xref: /petsc/src/snes/impls/ls/ls.c (revision 52e6d16ba989af9362d0fcebb12e73dd7c9666ed)
15e76c431SBarry Smith 
270f55243SBarry Smith #include "src/snes/impls/ls/ls.h"
35e42470aSBarry Smith 
48a5d9ee4SBarry Smith /*
58a5d9ee4SBarry Smith      Checks if J^T F = 0 which implies we've found a local minimum of the function,
68a5d9ee4SBarry Smith     but not a zero. In the case when one cannot compute J^T F we use the fact that
736669109SBarry Smith     0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More
836669109SBarry Smith     for this trick.
98a5d9ee4SBarry Smith */
104a2ae208SSatish Balay #undef __FUNCT__
114a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckLocalMin_Private"
12dfbe8321SBarry Smith PetscErrorCode SNESLSCheckLocalMin_Private(Mat A,Vec F,Vec W,PetscReal fnorm,PetscTruth *ismin)
138a5d9ee4SBarry Smith {
148a5d9ee4SBarry Smith   PetscReal  a1;
15dfbe8321SBarry Smith   PetscErrorCode ierr;
1636669109SBarry Smith   PetscTruth hastranspose;
178a5d9ee4SBarry Smith 
188a5d9ee4SBarry Smith   PetscFunctionBegin;
198a5d9ee4SBarry Smith   *ismin = PETSC_FALSE;
2036669109SBarry Smith   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
2136669109SBarry Smith   if (hastranspose) {
228a5d9ee4SBarry Smith     /* Compute || J^T F|| */
238a5d9ee4SBarry Smith     ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr);
248a5d9ee4SBarry Smith     ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr);
254b27c08aSLois Curfman McInnes     PetscLogInfo(0,"SNESSolve_LS: || J^T F|| %g near zero implies found a local minimum\n",a1/fnorm);
268a5d9ee4SBarry Smith     if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE;
2736669109SBarry Smith   } else {
2836669109SBarry Smith     Vec       work;
29ea709b57SSatish Balay     PetscScalar    result;
3036669109SBarry Smith     PetscReal wnorm;
3136669109SBarry Smith 
3236669109SBarry Smith     ierr = VecSetRandom(PETSC_NULL,W);CHKERRQ(ierr);
3336669109SBarry Smith     ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr);
3436669109SBarry Smith     ierr = VecDuplicate(W,&work);CHKERRQ(ierr);
3536669109SBarry Smith     ierr = MatMult(A,W,work);CHKERRQ(ierr);
3636669109SBarry Smith     ierr = VecDot(F,work,&result);CHKERRQ(ierr);
3736669109SBarry Smith     ierr = VecDestroy(work);CHKERRQ(ierr);
3836669109SBarry Smith     a1   = PetscAbsScalar(result)/(fnorm*wnorm);
394b27c08aSLois Curfman McInnes     PetscLogInfo(0,"SNESSolve_LS: (F^T J random)/(|| F ||*||random|| %g near zero implies found a local minimum\n",a1);
4036669109SBarry Smith     if (a1 < 1.e-4) *ismin = PETSC_TRUE;
4136669109SBarry Smith   }
428a5d9ee4SBarry Smith   PetscFunctionReturn(0);
438a5d9ee4SBarry Smith }
448a5d9ee4SBarry Smith 
4574637425SBarry Smith /*
465ed2d596SBarry Smith      Checks if J^T(F - J*X) = 0
4774637425SBarry Smith */
484a2ae208SSatish Balay #undef __FUNCT__
494a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckResidual_Private"
50dfbe8321SBarry Smith PetscErrorCode SNESLSCheckResidual_Private(Mat A,Vec F,Vec X,Vec W1,Vec W2)
5174637425SBarry Smith {
5274637425SBarry Smith   PetscReal     a1,a2;
53dfbe8321SBarry Smith   PetscErrorCode ierr;
5474637425SBarry Smith   PetscTruth    hastranspose;
55ea709b57SSatish Balay   PetscScalar   mone = -1.0;
5674637425SBarry Smith 
5774637425SBarry Smith   PetscFunctionBegin;
5874637425SBarry Smith   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
5974637425SBarry Smith   if (hastranspose) {
6074637425SBarry Smith     ierr = MatMult(A,X,W1);CHKERRQ(ierr);
6174637425SBarry Smith     ierr = VecAXPY(&mone,F,W1);CHKERRQ(ierr);
6274637425SBarry Smith 
6374637425SBarry Smith     /* Compute || J^T W|| */
6474637425SBarry Smith     ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr);
6574637425SBarry Smith     ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr);
6674637425SBarry Smith     ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr);
679994e62eSSatish Balay     if (a1 != 0) {
684b27c08aSLois Curfman McInnes       PetscLogInfo(0,"SNESSolve_LS: ||J^T(F-Ax)||/||F-AX|| %g near zero implies inconsistent rhs\n",a2/a1);
6985471664SBarry Smith     }
7074637425SBarry Smith   }
7174637425SBarry Smith   PetscFunctionReturn(0);
7274637425SBarry Smith }
7374637425SBarry Smith 
7404d965bbSLois Curfman McInnes /*  --------------------------------------------------------------------
7504d965bbSLois Curfman McInnes 
7604d965bbSLois Curfman McInnes      This file implements a truncated Newton method with a line search,
7794b7f48cSBarry Smith      for solving a system of nonlinear equations, using the KSP, Vec,
7804d965bbSLois Curfman McInnes      and Mat interfaces for linear solvers, vectors, and matrices,
7904d965bbSLois Curfman McInnes      respectively.
8004d965bbSLois Curfman McInnes 
81fe6c6bacSLois Curfman McInnes      The following basic routines are required for each nonlinear solver:
8204d965bbSLois Curfman McInnes           SNESCreate_XXX()          - Creates a nonlinear solver context
8304d965bbSLois Curfman McInnes           SNESSetFromOptions_XXX()  - Sets runtime options
84fe6c6bacSLois Curfman McInnes           SNESSolve_XXX()           - Solves the nonlinear system
8504d965bbSLois Curfman McInnes           SNESDestroy_XXX()         - Destroys the nonlinear solver context
8604d965bbSLois Curfman McInnes      The suffix "_XXX" denotes a particular implementation, in this case
874b27c08aSLois Curfman McInnes      we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving
884b27c08aSLois Curfman McInnes      systems of nonlinear equations with a line search (LS) method.
8904d965bbSLois Curfman McInnes      These routines are actually called via the common user interface
9004d965bbSLois Curfman McInnes      routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and
9104d965bbSLois Curfman McInnes      SNESDestroy(), so the application code interface remains identical
9204d965bbSLois Curfman McInnes      for all nonlinear solvers.
9304d965bbSLois Curfman McInnes 
9404d965bbSLois Curfman McInnes      Another key routine is:
9504d965bbSLois Curfman McInnes           SNESSetUp_XXX()           - Prepares for the use of a nonlinear solver
9604d965bbSLois Curfman McInnes      by setting data structures and options.   The interface routine SNESSetUp()
9704d965bbSLois Curfman McInnes      is not usually called directly by the user, but instead is called by
9804d965bbSLois Curfman McInnes      SNESSolve() if necessary.
9904d965bbSLois Curfman McInnes 
10004d965bbSLois Curfman McInnes      Additional basic routines are:
10104d965bbSLois Curfman McInnes           SNESView_XXX()            - Prints details of runtime options that
10204d965bbSLois Curfman McInnes                                       have actually been used.
10304d965bbSLois Curfman McInnes      These are called by application codes via the interface routines
104186905e3SBarry Smith      SNESView().
10504d965bbSLois Curfman McInnes 
10604d965bbSLois Curfman McInnes      The various types of solvers (preconditioners, Krylov subspace methods,
10704d965bbSLois Curfman McInnes      nonlinear solvers, timesteppers) are all organized similarly, so the
10804d965bbSLois Curfman McInnes      above description applies to these categories also.
10904d965bbSLois Curfman McInnes 
11004d965bbSLois Curfman McInnes     -------------------------------------------------------------------- */
1115e42470aSBarry Smith /*
1124b27c08aSLois Curfman McInnes    SNESSolve_LS - Solves a nonlinear system with a truncated Newton
11304d965bbSLois Curfman McInnes    method with a line search.
1145e76c431SBarry Smith 
11504d965bbSLois Curfman McInnes    Input Parameters:
11604d965bbSLois Curfman McInnes .  snes - the SNES context
1175e76c431SBarry Smith 
11804d965bbSLois Curfman McInnes    Output Parameter:
119c2a78f1aSLois Curfman McInnes .  outits - number of iterations until termination
12004d965bbSLois Curfman McInnes 
12104d965bbSLois Curfman McInnes    Application Interface Routine: SNESSolve()
1225e76c431SBarry Smith 
1235e76c431SBarry Smith    Notes:
1245e76c431SBarry Smith    This implements essentially a truncated Newton method with a
1255e76c431SBarry Smith    line search.  By default a cubic backtracking line search
1265e76c431SBarry Smith    is employed, as described in the text "Numerical Methods for
1275e76c431SBarry Smith    Unconstrained Optimization and Nonlinear Equations" by Dennis
128393d2d9aSLois Curfman McInnes    and Schnabel.
1295e76c431SBarry Smith */
1304a2ae208SSatish Balay #undef __FUNCT__
1314b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSolve_LS"
132dfbe8321SBarry Smith PetscErrorCode SNESSolve_LS(SNES snes)
1335e76c431SBarry Smith {
1344b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
1356849ba73SBarry Smith   PetscErrorCode ierr;
136a7cc72afSBarry Smith   PetscInt       maxits,i,lits;
137a7cc72afSBarry Smith   PetscTruth     lssucceed;
138112a2221SBarry Smith   MatStructure   flg = DIFFERENT_NONZERO_PATTERN;
139329f5518SBarry Smith   PetscReal      fnorm,gnorm,xnorm,ynorm;
1405e42470aSBarry Smith   Vec            Y,X,F,G,W,TMP;
141c293cc10SBarry Smith   KSP            ksp;
1425e76c431SBarry Smith 
1433a40ed3dSBarry Smith   PetscFunctionBegin;
14494b7f48cSBarry Smith   ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr);
145184914b5SBarry Smith   snes->reason  = SNES_CONVERGED_ITERATING;
146184914b5SBarry Smith 
1475e42470aSBarry Smith   maxits	= snes->max_its;	/* maximum number of iterations */
1485e42470aSBarry Smith   X		= snes->vec_sol;	/* solution vector */
14939e2f89bSBarry Smith   F		= snes->vec_func;	/* residual vector */
1505e42470aSBarry Smith   Y		= snes->work[0];	/* work vectors */
1515e42470aSBarry Smith   G		= snes->work[1];
1525e42470aSBarry Smith   W		= snes->work[2];
1535e76c431SBarry Smith 
1544c49b128SBarry Smith   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
1554c49b128SBarry Smith   snes->iter = 0;
1564c49b128SBarry Smith   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
1575334005bSBarry Smith   ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);  /*  F(X)      */
158cddf8d76SBarry Smith   ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);	/* fnorm <- ||F||  */
1590f5bd95cSBarry Smith   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
1605e42470aSBarry Smith   snes->norm = fnorm;
1610f5bd95cSBarry Smith   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
16284c569c9SBarry Smith   SNESLogConvHistory(snes,fnorm,0);
16394a424c1SBarry Smith   SNESMonitor(snes,0,fnorm);
1645e76c431SBarry Smith 
16570441072SBarry Smith   if (fnorm < snes->abstol) {snes->reason = SNES_CONVERGED_FNORM_ABS; PetscFunctionReturn(0);}
16694a9d846SBarry Smith 
167d034289bSBarry Smith   /* set parameter for default relative tolerance convergence test */
168d034289bSBarry Smith   snes->ttol = fnorm*snes->rtol;
169d034289bSBarry Smith 
1705e76c431SBarry Smith   for (i=0; i<maxits; i++) {
1715e76c431SBarry Smith 
172329e7e40SMatthew Knepley     /* Call general purpose update function */
173abc0a331SBarry Smith     if (snes->update) {
174329e7e40SMatthew Knepley       ierr = (*snes->update)(snes, snes->iter);CHKERRQ(ierr);
175de8cb200SMatthew Knepley     }
176329e7e40SMatthew Knepley 
177ea4d3ed3SLois Curfman McInnes     /* Solve J Y = F, where J is Jacobian matrix */
1785334005bSBarry Smith     ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr);
17994b7f48cSBarry Smith     ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr);
18023ce1328SBarry Smith     ierr = KSPSolve(snes->ksp,F,Y);CHKERRQ(ierr);
181c293cc10SBarry Smith     ierr = KSPGetIterationNumber(ksp,&lits);CHKERRQ(ierr);
18274637425SBarry Smith 
183b0a32e0cSBarry Smith     if (PetscLogPrintInfo){
18474637425SBarry Smith       ierr = SNESLSCheckResidual_Private(snes->jacobian,F,Y,G,W);CHKERRQ(ierr);
18585471664SBarry Smith     }
18674637425SBarry Smith 
18790cbd584SBarry Smith     /* should check what happened to the linear solve? */
1883505fcc1SBarry Smith     snes->linear_its += lits;
18977431f27SBarry Smith     PetscLogInfo(snes,"SNESSolve_LS: iter=%D, linear solve iterations=%D\n",snes->iter,lits);
190ea4d3ed3SLois Curfman McInnes 
191ea4d3ed3SLois Curfman McInnes     /* Compute a (scaled) negative update in the line search routine:
192ea4d3ed3SLois Curfman McInnes          Y <- X - lambda*Y
193ea4d3ed3SLois Curfman McInnes        and evaluate G(Y) = function(Y))
194ea4d3ed3SLois Curfman McInnes     */
19581b6cf68SLois Curfman McInnes     ierr = VecCopy(Y,snes->vec_sol_update_always);CHKERRQ(ierr);
196a7cc72afSBarry Smith     ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr);
197a7cc72afSBarry Smith     PetscLogInfo(snes,"SNESSolve_LS: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",fnorm,gnorm,ynorm,(int)lssucceed);
198a3b891d8SBarry Smith 
199a3b891d8SBarry Smith     TMP = F; F = G; snes->vec_func_always = F; G = TMP;
200a3b891d8SBarry Smith     TMP = X; X = Y; snes->vec_sol_always = X;  Y = TMP;
201a3b891d8SBarry Smith     fnorm = gnorm;
202a3b891d8SBarry Smith 
2035ed2d596SBarry Smith     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
2045ed2d596SBarry Smith     snes->iter = i+1;
2055ed2d596SBarry Smith     snes->norm = fnorm;
2065ed2d596SBarry Smith     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
2075ed2d596SBarry Smith     SNESLogConvHistory(snes,fnorm,lits);
2085ed2d596SBarry Smith     SNESMonitor(snes,i+1,fnorm);
2095ed2d596SBarry Smith 
210a7cc72afSBarry Smith     if (!lssucceed) {
2118a5d9ee4SBarry Smith       PetscTruth ismin;
21250ffb88aSMatthew Knepley 
21350ffb88aSMatthew Knepley       if (++snes->numFailures >= snes->maxFailures) {
2143505fcc1SBarry Smith         snes->reason = SNES_DIVERGED_LS_FAILURE;
2158a5d9ee4SBarry Smith         ierr = SNESLSCheckLocalMin_Private(snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr);
2168a5d9ee4SBarry Smith         if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
2173505fcc1SBarry Smith         break;
2183505fcc1SBarry Smith       }
21950ffb88aSMatthew Knepley     }
2205e76c431SBarry Smith 
2215e76c431SBarry Smith     /* Test for convergence */
22229e0b56fSBarry Smith     if (snes->converged) {
22329e0b56fSBarry Smith       ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr);	/* xnorm = || X || */
2243505fcc1SBarry Smith       ierr = (*snes->converged)(snes,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
2253505fcc1SBarry Smith       if (snes->reason) {
22616c95cacSBarry Smith         break;
22716c95cacSBarry Smith       }
22816c95cacSBarry Smith     }
22929e0b56fSBarry Smith   }
23039e2f89bSBarry Smith   if (X != snes->vec_sol) {
231393d2d9aSLois Curfman McInnes     ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr);
232e15f7bb5SBarry Smith   }
233e15f7bb5SBarry Smith   if (F != snes->vec_func) {
234e15f7bb5SBarry Smith     ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr);
235e15f7bb5SBarry Smith   }
23639e2f89bSBarry Smith   snes->vec_sol_always  = snes->vec_sol;
23739e2f89bSBarry Smith   snes->vec_func_always = snes->vec_func;
23852392280SLois Curfman McInnes   if (i == maxits) {
23977431f27SBarry Smith     PetscLogInfo(snes,"SNESSolve_LS: Maximum number of iterations has been reached: %D\n",maxits);
2403505fcc1SBarry Smith     snes->reason = SNES_DIVERGED_MAX_IT;
24152392280SLois Curfman McInnes   }
2423a40ed3dSBarry Smith   PetscFunctionReturn(0);
2435e76c431SBarry Smith }
24404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
24504d965bbSLois Curfman McInnes /*
2464b27c08aSLois Curfman McInnes    SNESSetUp_LS - Sets up the internal data structures for the later use
2474b27c08aSLois Curfman McInnes    of the SNESLS nonlinear solver.
24804d965bbSLois Curfman McInnes 
24904d965bbSLois Curfman McInnes    Input Parameter:
25004d965bbSLois Curfman McInnes .  snes - the SNES context
25104d965bbSLois Curfman McInnes .  x - the solution vector
25204d965bbSLois Curfman McInnes 
25304d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetUp()
25404d965bbSLois Curfman McInnes 
25504d965bbSLois Curfman McInnes    Notes:
2564b27c08aSLois Curfman McInnes    For basic use of the SNES solvers, the user need not explicitly call
25704d965bbSLois Curfman McInnes    SNESSetUp(), since these actions will automatically occur during
25804d965bbSLois Curfman McInnes    the call to SNESSolve().
25904d965bbSLois Curfman McInnes  */
2604a2ae208SSatish Balay #undef __FUNCT__
2614b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS"
262dfbe8321SBarry Smith PetscErrorCode SNESSetUp_LS(SNES snes)
2635e76c431SBarry Smith {
264dfbe8321SBarry Smith   PetscErrorCode ierr;
2653a40ed3dSBarry Smith 
2663a40ed3dSBarry Smith   PetscFunctionBegin;
26781b6cf68SLois Curfman McInnes   snes->nwork = 4;
268d7e8b826SBarry Smith   ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr);
269b0a32e0cSBarry Smith   PetscLogObjectParents(snes,snes->nwork,snes->work);
27081b6cf68SLois Curfman McInnes   snes->vec_sol_update_always = snes->work[3];
2713a40ed3dSBarry Smith   PetscFunctionReturn(0);
2725e76c431SBarry Smith }
27304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
27404d965bbSLois Curfman McInnes /*
2754b27c08aSLois Curfman McInnes    SNESDestroy_LS - Destroys the private SNES_LS context that was created
2764b27c08aSLois Curfman McInnes    with SNESCreate_LS().
27704d965bbSLois Curfman McInnes 
27804d965bbSLois Curfman McInnes    Input Parameter:
27904d965bbSLois Curfman McInnes .  snes - the SNES context
28004d965bbSLois Curfman McInnes 
281de49b36dSLois Curfman McInnes    Application Interface Routine: SNESDestroy()
28204d965bbSLois Curfman McInnes  */
2834a2ae208SSatish Balay #undef __FUNCT__
2844b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS"
285dfbe8321SBarry Smith PetscErrorCode SNESDestroy_LS(SNES snes)
2865e76c431SBarry Smith {
287dfbe8321SBarry Smith   PetscErrorCode ierr;
2883a40ed3dSBarry Smith 
2893a40ed3dSBarry Smith   PetscFunctionBegin;
2905baf8537SBarry Smith   if (snes->nwork) {
2914b0e389bSBarry Smith     ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr);
29221c89e3eSBarry Smith   }
2935c704376SSatish Balay   ierr = PetscFree(snes->data);CHKERRQ(ierr);
2943a40ed3dSBarry Smith   PetscFunctionReturn(0);
2955e76c431SBarry Smith }
29604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
2974a2ae208SSatish Balay #undef __FUNCT__
2984a2ae208SSatish Balay #define __FUNCT__ "SNESNoLineSearch"
29982bf6240SBarry Smith 
3004b828684SBarry Smith /*@C
3015e42470aSBarry Smith    SNESNoLineSearch - This routine is not a line search at all;
3025e76c431SBarry Smith    it simply uses the full Newton step.  Thus, this routine is intended
3035e76c431SBarry Smith    to serve as a template and is not recommended for general use.
3045e76c431SBarry Smith 
305c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
306c7afd0dbSLois Curfman McInnes 
3075e76c431SBarry Smith    Input Parameters:
308c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
309af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
3105e76c431SBarry Smith .  x - current iterate
3115e76c431SBarry Smith .  f - residual evaluated at x
3125e76c431SBarry Smith .  y - search direction (contains new iterate on output)
3135e76c431SBarry Smith .  w - work vector
314c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
3155e76c431SBarry Smith 
316c4a48953SLois Curfman McInnes    Output Parameters:
317c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
3185e76c431SBarry Smith .  y - new iterate (contains search direction on input)
3195e76c431SBarry Smith .  gnorm - 2-norm of g
3205e76c431SBarry Smith .  ynorm - 2-norm of search length
321a7cc72afSBarry Smith -  flag - PETSC_TRUE on success, PETSC_FALSE on failure
322fee21e36SBarry Smith 
323c4a48953SLois Curfman McInnes    Options Database Key:
3244b27c08aSLois Curfman McInnes .  -snes_ls basic - Activates SNESNoLineSearch()
325c4a48953SLois Curfman McInnes 
32636851e7fSLois Curfman McInnes    Level: advanced
32736851e7fSLois Curfman McInnes 
32828ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
32928ae5a21SLois Curfman McInnes 
330f59ffdedSLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(),
331af2d14d2SLois Curfman McInnes           SNESSetLineSearch(), SNESNoLineSearchNoNorms()
3325e76c431SBarry Smith @*/
333a7cc72afSBarry Smith PetscErrorCode SNESNoLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
3345e76c431SBarry Smith {
335dfbe8321SBarry Smith   PetscErrorCode ierr;
336ea709b57SSatish Balay   PetscScalar    mone = -1.0;
3374b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
3388f99978dSLois Curfman McInnes   PetscTruth     change_y = PETSC_FALSE;
3395334005bSBarry Smith 
3403a40ed3dSBarry Smith   PetscFunctionBegin;
341a7cc72afSBarry Smith   *flag = PETSC_TRUE;
342d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
343a3b38805SLois Curfman McInnes   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);  /* ynorm = || y || */
344ea4d3ed3SLois Curfman McInnes   ierr = VecAYPX(&mone,x,y);CHKERRQ(ierr);            /* y <- y - x      */
3458f99978dSLois Curfman McInnes   if (neP->CheckStep) {
3468f99978dSLois Curfman McInnes    ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr);
3478f99978dSLois Curfman McInnes   }
348ea4d3ed3SLois Curfman McInnes   ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); /* Compute F(y)    */
349a3b38805SLois Curfman McInnes   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);  /* gnorm = || g || */
350d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
3513a40ed3dSBarry Smith   PetscFunctionReturn(0);
3525e76c431SBarry Smith }
35304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
3544a2ae208SSatish Balay #undef __FUNCT__
3554a2ae208SSatish Balay #define __FUNCT__ "SNESNoLineSearchNoNorms"
35682bf6240SBarry Smith 
35729e0b56fSBarry Smith /*@C
35829e0b56fSBarry Smith    SNESNoLineSearchNoNorms - This routine is not a line search at
35929e0b56fSBarry Smith    all; it simply uses the full Newton step. This version does not
36029e0b56fSBarry Smith    even compute the norm of the function or search direction; this
36129e0b56fSBarry Smith    is intended only when you know the full step is fine and are
36229e0b56fSBarry Smith    not checking for convergence of the nonlinear iteration (for
363c7afd0dbSLois Curfman McInnes    example, you are running always for a fixed number of Newton steps).
364c7afd0dbSLois Curfman McInnes 
365c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
36629e0b56fSBarry Smith 
36729e0b56fSBarry Smith    Input Parameters:
368c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
369af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
37029e0b56fSBarry Smith .  x - current iterate
37129e0b56fSBarry Smith .  f - residual evaluated at x
37229e0b56fSBarry Smith .  y - search direction (contains new iterate on output)
37329e0b56fSBarry Smith .  w - work vector
374c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
37529e0b56fSBarry Smith 
37629e0b56fSBarry Smith    Output Parameters:
377c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
37829e0b56fSBarry Smith .  gnorm - not changed
37929e0b56fSBarry Smith .  ynorm - not changed
380a7cc72afSBarry Smith -  flag - set to PETSC_TRUE indicating a successful line search
381fee21e36SBarry Smith 
38229e0b56fSBarry Smith    Options Database Key:
3834b27c08aSLois Curfman McInnes .  -snes_ls basicnonorms - Activates SNESNoLineSearchNoNorms()
38429e0b56fSBarry Smith 
3858cbba510SBarry Smith    Notes:
386ea56f5baSLois Curfman McInnes    SNESNoLineSearchNoNorms() must be used in conjunction with
387ea56f5baSLois Curfman McInnes    either the options
388ea56f5baSLois Curfman McInnes $     -snes_no_convergence_test -snes_max_it <its>
389ea56f5baSLois Curfman McInnes    or alternatively a user-defined custom test set via
390329f5518SBarry Smith    SNESSetConvergenceTest(); or a -snes_max_it of 1,
391329f5518SBarry Smith    otherwise, the SNES solver will generate an error.
392329f5518SBarry Smith 
393329f5518SBarry Smith    During the final iteration this will not evaluate the function at
394329f5518SBarry Smith    the solution point. This is to save a function evaluation while
395329f5518SBarry Smith    using pseudo-timestepping.
3968cbba510SBarry Smith 
397ea56f5baSLois Curfman McInnes    The residual norms printed by monitoring routines such as
398ea56f5baSLois Curfman McInnes    SNESDefaultMonitor() (as activated via -snes_monitor) will not be
399ea56f5baSLois Curfman McInnes    correct, since they are not computed.
400ea56f5baSLois Curfman McInnes 
401ea56f5baSLois Curfman McInnes    Level: advanced
4028cbba510SBarry Smith 
40329e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic
40429e0b56fSBarry Smith 
40529e0b56fSBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(),
40629e0b56fSBarry Smith           SNESSetLineSearch(), SNESNoLineSearch()
40729e0b56fSBarry Smith @*/
408a7cc72afSBarry Smith PetscErrorCode SNESNoLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
40929e0b56fSBarry Smith {
410dfbe8321SBarry Smith   PetscErrorCode ierr;
411ea709b57SSatish Balay   PetscScalar mone = -1.0;
4124b27c08aSLois Curfman McInnes   SNES_LS     *neP = (SNES_LS*)snes->data;
4138f99978dSLois Curfman McInnes   PetscTruth  change_y = PETSC_FALSE;
41429e0b56fSBarry Smith 
4153a40ed3dSBarry Smith   PetscFunctionBegin;
416a7cc72afSBarry Smith   *flag = PETSC_TRUE;
417d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
41829e0b56fSBarry Smith   ierr = VecAYPX(&mone,x,y);CHKERRQ(ierr);            /* y <- y - x      */
4198f99978dSLois Curfman McInnes   if (neP->CheckStep) {
4208f99978dSLois Curfman McInnes    ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr);
4218f99978dSLois Curfman McInnes   }
422329f5518SBarry Smith 
423329f5518SBarry Smith   /* don't evaluate function the last time through */
424329f5518SBarry Smith   if (snes->iter < snes->max_its-1) {
42529e0b56fSBarry Smith     ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); /* Compute F(y)    */
426329f5518SBarry Smith   }
427d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
4283a40ed3dSBarry Smith   PetscFunctionReturn(0);
42929e0b56fSBarry Smith }
43004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
4314a2ae208SSatish Balay #undef __FUNCT__
4324a2ae208SSatish Balay #define __FUNCT__ "SNESCubicLineSearch"
4334b828684SBarry Smith /*@C
434f525115eSLois Curfman McInnes    SNESCubicLineSearch - Performs a cubic line search (default line search method).
4355e76c431SBarry Smith 
436c7afd0dbSLois Curfman McInnes    Collective on SNES
437c7afd0dbSLois Curfman McInnes 
4385e76c431SBarry Smith    Input Parameters:
439c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
440af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
4415e76c431SBarry Smith .  x - current iterate
4425e76c431SBarry Smith .  f - residual evaluated at x
4435e76c431SBarry Smith .  y - search direction (contains new iterate on output)
4445e76c431SBarry Smith .  w - work vector
445c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
4465e76c431SBarry Smith 
447393d2d9aSLois Curfman McInnes    Output Parameters:
448c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4495e76c431SBarry Smith .  y - new iterate (contains search direction on input)
4505e76c431SBarry Smith .  gnorm - 2-norm of g
4515e76c431SBarry Smith .  ynorm - 2-norm of search length
452a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
453fee21e36SBarry Smith 
454c4a48953SLois Curfman McInnes    Options Database Key:
4554b27c08aSLois Curfman McInnes $  -snes_ls cubic - Activates SNESCubicLineSearch()
456c4a48953SLois Curfman McInnes 
4575e76c431SBarry Smith    Notes:
4585e76c431SBarry Smith    This line search is taken from "Numerical Methods for Unconstrained
4595e76c431SBarry Smith    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
4605e76c431SBarry Smith 
46136851e7fSLois Curfman McInnes    Level: advanced
46236851e7fSLois Curfman McInnes 
46328ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
46428ae5a21SLois Curfman McInnes 
465af2d14d2SLois Curfman McInnes .seealso: SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms()
4665e76c431SBarry Smith @*/
467a7cc72afSBarry Smith PetscErrorCode SNESCubicLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
4685e76c431SBarry Smith {
469406556e6SLois Curfman McInnes   /*
470406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
471406556e6SLois Curfman McInnes      minimization problem:
472406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
473406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
474406556e6SLois Curfman McInnes    */
475406556e6SLois Curfman McInnes 
4765ca10a37SBarry Smith   PetscReal   steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength;
477329f5518SBarry Smith   PetscReal   maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg;
478aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
479ea709b57SSatish Balay   PetscScalar cinitslope,clambda;
4806b5873e3SBarry Smith #endif
481dfbe8321SBarry Smith   PetscErrorCode ierr;
482a7cc72afSBarry Smith   PetscInt count;
4834b27c08aSLois Curfman McInnes   SNES_LS     *neP = (SNES_LS*)snes->data;
484ea709b57SSatish Balay   PetscScalar mone = -1.0,scale;
4858f99978dSLois Curfman McInnes   PetscTruth  change_y = PETSC_FALSE;
4865e76c431SBarry Smith 
4873a40ed3dSBarry Smith   PetscFunctionBegin;
488d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
489a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
4905e76c431SBarry Smith   alpha   = neP->alpha;
4915e76c431SBarry Smith   maxstep = neP->maxstep;
4925e76c431SBarry Smith   steptol = neP->steptol;
4935e76c431SBarry Smith 
494cddf8d76SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
49563b9fa5eSBarry Smith   if (*ynorm == 0.0) {
49663b9fa5eSBarry Smith     PetscLogInfo(snes,"SNESCubicLineSearch: Search direction and size is 0\n");
497a1c2b6eeSLois Curfman McInnes     *gnorm = fnorm;
498a1c2b6eeSLois Curfman McInnes     ierr   = VecCopy(x,y);CHKERRQ(ierr);
499a1c2b6eeSLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
500a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
501ad922ac9SBarry Smith     goto theend1;
50294a9d846SBarry Smith   }
5035e76c431SBarry Smith   if (*ynorm > maxstep) {	/* Step too big, so scale back */
5045e42470aSBarry Smith     scale = maxstep/(*ynorm);
505aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
506b0a32e0cSBarry Smith     PetscLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g old ynorm %g\n",PetscRealPart(scale),*ynorm);
5076b5873e3SBarry Smith #else
508b0a32e0cSBarry Smith     PetscLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g old ynorm %g\n",scale,*ynorm);
5096b5873e3SBarry Smith #endif
510393d2d9aSLois Curfman McInnes     ierr = VecScale(&scale,y);CHKERRQ(ierr);
5115e76c431SBarry Smith     *ynorm = maxstep;
5125e76c431SBarry Smith   }
513ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
5145ca10a37SBarry Smith   minlambda = steptol/rellength;
515a703fe33SLois Curfman McInnes   ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
516aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
517a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
518329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
5195e42470aSBarry Smith #else
520a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&initslope);CHKERRQ(ierr);
5215e42470aSBarry Smith #endif
5225e76c431SBarry Smith   if (initslope > 0.0) initslope = -initslope;
5235e76c431SBarry Smith   if (initslope == 0.0) initslope = -1.0;
5245e76c431SBarry Smith 
525393d2d9aSLois Curfman McInnes   ierr = VecCopy(y,w);CHKERRQ(ierr);
5265334005bSBarry Smith   ierr = VecAYPX(&mone,x,w);CHKERRQ(ierr);
52778b31e54SBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
528313b5538SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
5295d1a10b1SBarry Smith   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */
530393d2d9aSLois Curfman McInnes     ierr = VecCopy(w,y);CHKERRQ(ierr);
531b0a32e0cSBarry Smith     PetscLogInfo(snes,"SNESCubicLineSearch: Using full step\n");
532ad922ac9SBarry Smith     goto theend1;
5335e76c431SBarry Smith   }
5345e76c431SBarry Smith 
5355e76c431SBarry Smith   /* Fit points with quadratic */
536313b5538SBarry Smith   lambda = 1.0;
537a703fe33SLois Curfman McInnes   lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
5385e76c431SBarry Smith   lambdaprev = lambda;
5395e76c431SBarry Smith   gnormprev = *gnorm;
540329f5518SBarry Smith   if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
541ddd12767SBarry Smith   if (lambdatemp <= .1*lambda) lambda = .1*lambda;
542ddd12767SBarry Smith   else                         lambda = lambdatemp;
543393d2d9aSLois Curfman McInnes   ierr   = VecCopy(x,w);CHKERRQ(ierr);
544ea4d3ed3SLois Curfman McInnes   lambdaneg = -lambda;
545aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
546ea4d3ed3SLois Curfman McInnes   clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr);
5475e42470aSBarry Smith #else
548ea4d3ed3SLois Curfman McInnes   ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr);
5495e42470aSBarry Smith #endif
55078b31e54SBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
551cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
5525ed2d596SBarry Smith   if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */
553393d2d9aSLois Curfman McInnes     ierr = VecCopy(w,y);CHKERRQ(ierr);
5545ed2d596SBarry Smith     PetscLogInfo(snes,"SNESCubicLineSearch: Quadratically determined step, lambda=%18.16e\n",lambda);
555ad922ac9SBarry Smith     goto theend1;
5565e76c431SBarry Smith   }
5575e76c431SBarry Smith 
5585e76c431SBarry Smith   /* Fit points with cubic */
5595e76c431SBarry Smith   count = 1;
5608229bfc2SMatthew Knepley   while (count < 10000) {
5615e76c431SBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
56277431f27SBarry Smith       PetscLogInfo(snes,"SNESCubicLineSearch:Unable to find good step length! %D \n",count);
5635ed2d596SBarry Smith       PetscLogInfo(snes,"SNESCubicLineSearch:fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope);
564f168f371SBarry Smith       ierr = VecCopy(x,y);CHKERRQ(ierr);
565a7cc72afSBarry Smith       *flag = PETSC_FALSE; break;
5665e76c431SBarry Smith     }
5675d1a10b1SBarry Smith     t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope;
5685d1a10b1SBarry Smith     t2 = .5*(gnormprev*gnormprev  - fnorm*fnorm) - lambdaprev*initslope;
569ddd12767SBarry Smith     a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
5702b022350SLois Curfman McInnes     b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
5715e76c431SBarry Smith     d  = b*b - 3*a*initslope;
5725e76c431SBarry Smith     if (d < 0.0) d = 0.0;
5735e76c431SBarry Smith     if (a == 0.0) {
5745e76c431SBarry Smith       lambdatemp = -initslope/(2.0*b);
5755e76c431SBarry Smith     } else {
5765e76c431SBarry Smith       lambdatemp = (-b + sqrt(d))/(3.0*a);
5775e76c431SBarry Smith     }
5785e76c431SBarry Smith     lambdaprev = lambda;
5795e76c431SBarry Smith     gnormprev  = *gnorm;
580329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
581329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
5825e76c431SBarry Smith     else                         lambda     = lambdatemp;
583393d2d9aSLois Curfman McInnes     ierr = VecCopy(x,w);CHKERRQ(ierr);
584ea4d3ed3SLois Curfman McInnes     lambdaneg = -lambda;
585aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
586ea4d3ed3SLois Curfman McInnes     clambda = lambdaneg;
587393d2d9aSLois Curfman McInnes     ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr);
5885e42470aSBarry Smith #else
589ea4d3ed3SLois Curfman McInnes     ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr);
5905e42470aSBarry Smith #endif
59178b31e54SBarry Smith     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
592cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
5935ed2d596SBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */
594393d2d9aSLois Curfman McInnes       ierr = VecCopy(w,y);CHKERRQ(ierr);
5955ed2d596SBarry Smith       PetscLogInfo(snes,"SNESCubicLineSearch: Cubically determined step, lambda=%18.16e\n",lambda);
5962715565aSLois Curfman McInnes       goto theend1;
5972b022350SLois Curfman McInnes     } else {
5985ed2d596SBarry Smith       PetscLogInfo(snes,"SNESCubicLineSearch: Cubic step no good, shrinking lambda,  lambda=%18.16e\n",lambda);
5995e76c431SBarry Smith     }
6005e76c431SBarry Smith     count++;
6015e76c431SBarry Smith   }
6028229bfc2SMatthew Knepley   if (count >= 10000) {
603cd7625f8SBarry Smith     SETERRQ(PETSC_ERR_LIB, "Lambda was decreased more than 10,000 times, so something is probably wrong with the function evaluation");
6048229bfc2SMatthew Knepley   }
605ad922ac9SBarry Smith   theend1:
6068f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
6078f99978dSLois Curfman McInnes   if (neP->CheckStep) {
6088f99978dSLois Curfman McInnes     ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr);
609abc0a331SBarry Smith     if (change_y) { /* recompute the function if the step has changed */
6108f99978dSLois Curfman McInnes       ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr);
6118f99978dSLois Curfman McInnes       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
6128f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
6138f99978dSLois Curfman McInnes       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
6148f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
6158f99978dSLois Curfman McInnes     }
6168f99978dSLois Curfman McInnes   }
617d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6183a40ed3dSBarry Smith   PetscFunctionReturn(0);
6195e76c431SBarry Smith }
62004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
6214a2ae208SSatish Balay #undef __FUNCT__
6224a2ae208SSatish Balay #define __FUNCT__ "SNESQuadraticLineSearch"
6234b828684SBarry Smith /*@C
624f525115eSLois Curfman McInnes    SNESQuadraticLineSearch - Performs a quadratic line search.
6255e76c431SBarry Smith 
626c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
627c7afd0dbSLois Curfman McInnes 
6285e42470aSBarry Smith    Input Parameters:
629c7afd0dbSLois Curfman McInnes +  snes - the SNES context
630af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
6315e42470aSBarry Smith .  x - current iterate
6325e42470aSBarry Smith .  f - residual evaluated at x
6335e42470aSBarry Smith .  y - search direction (contains new iterate on output)
6345e42470aSBarry Smith .  w - work vector
635c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
6365e42470aSBarry Smith 
637c4a48953SLois Curfman McInnes    Output Parameters:
638c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
6395e42470aSBarry Smith .  y - new iterate (contains search direction on input)
6405e42470aSBarry Smith .  gnorm - 2-norm of g
6415e42470aSBarry Smith .  ynorm - 2-norm of search length
642a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
643fee21e36SBarry Smith 
644c4a48953SLois Curfman McInnes    Options Database Key:
6454b27c08aSLois Curfman McInnes .  -snes_ls quadratic - Activates SNESQuadraticLineSearch()
646c4a48953SLois Curfman McInnes 
6475e42470aSBarry Smith    Notes:
6484b27c08aSLois Curfman McInnes    Use SNESSetLineSearch() to set this routine within the SNESLS method.
6495e42470aSBarry Smith 
65036851e7fSLois Curfman McInnes    Level: advanced
65136851e7fSLois Curfman McInnes 
652f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search
653f59ffdedSLois Curfman McInnes 
654af2d14d2SLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms()
6555e42470aSBarry Smith @*/
656a7cc72afSBarry Smith PetscErrorCode SNESQuadraticLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
6575e76c431SBarry Smith {
658406556e6SLois Curfman McInnes   /*
659406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
660406556e6SLois Curfman McInnes      minimization problem:
661406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
662406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2.
663406556e6SLois Curfman McInnes    */
6645ca10a37SBarry Smith   PetscReal   steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg,rellength;
665aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
666ea709b57SSatish Balay   PetscScalar cinitslope,clambda;
6676b5873e3SBarry Smith #endif
668dfbe8321SBarry Smith   PetscErrorCode ierr;
669a7cc72afSBarry Smith   PetscInt count;
6704b27c08aSLois Curfman McInnes   SNES_LS     *neP = (SNES_LS*)snes->data;
671ea709b57SSatish Balay   PetscScalar mone = -1.0,scale;
6728f99978dSLois Curfman McInnes   PetscTruth  change_y = PETSC_FALSE;
6735e76c431SBarry Smith 
6743a40ed3dSBarry Smith   PetscFunctionBegin;
675d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
676a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
6775e42470aSBarry Smith   alpha   = neP->alpha;
6785e42470aSBarry Smith   maxstep = neP->maxstep;
6795e42470aSBarry Smith   steptol = neP->steptol;
6805e76c431SBarry Smith 
6813505fcc1SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
68263b9fa5eSBarry Smith   if (*ynorm == 0.0) {
683b0a32e0cSBarry Smith     PetscLogInfo(snes,"SNESQuadraticLineSearch: Search direction and size is 0\n");
684b37302c6SLois Curfman McInnes     *gnorm = fnorm;
685b37302c6SLois Curfman McInnes     ierr   = VecCopy(x,y);CHKERRQ(ierr);
686b37302c6SLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
687a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
688ad922ac9SBarry Smith     goto theend2;
68994a9d846SBarry Smith   }
6905e42470aSBarry Smith   if (*ynorm > maxstep) {	/* Step too big, so scale back */
6915e42470aSBarry Smith     scale = maxstep/(*ynorm);
692393d2d9aSLois Curfman McInnes     ierr = VecScale(&scale,y);CHKERRQ(ierr);
6935e42470aSBarry Smith     *ynorm = maxstep;
6945e76c431SBarry Smith   }
695ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
6965ca10a37SBarry Smith   minlambda = steptol/rellength;
697a703fe33SLois Curfman McInnes   ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
698aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
699a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
700329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
7015e42470aSBarry Smith #else
702a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&initslope);CHKERRQ(ierr);
7035e42470aSBarry Smith #endif
7045e42470aSBarry Smith   if (initslope > 0.0) initslope = -initslope;
7055e42470aSBarry Smith   if (initslope == 0.0) initslope = -1.0;
7065e42470aSBarry Smith 
707393d2d9aSLois Curfman McInnes   ierr = VecCopy(y,w);CHKERRQ(ierr);
7085334005bSBarry Smith   ierr = VecAYPX(&mone,x,w);CHKERRQ(ierr);
70978b31e54SBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
710cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
7115d1a10b1SBarry Smith   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */
712393d2d9aSLois Curfman McInnes     ierr = VecCopy(w,y);CHKERRQ(ierr);
713b0a32e0cSBarry Smith     PetscLogInfo(snes,"SNESQuadraticLineSearch: Using full step\n");
714ad922ac9SBarry Smith     goto theend2;
7155e42470aSBarry Smith   }
7165e42470aSBarry Smith 
7175e42470aSBarry Smith   /* Fit points with quadratic */
718313b5538SBarry Smith   lambda = 1.0;
7195e42470aSBarry Smith   count = 1;
7205ca10a37SBarry Smith   while (PETSC_TRUE) {
7215e42470aSBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
72277431f27SBarry Smith       PetscLogInfo(snes,"SNESQuadraticLineSearch:Unable to find good step length! %D \n",count);
723b0a32e0cSBarry Smith       PetscLogInfo(snes,"SNESQuadraticLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",fnorm,*gnorm,*ynorm,lambda,initslope);
724f168f371SBarry Smith       ierr = VecCopy(x,y);CHKERRQ(ierr);
725a7cc72afSBarry Smith       *flag = PETSC_FALSE; break;
7265e42470aSBarry Smith     }
727a703fe33SLois Curfman McInnes     lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
728329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
729329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
730329f5518SBarry Smith     else                         lambda     = lambdatemp;
731393d2d9aSLois Curfman McInnes     ierr = VecCopy(x,w);CHKERRQ(ierr);
7323505fcc1SBarry Smith     lambdaneg = -lambda;
733aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
7343505fcc1SBarry Smith     clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr);
7355e42470aSBarry Smith #else
7363505fcc1SBarry Smith     ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr);
7375e42470aSBarry Smith #endif
73878b31e54SBarry Smith     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
739cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
7405ed2d596SBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */
741393d2d9aSLois Curfman McInnes       ierr = VecCopy(w,y);CHKERRQ(ierr);
742b0a32e0cSBarry Smith       PetscLogInfo(snes,"SNESQuadraticLineSearch:Quadratically determined step, lambda=%g\n",lambda);
74306259719SBarry Smith       break;
7445e42470aSBarry Smith     }
7455e42470aSBarry Smith     count++;
7465e42470aSBarry Smith   }
747ad922ac9SBarry Smith   theend2:
7488f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
7498f99978dSLois Curfman McInnes   if (neP->CheckStep) {
7508f99978dSLois Curfman McInnes     ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr);
751abc0a331SBarry Smith     if (change_y) { /* recompute the function if the step has changed */
7528f99978dSLois Curfman McInnes       ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr);
7538f99978dSLois Curfman McInnes       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
7548f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
7558f99978dSLois Curfman McInnes       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
7568f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
7578f99978dSLois Curfman McInnes     }
7588f99978dSLois Curfman McInnes   }
759d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
7603a40ed3dSBarry Smith   PetscFunctionReturn(0);
7615e76c431SBarry Smith }
7622343ba6eSBarry Smith 
76304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
7644a2ae208SSatish Balay #undef __FUNCT__
7654a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearch"
766c9e6a524SLois Curfman McInnes /*@C
76777c4ece6SBarry Smith    SNESSetLineSearch - Sets the line search routine to be used
7684b27c08aSLois Curfman McInnes    by the method SNESLS.
7695e76c431SBarry Smith 
7705e76c431SBarry Smith    Input Parameters:
771c7afd0dbSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
772af2d14d2SLois Curfman McInnes .  lsctx - optional user-defined context for use by line search
773c7afd0dbSLois Curfman McInnes -  func - pointer to int function
7745e76c431SBarry Smith 
775fee21e36SBarry Smith    Collective on SNES
776fee21e36SBarry Smith 
777c4a48953SLois Curfman McInnes    Available Routines:
778c7afd0dbSLois Curfman McInnes +  SNESCubicLineSearch() - default line search
779f59ffdedSLois Curfman McInnes .  SNESQuadraticLineSearch() - quadratic line search
780f59ffdedSLois Curfman McInnes .  SNESNoLineSearch() - the full Newton step (actually not a line search)
781af2d14d2SLois Curfman McInnes -  SNESNoLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel)
7825e76c431SBarry Smith 
783c4a48953SLois Curfman McInnes     Options Database Keys:
7844b27c08aSLois Curfman McInnes +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
7854b27c08aSLois Curfman McInnes .   -snes_ls_alpha <alpha> - Sets alpha
7864b27c08aSLois Curfman McInnes .   -snes_ls_maxstep <max> - Sets maxstep
7874b27c08aSLois Curfman McInnes -   -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code
7883304466cSBarry Smith                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
7893304466cSBarry Smith                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
790c4a48953SLois Curfman McInnes 
7915e76c431SBarry Smith    Calling sequence of func:
792bd208895SLois Curfman McInnes .vb
793af2d14d2SLois Curfman McInnes    func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,
794a7cc72afSBarry Smith          PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
795bd208895SLois Curfman McInnes .ve
7965e76c431SBarry Smith 
7975e76c431SBarry Smith     Input parameters for func:
798c7afd0dbSLois Curfman McInnes +   snes - nonlinear context
799af2d14d2SLois Curfman McInnes .   lsctx - optional user-defined context for line search
8005e76c431SBarry Smith .   x - current iterate
8015e76c431SBarry Smith .   f - residual evaluated at x
8025e76c431SBarry Smith .   y - search direction (contains new iterate on output)
8035e76c431SBarry Smith .   w - work vector
804c7afd0dbSLois Curfman McInnes -   fnorm - 2-norm of f
8055e76c431SBarry Smith 
8065e76c431SBarry Smith     Output parameters for func:
807c7afd0dbSLois Curfman McInnes +   g - residual evaluated at new iterate y
8085e76c431SBarry Smith .   y - new iterate (contains search direction on input)
8095e76c431SBarry Smith .   gnorm - 2-norm of g
8105e76c431SBarry Smith .   ynorm - 2-norm of search length
811a7cc72afSBarry Smith -   flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure.
812f59ffdedSLois Curfman McInnes 
81336851e7fSLois Curfman McInnes     Level: advanced
81436851e7fSLois Curfman McInnes 
815f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine
816f59ffdedSLois Curfman McInnes 
8175d1a10b1SBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESNoLineSearchNoNorms(),
8185d1a10b1SBarry Smith           SNESSetLineSearchCheck(), SNESSetLineSearchParams(), SNESGetLineSearchParams()
8195e76c431SBarry Smith @*/
820a7cc72afSBarry Smith PetscErrorCode SNESSetLineSearch(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void *lsctx)
8215e76c431SBarry Smith {
822a7cc72afSBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*);
82382bf6240SBarry Smith 
8243a40ed3dSBarry Smith   PetscFunctionBegin;
825c134de8dSSatish Balay   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearch_C",(void (**)(void))&f);CHKERRQ(ierr);
82682bf6240SBarry Smith   if (f) {
827af2d14d2SLois Curfman McInnes     ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr);
82882bf6240SBarry Smith   }
8293a40ed3dSBarry Smith   PetscFunctionReturn(0);
8305e76c431SBarry Smith }
8318e019c35SBarry Smith 
832a7cc72afSBarry Smith typedef PetscErrorCode (*FCN2)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*); /* force argument to next function to not be extern C*/
83304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
834fb2e594dSBarry Smith EXTERN_C_BEGIN
8354a2ae208SSatish Balay #undef __FUNCT__
8364a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearch_LS"
837dfbe8321SBarry Smith PetscErrorCode SNESSetLineSearch_LS(SNES snes,FCN2 func,void *lsctx)
83882bf6240SBarry Smith {
83982bf6240SBarry Smith   PetscFunctionBegin;
8404b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->LineSearch = func;
8414b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->lsP        = lsctx;
84282bf6240SBarry Smith   PetscFunctionReturn(0);
84382bf6240SBarry Smith }
844fb2e594dSBarry Smith EXTERN_C_END
84504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
8464a2ae208SSatish Balay #undef __FUNCT__
8474a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearchCheck"
848c8dd0c0dSLois Curfman McInnes /*@C
849530e4296SLois Curfman McInnes    SNESSetLineSearchCheck - Sets a routine to check the validity of new iterate computed
8504b27c08aSLois Curfman McInnes    by the line search routine in the Newton-based method SNESLS.
851c8dd0c0dSLois Curfman McInnes 
852c8dd0c0dSLois Curfman McInnes    Input Parameters:
853c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
854c8dd0c0dSLois Curfman McInnes .  func - pointer to int function
855c8dd0c0dSLois Curfman McInnes -  checkctx - optional user-defined context for use by step checking routine
856c8dd0c0dSLois Curfman McInnes 
857c8dd0c0dSLois Curfman McInnes    Collective on SNES
858c8dd0c0dSLois Curfman McInnes 
859c8dd0c0dSLois Curfman McInnes    Calling sequence of func:
860c8dd0c0dSLois Curfman McInnes .vb
861b1ae27eaSLois Curfman McInnes    int func (SNES snes, void *checkctx, Vec x, PetscTruth *flag)
862c8dd0c0dSLois Curfman McInnes .ve
863b1ae27eaSLois Curfman McInnes    where func returns an error code of 0 on success and a nonzero
864b1ae27eaSLois Curfman McInnes    on failure.
865c8dd0c0dSLois Curfman McInnes 
866c8dd0c0dSLois Curfman McInnes    Input parameters for func:
867c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context
868c8dd0c0dSLois Curfman McInnes .  checkctx - optional user-defined context for use by step checking routine
8698f99978dSLois Curfman McInnes -  x - current candidate iterate
870c8dd0c0dSLois Curfman McInnes 
871c8dd0c0dSLois Curfman McInnes    Output parameters for func:
872c8dd0c0dSLois Curfman McInnes +  x - current iterate (possibly modified)
873c8dd0c0dSLois Curfman McInnes -  flag - flag indicating whether x has been modified (either
874c8dd0c0dSLois Curfman McInnes            PETSC_TRUE of PETSC_FALSE)
875c8dd0c0dSLois Curfman McInnes 
876c8dd0c0dSLois Curfman McInnes    Level: advanced
877c8dd0c0dSLois Curfman McInnes 
8788f99978dSLois Curfman McInnes    Notes:
879b1ae27eaSLois Curfman McInnes    SNESNoLineSearch() and SNESNoLineSearchNoNorms() accept the new
880b1ae27eaSLois Curfman McInnes    iterate computed by the line search checking routine.  In particular,
881b1ae27eaSLois Curfman McInnes    these routines (1) compute a candidate iterate u_{i+1}, (2) pass control
882b1ae27eaSLois Curfman McInnes    to the checking routine, and then (3) compute the corresponding nonlinear
883ea56f5baSLois Curfman McInnes    function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}.
8848f99978dSLois Curfman McInnes 
885b1ae27eaSLois Curfman McInnes    SNESQuadraticLineSearch() and SNESCubicLineSearch() also accept the
886b1ae27eaSLois Curfman McInnes    new iterate computed by the line search checking routine.  In particular,
887b1ae27eaSLois Curfman McInnes    these routines (1) compute a candidate iterate u_{i+1} as well as a
888ea56f5baSLois Curfman McInnes    candidate nonlinear function f(u_{i+1}), (2) pass control to the checking
889ea56f5baSLois Curfman McInnes    routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes
890ea56f5baSLois Curfman McInnes    were made to the candidate iterate in the checking routine (as indicated
891ea56f5baSLois Curfman McInnes    by flag=PETSC_TRUE).  The overhead of this function re-evaluation can be
892b1ae27eaSLois Curfman McInnes    very costly, so use this feature with caution!
8938f99978dSLois Curfman McInnes 
894c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine
895c8dd0c0dSLois Curfman McInnes 
896c8dd0c0dSLois Curfman McInnes .seealso: SNESSetLineSearch()
897c8dd0c0dSLois Curfman McInnes @*/
8986849ba73SBarry Smith PetscErrorCode SNESSetLineSearchCheck(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,PetscTruth*),void *checkctx)
899c8dd0c0dSLois Curfman McInnes {
9006849ba73SBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,PetscTruth*),void*);
901c8dd0c0dSLois Curfman McInnes 
902c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
903c134de8dSSatish Balay   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearchCheck_C",(void (**)(void))&f);CHKERRQ(ierr);
904c8dd0c0dSLois Curfman McInnes   if (f) {
905c8dd0c0dSLois Curfman McInnes     ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr);
906c8dd0c0dSLois Curfman McInnes   }
907c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
908c8dd0c0dSLois Curfman McInnes }
909c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */
9106849ba73SBarry Smith typedef PetscErrorCode (*FCN)(SNES,void*,Vec,PetscTruth*); /* force argument to next function to not be extern C*/
911c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN
9124a2ae208SSatish Balay #undef __FUNCT__
9134a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearchCheck_LS"
914dfbe8321SBarry Smith PetscErrorCode SNESSetLineSearchCheck_LS(SNES snes,FCN func,void *checkctx)
915c8dd0c0dSLois Curfman McInnes {
916c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
9174b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->CheckStep = func;
9184b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->checkP    = checkctx;
919c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
920c8dd0c0dSLois Curfman McInnes }
921c8dd0c0dSLois Curfman McInnes EXTERN_C_END
922c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */
92304d965bbSLois Curfman McInnes /*
9244b27c08aSLois Curfman McInnes    SNESPrintHelp_LS - Prints all options for the SNES_LS method.
925329e7e40SMatthew Knepley 
926329e7e40SMatthew Knepley    Input Parameter:
927329e7e40SMatthew Knepley .  snes - the SNES context
928329e7e40SMatthew Knepley 
929329e7e40SMatthew Knepley    Application Interface Routine: SNESPrintHelp()
930329e7e40SMatthew Knepley */
931329e7e40SMatthew Knepley #undef __FUNCT__
9324b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESPrintHelp_LS"
9336849ba73SBarry Smith static PetscErrorCode SNESPrintHelp_LS(SNES snes,char *p)
934329e7e40SMatthew Knepley {
9354b27c08aSLois Curfman McInnes   SNES_LS *ls = (SNES_LS *)snes->data;
936329e7e40SMatthew Knepley 
937329e7e40SMatthew Knepley   PetscFunctionBegin;
9384b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm," method SNES_LS (ls) for systems of nonlinear equations:\n");
9394b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls [cubic,quadratic,basic,basicnonorms,...]\n",p);
9404b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls_alpha <alpha> (default %g)\n",p,ls->alpha);
9414b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls_maxstep <max> (default %g)\n",p,ls->maxstep);
9424b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls_steptol <tol> (default %g)\n",p,ls->steptol);
943329e7e40SMatthew Knepley   PetscFunctionReturn(0);
944329e7e40SMatthew Knepley }
945329e7e40SMatthew Knepley 
946329e7e40SMatthew Knepley /*
9474b27c08aSLois Curfman McInnes    SNESView_LS - Prints info from the SNESLS data structure.
94804d965bbSLois Curfman McInnes 
94904d965bbSLois Curfman McInnes    Input Parameters:
95004d965bbSLois Curfman McInnes .  SNES - the SNES context
95104d965bbSLois Curfman McInnes .  viewer - visualization context
95204d965bbSLois Curfman McInnes 
95304d965bbSLois Curfman McInnes    Application Interface Routine: SNESView()
95404d965bbSLois Curfman McInnes */
9554a2ae208SSatish Balay #undef __FUNCT__
9564b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS"
9576849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer)
958a935fc98SLois Curfman McInnes {
9594b27c08aSLois Curfman McInnes   SNES_LS    *ls = (SNES_LS *)snes->data;
9602fc52814SBarry Smith   const char *cstr;
961dfbe8321SBarry Smith   PetscErrorCode ierr;
96232077d6dSBarry Smith   PetscTruth iascii;
963a935fc98SLois Curfman McInnes 
9643a40ed3dSBarry Smith   PetscFunctionBegin;
96532077d6dSBarry Smith   ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr);
96632077d6dSBarry Smith   if (iascii) {
96719bcc07fSBarry Smith     if (ls->LineSearch == SNESNoLineSearch)             cstr = "SNESNoLineSearch";
96819bcc07fSBarry Smith     else if (ls->LineSearch == SNESQuadraticLineSearch) cstr = "SNESQuadraticLineSearch";
96919bcc07fSBarry Smith     else if (ls->LineSearch == SNESCubicLineSearch)     cstr = "SNESCubicLineSearch";
97019bcc07fSBarry Smith     else                                                cstr = "unknown";
971b0a32e0cSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  line search variant: %s\n",cstr);CHKERRQ(ierr);
972b0a32e0cSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  alpha=%g, maxstep=%g, steptol=%g\n",ls->alpha,ls->maxstep,ls->steptol);CHKERRQ(ierr);
9735cd90555SBarry Smith   } else {
97479a5c55eSBarry Smith     SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name);
97519bcc07fSBarry Smith   }
9763a40ed3dSBarry Smith   PetscFunctionReturn(0);
977a935fc98SLois Curfman McInnes }
97804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
97904d965bbSLois Curfman McInnes /*
9804b27c08aSLois Curfman McInnes    SNESSetFromOptions_LS - Sets various parameters for the SNESLS method.
98104d965bbSLois Curfman McInnes 
98204d965bbSLois Curfman McInnes    Input Parameter:
98304d965bbSLois Curfman McInnes .  snes - the SNES context
98404d965bbSLois Curfman McInnes 
98504d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetFromOptions()
98604d965bbSLois Curfman McInnes */
9874a2ae208SSatish Balay #undef __FUNCT__
9884b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS"
9896849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes)
9905e42470aSBarry Smith {
9914b27c08aSLois Curfman McInnes   SNES_LS    *ls = (SNES_LS *)snes->data;
992e5999256SBarry Smith   const char *lses[] = {"basic","basicnonorms","quadratic","cubic"};
993dfbe8321SBarry Smith   PetscErrorCode ierr;
994a7cc72afSBarry Smith   PetscInt indx;
995f1af5d2fSBarry Smith   PetscTruth flg;
9965e42470aSBarry Smith 
9973a40ed3dSBarry Smith   PetscFunctionBegin;
998b0a32e0cSBarry Smith   ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr);
9994b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr);
10004b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr);
10014b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_steptol","Step must be greater than","None",ls->steptol,&ls->steptol,0);CHKERRQ(ierr);
1002186905e3SBarry Smith 
100322e36657SBarry Smith     ierr = PetscOptionsEList("-snes_ls","Line search used","SNESSetLineSearch",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr);
100425cdf11fSBarry Smith     if (flg) {
100522e36657SBarry Smith       switch (indx) {
1006b49fd9e1SBarry Smith       case 0:
1007af2d14d2SLois Curfman McInnes         ierr = SNESSetLineSearch(snes,SNESNoLineSearch,PETSC_NULL);CHKERRQ(ierr);
1008b49fd9e1SBarry Smith         break;
1009b49fd9e1SBarry Smith       case 1:
1010af2d14d2SLois Curfman McInnes         ierr = SNESSetLineSearch(snes,SNESNoLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr);
1011b49fd9e1SBarry Smith         break;
1012b49fd9e1SBarry Smith       case 2:
1013af2d14d2SLois Curfman McInnes         ierr = SNESSetLineSearch(snes,SNESQuadraticLineSearch,PETSC_NULL);CHKERRQ(ierr);
1014b49fd9e1SBarry Smith         break;
1015b49fd9e1SBarry Smith       case 3:
1016af2d14d2SLois Curfman McInnes         ierr = SNESSetLineSearch(snes,SNESCubicLineSearch,PETSC_NULL);CHKERRQ(ierr);
1017b49fd9e1SBarry Smith         break;
10185e42470aSBarry Smith       }
10195e42470aSBarry Smith     }
1020b0a32e0cSBarry Smith   ierr = PetscOptionsTail();CHKERRQ(ierr);
10213a40ed3dSBarry Smith   PetscFunctionReturn(0);
10225e42470aSBarry Smith }
102304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
1024ebe3b25bSBarry Smith /*MC
1025ebe3b25bSBarry Smith       SNESLS - Newton based nonlinear solver that uses a line search
102604d965bbSLois Curfman McInnes 
1027ebe3b25bSBarry Smith    Options Database:
1028ebe3b25bSBarry Smith +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
1029ebe3b25bSBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
1030ebe3b25bSBarry Smith .   -snes_ls_maxstep <max> - Sets maxstep
1031ebe3b25bSBarry Smith -   -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code
1032ebe3b25bSBarry Smith                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
1033ebe3b25bSBarry Smith                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
103404d965bbSLois Curfman McInnes 
1035ebe3b25bSBarry Smith     Notes: This is the default nonlinear solver in SNES
103604d965bbSLois Curfman McInnes 
1037ee3001cbSBarry Smith    Level: beginner
1038ee3001cbSBarry Smith 
1039ebe3b25bSBarry Smith .seealso:  SNESCreate(), SNES, SNESSetType(), SNESTR, SNESSetLineSearch(),
1040ebe3b25bSBarry Smith            SNESSetLineSearchCheck(), SNESNoLineSearch(), SNESCubicLineSearch(), SNESQuadraticLineSearch(),
1041ebe3b25bSBarry Smith           SNESSetLineSearch(), SNESNoLineSearchNoNorms()
1042ebe3b25bSBarry Smith 
1043ebe3b25bSBarry Smith M*/
1044fb2e594dSBarry Smith EXTERN_C_BEGIN
10454a2ae208SSatish Balay #undef __FUNCT__
10464b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS"
1047dfbe8321SBarry Smith PetscErrorCode SNESCreate_LS(SNES snes)
10485e42470aSBarry Smith {
1049dfbe8321SBarry Smith   PetscErrorCode ierr;
10504b27c08aSLois Curfman McInnes   SNES_LS *neP;
10515e42470aSBarry Smith 
10523a40ed3dSBarry Smith   PetscFunctionBegin;
10534b27c08aSLois Curfman McInnes   snes->setup		= SNESSetUp_LS;
10544b27c08aSLois Curfman McInnes   snes->solve		= SNESSolve_LS;
10554b27c08aSLois Curfman McInnes   snes->destroy		= SNESDestroy_LS;
10564b27c08aSLois Curfman McInnes   snes->converged	= SNESConverged_LS;
10574b27c08aSLois Curfman McInnes   snes->printhelp       = SNESPrintHelp_LS;
10584b27c08aSLois Curfman McInnes   snes->setfromoptions  = SNESSetFromOptions_LS;
10594b27c08aSLois Curfman McInnes   snes->view            = SNESView_LS;
10605baf8537SBarry Smith   snes->nwork           = 0;
10615e42470aSBarry Smith 
10624b27c08aSLois Curfman McInnes   ierr                  = PetscNew(SNES_LS,&neP);CHKERRQ(ierr);
1063*52e6d16bSBarry Smith   ierr = PetscLogObjectMemory(snes,sizeof(SNES_LS));CHKERRQ(ierr);
10645e42470aSBarry Smith   snes->data    	= (void*)neP;
10655e42470aSBarry Smith   neP->alpha		= 1.e-4;
10665e42470aSBarry Smith   neP->maxstep		= 1.e8;
10675e42470aSBarry Smith   neP->steptol		= 1.e-12;
10685e42470aSBarry Smith   neP->LineSearch       = SNESCubicLineSearch;
1069c8dd0c0dSLois Curfman McInnes   neP->lsP              = PETSC_NULL;
1070c8dd0c0dSLois Curfman McInnes   neP->CheckStep        = PETSC_NULL;
1071c8dd0c0dSLois Curfman McInnes   neP->checkP           = PETSC_NULL;
107282bf6240SBarry Smith 
10735d1a10b1SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESSetLineSearch_C","SNESSetLineSearch_LS",SNESSetLineSearch_LS);CHKERRQ(ierr);
10745d1a10b1SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESSetLineSearchCheck_C","SNESSetLineSearchCheck_LS",SNESSetLineSearchCheck_LS);CHKERRQ(ierr);
107582bf6240SBarry Smith 
10763a40ed3dSBarry Smith   PetscFunctionReturn(0);
10775e42470aSBarry Smith }
1078fb2e594dSBarry Smith EXTERN_C_END
107982bf6240SBarry Smith 
108082bf6240SBarry Smith 
108182bf6240SBarry Smith 
1082