173f4d377SMatthew Knepley /*$Id: ls.c,v 1.172 2001/08/07 03:04:11 balay Exp $*/ 25e76c431SBarry Smith 370f55243SBarry Smith #include "src/snes/impls/ls/ls.h" 45e42470aSBarry Smith 55ca10a37SBarry Smith 65ca10a37SBarry Smith #undef __FUNCT__ 75ca10a37SBarry Smith #define __FUNCT__ "VecMaxScale_SNES" 85ca10a37SBarry Smith /* 95ca10a37SBarry Smith max { p[i]/x[i] } 105ca10a37SBarry Smith */ 115ca10a37SBarry Smith int VecMaxScale_SNES(Vec p,Vec x,PetscReal *m) 125ca10a37SBarry Smith { 135ca10a37SBarry Smith int ierr,i,n; 145ca10a37SBarry Smith PetscScalar *pa,*xa; 155ca10a37SBarry Smith PetscReal t; 165ca10a37SBarry Smith MPI_Comm comm; 175ca10a37SBarry Smith 185ca10a37SBarry Smith PetscFunctionBegin; 195ca10a37SBarry Smith ierr = VecGetLocalSize(p,&n);CHKERRQ(ierr); 205ca10a37SBarry Smith ierr = PetscObjectGetComm((PetscObject)p,&comm);CHKERRQ(ierr); 215ca10a37SBarry Smith 225ca10a37SBarry Smith ierr = VecGetArray(p,&pa);CHKERRQ(ierr); 235ca10a37SBarry Smith ierr = VecGetArray(x,&xa);CHKERRQ(ierr); 245ca10a37SBarry Smith t = 0.0; 255ca10a37SBarry Smith for ( i=0; i<n; i++) { 265ca10a37SBarry Smith if (xa[i] != 0.0) { 275ca10a37SBarry Smith t = PetscMax(PetscAbsScalar(pa[i]/xa[i]),t); 285ca10a37SBarry Smith } else { 295ca10a37SBarry Smith t = PetscMax(PetscAbsScalar(pa[i]),t); 305ca10a37SBarry Smith } 315ca10a37SBarry Smith } 325ca10a37SBarry Smith ierr = MPI_Allreduce(&t,m,1,MPI_DOUBLE,MPI_MAX,comm);CHKERRQ(ierr); 335ca10a37SBarry Smith ierr = VecRestoreArray(p,&pa);CHKERRQ(ierr); 345ca10a37SBarry Smith ierr = VecRestoreArray(x,&xa);CHKERRQ(ierr); 355ca10a37SBarry Smith PetscFunctionReturn(0); 365ca10a37SBarry Smith } 375ca10a37SBarry Smith 388a5d9ee4SBarry Smith /* 398a5d9ee4SBarry Smith Checks if J^T F = 0 which implies we've found a local minimum of the function, 408a5d9ee4SBarry Smith but not a zero. In the case when one cannot compute J^T F we use the fact that 4136669109SBarry Smith 0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More 4236669109SBarry Smith for this trick. 438a5d9ee4SBarry Smith */ 444a2ae208SSatish Balay #undef __FUNCT__ 454a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckLocalMin_Private" 468a5d9ee4SBarry Smith int SNESLSCheckLocalMin_Private(Mat A,Vec F,Vec W,PetscReal fnorm,PetscTruth *ismin) 478a5d9ee4SBarry Smith { 488a5d9ee4SBarry Smith PetscReal a1; 498a5d9ee4SBarry Smith int ierr; 5036669109SBarry Smith PetscTruth hastranspose; 518a5d9ee4SBarry Smith 528a5d9ee4SBarry Smith PetscFunctionBegin; 538a5d9ee4SBarry Smith *ismin = PETSC_FALSE; 5436669109SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 5536669109SBarry Smith if (hastranspose) { 568a5d9ee4SBarry Smith /* Compute || J^T F|| */ 578a5d9ee4SBarry Smith ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr); 588a5d9ee4SBarry Smith ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr); 59*4b27c08aSLois Curfman McInnes PetscLogInfo(0,"SNESSolve_LS: || J^T F|| %g near zero implies found a local minimum\n",a1/fnorm); 608a5d9ee4SBarry Smith if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE; 6136669109SBarry Smith } else { 6236669109SBarry Smith Vec work; 63ea709b57SSatish Balay PetscScalar result; 6436669109SBarry Smith PetscReal wnorm; 6536669109SBarry Smith 6636669109SBarry Smith ierr = VecSetRandom(PETSC_NULL,W);CHKERRQ(ierr); 6736669109SBarry Smith ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr); 6836669109SBarry Smith ierr = VecDuplicate(W,&work);CHKERRQ(ierr); 6936669109SBarry Smith ierr = MatMult(A,W,work);CHKERRQ(ierr); 7036669109SBarry Smith ierr = VecDot(F,work,&result);CHKERRQ(ierr); 7136669109SBarry Smith ierr = VecDestroy(work);CHKERRQ(ierr); 7236669109SBarry Smith a1 = PetscAbsScalar(result)/(fnorm*wnorm); 73*4b27c08aSLois Curfman McInnes PetscLogInfo(0,"SNESSolve_LS: (F^T J random)/(|| F ||*||random|| %g near zero implies found a local minimum\n",a1); 7436669109SBarry Smith if (a1 < 1.e-4) *ismin = PETSC_TRUE; 7536669109SBarry Smith } 768a5d9ee4SBarry Smith PetscFunctionReturn(0); 778a5d9ee4SBarry Smith } 788a5d9ee4SBarry Smith 7974637425SBarry Smith /* 805ed2d596SBarry Smith Checks if J^T(F - J*X) = 0 8174637425SBarry Smith */ 824a2ae208SSatish Balay #undef __FUNCT__ 834a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckResidual_Private" 8474637425SBarry Smith int SNESLSCheckResidual_Private(Mat A,Vec F,Vec X,Vec W1,Vec W2) 8574637425SBarry Smith { 8674637425SBarry Smith PetscReal a1,a2; 8774637425SBarry Smith int ierr; 8874637425SBarry Smith PetscTruth hastranspose; 89ea709b57SSatish Balay PetscScalar mone = -1.0; 9074637425SBarry Smith 9174637425SBarry Smith PetscFunctionBegin; 9274637425SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 9374637425SBarry Smith if (hastranspose) { 9474637425SBarry Smith ierr = MatMult(A,X,W1);CHKERRQ(ierr); 9574637425SBarry Smith ierr = VecAXPY(&mone,F,W1);CHKERRQ(ierr); 9674637425SBarry Smith 9774637425SBarry Smith /* Compute || J^T W|| */ 9874637425SBarry Smith ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr); 9974637425SBarry Smith ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr); 10074637425SBarry Smith ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr); 1019994e62eSSatish Balay if (a1 != 0) { 102*4b27c08aSLois Curfman McInnes PetscLogInfo(0,"SNESSolve_LS: ||J^T(F-Ax)||/||F-AX|| %g near zero implies inconsistent rhs\n",a2/a1); 10385471664SBarry Smith } 10474637425SBarry Smith } 10574637425SBarry Smith PetscFunctionReturn(0); 10674637425SBarry Smith } 10774637425SBarry Smith 10804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------- 10904d965bbSLois Curfman McInnes 11004d965bbSLois Curfman McInnes This file implements a truncated Newton method with a line search, 11104d965bbSLois Curfman McInnes for solving a system of nonlinear equations, using the SLES, Vec, 11204d965bbSLois Curfman McInnes and Mat interfaces for linear solvers, vectors, and matrices, 11304d965bbSLois Curfman McInnes respectively. 11404d965bbSLois Curfman McInnes 115fe6c6bacSLois Curfman McInnes The following basic routines are required for each nonlinear solver: 11604d965bbSLois Curfman McInnes SNESCreate_XXX() - Creates a nonlinear solver context 11704d965bbSLois Curfman McInnes SNESSetFromOptions_XXX() - Sets runtime options 118fe6c6bacSLois Curfman McInnes SNESSolve_XXX() - Solves the nonlinear system 11904d965bbSLois Curfman McInnes SNESDestroy_XXX() - Destroys the nonlinear solver context 12004d965bbSLois Curfman McInnes The suffix "_XXX" denotes a particular implementation, in this case 121*4b27c08aSLois Curfman McInnes we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving 122*4b27c08aSLois Curfman McInnes systems of nonlinear equations with a line search (LS) method. 12304d965bbSLois Curfman McInnes These routines are actually called via the common user interface 12404d965bbSLois Curfman McInnes routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and 12504d965bbSLois Curfman McInnes SNESDestroy(), so the application code interface remains identical 12604d965bbSLois Curfman McInnes for all nonlinear solvers. 12704d965bbSLois Curfman McInnes 12804d965bbSLois Curfman McInnes Another key routine is: 12904d965bbSLois Curfman McInnes SNESSetUp_XXX() - Prepares for the use of a nonlinear solver 13004d965bbSLois Curfman McInnes by setting data structures and options. The interface routine SNESSetUp() 13104d965bbSLois Curfman McInnes is not usually called directly by the user, but instead is called by 13204d965bbSLois Curfman McInnes SNESSolve() if necessary. 13304d965bbSLois Curfman McInnes 13404d965bbSLois Curfman McInnes Additional basic routines are: 13504d965bbSLois Curfman McInnes SNESView_XXX() - Prints details of runtime options that 13604d965bbSLois Curfman McInnes have actually been used. 13704d965bbSLois Curfman McInnes These are called by application codes via the interface routines 138186905e3SBarry Smith SNESView(). 13904d965bbSLois Curfman McInnes 14004d965bbSLois Curfman McInnes The various types of solvers (preconditioners, Krylov subspace methods, 14104d965bbSLois Curfman McInnes nonlinear solvers, timesteppers) are all organized similarly, so the 14204d965bbSLois Curfman McInnes above description applies to these categories also. 14304d965bbSLois Curfman McInnes 14404d965bbSLois Curfman McInnes -------------------------------------------------------------------- */ 1455e42470aSBarry Smith /* 146*4b27c08aSLois Curfman McInnes SNESSolve_LS - Solves a nonlinear system with a truncated Newton 14704d965bbSLois Curfman McInnes method with a line search. 1485e76c431SBarry Smith 14904d965bbSLois Curfman McInnes Input Parameters: 15004d965bbSLois Curfman McInnes . snes - the SNES context 1515e76c431SBarry Smith 15204d965bbSLois Curfman McInnes Output Parameter: 153c2a78f1aSLois Curfman McInnes . outits - number of iterations until termination 15404d965bbSLois Curfman McInnes 15504d965bbSLois Curfman McInnes Application Interface Routine: SNESSolve() 1565e76c431SBarry Smith 1575e76c431SBarry Smith Notes: 1585e76c431SBarry Smith This implements essentially a truncated Newton method with a 1595e76c431SBarry Smith line search. By default a cubic backtracking line search 1605e76c431SBarry Smith is employed, as described in the text "Numerical Methods for 1615e76c431SBarry Smith Unconstrained Optimization and Nonlinear Equations" by Dennis 162393d2d9aSLois Curfman McInnes and Schnabel. 1635e76c431SBarry Smith */ 1644a2ae208SSatish Balay #undef __FUNCT__ 165*4b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSolve_LS" 166*4b27c08aSLois Curfman McInnes int SNESSolve_LS(SNES snes,int *outits) 1675e76c431SBarry Smith { 168*4b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 16984c569c9SBarry Smith int maxits,i,ierr,lits,lsfail; 170112a2221SBarry Smith MatStructure flg = DIFFERENT_NONZERO_PATTERN; 171329f5518SBarry Smith PetscReal fnorm,gnorm,xnorm,ynorm; 1725e42470aSBarry Smith Vec Y,X,F,G,W,TMP; 1735e76c431SBarry Smith 1743a40ed3dSBarry Smith PetscFunctionBegin; 175184914b5SBarry Smith snes->reason = SNES_CONVERGED_ITERATING; 176184914b5SBarry Smith 1775e42470aSBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 1785e42470aSBarry Smith X = snes->vec_sol; /* solution vector */ 17939e2f89bSBarry Smith F = snes->vec_func; /* residual vector */ 1805e42470aSBarry Smith Y = snes->work[0]; /* work vectors */ 1815e42470aSBarry Smith G = snes->work[1]; 1825e42470aSBarry Smith W = snes->work[2]; 1835e76c431SBarry Smith 1844c49b128SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1854c49b128SBarry Smith snes->iter = 0; 1864c49b128SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 1875334005bSBarry Smith ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); /* F(X) */ 188cddf8d76SBarry Smith ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- ||F|| */ 1890f5bd95cSBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1905e42470aSBarry Smith snes->norm = fnorm; 1910f5bd95cSBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 19284c569c9SBarry Smith SNESLogConvHistory(snes,fnorm,0); 19394a424c1SBarry Smith SNESMonitor(snes,0,fnorm); 1945e76c431SBarry Smith 195184914b5SBarry Smith if (fnorm < snes->atol) {*outits = 0; snes->reason = SNES_CONVERGED_FNORM_ABS; PetscFunctionReturn(0);} 19694a9d846SBarry Smith 197d034289bSBarry Smith /* set parameter for default relative tolerance convergence test */ 198d034289bSBarry Smith snes->ttol = fnorm*snes->rtol; 199d034289bSBarry Smith 2005e76c431SBarry Smith for (i=0; i<maxits; i++) { 2015e76c431SBarry Smith 202329e7e40SMatthew Knepley /* Call general purpose update function */ 203de8cb200SMatthew Knepley if (snes->update != PETSC_NULL) { 204329e7e40SMatthew Knepley ierr = (*snes->update)(snes, snes->iter);CHKERRQ(ierr); 205de8cb200SMatthew Knepley } 206329e7e40SMatthew Knepley 207ea4d3ed3SLois Curfman McInnes /* Solve J Y = F, where J is Jacobian matrix */ 2085334005bSBarry Smith ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); 2095334005bSBarry Smith ierr = SLESSetOperators(snes->sles,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); 21078b31e54SBarry Smith ierr = SLESSolve(snes->sles,F,Y,&lits);CHKERRQ(ierr); 21174637425SBarry Smith 212b0a32e0cSBarry Smith if (PetscLogPrintInfo){ 21374637425SBarry Smith ierr = SNESLSCheckResidual_Private(snes->jacobian,F,Y,G,W);CHKERRQ(ierr); 21485471664SBarry Smith } 21574637425SBarry Smith 21690cbd584SBarry Smith /* should check what happened to the linear solve? */ 2173505fcc1SBarry Smith snes->linear_its += lits; 218*4b27c08aSLois Curfman McInnes PetscLogInfo(snes,"SNESSolve_LS: iter=%d, linear solve iterations=%d\n",snes->iter,lits); 219ea4d3ed3SLois Curfman McInnes 220ea4d3ed3SLois Curfman McInnes /* Compute a (scaled) negative update in the line search routine: 221ea4d3ed3SLois Curfman McInnes Y <- X - lambda*Y 222ea4d3ed3SLois Curfman McInnes and evaluate G(Y) = function(Y)) 223ea4d3ed3SLois Curfman McInnes */ 22481b6cf68SLois Curfman McInnes ierr = VecCopy(Y,snes->vec_sol_update_always);CHKERRQ(ierr); 225af2d14d2SLois Curfman McInnes ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lsfail);CHKERRQ(ierr); 226*4b27c08aSLois Curfman McInnes PetscLogInfo(snes,"SNESSolve_LS: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lsfail=%d\n",fnorm,gnorm,ynorm,lsfail); 227a3b891d8SBarry Smith 228a3b891d8SBarry Smith TMP = F; F = G; snes->vec_func_always = F; G = TMP; 229a3b891d8SBarry Smith TMP = X; X = Y; snes->vec_sol_always = X; Y = TMP; 230a3b891d8SBarry Smith fnorm = gnorm; 231a3b891d8SBarry Smith 2325ed2d596SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 2335ed2d596SBarry Smith snes->iter = i+1; 2345ed2d596SBarry Smith snes->norm = fnorm; 2355ed2d596SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 2365ed2d596SBarry Smith SNESLogConvHistory(snes,fnorm,lits); 2375ed2d596SBarry Smith SNESMonitor(snes,i+1,fnorm); 2385ed2d596SBarry Smith 2393505fcc1SBarry Smith if (lsfail) { 2408a5d9ee4SBarry Smith PetscTruth ismin; 24150ffb88aSMatthew Knepley 24250ffb88aSMatthew Knepley if (++snes->numFailures >= snes->maxFailures) { 2433505fcc1SBarry Smith snes->reason = SNES_DIVERGED_LS_FAILURE; 2448a5d9ee4SBarry Smith ierr = SNESLSCheckLocalMin_Private(snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr); 2458a5d9ee4SBarry Smith if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN; 2463505fcc1SBarry Smith break; 2473505fcc1SBarry Smith } 24850ffb88aSMatthew Knepley } 2495e76c431SBarry Smith 2505e76c431SBarry Smith /* Test for convergence */ 25129e0b56fSBarry Smith if (snes->converged) { 25229e0b56fSBarry Smith ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm = || X || */ 2533505fcc1SBarry Smith ierr = (*snes->converged)(snes,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 2543505fcc1SBarry Smith if (snes->reason) { 25516c95cacSBarry Smith break; 25616c95cacSBarry Smith } 25716c95cacSBarry Smith } 25829e0b56fSBarry Smith } 25939e2f89bSBarry Smith if (X != snes->vec_sol) { 260393d2d9aSLois Curfman McInnes ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr); 261e15f7bb5SBarry Smith } 262e15f7bb5SBarry Smith if (F != snes->vec_func) { 263e15f7bb5SBarry Smith ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr); 264e15f7bb5SBarry Smith } 26539e2f89bSBarry Smith snes->vec_sol_always = snes->vec_sol; 26639e2f89bSBarry Smith snes->vec_func_always = snes->vec_func; 26752392280SLois Curfman McInnes if (i == maxits) { 268*4b27c08aSLois Curfman McInnes PetscLogInfo(snes,"SNESSolve_LS: Maximum number of iterations has been reached: %d\n",maxits); 26952392280SLois Curfman McInnes i--; 2703505fcc1SBarry Smith snes->reason = SNES_DIVERGED_MAX_IT; 27152392280SLois Curfman McInnes } 2720f5bd95cSBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 2730f5bd95cSBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 2745e42470aSBarry Smith *outits = i+1; 2753a40ed3dSBarry Smith PetscFunctionReturn(0); 2765e76c431SBarry Smith } 27704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 27804d965bbSLois Curfman McInnes /* 279*4b27c08aSLois Curfman McInnes SNESSetUp_LS - Sets up the internal data structures for the later use 280*4b27c08aSLois Curfman McInnes of the SNESLS nonlinear solver. 28104d965bbSLois Curfman McInnes 28204d965bbSLois Curfman McInnes Input Parameter: 28304d965bbSLois Curfman McInnes . snes - the SNES context 28404d965bbSLois Curfman McInnes . x - the solution vector 28504d965bbSLois Curfman McInnes 28604d965bbSLois Curfman McInnes Application Interface Routine: SNESSetUp() 28704d965bbSLois Curfman McInnes 28804d965bbSLois Curfman McInnes Notes: 289*4b27c08aSLois Curfman McInnes For basic use of the SNES solvers, the user need not explicitly call 29004d965bbSLois Curfman McInnes SNESSetUp(), since these actions will automatically occur during 29104d965bbSLois Curfman McInnes the call to SNESSolve(). 29204d965bbSLois Curfman McInnes */ 2934a2ae208SSatish Balay #undef __FUNCT__ 294*4b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS" 295*4b27c08aSLois Curfman McInnes int SNESSetUp_LS(SNES snes) 2965e76c431SBarry Smith { 2975e42470aSBarry Smith int ierr; 2983a40ed3dSBarry Smith 2993a40ed3dSBarry Smith PetscFunctionBegin; 30081b6cf68SLois Curfman McInnes snes->nwork = 4; 301d7e8b826SBarry Smith ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr); 302b0a32e0cSBarry Smith PetscLogObjectParents(snes,snes->nwork,snes->work); 30381b6cf68SLois Curfman McInnes snes->vec_sol_update_always = snes->work[3]; 3043a40ed3dSBarry Smith PetscFunctionReturn(0); 3055e76c431SBarry Smith } 30604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 30704d965bbSLois Curfman McInnes /* 308*4b27c08aSLois Curfman McInnes SNESDestroy_LS - Destroys the private SNES_LS context that was created 309*4b27c08aSLois Curfman McInnes with SNESCreate_LS(). 31004d965bbSLois Curfman McInnes 31104d965bbSLois Curfman McInnes Input Parameter: 31204d965bbSLois Curfman McInnes . snes - the SNES context 31304d965bbSLois Curfman McInnes 314de49b36dSLois Curfman McInnes Application Interface Routine: SNESDestroy() 31504d965bbSLois Curfman McInnes */ 3164a2ae208SSatish Balay #undef __FUNCT__ 317*4b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS" 318*4b27c08aSLois Curfman McInnes int SNESDestroy_LS(SNES snes) 3195e76c431SBarry Smith { 320393d2d9aSLois Curfman McInnes int ierr; 3213a40ed3dSBarry Smith 3223a40ed3dSBarry Smith PetscFunctionBegin; 3235baf8537SBarry Smith if (snes->nwork) { 3244b0e389bSBarry Smith ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr); 32521c89e3eSBarry Smith } 3265c704376SSatish Balay ierr = PetscFree(snes->data);CHKERRQ(ierr); 3273a40ed3dSBarry Smith PetscFunctionReturn(0); 3285e76c431SBarry Smith } 32904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3304a2ae208SSatish Balay #undef __FUNCT__ 3314a2ae208SSatish Balay #define __FUNCT__ "SNESNoLineSearch" 33282bf6240SBarry Smith 3334b828684SBarry Smith /*@C 3345e42470aSBarry Smith SNESNoLineSearch - This routine is not a line search at all; 3355e76c431SBarry Smith it simply uses the full Newton step. Thus, this routine is intended 3365e76c431SBarry Smith to serve as a template and is not recommended for general use. 3375e76c431SBarry Smith 338c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 339c7afd0dbSLois Curfman McInnes 3405e76c431SBarry Smith Input Parameters: 341c7afd0dbSLois Curfman McInnes + snes - nonlinear context 342af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 3435e76c431SBarry Smith . x - current iterate 3445e76c431SBarry Smith . f - residual evaluated at x 3455e76c431SBarry Smith . y - search direction (contains new iterate on output) 3465e76c431SBarry Smith . w - work vector 347c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 3485e76c431SBarry Smith 349c4a48953SLois Curfman McInnes Output Parameters: 350c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 3515e76c431SBarry Smith . y - new iterate (contains search direction on input) 3525e76c431SBarry Smith . gnorm - 2-norm of g 3535e76c431SBarry Smith . ynorm - 2-norm of search length 354c7afd0dbSLois Curfman McInnes - flag - set to 0, indicating a successful line search 355fee21e36SBarry Smith 356c4a48953SLois Curfman McInnes Options Database Key: 357*4b27c08aSLois Curfman McInnes . -snes_ls basic - Activates SNESNoLineSearch() 358c4a48953SLois Curfman McInnes 35936851e7fSLois Curfman McInnes Level: advanced 36036851e7fSLois Curfman McInnes 36128ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 36228ae5a21SLois Curfman McInnes 363f59ffdedSLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 364af2d14d2SLois Curfman McInnes SNESSetLineSearch(), SNESNoLineSearchNoNorms() 3655e76c431SBarry Smith @*/ 3665d1a10b1SBarry Smith int SNESNoLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag) 3675e76c431SBarry Smith { 3685e42470aSBarry Smith int ierr; 369ea709b57SSatish Balay PetscScalar mone = -1.0; 370*4b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 3718f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 3725334005bSBarry Smith 3733a40ed3dSBarry Smith PetscFunctionBegin; 374761aaf1bSLois Curfman McInnes *flag = 0; 375d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 376a3b38805SLois Curfman McInnes ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); /* ynorm = || y || */ 377ea4d3ed3SLois Curfman McInnes ierr = VecAYPX(&mone,x,y);CHKERRQ(ierr); /* y <- y - x */ 3788f99978dSLois Curfman McInnes if (neP->CheckStep) { 3798f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 3808f99978dSLois Curfman McInnes } 381ea4d3ed3SLois Curfman McInnes ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); /* Compute F(y) */ 382a3b38805SLois Curfman McInnes ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); /* gnorm = || g || */ 383d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 3843a40ed3dSBarry Smith PetscFunctionReturn(0); 3855e76c431SBarry Smith } 38604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3874a2ae208SSatish Balay #undef __FUNCT__ 3884a2ae208SSatish Balay #define __FUNCT__ "SNESNoLineSearchNoNorms" 38982bf6240SBarry Smith 39029e0b56fSBarry Smith /*@C 39129e0b56fSBarry Smith SNESNoLineSearchNoNorms - This routine is not a line search at 39229e0b56fSBarry Smith all; it simply uses the full Newton step. This version does not 39329e0b56fSBarry Smith even compute the norm of the function or search direction; this 39429e0b56fSBarry Smith is intended only when you know the full step is fine and are 39529e0b56fSBarry Smith not checking for convergence of the nonlinear iteration (for 396c7afd0dbSLois Curfman McInnes example, you are running always for a fixed number of Newton steps). 397c7afd0dbSLois Curfman McInnes 398c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 39929e0b56fSBarry Smith 40029e0b56fSBarry Smith Input Parameters: 401c7afd0dbSLois Curfman McInnes + snes - nonlinear context 402af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 40329e0b56fSBarry Smith . x - current iterate 40429e0b56fSBarry Smith . f - residual evaluated at x 40529e0b56fSBarry Smith . y - search direction (contains new iterate on output) 40629e0b56fSBarry Smith . w - work vector 407c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 40829e0b56fSBarry Smith 40929e0b56fSBarry Smith Output Parameters: 410c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 41129e0b56fSBarry Smith . gnorm - not changed 41229e0b56fSBarry Smith . ynorm - not changed 413c7afd0dbSLois Curfman McInnes - flag - set to 0, indicating a successful line search 414fee21e36SBarry Smith 41529e0b56fSBarry Smith Options Database Key: 416*4b27c08aSLois Curfman McInnes . -snes_ls basicnonorms - Activates SNESNoLineSearchNoNorms() 41729e0b56fSBarry Smith 4188cbba510SBarry Smith Notes: 419ea56f5baSLois Curfman McInnes SNESNoLineSearchNoNorms() must be used in conjunction with 420ea56f5baSLois Curfman McInnes either the options 421ea56f5baSLois Curfman McInnes $ -snes_no_convergence_test -snes_max_it <its> 422ea56f5baSLois Curfman McInnes or alternatively a user-defined custom test set via 423329f5518SBarry Smith SNESSetConvergenceTest(); or a -snes_max_it of 1, 424329f5518SBarry Smith otherwise, the SNES solver will generate an error. 425329f5518SBarry Smith 426329f5518SBarry Smith During the final iteration this will not evaluate the function at 427329f5518SBarry Smith the solution point. This is to save a function evaluation while 428329f5518SBarry Smith using pseudo-timestepping. 4298cbba510SBarry Smith 430ea56f5baSLois Curfman McInnes The residual norms printed by monitoring routines such as 431ea56f5baSLois Curfman McInnes SNESDefaultMonitor() (as activated via -snes_monitor) will not be 432ea56f5baSLois Curfman McInnes correct, since they are not computed. 433ea56f5baSLois Curfman McInnes 434ea56f5baSLois Curfman McInnes Level: advanced 4358cbba510SBarry Smith 43629e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic 43729e0b56fSBarry Smith 43829e0b56fSBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 43929e0b56fSBarry Smith SNESSetLineSearch(), SNESNoLineSearch() 44029e0b56fSBarry Smith @*/ 4415d1a10b1SBarry Smith int SNESNoLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag) 44229e0b56fSBarry Smith { 44329e0b56fSBarry Smith int ierr; 444ea709b57SSatish Balay PetscScalar mone = -1.0; 445*4b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 4468f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 44729e0b56fSBarry Smith 4483a40ed3dSBarry Smith PetscFunctionBegin; 4498cbba510SBarry Smith *flag = 0; 450d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 45129e0b56fSBarry Smith ierr = VecAYPX(&mone,x,y);CHKERRQ(ierr); /* y <- y - x */ 4528f99978dSLois Curfman McInnes if (neP->CheckStep) { 4538f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 4548f99978dSLois Curfman McInnes } 455329f5518SBarry Smith 456329f5518SBarry Smith /* don't evaluate function the last time through */ 457329f5518SBarry Smith if (snes->iter < snes->max_its-1) { 45829e0b56fSBarry Smith ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); /* Compute F(y) */ 459329f5518SBarry Smith } 460d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 4613a40ed3dSBarry Smith PetscFunctionReturn(0); 46229e0b56fSBarry Smith } 46304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 4644a2ae208SSatish Balay #undef __FUNCT__ 4654a2ae208SSatish Balay #define __FUNCT__ "SNESCubicLineSearch" 4664b828684SBarry Smith /*@C 467f525115eSLois Curfman McInnes SNESCubicLineSearch - Performs a cubic line search (default line search method). 4685e76c431SBarry Smith 469c7afd0dbSLois Curfman McInnes Collective on SNES 470c7afd0dbSLois Curfman McInnes 4715e76c431SBarry Smith Input Parameters: 472c7afd0dbSLois Curfman McInnes + snes - nonlinear context 473af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 4745e76c431SBarry Smith . x - current iterate 4755e76c431SBarry Smith . f - residual evaluated at x 4765e76c431SBarry Smith . y - search direction (contains new iterate on output) 4775e76c431SBarry Smith . w - work vector 478c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 4795e76c431SBarry Smith 480393d2d9aSLois Curfman McInnes Output Parameters: 481c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4825e76c431SBarry Smith . y - new iterate (contains search direction on input) 4835e76c431SBarry Smith . gnorm - 2-norm of g 4845e76c431SBarry Smith . ynorm - 2-norm of search length 485c7afd0dbSLois Curfman McInnes - flag - 0 if line search succeeds; -1 on failure. 486fee21e36SBarry Smith 487c4a48953SLois Curfman McInnes Options Database Key: 488*4b27c08aSLois Curfman McInnes $ -snes_ls cubic - Activates SNESCubicLineSearch() 489c4a48953SLois Curfman McInnes 4905e76c431SBarry Smith Notes: 4915e76c431SBarry Smith This line search is taken from "Numerical Methods for Unconstrained 4925e76c431SBarry Smith Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 4935e76c431SBarry Smith 49436851e7fSLois Curfman McInnes Level: advanced 49536851e7fSLois Curfman McInnes 49628ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 49728ae5a21SLois Curfman McInnes 498af2d14d2SLois Curfman McInnes .seealso: SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms() 4995e76c431SBarry Smith @*/ 5005d1a10b1SBarry Smith int SNESCubicLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag) 5015e76c431SBarry Smith { 502406556e6SLois Curfman McInnes /* 503406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 504406556e6SLois Curfman McInnes minimization problem: 505406556e6SLois Curfman McInnes min z(x): R^n -> R, 506406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 507406556e6SLois Curfman McInnes */ 508406556e6SLois Curfman McInnes 5095ca10a37SBarry Smith PetscReal steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength; 510329f5518SBarry Smith PetscReal maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg; 511aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 512ea709b57SSatish Balay PetscScalar cinitslope,clambda; 5136b5873e3SBarry Smith #endif 5145e42470aSBarry Smith int ierr,count; 515*4b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 516ea709b57SSatish Balay PetscScalar mone = -1.0,scale; 5178f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 5185e76c431SBarry Smith 5193a40ed3dSBarry Smith PetscFunctionBegin; 520d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 521761aaf1bSLois Curfman McInnes *flag = 0; 5225e76c431SBarry Smith alpha = neP->alpha; 5235e76c431SBarry Smith maxstep = neP->maxstep; 5245e76c431SBarry Smith steptol = neP->steptol; 5255e76c431SBarry Smith 526cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 527a1c2b6eeSLois Curfman McInnes if (*ynorm < snes->atol) { 528b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Search direction and size are nearly 0\n"); 529a1c2b6eeSLois Curfman McInnes *gnorm = fnorm; 530a1c2b6eeSLois Curfman McInnes ierr = VecCopy(x,y);CHKERRQ(ierr); 531a1c2b6eeSLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 532ad922ac9SBarry Smith goto theend1; 53394a9d846SBarry Smith } 5345e76c431SBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 5355e42470aSBarry Smith scale = maxstep/(*ynorm); 536aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 537b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g old ynorm %g\n",PetscRealPart(scale),*ynorm); 5386b5873e3SBarry Smith #else 539b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g old ynorm %g\n",scale,*ynorm); 5406b5873e3SBarry Smith #endif 541393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y);CHKERRQ(ierr); 5425e76c431SBarry Smith *ynorm = maxstep; 5435e76c431SBarry Smith } 5445ca10a37SBarry Smith ierr = VecMaxScale_SNES(y,x,&rellength);CHKERRQ(ierr); 5455ca10a37SBarry Smith minlambda = steptol/rellength; 546a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 547aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 548a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 549329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 5505e42470aSBarry Smith #else 551a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 5525e42470aSBarry Smith #endif 5535e76c431SBarry Smith if (initslope > 0.0) initslope = -initslope; 5545e76c431SBarry Smith if (initslope == 0.0) initslope = -1.0; 5555e76c431SBarry Smith 556393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w);CHKERRQ(ierr); 5575334005bSBarry Smith ierr = VecAYPX(&mone,x,w);CHKERRQ(ierr); 55878b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 559313b5538SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 5605d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 561393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 562b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Using full step\n"); 563ad922ac9SBarry Smith goto theend1; 5645e76c431SBarry Smith } 5655e76c431SBarry Smith 5665e76c431SBarry Smith /* Fit points with quadratic */ 567313b5538SBarry Smith lambda = 1.0; 568a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 5695e76c431SBarry Smith lambdaprev = lambda; 5705e76c431SBarry Smith gnormprev = *gnorm; 571329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 572ddd12767SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 573ddd12767SBarry Smith else lambda = lambdatemp; 574393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 575ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 576aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 577ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr); 5785e42470aSBarry Smith #else 579ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr); 5805e42470aSBarry Smith #endif 58178b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 582cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 5835ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 584393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 5855ed2d596SBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Quadratically determined step, lambda=%18.16e\n",lambda); 586ad922ac9SBarry Smith goto theend1; 5875e76c431SBarry Smith } 5885e76c431SBarry Smith 5895e76c431SBarry Smith /* Fit points with cubic */ 5905e76c431SBarry Smith count = 1; 5915ca10a37SBarry Smith while (PETSC_TRUE) { 5925e76c431SBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 593b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch:Unable to find good step length! %d \n",count); 5945ed2d596SBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch:fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope); 595f168f371SBarry Smith ierr = VecCopy(x,y);CHKERRQ(ierr); 596761aaf1bSLois Curfman McInnes *flag = -1; break; 5975e76c431SBarry Smith } 5985d1a10b1SBarry Smith t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope; 5995d1a10b1SBarry Smith t2 = .5*(gnormprev*gnormprev - fnorm*fnorm) - lambdaprev*initslope; 600ddd12767SBarry Smith a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6012b022350SLois Curfman McInnes b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6025e76c431SBarry Smith d = b*b - 3*a*initslope; 6035e76c431SBarry Smith if (d < 0.0) d = 0.0; 6045e76c431SBarry Smith if (a == 0.0) { 6055e76c431SBarry Smith lambdatemp = -initslope/(2.0*b); 6065e76c431SBarry Smith } else { 6075e76c431SBarry Smith lambdatemp = (-b + sqrt(d))/(3.0*a); 6085e76c431SBarry Smith } 6095e76c431SBarry Smith lambdaprev = lambda; 6105e76c431SBarry Smith gnormprev = *gnorm; 611329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 612329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 6135e76c431SBarry Smith else lambda = lambdatemp; 614393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 615ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 616aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 617ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; 618393d2d9aSLois Curfman McInnes ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr); 6195e42470aSBarry Smith #else 620ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr); 6215e42470aSBarry Smith #endif 62278b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 623cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 6245ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */ 625393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 6265ed2d596SBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Cubically determined step, lambda=%18.16e\n",lambda); 6272715565aSLois Curfman McInnes goto theend1; 6282b022350SLois Curfman McInnes } else { 6295ed2d596SBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Cubic step no good, shrinking lambda, lambda=%18.16e\n",lambda); 6305e76c431SBarry Smith } 6315e76c431SBarry Smith count++; 6325e76c431SBarry Smith } 633ad922ac9SBarry Smith theend1: 6348f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 6358f99978dSLois Curfman McInnes if (neP->CheckStep) { 6368f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 6378f99978dSLois Curfman McInnes if (change_y == PETSC_TRUE) { /* recompute the function if the step has changed */ 6388f99978dSLois Curfman McInnes ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); 6398f99978dSLois Curfman McInnes ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr); 6408f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 6418f99978dSLois Curfman McInnes ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr); 6428f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 6438f99978dSLois Curfman McInnes } 6448f99978dSLois Curfman McInnes } 645d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 6463a40ed3dSBarry Smith PetscFunctionReturn(0); 6475e76c431SBarry Smith } 64804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 6494a2ae208SSatish Balay #undef __FUNCT__ 6504a2ae208SSatish Balay #define __FUNCT__ "SNESQuadraticLineSearch" 6514b828684SBarry Smith /*@C 652f525115eSLois Curfman McInnes SNESQuadraticLineSearch - Performs a quadratic line search. 6535e76c431SBarry Smith 654c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 655c7afd0dbSLois Curfman McInnes 6565e42470aSBarry Smith Input Parameters: 657c7afd0dbSLois Curfman McInnes + snes - the SNES context 658af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 6595e42470aSBarry Smith . x - current iterate 6605e42470aSBarry Smith . f - residual evaluated at x 6615e42470aSBarry Smith . y - search direction (contains new iterate on output) 6625e42470aSBarry Smith . w - work vector 663c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 6645e42470aSBarry Smith 665c4a48953SLois Curfman McInnes Output Parameters: 666c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 6675e42470aSBarry Smith . y - new iterate (contains search direction on input) 6685e42470aSBarry Smith . gnorm - 2-norm of g 6695e42470aSBarry Smith . ynorm - 2-norm of search length 670c7afd0dbSLois Curfman McInnes - flag - 0 if line search succeeds; -1 on failure. 671fee21e36SBarry Smith 672c4a48953SLois Curfman McInnes Options Database Key: 673*4b27c08aSLois Curfman McInnes . -snes_ls quadratic - Activates SNESQuadraticLineSearch() 674c4a48953SLois Curfman McInnes 6755e42470aSBarry Smith Notes: 676*4b27c08aSLois Curfman McInnes Use SNESSetLineSearch() to set this routine within the SNESLS method. 6775e42470aSBarry Smith 67836851e7fSLois Curfman McInnes Level: advanced 67936851e7fSLois Curfman McInnes 680f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search 681f59ffdedSLois Curfman McInnes 682af2d14d2SLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms() 6835e42470aSBarry Smith @*/ 6845d1a10b1SBarry Smith int SNESQuadraticLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag) 6855e76c431SBarry Smith { 686406556e6SLois Curfman McInnes /* 687406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 688406556e6SLois Curfman McInnes minimization problem: 689406556e6SLois Curfman McInnes min z(x): R^n -> R, 690406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2. 691406556e6SLois Curfman McInnes */ 6925ca10a37SBarry Smith PetscReal steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg,rellength; 693aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 694ea709b57SSatish Balay PetscScalar cinitslope,clambda; 6956b5873e3SBarry Smith #endif 6965e42470aSBarry Smith int ierr,count; 697*4b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 698ea709b57SSatish Balay PetscScalar mone = -1.0,scale; 6998f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 7005e76c431SBarry Smith 7013a40ed3dSBarry Smith PetscFunctionBegin; 702d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 703761aaf1bSLois Curfman McInnes *flag = 0; 7045e42470aSBarry Smith alpha = neP->alpha; 7055e42470aSBarry Smith maxstep = neP->maxstep; 7065e42470aSBarry Smith steptol = neP->steptol; 7075e76c431SBarry Smith 7083505fcc1SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 709b37302c6SLois Curfman McInnes if (*ynorm < snes->atol) { 710b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESQuadraticLineSearch: Search direction and size is 0\n"); 711b37302c6SLois Curfman McInnes *gnorm = fnorm; 712b37302c6SLois Curfman McInnes ierr = VecCopy(x,y);CHKERRQ(ierr); 713b37302c6SLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 714ad922ac9SBarry Smith goto theend2; 71594a9d846SBarry Smith } 7165e42470aSBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 7175e42470aSBarry Smith scale = maxstep/(*ynorm); 718393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y);CHKERRQ(ierr); 7195e42470aSBarry Smith *ynorm = maxstep; 7205e76c431SBarry Smith } 7215ca10a37SBarry Smith ierr = VecMaxScale_SNES(y,x,&rellength);CHKERRQ(ierr); 7225ca10a37SBarry Smith minlambda = steptol/rellength; 723a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 724aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 725a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 726329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 7275e42470aSBarry Smith #else 728a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 7295e42470aSBarry Smith #endif 7305e42470aSBarry Smith if (initslope > 0.0) initslope = -initslope; 7315e42470aSBarry Smith if (initslope == 0.0) initslope = -1.0; 7325e42470aSBarry Smith 733393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w);CHKERRQ(ierr); 7345334005bSBarry Smith ierr = VecAYPX(&mone,x,w);CHKERRQ(ierr); 73578b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 736cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 7375d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 738393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 739b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESQuadraticLineSearch: Using full step\n"); 740ad922ac9SBarry Smith goto theend2; 7415e42470aSBarry Smith } 7425e42470aSBarry Smith 7435e42470aSBarry Smith /* Fit points with quadratic */ 744313b5538SBarry Smith lambda = 1.0; 7455e42470aSBarry Smith count = 1; 7465ca10a37SBarry Smith while (PETSC_TRUE) { 7475e42470aSBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 748b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESQuadraticLineSearch:Unable to find good step length! %d \n",count); 749b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESQuadraticLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",fnorm,*gnorm,*ynorm,lambda,initslope); 750f168f371SBarry Smith ierr = VecCopy(x,y);CHKERRQ(ierr); 751761aaf1bSLois Curfman McInnes *flag = -1; break; 7525e42470aSBarry Smith } 753a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 754329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 755329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 756329f5518SBarry Smith else lambda = lambdatemp; 757393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 7583505fcc1SBarry Smith lambdaneg = -lambda; 759aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 7603505fcc1SBarry Smith clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr); 7615e42470aSBarry Smith #else 7623505fcc1SBarry Smith ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr); 7635e42470aSBarry Smith #endif 76478b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 765cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 7665ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 767393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 768b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESQuadraticLineSearch:Quadratically determined step, lambda=%g\n",lambda); 76906259719SBarry Smith break; 7705e42470aSBarry Smith } 7715e42470aSBarry Smith count++; 7725e42470aSBarry Smith } 773ad922ac9SBarry Smith theend2: 7748f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 7758f99978dSLois Curfman McInnes if (neP->CheckStep) { 7768f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 7778f99978dSLois Curfman McInnes if (change_y == PETSC_TRUE) { /* recompute the function if the step has changed */ 7788f99978dSLois Curfman McInnes ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); 7798f99978dSLois Curfman McInnes ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr); 7808f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 7818f99978dSLois Curfman McInnes ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr); 7828f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 7838f99978dSLois Curfman McInnes } 7848f99978dSLois Curfman McInnes } 785d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 7863a40ed3dSBarry Smith PetscFunctionReturn(0); 7875e76c431SBarry Smith } 78804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 7894a2ae208SSatish Balay #undef __FUNCT__ 7904a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearch" 791c9e6a524SLois Curfman McInnes /*@C 79277c4ece6SBarry Smith SNESSetLineSearch - Sets the line search routine to be used 793*4b27c08aSLois Curfman McInnes by the method SNESLS. 7945e76c431SBarry Smith 7955e76c431SBarry Smith Input Parameters: 796c7afd0dbSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 797af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for use by line search 798c7afd0dbSLois Curfman McInnes - func - pointer to int function 7995e76c431SBarry Smith 800fee21e36SBarry Smith Collective on SNES 801fee21e36SBarry Smith 802c4a48953SLois Curfman McInnes Available Routines: 803c7afd0dbSLois Curfman McInnes + SNESCubicLineSearch() - default line search 804f59ffdedSLois Curfman McInnes . SNESQuadraticLineSearch() - quadratic line search 805f59ffdedSLois Curfman McInnes . SNESNoLineSearch() - the full Newton step (actually not a line search) 806af2d14d2SLois Curfman McInnes - SNESNoLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel) 8075e76c431SBarry Smith 808c4a48953SLois Curfman McInnes Options Database Keys: 809*4b27c08aSLois Curfman McInnes + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 810*4b27c08aSLois Curfman McInnes . -snes_ls_alpha <alpha> - Sets alpha 811*4b27c08aSLois Curfman McInnes . -snes_ls_maxstep <max> - Sets maxstep 812*4b27c08aSLois Curfman McInnes - -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 8133304466cSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 8143304466cSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 815c4a48953SLois Curfman McInnes 8165e76c431SBarry Smith Calling sequence of func: 817bd208895SLois Curfman McInnes .vb 818af2d14d2SLois Curfman McInnes func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w, 819329f5518SBarry Smith PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,*flag) 820bd208895SLois Curfman McInnes .ve 8215e76c431SBarry Smith 8225e76c431SBarry Smith Input parameters for func: 823c7afd0dbSLois Curfman McInnes + snes - nonlinear context 824af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for line search 8255e76c431SBarry Smith . x - current iterate 8265e76c431SBarry Smith . f - residual evaluated at x 8275e76c431SBarry Smith . y - search direction (contains new iterate on output) 8285e76c431SBarry Smith . w - work vector 829c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 8305e76c431SBarry Smith 8315e76c431SBarry Smith Output parameters for func: 832c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 8335e76c431SBarry Smith . y - new iterate (contains search direction on input) 8345e76c431SBarry Smith . gnorm - 2-norm of g 8355e76c431SBarry Smith . ynorm - 2-norm of search length 836c7afd0dbSLois Curfman McInnes - flag - set to 0 if the line search succeeds; a nonzero integer 837761aaf1bSLois Curfman McInnes on failure. 838f59ffdedSLois Curfman McInnes 83936851e7fSLois Curfman McInnes Level: advanced 84036851e7fSLois Curfman McInnes 841f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine 842f59ffdedSLois Curfman McInnes 8435d1a10b1SBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESNoLineSearchNoNorms(), 8445d1a10b1SBarry Smith SNESSetLineSearchCheck(), SNESSetLineSearchParams(), SNESGetLineSearchParams() 8455e76c431SBarry Smith @*/ 846329f5518SBarry Smith int SNESSetLineSearch(SNES snes,int (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,int*),void *lsctx) 8475e76c431SBarry Smith { 848329f5518SBarry Smith int ierr,(*f)(SNES,int (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,int*),void*); 84982bf6240SBarry Smith 8503a40ed3dSBarry Smith PetscFunctionBegin; 851c134de8dSSatish Balay ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearch_C",(void (**)(void))&f);CHKERRQ(ierr); 85282bf6240SBarry Smith if (f) { 853af2d14d2SLois Curfman McInnes ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr); 85482bf6240SBarry Smith } 8553a40ed3dSBarry Smith PetscFunctionReturn(0); 8565e76c431SBarry Smith } 85704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 858fb2e594dSBarry Smith EXTERN_C_BEGIN 8594a2ae208SSatish Balay #undef __FUNCT__ 8604a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearch_LS" 861af2d14d2SLois Curfman McInnes int SNESSetLineSearch_LS(SNES snes,int (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec, 86287828ca2SBarry Smith PetscReal,PetscReal*,PetscReal*,int*),void *lsctx) 86382bf6240SBarry Smith { 86482bf6240SBarry Smith PetscFunctionBegin; 865*4b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->LineSearch = func; 866*4b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->lsP = lsctx; 86782bf6240SBarry Smith PetscFunctionReturn(0); 86882bf6240SBarry Smith } 869fb2e594dSBarry Smith EXTERN_C_END 87004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 8714a2ae208SSatish Balay #undef __FUNCT__ 8724a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearchCheck" 873c8dd0c0dSLois Curfman McInnes /*@C 874530e4296SLois Curfman McInnes SNESSetLineSearchCheck - Sets a routine to check the validity of new iterate computed 875*4b27c08aSLois Curfman McInnes by the line search routine in the Newton-based method SNESLS. 876c8dd0c0dSLois Curfman McInnes 877c8dd0c0dSLois Curfman McInnes Input Parameters: 878c8dd0c0dSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 879c8dd0c0dSLois Curfman McInnes . func - pointer to int function 880c8dd0c0dSLois Curfman McInnes - checkctx - optional user-defined context for use by step checking routine 881c8dd0c0dSLois Curfman McInnes 882c8dd0c0dSLois Curfman McInnes Collective on SNES 883c8dd0c0dSLois Curfman McInnes 884c8dd0c0dSLois Curfman McInnes Calling sequence of func: 885c8dd0c0dSLois Curfman McInnes .vb 886b1ae27eaSLois Curfman McInnes int func (SNES snes, void *checkctx, Vec x, PetscTruth *flag) 887c8dd0c0dSLois Curfman McInnes .ve 888b1ae27eaSLois Curfman McInnes where func returns an error code of 0 on success and a nonzero 889b1ae27eaSLois Curfman McInnes on failure. 890c8dd0c0dSLois Curfman McInnes 891c8dd0c0dSLois Curfman McInnes Input parameters for func: 892c8dd0c0dSLois Curfman McInnes + snes - nonlinear context 893c8dd0c0dSLois Curfman McInnes . checkctx - optional user-defined context for use by step checking routine 8948f99978dSLois Curfman McInnes - x - current candidate iterate 895c8dd0c0dSLois Curfman McInnes 896c8dd0c0dSLois Curfman McInnes Output parameters for func: 897c8dd0c0dSLois Curfman McInnes + x - current iterate (possibly modified) 898c8dd0c0dSLois Curfman McInnes - flag - flag indicating whether x has been modified (either 899c8dd0c0dSLois Curfman McInnes PETSC_TRUE of PETSC_FALSE) 900c8dd0c0dSLois Curfman McInnes 901c8dd0c0dSLois Curfman McInnes Level: advanced 902c8dd0c0dSLois Curfman McInnes 9038f99978dSLois Curfman McInnes Notes: 904b1ae27eaSLois Curfman McInnes SNESNoLineSearch() and SNESNoLineSearchNoNorms() accept the new 905b1ae27eaSLois Curfman McInnes iterate computed by the line search checking routine. In particular, 906b1ae27eaSLois Curfman McInnes these routines (1) compute a candidate iterate u_{i+1}, (2) pass control 907b1ae27eaSLois Curfman McInnes to the checking routine, and then (3) compute the corresponding nonlinear 908ea56f5baSLois Curfman McInnes function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}. 9098f99978dSLois Curfman McInnes 910b1ae27eaSLois Curfman McInnes SNESQuadraticLineSearch() and SNESCubicLineSearch() also accept the 911b1ae27eaSLois Curfman McInnes new iterate computed by the line search checking routine. In particular, 912b1ae27eaSLois Curfman McInnes these routines (1) compute a candidate iterate u_{i+1} as well as a 913ea56f5baSLois Curfman McInnes candidate nonlinear function f(u_{i+1}), (2) pass control to the checking 914ea56f5baSLois Curfman McInnes routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes 915ea56f5baSLois Curfman McInnes were made to the candidate iterate in the checking routine (as indicated 916ea56f5baSLois Curfman McInnes by flag=PETSC_TRUE). The overhead of this function re-evaluation can be 917b1ae27eaSLois Curfman McInnes very costly, so use this feature with caution! 9188f99978dSLois Curfman McInnes 919c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine 920c8dd0c0dSLois Curfman McInnes 921c8dd0c0dSLois Curfman McInnes .seealso: SNESSetLineSearch() 922c8dd0c0dSLois Curfman McInnes @*/ 9238f99978dSLois Curfman McInnes int SNESSetLineSearchCheck(SNES snes,int (*func)(SNES,void*,Vec,PetscTruth*),void *checkctx) 924c8dd0c0dSLois Curfman McInnes { 9258f99978dSLois Curfman McInnes int ierr,(*f)(SNES,int (*)(SNES,void*,Vec,PetscTruth*),void*); 926c8dd0c0dSLois Curfman McInnes 927c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 928c134de8dSSatish Balay ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearchCheck_C",(void (**)(void))&f);CHKERRQ(ierr); 929c8dd0c0dSLois Curfman McInnes if (f) { 930c8dd0c0dSLois Curfman McInnes ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr); 931c8dd0c0dSLois Curfman McInnes } 932c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 933c8dd0c0dSLois Curfman McInnes } 934c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 935c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN 9364a2ae208SSatish Balay #undef __FUNCT__ 9374a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearchCheck_LS" 9388f99978dSLois Curfman McInnes int SNESSetLineSearchCheck_LS(SNES snes,int (*func)(SNES,void*,Vec,PetscTruth*),void *checkctx) 939c8dd0c0dSLois Curfman McInnes { 940c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 941*4b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->CheckStep = func; 942*4b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->checkP = checkctx; 943c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 944c8dd0c0dSLois Curfman McInnes } 945c8dd0c0dSLois Curfman McInnes EXTERN_C_END 946c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 94704d965bbSLois Curfman McInnes /* 948*4b27c08aSLois Curfman McInnes SNESPrintHelp_LS - Prints all options for the SNES_LS method. 949329e7e40SMatthew Knepley 950329e7e40SMatthew Knepley Input Parameter: 951329e7e40SMatthew Knepley . snes - the SNES context 952329e7e40SMatthew Knepley 953329e7e40SMatthew Knepley Application Interface Routine: SNESPrintHelp() 954329e7e40SMatthew Knepley */ 955329e7e40SMatthew Knepley #undef __FUNCT__ 956*4b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESPrintHelp_LS" 957*4b27c08aSLois Curfman McInnes static int SNESPrintHelp_LS(SNES snes,char *p) 958329e7e40SMatthew Knepley { 959*4b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 960329e7e40SMatthew Knepley 961329e7e40SMatthew Knepley PetscFunctionBegin; 962*4b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," method SNES_LS (ls) for systems of nonlinear equations:\n"); 963*4b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls [cubic,quadratic,basic,basicnonorms,...]\n",p); 964*4b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_alpha <alpha> (default %g)\n",p,ls->alpha); 965*4b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_maxstep <max> (default %g)\n",p,ls->maxstep); 966*4b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_steptol <tol> (default %g)\n",p,ls->steptol); 967329e7e40SMatthew Knepley PetscFunctionReturn(0); 968329e7e40SMatthew Knepley } 969329e7e40SMatthew Knepley 970329e7e40SMatthew Knepley /* 971*4b27c08aSLois Curfman McInnes SNESView_LS - Prints info from the SNESLS data structure. 97204d965bbSLois Curfman McInnes 97304d965bbSLois Curfman McInnes Input Parameters: 97404d965bbSLois Curfman McInnes . SNES - the SNES context 97504d965bbSLois Curfman McInnes . viewer - visualization context 97604d965bbSLois Curfman McInnes 97704d965bbSLois Curfman McInnes Application Interface Routine: SNESView() 97804d965bbSLois Curfman McInnes */ 9794a2ae208SSatish Balay #undef __FUNCT__ 980*4b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS" 981*4b27c08aSLois Curfman McInnes static int SNESView_LS(SNES snes,PetscViewer viewer) 982a935fc98SLois Curfman McInnes { 983*4b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 98419bcc07fSBarry Smith char *cstr; 98551695f54SLois Curfman McInnes int ierr; 9866831982aSBarry Smith PetscTruth isascii; 987a935fc98SLois Curfman McInnes 9883a40ed3dSBarry Smith PetscFunctionBegin; 989b0a32e0cSBarry Smith ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&isascii);CHKERRQ(ierr); 9900f5bd95cSBarry Smith if (isascii) { 99119bcc07fSBarry Smith if (ls->LineSearch == SNESNoLineSearch) cstr = "SNESNoLineSearch"; 99219bcc07fSBarry Smith else if (ls->LineSearch == SNESQuadraticLineSearch) cstr = "SNESQuadraticLineSearch"; 99319bcc07fSBarry Smith else if (ls->LineSearch == SNESCubicLineSearch) cstr = "SNESCubicLineSearch"; 99419bcc07fSBarry Smith else cstr = "unknown"; 995b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," line search variant: %s\n",cstr);CHKERRQ(ierr); 996b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," alpha=%g, maxstep=%g, steptol=%g\n",ls->alpha,ls->maxstep,ls->steptol);CHKERRQ(ierr); 9975cd90555SBarry Smith } else { 99829bbc08cSBarry Smith SETERRQ1(1,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name); 99919bcc07fSBarry Smith } 10003a40ed3dSBarry Smith PetscFunctionReturn(0); 1001a935fc98SLois Curfman McInnes } 100204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 100304d965bbSLois Curfman McInnes /* 1004*4b27c08aSLois Curfman McInnes SNESSetFromOptions_LS - Sets various parameters for the SNESLS method. 100504d965bbSLois Curfman McInnes 100604d965bbSLois Curfman McInnes Input Parameter: 100704d965bbSLois Curfman McInnes . snes - the SNES context 100804d965bbSLois Curfman McInnes 100904d965bbSLois Curfman McInnes Application Interface Routine: SNESSetFromOptions() 101004d965bbSLois Curfman McInnes */ 10114a2ae208SSatish Balay #undef __FUNCT__ 1012*4b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS" 1013*4b27c08aSLois Curfman McInnes static int SNESSetFromOptions_LS(SNES snes) 10145e42470aSBarry Smith { 1015*4b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 1016186905e3SBarry Smith char ver[16],*lses[] = {"basic","basicnonorms","quadratic","cubic"}; 1017f1af5d2fSBarry Smith int ierr; 1018f1af5d2fSBarry Smith PetscTruth flg; 10195e42470aSBarry Smith 10203a40ed3dSBarry Smith PetscFunctionBegin; 1021b0a32e0cSBarry Smith ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr); 1022*4b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr); 1023*4b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr); 1024*4b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_steptol","Step must be greater than","None",ls->steptol,&ls->steptol,0);CHKERRQ(ierr); 1025186905e3SBarry Smith 1026*4b27c08aSLois Curfman McInnes ierr = PetscOptionsEList("-snes_ls","Line search used","SNESSetLineSearch",lses,4,"cubic",ver,16,&flg);CHKERRQ(ierr); 102725cdf11fSBarry Smith if (flg) { 1028c38d4ed2SBarry Smith PetscTruth isbasic,isnonorms,isquad,iscubic; 10290f5bd95cSBarry Smith 1030186905e3SBarry Smith ierr = PetscStrcmp(ver,lses[0],&isbasic);CHKERRQ(ierr); 1031186905e3SBarry Smith ierr = PetscStrcmp(ver,lses[1],&isnonorms);CHKERRQ(ierr); 1032186905e3SBarry Smith ierr = PetscStrcmp(ver,lses[2],&isquad);CHKERRQ(ierr); 1033186905e3SBarry Smith ierr = PetscStrcmp(ver,lses[3],&iscubic);CHKERRQ(ierr); 10340f5bd95cSBarry Smith 10350f5bd95cSBarry Smith if (isbasic) { 1036af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESNoLineSearch,PETSC_NULL);CHKERRQ(ierr); 10370f5bd95cSBarry Smith } else if (isnonorms) { 1038af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESNoLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr); 10390f5bd95cSBarry Smith } else if (isquad) { 1040af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESQuadraticLineSearch,PETSC_NULL);CHKERRQ(ierr); 10410f5bd95cSBarry Smith } else if (iscubic) { 1042af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESCubicLineSearch,PETSC_NULL);CHKERRQ(ierr); 10435e42470aSBarry Smith } 104429bbc08cSBarry Smith else {SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,"Unknown line search");} 10455e42470aSBarry Smith } 1046b0a32e0cSBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 10473a40ed3dSBarry Smith PetscFunctionReturn(0); 10485e42470aSBarry Smith } 104904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 105004d965bbSLois Curfman McInnes /* 1051*4b27c08aSLois Curfman McInnes SNESCreate_LS - Creates a nonlinear solver context for the SNESLS method, 1052*4b27c08aSLois Curfman McInnes SNES_LS, and sets this as the private data within the generic nonlinear solver 105304d965bbSLois Curfman McInnes context, SNES, that was created within SNESCreate(). 105404d965bbSLois Curfman McInnes 105504d965bbSLois Curfman McInnes 105604d965bbSLois Curfman McInnes Input Parameter: 105704d965bbSLois Curfman McInnes . snes - the SNES context 105804d965bbSLois Curfman McInnes 105904d965bbSLois Curfman McInnes Application Interface Routine: SNESCreate() 106004d965bbSLois Curfman McInnes */ 1061fb2e594dSBarry Smith EXTERN_C_BEGIN 10624a2ae208SSatish Balay #undef __FUNCT__ 1063*4b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS" 1064*4b27c08aSLois Curfman McInnes int SNESCreate_LS(SNES snes) 10655e42470aSBarry Smith { 106682bf6240SBarry Smith int ierr; 1067*4b27c08aSLois Curfman McInnes SNES_LS *neP; 10685e42470aSBarry Smith 10693a40ed3dSBarry Smith PetscFunctionBegin; 1070*4b27c08aSLois Curfman McInnes snes->setup = SNESSetUp_LS; 1071*4b27c08aSLois Curfman McInnes snes->solve = SNESSolve_LS; 1072*4b27c08aSLois Curfman McInnes snes->destroy = SNESDestroy_LS; 1073*4b27c08aSLois Curfman McInnes snes->converged = SNESConverged_LS; 1074*4b27c08aSLois Curfman McInnes snes->printhelp = SNESPrintHelp_LS; 1075*4b27c08aSLois Curfman McInnes snes->setfromoptions = SNESSetFromOptions_LS; 1076*4b27c08aSLois Curfman McInnes snes->view = SNESView_LS; 10775baf8537SBarry Smith snes->nwork = 0; 10785e42470aSBarry Smith 1079*4b27c08aSLois Curfman McInnes ierr = PetscNew(SNES_LS,&neP);CHKERRQ(ierr); 1080*4b27c08aSLois Curfman McInnes PetscLogObjectMemory(snes,sizeof(SNES_LS)); 10815e42470aSBarry Smith snes->data = (void*)neP; 10825e42470aSBarry Smith neP->alpha = 1.e-4; 10835e42470aSBarry Smith neP->maxstep = 1.e8; 10845e42470aSBarry Smith neP->steptol = 1.e-12; 10855e42470aSBarry Smith neP->LineSearch = SNESCubicLineSearch; 1086c8dd0c0dSLois Curfman McInnes neP->lsP = PETSC_NULL; 1087c8dd0c0dSLois Curfman McInnes neP->CheckStep = PETSC_NULL; 1088c8dd0c0dSLois Curfman McInnes neP->checkP = PETSC_NULL; 108982bf6240SBarry Smith 10905d1a10b1SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESSetLineSearch_C","SNESSetLineSearch_LS",SNESSetLineSearch_LS);CHKERRQ(ierr); 10915d1a10b1SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESSetLineSearchCheck_C","SNESSetLineSearchCheck_LS",SNESSetLineSearchCheck_LS);CHKERRQ(ierr); 109282bf6240SBarry Smith 10933a40ed3dSBarry Smith PetscFunctionReturn(0); 10945e42470aSBarry Smith } 1095fb2e594dSBarry Smith EXTERN_C_END 109682bf6240SBarry Smith 109782bf6240SBarry Smith 109882bf6240SBarry Smith 1099