xref: /petsc/src/snes/impls/ls/ls.c (revision 4b27c08ac4c7fe27d83aaa07ba0dc5abca4ca6c8)
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