xref: /petsc/src/snes/impls/ls/ls.c (revision 50f6de3f0bd0504e1439987bb2ec72115c362d38)
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