15e76c431SBarry Smith #ifndef lint 2*5615d1e5SSatish Balay static char vcid[] = "$Id: ls.c,v 1.79 1997/01/01 03:40:57 bsmith Exp balay $"; 35e76c431SBarry Smith #endif 45e76c431SBarry Smith 55e76c431SBarry Smith #include <math.h> 670f55243SBarry Smith #include "src/snes/impls/ls/ls.h" 7b16a3bb1SBarry Smith #include "pinclude/pviewer.h" 85e42470aSBarry Smith 95e42470aSBarry Smith /* 105e42470aSBarry Smith Implements a line search variant of Newton's Method 115e76c431SBarry Smith for solving systems of nonlinear equations. 125e76c431SBarry Smith 135e76c431SBarry Smith Input parameters: 145e42470aSBarry Smith . snes - nonlinear context obtained from SNESCreate() 155e76c431SBarry Smith 165e42470aSBarry Smith Output Parameters: 17a935fc98SLois Curfman McInnes . outits - Number of global iterations until termination. 185e76c431SBarry Smith 195e76c431SBarry Smith Notes: 205e76c431SBarry Smith This implements essentially a truncated Newton method with a 215e76c431SBarry Smith line search. By default a cubic backtracking line search 225e76c431SBarry Smith is employed, as described in the text "Numerical Methods for 235e76c431SBarry Smith Unconstrained Optimization and Nonlinear Equations" by Dennis 24393d2d9aSLois Curfman McInnes and Schnabel. 255e76c431SBarry Smith */ 265e76c431SBarry Smith 27*5615d1e5SSatish Balay #undef __FUNC__ 28*5615d1e5SSatish Balay #define __FUNC__ "SNESSolve_EQ_LS" 29f63b844aSLois Curfman McInnes int SNESSolve_EQ_LS(SNES snes,int *outits) 305e76c431SBarry Smith { 315e42470aSBarry Smith SNES_LS *neP = (SNES_LS *) snes->data; 32761aaf1bSLois Curfman McInnes int maxits, i, history_len, ierr, lits, lsfail; 33112a2221SBarry Smith MatStructure flg = DIFFERENT_NONZERO_PATTERN; 346b5873e3SBarry Smith double fnorm, gnorm, xnorm, ynorm, *history; 355e42470aSBarry Smith Vec Y, X, F, G, W, TMP; 365e76c431SBarry Smith 375e42470aSBarry Smith history = snes->conv_hist; /* convergence history */ 385e42470aSBarry Smith history_len = snes->conv_hist_len; /* convergence history length */ 395e42470aSBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 405e42470aSBarry Smith X = snes->vec_sol; /* solution vector */ 4139e2f89bSBarry Smith F = snes->vec_func; /* residual vector */ 425e42470aSBarry Smith Y = snes->work[0]; /* work vectors */ 435e42470aSBarry Smith G = snes->work[1]; 445e42470aSBarry Smith W = snes->work[2]; 455e76c431SBarry Smith 46cddf8d76SBarry Smith ierr = VecNorm(X,NORM_2,&xnorm); CHKERRQ(ierr); /* xnorm = || X || */ 4725ed9cd1SBarry Smith snes->iter = 0; 485334005bSBarry Smith ierr = SNESComputeFunction(snes,X,F); CHKERRQ(ierr); /* F(X) */ 49cddf8d76SBarry Smith ierr = VecNorm(F,NORM_2,&fnorm); CHKERRQ(ierr); /* fnorm <- ||F|| */ 505e42470aSBarry Smith snes->norm = fnorm; 515e76c431SBarry Smith if (history && history_len > 0) history[0] = fnorm; 5294a424c1SBarry Smith SNESMonitor(snes,0,fnorm); 535e76c431SBarry Smith 54d034289bSBarry Smith /* set parameter for default relative tolerance convergence test */ 55d034289bSBarry Smith snes->ttol = fnorm*snes->rtol; 56d034289bSBarry Smith 575e76c431SBarry Smith for ( i=0; i<maxits; i++ ) { 585e42470aSBarry Smith snes->iter = i+1; 595e76c431SBarry Smith 60ea4d3ed3SLois Curfman McInnes /* Solve J Y = F, where J is Jacobian matrix */ 615334005bSBarry Smith ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg); CHKERRQ(ierr); 625334005bSBarry Smith ierr = SLESSetOperators(snes->sles,snes->jacobian,snes->jacobian_pre,flg); CHKERRQ(ierr); 6378b31e54SBarry Smith ierr = SLESSolve(snes->sles,F,Y,&lits); CHKERRQ(ierr); 64af1ccdebSLois Curfman McInnes PLogInfo(snes,"SNESSolve_EQ_LS: iter=%d, linear solve iterations=%d\n",snes->iter,lits); 65ea4d3ed3SLois Curfman McInnes 66ea4d3ed3SLois Curfman McInnes /* Compute a (scaled) negative update in the line search routine: 67ea4d3ed3SLois Curfman McInnes Y <- X - lambda*Y 68ea4d3ed3SLois Curfman McInnes and evaluate G(Y) = function(Y)) 69ea4d3ed3SLois Curfman McInnes */ 7081b6cf68SLois Curfman McInnes ierr = VecCopy(Y,snes->vec_sol_update_always); CHKERRQ(ierr); 71ddd12767SBarry Smith ierr = (*neP->LineSearch)(snes,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lsfail); CHKERRQ(ierr); 72af1ccdebSLois Curfman McInnes PLogInfo(snes,"SNESSolve_EQ_LS: fnorm=%g, gnorm=%g, ynorm=%g, lsfail=%d\n",fnorm,gnorm,ynorm,lsfail); 73761aaf1bSLois Curfman McInnes if (lsfail) snes->nfailures++; 745e76c431SBarry Smith 7539e2f89bSBarry Smith TMP = F; F = G; snes->vec_func_always = F; G = TMP; 7639e2f89bSBarry Smith TMP = X; X = Y; snes->vec_sol_always = X; Y = TMP; 775e76c431SBarry Smith fnorm = gnorm; 785e76c431SBarry Smith 795e42470aSBarry Smith snes->norm = fnorm; 805e76c431SBarry Smith if (history && history_len > i+1) history[i+1] = fnorm; 81cddf8d76SBarry Smith ierr = VecNorm(X,NORM_2,&xnorm); CHKERRQ(ierr); /* xnorm = || X || */ 8294a424c1SBarry Smith SNESMonitor(snes,i+1,fnorm); 835e76c431SBarry Smith 845e76c431SBarry Smith /* Test for convergence */ 85bbb6d6a8SBarry Smith if ((*snes->converged)(snes,xnorm,ynorm,fnorm,snes->cnvP)) { 8639e2f89bSBarry Smith if (X != snes->vec_sol) { 87393d2d9aSLois Curfman McInnes ierr = VecCopy(X,snes->vec_sol); CHKERRQ(ierr); 8839e2f89bSBarry Smith snes->vec_sol_always = snes->vec_sol; 8939e2f89bSBarry Smith snes->vec_func_always = snes->vec_func; 9039e2f89bSBarry Smith } 915e76c431SBarry Smith break; 925e76c431SBarry Smith } 935e76c431SBarry Smith } 9452392280SLois Curfman McInnes if (i == maxits) { 9594a424c1SBarry Smith PLogInfo(snes, 96f63b844aSLois Curfman McInnes "SNESSolve_EQ_LS: Maximum number of iterations has been reached: %d\n",maxits); 9752392280SLois Curfman McInnes i--; 9852392280SLois Curfman McInnes } 995e42470aSBarry Smith *outits = i+1; 1005e42470aSBarry Smith return 0; 1015e76c431SBarry Smith } 1025e76c431SBarry Smith /* ------------------------------------------------------------ */ 103*5615d1e5SSatish Balay #undef __FUNC__ 104*5615d1e5SSatish Balay #define __FUNC__ "SNESSetUp_EQ_LS" 105f63b844aSLois Curfman McInnes int SNESSetUp_EQ_LS(SNES snes ) 1065e76c431SBarry Smith { 1075e42470aSBarry Smith int ierr; 10881b6cf68SLois Curfman McInnes snes->nwork = 4; 109d7e8b826SBarry Smith ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr); 1105e42470aSBarry Smith PLogObjectParents(snes,snes->nwork,snes->work); 11181b6cf68SLois Curfman McInnes snes->vec_sol_update_always = snes->work[3]; 1125e42470aSBarry Smith return 0; 1135e76c431SBarry Smith } 1145e76c431SBarry Smith /* ------------------------------------------------------------ */ 115*5615d1e5SSatish Balay #undef __FUNC__ 116*5615d1e5SSatish Balay #define __FUNC__ "SNESDestroy_EQ_LS" 117f63b844aSLois Curfman McInnes int SNESDestroy_EQ_LS(PetscObject obj) 1185e76c431SBarry Smith { 1195e42470aSBarry Smith SNES snes = (SNES) obj; 120393d2d9aSLois Curfman McInnes int ierr; 1215baf8537SBarry Smith if (snes->nwork) { 1224b0e389bSBarry Smith ierr = VecDestroyVecs(snes->work,snes->nwork); CHKERRQ(ierr); 12321c89e3eSBarry Smith } 1240452661fSBarry Smith PetscFree(snes->data); 1255e42470aSBarry Smith return 0; 1265e76c431SBarry Smith } 1275e76c431SBarry Smith /* ------------------------------------------------------------ */ 128*5615d1e5SSatish Balay #undef __FUNC__ 129*5615d1e5SSatish Balay #define __FUNC__ "SNESNoLineSearch" 1305e76c431SBarry Smith /*ARGSUSED*/ 1314b828684SBarry Smith /*@C 1325e42470aSBarry Smith SNESNoLineSearch - This routine is not a line search at all; 1335e76c431SBarry Smith it simply uses the full Newton step. Thus, this routine is intended 1345e76c431SBarry Smith to serve as a template and is not recommended for general use. 1355e76c431SBarry Smith 1365e76c431SBarry Smith Input Parameters: 1375e42470aSBarry Smith . snes - nonlinear context 1385e76c431SBarry Smith . x - current iterate 1395e76c431SBarry Smith . f - residual evaluated at x 1405e76c431SBarry Smith . y - search direction (contains new iterate on output) 1415e76c431SBarry Smith . w - work vector 1425e76c431SBarry Smith . fnorm - 2-norm of f 1435e76c431SBarry Smith 144c4a48953SLois Curfman McInnes Output Parameters: 1455e76c431SBarry Smith . g - residual evaluated at new iterate y 1465e76c431SBarry Smith . y - new iterate (contains search direction on input) 1475e76c431SBarry Smith . gnorm - 2-norm of g 1485e76c431SBarry Smith . ynorm - 2-norm of search length 149761aaf1bSLois Curfman McInnes . flag - set to 0, indicating a successful line search 1505e76c431SBarry Smith 151c4a48953SLois Curfman McInnes Options Database Key: 15209d61ba7SLois Curfman McInnes $ -snes_eq_ls basic 153c4a48953SLois Curfman McInnes 15428ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 15528ae5a21SLois Curfman McInnes 156f59ffdedSLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 15777c4ece6SBarry Smith SNESSetLineSearch() 1585e76c431SBarry Smith @*/ 1595e42470aSBarry Smith int SNESNoLineSearch(SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w, 160761aaf1bSLois Curfman McInnes double fnorm, double *ynorm, double *gnorm,int *flag ) 1615e76c431SBarry Smith { 1625e42470aSBarry Smith int ierr; 1635334005bSBarry Smith Scalar mone = -1.0; 1645334005bSBarry Smith 165761aaf1bSLois Curfman McInnes *flag = 0; 1667857610eSBarry Smith PLogEventBegin(SNES_LineSearch,snes,x,f,g); 167cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm); CHKERRQ(ierr); /* ynorm = || y || */ 168ea4d3ed3SLois Curfman McInnes ierr = VecAYPX(&mone,x,y); CHKERRQ(ierr); /* y <- y - x */ 169ea4d3ed3SLois Curfman McInnes ierr = SNESComputeFunction(snes,y,g); CHKERRQ(ierr); /* Compute F(y) */ 170cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); /* gnorm = || g || */ 1717857610eSBarry Smith PLogEventEnd(SNES_LineSearch,snes,x,f,g); 172761aaf1bSLois Curfman McInnes return 0; 1735e76c431SBarry Smith } 1745e76c431SBarry Smith /* ------------------------------------------------------------------ */ 175*5615d1e5SSatish Balay #undef __FUNC__ 176*5615d1e5SSatish Balay #define __FUNC__ "SNESCubicLineSearch" 1774b828684SBarry Smith /*@C 178f525115eSLois Curfman McInnes SNESCubicLineSearch - Performs a cubic line search (default line search method). 1795e76c431SBarry Smith 1805e76c431SBarry Smith Input Parameters: 1815e42470aSBarry Smith . snes - nonlinear context 1825e76c431SBarry Smith . x - current iterate 1835e76c431SBarry Smith . f - residual evaluated at x 1845e76c431SBarry Smith . y - search direction (contains new iterate on output) 1855e76c431SBarry Smith . w - work vector 1865e76c431SBarry Smith . fnorm - 2-norm of f 1875e76c431SBarry Smith 188393d2d9aSLois Curfman McInnes Output Parameters: 1895e76c431SBarry Smith . g - residual evaluated at new iterate y 1905e76c431SBarry Smith . y - new iterate (contains search direction on input) 1915e76c431SBarry Smith . gnorm - 2-norm of g 1925e76c431SBarry Smith . ynorm - 2-norm of search length 193761aaf1bSLois Curfman McInnes . flag - 0 if line search succeeds; -1 on failure. 1945e76c431SBarry Smith 195c4a48953SLois Curfman McInnes Options Database Key: 19609d61ba7SLois Curfman McInnes $ -snes_eq_ls cubic 197c4a48953SLois Curfman McInnes 1985e76c431SBarry Smith Notes: 1995e76c431SBarry Smith This line search is taken from "Numerical Methods for Unconstrained 2005e76c431SBarry Smith Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 2015e76c431SBarry Smith 20228ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 20328ae5a21SLois Curfman McInnes 20477c4ece6SBarry Smith .seealso: SNESNoLineSearch(), SNESNoLineSearch(), SNESSetLineSearch() 2055e76c431SBarry Smith @*/ 2065e42470aSBarry Smith int SNESCubicLineSearch(SNES snes,Vec x,Vec f,Vec g,Vec y,Vec w, 207761aaf1bSLois Curfman McInnes double fnorm,double *ynorm,double *gnorm,int *flag) 2085e76c431SBarry Smith { 209ddd12767SBarry Smith double steptol, initslope, lambdaprev, gnormprev, a, b, d, t1, t2; 210ea4d3ed3SLois Curfman McInnes double maxstep, minlambda, alpha, lambda, lambdatemp, lambdaneg; 2116b5873e3SBarry Smith #if defined(PETSC_COMPLEX) 2125e42470aSBarry Smith Scalar cinitslope, clambda; 2136b5873e3SBarry Smith #endif 2145e42470aSBarry Smith int ierr, count; 2155e42470aSBarry Smith SNES_LS *neP = (SNES_LS *) snes->data; 2165334005bSBarry Smith Scalar mone = -1.0,scale; 2175e76c431SBarry Smith 2187857610eSBarry Smith PLogEventBegin(SNES_LineSearch,snes,x,f,g); 219761aaf1bSLois Curfman McInnes *flag = 0; 2205e76c431SBarry Smith alpha = neP->alpha; 2215e76c431SBarry Smith maxstep = neP->maxstep; 2225e76c431SBarry Smith steptol = neP->steptol; 2235e76c431SBarry Smith 224cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm); CHKERRQ(ierr); 2255e76c431SBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 2265e42470aSBarry Smith scale = maxstep/(*ynorm); 2276b5873e3SBarry Smith #if defined(PETSC_COMPLEX) 22894a424c1SBarry Smith PLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g\n",real(scale)); 2296b5873e3SBarry Smith #else 23094a424c1SBarry Smith PLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g\n",scale); 2316b5873e3SBarry Smith #endif 232393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y); CHKERRQ(ierr); 2335e76c431SBarry Smith *ynorm = maxstep; 2345e76c431SBarry Smith } 2355e76c431SBarry Smith minlambda = steptol/(*ynorm); 236a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w); CHKERRQ(ierr); 2375e42470aSBarry Smith #if defined(PETSC_COMPLEX) 238a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope); CHKERRQ(ierr); 2395e42470aSBarry Smith initslope = real(cinitslope); 2405e42470aSBarry Smith #else 241a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope); CHKERRQ(ierr); 2425e42470aSBarry Smith #endif 2435e76c431SBarry Smith if (initslope > 0.0) initslope = -initslope; 2445e76c431SBarry Smith if (initslope == 0.0) initslope = -1.0; 2455e76c431SBarry Smith 246393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w); CHKERRQ(ierr); 2475334005bSBarry Smith ierr = VecAYPX(&mone,x,w); CHKERRQ(ierr); 24878b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 249cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); 2505e76c431SBarry Smith if (*gnorm <= fnorm + alpha*initslope) { /* Sufficient reduction */ 251393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 25294a424c1SBarry Smith PLogInfo(snes,"SNESCubicLineSearch: Using full step\n"); 253d93a2b8dSBarry Smith goto theend; 2545e76c431SBarry Smith } 2555e76c431SBarry Smith 2565e76c431SBarry Smith /* Fit points with quadratic */ 2575e76c431SBarry Smith lambda = 1.0; count = 0; 258a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 2595e76c431SBarry Smith lambdaprev = lambda; 2605e76c431SBarry Smith gnormprev = *gnorm; 261ddd12767SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 262ddd12767SBarry Smith else lambda = lambdatemp; 263393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w); CHKERRQ(ierr); 264ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 2655e42470aSBarry Smith #if defined(PETSC_COMPLEX) 266ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr); 2675e42470aSBarry Smith #else 268ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w); CHKERRQ(ierr); 2695e42470aSBarry Smith #endif 27078b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 271cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 2725e76c431SBarry Smith if (*gnorm <= fnorm + alpha*initslope) { /* sufficient reduction */ 273393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 274ea4d3ed3SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch: Quadratically determined step, lambda=%g\n",lambda); 275d93a2b8dSBarry Smith goto theend; 2765e76c431SBarry Smith } 2775e76c431SBarry Smith 2785e76c431SBarry Smith /* Fit points with cubic */ 2795e76c431SBarry Smith count = 1; 2805e76c431SBarry Smith while (1) { 2815e76c431SBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 28294a424c1SBarry Smith PLogInfo(snes, 2834b828684SBarry Smith "SNESCubicLineSearch:Unable to find good step length! %d \n",count); 28494a424c1SBarry Smith PLogInfo(snes, 285ea4d3ed3SLois Curfman McInnes "SNESCubicLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n", 286ea4d3ed3SLois Curfman McInnes fnorm,*gnorm,*ynorm,lambda,initslope); 287393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 288761aaf1bSLois Curfman McInnes *flag = -1; break; 2895e76c431SBarry Smith } 2905e76c431SBarry Smith t1 = *gnorm - fnorm - lambda*initslope; 2915e76c431SBarry Smith t2 = gnormprev - fnorm - lambdaprev*initslope; 292ddd12767SBarry Smith a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 2935e76c431SBarry Smith b = (-lambdaprev*t1/(lambda*lambda) + 2945e76c431SBarry Smith lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 2955e76c431SBarry Smith d = b*b - 3*a*initslope; 2965e76c431SBarry Smith if (d < 0.0) d = 0.0; 2975e76c431SBarry Smith if (a == 0.0) { 2985e76c431SBarry Smith lambdatemp = -initslope/(2.0*b); 2995e76c431SBarry Smith } else { 3005e76c431SBarry Smith lambdatemp = (-b + sqrt(d))/(3.0*a); 3015e76c431SBarry Smith } 3025e76c431SBarry Smith if (lambdatemp > .5*lambda) { 3035e76c431SBarry Smith lambdatemp = .5*lambda; 3045e76c431SBarry Smith } 3055e76c431SBarry Smith lambdaprev = lambda; 3065e76c431SBarry Smith gnormprev = *gnorm; 3075e76c431SBarry Smith if (lambdatemp <= .1*lambda) { 3085e76c431SBarry Smith lambda = .1*lambda; 3095e76c431SBarry Smith } 3105e76c431SBarry Smith else lambda = lambdatemp; 311393d2d9aSLois Curfman McInnes ierr = VecCopy( x, w ); CHKERRQ(ierr); 312ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 3135e42470aSBarry Smith #if defined(PETSC_COMPLEX) 314ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; 315393d2d9aSLois Curfman McInnes ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr); 3165e42470aSBarry Smith #else 317ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w); CHKERRQ(ierr); 3185e42470aSBarry Smith #endif 31978b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 320cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 3215e76c431SBarry Smith if (*gnorm <= fnorm + alpha*initslope) { /* is reduction enough */ 322393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 323ea4d3ed3SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch: Cubically determined step, lambda=%g\n",lambda); 324761aaf1bSLois Curfman McInnes *flag = -1; break; 3255e76c431SBarry Smith } 3265e76c431SBarry Smith count++; 3275e76c431SBarry Smith } 328d93a2b8dSBarry Smith theend: 3297857610eSBarry Smith PLogEventEnd(SNES_LineSearch,snes,x,f,g); 3305e42470aSBarry Smith return 0; 3315e76c431SBarry Smith } 33252392280SLois Curfman McInnes /* ------------------------------------------------------------------ */ 333*5615d1e5SSatish Balay #undef __FUNC__ 334*5615d1e5SSatish Balay #define __FUNC__ "SNESQuadraticLineSearch" 3354b828684SBarry Smith /*@C 336f525115eSLois Curfman McInnes SNESQuadraticLineSearch - Performs a quadratic line search. 3375e76c431SBarry Smith 3385e42470aSBarry Smith Input Parameters: 339f59ffdedSLois Curfman McInnes . snes - the SNES context 3405e42470aSBarry Smith . x - current iterate 3415e42470aSBarry Smith . f - residual evaluated at x 3425e42470aSBarry Smith . y - search direction (contains new iterate on output) 3435e42470aSBarry Smith . w - work vector 3445e42470aSBarry Smith . fnorm - 2-norm of f 3455e42470aSBarry Smith 346c4a48953SLois Curfman McInnes Output Parameters: 3475e42470aSBarry Smith . g - residual evaluated at new iterate y 3485e42470aSBarry Smith . y - new iterate (contains search direction on input) 3495e42470aSBarry Smith . gnorm - 2-norm of g 3505e42470aSBarry Smith . ynorm - 2-norm of search length 351761aaf1bSLois Curfman McInnes . flag - 0 if line search succeeds; -1 on failure. 3525e42470aSBarry Smith 353c4a48953SLois Curfman McInnes Options Database Key: 35409d61ba7SLois Curfman McInnes $ -snes_eq_ls quadratic 355c4a48953SLois Curfman McInnes 3565e42470aSBarry Smith Notes: 35777c4ece6SBarry Smith Use SNESSetLineSearch() 358f63b844aSLois Curfman McInnes to set this routine within the SNES_EQ_LS method. 3595e42470aSBarry Smith 360f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search 361f59ffdedSLois Curfman McInnes 36277c4ece6SBarry Smith .seealso: SNESCubicLineSearch(), SNESNoLineSearch(), SNESSetLineSearch() 3635e42470aSBarry Smith @*/ 3645e42470aSBarry Smith int SNESQuadraticLineSearch(SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w, 365761aaf1bSLois Curfman McInnes double fnorm, double *ynorm, double *gnorm,int *flag) 3665e76c431SBarry Smith { 367ddd12767SBarry Smith double steptol,initslope,lambdaprev,gnormprev,maxstep,minlambda,alpha,lambda,lambdatemp; 3686b5873e3SBarry Smith #if defined(PETSC_COMPLEX) 3695e42470aSBarry Smith Scalar cinitslope,clambda; 3706b5873e3SBarry Smith #endif 3715e42470aSBarry Smith int ierr,count; 3725e42470aSBarry Smith SNES_LS *neP = (SNES_LS *) snes->data; 3735334005bSBarry Smith Scalar mone = -1.0,scale; 3745e76c431SBarry Smith 3757857610eSBarry Smith PLogEventBegin(SNES_LineSearch,snes,x,f,g); 376761aaf1bSLois Curfman McInnes *flag = 0; 3775e42470aSBarry Smith alpha = neP->alpha; 3785e42470aSBarry Smith maxstep = neP->maxstep; 3795e42470aSBarry Smith steptol = neP->steptol; 3805e76c431SBarry Smith 381cddf8d76SBarry Smith VecNorm(y, NORM_2,ynorm ); 3825e42470aSBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 3835e42470aSBarry Smith scale = maxstep/(*ynorm); 384393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y); CHKERRQ(ierr); 3855e42470aSBarry Smith *ynorm = maxstep; 3865e76c431SBarry Smith } 3875e42470aSBarry Smith minlambda = steptol/(*ynorm); 388a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w); CHKERRQ(ierr); 3895e42470aSBarry Smith #if defined(PETSC_COMPLEX) 390a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope); CHKERRQ(ierr); 3915e42470aSBarry Smith initslope = real(cinitslope); 3925e42470aSBarry Smith #else 393a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope); CHKERRQ(ierr); 3945e42470aSBarry Smith #endif 3955e42470aSBarry Smith if (initslope > 0.0) initslope = -initslope; 3965e42470aSBarry Smith if (initslope == 0.0) initslope = -1.0; 3975e42470aSBarry Smith 398393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w); CHKERRQ(ierr); 3995334005bSBarry Smith ierr = VecAYPX(&mone,x,w); CHKERRQ(ierr); 40078b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 401cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 4025e42470aSBarry Smith if (*gnorm <= fnorm + alpha*initslope) { /* Sufficient reduction */ 403393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 40494a424c1SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch: Using full step\n"); 405d93a2b8dSBarry Smith goto theend; 4065e42470aSBarry Smith } 4075e42470aSBarry Smith 4085e42470aSBarry Smith /* Fit points with quadratic */ 4095e42470aSBarry Smith lambda = 1.0; count = 0; 4105e42470aSBarry Smith count = 1; 4115e42470aSBarry Smith while (1) { 4125e42470aSBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 41394a424c1SBarry Smith PLogInfo(snes, 4144b828684SBarry Smith "SNESQuadraticLineSearch:Unable to find good step length! %d \n",count); 41594a424c1SBarry Smith PLogInfo(snes, 416ea4d3ed3SLois Curfman McInnes "SNESQuadraticLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n", 417ea4d3ed3SLois Curfman McInnes fnorm,*gnorm,*ynorm,lambda,initslope); 418393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 419761aaf1bSLois Curfman McInnes *flag = -1; break; 4205e42470aSBarry Smith } 421a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 4225e42470aSBarry Smith lambdaprev = lambda; 4235e42470aSBarry Smith gnormprev = *gnorm; 4245e42470aSBarry Smith if (lambdatemp <= .1*lambda) { 4255e42470aSBarry Smith lambda = .1*lambda; 4265e42470aSBarry Smith } else lambda = lambdatemp; 427393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w); CHKERRQ(ierr); 4285334005bSBarry Smith lambda = -lambda; 4295e42470aSBarry Smith #if defined(PETSC_COMPLEX) 430393d2d9aSLois Curfman McInnes clambda = lambda; ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr); 4315e42470aSBarry Smith #else 432393d2d9aSLois Curfman McInnes ierr = VecAXPY(&lambda,y,w); CHKERRQ(ierr); 4335e42470aSBarry Smith #endif 43478b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 435cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 4365e42470aSBarry Smith if (*gnorm <= fnorm + alpha*initslope) { /* sufficient reduction */ 437393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 43894a424c1SBarry Smith PLogInfo(snes, 439ea4d3ed3SLois Curfman McInnes "SNESQuadraticLineSearch:Quadratically determined step, lambda=%g\n",lambda); 44006259719SBarry Smith break; 4415e42470aSBarry Smith } 4425e42470aSBarry Smith count++; 4435e42470aSBarry Smith } 444d93a2b8dSBarry Smith theend: 4457857610eSBarry Smith PLogEventEnd(SNES_LineSearch,snes,x,f,g); 4465e42470aSBarry Smith return 0; 4475e76c431SBarry Smith } 4485e76c431SBarry Smith /* ------------------------------------------------------------ */ 449*5615d1e5SSatish Balay #undef __FUNC__ 450*5615d1e5SSatish Balay #define __FUNC__ "SNESSetLineSearch" 451c9e6a524SLois Curfman McInnes /*@C 45277c4ece6SBarry Smith SNESSetLineSearch - Sets the line search routine to be used 453f63b844aSLois Curfman McInnes by the method SNES_EQ_LS. 4545e76c431SBarry Smith 4555e76c431SBarry Smith Input Parameters: 456eafb4bcbSBarry Smith . snes - nonlinear context obtained from SNESCreate() 4575e76c431SBarry Smith . func - pointer to int function 4585e76c431SBarry Smith 459c4a48953SLois Curfman McInnes Available Routines: 460f59ffdedSLois Curfman McInnes . SNESCubicLineSearch() - default line search 461f59ffdedSLois Curfman McInnes . SNESQuadraticLineSearch() - quadratic line search 462f59ffdedSLois Curfman McInnes . SNESNoLineSearch() - the full Newton step (actually not a line search) 4635e76c431SBarry Smith 464c4a48953SLois Curfman McInnes Options Database Keys: 46509d61ba7SLois Curfman McInnes $ -snes_eq_ls [basic,quadratic,cubic] 466c4a48953SLois Curfman McInnes 4675e76c431SBarry Smith Calling sequence of func: 468f59ffdedSLois Curfman McInnes func (SNES snes, Vec x, Vec f, Vec g, Vec y, 469761aaf1bSLois Curfman McInnes Vec w, double fnorm, double *ynorm, 470761aaf1bSLois Curfman McInnes double *gnorm, *flag) 4715e76c431SBarry Smith 4725e76c431SBarry Smith Input parameters for func: 4735e42470aSBarry Smith . snes - nonlinear context 4745e76c431SBarry Smith . x - current iterate 4755e76c431SBarry Smith . f - residual evaluated at x 4765e76c431SBarry Smith . y - search direction (contains new iterate on output) 4775e76c431SBarry Smith . w - work vector 4785e76c431SBarry Smith . fnorm - 2-norm of f 4795e76c431SBarry Smith 4805e76c431SBarry Smith Output parameters for func: 4815e76c431SBarry Smith . g - residual evaluated at new iterate y 4825e76c431SBarry Smith . y - new iterate (contains search direction on input) 4835e76c431SBarry Smith . gnorm - 2-norm of g 4845e76c431SBarry Smith . ynorm - 2-norm of search length 485761aaf1bSLois Curfman McInnes . flag - set to 0 if the line search succeeds; a nonzero integer 486761aaf1bSLois Curfman McInnes on failure. 487f59ffdedSLois Curfman McInnes 488f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine 489f59ffdedSLois Curfman McInnes 490f59ffdedSLois Curfman McInnes .seealso: SNESNoLineSearch(), SNESQuadraticLineSearch(), SNESCubicLineSearch() 4915e76c431SBarry Smith @*/ 49277c4ece6SBarry Smith int SNESSetLineSearch(SNES snes,int (*func)(SNES,Vec,Vec,Vec,Vec,Vec, 493761aaf1bSLois Curfman McInnes double,double*,double*,int*)) 4945e76c431SBarry Smith { 495f63b844aSLois Curfman McInnes if ((snes)->type == SNES_EQ_LS) ((SNES_LS *)(snes->data))->LineSearch = func; 4965e42470aSBarry Smith return 0; 4975e76c431SBarry Smith } 49852392280SLois Curfman McInnes /* ------------------------------------------------------------------ */ 499*5615d1e5SSatish Balay #undef __FUNC__ 500*5615d1e5SSatish Balay #define __FUNC__ "SNESPrintHelp_EQ_LS" 501f63b844aSLois Curfman McInnes static int SNESPrintHelp_EQ_LS(SNES snes,char *p) 5025e42470aSBarry Smith { 5035e42470aSBarry Smith SNES_LS *ls = (SNES_LS *)snes->data; 5046daaf66cSBarry Smith 505f63b844aSLois Curfman McInnes PetscPrintf(snes->comm," method SNES_EQ_LS (ls) for systems of nonlinear equations:\n"); 50609d61ba7SLois Curfman McInnes PetscPrintf(snes->comm," %ssnes_eq_ls [basic,quadratic,cubic]\n",p); 50709d61ba7SLois Curfman McInnes PetscPrintf(snes->comm," %ssnes_eq_ls_alpha <alpha> (default %g)\n",p,ls->alpha); 50809d61ba7SLois Curfman McInnes PetscPrintf(snes->comm," %ssnes_eq_ls_maxstep <max> (default %g)\n",p,ls->maxstep); 50909d61ba7SLois Curfman McInnes PetscPrintf(snes->comm," %ssnes_eq_ls_steptol <tol> (default %g)\n",p,ls->steptol); 5106b5873e3SBarry Smith return 0; 5115e42470aSBarry Smith } 51252392280SLois Curfman McInnes /* ------------------------------------------------------------------ */ 513*5615d1e5SSatish Balay #undef __FUNC__ 514*5615d1e5SSatish Balay #define __FUNC__ "SNESView_EQ_LS" 515f63b844aSLois Curfman McInnes static int SNESView_EQ_LS(PetscObject obj,Viewer viewer) 516a935fc98SLois Curfman McInnes { 517a935fc98SLois Curfman McInnes SNES snes = (SNES)obj; 518a935fc98SLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 519d636dbe3SBarry Smith FILE *fd; 52019bcc07fSBarry Smith char *cstr; 52151695f54SLois Curfman McInnes int ierr; 52219bcc07fSBarry Smith ViewerType vtype; 523a935fc98SLois Curfman McInnes 52419bcc07fSBarry Smith ierr = ViewerGetType(viewer,&vtype); CHKERRQ(ierr); 52519bcc07fSBarry Smith if (vtype == ASCII_FILE_VIEWER || vtype == ASCII_FILES_VIEWER) { 52690ace30eSBarry Smith ierr = ViewerASCIIGetPointer(viewer,&fd); CHKERRQ(ierr); 52719bcc07fSBarry Smith if (ls->LineSearch == SNESNoLineSearch) cstr = "SNESNoLineSearch"; 52819bcc07fSBarry Smith else if (ls->LineSearch == SNESQuadraticLineSearch) cstr = "SNESQuadraticLineSearch"; 52919bcc07fSBarry Smith else if (ls->LineSearch == SNESCubicLineSearch) cstr = "SNESCubicLineSearch"; 53019bcc07fSBarry Smith else cstr = "unknown"; 53177c4ece6SBarry Smith PetscFPrintf(snes->comm,fd," line search variant: %s\n",cstr); 53277c4ece6SBarry Smith PetscFPrintf(snes->comm,fd," alpha=%g, maxstep=%g, steptol=%g\n", 533a935fc98SLois Curfman McInnes ls->alpha,ls->maxstep,ls->steptol); 53419bcc07fSBarry Smith } 535a935fc98SLois Curfman McInnes return 0; 536a935fc98SLois Curfman McInnes } 53752392280SLois Curfman McInnes /* ------------------------------------------------------------------ */ 538*5615d1e5SSatish Balay #undef __FUNC__ 539*5615d1e5SSatish Balay #define __FUNC__ "SNESSetFromOptions_EQ_LS" 540f63b844aSLois Curfman McInnes static int SNESSetFromOptions_EQ_LS(SNES snes) 5415e42470aSBarry Smith { 5425e42470aSBarry Smith SNES_LS *ls = (SNES_LS *)snes->data; 5435e42470aSBarry Smith char ver[16]; 5445e42470aSBarry Smith double tmp; 54525cdf11fSBarry Smith int ierr,flg; 5465e42470aSBarry Smith 54709d61ba7SLois Curfman McInnes ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_alpha",&tmp, &flg);CHKERRQ(ierr); 54825cdf11fSBarry Smith if (flg) { 5495e42470aSBarry Smith ls->alpha = tmp; 5505e42470aSBarry Smith } 55109d61ba7SLois Curfman McInnes ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_maxstep",&tmp, &flg);CHKERRQ(ierr); 55225cdf11fSBarry Smith if (flg) { 5535e42470aSBarry Smith ls->maxstep = tmp; 5545e42470aSBarry Smith } 55509d61ba7SLois Curfman McInnes ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_steptol",&tmp, &flg);CHKERRQ(ierr); 55625cdf11fSBarry Smith if (flg) { 5575e42470aSBarry Smith ls->steptol = tmp; 5585e42470aSBarry Smith } 55909d61ba7SLois Curfman McInnes ierr = OptionsGetString(snes->prefix,"-snes_eq_ls",ver,16, &flg); CHKERRQ(ierr); 56025cdf11fSBarry Smith if (flg) { 56148d91487SBarry Smith if (!PetscStrcmp(ver,"basic")) { 56277c4ece6SBarry Smith SNESSetLineSearch(snes,SNESNoLineSearch); 5635e42470aSBarry Smith } 56448d91487SBarry Smith else if (!PetscStrcmp(ver,"quadratic")) { 56577c4ece6SBarry Smith SNESSetLineSearch(snes,SNESQuadraticLineSearch); 5665e42470aSBarry Smith } 56748d91487SBarry Smith else if (!PetscStrcmp(ver,"cubic")) { 56877c4ece6SBarry Smith SNESSetLineSearch(snes,SNESCubicLineSearch); 5695e42470aSBarry Smith } 570e3372554SBarry Smith else {SETERRQ(1,0,"Unknown line search");} 5715e42470aSBarry Smith } 5725e42470aSBarry Smith return 0; 5735e42470aSBarry Smith } 5745e42470aSBarry Smith /* ------------------------------------------------------------ */ 575*5615d1e5SSatish Balay #undef __FUNC__ 576*5615d1e5SSatish Balay #define __FUNC__ "SNESCreate_EQ_LS" 577f63b844aSLois Curfman McInnes int SNESCreate_EQ_LS(SNES snes ) 5785e42470aSBarry Smith { 5795e42470aSBarry Smith SNES_LS *neP; 5805e42470aSBarry Smith 581ddd12767SBarry Smith if (snes->method_class != SNES_NONLINEAR_EQUATIONS) 582e3372554SBarry Smith SETERRQ(1,0,"For SNES_NONLINEAR_EQUATIONS only"); 583f63b844aSLois Curfman McInnes snes->type = SNES_EQ_LS; 584f63b844aSLois Curfman McInnes snes->setup = SNESSetUp_EQ_LS; 585f63b844aSLois Curfman McInnes snes->solve = SNESSolve_EQ_LS; 586f63b844aSLois Curfman McInnes snes->destroy = SNESDestroy_EQ_LS; 587f63b844aSLois Curfman McInnes snes->converged = SNESConverged_EQ_LS; 588f63b844aSLois Curfman McInnes snes->printhelp = SNESPrintHelp_EQ_LS; 589f63b844aSLois Curfman McInnes snes->setfromoptions = SNESSetFromOptions_EQ_LS; 590f63b844aSLois Curfman McInnes snes->view = SNESView_EQ_LS; 5915baf8537SBarry Smith snes->nwork = 0; 5925e42470aSBarry Smith 5930452661fSBarry Smith neP = PetscNew(SNES_LS); CHKPTRQ(neP); 594ff782a9fSLois Curfman McInnes PLogObjectMemory(snes,sizeof(SNES_LS)); 5955e42470aSBarry Smith snes->data = (void *) neP; 5965e42470aSBarry Smith neP->alpha = 1.e-4; 5975e42470aSBarry Smith neP->maxstep = 1.e8; 5985e42470aSBarry Smith neP->steptol = 1.e-12; 5995e42470aSBarry Smith neP->LineSearch = SNESCubicLineSearch; 6005e42470aSBarry Smith return 0; 6015e42470aSBarry Smith } 6025e42470aSBarry Smith 603