bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchQuadratic,PETSC_NULL);CHKERRQ(ierr); 1205b49fd9e1SBarry Smith break; 1206b49fd9e1SBarry Smith case 3: 120717bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchCubic,PETSC_NULL);CHKERRQ(ierr); 1208b49fd9e1SBarry Smith break; 12095e42470aSBarry Smith } 12105e42470aSBarry Smith } 1211b0a32e0cSBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 12123a40ed3dSBarry Smith PetscFunctionReturn(0); 12135e42470aSBarry Smith } 1214*4827ddcaSBarry Smith 1215*4827ddcaSBarry Smith EXTERN_C_BEGIN 1216*4827ddcaSBarry Smith extern PetscErrorCode SNESLineSearchSetParams_LS(SNES,PetscReal,PetscReal,PetscReal); 1217*4827ddcaSBarry Smith EXTERN_C_END 1218*4827ddcaSBarry Smith 121904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 1220ebe3b25bSBarry Smith /*MC 1221ebe3b25bSBarry Smith SNESLS - Newton based nonlinear solver that uses a line search 122204d965bbSLois Curfman McInnes 1223ebe3b25bSBarry Smith Options Database: 1224ebe3b25bSBarry Smith + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 1225ebe3b25bSBarry Smith . -snes_ls_alpha <alpha> - Sets alpha 1226e106eecfSBarry Smith . -snes_ls_maxstep <maxstep> - Sets the maximum stepsize the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y) 1227acbee50cSBarry Smith . -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda / max_i ( y[i]/x[i] ) 1228acbee50cSBarry Smith - -snes_ls_monitor - print information about progress of line searches 1229acbee50cSBarry Smith 123004d965bbSLois Curfman McInnes 1231ebe3b25bSBarry Smith Notes: This is the default nonlinear solver in SNES 123204d965bbSLois Curfman McInnes 1233ee3001cbSBarry Smith Level: beginner 1234ee3001cbSBarry Smith 123517bae607SBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESTR, SNESLineSearchSet(), 123617bae607SBarry Smith SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(), 1237b3dd4ab5SBarry Smith SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams() 1238ebe3b25bSBarry Smith 1239ebe3b25bSBarry Smith M*/ 1240fb2e594dSBarry Smith EXTERN_C_BEGIN 12414a2ae208SSatish Balay #undef __FUNCT__ 12424b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS" 12437087cfbeSBarry Smith PetscErrorCode SNESCreate_LS(SNES snes) 12445e42470aSBarry Smith { 1245dfbe8321SBarry Smith PetscErrorCode ierr; 12464b27c08aSLois Curfman McInnes SNES_LS *neP; 12475e42470aSBarry Smith 12483a40ed3dSBarry Smith PetscFunctionBegin; 1249e7788613SBarry Smith snes->ops->setup = SNESSetUp_LS; 1250e7788613SBarry Smith snes->ops->solve = SNESSolve_LS; 1251e7788613SBarry Smith snes->ops->destroy = SNESDestroy_LS; 1252e7788613SBarry Smith snes->ops->setfromoptions = SNESSetFromOptions_LS; 1253e7788613SBarry Smith snes->ops->view = SNESView_LS; 12545e42470aSBarry Smith 125538f2d2fdSLisandro Dalcin ierr = PetscNewLog(snes,SNES_LS,&neP);CHKERRQ(ierr); 12565e42470aSBarry Smith snes->data = (void*)neP; 12575e42470aSBarry Smith neP->alpha = 1.e-4; 12585e42470aSBarry Smith neP->maxstep = 1.e8; 1259e106eecfSBarry Smith neP->minlambda = 1.e-12; 126017bae607SBarry Smith neP->LineSearch = SNESLineSearchCubic; 1261c8dd0c0dSLois Curfman McInnes neP->lsP = PETSC_NULL; 12623c632250SBarry Smith neP->postcheckstep = PETSC_NULL; 12633c632250SBarry Smith neP->postcheck = PETSC_NULL; 12643c632250SBarry Smith neP->precheckstep = PETSC_NULL; 12653c632250SBarry Smith neP->precheck = PETSC_NULL; 126682bf6240SBarry Smith 126794298653SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetMonitor_C","SNESLineSearchSetMonitor_LS",SNESLineSearchSetMonitor_LS);CHKERRQ(ierr); 1268*4827ddcaSBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetParams_C","SNESLineSearchSetParams_LS",SNESLineSearchSetParams_LS);CHKERRQ(ierr); 126994298653SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","SNESLineSearchSet_LS",SNESLineSearchSet_LS);CHKERRQ(ierr); 127094298653SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","SNESLineSearchSetPostCheck_LS",SNESLineSearchSetPostCheck_LS);CHKERRQ(ierr); 127194298653SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","SNESLineSearchSetPreCheck_LS",SNESLineSearchSetPreCheck_LS);CHKERRQ(ierr); 127282bf6240SBarry Smith 12733a40ed3dSBarry Smith PetscFunctionReturn(0); 12745e42470aSBarry Smith } 1275fb2e594dSBarry Smith EXTERN_C_END 127682bf6240SBarry Smith 127782bf6240SBarry Smith 127882bf6240SBarry Smith 1279