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; 225dc357ad2SBarry Smith ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,xnorm,&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 @*/ 3697087cfbeSBarry Smith PetscErrorCode SNESLineSearchNo(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,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 || */ 379*55d4ea13SBarry 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) { 384*55d4ea13SBarry 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 41429e0b56fSBarry Smith . w - work vector 415dc357ad2SBarry Smith . fnorm - 2-norm of f 416dc357ad2SBarry Smith - xnorm - norm of x if known, otherwise 0 41729e0b56fSBarry Smith 41829e0b56fSBarry Smith Output Parameters: 419c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4203c632250SBarry Smith . w - new iterate 42129e0b56fSBarry Smith . gnorm - not changed 42229e0b56fSBarry Smith . ynorm - not changed 423a7cc72afSBarry Smith - flag - set to PETSC_TRUE indicating a successful line search 424fee21e36SBarry Smith 42529e0b56fSBarry Smith Options Database Key: 42617bae607SBarry Smith . -snes_ls basicnonorms - Activates SNESLineSearchNoNorms() 42729e0b56fSBarry Smith 4288cbba510SBarry Smith Notes: 42917bae607SBarry Smith SNESLineSearchNoNorms() must be used in conjunction with 430ea56f5baSLois Curfman McInnes either the options 431ea56f5baSLois Curfman McInnes $ -snes_no_convergence_test -snes_max_it <its> 432ea56f5baSLois Curfman McInnes or alternatively a user-defined custom test set via 433329f5518SBarry Smith SNESSetConvergenceTest(); or a -snes_max_it of 1, 434329f5518SBarry Smith otherwise, the SNES solver will generate an error. 435329f5518SBarry Smith 436329f5518SBarry Smith During the final iteration this will not evaluate the function at 437329f5518SBarry Smith the solution point. This is to save a function evaluation while 438329f5518SBarry Smith using pseudo-timestepping. 4398cbba510SBarry Smith 440ea56f5baSLois Curfman McInnes The residual norms printed by monitoring routines such as 441a6570f20SBarry Smith SNESMonitorDefault() (as activated via -snes_monitor) will not be 442ea56f5baSLois Curfman McInnes correct, since they are not computed. 443ea56f5baSLois Curfman McInnes 444ea56f5baSLois Curfman McInnes Level: advanced 4458cbba510SBarry Smith 44629e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic 44729e0b56fSBarry Smith 44817bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), 44917bae607SBarry Smith SNESLineSearchSet(), SNESLineSearchNo() 45029e0b56fSBarry Smith @*/ 4517087cfbeSBarry Smith PetscErrorCode SNESLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag) 45229e0b56fSBarry Smith { 453dfbe8321SBarry Smith PetscErrorCode ierr; 4544b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 455ace3abfcSBarry Smith PetscBool changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 45629e0b56fSBarry Smith 4573a40ed3dSBarry Smith PetscFunctionBegin; 458a7cc72afSBarry Smith *flag = PETSC_TRUE; 459d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 460*55d4ea13SBarry Smith ierr = VecWAXPY(w,-neP->damping,y,x);CHKERRQ(ierr); /* w <- x - y */ 4613c632250SBarry Smith if (neP->postcheckstep) { 4623c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 4633c632250SBarry Smith } 4643c632250SBarry Smith if (changed_y) { 465*55d4ea13SBarry Smith ierr = VecWAXPY(w,-neP->damping,y,x);CHKERRQ(ierr); /* w <- x - y */ 4668f99978dSLois Curfman McInnes } 467329f5518SBarry Smith 468329f5518SBarry Smith /* don't evaluate function the last time through */ 469329f5518SBarry Smith if (snes->iter < snes->max_its-1) { 4704936397dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 471329f5518SBarry Smith } 472d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 4733a40ed3dSBarry Smith PetscFunctionReturn(0); 47429e0b56fSBarry Smith } 47504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 4764a2ae208SSatish Balay #undef __FUNCT__ 47717bae607SBarry Smith #define __FUNCT__ "SNESLineSearchCubic" 4784b828684SBarry Smith /*@C 47917bae607SBarry Smith SNESLineSearchCubic - Performs a cubic line search (default line search method). 4805e76c431SBarry Smith 481c7afd0dbSLois Curfman McInnes Collective on SNES 482c7afd0dbSLois Curfman McInnes 4835e76c431SBarry Smith Input Parameters: 484c7afd0dbSLois Curfman McInnes + snes - nonlinear context 485af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 4865e76c431SBarry Smith . x - current iterate 4875e76c431SBarry Smith . f - residual evaluated at x 4883c632250SBarry Smith . y - search direction 4895e76c431SBarry Smith . w - work vector 490dc357ad2SBarry Smith . fnorm - 2-norm of f 491dc357ad2SBarry Smith - xnorm - norm of x if known, otherwise 0 4925e76c431SBarry Smith 493393d2d9aSLois Curfman McInnes Output Parameters: 494c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4953c632250SBarry Smith . w - new iterate 4965e76c431SBarry Smith . gnorm - 2-norm of g 4975e76c431SBarry Smith . ynorm - 2-norm of search length 498a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 499fee21e36SBarry Smith 500c4a48953SLois Curfman McInnes Options Database Key: 501e106eecfSBarry Smith + -snes_ls cubic - Activates SNESLineSearchCubic() 502e106eecfSBarry Smith . -snes_ls_alpha <alpha> - Sets alpha 503e106eecfSBarry 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) 504e106eecfSBarry Smith - -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda/ max_i ( y[i]/x[i] ) 505e106eecfSBarry Smith 506c4a48953SLois Curfman McInnes 5075e76c431SBarry Smith Notes: 5085e76c431SBarry Smith This line search is taken from "Numerical Methods for Unconstrained 5095e76c431SBarry Smith Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 5105e76c431SBarry Smith 51136851e7fSLois Curfman McInnes Level: advanced 51236851e7fSLois Curfman McInnes 51328ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 51428ae5a21SLois Curfman McInnes 51517bae607SBarry Smith .seealso: SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms() 5165e76c431SBarry Smith @*/ 5177087cfbeSBarry Smith PetscErrorCode SNESLineSearchCubic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag) 5185e76c431SBarry Smith { 519406556e6SLois Curfman McInnes /* 520406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 521406556e6SLois Curfman McInnes minimization problem: 522406556e6SLois Curfman McInnes min z(x): R^n -> R, 523406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 524406556e6SLois Curfman McInnes */ 525406556e6SLois Curfman McInnes 526e106eecfSBarry Smith PetscReal initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength; 527e106eecfSBarry Smith PetscReal minlambda,lambda,lambdatemp; 528aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 529f5b6597dSBarry Smith PetscScalar cinitslope; 5306b5873e3SBarry Smith #endif 531dfbe8321SBarry Smith PetscErrorCode ierr; 532a7cc72afSBarry Smith PetscInt count; 5334b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 534ace3abfcSBarry Smith PetscBool changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 53594298653SBarry Smith MPI_Comm comm; 5365e76c431SBarry Smith 5373a40ed3dSBarry Smith PetscFunctionBegin; 53894298653SBarry Smith ierr = PetscObjectGetComm((PetscObject)snes,&comm);CHKERRQ(ierr); 539d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 540a7cc72afSBarry Smith *flag = PETSC_TRUE; 5415e76c431SBarry Smith 542cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 54375567043SBarry Smith if (*ynorm == 0.0) { 54494298653SBarry Smith if (neP->monitor) { 545649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 546649052a6SBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor," Line search: Initial direction and size is 0\n");CHKERRQ(ierr); 547649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 54894298653SBarry Smith } 549a1c2b6eeSLois Curfman McInnes *gnorm = fnorm; 5503c632250SBarry Smith ierr = VecCopy(x,w);CHKERRQ(ierr); 551a1c2b6eeSLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 552a7cc72afSBarry Smith *flag = PETSC_FALSE; 553ad922ac9SBarry Smith goto theend1; 55494a9d846SBarry Smith } 555e106eecfSBarry Smith if (*ynorm > neP->maxstep) { /* Step too big, so scale back */ 55694298653SBarry Smith if (neP->monitor) { 557649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 5588f1a2a5eSBarry 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); 559649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 56094298653SBarry Smith } 561e106eecfSBarry Smith ierr = VecScale(y,neP->maxstep/(*ynorm));CHKERRQ(ierr); 562e106eecfSBarry Smith *ynorm = neP->maxstep; 5635e76c431SBarry Smith } 564ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 565e106eecfSBarry Smith minlambda = neP->minlambda/rellength; 566a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 567aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 568a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 569329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 5705e42470aSBarry Smith #else 571a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 5725e42470aSBarry Smith #endif 5735e76c431SBarry Smith if (initslope > 0.0) initslope = -initslope; 5745e76c431SBarry Smith if (initslope == 0.0) initslope = -1.0; 5755e76c431SBarry Smith 576e68848bdSBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 57743e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 578ae15b995SBarry Smith ierr = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr); 57943e71028SBarry Smith *flag = PETSC_FALSE; 58043e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 58143e71028SBarry Smith goto theend1; 58243e71028SBarry Smith } 5834936397dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 5844936397dSBarry Smith if (snes->domainerror) { 5854936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 5864936397dSBarry Smith PetscFunctionReturn(0); 58719717074SBarry Smith } 588313b5538SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 58962cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 5908f1a2a5eSBarry Smith ierr = PetscInfo2(snes,"Initial fnorm %14.12e gnorm %14.12e\n",(double)fnorm,(double)*gnorm);CHKERRQ(ierr); 591e106eecfSBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + neP->alpha*initslope) { /* Sufficient reduction */ 59294298653SBarry Smith if (neP->monitor) { 593649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 5948f1a2a5eSBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor," Line search: Using full step: fnorm %14.12e gnorm %14.12e\n",(double)fnorm,(double)*gnorm);CHKERRQ(ierr); 595649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 59694298653SBarry Smith } 597ad922ac9SBarry Smith goto theend1; 5985e76c431SBarry Smith } 5995e76c431SBarry Smith 6005e76c431SBarry Smith /* Fit points with quadratic */ 601313b5538SBarry Smith lambda = 1.0; 602a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 6035e76c431SBarry Smith lambdaprev = lambda; 6045e76c431SBarry Smith gnormprev = *gnorm; 605329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 606ddd12767SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 607ddd12767SBarry Smith else lambda = lambdatemp; 608275d25c3SBarry Smith 609e68848bdSBarry Smith ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr); 61043e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 611ae15b995SBarry Smith ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr); 61243e71028SBarry Smith *flag = PETSC_FALSE; 61343e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 61443e71028SBarry Smith goto theend1; 61543e71028SBarry Smith } 616f5b6597dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 6174936397dSBarry Smith if (snes->domainerror) { 6184936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 6194936397dSBarry Smith PetscFunctionReturn(0); 62019717074SBarry Smith } 621cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 62262cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 62394298653SBarry Smith if (neP->monitor) { 624649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 6258f1a2a5eSBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor," Line search: gnorm after quadratic fit %14.12e\n",(double)*gnorm);CHKERRQ(ierr); 626649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 62794298653SBarry Smith } 628e106eecfSBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*neP->alpha*initslope) { /* sufficient reduction */ 62994298653SBarry Smith if (neP->monitor) { 630649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 631649052a6SBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor," Line search: Quadratically determined step, lambda=%18.16e\n",lambda);CHKERRQ(ierr); 632649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 63394298653SBarry Smith } 634ad922ac9SBarry Smith goto theend1; 6355e76c431SBarry Smith } 6365e76c431SBarry Smith 6375e76c431SBarry Smith /* Fit points with cubic */ 6385e76c431SBarry Smith count = 1; 639bb9195b6SBarry Smith while (PETSC_TRUE) { 640dc357ad2SBarry Smith if (lambda <= minlambda) { 64194298653SBarry Smith if (neP->monitor) { 642649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 643649052a6SBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor," Line search: unable to find good step length! After %D tries \n",count);CHKERRQ(ierr); 644649052a6SBarry 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); 645649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 64694298653SBarry Smith } 64743e71028SBarry Smith *flag = PETSC_FALSE; 64843e71028SBarry Smith break; 6495e76c431SBarry Smith } 6505d1a10b1SBarry Smith t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope; 6515d1a10b1SBarry Smith t2 = .5*(gnormprev*gnormprev - fnorm*fnorm) - lambdaprev*initslope; 652ddd12767SBarry Smith a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6532b022350SLois Curfman McInnes b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6545e76c431SBarry Smith d = b*b - 3*a*initslope; 6555e76c431SBarry Smith if (d < 0.0) d = 0.0; 6565e76c431SBarry Smith if (a == 0.0) { 6575e76c431SBarry Smith lambdatemp = -initslope/(2.0*b); 6585e76c431SBarry Smith } else { 6595e76c431SBarry Smith lambdatemp = (-b + sqrt(d))/(3.0*a); 6605e76c431SBarry Smith } 6615e76c431SBarry Smith lambdaprev = lambda; 6625e76c431SBarry Smith gnormprev = *gnorm; 663329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 664329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 6655e76c431SBarry Smith else lambda = lambdatemp; 666e68848bdSBarry Smith ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr); 66743e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 668ae15b995SBarry Smith ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr); 669ae15b995SBarry 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); 670ed98166eSMatthew Knepley *flag = PETSC_FALSE; 67143e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 672ed98166eSMatthew Knepley break; 673ed98166eSMatthew Knepley } 674f5b6597dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 6754936397dSBarry Smith if (snes->domainerror) { 6764936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 6774936397dSBarry Smith PetscFunctionReturn(0); 67819717074SBarry Smith } 679cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 68062cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 681e106eecfSBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*neP->alpha*initslope) { /* is reduction enough? */ 68294298653SBarry Smith if (neP->monitor) { 6838f1a2a5eSBarry Smith ierr = PetscPrintf(comm," Line search: Cubically determined step, current gnorm %14.12e lambda=%18.16e\n",(double)*gnorm,(double)lambda);CHKERRQ(ierr); 68494298653SBarry Smith } 68543e71028SBarry Smith break; 6862b022350SLois Curfman McInnes } else { 68794298653SBarry Smith if (neP->monitor) { 6888f1a2a5eSBarry 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); 68994298653SBarry Smith } 6905e76c431SBarry Smith } 6915e76c431SBarry Smith count++; 6925e76c431SBarry Smith } 693ad922ac9SBarry Smith theend1: 6948f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 6953c632250SBarry Smith if (neP->postcheckstep && *flag) { 6963c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 6973c632250SBarry Smith if (changed_y) { 69879f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 6993c632250SBarry Smith } 7003c632250SBarry Smith if (changed_y || changed_w) { /* recompute the function if the step has changed */ 701f5b6597dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 7024936397dSBarry Smith if (snes->domainerror) { 7034936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 7044936397dSBarry Smith PetscFunctionReturn(0); 70519717074SBarry Smith } 7068f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 70762cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 708a9f58f88SMatthew Knepley ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr); 7098f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 710a9f58f88SMatthew Knepley ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr); 7118f99978dSLois Curfman McInnes } 7128f99978dSLois Curfman McInnes } 713d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 7143a40ed3dSBarry Smith PetscFunctionReturn(0); 7155e76c431SBarry Smith } 71604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 7174a2ae208SSatish Balay #undef __FUNCT__ 71817bae607SBarry Smith #define __FUNCT__ "SNESLineSearchQuadratic" 7194b828684SBarry Smith /*@C 72017bae607SBarry Smith SNESLineSearchQuadratic - Performs a quadratic line search. 7215e76c431SBarry Smith 722c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 723c7afd0dbSLois Curfman McInnes 7245e42470aSBarry Smith Input Parameters: 725c7afd0dbSLois Curfman McInnes + snes - the SNES context 726af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 7275e42470aSBarry Smith . x - current iterate 7285e42470aSBarry Smith . f - residual evaluated at x 7293c632250SBarry Smith . y - search direction 7305e42470aSBarry Smith . w - work vector 731dc357ad2SBarry Smith . fnorm - 2-norm of f 732dc357ad2SBarry Smith - xnorm - norm of x if known, otherwise 0 7335e42470aSBarry Smith 734c4a48953SLois Curfman McInnes Output Parameters: 7357f3332b4SBarry Smith + g - residual evaluated at new iterate w 736e106eecfSBarry Smith . w - new iterate (x + lambda*y) 7375e42470aSBarry Smith . gnorm - 2-norm of g 7385e42470aSBarry Smith . ynorm - 2-norm of search length 739a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 740fee21e36SBarry Smith 741ce9499c7SBarry Smith Options Database Keys: 742ce9499c7SBarry Smith + -snes_ls quadratic - Activates SNESLineSearchQuadratic() 743ce9499c7SBarry Smith . -snes_ls_alpha <alpha> - Sets alpha 744e106eecfSBarry 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) 745e106eecfSBarry Smith - -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda/ max_i ( y[i]/x[i] ) 746e106eecfSBarry Smith 7475e42470aSBarry Smith Notes: 74817bae607SBarry Smith Use SNESLineSearchSet() to set this routine within the SNESLS method. 7495e42470aSBarry Smith 75036851e7fSLois Curfman McInnes Level: advanced 75136851e7fSLois Curfman McInnes 752f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search 753f59ffdedSLois Curfman McInnes 75417bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms() 7555e42470aSBarry Smith @*/ 7567087cfbeSBarry Smith PetscErrorCode SNESLineSearchQuadratic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag) 7575e76c431SBarry Smith { 758406556e6SLois Curfman McInnes /* 759406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 760406556e6SLois Curfman McInnes minimization problem: 761406556e6SLois Curfman McInnes min z(x): R^n -> R, 762406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2. 763406556e6SLois Curfman McInnes */ 764e106eecfSBarry Smith PetscReal initslope,minlambda,lambda,lambdatemp,rellength; 765aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 766f5b6597dSBarry Smith PetscScalar cinitslope; 7676b5873e3SBarry Smith #endif 768dfbe8321SBarry Smith PetscErrorCode ierr; 769a7cc72afSBarry Smith PetscInt count; 7704b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 771ace3abfcSBarry Smith PetscBool changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 7725e76c431SBarry Smith 7733a40ed3dSBarry Smith PetscFunctionBegin; 774d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 775a7cc72afSBarry Smith *flag = PETSC_TRUE; 7765e76c431SBarry Smith 7773505fcc1SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 77863b9fa5eSBarry Smith if (*ynorm == 0.0) { 77994298653SBarry Smith if (neP->monitor) { 780649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 781649052a6SBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor,"Line search: Direction and size is 0\n");CHKERRQ(ierr); 782649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 78394298653SBarry Smith } 784b37302c6SLois Curfman McInnes *gnorm = fnorm; 785e68848bdSBarry Smith ierr = VecCopy(x,w);CHKERRQ(ierr); 786b37302c6SLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 787a7cc72afSBarry Smith *flag = PETSC_FALSE; 788ad922ac9SBarry Smith goto theend2; 78994a9d846SBarry Smith } 790e106eecfSBarry Smith if (*ynorm > neP->maxstep) { /* Step too big, so scale back */ 791e106eecfSBarry Smith ierr = VecScale(y,neP->maxstep/(*ynorm));CHKERRQ(ierr); 792e106eecfSBarry Smith *ynorm = neP->maxstep; 7935e76c431SBarry Smith } 794ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 795e106eecfSBarry Smith minlambda = neP->minlambda/rellength; 796a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 797aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 798a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 799329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 8005e42470aSBarry Smith #else 801a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 8025e42470aSBarry Smith #endif 8035e42470aSBarry Smith if (initslope > 0.0) initslope = -initslope; 8045e42470aSBarry Smith if (initslope == 0.0) initslope = -1.0; 8058f1a2a5eSBarry Smith ierr = PetscInfo1(snes,"Initslope %14.12e \n",(double)initslope);CHKERRQ(ierr); 8065e42470aSBarry Smith 807e68848bdSBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 80843e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 809ae15b995SBarry Smith ierr = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr); 81043e71028SBarry Smith *flag = PETSC_FALSE; 81143e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 81243e71028SBarry Smith goto theend2; 81343e71028SBarry Smith } 8144936397dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 8154936397dSBarry Smith if (snes->domainerror) { 8164936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8174936397dSBarry Smith PetscFunctionReturn(0); 81819717074SBarry Smith } 819cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 82062cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 821e106eecfSBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + neP->alpha*initslope) { /* Sufficient reduction */ 82294298653SBarry Smith if (neP->monitor) { 823649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 824649052a6SBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor," Line Search: Using full step\n");CHKERRQ(ierr); 825649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 82694298653SBarry Smith } 827ad922ac9SBarry Smith goto theend2; 8285e42470aSBarry Smith } 8295e42470aSBarry Smith 8305e42470aSBarry Smith /* Fit points with quadratic */ 831313b5538SBarry Smith lambda = 1.0; 8325e42470aSBarry Smith count = 1; 8335ca10a37SBarry Smith while (PETSC_TRUE) { 8345e42470aSBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 83594298653SBarry Smith if (neP->monitor) { 836649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 837649052a6SBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor,"Line search: Unable to find good step length! %D \n",count);CHKERRQ(ierr); 8388f1a2a5eSBarry 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); 839649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 84094298653SBarry Smith } 841e68848bdSBarry Smith ierr = VecCopy(x,w);CHKERRQ(ierr); 84243e71028SBarry Smith *flag = PETSC_FALSE; 84343e71028SBarry Smith break; 8445e42470aSBarry Smith } 845a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 846329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 847329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 848329f5518SBarry Smith else lambda = lambdatemp; 849275d25c3SBarry Smith 850e68848bdSBarry Smith ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr); 85143e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 852ae15b995SBarry Smith ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr); 853d9822059SBarry 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); 854ed98166eSMatthew Knepley *flag = PETSC_FALSE; 85543e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 856ed98166eSMatthew Knepley break; 857ed98166eSMatthew Knepley } 858f5b6597dSBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 8594936397dSBarry Smith if (snes->domainerror) { 8604936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8614936397dSBarry Smith PetscFunctionReturn(0); 86219717074SBarry Smith } 863cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 86462cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 865e106eecfSBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*neP->alpha*initslope) { /* sufficient reduction */ 86694298653SBarry Smith if (neP->monitor) { 867649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 8688f1a2a5eSBarry Smith ierr = PetscViewerASCIIPrintf(neP->monitor," Line Search: Quadratically determined step, lambda=%14.12e\n",(double)lambda);CHKERRQ(ierr); 869649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(neP->monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 87094298653SBarry Smith } 87106259719SBarry Smith break; 8725e42470aSBarry Smith } 8735e42470aSBarry Smith count++; 8745e42470aSBarry Smith } 875ad922ac9SBarry Smith theend2: 8768f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 8773c632250SBarry Smith if (neP->postcheckstep) { 8783c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 8793c632250SBarry Smith if (changed_y) { 88079f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 8813c632250SBarry Smith } 8823c632250SBarry Smith if (changed_y || changed_w) { /* recompute the function if the step has changed */ 8833c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 8844936397dSBarry Smith if (snes->domainerror) { 8854936397dSBarry Smith ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8864936397dSBarry Smith PetscFunctionReturn(0); 88719717074SBarry Smith } 8888f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 889a9f58f88SMatthew Knepley ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr); 8908f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 891a9f58f88SMatthew Knepley ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr); 89262cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 8938f99978dSLois Curfman McInnes } 8948f99978dSLois Curfman McInnes } 895d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8963a40ed3dSBarry Smith PetscFunctionReturn(0); 8975e76c431SBarry Smith } 8982343ba6eSBarry Smith 89904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 9004a2ae208SSatish Balay #undef __FUNCT__ 90117bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet" 902c9e6a524SLois Curfman McInnes /*@C 90317bae607SBarry Smith SNESLineSearchSet - Sets the line search routine to be used 9044b27c08aSLois Curfman McInnes by the method SNESLS. 9055e76c431SBarry Smith 9065e76c431SBarry Smith Input Parameters: 907c7afd0dbSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 908af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for use by line search 909c7afd0dbSLois Curfman McInnes - func - pointer to int function 9105e76c431SBarry Smith 9113f9fe445SBarry Smith Logically Collective on SNES 912fee21e36SBarry Smith 913c4a48953SLois Curfman McInnes Available Routines: 91417bae607SBarry Smith + SNESLineSearchCubic() - default line search 91517bae607SBarry Smith . SNESLineSearchQuadratic() - quadratic line search 91617bae607SBarry Smith . SNESLineSearchNo() - the full Newton step (actually not a line search) 91717bae607SBarry Smith - SNESLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel) 9185e76c431SBarry Smith 919c4a48953SLois Curfman McInnes Options Database Keys: 9204b27c08aSLois Curfman McInnes + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 921*55d4ea13SBarry Smith . -snes_ls_alpha <alpha> - Sets alpha used in determining if reduction in function norm is sufficient 922e106eecfSBarry 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) 923e106eecfSBarry Smith - -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda / max_i ( y[i]/x[i] ) 924c4a48953SLois Curfman McInnes 9255e76c431SBarry Smith Calling sequence of func: 926bd208895SLois Curfman McInnes .vb 927ace3abfcSBarry 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) 928bd208895SLois Curfman McInnes .ve 9295e76c431SBarry Smith 9305e76c431SBarry Smith Input parameters for func: 931c7afd0dbSLois Curfman McInnes + snes - nonlinear context 932af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for line search 9335e76c431SBarry Smith . x - current iterate 9345e76c431SBarry Smith . f - residual evaluated at x 9353c632250SBarry Smith . y - search direction 936c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 9375e76c431SBarry Smith 9385e76c431SBarry Smith Output parameters for func: 939c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 9403c632250SBarry Smith . w - new iterate 9415e76c431SBarry Smith . gnorm - 2-norm of g 9425e76c431SBarry Smith . ynorm - 2-norm of search length 943a7cc72afSBarry Smith - flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure. 944f59ffdedSLois Curfman McInnes 94536851e7fSLois Curfman McInnes Level: advanced 94636851e7fSLois Curfman McInnes 947f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine 948f59ffdedSLois Curfman McInnes 94917bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchNoNorms(), 95017bae607SBarry Smith SNESLineSearchSetPostCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams(), SNESLineSearchSetPreCheck() 9515e76c431SBarry Smith @*/ 9527087cfbeSBarry Smith PetscErrorCode SNESLineSearchSet(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *),void *lsctx) 9535e76c431SBarry Smith { 9544ac538c5SBarry Smith PetscErrorCode ierr; 95582bf6240SBarry Smith 9563a40ed3dSBarry Smith PetscFunctionBegin; 9574ac538c5SBarry Smith ierr = PetscTryMethod(snes,"SNESLineSearchSet_C",(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *),void*),(snes,func,lsctx));CHKERRQ(ierr); 9583a40ed3dSBarry Smith PetscFunctionReturn(0); 9595e76c431SBarry Smith } 9608e019c35SBarry Smith 961ace3abfcSBarry Smith typedef PetscErrorCode (*FCN2)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *); /* force argument to next function to not be extern C*/ 96204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 963fb2e594dSBarry Smith EXTERN_C_BEGIN 9644a2ae208SSatish Balay #undef __FUNCT__ 96517bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet_LS" 9667087cfbeSBarry Smith PetscErrorCode SNESLineSearchSet_LS(SNES snes,FCN2 func,void *lsctx) 96782bf6240SBarry Smith { 96882bf6240SBarry Smith PetscFunctionBegin; 9694b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->LineSearch = func; 9704b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->lsP = lsctx; 97182bf6240SBarry Smith PetscFunctionReturn(0); 97282bf6240SBarry Smith } 973fb2e594dSBarry Smith EXTERN_C_END 97404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 9754a2ae208SSatish Balay #undef __FUNCT__ 9763c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck" 977c8dd0c0dSLois Curfman McInnes /*@C 9783c632250SBarry Smith SNESLineSearchSetPostCheck - Sets a routine to check the validity of new iterate computed 9794b27c08aSLois Curfman McInnes by the line search routine in the Newton-based method SNESLS. 980c8dd0c0dSLois Curfman McInnes 981c8dd0c0dSLois Curfman McInnes Input Parameters: 982c8dd0c0dSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 9833c632250SBarry Smith . func - pointer to function 984c8dd0c0dSLois Curfman McInnes - checkctx - optional user-defined context for use by step checking routine 985c8dd0c0dSLois Curfman McInnes 9863f9fe445SBarry Smith Logically Collective on SNES 987c8dd0c0dSLois Curfman McInnes 988c8dd0c0dSLois Curfman McInnes Calling sequence of func: 989c8dd0c0dSLois Curfman McInnes .vb 990ace3abfcSBarry Smith int func (SNES snes, Vec x,Vec y,Vec w,void *checkctx, PetscBool *changed_y,PetscBool *changed_w) 991c8dd0c0dSLois Curfman McInnes .ve 992b1ae27eaSLois Curfman McInnes where func returns an error code of 0 on success and a nonzero 993b1ae27eaSLois Curfman McInnes on failure. 994c8dd0c0dSLois Curfman McInnes 995c8dd0c0dSLois Curfman McInnes Input parameters for func: 996c8dd0c0dSLois Curfman McInnes + snes - nonlinear context 997c8dd0c0dSLois Curfman McInnes . checkctx - optional user-defined context for use by step checking routine 9983c632250SBarry Smith . x - previous iterate 9993c632250SBarry Smith . y - new search direction and length 10003c632250SBarry Smith - w - current candidate iterate 1001c8dd0c0dSLois Curfman McInnes 1002c8dd0c0dSLois Curfman McInnes Output parameters for func: 10033c632250SBarry Smith + y - search direction (possibly changed) 10043c632250SBarry Smith . w - current iterate (possibly modified) 10053c632250SBarry Smith . changed_y - indicates search direction was changed by this routine 10063c632250SBarry Smith - changed_w - indicates current iterate was changed by this routine 1007c8dd0c0dSLois Curfman McInnes 1008c8dd0c0dSLois Curfman McInnes Level: advanced 1009c8dd0c0dSLois Curfman McInnes 10109e247f21SBarry Smith Notes: All line searches accept the new iterate computed by the line search checking routine. 10119e247f21SBarry Smith 10123c632250SBarry Smith Only one of changed_y and changed_w can be PETSC_TRUE 10133c632250SBarry Smith 1014481b4421SBarry Smith On input w = x - y 10153c632250SBarry Smith 101617bae607SBarry Smith SNESLineSearchNo() and SNESLineSearchNoNorms() (1) compute a candidate iterate u_{i+1}, (2) pass control 1017b1ae27eaSLois Curfman McInnes to the checking routine, and then (3) compute the corresponding nonlinear 1018ea56f5baSLois Curfman McInnes function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}. 10198f99978dSLois Curfman McInnes 102017bae607SBarry Smith SNESLineSearchQuadratic() and SNESLineSearchCubic() (1) compute a candidate iterate u_{i+1} as well as a 1021ea56f5baSLois Curfman McInnes candidate nonlinear function f(u_{i+1}), (2) pass control to the checking 1022ea56f5baSLois Curfman McInnes routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes 1023ea56f5baSLois Curfman McInnes were made to the candidate iterate in the checking routine (as indicated 10249e247f21SBarry Smith by flag=PETSC_TRUE). The overhead of this extra function re-evaluation can be 1025b1ae27eaSLois Curfman McInnes very costly, so use this feature with caution! 10268f99978dSLois Curfman McInnes 1027c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine 1028c8dd0c0dSLois Curfman McInnes 102917bae607SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPreCheck() 1030c8dd0c0dSLois Curfman McInnes @*/ 10317087cfbeSBarry Smith PetscErrorCode SNESLineSearchSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,void*,PetscBool *,PetscBool *),void *checkctx) 1032c8dd0c0dSLois Curfman McInnes { 10334ac538c5SBarry Smith PetscErrorCode ierr; 1034c8dd0c0dSLois Curfman McInnes 1035c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 10364ac538c5SBarry Smith ierr = PetscTryMethod(snes,"SNESLineSearchSetPostCheck_C",(SNES,PetscErrorCode (*)(SNES,Vec,Vec,Vec,void*,PetscBool *,PetscBool *),void*),(snes,func,checkctx));CHKERRQ(ierr); 1037c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 1038c8dd0c0dSLois Curfman McInnes } 103994298653SBarry Smith 10409c3ca13aSBarry Smith #undef __FUNCT__ 10419c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck" 10429c3ca13aSBarry Smith /*@C 10439c3ca13aSBarry Smith SNESLineSearchSetPreCheck - Sets a routine to check the validity of a new direction given by the linear solve 10447e4bb74cSBarry Smith before the line search is called. 10459c3ca13aSBarry Smith 10469c3ca13aSBarry Smith Input Parameters: 10479c3ca13aSBarry Smith + snes - nonlinear context obtained from SNESCreate() 10489c3ca13aSBarry Smith . func - pointer to function 10499c3ca13aSBarry Smith - checkctx - optional user-defined context for use by step checking routine 10509c3ca13aSBarry Smith 10513f9fe445SBarry Smith Logically Collective on SNES 10529c3ca13aSBarry Smith 10539c3ca13aSBarry Smith Calling sequence of func: 10549c3ca13aSBarry Smith .vb 1055ace3abfcSBarry Smith int func (SNES snes, Vec x,Vec y,void *checkctx, PetscBool *changed_y) 10569c3ca13aSBarry Smith .ve 10579c3ca13aSBarry Smith where func returns an error code of 0 on success and a nonzero 10589c3ca13aSBarry Smith on failure. 10599c3ca13aSBarry Smith 10609c3ca13aSBarry Smith Input parameters for func: 10619c3ca13aSBarry Smith + snes - nonlinear context 10629c3ca13aSBarry Smith . checkctx - optional user-defined context for use by step checking routine 10639c3ca13aSBarry Smith . x - previous iterate 10649c3ca13aSBarry Smith - y - new search direction and length 10659c3ca13aSBarry Smith 10669c3ca13aSBarry Smith Output parameters for func: 10679c3ca13aSBarry Smith + y - search direction (possibly changed) 10689c3ca13aSBarry Smith - changed_y - indicates search direction was changed by this routine 10699c3ca13aSBarry Smith 10709c3ca13aSBarry Smith Level: advanced 10719c3ca13aSBarry Smith 10729c3ca13aSBarry Smith Notes: All line searches accept the new iterate computed by the line search checking routine. 10739c3ca13aSBarry Smith 10749c3ca13aSBarry Smith .keywords: SNES, nonlinear, set, line search check, step check, routine 10759c3ca13aSBarry Smith 10767e4bb74cSBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck(), SNESSetUpdate() 10779c3ca13aSBarry Smith @*/ 10787087cfbeSBarry Smith PetscErrorCode SNESLineSearchSetPreCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,void*,PetscBool *),void *checkctx) 10799c3ca13aSBarry Smith { 10804ac538c5SBarry Smith PetscErrorCode ierr; 10819c3ca13aSBarry Smith 10829c3ca13aSBarry Smith PetscFunctionBegin; 10834ac538c5SBarry Smith ierr = PetscTryMethod(snes,"SNESLineSearchSetPreCheck_C",(SNES,PetscErrorCode (*)(SNES,Vec,Vec,void*,PetscBool *),void*),(snes,func,checkctx));CHKERRQ(ierr); 10849c3ca13aSBarry Smith PetscFunctionReturn(0); 10859c3ca13aSBarry Smith } 10869c3ca13aSBarry Smith 108794298653SBarry Smith #undef __FUNCT__ 108894298653SBarry Smith #define __FUNCT__ "SNESLineSearchSetMonitor" 108994298653SBarry Smith /*@C 109094298653SBarry Smith SNESLineSearchSetMonitor - Prints information about the progress or lack of progress of the line search 109194298653SBarry Smith 109294298653SBarry Smith Input Parameters: 109394298653SBarry Smith + snes - nonlinear context obtained from SNESCreate() 109494298653SBarry Smith - flg - PETSC_TRUE to monitor the line search 109594298653SBarry Smith 10963f9fe445SBarry Smith Logically Collective on SNES 109794298653SBarry Smith 109894298653SBarry Smith Options Database: 109994298653SBarry Smith . -snes_ls_monitor 110094298653SBarry Smith 110194298653SBarry Smith Level: intermediate 110294298653SBarry Smith 110394298653SBarry Smith 110494298653SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck(), SNESSetUpdate() 110594298653SBarry Smith @*/ 11067087cfbeSBarry Smith PetscErrorCode SNESLineSearchSetMonitor(SNES snes,PetscBool flg) 110794298653SBarry Smith { 11084ac538c5SBarry Smith PetscErrorCode ierr; 110994298653SBarry Smith 111094298653SBarry Smith PetscFunctionBegin; 11114ac538c5SBarry Smith ierr = PetscTryMethod(snes,"SNESLineSearchSetMonitor_C",(SNES,PetscBool),(snes,flg));CHKERRQ(ierr); 111294298653SBarry Smith PetscFunctionReturn(0); 111394298653SBarry Smith } 111494298653SBarry Smith 1115c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 1116ace3abfcSBarry Smith typedef PetscErrorCode (*FCN1)(SNES,Vec,Vec,Vec,void*,PetscBool *,PetscBool *); /* force argument to next function to not be extern C*/ 1117ace3abfcSBarry Smith typedef PetscErrorCode (*FCN3)(SNES,Vec,Vec,void*,PetscBool *); /* force argument to next function to not be extern C*/ 1118c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN 11194a2ae208SSatish Balay #undef __FUNCT__ 11203c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck_LS" 11217087cfbeSBarry Smith PetscErrorCode SNESLineSearchSetPostCheck_LS(SNES snes,FCN1 func,void *checkctx) 1122c8dd0c0dSLois Curfman McInnes { 1123c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 11243c632250SBarry Smith ((SNES_LS *)(snes->data))->postcheckstep = func; 11253c632250SBarry Smith ((SNES_LS *)(snes->data))->postcheck = checkctx; 1126c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 1127c8dd0c0dSLois Curfman McInnes } 1128c8dd0c0dSLois Curfman McInnes EXTERN_C_END 11299c3ca13aSBarry Smith 11309c3ca13aSBarry Smith EXTERN_C_BEGIN 11319c3ca13aSBarry Smith #undef __FUNCT__ 11329c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck_LS" 11337087cfbeSBarry Smith PetscErrorCode SNESLineSearchSetPreCheck_LS(SNES snes,FCN3 func,void *checkctx) 11349c3ca13aSBarry Smith { 11359c3ca13aSBarry Smith PetscFunctionBegin; 11369c3ca13aSBarry Smith ((SNES_LS *)(snes->data))->precheckstep = func; 11379c3ca13aSBarry Smith ((SNES_LS *)(snes->data))->precheck = checkctx; 11389c3ca13aSBarry Smith PetscFunctionReturn(0); 11399c3ca13aSBarry Smith } 11409c3ca13aSBarry Smith EXTERN_C_END 1141329e7e40SMatthew Knepley 114294298653SBarry Smith EXTERN_C_BEGIN 114394298653SBarry Smith #undef __FUNCT__ 114494298653SBarry Smith #define __FUNCT__ "SNESLineSearchSetMonitor_LS" 11457087cfbeSBarry Smith PetscErrorCode SNESLineSearchSetMonitor_LS(SNES snes,PetscBool flg) 114694298653SBarry Smith { 114794298653SBarry Smith SNES_LS *ls = (SNES_LS*)snes->data; 114894298653SBarry Smith PetscErrorCode ierr; 114994298653SBarry Smith 115094298653SBarry Smith PetscFunctionBegin; 115194298653SBarry Smith if (flg && !ls->monitor) { 1152649052a6SBarry Smith ierr = PetscViewerASCIIOpen(((PetscObject)snes)->comm,"stdout",&ls->monitor);CHKERRQ(ierr); 115394298653SBarry Smith } else if (!flg && ls->monitor) { 1154649052a6SBarry Smith ierr = PetscViewerDestroy(&ls->monitor);CHKERRQ(ierr); 115594298653SBarry Smith } 115694298653SBarry Smith PetscFunctionReturn(0); 115794298653SBarry Smith } 115894298653SBarry Smith EXTERN_C_END 115994298653SBarry Smith 1160329e7e40SMatthew Knepley /* 11614b27c08aSLois Curfman McInnes SNESView_LS - Prints info from the SNESLS data structure. 116204d965bbSLois Curfman McInnes 116304d965bbSLois Curfman McInnes Input Parameters: 116404d965bbSLois Curfman McInnes . SNES - the SNES context 116504d965bbSLois Curfman McInnes . viewer - visualization context 116604d965bbSLois Curfman McInnes 116704d965bbSLois Curfman McInnes Application Interface Routine: SNESView() 116804d965bbSLois Curfman McInnes */ 11694a2ae208SSatish Balay #undef __FUNCT__ 11704b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS" 11716849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer) 1172a935fc98SLois Curfman McInnes { 11734b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 11742fc52814SBarry Smith const char *cstr; 1175dfbe8321SBarry Smith PetscErrorCode ierr; 1176ace3abfcSBarry Smith PetscBool iascii; 1177a935fc98SLois Curfman McInnes 11783a40ed3dSBarry Smith PetscFunctionBegin; 11792692d6eeSBarry Smith ierr = PetscTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr); 118032077d6dSBarry Smith if (iascii) { 118117bae607SBarry Smith if (ls->LineSearch == SNESLineSearchNo) cstr = "SNESLineSearchNo"; 118221167be9SJed Brown if (ls->LineSearch == SNESLineSearchNoNorms) cstr = "SNESLineSearchNoNorms"; 118317bae607SBarry Smith else if (ls->LineSearch == SNESLineSearchQuadratic) cstr = "SNESLineSearchQuadratic"; 118417bae607SBarry Smith else if (ls->LineSearch == SNESLineSearchCubic) cstr = "SNESLineSearchCubic"; 118519bcc07fSBarry Smith else cstr = "unknown"; 1186b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," line search variant: %s\n",cstr);CHKERRQ(ierr); 11878f1a2a5eSBarry 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); 1188*55d4ea13SBarry Smith ierr = PetscViewerASCIIPrintf(viewer," damping factor=%14.12e\n",(double)ls->damping);CHKERRQ(ierr); 118919bcc07fSBarry Smith } 11903a40ed3dSBarry Smith PetscFunctionReturn(0); 1191a935fc98SLois Curfman McInnes } 119204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 119304d965bbSLois Curfman McInnes /* 11944b27c08aSLois Curfman McInnes SNESSetFromOptions_LS - Sets various parameters for the SNESLS method. 119504d965bbSLois Curfman McInnes 119604d965bbSLois Curfman McInnes Input Parameter: 119704d965bbSLois Curfman McInnes . snes - the SNES context 119804d965bbSLois Curfman McInnes 119904d965bbSLois Curfman McInnes Application Interface Routine: SNESSetFromOptions() 120004d965bbSLois Curfman McInnes */ 12014a2ae208SSatish Balay #undef __FUNCT__ 12024b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS" 12036849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes) 12045e42470aSBarry Smith { 12054b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 1206dfbe8321SBarry Smith PetscErrorCode ierr; 1207490ca623SBarry Smith SNESLineSearchType indx; 1208ace3abfcSBarry Smith PetscBool flg,set; 12095e42470aSBarry Smith 12103a40ed3dSBarry Smith PetscFunctionBegin; 1211b0a32e0cSBarry Smith ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr); 12124b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr); 12134b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr); 1214e106eecfSBarry Smith ierr = PetscOptionsReal("-snes_ls_minlambda","Minimum lambda allowed","None",ls->minlambda,&ls->minlambda,0);CHKERRQ(ierr); 1215*55d4ea13SBarry Smith ierr = PetscOptionsReal("-snes_ls_damping","Damping parameter","SNES",ls->damping,&ls->damping,&flg);CHKERRQ(ierr); 1216acfcf0e5SJed Brown ierr = PetscOptionsBool("-snes_ls_monitor","Print progress of line searches","SNESLineSearchSetMonitor",ls->monitor ? PETSC_TRUE : PETSC_FALSE,&flg,&set);CHKERRQ(ierr); 121794298653SBarry Smith if (set) {ierr = SNESLineSearchSetMonitor(snes,flg);CHKERRQ(ierr);} 1218186905e3SBarry Smith 1219490ca623SBarry Smith ierr = PetscOptionsEnum("-snes_ls","Line search used","SNESLineSearchSet",SNESLineSearchTypes,(PetscEnum)SNES_LS_CUBIC,(PetscEnum*)&indx,&flg);CHKERRQ(ierr); 122025cdf11fSBarry Smith if (flg) { 122122e36657SBarry Smith switch (indx) { 1222490ca623SBarry Smith case SNES_LS_BASIC: 122317bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchNo,PETSC_NULL);CHKERRQ(ierr); 1224b49fd9e1SBarry Smith break; 1225490ca623SBarry Smith case SNES_LS_BASIC_NONORMS: 122617bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr); 1227b49fd9e1SBarry Smith break; 1228490ca623SBarry Smith case SNES_LS_QUADRATIC: 122917bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchQuadratic,PETSC_NULL);CHKERRQ(ierr); 1230b49fd9e1SBarry Smith break; 1231490ca623SBarry Smith case SNES_LS_CUBIC: 123217bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchCubic,PETSC_NULL);CHKERRQ(ierr); 1233b49fd9e1SBarry Smith break; 12345e42470aSBarry Smith } 12355e42470aSBarry Smith } 1236b0a32e0cSBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 12373a40ed3dSBarry Smith PetscFunctionReturn(0); 12385e42470aSBarry Smith } 12394827ddcaSBarry Smith 12404827ddcaSBarry Smith EXTERN_C_BEGIN 12414827ddcaSBarry Smith extern PetscErrorCode SNESLineSearchSetParams_LS(SNES,PetscReal,PetscReal,PetscReal); 12424827ddcaSBarry Smith EXTERN_C_END 12434827ddcaSBarry Smith 124404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 1245ebe3b25bSBarry Smith /*MC 1246ebe3b25bSBarry Smith SNESLS - Newton based nonlinear solver that uses a line search 124704d965bbSLois Curfman McInnes 1248ebe3b25bSBarry Smith Options Database: 1249ebe3b25bSBarry Smith + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 1250*55d4ea13SBarry Smith . -snes_ls_alpha <alpha> - Sets alpha used in determining if reduction in function norm is sufficient 1251e106eecfSBarry 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) 1252acbee50cSBarry Smith . -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda / max_i ( y[i]/x[i] ) 1253*55d4ea13SBarry Smith . -snes_ls_monitor - print information about progress of line searches 1254*55d4ea13SBarry Smith - -snes_ls_damping - damping factor used if -snes_ls is basic or basicnonorms 1255acbee50cSBarry Smith 125604d965bbSLois Curfman McInnes 1257ebe3b25bSBarry Smith Notes: This is the default nonlinear solver in SNES 125804d965bbSLois Curfman McInnes 1259ee3001cbSBarry Smith Level: beginner 1260ee3001cbSBarry Smith 126117bae607SBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESTR, SNESLineSearchSet(), 126217bae607SBarry Smith SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(), 1263b3dd4ab5SBarry Smith SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams() 1264ebe3b25bSBarry Smith 1265ebe3b25bSBarry Smith M*/ 1266fb2e594dSBarry Smith EXTERN_C_BEGIN 12674a2ae208SSatish Balay #undef __FUNCT__ 12684b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS" 12697087cfbeSBarry Smith PetscErrorCode SNESCreate_LS(SNES snes) 12705e42470aSBarry Smith { 1271dfbe8321SBarry Smith PetscErrorCode ierr; 12724b27c08aSLois Curfman McInnes SNES_LS *neP; 12735e42470aSBarry Smith 12743a40ed3dSBarry Smith PetscFunctionBegin; 1275e7788613SBarry Smith snes->ops->setup = SNESSetUp_LS; 1276e7788613SBarry Smith snes->ops->solve = SNESSolve_LS; 1277e7788613SBarry Smith snes->ops->destroy = SNESDestroy_LS; 1278e7788613SBarry Smith snes->ops->setfromoptions = SNESSetFromOptions_LS; 1279e7788613SBarry Smith snes->ops->view = SNESView_LS; 12806b8b9a38SLisandro Dalcin snes->ops->reset = SNESReset_LS; 12815e42470aSBarry Smith 128238f2d2fdSLisandro Dalcin ierr = PetscNewLog(snes,SNES_LS,&neP);CHKERRQ(ierr); 12835e42470aSBarry Smith snes->data = (void*)neP; 12845e42470aSBarry Smith neP->alpha = 1.e-4; 12855e42470aSBarry Smith neP->maxstep = 1.e8; 1286e106eecfSBarry Smith neP->minlambda = 1.e-12; 1287*55d4ea13SBarry Smith neP->damping = 1.0; 128817bae607SBarry Smith neP->LineSearch = SNESLineSearchCubic; 1289c8dd0c0dSLois Curfman McInnes neP->lsP = PETSC_NULL; 12903c632250SBarry Smith neP->postcheckstep = PETSC_NULL; 12913c632250SBarry Smith neP->postcheck = PETSC_NULL; 12923c632250SBarry Smith neP->precheckstep = PETSC_NULL; 12933c632250SBarry Smith neP->precheck = PETSC_NULL; 129482bf6240SBarry Smith 129594298653SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetMonitor_C","SNESLineSearchSetMonitor_LS",SNESLineSearchSetMonitor_LS);CHKERRQ(ierr); 12964827ddcaSBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetParams_C","SNESLineSearchSetParams_LS",SNESLineSearchSetParams_LS);CHKERRQ(ierr); 129794298653SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","SNESLineSearchSet_LS",SNESLineSearchSet_LS);CHKERRQ(ierr); 129894298653SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","SNESLineSearchSetPostCheck_LS",SNESLineSearchSetPostCheck_LS);CHKERRQ(ierr); 129994298653SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","SNESLineSearchSetPreCheck_LS",SNESLineSearchSetPreCheck_LS);CHKERRQ(ierr); 130082bf6240SBarry Smith 13013a40ed3dSBarry Smith PetscFunctionReturn(0); 13025e42470aSBarry Smith } 1303fb2e594dSBarry Smith EXTERN_C_END 130482bf6240SBarry Smith 130582bf6240SBarry Smith 130682bf6240SBarry Smith 1307