15e76c431SBarry Smith 2c6db04a5SJed Brown #include <../src/snes/impls/ls/lsimpl.h> 35e42470aSBarry Smith 421167be9SJed Brown const char *const SNESLineSearchTypes[] = {"BASIC","BASICNONORMS","QUADRATIC","CUBIC","SNESLineSearchType","SNES_LS_",0}; 521167be9SJed Brown 621167be9SJed Brown const char *SNESLineSearchTypeName(SNESLineSearchType type) 721167be9SJed Brown { 821167be9SJed Brown return (SNES_LS_BASIC <= type && type <= SNES_LS_CUBIC) ? SNESLineSearchTypes[type] : "unknown"; 921167be9SJed Brown } 10490ca623SBarry Smith 118a5d9ee4SBarry Smith /* 1220f52e01SBarry Smith Checks if J^T F = 0 which implies we've found a local minimum of the norm of the function, 1320f52e01SBarry Smith || F(u) ||_2 but not a zero, F(u) = 0. In the case when one cannot compute J^T F we use the fact that 1436669109SBarry Smith 0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More 1520f52e01SBarry Smith for this trick. One assumes that the probability that W is in the null space of J is very, very small. 168a5d9ee4SBarry Smith */ 174a2ae208SSatish Balay #undef __FUNCT__ 184a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckLocalMin_Private" 19ace3abfcSBarry Smith PetscErrorCode SNESLSCheckLocalMin_Private(SNES snes,Mat A,Vec F,Vec W,PetscReal fnorm,PetscBool *ismin) 208a5d9ee4SBarry Smith { 218a5d9ee4SBarry Smith PetscReal a1; 22dfbe8321SBarry Smith PetscErrorCode ierr; 23ace3abfcSBarry Smith PetscBool hastranspose; 248a5d9ee4SBarry Smith 258a5d9ee4SBarry Smith PetscFunctionBegin; 268a5d9ee4SBarry Smith *ismin = PETSC_FALSE; 2736669109SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 2836669109SBarry Smith if (hastranspose) { 298a5d9ee4SBarry Smith /* Compute || J^T F|| */ 308a5d9ee4SBarry Smith ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr); 318a5d9ee4SBarry Smith ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr); 328f1a2a5eSBarry Smith ierr = PetscInfo1(snes,"|| J^T F|| %14.12e near zero implies found a local minimum\n",(double)(a1/fnorm));CHKERRQ(ierr); 338a5d9ee4SBarry Smith if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE; 3436669109SBarry Smith } else { 3536669109SBarry Smith Vec work; 36ea709b57SSatish Balay PetscScalar result; 3736669109SBarry Smith PetscReal wnorm; 3836669109SBarry Smith 39abb0e124SMatthew Knepley ierr = VecSetRandom(W,PETSC_NULL);CHKERRQ(ierr); 4036669109SBarry Smith ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr); 4136669109SBarry Smith ierr = VecDuplicate(W,&work);CHKERRQ(ierr); 4236669109SBarry Smith ierr = MatMult(A,W,work);CHKERRQ(ierr); 4336669109SBarry Smith ierr = VecDot(F,work,&result);CHKERRQ(ierr); 446bf464f9SBarry Smith ierr = VecDestroy(&work);CHKERRQ(ierr); 4536669109SBarry Smith a1 = PetscAbsScalar(result)/(fnorm*wnorm); 468f1a2a5eSBarry Smith ierr = PetscInfo1(snes,"(F^T J random)/(|| F ||*||random|| %14.12e near zero implies found a local minimum\n",(double)a1);CHKERRQ(ierr); 4736669109SBarry Smith if (a1 < 1.e-4) *ismin = PETSC_TRUE; 4836669109SBarry Smith } 498a5d9ee4SBarry Smith PetscFunctionReturn(0); 508a5d9ee4SBarry Smith } 518a5d9ee4SBarry Smith 5274637425SBarry Smith /* 535ed2d596SBarry Smith Checks if J^T(F - J*X) = 0 5474637425SBarry Smith */ 554a2ae208SSatish Balay #undef __FUNCT__ 564a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckResidual_Private" 571e2582c4SBarry Smith PetscErrorCode SNESLSCheckResidual_Private(SNES snes,Mat A,Vec F,Vec X,Vec W1,Vec W2) 5874637425SBarry Smith { 5974637425SBarry Smith PetscReal a1,a2; 60dfbe8321SBarry Smith PetscErrorCode ierr; 61ace3abfcSBarry Smith PetscBool hastranspose; 6274637425SBarry Smith 6374637425SBarry Smith PetscFunctionBegin; 6474637425SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 6574637425SBarry Smith if (hastranspose) { 6674637425SBarry Smith ierr = MatMult(A,X,W1);CHKERRQ(ierr); 6779f36460SBarry Smith ierr = VecAXPY(W1,-1.0,F);CHKERRQ(ierr); 6874637425SBarry Smith 6974637425SBarry Smith /* Compute || J^T W|| */ 7074637425SBarry Smith ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr); 7174637425SBarry Smith ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr); 7274637425SBarry Smith ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr); 7375567043SBarry Smith if (a1 != 0.0) { 748f1a2a5eSBarry Smith ierr = PetscInfo1(snes,"||J^T(F-Ax)||/||F-AX|| %14.12e near zero implies inconsistent rhs\n",(double)(a2/a1));CHKERRQ(ierr); 7585471664SBarry Smith } 7674637425SBarry Smith } 7774637425SBarry Smith PetscFunctionReturn(0); 7874637425SBarry Smith } 7974637425SBarry Smith 8004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------- 8104d965bbSLois Curfman McInnes 8204d965bbSLois Curfman McInnes This file implements a truncated Newton method with a line search, 8394b7f48cSBarry Smith for solving a system of nonlinear equations, using the KSP, Vec, 8404d965bbSLois Curfman McInnes and Mat interfaces for linear solvers, vectors, and matrices, 8504d965bbSLois Curfman McInnes respectively. 8604d965bbSLois Curfman McInnes 87fe6c6bacSLois Curfman McInnes The following basic routines are required for each nonlinear solver: 8804d965bbSLois Curfman McInnes SNESCreate_XXX() - Creates a nonlinear solver context 8904d965bbSLois Curfman McInnes SNESSetFromOptions_XXX() - Sets runtime options 90fe6c6bacSLois Curfman McInnes SNESSolve_XXX() - Solves the nonlinear system 9104d965bbSLois Curfman McInnes SNESDestroy_XXX() - Destroys the nonlinear solver context 9204d965bbSLois Curfman McInnes The suffix "_XXX" denotes a particular implementation, in this case 934b27c08aSLois Curfman McInnes we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving 944b27c08aSLois Curfman McInnes systems of nonlinear equations with a line search (LS) method. 9504d965bbSLois Curfman McInnes These routines are actually called via the common user interface 9604d965bbSLois Curfman McInnes routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and 9704d965bbSLois Curfman McInnes SNESDestroy(), so the application code interface remains identical 9804d965bbSLois Curfman McInnes for all nonlinear solvers. 9904d965bbSLois Curfman McInnes 10004d965bbSLois Curfman McInnes Another key routine is: 10104d965bbSLois Curfman McInnes SNESSetUp_XXX() - Prepares for the use of a nonlinear solver 10204d965bbSLois Curfman McInnes by setting data structures and options. The interface routine SNESSetUp() 10304d965bbSLois Curfman McInnes is not usually called directly by the user, but instead is called by 10404d965bbSLois Curfman McInnes SNESSolve() if necessary. 10504d965bbSLois Curfman McInnes 10604d965bbSLois Curfman McInnes Additional basic routines are: 10704d965bbSLois Curfman McInnes SNESView_XXX() - Prints details of runtime options that 10804d965bbSLois Curfman McInnes have actually been used. 10904d965bbSLois Curfman McInnes These are called by application codes via the interface routines 110186905e3SBarry Smith SNESView(). 11104d965bbSLois Curfman McInnes 11204d965bbSLois Curfman McInnes The various types of solvers (preconditioners, Krylov subspace methods, 11304d965bbSLois Curfman McInnes nonlinear solvers, timesteppers) are all organized similarly, so the 11404d965bbSLois Curfman McInnes above description applies to these categories also. 11504d965bbSLois Curfman McInnes 11604d965bbSLois Curfman McInnes -------------------------------------------------------------------- */ 1175e42470aSBarry Smith /* 1184b27c08aSLois Curfman McInnes SNESSolve_LS - Solves a nonlinear system with a truncated Newton 11904d965bbSLois Curfman McInnes method with a line search. 1205e76c431SBarry Smith 12104d965bbSLois Curfman McInnes Input Parameters: 12204d965bbSLois Curfman McInnes . snes - the SNES context 1235e76c431SBarry Smith 12404d965bbSLois Curfman McInnes Output Parameter: 125c2a78f1aSLois Curfman McInnes . outits - number of iterations until termination 12604d965bbSLois Curfman McInnes 12704d965bbSLois Curfman McInnes Application Interface Routine: SNESSolve() 1285e76c431SBarry Smith 1295e76c431SBarry Smith Notes: 1305e76c431SBarry Smith This implements essentially a truncated Newton method with a 1315e76c431SBarry Smith line search. By default a cubic backtracking line search 1325e76c431SBarry Smith is employed, as described in the text "Numerical Methods for 1335e76c431SBarry Smith Unconstrained Optimization and Nonlinear Equations" by Dennis 134393d2d9aSLois Curfman McInnes and Schnabel. 1355e76c431SBarry Smith */ 1364a2ae208SSatish Balay #undef __FUNCT__ 1374b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSolve_LS" 138dfbe8321SBarry Smith PetscErrorCode SNESSolve_LS(SNES snes) 1395e76c431SBarry Smith { 1404b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 1416849ba73SBarry Smith PetscErrorCode ierr; 142a7cc72afSBarry Smith PetscInt maxits,i,lits; 143ace3abfcSBarry Smith PetscBool lssucceed; 144112a2221SBarry Smith MatStructure flg = DIFFERENT_NONZERO_PATTERN; 14585385478SLisandro Dalcin PetscReal fnorm,gnorm,xnorm=0,ynorm; 14685385478SLisandro Dalcin Vec Y,X,F,G,W; 1473d4c4710SBarry Smith KSPConvergedReason kspreason; 1485e76c431SBarry Smith 1493a40ed3dSBarry Smith PetscFunctionBegin; 1503d4c4710SBarry Smith snes->numFailures = 0; 1513d4c4710SBarry Smith snes->numLinearSolveFailures = 0; 152184914b5SBarry Smith snes->reason = SNES_CONVERGED_ITERATING; 153184914b5SBarry Smith 1545e42470aSBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 1555e42470aSBarry Smith X = snes->vec_sol; /* solution vector */ 15639e2f89bSBarry Smith F = snes->vec_func; /* residual vector */ 1575e42470aSBarry Smith Y = snes->work[0]; /* work vectors */ 1585e42470aSBarry Smith G = snes->work[1]; 1595e42470aSBarry Smith W = snes->work[2]; 1605e76c431SBarry Smith 1614c49b128SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1624c49b128SBarry Smith snes->iter = 0; 16375567043SBarry Smith snes->norm = 0.0; 1644c49b128SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 16519717074SBarry Smith ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 1664936397dSBarry Smith if (snes->domainerror) { 1674936397dSBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 1684936397dSBarry Smith PetscFunctionReturn(0); 1694936397dSBarry Smith } 1702613ca53SBarry Smith ierr = VecNormBegin(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- ||F|| */ 1712613ca53SBarry Smith ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm <- ||x|| */ 1722613ca53SBarry Smith ierr = VecNormEnd(F,NORM_2,&fnorm);CHKERRQ(ierr); 1732613ca53SBarry Smith ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr); 17462cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 1750f5bd95cSBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1765e42470aSBarry Smith snes->norm = fnorm; 1770f5bd95cSBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 17884c569c9SBarry Smith SNESLogConvHistory(snes,fnorm,0); 1797a03ce2fSLisandro Dalcin ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 1803f149594SLisandro Dalcin 1813f149594SLisandro Dalcin /* set parameter for default relative tolerance convergence test */ 1823f149594SLisandro Dalcin snes->ttol = fnorm*snes->rtol; 18385385478SLisandro Dalcin /* test convergence */ 18485385478SLisandro Dalcin ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 18506ee9f85SBarry Smith if (snes->reason) PetscFunctionReturn(0); 186d034289bSBarry Smith 1875e76c431SBarry Smith for (i=0; i<maxits; i++) { 1885e76c431SBarry Smith 189329e7e40SMatthew Knepley /* Call general purpose update function */ 190e7788613SBarry Smith if (snes->ops->update) { 191e7788613SBarry Smith ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 192de8cb200SMatthew Knepley } 193329e7e40SMatthew Knepley 194ea4d3ed3SLois Curfman McInnes /* Solve J Y = F, where J is Jacobian matrix */ 1955334005bSBarry Smith ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); 19694b7f48cSBarry Smith ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); 19771f87433Sdalcinl ierr = SNES_KSPSolve(snes,snes->ksp,F,Y);CHKERRQ(ierr); 1983d4c4710SBarry Smith ierr = KSPGetConvergedReason(snes->ksp,&kspreason);CHKERRQ(ierr); 1993d4c4710SBarry Smith if (kspreason < 0) { 2003d4c4710SBarry Smith if (++snes->numLinearSolveFailures >= snes->maxLinearSolveFailures) { 201ef998cc9SBarry Smith ierr = PetscInfo2(snes,"iter=%D, number linear solve failures %D greater than current SNES allowed, stopping solve\n",snes->iter,snes->numLinearSolveFailures);CHKERRQ(ierr); 2023d4c4710SBarry Smith snes->reason = SNES_DIVERGED_LINEAR_SOLVE; 203ab81109fSSatish Balay break; 2043d4c4710SBarry Smith } 2053d4c4710SBarry Smith } 2063d4c4710SBarry Smith ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr); 2073f149594SLisandro Dalcin snes->linear_its += lits; 2083f149594SLisandro Dalcin ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr); 20974637425SBarry Smith 2109c3ca13aSBarry Smith if (neP->precheckstep) { 211ace3abfcSBarry Smith PetscBool changed_y = PETSC_FALSE; 2129c3ca13aSBarry Smith ierr = (*neP->precheckstep)(snes,X,Y,neP->precheck,&changed_y);CHKERRQ(ierr); 2139c3ca13aSBarry Smith } 2149c3ca13aSBarry Smith 215b0a32e0cSBarry Smith if (PetscLogPrintInfo){ 2161e2582c4SBarry Smith ierr = SNESLSCheckResidual_Private(snes,snes->jacobian,F,Y,G,W);CHKERRQ(ierr); 21785471664SBarry Smith } 21874637425SBarry Smith 219ea4d3ed3SLois Curfman McInnes /* Compute a (scaled) negative update in the line search routine: 220ea4d3ed3SLois Curfman McInnes Y <- X - lambda*Y 221e68848bdSBarry Smith and evaluate G = function(Y) (depends on the line search). 222ea4d3ed3SLois Curfman McInnes */ 22385385478SLisandro Dalcin ierr = VecCopy(Y,snes->vec_sol_update);CHKERRQ(ierr); 2243f149594SLisandro Dalcin ynorm = 1; gnorm = fnorm; 2251e633543SBarry Smith ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,Y,fnorm,xnorm,G,W,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr); 2268f1a2a5eSBarry Smith ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",(double)fnorm,(double)gnorm,(double)ynorm,(int)lssucceed);CHKERRQ(ierr); 2274a93e4ddSBarry Smith if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break; 2284936397dSBarry Smith if (snes->domainerror) { 2294936397dSBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 2304936397dSBarry Smith PetscFunctionReturn(0); 2314936397dSBarry Smith } 232a7cc72afSBarry Smith if (!lssucceed) { 23350ffb88aSMatthew Knepley if (++snes->numFailures >= snes->maxFailures) { 234ace3abfcSBarry Smith PetscBool ismin; 235647a2e1fSBarry Smith snes->reason = SNES_DIVERGED_LINE_SEARCH; 2361e2582c4SBarry Smith ierr = SNESLSCheckLocalMin_Private(snes,snes->jacobian,G,W,gnorm,&ismin);CHKERRQ(ierr); 2378a5d9ee4SBarry Smith if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN; 2383505fcc1SBarry Smith break; 2393505fcc1SBarry Smith } 24050ffb88aSMatthew Knepley } 24185385478SLisandro Dalcin /* Update function and solution vectors */ 24285385478SLisandro Dalcin fnorm = gnorm; 24385385478SLisandro Dalcin ierr = VecCopy(G,F);CHKERRQ(ierr); 24485385478SLisandro Dalcin ierr = VecCopy(W,X);CHKERRQ(ierr); 24585385478SLisandro Dalcin /* Monitor convergence */ 24685385478SLisandro Dalcin ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 24785385478SLisandro Dalcin snes->iter = i+1; 24885385478SLisandro Dalcin snes->norm = fnorm; 24985385478SLisandro Dalcin ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 25085385478SLisandro Dalcin SNESLogConvHistory(snes,snes->norm,lits); 2517a03ce2fSLisandro Dalcin ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 25285385478SLisandro Dalcin /* Test for convergence, xnorm = || X || */ 25385385478SLisandro Dalcin if (snes->ops->converged != SNESSkipConverged) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); } 254e7788613SBarry Smith ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 2553f149594SLisandro Dalcin if (snes->reason) break; 25616c95cacSBarry Smith } 25752392280SLois Curfman McInnes if (i == maxits) { 258ae15b995SBarry Smith ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr); 25985385478SLisandro Dalcin if(!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT; 26052392280SLois Curfman McInnes } 2613a40ed3dSBarry Smith PetscFunctionReturn(0); 2625e76c431SBarry Smith } 26304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 26404d965bbSLois Curfman McInnes /* 2654b27c08aSLois Curfman McInnes SNESSetUp_LS - Sets up the internal data structures for the later use 2664b27c08aSLois Curfman McInnes of the SNESLS nonlinear solver. 26704d965bbSLois Curfman McInnes 26804d965bbSLois Curfman McInnes Input Parameter: 26904d965bbSLois Curfman McInnes . snes - the SNES context 27004d965bbSLois Curfman McInnes . x - the solution vector 27104d965bbSLois Curfman McInnes 27204d965bbSLois Curfman McInnes Application Interface Routine: SNESSetUp() 27304d965bbSLois Curfman McInnes 27404d965bbSLois Curfman McInnes Notes: 2754b27c08aSLois Curfman McInnes For basic use of the SNES solvers, the user need not explicitly call 27604d965bbSLois Curfman McInnes SNESSetUp(), since these actions will automatically occur during 27704d965bbSLois Curfman McInnes the call to SNESSolve(). 27804d965bbSLois Curfman McInnes */ 2794a2ae208SSatish Balay #undef __FUNCT__ 2804b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS" 281dfbe8321SBarry Smith PetscErrorCode SNESSetUp_LS(SNES snes) 2825e76c431SBarry Smith { 283dfbe8321SBarry Smith PetscErrorCode ierr; 2843a40ed3dSBarry Smith 2853a40ed3dSBarry Smith PetscFunctionBegin; 28658c9b817SLisandro Dalcin ierr = SNESDefaultGetWork(snes,3);CHKERRQ(ierr); 2873a40ed3dSBarry Smith PetscFunctionReturn(0); 2885e76c431SBarry Smith } 28904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 2906b8b9a38SLisandro Dalcin 2916b8b9a38SLisandro Dalcin #undef __FUNCT__ 2926b8b9a38SLisandro Dalcin #define __FUNCT__ "SNESReset_LS" 2936b8b9a38SLisandro Dalcin PetscErrorCode SNESReset_LS(SNES snes) 2946b8b9a38SLisandro Dalcin { 2956b8b9a38SLisandro Dalcin PetscErrorCode ierr; 2966b8b9a38SLisandro Dalcin 2976b8b9a38SLisandro Dalcin PetscFunctionBegin; 2986b8b9a38SLisandro Dalcin if (snes->work) {ierr = VecDestroyVecs(snes->nwork,&snes->work);CHKERRQ(ierr);} 2996b8b9a38SLisandro Dalcin PetscFunctionReturn(0); 3006b8b9a38SLisandro Dalcin } 3016b8b9a38SLisandro Dalcin 30204d965bbSLois Curfman McInnes /* 3034b27c08aSLois Curfman McInnes SNESDestroy_LS - Destroys the private SNES_LS context that was created 3044b27c08aSLois Curfman McInnes with SNESCreate_LS(). 30504d965bbSLois Curfman McInnes 30604d965bbSLois Curfman McInnes Input Parameter: 30704d965bbSLois Curfman McInnes . snes - the SNES context 30804d965bbSLois Curfman McInnes 309de49b36dSLois Curfman McInnes Application Interface Routine: SNESDestroy() 31004d965bbSLois Curfman McInnes */ 3114a2ae208SSatish Balay #undef __FUNCT__ 3124b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS" 313dfbe8321SBarry Smith PetscErrorCode SNESDestroy_LS(SNES snes) 3145e76c431SBarry Smith { 31594298653SBarry Smith SNES_LS *ls = (SNES_LS*) snes->data; 316dfbe8321SBarry Smith PetscErrorCode ierr; 3173a40ed3dSBarry Smith 3183a40ed3dSBarry Smith PetscFunctionBegin; 3196b8b9a38SLisandro Dalcin ierr = SNESReset_LS(snes);CHKERRQ(ierr); 320649052a6SBarry Smith ierr = PetscViewerDestroy(&ls->monitor);CHKERRQ(ierr); 3215c704376SSatish Balay ierr = PetscFree(snes->data);CHKERRQ(ierr); 322557d3f75SLisandro Dalcin 323557d3f75SLisandro Dalcin /* clear composed functions */ 32458c9b817SLisandro Dalcin ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetMonitor_C","",PETSC_NULL);CHKERRQ(ierr); 32558c9b817SLisandro Dalcin ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetParams_C","",PETSC_NULL);CHKERRQ(ierr); 326557d3f75SLisandro Dalcin ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","",PETSC_NULL);CHKERRQ(ierr); 327557d3f75SLisandro Dalcin ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","",PETSC_NULL);CHKERRQ(ierr); 328557d3f75SLisandro Dalcin ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","",PETSC_NULL);CHKERRQ(ierr); 329557d3f75SLisandro Dalcin 3303a40ed3dSBarry Smith PetscFunctionReturn(0); 3315e76c431SBarry Smith } 33204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3334a2ae208SSatish Balay #undef __FUNCT__ 33417bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNo" 33582bf6240SBarry Smith 3364b828684SBarry Smith /*@C 33717bae607SBarry Smith SNESLineSearchNo - This routine is not a line search at all; 3385e76c431SBarry Smith it simply uses the full Newton step. Thus, this routine is intended 3395e76c431SBarry Smith to serve as a template and is not recommended for general use. 3405e76c431SBarry Smith 3413f9fe445SBarry Smith Logically Collective on SNES and Vec 342c7afd0dbSLois Curfman McInnes 3435e76c431SBarry Smith Input Parameters: 344c7afd0dbSLois Curfman McInnes + snes - nonlinear context 345af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 3465e76c431SBarry Smith . x - current iterate 3475e76c431SBarry Smith . f - residual evaluated at x 3483c632250SBarry Smith . y - search direction 349dc357ad2SBarry Smith . fnorm - 2-norm of f 350dc357ad2SBarry Smith - xnorm - norm of x if known, otherwise 0 3515e76c431SBarry Smith 352c4a48953SLois Curfman McInnes Output Parameters: 353c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 3543c632250SBarry Smith . w - new iterate 3555e76c431SBarry Smith . gnorm - 2-norm of g 3565e76c431SBarry Smith . ynorm - 2-norm of search length 357a7cc72afSBarry Smith - flag - PETSC_TRUE on success, PETSC_FALSE on failure 358fee21e36SBarry Smith 359c4a48953SLois Curfman McInnes Options Database Key: 36017bae607SBarry Smith . -snes_ls basic - Activates SNESLineSearchNo() 361c4a48953SLois Curfman McInnes 36236851e7fSLois Curfman McInnes Level: advanced 36336851e7fSLois Curfman McInnes 36428ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 36528ae5a21SLois Curfman McInnes 36617bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), 36717bae607SBarry Smith SNESLineSearchSet(), SNESLineSearchNoNorms() 3685e76c431SBarry Smith @*/ 3691e633543SBarry Smith PetscErrorCode SNESLineSearchNo(SNES snes,void *lsctx,Vec x,Vec f,Vec y,PetscReal fnorm,PetscReal xnorm,Vec g,Vec w,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag) 3705e76c431SBarry Smith { 371dfbe8321SBarry Smith PetscErrorCode ierr; 3724b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 373ace3abfcSBarry Smith PetscBool changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 3745334005bSBarry Smith 3753a40ed3dSBarry Smith PetscFunctionBegin; 376a7cc72afSBarry Smith *flag = PETSC_TRUE; 377d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 378a3b38805SLois Curfman McInnes ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); /* ynorm = || y || */ 37955d4ea13SBarry Smith ierr = VecWAXPY(w,-neP->damping,y,x);CHKERRQ(ierr); /* w <- x - y */ 3803c632250SBarry Smith if (neP->postcheckstep) { 3813c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 3828f99978dSLois Curfman McInnes } 3833c632250SBarry Smith if (changed_y) { 38455d4ea13SBarry Smith ierr = VecWAXPY(w,-neP->damping,y,x);CHKERRQ(ierr); /* w <- x - y */ 3853c632250SBarry Smith } 3864936397dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 3874936397dSBarry Smith if (!snes->domainerror) { 388a3b38805SLois Curfman McInnes ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); /* gnorm = || g || */ 38962cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 3904936397dSBarry Smith } 391d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 3923a40ed3dSBarry Smith PetscFunctionReturn(0); 3935e76c431SBarry Smith } 39404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3954a2ae208SSatish Balay #undef __FUNCT__ 39617bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNoNorms" 39782bf6240SBarry Smith 39829e0b56fSBarry Smith /*@C 39917bae607SBarry Smith SNESLineSearchNoNorms - This routine is not a line search at 40029e0b56fSBarry Smith all; it simply uses the full Newton step. This version does not 40129e0b56fSBarry Smith even compute the norm of the function or search direction; this 40229e0b56fSBarry Smith is intended only when you know the full step is fine and are 40329e0b56fSBarry Smith not checking for convergence of the nonlinear iteration (for 404c7afd0dbSLois Curfman McInnes example, you are running always for a fixed number of Newton steps). 405c7afd0dbSLois Curfman McInnes 4063f9fe445SBarry Smith Logically Collective on SNES and Vec 40729e0b56fSBarry Smith 40829e0b56fSBarry Smith Input Parameters: 409c7afd0dbSLois Curfman McInnes + snes - nonlinear context 410af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 41129e0b56fSBarry Smith . x - current iterate 41229e0b56fSBarry Smith . f - residual evaluated at x 4133c632250SBarry Smith . y - search direction 414dc357ad2SBarry Smith . fnorm - 2-norm of f 415dc357ad2SBarry Smith - xnorm - norm of x if known, otherwise 0 41629e0b56fSBarry Smith 41729e0b56fSBarry Smith Output Parameters: 418c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4193c632250SBarry Smith . w - new iterate 42029e0b56fSBarry Smith . gnorm - not changed 42129e0b56fSBarry Smith . ynorm - not changed 422a7cc72afSBarry Smith - flag - set to PETSC_TRUE indicating a successful line search 423fee21e36SBarry Smith 42429e0b56fSBarry Smith Options Database Key: 42517bae607SBarry Smith . -snes_ls basicnonorms - Activates SNESLineSearchNoNorms() 42629e0b56fSBarry Smith 4278cbba510SBarry Smith Notes: 42817bae607SBarry Smith SNESLineSearchNoNorms() must be used in conjunction with 429ea56f5baSLois Curfman McInnes either the options 430ea56f5baSLois Curfman McInnes $ -snes_no_convergence_test -snes_max_it <its> 431ea56f5baSLois Curfman McInnes or alternatively a user-defined custom test set via 432329f5518SBarry Smith SNESSetConvergenceTest(); or a -snes_max_it of 1, 433329f5518SBarry Smith otherwise, the SNES solver will generate an error. 434329f5518SBarry Smith 435329f5518SBarry Smith During the final iteration this will not evaluate the function at 436329f5518SBarry Smith the solution point. This is to save a function evaluation while 437329f5518SBarry Smith using pseudo-timestepping. 4388cbba510SBarry Smith 439ea56f5baSLois Curfman McInnes The residual norms printed by monitoring routines such as 440a6570f20SBarry Smith SNESMonitorDefault() (as activated via -snes_monitor) will not be 441ea56f5baSLois Curfman McInnes correct, since they are not computed. 442ea56f5baSLois Curfman McInnes 443ea56f5baSLois Curfman McInnes Level: advanced 4448cbba510SBarry Smith 44529e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic 44629e0b56fSBarry Smith 44717bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), 44817bae607SBarry Smith SNESLineSearchSet(), SNESLineSearchNo() 44929e0b56fSBarry Smith @*/ 4501e633543SBarry Smith PetscErrorCode SNESLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec y,PetscReal fnorm,PetscReal xnorm,Vec g,Vec w,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag) 45129e0b56fSBarry Smith { 452dfbe8321SBarry Smith PetscErrorCode ierr; 4534b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 454ace3abfcSBarry Smith PetscBool changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 45529e0b56fSBarry Smith 4563a40ed3dSBarry Smith PetscFunctionBegin; 457a7cc72afSBarry Smith *flag = PETSC_TRUE; 458d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 45955d4ea13SBarry Smith ierr = VecWAXPY(w,-neP->damping,y,x);CHKERRQ(ierr); /* w <- x - y */ 4603c632250SBarry Smith if (neP->postcheckstep) { 4613c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 4623c632250SBarry Smith } 4633c632250SBarry Smith if (changed_y) { 46455d4ea13SBarry Smith ierr = VecWAXPY(w,-neP->damping,y,x);CHKERRQ(ierr); /* w <- x - y */ 4658f99978dSLois Curfman McInnes } 466329f5518SBarry Smith 467329f5518SBarry Smith /* don't evaluate function the last time through */ 468329f5518SBarry Smith if (snes->iter < snes->max_its-1) { 4694936397dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 470329f5518SBarry Smith } 471d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 4723a40ed3dSBarry Smith PetscFunctionReturn(0); 47329e0b56fSBarry Smith } 47404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 4754a2ae208SSatish Balay #undef __FUNCT__ 47617bae607SBarry Smith #define __FUNCT__ "SNESLineSearchCubic" 4774b828684SBarry Smith /*@C 47817bae607SBarry Smith SNESLineSearchCubic - Performs a cubic line search (default line search method). 4795e76c431SBarry Smith 480c7afd0dbSLois Curfman McInnes Collective on SNES 481c7afd0dbSLois Curfman McInnes 4825e76c431SBarry Smith Input Parameters: 483c7afd0dbSLois Curfman McInnes + snes - nonlinear context 484af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 4855e76c431SBarry Smith . x - current iterate 4865e76c431SBarry Smith . f - residual evaluated at x 4873c632250SBarry Smith . y - search direction 488dc357ad2SBarry Smith . fnorm - 2-norm of f 489dc357ad2SBarry Smith - xnorm - norm of x if known, otherwise 0 4905e76c431SBarry Smith 491393d2d9aSLois Curfman McInnes Output Parameters: 492c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4933c632250SBarry Smith . w - new iterate 4945e76c431SBarry Smith . gnorm - 2-norm of g 4955e76c431SBarry Smith . ynorm - 2-norm of search length 496a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 497fee21e36SBarry Smith 498c4a48953SLois Curfman McInnes Options Database Key: 499e106eecfSBarry Smith + -snes_ls cubic - Activates SNESLineSearchCubic() 500e106eecfSBarry Smith . -snes_ls_alpha <alpha> - Sets alpha 501e106eecfSBarry Smith . -snes_ls_maxstep <maxstep> - Sets the maximum stepsize the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y) 502e106eecfSBarry Smith - -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda/ max_i ( y[i]/x[i] ) 503e106eecfSBarry Smith 504c4a48953SLois Curfman McInnes 5055e76c431SBarry Smith Notes: 5065e76c431SBarry Smith This line search is taken from "Numerical Methods for Unconstrained 5075e76c431SBarry Smith Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 5085e76c431SBarry Smith 50936851e7fSLois Curfman McInnes Level: advanced 51036851e7fSLois Curfman McInnes 51128ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 51228ae5a21SLois Curfman McInnes 51317bae607SBarry Smith .seealso: SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms() 5145e76c431SBarry Smith @*/ 5151e633543SBarry Smith PetscErrorCode SNESLineSearchCubic(SNES snes,void *lsctx,Vec x,Vec f,Vec y,PetscReal fnorm,PetscReal xnorm,Vec g,Vec w,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag) 5165e76c431SBarry Smith { 517406556e6SLois Curfman McInnes /* 518406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 519406556e6SLois Curfman McInnes minimization problem: 520406556e6SLois Curfman McInnes min z(x): R^n -> R, 521406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 522406556e6SLois Curfman McInnes */ 523406556e6SLois Curfman McInnes 524e106eecfSBarry Smith PetscReal initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength; 525e106eecfSBarry Smith PetscReal minlambda,lambda,lambdatemp; 526aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 527f5b6597dSBarry Smith PetscScalar cinitslope; 5286b5873e3SBarry Smith #endif 529dfbe8321SBarry Smith PetscErrorCode ierr; 530a7cc72afSBarry Smith PetscInt count; 5314b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 532ace3abfcSBarry Smith PetscBool changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 53394298653SBarry Smith MPI_Comm comm; 5345e76c431SBarry Smith 5353a40ed3dSBarry Smith PetscFunctionBegin; 53694298653SBarry Smith ierr = PetscObjectGetComm((PetscObject)snes,&comm);CHKERRQ(ierr); 537d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 538a7cc72afSBarry Smith *flag = PETSC_TRUE; 5395e76c431SBarry Smith 540cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 54175567043SBarry Smith if (*ynorm == 0.0) { 54294298653SBarry Smith if (neP->monitor) { 543649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 544649052a6SBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor," Line search: Initial direction and size is 0\n");CHKERRQ(ierr); 545649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 54694298653SBarry Smith } 547a1c2b6eeSLois Curfman McInnes *gnorm = fnorm; 5483c632250SBarry Smith ierr = VecCopy(x,w);CHKERRQ(ierr); 549a1c2b6eeSLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 550a7cc72afSBarry Smith *flag = PETSC_FALSE; 551ad922ac9SBarry Smith goto theend1; 55294a9d846SBarry Smith } 553e106eecfSBarry Smith if (*ynorm > neP->maxstep) { /* Step too big, so scale back */ 55494298653SBarry Smith if (neP->monitor) { 555649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 5568f1a2a5eSBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor," Line search: Scaling step by %14.12e old ynorm %14.12e\n",(double)(neP->maxstep/(*ynorm)),(double)(*ynorm));CHKERRQ(ierr); 557649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 55894298653SBarry Smith } 559e106eecfSBarry Smith ierr = VecScale(y,neP->maxstep/(*ynorm));CHKERRQ(ierr); 560e106eecfSBarry Smith *ynorm = neP->maxstep; 5615e76c431SBarry Smith } 562ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 563e106eecfSBarry Smith minlambda = neP->minlambda/rellength; 564a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 565aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 566a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 567329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 5685e42470aSBarry Smith #else 569a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 5705e42470aSBarry Smith #endif 5715e76c431SBarry Smith if (initslope > 0.0) initslope = -initslope; 5725e76c431SBarry Smith if (initslope == 0.0) initslope = -1.0; 5735e76c431SBarry Smith 574e68848bdSBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 57543e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 576ae15b995SBarry Smith ierr = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr); 57743e71028SBarry Smith *flag = PETSC_FALSE; 57843e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 57943e71028SBarry Smith goto theend1; 58043e71028SBarry Smith } 5814936397dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 5824936397dSBarry Smith if (snes->domainerror) { 5834936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 5844936397dSBarry Smith PetscFunctionReturn(0); 58519717074SBarry Smith } 586313b5538SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 58762cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 5888f1a2a5eSBarry Smith ierr = PetscInfo2(snes,"Initial fnorm %14.12e gnorm %14.12e\n",(double)fnorm,(double)*gnorm);CHKERRQ(ierr); 589e106eecfSBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + neP->alpha*initslope) { /* Sufficient reduction */ 59094298653SBarry Smith if (neP->monitor) { 591649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 5928f1a2a5eSBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor," Line search: Using full step: fnorm %14.12e gnorm %14.12e\n",(double)fnorm,(double)*gnorm);CHKERRQ(ierr); 593649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 59494298653SBarry Smith } 595ad922ac9SBarry Smith goto theend1; 5965e76c431SBarry Smith } 5975e76c431SBarry Smith 5985e76c431SBarry Smith /* Fit points with quadratic */ 599313b5538SBarry Smith lambda = 1.0; 600a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 6015e76c431SBarry Smith lambdaprev = lambda; 6025e76c431SBarry Smith gnormprev = *gnorm; 603329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 604ddd12767SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 605ddd12767SBarry Smith else lambda = lambdatemp; 606275d25c3SBarry Smith 607e68848bdSBarry Smith ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr); 60843e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 609ae15b995SBarry Smith ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr); 61043e71028SBarry Smith *flag = PETSC_FALSE; 61143e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 61243e71028SBarry Smith goto theend1; 61343e71028SBarry Smith } 614f5b6597dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 6154936397dSBarry Smith if (snes->domainerror) { 6164936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 6174936397dSBarry Smith PetscFunctionReturn(0); 61819717074SBarry Smith } 619cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 62062cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 62194298653SBarry Smith if (neP->monitor) { 622649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 6238f1a2a5eSBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor," Line search: gnorm after quadratic fit %14.12e\n",(double)*gnorm);CHKERRQ(ierr); 624649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 62594298653SBarry Smith } 626e106eecfSBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*neP->alpha*initslope) { /* sufficient reduction */ 62794298653SBarry Smith if (neP->monitor) { 628649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 629649052a6SBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor," Line search: Quadratically determined step, lambda=%18.16e\n",lambda);CHKERRQ(ierr); 630649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 63194298653SBarry Smith } 632ad922ac9SBarry Smith goto theend1; 6335e76c431SBarry Smith } 6345e76c431SBarry Smith 6355e76c431SBarry Smith /* Fit points with cubic */ 6365e76c431SBarry Smith count = 1; 637bb9195b6SBarry Smith while (PETSC_TRUE) { 638dc357ad2SBarry Smith if (lambda <= minlambda) { 63994298653SBarry Smith if (neP->monitor) { 640649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 641649052a6SBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor," Line search: unable to find good step length! After %D tries \n",count);CHKERRQ(ierr); 642649052a6SBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor," Line search: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",(double)fnorm,(double)*gnorm,(double)*ynorm,(double)minlambda,(double)lambda,(double)initslope);CHKERRQ(ierr); 643649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 64494298653SBarry Smith } 64543e71028SBarry Smith *flag = PETSC_FALSE; 64643e71028SBarry Smith break; 6475e76c431SBarry Smith } 6485d1a10b1SBarry Smith t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope; 6495d1a10b1SBarry Smith t2 = .5*(gnormprev*gnormprev - fnorm*fnorm) - lambdaprev*initslope; 650ddd12767SBarry Smith a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6512b022350SLois Curfman McInnes b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6525e76c431SBarry Smith d = b*b - 3*a*initslope; 6535e76c431SBarry Smith if (d < 0.0) d = 0.0; 6545e76c431SBarry Smith if (a == 0.0) { 6555e76c431SBarry Smith lambdatemp = -initslope/(2.0*b); 6565e76c431SBarry Smith } else { 6575e76c431SBarry Smith lambdatemp = (-b + sqrt(d))/(3.0*a); 6585e76c431SBarry Smith } 6595e76c431SBarry Smith lambdaprev = lambda; 6605e76c431SBarry Smith gnormprev = *gnorm; 661329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 662329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 6635e76c431SBarry Smith else lambda = lambdatemp; 664e68848bdSBarry Smith ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr); 66543e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 666ae15b995SBarry Smith ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr); 667ae15b995SBarry Smith ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr); 668ed98166eSMatthew Knepley *flag = PETSC_FALSE; 66943e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 670ed98166eSMatthew Knepley break; 671ed98166eSMatthew Knepley } 672f5b6597dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 6734936397dSBarry Smith if (snes->domainerror) { 6744936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 6754936397dSBarry Smith PetscFunctionReturn(0); 67619717074SBarry Smith } 677cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 67862cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 679e106eecfSBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*neP->alpha*initslope) { /* is reduction enough? */ 68094298653SBarry Smith if (neP->monitor) { 6818f1a2a5eSBarry Smith ierr = PetscPrintf(comm," Line search: Cubically determined step, current gnorm %14.12e lambda=%18.16e\n",(double)*gnorm,(double)lambda);CHKERRQ(ierr); 68294298653SBarry Smith } 68343e71028SBarry Smith break; 6842b022350SLois Curfman McInnes } else { 68594298653SBarry Smith if (neP->monitor) { 6868f1a2a5eSBarry Smith ierr = PetscPrintf(comm," Line search: Cubic step no good, shrinking lambda, current gnorm %12.12e lambda=%18.16e\n",(double)*gnorm,(double)lambda);CHKERRQ(ierr); 68794298653SBarry Smith } 6885e76c431SBarry Smith } 6895e76c431SBarry Smith count++; 6905e76c431SBarry Smith } 691ad922ac9SBarry Smith theend1: 6928f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 6933c632250SBarry Smith if (neP->postcheckstep && *flag) { 6943c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 6953c632250SBarry Smith if (changed_y) { 69679f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 6973c632250SBarry Smith } 6983c632250SBarry Smith if (changed_y || changed_w) { /* recompute the function if the step has changed */ 699f5b6597dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 7004936397dSBarry Smith if (snes->domainerror) { 7014936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 7024936397dSBarry Smith PetscFunctionReturn(0); 70319717074SBarry Smith } 7048f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 70562cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 706a9f58f88SMatthew Knepley ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr); 7078f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 708a9f58f88SMatthew Knepley ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr); 7098f99978dSLois Curfman McInnes } 7108f99978dSLois Curfman McInnes } 711d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 7123a40ed3dSBarry Smith PetscFunctionReturn(0); 7135e76c431SBarry Smith } 71404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 7154a2ae208SSatish Balay #undef __FUNCT__ 71617bae607SBarry Smith #define __FUNCT__ "SNESLineSearchQuadratic" 7174b828684SBarry Smith /*@C 71817bae607SBarry Smith SNESLineSearchQuadratic - Performs a quadratic line search. 7195e76c431SBarry Smith 720c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 721c7afd0dbSLois Curfman McInnes 7225e42470aSBarry Smith Input Parameters: 723c7afd0dbSLois Curfman McInnes + snes - the SNES context 724af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 7255e42470aSBarry Smith . x - current iterate 7265e42470aSBarry Smith . f - residual evaluated at x 7273c632250SBarry Smith . y - search direction 728dc357ad2SBarry Smith . fnorm - 2-norm of f 729dc357ad2SBarry Smith - xnorm - norm of x if known, otherwise 0 7305e42470aSBarry Smith 731c4a48953SLois Curfman McInnes Output Parameters: 7327f3332b4SBarry Smith + g - residual evaluated at new iterate w 733e106eecfSBarry Smith . w - new iterate (x + lambda*y) 7345e42470aSBarry Smith . gnorm - 2-norm of g 7355e42470aSBarry Smith . ynorm - 2-norm of search length 736a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 737fee21e36SBarry Smith 738ce9499c7SBarry Smith Options Database Keys: 739ce9499c7SBarry Smith + -snes_ls quadratic - Activates SNESLineSearchQuadratic() 740ce9499c7SBarry Smith . -snes_ls_alpha <alpha> - Sets alpha 741e106eecfSBarry Smith . -snes_ls_maxstep <maxstep> - Sets the maximum stepsize the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y) 742e106eecfSBarry Smith - -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda/ max_i ( y[i]/x[i] ) 743e106eecfSBarry Smith 7445e42470aSBarry Smith Notes: 74517bae607SBarry Smith Use SNESLineSearchSet() to set this routine within the SNESLS method. 7465e42470aSBarry Smith 74736851e7fSLois Curfman McInnes Level: advanced 74836851e7fSLois Curfman McInnes 749f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search 750f59ffdedSLois Curfman McInnes 75117bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms() 7525e42470aSBarry Smith @*/ 7531e633543SBarry Smith PetscErrorCode SNESLineSearchQuadratic(SNES snes,void *lsctx,Vec x,Vec f,Vec y,PetscReal fnorm,PetscReal xnorm,Vec g,Vec w,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag) 7545e76c431SBarry Smith { 755406556e6SLois Curfman McInnes /* 756406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 757406556e6SLois Curfman McInnes minimization problem: 758406556e6SLois Curfman McInnes min z(x): R^n -> R, 759406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2. 760406556e6SLois Curfman McInnes */ 761e106eecfSBarry Smith PetscReal initslope,minlambda,lambda,lambdatemp,rellength; 762aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 763f5b6597dSBarry Smith PetscScalar cinitslope; 7646b5873e3SBarry Smith #endif 765dfbe8321SBarry Smith PetscErrorCode ierr; 766a7cc72afSBarry Smith PetscInt count; 7674b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 768ace3abfcSBarry Smith PetscBool changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 7695e76c431SBarry Smith 7703a40ed3dSBarry Smith PetscFunctionBegin; 771d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 772a7cc72afSBarry Smith *flag = PETSC_TRUE; 7735e76c431SBarry Smith 7743505fcc1SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 77563b9fa5eSBarry Smith if (*ynorm == 0.0) { 77694298653SBarry Smith if (neP->monitor) { 777649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 778649052a6SBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor,"Line search: Direction and size is 0\n");CHKERRQ(ierr); 779649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 78094298653SBarry Smith } 781b37302c6SLois Curfman McInnes *gnorm = fnorm; 782e68848bdSBarry Smith ierr = VecCopy(x,w);CHKERRQ(ierr); 783b37302c6SLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 784a7cc72afSBarry Smith *flag = PETSC_FALSE; 785ad922ac9SBarry Smith goto theend2; 78694a9d846SBarry Smith } 787e106eecfSBarry Smith if (*ynorm > neP->maxstep) { /* Step too big, so scale back */ 788e106eecfSBarry Smith ierr = VecScale(y,neP->maxstep/(*ynorm));CHKERRQ(ierr); 789e106eecfSBarry Smith *ynorm = neP->maxstep; 7905e76c431SBarry Smith } 791ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 792e106eecfSBarry Smith minlambda = neP->minlambda/rellength; 793a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 794aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 795a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 796329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 7975e42470aSBarry Smith #else 798a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 7995e42470aSBarry Smith #endif 8005e42470aSBarry Smith if (initslope > 0.0) initslope = -initslope; 8015e42470aSBarry Smith if (initslope == 0.0) initslope = -1.0; 8028f1a2a5eSBarry Smith ierr = PetscInfo1(snes,"Initslope %14.12e \n",(double)initslope);CHKERRQ(ierr); 8035e42470aSBarry Smith 804e68848bdSBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 80543e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 806ae15b995SBarry Smith ierr = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr); 80743e71028SBarry Smith *flag = PETSC_FALSE; 80843e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 80943e71028SBarry Smith goto theend2; 81043e71028SBarry Smith } 8114936397dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 8124936397dSBarry Smith if (snes->domainerror) { 8134936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8144936397dSBarry Smith PetscFunctionReturn(0); 81519717074SBarry Smith } 816cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 81762cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 818e106eecfSBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + neP->alpha*initslope) { /* Sufficient reduction */ 81994298653SBarry Smith if (neP->monitor) { 820649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 821649052a6SBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor," Line Search: Using full step\n");CHKERRQ(ierr); 822649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 82394298653SBarry Smith } 824ad922ac9SBarry Smith goto theend2; 8255e42470aSBarry Smith } 8265e42470aSBarry Smith 8275e42470aSBarry Smith /* Fit points with quadratic */ 828313b5538SBarry Smith lambda = 1.0; 8295e42470aSBarry Smith count = 1; 8305ca10a37SBarry Smith while (PETSC_TRUE) { 8315e42470aSBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 83294298653SBarry Smith if (neP->monitor) { 833649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 834649052a6SBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor,"Line search: Unable to find good step length! %D \n",count);CHKERRQ(ierr); 8358f1a2a5eSBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor,"Line search: fnorm=%14.12e, gnorm=%14.12e, ynorm=%14.12e, lambda=%14.12e, initial slope=%14.12e\n",(double)fnorm,(double)*gnorm,(double)*ynorm,(double)lambda,(double)initslope);CHKERRQ(ierr); 836649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 83794298653SBarry Smith } 838e68848bdSBarry Smith ierr = VecCopy(x,w);CHKERRQ(ierr); 83943e71028SBarry Smith *flag = PETSC_FALSE; 84043e71028SBarry Smith break; 8415e42470aSBarry Smith } 842a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 843329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 844329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 845329f5518SBarry Smith else lambda = lambdatemp; 846275d25c3SBarry Smith 847e68848bdSBarry Smith ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr); 84843e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 849ae15b995SBarry Smith ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr); 850d9822059SBarry Smith ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",(double)fnorm,(double)*gnorm,(double)*ynorm,(double)lambda,(double)initslope);CHKERRQ(ierr); 851ed98166eSMatthew Knepley *flag = PETSC_FALSE; 85243e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 853ed98166eSMatthew Knepley break; 854ed98166eSMatthew Knepley } 855f5b6597dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 8564936397dSBarry Smith if (snes->domainerror) { 8574936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8584936397dSBarry Smith PetscFunctionReturn(0); 85919717074SBarry Smith } 860cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 86162cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 862e106eecfSBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*neP->alpha*initslope) { /* sufficient reduction */ 86394298653SBarry Smith if (neP->monitor) { 864649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 8658f1a2a5eSBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor," Line Search: Quadratically determined step, lambda=%14.12e\n",(double)lambda);CHKERRQ(ierr); 866649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 86794298653SBarry Smith } 86806259719SBarry Smith break; 8695e42470aSBarry Smith } 8705e42470aSBarry Smith count++; 8715e42470aSBarry Smith } 872ad922ac9SBarry Smith theend2: 8738f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 8743c632250SBarry Smith if (neP->postcheckstep) { 8753c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 8763c632250SBarry Smith if (changed_y) { 87779f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 8783c632250SBarry Smith } 8793c632250SBarry Smith if (changed_y || changed_w) { /* recompute the function if the step has changed */ 8803c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 8814936397dSBarry Smith if (snes->domainerror) { 8824936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8834936397dSBarry Smith PetscFunctionReturn(0); 88419717074SBarry Smith } 8858f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 886a9f58f88SMatthew Knepley ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr); 8878f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 888a9f58f88SMatthew Knepley ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr); 88962cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 8908f99978dSLois Curfman McInnes } 8918f99978dSLois Curfman McInnes } 892d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8933a40ed3dSBarry Smith PetscFunctionReturn(0); 8945e76c431SBarry Smith } 8952343ba6eSBarry Smith 89604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 8974a2ae208SSatish Balay #undef __FUNCT__ 89817bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet" 899c9e6a524SLois Curfman McInnes /*@C 90017bae607SBarry Smith SNESLineSearchSet - Sets the line search routine to be used 9014b27c08aSLois Curfman McInnes by the method SNESLS. 9025e76c431SBarry Smith 9035e76c431SBarry Smith Input Parameters: 904c7afd0dbSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 905af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for use by line search 906c7afd0dbSLois Curfman McInnes - func - pointer to int function 9075e76c431SBarry Smith 9083f9fe445SBarry Smith Logically Collective on SNES 909fee21e36SBarry Smith 910c4a48953SLois Curfman McInnes Available Routines: 91117bae607SBarry Smith + SNESLineSearchCubic() - default line search 91217bae607SBarry Smith . SNESLineSearchQuadratic() - quadratic line search 91317bae607SBarry Smith . SNESLineSearchNo() - the full Newton step (actually not a line search) 91417bae607SBarry Smith - SNESLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel) 9155e76c431SBarry Smith 916c4a48953SLois Curfman McInnes Options Database Keys: 9174b27c08aSLois Curfman McInnes + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 91855d4ea13SBarry Smith . -snes_ls_alpha <alpha> - Sets alpha used in determining if reduction in function norm is sufficient 919e106eecfSBarry Smith . -snes_ls_maxstep <maxstep> - Sets maximum step the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y) 920e106eecfSBarry Smith - -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda / max_i ( y[i]/x[i] ) 921c4a48953SLois Curfman McInnes 9225e76c431SBarry Smith Calling sequence of func: 923bd208895SLois Curfman McInnes .vb 924ace3abfcSBarry Smith func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag) 925bd208895SLois Curfman McInnes .ve 9265e76c431SBarry Smith 9275e76c431SBarry Smith Input parameters for func: 928c7afd0dbSLois Curfman McInnes + snes - nonlinear context 929af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for line search 9305e76c431SBarry Smith . x - current iterate 9315e76c431SBarry Smith . f - residual evaluated at x 9323c632250SBarry Smith . y - search direction 9331e633543SBarry Smith . fnorm - 2-norm of f 9341e633543SBarry Smith - xnorm - 2-norm of f 9355e76c431SBarry Smith 9365e76c431SBarry Smith Output parameters for func: 937c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 9383c632250SBarry Smith . w - new iterate 9395e76c431SBarry Smith . gnorm - 2-norm of g 9405e76c431SBarry Smith . ynorm - 2-norm of search length 941a7cc72afSBarry Smith - flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure. 942f59ffdedSLois Curfman McInnes 94336851e7fSLois Curfman McInnes Level: advanced 94436851e7fSLois Curfman McInnes 945f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine 946f59ffdedSLois Curfman McInnes 94717bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchNoNorms(), 94817bae607SBarry Smith SNESLineSearchSetPostCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams(), SNESLineSearchSetPreCheck() 9495e76c431SBarry Smith @*/ 9501e633543SBarry Smith PetscErrorCode SNESLineSearchSet(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,PetscReal,PetscReal,Vec,Vec,PetscReal*,PetscReal*,PetscBool *),void *lsctx) 9515e76c431SBarry Smith { 9524ac538c5SBarry Smith PetscErrorCode ierr; 95382bf6240SBarry Smith 9543a40ed3dSBarry Smith PetscFunctionBegin; 9551e633543SBarry Smith ierr = PetscTryMethod(snes,"SNESLineSearchSet_C",(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,PetscReal,PetscReal,Vec,Vec,PetscReal*,PetscReal*,PetscBool *),void*),(snes,func,lsctx));CHKERRQ(ierr); 9563a40ed3dSBarry Smith PetscFunctionReturn(0); 9575e76c431SBarry Smith } 9588e019c35SBarry Smith 9591e633543SBarry Smith typedef PetscErrorCode (*FCN2)(SNES,void*,Vec,Vec,Vec,PetscReal,PetscReal,Vec,Vec,PetscReal*,PetscReal*,PetscBool *); /* force argument to next function to not be extern C*/ 96004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 961fb2e594dSBarry Smith EXTERN_C_BEGIN 9624a2ae208SSatish Balay #undef __FUNCT__ 96317bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet_LS" 9647087cfbeSBarry Smith PetscErrorCode SNESLineSearchSet_LS(SNES snes,FCN2 func,void *lsctx) 96582bf6240SBarry Smith { 96682bf6240SBarry Smith PetscFunctionBegin; 9674b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->LineSearch = func; 9684b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->lsP = lsctx; 96982bf6240SBarry Smith PetscFunctionReturn(0); 97082bf6240SBarry Smith } 971fb2e594dSBarry Smith EXTERN_C_END 97204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 9734a2ae208SSatish Balay #undef __FUNCT__ 9743c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck" 975c8dd0c0dSLois Curfman McInnes /*@C 9763c632250SBarry Smith SNESLineSearchSetPostCheck - Sets a routine to check the validity of new iterate computed 9774b27c08aSLois Curfman McInnes by the line search routine in the Newton-based method SNESLS. 978c8dd0c0dSLois Curfman McInnes 979c8dd0c0dSLois Curfman McInnes Input Parameters: 980c8dd0c0dSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 9813c632250SBarry Smith . func - pointer to function 982c8dd0c0dSLois Curfman McInnes - checkctx - optional user-defined context for use by step checking routine 983c8dd0c0dSLois Curfman McInnes 9843f9fe445SBarry Smith Logically Collective on SNES 985c8dd0c0dSLois Curfman McInnes 986c8dd0c0dSLois Curfman McInnes Calling sequence of func: 987c8dd0c0dSLois Curfman McInnes .vb 988ace3abfcSBarry Smith int func (SNES snes, Vec x,Vec y,Vec w,void *checkctx, PetscBool *changed_y,PetscBool *changed_w) 989c8dd0c0dSLois Curfman McInnes .ve 990b1ae27eaSLois Curfman McInnes where func returns an error code of 0 on success and a nonzero 991b1ae27eaSLois Curfman McInnes on failure. 992c8dd0c0dSLois Curfman McInnes 993c8dd0c0dSLois Curfman McInnes Input parameters for func: 994c8dd0c0dSLois Curfman McInnes + snes - nonlinear context 995c8dd0c0dSLois Curfman McInnes . checkctx - optional user-defined context for use by step checking routine 9963c632250SBarry Smith . x - previous iterate 9973c632250SBarry Smith . y - new search direction and length 9983c632250SBarry Smith - w - current candidate iterate 999c8dd0c0dSLois Curfman McInnes 1000c8dd0c0dSLois Curfman McInnes Output parameters for func: 10013c632250SBarry Smith + y - search direction (possibly changed) 10023c632250SBarry Smith . w - current iterate (possibly modified) 10033c632250SBarry Smith . changed_y - indicates search direction was changed by this routine 10043c632250SBarry Smith - changed_w - indicates current iterate was changed by this routine 1005c8dd0c0dSLois Curfman McInnes 1006c8dd0c0dSLois Curfman McInnes Level: advanced 1007c8dd0c0dSLois Curfman McInnes 10089e247f21SBarry Smith Notes: All line searches accept the new iterate computed by the line search checking routine. 10099e247f21SBarry Smith 10103c632250SBarry Smith Only one of changed_y and changed_w can be PETSC_TRUE 10113c632250SBarry Smith 1012481b4421SBarry Smith On input w = x - y 10133c632250SBarry Smith 101417bae607SBarry Smith SNESLineSearchNo() and SNESLineSearchNoNorms() (1) compute a candidate iterate u_{i+1}, (2) pass control 1015b1ae27eaSLois Curfman McInnes to the checking routine, and then (3) compute the corresponding nonlinear 1016ea56f5baSLois Curfman McInnes function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}. 10178f99978dSLois Curfman McInnes 101817bae607SBarry Smith SNESLineSearchQuadratic() and SNESLineSearchCubic() (1) compute a candidate iterate u_{i+1} as well as a 1019ea56f5baSLois Curfman McInnes candidate nonlinear function f(u_{i+1}), (2) pass control to the checking 1020ea56f5baSLois Curfman McInnes routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes 1021ea56f5baSLois Curfman McInnes were made to the candidate iterate in the checking routine (as indicated 10229e247f21SBarry Smith by flag=PETSC_TRUE). The overhead of this extra function re-evaluation can be 1023b1ae27eaSLois Curfman McInnes very costly, so use this feature with caution! 10248f99978dSLois Curfman McInnes 1025c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine 1026c8dd0c0dSLois Curfman McInnes 102717bae607SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPreCheck() 1028c8dd0c0dSLois Curfman McInnes @*/ 10297087cfbeSBarry Smith PetscErrorCode SNESLineSearchSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,void*,PetscBool *,PetscBool *),void *checkctx) 1030c8dd0c0dSLois Curfman McInnes { 10314ac538c5SBarry Smith PetscErrorCode ierr; 1032c8dd0c0dSLois Curfman McInnes 1033c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 10344ac538c5SBarry Smith ierr = PetscTryMethod(snes,"SNESLineSearchSetPostCheck_C",(SNES,PetscErrorCode (*)(SNES,Vec,Vec,Vec,void*,PetscBool *,PetscBool *),void*),(snes,func,checkctx));CHKERRQ(ierr); 1035c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 1036c8dd0c0dSLois Curfman McInnes } 103794298653SBarry Smith 10389c3ca13aSBarry Smith #undef __FUNCT__ 10399c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck" 10409c3ca13aSBarry Smith /*@C 10419c3ca13aSBarry Smith SNESLineSearchSetPreCheck - Sets a routine to check the validity of a new direction given by the linear solve 10427e4bb74cSBarry Smith before the line search is called. 10439c3ca13aSBarry Smith 10449c3ca13aSBarry Smith Input Parameters: 10459c3ca13aSBarry Smith + snes - nonlinear context obtained from SNESCreate() 10469c3ca13aSBarry Smith . func - pointer to function 10479c3ca13aSBarry Smith - checkctx - optional user-defined context for use by step checking routine 10489c3ca13aSBarry Smith 10493f9fe445SBarry Smith Logically Collective on SNES 10509c3ca13aSBarry Smith 10519c3ca13aSBarry Smith Calling sequence of func: 10529c3ca13aSBarry Smith .vb 1053ace3abfcSBarry Smith int func (SNES snes, Vec x,Vec y,void *checkctx, PetscBool *changed_y) 10549c3ca13aSBarry Smith .ve 10559c3ca13aSBarry Smith where func returns an error code of 0 on success and a nonzero 10569c3ca13aSBarry Smith on failure. 10579c3ca13aSBarry Smith 10589c3ca13aSBarry Smith Input parameters for func: 10599c3ca13aSBarry Smith + snes - nonlinear context 10609c3ca13aSBarry Smith . checkctx - optional user-defined context for use by step checking routine 10619c3ca13aSBarry Smith . x - previous iterate 10629c3ca13aSBarry Smith - y - new search direction and length 10639c3ca13aSBarry Smith 10649c3ca13aSBarry Smith Output parameters for func: 10659c3ca13aSBarry Smith + y - search direction (possibly changed) 10669c3ca13aSBarry Smith - changed_y - indicates search direction was changed by this routine 10679c3ca13aSBarry Smith 10689c3ca13aSBarry Smith Level: advanced 10699c3ca13aSBarry Smith 10709c3ca13aSBarry Smith Notes: All line searches accept the new iterate computed by the line search checking routine. 10719c3ca13aSBarry Smith 10729c3ca13aSBarry Smith .keywords: SNES, nonlinear, set, line search check, step check, routine 10739c3ca13aSBarry Smith 10747e4bb74cSBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck(), SNESSetUpdate() 10759c3ca13aSBarry Smith @*/ 10767087cfbeSBarry Smith PetscErrorCode SNESLineSearchSetPreCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,void*,PetscBool *),void *checkctx) 10779c3ca13aSBarry Smith { 10784ac538c5SBarry Smith PetscErrorCode ierr; 10799c3ca13aSBarry Smith 10809c3ca13aSBarry Smith PetscFunctionBegin; 10814ac538c5SBarry Smith ierr = PetscTryMethod(snes,"SNESLineSearchSetPreCheck_C",(SNES,PetscErrorCode (*)(SNES,Vec,Vec,void*,PetscBool *),void*),(snes,func,checkctx));CHKERRQ(ierr); 10829c3ca13aSBarry Smith PetscFunctionReturn(0); 10839c3ca13aSBarry Smith } 10849c3ca13aSBarry Smith 108594298653SBarry Smith #undef __FUNCT__ 108694298653SBarry Smith #define __FUNCT__ "SNESLineSearchSetMonitor" 108794298653SBarry Smith /*@C 108894298653SBarry Smith SNESLineSearchSetMonitor - Prints information about the progress or lack of progress of the line search 108994298653SBarry Smith 109094298653SBarry Smith Input Parameters: 109194298653SBarry Smith + snes - nonlinear context obtained from SNESCreate() 109294298653SBarry Smith - flg - PETSC_TRUE to monitor the line search 109394298653SBarry Smith 10943f9fe445SBarry Smith Logically Collective on SNES 109594298653SBarry Smith 109694298653SBarry Smith Options Database: 109794298653SBarry Smith . -snes_ls_monitor 109894298653SBarry Smith 109994298653SBarry Smith Level: intermediate 110094298653SBarry Smith 110194298653SBarry Smith 110294298653SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck(), SNESSetUpdate() 110394298653SBarry Smith @*/ 11047087cfbeSBarry Smith PetscErrorCode SNESLineSearchSetMonitor(SNES snes,PetscBool flg) 110594298653SBarry Smith { 11064ac538c5SBarry Smith PetscErrorCode ierr; 110794298653SBarry Smith 110894298653SBarry Smith PetscFunctionBegin; 11094ac538c5SBarry Smith ierr = PetscTryMethod(snes,"SNESLineSearchSetMonitor_C",(SNES,PetscBool),(snes,flg));CHKERRQ(ierr); 111094298653SBarry Smith PetscFunctionReturn(0); 111194298653SBarry Smith } 111294298653SBarry Smith 1113c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 1114ace3abfcSBarry Smith typedef PetscErrorCode (*FCN1)(SNES,Vec,Vec,Vec,void*,PetscBool *,PetscBool *); /* force argument to next function to not be extern C*/ 1115ace3abfcSBarry Smith typedef PetscErrorCode (*FCN3)(SNES,Vec,Vec,void*,PetscBool *); /* force argument to next function to not be extern C*/ 1116c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN 11174a2ae208SSatish Balay #undef __FUNCT__ 11183c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck_LS" 11197087cfbeSBarry Smith PetscErrorCode SNESLineSearchSetPostCheck_LS(SNES snes,FCN1 func,void *checkctx) 1120c8dd0c0dSLois Curfman McInnes { 1121c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 11223c632250SBarry Smith ((SNES_LS *)(snes->data))->postcheckstep = func; 11233c632250SBarry Smith ((SNES_LS *)(snes->data))->postcheck = checkctx; 1124c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 1125c8dd0c0dSLois Curfman McInnes } 1126c8dd0c0dSLois Curfman McInnes EXTERN_C_END 11279c3ca13aSBarry Smith 11289c3ca13aSBarry Smith EXTERN_C_BEGIN 11299c3ca13aSBarry Smith #undef __FUNCT__ 11309c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck_LS" 11317087cfbeSBarry Smith PetscErrorCode SNESLineSearchSetPreCheck_LS(SNES snes,FCN3 func,void *checkctx) 11329c3ca13aSBarry Smith { 11339c3ca13aSBarry Smith PetscFunctionBegin; 11349c3ca13aSBarry Smith ((SNES_LS *)(snes->data))->precheckstep = func; 11359c3ca13aSBarry Smith ((SNES_LS *)(snes->data))->precheck = checkctx; 11369c3ca13aSBarry Smith PetscFunctionReturn(0); 11379c3ca13aSBarry Smith } 11389c3ca13aSBarry Smith EXTERN_C_END 1139329e7e40SMatthew Knepley 114094298653SBarry Smith EXTERN_C_BEGIN 114194298653SBarry Smith #undef __FUNCT__ 114294298653SBarry Smith #define __FUNCT__ "SNESLineSearchSetMonitor_LS" 11437087cfbeSBarry Smith PetscErrorCode SNESLineSearchSetMonitor_LS(SNES snes,PetscBool flg) 114494298653SBarry Smith { 114594298653SBarry Smith SNES_LS *ls = (SNES_LS*)snes->data; 114694298653SBarry Smith PetscErrorCode ierr; 114794298653SBarry Smith 114894298653SBarry Smith PetscFunctionBegin; 114994298653SBarry Smith if (flg && !ls->monitor) { 1150649052a6SBarry Smith ierr = PetscViewerASCIIOpen(((PetscObject)snes)->comm,"stdout",&ls->monitor);CHKERRQ(ierr); 115194298653SBarry Smith } else if (!flg && ls->monitor) { 1152649052a6SBarry Smith ierr = PetscViewerDestroy(&ls->monitor);CHKERRQ(ierr); 115394298653SBarry Smith } 115494298653SBarry Smith PetscFunctionReturn(0); 115594298653SBarry Smith } 115694298653SBarry Smith EXTERN_C_END 115794298653SBarry Smith 1158329e7e40SMatthew Knepley /* 11594b27c08aSLois Curfman McInnes SNESView_LS - Prints info from the SNESLS data structure. 116004d965bbSLois Curfman McInnes 116104d965bbSLois Curfman McInnes Input Parameters: 116204d965bbSLois Curfman McInnes . SNES - the SNES context 116304d965bbSLois Curfman McInnes . viewer - visualization context 116404d965bbSLois Curfman McInnes 116504d965bbSLois Curfman McInnes Application Interface Routine: SNESView() 116604d965bbSLois Curfman McInnes */ 11674a2ae208SSatish Balay #undef __FUNCT__ 11684b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS" 11696849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer) 1170a935fc98SLois Curfman McInnes { 11714b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 11722fc52814SBarry Smith const char *cstr; 1173dfbe8321SBarry Smith PetscErrorCode ierr; 1174ace3abfcSBarry Smith PetscBool iascii; 1175a935fc98SLois Curfman McInnes 11763a40ed3dSBarry Smith PetscFunctionBegin; 11772692d6eeSBarry Smith ierr = PetscTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr); 117832077d6dSBarry Smith if (iascii) { 117917bae607SBarry Smith if (ls->LineSearch == SNESLineSearchNo) cstr = "SNESLineSearchNo"; 118021167be9SJed Brown if (ls->LineSearch == SNESLineSearchNoNorms) cstr = "SNESLineSearchNoNorms"; 118117bae607SBarry Smith else if (ls->LineSearch == SNESLineSearchQuadratic) cstr = "SNESLineSearchQuadratic"; 118217bae607SBarry Smith else if (ls->LineSearch == SNESLineSearchCubic) cstr = "SNESLineSearchCubic"; 118319bcc07fSBarry Smith else cstr = "unknown"; 1184b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," line search variant: %s\n",cstr);CHKERRQ(ierr); 11858f1a2a5eSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," alpha=%14.12e, maxstep=%14.12e, minlambda=%14.12e\n",(double)ls->alpha,(double)ls->maxstep,(double)ls->minlambda);CHKERRQ(ierr); 118655d4ea13SBarry Smith ierr = PetscViewerASCIIPrintf(viewer," damping factor=%14.12e\n",(double)ls->damping);CHKERRQ(ierr); 118719bcc07fSBarry Smith } 11883a40ed3dSBarry Smith PetscFunctionReturn(0); 1189a935fc98SLois Curfman McInnes } 1190*50f6de3fSJed Brown 1191*50f6de3fSJed Brown #undef __FUNCT__ 1192*50f6de3fSJed Brown #define __FUNCT__ "SNESLineSearchPreCheckPicard" 1193*50f6de3fSJed Brown /*@C 1194*50f6de3fSJed Brown SNESLineSearchPreCheckPicard - Implements a correction that is sometimes useful to improve the convergence rate of Picard iteration 1195*50f6de3fSJed Brown 1196*50f6de3fSJed Brown Logically Collective 1197*50f6de3fSJed Brown 1198*50f6de3fSJed Brown Input Arguments: 1199*50f6de3fSJed Brown + snes - nonlinear solver 1200*50f6de3fSJed Brown . X - base state for this step 1201*50f6de3fSJed Brown . Y - initial correction 1202*50f6de3fSJed Brown - ctx - context, should be a pointer to PetscReal containing the angle in degrees below which to activate the correction 1203*50f6de3fSJed Brown 1204*50f6de3fSJed Brown Output Arguments: 1205*50f6de3fSJed Brown + Y - correction, possibly modifide 1206*50f6de3fSJed Brown - changed - flag indicating that Y was modified 1207*50f6de3fSJed Brown 1208*50f6de3fSJed Brown Options Database Key: 1209*50f6de3fSJed Brown + -snes_ls_precheck_picard - activate this routine 1210*50f6de3fSJed Brown - -snes_ls_precheck_picard_angle - angle 1211*50f6de3fSJed Brown 1212*50f6de3fSJed Brown Level: advanced 1213*50f6de3fSJed Brown 1214*50f6de3fSJed Brown Notes: 1215*50f6de3fSJed Brown This function should be passed to SNESLineSearchSetPreCheck() 1216*50f6de3fSJed Brown 1217*50f6de3fSJed Brown The justification for this method involves the linear convergence of a Picard iteration 1218*50f6de3fSJed Brown so the Picard linearization should be provided in place of the "Jacobian". This correction 1219*50f6de3fSJed Brown is generally not useful when using a Newton linearization. 1220*50f6de3fSJed Brown 1221*50f6de3fSJed Brown Reference: 1222*50f6de3fSJed Brown Hindmarsh and Payne (1996) Time step limits for stable solutions of the ice sheet equation, Annals of Glaciology. 1223*50f6de3fSJed Brown 1224*50f6de3fSJed Brown .seealso: SNESLineSearchSetPreCheck() 1225*50f6de3fSJed Brown @*/ 1226*50f6de3fSJed Brown PetscErrorCode SNESLineSearchPreCheckPicard(SNES snes,Vec X,Vec Y,void *ctx,PetscBool *changed) 1227*50f6de3fSJed Brown { 1228*50f6de3fSJed Brown PetscErrorCode ierr; 1229*50f6de3fSJed Brown PetscReal angle = *(PetscReal*)ctx; 1230*50f6de3fSJed Brown Vec Ylast; 1231*50f6de3fSJed Brown PetscScalar dot; 1232*50f6de3fSJed Brown PetscInt iter; 1233*50f6de3fSJed Brown PetscReal ynorm,ylastnorm,theta,angle_radians; 1234*50f6de3fSJed Brown 1235*50f6de3fSJed Brown PetscFunctionBegin; 1236*50f6de3fSJed Brown ierr = PetscObjectQuery((PetscObject)snes,"SNESLineSearchPreCheckPicard_Ylast",(PetscObject*)&Ylast);CHKERRQ(ierr); 1237*50f6de3fSJed Brown if (!Ylast) { 1238*50f6de3fSJed Brown ierr = VecDuplicate(Y,&Ylast);CHKERRQ(ierr); 1239*50f6de3fSJed Brown ierr = PetscObjectCompose((PetscObject)snes,"SNESLineSearchPreCheckPicard_Ylast",(PetscObject)Ylast);CHKERRQ(ierr); 1240*50f6de3fSJed Brown ierr = PetscObjectDereference((PetscObject)Ylast);CHKERRQ(ierr); 1241*50f6de3fSJed Brown } 1242*50f6de3fSJed Brown ierr = SNESGetIterationNumber(snes,&iter);CHKERRQ(ierr); 1243*50f6de3fSJed Brown if (iter < 2) { 1244*50f6de3fSJed Brown ierr = VecCopy(Y,Ylast);CHKERRQ(ierr); 1245*50f6de3fSJed Brown *changed = PETSC_FALSE; 1246*50f6de3fSJed Brown PetscFunctionReturn(0); 1247*50f6de3fSJed Brown } 1248*50f6de3fSJed Brown 1249*50f6de3fSJed Brown ierr = VecDot(Y,Ylast,&dot);CHKERRQ(ierr); 1250*50f6de3fSJed Brown ierr = VecNorm(Y,NORM_2,&ynorm);CHKERRQ(ierr); 1251*50f6de3fSJed Brown ierr = VecNorm(Ylast,NORM_2,&ylastnorm);CHKERRQ(ierr); 1252*50f6de3fSJed Brown /* Compute the angle between the vectors Y and Ylast, clip to keep inside the domain of acos() */ 1253*50f6de3fSJed Brown theta = acos((double)PetscClipInterval(PetscAbsScalar(dot) / (ynorm * ylastnorm),-1.0,1.0)); 1254*50f6de3fSJed Brown angle_radians = angle * PETSC_PI / 180.; 1255*50f6de3fSJed Brown if (PetscAbsReal(theta) < angle_radians || PetscAbsReal(theta - PETSC_PI) < angle_radians) { 1256*50f6de3fSJed Brown /* Modify the step Y */ 1257*50f6de3fSJed Brown PetscReal alpha,ydiffnorm; 1258*50f6de3fSJed Brown ierr = VecAXPY(Ylast,-1.0,Y);CHKERRQ(ierr); 1259*50f6de3fSJed Brown ierr = VecNorm(Ylast,NORM_2,&ydiffnorm);CHKERRQ(ierr); 1260*50f6de3fSJed Brown alpha = ylastnorm / ydiffnorm; 1261*50f6de3fSJed Brown ierr = VecCopy(Y,Ylast);CHKERRQ(ierr); 1262*50f6de3fSJed Brown ierr = VecScale(Y,alpha);CHKERRQ(ierr); 1263*50f6de3fSJed Brown ierr = PetscInfo3(snes,"Angle %G degrees less than threshold %G, corrected step by alpha=%G\n",theta*180./PETSC_PI,angle,alpha);CHKERRQ(ierr); 1264*50f6de3fSJed Brown } else { 1265*50f6de3fSJed Brown ierr = PetscInfo2(snes,"Angle %G degrees exceeds threshold %G, no correction applied\n",theta*180./PETSC_PI,angle);CHKERRQ(ierr); 1266*50f6de3fSJed Brown ierr = VecCopy(Y,Ylast);CHKERRQ(ierr); 1267*50f6de3fSJed Brown *changed = PETSC_FALSE; 1268*50f6de3fSJed Brown } 1269*50f6de3fSJed Brown PetscFunctionReturn(0); 1270*50f6de3fSJed Brown } 1271*50f6de3fSJed Brown 127204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 127304d965bbSLois Curfman McInnes /* 12744b27c08aSLois Curfman McInnes SNESSetFromOptions_LS - Sets various parameters for the SNESLS method. 127504d965bbSLois Curfman McInnes 127604d965bbSLois Curfman McInnes Input Parameter: 127704d965bbSLois Curfman McInnes . snes - the SNES context 127804d965bbSLois Curfman McInnes 127904d965bbSLois Curfman McInnes Application Interface Routine: SNESSetFromOptions() 128004d965bbSLois Curfman McInnes */ 12814a2ae208SSatish Balay #undef __FUNCT__ 12824b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS" 12836849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes) 12845e42470aSBarry Smith { 12854b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 1286dfbe8321SBarry Smith PetscErrorCode ierr; 1287490ca623SBarry Smith SNESLineSearchType indx; 1288ace3abfcSBarry Smith PetscBool flg,set; 12895e42470aSBarry Smith 12903a40ed3dSBarry Smith PetscFunctionBegin; 1291b0a32e0cSBarry Smith ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr); 12924b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr); 12934b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr); 1294e106eecfSBarry Smith ierr = PetscOptionsReal("-snes_ls_minlambda","Minimum lambda allowed","None",ls->minlambda,&ls->minlambda,0);CHKERRQ(ierr); 129555d4ea13SBarry Smith ierr = PetscOptionsReal("-snes_ls_damping","Damping parameter","SNES",ls->damping,&ls->damping,&flg);CHKERRQ(ierr); 1296acfcf0e5SJed Brown ierr = PetscOptionsBool("-snes_ls_monitor","Print progress of line searches","SNESLineSearchSetMonitor",ls->monitor ? PETSC_TRUE : PETSC_FALSE,&flg,&set);CHKERRQ(ierr); 129794298653SBarry Smith if (set) {ierr = SNESLineSearchSetMonitor(snes,flg);CHKERRQ(ierr);} 1298186905e3SBarry Smith 1299490ca623SBarry Smith ierr = PetscOptionsEnum("-snes_ls","Line search used","SNESLineSearchSet",SNESLineSearchTypes,(PetscEnum)SNES_LS_CUBIC,(PetscEnum*)&indx,&flg);CHKERRQ(ierr); 130025cdf11fSBarry Smith if (flg) { 130122e36657SBarry Smith switch (indx) { 1302490ca623SBarry Smith case SNES_LS_BASIC: 130317bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchNo,PETSC_NULL);CHKERRQ(ierr); 1304b49fd9e1SBarry Smith break; 1305490ca623SBarry Smith case SNES_LS_BASIC_NONORMS: 130617bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr); 1307b49fd9e1SBarry Smith break; 1308490ca623SBarry Smith case SNES_LS_QUADRATIC: 130917bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchQuadratic,PETSC_NULL);CHKERRQ(ierr); 1310b49fd9e1SBarry Smith break; 1311490ca623SBarry Smith case SNES_LS_CUBIC: 131217bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchCubic,PETSC_NULL);CHKERRQ(ierr); 1313b49fd9e1SBarry Smith break; 13145e42470aSBarry Smith } 13155e42470aSBarry Smith } 1316*50f6de3fSJed Brown flg = ls->precheckstep == SNESLineSearchPreCheckPicard ? PETSC_TRUE : PETSC_FALSE; 1317*50f6de3fSJed Brown ierr = PetscOptionsBool("-snes_ls_precheck_picard","Use a correction that sometimes improves convergence of Picard iteration","SNESLineSearchPreCheckPicard",flg,&flg,&set);CHKERRQ(ierr); 1318*50f6de3fSJed Brown if (set) { 1319*50f6de3fSJed Brown if (flg) { 1320*50f6de3fSJed Brown ls->precheck_picard_angle = 10.; /* only active if angle is less than 10 degrees */ 1321*50f6de3fSJed Brown ierr = PetscOptionsReal("-snes_ls_precheck_picard_angle","Maximum angle at which to activate the correction","none",ls->precheck_picard_angle,&ls->precheck_picard_angle,PETSC_NULL);CHKERRQ(ierr); 1322*50f6de3fSJed Brown ierr = SNESLineSearchSetPreCheck(snes,SNESLineSearchPreCheckPicard,&ls->precheck_picard_angle);CHKERRQ(ierr); 1323*50f6de3fSJed Brown } else { 1324*50f6de3fSJed Brown ierr = SNESLineSearchSetPreCheck(snes,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr); 1325*50f6de3fSJed Brown } 1326*50f6de3fSJed Brown } 1327b0a32e0cSBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 13283a40ed3dSBarry Smith PetscFunctionReturn(0); 13295e42470aSBarry Smith } 13304827ddcaSBarry Smith 13314827ddcaSBarry Smith EXTERN_C_BEGIN 13324827ddcaSBarry Smith extern PetscErrorCode SNESLineSearchSetParams_LS(SNES,PetscReal,PetscReal,PetscReal); 13334827ddcaSBarry Smith EXTERN_C_END 13344827ddcaSBarry Smith 133504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 1336ebe3b25bSBarry Smith /*MC 1337ebe3b25bSBarry Smith SNESLS - Newton based nonlinear solver that uses a line search 133804d965bbSLois Curfman McInnes 1339ebe3b25bSBarry Smith Options Database: 1340ebe3b25bSBarry Smith + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 134155d4ea13SBarry Smith . -snes_ls_alpha <alpha> - Sets alpha used in determining if reduction in function norm is sufficient 1342e106eecfSBarry Smith . -snes_ls_maxstep <maxstep> - Sets the maximum stepsize the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y) 1343acbee50cSBarry Smith . -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda / max_i ( y[i]/x[i] ) 134455d4ea13SBarry Smith . -snes_ls_monitor - print information about progress of line searches 134555d4ea13SBarry Smith - -snes_ls_damping - damping factor used if -snes_ls is basic or basicnonorms 1346acbee50cSBarry Smith 134704d965bbSLois Curfman McInnes 1348ebe3b25bSBarry Smith Notes: This is the default nonlinear solver in SNES 134904d965bbSLois Curfman McInnes 1350ee3001cbSBarry Smith Level: beginner 1351ee3001cbSBarry Smith 135217bae607SBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESTR, SNESLineSearchSet(), 135317bae607SBarry Smith SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(), 1354b3dd4ab5SBarry Smith SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams() 1355ebe3b25bSBarry Smith 1356ebe3b25bSBarry Smith M*/ 1357fb2e594dSBarry Smith EXTERN_C_BEGIN 13584a2ae208SSatish Balay #undef __FUNCT__ 13594b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS" 13607087cfbeSBarry Smith PetscErrorCode SNESCreate_LS(SNES snes) 13615e42470aSBarry Smith { 1362dfbe8321SBarry Smith PetscErrorCode ierr; 13634b27c08aSLois Curfman McInnes SNES_LS *neP; 13645e42470aSBarry Smith 13653a40ed3dSBarry Smith PetscFunctionBegin; 1366e7788613SBarry Smith snes->ops->setup = SNESSetUp_LS; 1367e7788613SBarry Smith snes->ops->solve = SNESSolve_LS; 1368e7788613SBarry Smith snes->ops->destroy = SNESDestroy_LS; 1369e7788613SBarry Smith snes->ops->setfromoptions = SNESSetFromOptions_LS; 1370e7788613SBarry Smith snes->ops->view = SNESView_LS; 13716b8b9a38SLisandro Dalcin snes->ops->reset = SNESReset_LS; 13725e42470aSBarry Smith 137342f4f86dSBarry Smith snes->usesksp = PETSC_TRUE; 137442f4f86dSBarry Smith snes->usespc = PETSC_FALSE; 137538f2d2fdSLisandro Dalcin ierr = PetscNewLog(snes,SNES_LS,&neP);CHKERRQ(ierr); 13765e42470aSBarry Smith snes->data = (void*)neP; 13775e42470aSBarry Smith neP->alpha = 1.e-4; 13785e42470aSBarry Smith neP->maxstep = 1.e8; 1379e106eecfSBarry Smith neP->minlambda = 1.e-12; 138055d4ea13SBarry Smith neP->damping = 1.0; 138117bae607SBarry Smith neP->LineSearch = SNESLineSearchCubic; 1382c8dd0c0dSLois Curfman McInnes neP->lsP = PETSC_NULL; 13833c632250SBarry Smith neP->postcheckstep = PETSC_NULL; 13843c632250SBarry Smith neP->postcheck = PETSC_NULL; 13853c632250SBarry Smith neP->precheckstep = PETSC_NULL; 13863c632250SBarry Smith neP->precheck = PETSC_NULL; 138782bf6240SBarry Smith 138894298653SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetMonitor_C","SNESLineSearchSetMonitor_LS",SNESLineSearchSetMonitor_LS);CHKERRQ(ierr); 13894827ddcaSBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetParams_C","SNESLineSearchSetParams_LS",SNESLineSearchSetParams_LS);CHKERRQ(ierr); 139094298653SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","SNESLineSearchSet_LS",SNESLineSearchSet_LS);CHKERRQ(ierr); 139194298653SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","SNESLineSearchSetPostCheck_LS",SNESLineSearchSetPostCheck_LS);CHKERRQ(ierr); 139294298653SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","SNESLineSearchSetPreCheck_LS",SNESLineSearchSetPreCheck_LS);CHKERRQ(ierr); 139382bf6240SBarry Smith 13943a40ed3dSBarry Smith PetscFunctionReturn(0); 13955e42470aSBarry Smith } 1396fb2e594dSBarry Smith EXTERN_C_END 139782bf6240SBarry Smith 139882bf6240SBarry Smith 139982bf6240SBarry Smith 1400