xref: /petsc/src/snes/impls/ls/ls.c (revision 58c9b8173e8b2543964ffc78265fd2abdbcb9cd3)
15e76c431SBarry Smith 
2c6db04a5SJed Brown #include <../src/snes/impls/ls/lsimpl.h>
35e42470aSBarry Smith 
48a5d9ee4SBarry Smith /*
520f52e01SBarry Smith      Checks if J^T F = 0 which implies we've found a local minimum of the norm of the function,
620f52e01SBarry 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
736669109SBarry Smith     0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More
820f52e01SBarry Smith     for this trick. One assumes that the probability that W is in the null space of J is very, very small.
98a5d9ee4SBarry Smith */
104a2ae208SSatish Balay #undef __FUNCT__
114a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckLocalMin_Private"
12ace3abfcSBarry Smith PetscErrorCode SNESLSCheckLocalMin_Private(SNES snes,Mat A,Vec F,Vec W,PetscReal fnorm,PetscBool  *ismin)
138a5d9ee4SBarry Smith {
148a5d9ee4SBarry Smith   PetscReal      a1;
15dfbe8321SBarry Smith   PetscErrorCode ierr;
16ace3abfcSBarry Smith   PetscBool      hastranspose;
178a5d9ee4SBarry Smith 
188a5d9ee4SBarry Smith   PetscFunctionBegin;
198a5d9ee4SBarry Smith   *ismin = PETSC_FALSE;
2036669109SBarry Smith   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
2136669109SBarry Smith   if (hastranspose) {
228a5d9ee4SBarry Smith     /* Compute || J^T F|| */
238a5d9ee4SBarry Smith     ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr);
248a5d9ee4SBarry Smith     ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr);
251e2582c4SBarry Smith     ierr = PetscInfo1(snes,"|| J^T F|| %G near zero implies found a local minimum\n",a1/fnorm);CHKERRQ(ierr);
268a5d9ee4SBarry Smith     if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE;
2736669109SBarry Smith   } else {
2836669109SBarry Smith     Vec         work;
29ea709b57SSatish Balay     PetscScalar result;
3036669109SBarry Smith     PetscReal   wnorm;
3136669109SBarry Smith 
32abb0e124SMatthew Knepley     ierr = VecSetRandom(W,PETSC_NULL);CHKERRQ(ierr);
3336669109SBarry Smith     ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr);
3436669109SBarry Smith     ierr = VecDuplicate(W,&work);CHKERRQ(ierr);
3536669109SBarry Smith     ierr = MatMult(A,W,work);CHKERRQ(ierr);
3636669109SBarry Smith     ierr = VecDot(F,work,&result);CHKERRQ(ierr);
3736669109SBarry Smith     ierr = VecDestroy(work);CHKERRQ(ierr);
3836669109SBarry Smith     a1   = PetscAbsScalar(result)/(fnorm*wnorm);
391e2582c4SBarry Smith     ierr = PetscInfo1(snes,"(F^T J random)/(|| F ||*||random|| %G near zero implies found a local minimum\n",a1);CHKERRQ(ierr);
4036669109SBarry Smith     if (a1 < 1.e-4) *ismin = PETSC_TRUE;
4136669109SBarry Smith   }
428a5d9ee4SBarry Smith   PetscFunctionReturn(0);
438a5d9ee4SBarry Smith }
448a5d9ee4SBarry Smith 
4574637425SBarry Smith /*
465ed2d596SBarry Smith      Checks if J^T(F - J*X) = 0
4774637425SBarry Smith */
484a2ae208SSatish Balay #undef __FUNCT__
494a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckResidual_Private"
501e2582c4SBarry Smith PetscErrorCode SNESLSCheckResidual_Private(SNES snes,Mat A,Vec F,Vec X,Vec W1,Vec W2)
5174637425SBarry Smith {
5274637425SBarry Smith   PetscReal      a1,a2;
53dfbe8321SBarry Smith   PetscErrorCode ierr;
54ace3abfcSBarry Smith   PetscBool      hastranspose;
5574637425SBarry Smith 
5674637425SBarry Smith   PetscFunctionBegin;
5774637425SBarry Smith   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
5874637425SBarry Smith   if (hastranspose) {
5974637425SBarry Smith     ierr = MatMult(A,X,W1);CHKERRQ(ierr);
6079f36460SBarry Smith     ierr = VecAXPY(W1,-1.0,F);CHKERRQ(ierr);
6174637425SBarry Smith 
6274637425SBarry Smith     /* Compute || J^T W|| */
6374637425SBarry Smith     ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr);
6474637425SBarry Smith     ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr);
6574637425SBarry Smith     ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr);
6675567043SBarry Smith     if (a1 != 0.0) {
671e2582c4SBarry Smith       ierr = PetscInfo1(snes,"||J^T(F-Ax)||/||F-AX|| %G near zero implies inconsistent rhs\n",a2/a1);CHKERRQ(ierr);
6885471664SBarry Smith     }
6974637425SBarry Smith   }
7074637425SBarry Smith   PetscFunctionReturn(0);
7174637425SBarry Smith }
7274637425SBarry Smith 
7304d965bbSLois Curfman McInnes /*  --------------------------------------------------------------------
7404d965bbSLois Curfman McInnes 
7504d965bbSLois Curfman McInnes      This file implements a truncated Newton method with a line search,
7694b7f48cSBarry Smith      for solving a system of nonlinear equations, using the KSP, Vec,
7704d965bbSLois Curfman McInnes      and Mat interfaces for linear solvers, vectors, and matrices,
7804d965bbSLois Curfman McInnes      respectively.
7904d965bbSLois Curfman McInnes 
80fe6c6bacSLois Curfman McInnes      The following basic routines are required for each nonlinear solver:
8104d965bbSLois Curfman McInnes           SNESCreate_XXX()          - Creates a nonlinear solver context
8204d965bbSLois Curfman McInnes           SNESSetFromOptions_XXX()  - Sets runtime options
83fe6c6bacSLois Curfman McInnes           SNESSolve_XXX()           - Solves the nonlinear system
8404d965bbSLois Curfman McInnes           SNESDestroy_XXX()         - Destroys the nonlinear solver context
8504d965bbSLois Curfman McInnes      The suffix "_XXX" denotes a particular implementation, in this case
864b27c08aSLois Curfman McInnes      we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving
874b27c08aSLois Curfman McInnes      systems of nonlinear equations with a line search (LS) method.
8804d965bbSLois Curfman McInnes      These routines are actually called via the common user interface
8904d965bbSLois Curfman McInnes      routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and
9004d965bbSLois Curfman McInnes      SNESDestroy(), so the application code interface remains identical
9104d965bbSLois Curfman McInnes      for all nonlinear solvers.
9204d965bbSLois Curfman McInnes 
9304d965bbSLois Curfman McInnes      Another key routine is:
9404d965bbSLois Curfman McInnes           SNESSetUp_XXX()           - Prepares for the use of a nonlinear solver
9504d965bbSLois Curfman McInnes      by setting data structures and options.   The interface routine SNESSetUp()
9604d965bbSLois Curfman McInnes      is not usually called directly by the user, but instead is called by
9704d965bbSLois Curfman McInnes      SNESSolve() if necessary.
9804d965bbSLois Curfman McInnes 
9904d965bbSLois Curfman McInnes      Additional basic routines are:
10004d965bbSLois Curfman McInnes           SNESView_XXX()            - Prints details of runtime options that
10104d965bbSLois Curfman McInnes                                       have actually been used.
10204d965bbSLois Curfman McInnes      These are called by application codes via the interface routines
103186905e3SBarry Smith      SNESView().
10404d965bbSLois Curfman McInnes 
10504d965bbSLois Curfman McInnes      The various types of solvers (preconditioners, Krylov subspace methods,
10604d965bbSLois Curfman McInnes      nonlinear solvers, timesteppers) are all organized similarly, so the
10704d965bbSLois Curfman McInnes      above description applies to these categories also.
10804d965bbSLois Curfman McInnes 
10904d965bbSLois Curfman McInnes     -------------------------------------------------------------------- */
1105e42470aSBarry Smith /*
1114b27c08aSLois Curfman McInnes    SNESSolve_LS - Solves a nonlinear system with a truncated Newton
11204d965bbSLois Curfman McInnes    method with a line search.
1135e76c431SBarry Smith 
11404d965bbSLois Curfman McInnes    Input Parameters:
11504d965bbSLois Curfman McInnes .  snes - the SNES context
1165e76c431SBarry Smith 
11704d965bbSLois Curfman McInnes    Output Parameter:
118c2a78f1aSLois Curfman McInnes .  outits - number of iterations until termination
11904d965bbSLois Curfman McInnes 
12004d965bbSLois Curfman McInnes    Application Interface Routine: SNESSolve()
1215e76c431SBarry Smith 
1225e76c431SBarry Smith    Notes:
1235e76c431SBarry Smith    This implements essentially a truncated Newton method with a
1245e76c431SBarry Smith    line search.  By default a cubic backtracking line search
1255e76c431SBarry Smith    is employed, as described in the text "Numerical Methods for
1265e76c431SBarry Smith    Unconstrained Optimization and Nonlinear Equations" by Dennis
127393d2d9aSLois Curfman McInnes    and Schnabel.
1285e76c431SBarry Smith */
1294a2ae208SSatish Balay #undef __FUNCT__
1304b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSolve_LS"
131dfbe8321SBarry Smith PetscErrorCode SNESSolve_LS(SNES snes)
1325e76c431SBarry Smith {
1334b27c08aSLois Curfman McInnes   SNES_LS            *neP = (SNES_LS*)snes->data;
1346849ba73SBarry Smith   PetscErrorCode     ierr;
135a7cc72afSBarry Smith   PetscInt           maxits,i,lits;
136ace3abfcSBarry Smith   PetscBool          lssucceed;
137112a2221SBarry Smith   MatStructure       flg = DIFFERENT_NONZERO_PATTERN;
13885385478SLisandro Dalcin   PetscReal          fnorm,gnorm,xnorm=0,ynorm;
13985385478SLisandro Dalcin   Vec                Y,X,F,G,W;
1403d4c4710SBarry Smith   KSPConvergedReason kspreason;
1415e76c431SBarry Smith 
1423a40ed3dSBarry Smith   PetscFunctionBegin;
1433d4c4710SBarry Smith   snes->numFailures            = 0;
1443d4c4710SBarry Smith   snes->numLinearSolveFailures = 0;
145184914b5SBarry Smith   snes->reason                 = SNES_CONVERGED_ITERATING;
146184914b5SBarry Smith 
1475e42470aSBarry Smith   maxits	= snes->max_its;	/* maximum number of iterations */
1485e42470aSBarry Smith   X		= snes->vec_sol;	/* solution vector */
14939e2f89bSBarry Smith   F		= snes->vec_func;	/* residual vector */
1505e42470aSBarry Smith   Y		= snes->work[0];	/* work vectors */
1515e42470aSBarry Smith   G		= snes->work[1];
1525e42470aSBarry Smith   W		= snes->work[2];
1535e76c431SBarry Smith 
1544c49b128SBarry Smith   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
1554c49b128SBarry Smith   snes->iter = 0;
15675567043SBarry Smith   snes->norm = 0.0;
1574c49b128SBarry Smith   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
15819717074SBarry Smith   ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
1594936397dSBarry Smith   if (snes->domainerror) {
1604936397dSBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
1614936397dSBarry Smith     PetscFunctionReturn(0);
1624936397dSBarry Smith   }
1632613ca53SBarry Smith   ierr = VecNormBegin(F,NORM_2,&fnorm);CHKERRQ(ierr);	/* fnorm <- ||F||  */
1642613ca53SBarry Smith   ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr);	/* xnorm <- ||x||  */
1652613ca53SBarry Smith   ierr = VecNormEnd(F,NORM_2,&fnorm);CHKERRQ(ierr);
1662613ca53SBarry Smith   ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr);
16762cbcd01SMatthew G Knepley   if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
1680f5bd95cSBarry Smith   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
1695e42470aSBarry Smith   snes->norm = fnorm;
1700f5bd95cSBarry Smith   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
17184c569c9SBarry Smith   SNESLogConvHistory(snes,fnorm,0);
17294a424c1SBarry Smith   SNESMonitor(snes,0,fnorm);
1733f149594SLisandro Dalcin 
1743f149594SLisandro Dalcin   /* set parameter for default relative tolerance convergence test */
1753f149594SLisandro Dalcin   snes->ttol = fnorm*snes->rtol;
17685385478SLisandro Dalcin   /* test convergence */
17785385478SLisandro Dalcin   ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
17806ee9f85SBarry Smith   if (snes->reason) PetscFunctionReturn(0);
179d034289bSBarry Smith 
1805e76c431SBarry Smith   for (i=0; i<maxits; i++) {
1815e76c431SBarry Smith 
182329e7e40SMatthew Knepley     /* Call general purpose update function */
183e7788613SBarry Smith     if (snes->ops->update) {
184e7788613SBarry Smith       ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
185de8cb200SMatthew Knepley     }
186329e7e40SMatthew Knepley 
187ea4d3ed3SLois Curfman McInnes     /* Solve J Y = F, where J is Jacobian matrix */
1885334005bSBarry Smith     ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr);
18994b7f48cSBarry Smith     ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr);
19071f87433Sdalcinl     ierr = SNES_KSPSolve(snes,snes->ksp,F,Y);CHKERRQ(ierr);
1913d4c4710SBarry Smith     ierr = KSPGetConvergedReason(snes->ksp,&kspreason);CHKERRQ(ierr);
1923d4c4710SBarry Smith     if (kspreason < 0) {
1933d4c4710SBarry Smith       if (++snes->numLinearSolveFailures >= snes->maxLinearSolveFailures) {
194ef998cc9SBarry 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);
1953d4c4710SBarry Smith         snes->reason = SNES_DIVERGED_LINEAR_SOLVE;
196ab81109fSSatish Balay         break;
1973d4c4710SBarry Smith       }
1983d4c4710SBarry Smith     }
1993d4c4710SBarry Smith     ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr);
2003f149594SLisandro Dalcin     snes->linear_its += lits;
2013f149594SLisandro Dalcin     ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr);
20274637425SBarry Smith 
2039c3ca13aSBarry Smith     if (neP->precheckstep) {
204ace3abfcSBarry Smith       PetscBool  changed_y = PETSC_FALSE;
2059c3ca13aSBarry Smith       ierr = (*neP->precheckstep)(snes,X,Y,neP->precheck,&changed_y);CHKERRQ(ierr);
2069c3ca13aSBarry Smith     }
2079c3ca13aSBarry Smith 
208b0a32e0cSBarry Smith     if (PetscLogPrintInfo){
2091e2582c4SBarry Smith       ierr = SNESLSCheckResidual_Private(snes,snes->jacobian,F,Y,G,W);CHKERRQ(ierr);
21085471664SBarry Smith     }
21174637425SBarry Smith 
212ea4d3ed3SLois Curfman McInnes     /* Compute a (scaled) negative update in the line search routine:
213ea4d3ed3SLois Curfman McInnes          Y <- X - lambda*Y
214e68848bdSBarry Smith        and evaluate G = function(Y) (depends on the line search).
215ea4d3ed3SLois Curfman McInnes     */
21685385478SLisandro Dalcin     ierr = VecCopy(Y,snes->vec_sol_update);CHKERRQ(ierr);
2173f149594SLisandro Dalcin     ynorm = 1; gnorm = fnorm;
218dc357ad2SBarry Smith     ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,xnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr);
219ae15b995SBarry Smith     ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",fnorm,gnorm,ynorm,(int)lssucceed);CHKERRQ(ierr);
2204a93e4ddSBarry Smith     if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
2214936397dSBarry Smith     if (snes->domainerror) {
2224936397dSBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
2234936397dSBarry Smith       PetscFunctionReturn(0);
2244936397dSBarry Smith     }
225a7cc72afSBarry Smith     if (!lssucceed) {
22650ffb88aSMatthew Knepley       if (++snes->numFailures >= snes->maxFailures) {
227ace3abfcSBarry Smith 	PetscBool  ismin;
228647a2e1fSBarry Smith         snes->reason = SNES_DIVERGED_LINE_SEARCH;
2291e2582c4SBarry Smith         ierr = SNESLSCheckLocalMin_Private(snes,snes->jacobian,G,W,gnorm,&ismin);CHKERRQ(ierr);
2308a5d9ee4SBarry Smith         if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
2313505fcc1SBarry Smith         break;
2323505fcc1SBarry Smith       }
23350ffb88aSMatthew Knepley     }
23485385478SLisandro Dalcin     /* Update function and solution vectors */
23585385478SLisandro Dalcin     fnorm = gnorm;
23685385478SLisandro Dalcin     ierr = VecCopy(G,F);CHKERRQ(ierr);
23785385478SLisandro Dalcin     ierr = VecCopy(W,X);CHKERRQ(ierr);
23885385478SLisandro Dalcin     /* Monitor convergence */
23985385478SLisandro Dalcin     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
24085385478SLisandro Dalcin     snes->iter = i+1;
24185385478SLisandro Dalcin     snes->norm = fnorm;
24285385478SLisandro Dalcin     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
24385385478SLisandro Dalcin     SNESLogConvHistory(snes,snes->norm,lits);
24485385478SLisandro Dalcin     SNESMonitor(snes,snes->iter,snes->norm);
24585385478SLisandro Dalcin     /* Test for convergence, xnorm = || X || */
24685385478SLisandro Dalcin     if (snes->ops->converged != SNESSkipConverged) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); }
247e7788613SBarry Smith     ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
2483f149594SLisandro Dalcin     if (snes->reason) break;
24916c95cacSBarry Smith   }
25052392280SLois Curfman McInnes   if (i == maxits) {
251ae15b995SBarry Smith     ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr);
25285385478SLisandro Dalcin     if(!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
25352392280SLois Curfman McInnes   }
2543a40ed3dSBarry Smith   PetscFunctionReturn(0);
2555e76c431SBarry Smith }
25604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
25704d965bbSLois Curfman McInnes /*
2584b27c08aSLois Curfman McInnes    SNESSetUp_LS - Sets up the internal data structures for the later use
2594b27c08aSLois Curfman McInnes    of the SNESLS nonlinear solver.
26004d965bbSLois Curfman McInnes 
26104d965bbSLois Curfman McInnes    Input Parameter:
26204d965bbSLois Curfman McInnes .  snes - the SNES context
26304d965bbSLois Curfman McInnes .  x - the solution vector
26404d965bbSLois Curfman McInnes 
26504d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetUp()
26604d965bbSLois Curfman McInnes 
26704d965bbSLois Curfman McInnes    Notes:
2684b27c08aSLois Curfman McInnes    For basic use of the SNES solvers, the user need not explicitly call
26904d965bbSLois Curfman McInnes    SNESSetUp(), since these actions will automatically occur during
27004d965bbSLois Curfman McInnes    the call to SNESSolve().
27104d965bbSLois Curfman McInnes  */
2724a2ae208SSatish Balay #undef __FUNCT__
2734b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS"
274dfbe8321SBarry Smith PetscErrorCode SNESSetUp_LS(SNES snes)
2755e76c431SBarry Smith {
276dfbe8321SBarry Smith   PetscErrorCode ierr;
2773a40ed3dSBarry Smith 
2783a40ed3dSBarry Smith   PetscFunctionBegin;
279*58c9b817SLisandro Dalcin   ierr = SNESDefaultGetWork(snes,3);CHKERRQ(ierr);
2803a40ed3dSBarry Smith   PetscFunctionReturn(0);
2815e76c431SBarry Smith }
28204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
28304d965bbSLois Curfman McInnes /*
2844b27c08aSLois Curfman McInnes    SNESDestroy_LS - Destroys the private SNES_LS context that was created
2854b27c08aSLois Curfman McInnes    with SNESCreate_LS().
28604d965bbSLois Curfman McInnes 
28704d965bbSLois Curfman McInnes    Input Parameter:
28804d965bbSLois Curfman McInnes .  snes - the SNES context
28904d965bbSLois Curfman McInnes 
290de49b36dSLois Curfman McInnes    Application Interface Routine: SNESDestroy()
29104d965bbSLois Curfman McInnes  */
2924a2ae208SSatish Balay #undef __FUNCT__
2934b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS"
294dfbe8321SBarry Smith PetscErrorCode SNESDestroy_LS(SNES snes)
2955e76c431SBarry Smith {
29694298653SBarry Smith   SNES_LS        *ls = (SNES_LS*) snes->data;
297dfbe8321SBarry Smith   PetscErrorCode ierr;
2983a40ed3dSBarry Smith 
2993a40ed3dSBarry Smith   PetscFunctionBegin;
30094298653SBarry Smith   if (ls->monitor) {
30194298653SBarry Smith     ierr = PetscViewerASCIIMonitorDestroy(ls->monitor);CHKERRQ(ierr);
30294298653SBarry Smith   }
3035c704376SSatish Balay   ierr = PetscFree(snes->data);CHKERRQ(ierr);
304557d3f75SLisandro Dalcin 
305557d3f75SLisandro Dalcin   /* clear composed functions */
306*58c9b817SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetMonitor_C","",PETSC_NULL);CHKERRQ(ierr);
307*58c9b817SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetParams_C","",PETSC_NULL);CHKERRQ(ierr);
308557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","",PETSC_NULL);CHKERRQ(ierr);
309557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","",PETSC_NULL);CHKERRQ(ierr);
310557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","",PETSC_NULL);CHKERRQ(ierr);
311557d3f75SLisandro Dalcin 
3123a40ed3dSBarry Smith   PetscFunctionReturn(0);
3135e76c431SBarry Smith }
31404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
3154a2ae208SSatish Balay #undef __FUNCT__
31617bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNo"
31782bf6240SBarry Smith 
3184b828684SBarry Smith /*@C
31917bae607SBarry Smith    SNESLineSearchNo - This routine is not a line search at all;
3205e76c431SBarry Smith    it simply uses the full Newton step.  Thus, this routine is intended
3215e76c431SBarry Smith    to serve as a template and is not recommended for general use.
3225e76c431SBarry Smith 
3233f9fe445SBarry Smith    Logically Collective on SNES and Vec
324c7afd0dbSLois Curfman McInnes 
3255e76c431SBarry Smith    Input Parameters:
326c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
327af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
3285e76c431SBarry Smith .  x - current iterate
3295e76c431SBarry Smith .  f - residual evaluated at x
3303c632250SBarry Smith .  y - search direction
331dc357ad2SBarry Smith .  fnorm - 2-norm of f
332dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
3335e76c431SBarry Smith 
334c4a48953SLois Curfman McInnes    Output Parameters:
335c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
3363c632250SBarry Smith .  w - new iterate
3375e76c431SBarry Smith .  gnorm - 2-norm of g
3385e76c431SBarry Smith .  ynorm - 2-norm of search length
339a7cc72afSBarry Smith -  flag - PETSC_TRUE on success, PETSC_FALSE on failure
340fee21e36SBarry Smith 
341c4a48953SLois Curfman McInnes    Options Database Key:
34217bae607SBarry Smith .  -snes_ls basic - Activates SNESLineSearchNo()
343c4a48953SLois Curfman McInnes 
34436851e7fSLois Curfman McInnes    Level: advanced
34536851e7fSLois Curfman McInnes 
34628ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
34728ae5a21SLois Curfman McInnes 
34817bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
34917bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNoNorms()
3505e76c431SBarry Smith @*/
3517087cfbeSBarry 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)
3525e76c431SBarry Smith {
353dfbe8321SBarry Smith   PetscErrorCode ierr;
3544b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
355ace3abfcSBarry Smith   PetscBool      changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
3565334005bSBarry Smith 
3573a40ed3dSBarry Smith   PetscFunctionBegin;
358a7cc72afSBarry Smith   *flag = PETSC_TRUE;
359d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
360a3b38805SLois Curfman McInnes   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);         /* ynorm = || y || */
36179f36460SBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
3623c632250SBarry Smith   if (neP->postcheckstep) {
3633c632250SBarry Smith    ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
3648f99978dSLois Curfman McInnes   }
3653c632250SBarry Smith   if (changed_y) {
36679f36460SBarry Smith     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
3673c632250SBarry Smith   }
3684936397dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
3694936397dSBarry Smith   if (!snes->domainerror) {
370a3b38805SLois Curfman McInnes     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);  /* gnorm = || g || */
37162cbcd01SMatthew G Knepley     if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
3724936397dSBarry Smith   }
373d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
3743a40ed3dSBarry Smith   PetscFunctionReturn(0);
3755e76c431SBarry Smith }
37604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
3774a2ae208SSatish Balay #undef __FUNCT__
37817bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNoNorms"
37982bf6240SBarry Smith 
38029e0b56fSBarry Smith /*@C
38117bae607SBarry Smith    SNESLineSearchNoNorms - This routine is not a line search at
38229e0b56fSBarry Smith    all; it simply uses the full Newton step. This version does not
38329e0b56fSBarry Smith    even compute the norm of the function or search direction; this
38429e0b56fSBarry Smith    is intended only when you know the full step is fine and are
38529e0b56fSBarry Smith    not checking for convergence of the nonlinear iteration (for
386c7afd0dbSLois Curfman McInnes    example, you are running always for a fixed number of Newton steps).
387c7afd0dbSLois Curfman McInnes 
3883f9fe445SBarry Smith    Logically Collective on SNES and Vec
38929e0b56fSBarry Smith 
39029e0b56fSBarry Smith    Input Parameters:
391c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
392af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
39329e0b56fSBarry Smith .  x - current iterate
39429e0b56fSBarry Smith .  f - residual evaluated at x
3953c632250SBarry Smith .  y - search direction
39629e0b56fSBarry Smith .  w - work vector
397dc357ad2SBarry Smith .  fnorm - 2-norm of f
398dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
39929e0b56fSBarry Smith 
40029e0b56fSBarry Smith    Output Parameters:
401c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4023c632250SBarry Smith .  w - new iterate
40329e0b56fSBarry Smith .  gnorm - not changed
40429e0b56fSBarry Smith .  ynorm - not changed
405a7cc72afSBarry Smith -  flag - set to PETSC_TRUE indicating a successful line search
406fee21e36SBarry Smith 
40729e0b56fSBarry Smith    Options Database Key:
40817bae607SBarry Smith .  -snes_ls basicnonorms - Activates SNESLineSearchNoNorms()
40929e0b56fSBarry Smith 
4108cbba510SBarry Smith    Notes:
41117bae607SBarry Smith    SNESLineSearchNoNorms() must be used in conjunction with
412ea56f5baSLois Curfman McInnes    either the options
413ea56f5baSLois Curfman McInnes $     -snes_no_convergence_test -snes_max_it <its>
414ea56f5baSLois Curfman McInnes    or alternatively a user-defined custom test set via
415329f5518SBarry Smith    SNESSetConvergenceTest(); or a -snes_max_it of 1,
416329f5518SBarry Smith    otherwise, the SNES solver will generate an error.
417329f5518SBarry Smith 
418329f5518SBarry Smith    During the final iteration this will not evaluate the function at
419329f5518SBarry Smith    the solution point. This is to save a function evaluation while
420329f5518SBarry Smith    using pseudo-timestepping.
4218cbba510SBarry Smith 
422ea56f5baSLois Curfman McInnes    The residual norms printed by monitoring routines such as
423a6570f20SBarry Smith    SNESMonitorDefault() (as activated via -snes_monitor) will not be
424ea56f5baSLois Curfman McInnes    correct, since they are not computed.
425ea56f5baSLois Curfman McInnes 
426ea56f5baSLois Curfman McInnes    Level: advanced
4278cbba510SBarry Smith 
42829e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic
42929e0b56fSBarry Smith 
43017bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
43117bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNo()
43229e0b56fSBarry Smith @*/
4337087cfbeSBarry 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)
43429e0b56fSBarry Smith {
435dfbe8321SBarry Smith   PetscErrorCode ierr;
4364b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
437ace3abfcSBarry Smith   PetscBool      changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
43829e0b56fSBarry Smith 
4393a40ed3dSBarry Smith   PetscFunctionBegin;
440a7cc72afSBarry Smith   *flag = PETSC_TRUE;
441d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
44279f36460SBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y      */
4433c632250SBarry Smith   if (neP->postcheckstep) {
4443c632250SBarry Smith    ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
4453c632250SBarry Smith   }
4463c632250SBarry Smith   if (changed_y) {
44779f36460SBarry Smith     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
4488f99978dSLois Curfman McInnes   }
449329f5518SBarry Smith 
450329f5518SBarry Smith   /* don't evaluate function the last time through */
451329f5518SBarry Smith   if (snes->iter < snes->max_its-1) {
4524936397dSBarry Smith     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
453329f5518SBarry Smith   }
454d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
4553a40ed3dSBarry Smith   PetscFunctionReturn(0);
45629e0b56fSBarry Smith }
45704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
4584a2ae208SSatish Balay #undef __FUNCT__
45917bae607SBarry Smith #define __FUNCT__ "SNESLineSearchCubic"
4604b828684SBarry Smith /*@C
46117bae607SBarry Smith    SNESLineSearchCubic - Performs a cubic line search (default line search method).
4625e76c431SBarry Smith 
463c7afd0dbSLois Curfman McInnes    Collective on SNES
464c7afd0dbSLois Curfman McInnes 
4655e76c431SBarry Smith    Input Parameters:
466c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
467af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
4685e76c431SBarry Smith .  x - current iterate
4695e76c431SBarry Smith .  f - residual evaluated at x
4703c632250SBarry Smith .  y - search direction
4715e76c431SBarry Smith .  w - work vector
472dc357ad2SBarry Smith .  fnorm - 2-norm of f
473dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
4745e76c431SBarry Smith 
475393d2d9aSLois Curfman McInnes    Output Parameters:
476c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4773c632250SBarry Smith .  w - new iterate
4785e76c431SBarry Smith .  gnorm - 2-norm of g
4795e76c431SBarry Smith .  ynorm - 2-norm of search length
480a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
481fee21e36SBarry Smith 
482c4a48953SLois Curfman McInnes    Options Database Key:
483e106eecfSBarry Smith +  -snes_ls cubic - Activates SNESLineSearchCubic()
484e106eecfSBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
485e106eecfSBarry 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)
486e106eecfSBarry Smith -   -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda/ max_i ( y[i]/x[i] )
487e106eecfSBarry Smith 
488c4a48953SLois Curfman McInnes 
4895e76c431SBarry Smith    Notes:
4905e76c431SBarry Smith    This line search is taken from "Numerical Methods for Unconstrained
4915e76c431SBarry Smith    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
4925e76c431SBarry Smith 
49336851e7fSLois Curfman McInnes    Level: advanced
49436851e7fSLois Curfman McInnes 
49528ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
49628ae5a21SLois Curfman McInnes 
49717bae607SBarry Smith .seealso: SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
4985e76c431SBarry Smith @*/
4997087cfbeSBarry 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)
5005e76c431SBarry Smith {
501406556e6SLois Curfman McInnes   /*
502406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
503406556e6SLois Curfman McInnes      minimization problem:
504406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
505406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
506406556e6SLois Curfman McInnes    */
507406556e6SLois Curfman McInnes 
508e106eecfSBarry Smith   PetscReal      initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength;
509e106eecfSBarry Smith   PetscReal      minlambda,lambda,lambdatemp;
510aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
511f5b6597dSBarry Smith   PetscScalar    cinitslope;
5126b5873e3SBarry Smith #endif
513dfbe8321SBarry Smith   PetscErrorCode ierr;
514a7cc72afSBarry Smith   PetscInt       count;
5154b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
516ace3abfcSBarry Smith   PetscBool      changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
51794298653SBarry Smith   MPI_Comm       comm;
5185e76c431SBarry Smith 
5193a40ed3dSBarry Smith   PetscFunctionBegin;
52094298653SBarry Smith   ierr = PetscObjectGetComm((PetscObject)snes,&comm);CHKERRQ(ierr);
521d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
522a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
5235e76c431SBarry Smith 
524cddf8d76SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
52575567043SBarry Smith   if (*ynorm == 0.0) {
52694298653SBarry Smith     if (neP->monitor) {
52794298653SBarry Smith       ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: Initial direction and size is 0\n");CHKERRQ(ierr);
52894298653SBarry Smith     }
529a1c2b6eeSLois Curfman McInnes     *gnorm = fnorm;
5303c632250SBarry Smith     ierr   = VecCopy(x,w);CHKERRQ(ierr);
531a1c2b6eeSLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
532a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
533ad922ac9SBarry Smith     goto theend1;
53494a9d846SBarry Smith   }
535e106eecfSBarry Smith   if (*ynorm > neP->maxstep) {	/* Step too big, so scale back */
53694298653SBarry Smith     if (neP->monitor) {
53794298653SBarry Smith       ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: Scaling step by %G old ynorm %G\n",neP->maxstep/(*ynorm),*ynorm);CHKERRQ(ierr);
53894298653SBarry Smith     }
539e106eecfSBarry Smith     ierr = VecScale(y,neP->maxstep/(*ynorm));CHKERRQ(ierr);
540e106eecfSBarry Smith     *ynorm = neP->maxstep;
5415e76c431SBarry Smith   }
542ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
543e106eecfSBarry Smith   minlambda = neP->minlambda/rellength;
544a703fe33SLois Curfman McInnes   ierr      = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
545aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
546a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
547329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
5485e42470aSBarry Smith #else
549a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&initslope);CHKERRQ(ierr);
5505e42470aSBarry Smith #endif
5515e76c431SBarry Smith   if (initslope > 0.0)  initslope = -initslope;
5525e76c431SBarry Smith   if (initslope == 0.0) initslope = -1.0;
5535e76c431SBarry Smith 
554e68848bdSBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
55543e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
556ae15b995SBarry Smith     ierr  = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
55743e71028SBarry Smith     *flag = PETSC_FALSE;
55843e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
55943e71028SBarry Smith     goto theend1;
56043e71028SBarry Smith   }
5614936397dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
5624936397dSBarry Smith   if (snes->domainerror) {
5634936397dSBarry Smith     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
5644936397dSBarry Smith     PetscFunctionReturn(0);
56519717074SBarry Smith   }
566313b5538SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
56762cbcd01SMatthew G Knepley   if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
568f5b6597dSBarry Smith   ierr = PetscInfo2(snes,"Initial fnorm %G gnorm %G\n",fnorm,*gnorm);CHKERRQ(ierr);
569e106eecfSBarry Smith   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + neP->alpha*initslope) { /* Sufficient reduction */
57094298653SBarry Smith     if (neP->monitor) {
57194298653SBarry Smith       ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: Using full step: fnorm %G gnorm %G\n",fnorm,*gnorm);CHKERRQ(ierr);
57294298653SBarry Smith     }
573ad922ac9SBarry Smith     goto theend1;
5745e76c431SBarry Smith   }
5755e76c431SBarry Smith 
5765e76c431SBarry Smith   /* Fit points with quadratic */
577313b5538SBarry Smith   lambda     = 1.0;
578a703fe33SLois Curfman McInnes   lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
5795e76c431SBarry Smith   lambdaprev = lambda;
5805e76c431SBarry Smith   gnormprev  = *gnorm;
581329f5518SBarry Smith   if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
582ddd12767SBarry Smith   if (lambdatemp <= .1*lambda) lambda = .1*lambda;
583ddd12767SBarry Smith   else                         lambda = lambdatemp;
584275d25c3SBarry Smith 
585e68848bdSBarry Smith   ierr  = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
58643e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
587ae15b995SBarry Smith     ierr  = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr);
58843e71028SBarry Smith     *flag = PETSC_FALSE;
58943e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
59043e71028SBarry Smith     goto theend1;
59143e71028SBarry Smith   }
592f5b6597dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
5934936397dSBarry Smith   if (snes->domainerror) {
5944936397dSBarry Smith     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
5954936397dSBarry Smith     PetscFunctionReturn(0);
59619717074SBarry Smith   }
597cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
59862cbcd01SMatthew G Knepley   if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
59994298653SBarry Smith   if (neP->monitor) {
60094298653SBarry Smith     ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: gnorm after quadratic fit %G\n",*gnorm);CHKERRQ(ierr);
60194298653SBarry Smith   }
602e106eecfSBarry Smith   if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*neP->alpha*initslope) { /* sufficient reduction */
60394298653SBarry Smith     if (neP->monitor) {
60494298653SBarry Smith       ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: Quadratically determined step, lambda=%18.16e\n",lambda);CHKERRQ(ierr);
60594298653SBarry Smith     }
606ad922ac9SBarry Smith     goto theend1;
6075e76c431SBarry Smith   }
6085e76c431SBarry Smith 
6095e76c431SBarry Smith   /* Fit points with cubic */
6105e76c431SBarry Smith   count = 1;
611bb9195b6SBarry Smith   while (PETSC_TRUE) {
612dc357ad2SBarry Smith     if (lambda <= minlambda) {
61394298653SBarry Smith       if (neP->monitor) {
61494298653SBarry Smith 	ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: unable to find good step length! After %D tries \n",count);CHKERRQ(ierr);
615d9822059SBarry Smith 	ierr = PetscViewerASCIIMonitorPrintf(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);
61694298653SBarry Smith       }
61743e71028SBarry Smith       *flag = PETSC_FALSE;
61843e71028SBarry Smith       break;
6195e76c431SBarry Smith     }
6205d1a10b1SBarry Smith     t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope;
6215d1a10b1SBarry Smith     t2 = .5*(gnormprev*gnormprev  - fnorm*fnorm) - lambdaprev*initslope;
622ddd12767SBarry Smith     a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
6232b022350SLois Curfman McInnes     b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
6245e76c431SBarry Smith     d  = b*b - 3*a*initslope;
6255e76c431SBarry Smith     if (d < 0.0) d = 0.0;
6265e76c431SBarry Smith     if (a == 0.0) {
6275e76c431SBarry Smith       lambdatemp = -initslope/(2.0*b);
6285e76c431SBarry Smith     } else {
6295e76c431SBarry Smith       lambdatemp = (-b + sqrt(d))/(3.0*a);
6305e76c431SBarry Smith     }
6315e76c431SBarry Smith     lambdaprev = lambda;
6325e76c431SBarry Smith     gnormprev  = *gnorm;
633329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
634329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
6355e76c431SBarry Smith     else                         lambda     = lambdatemp;
636e68848bdSBarry Smith     ierr  = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
63743e71028SBarry Smith     if (snes->nfuncs >= snes->max_funcs) {
638ae15b995SBarry Smith       ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
639ae15b995SBarry 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);
640ed98166eSMatthew Knepley       *flag = PETSC_FALSE;
64143e71028SBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
642ed98166eSMatthew Knepley       break;
643ed98166eSMatthew Knepley     }
644f5b6597dSBarry Smith     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
6454936397dSBarry Smith     if (snes->domainerror) {
6464936397dSBarry Smith       ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6474936397dSBarry Smith       PetscFunctionReturn(0);
64819717074SBarry Smith     }
649cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
65062cbcd01SMatthew G Knepley     if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
651e106eecfSBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*neP->alpha*initslope) { /* is reduction enough? */
65294298653SBarry Smith       if (neP->monitor) {
653d9822059SBarry Smith 	ierr = PetscPrintf(comm,"    Line search: Cubically determined step, current gnorm %G lambda=%18.16e\n",*gnorm,(double)lambda);CHKERRQ(ierr);
65494298653SBarry Smith       }
65543e71028SBarry Smith       break;
6562b022350SLois Curfman McInnes     } else {
65794298653SBarry Smith       if (neP->monitor) {
658d9822059SBarry Smith         ierr = PetscPrintf(comm,"    Line search: Cubic step no good, shrinking lambda, current gnorm %G lambda=%18.16e\n",*gnorm,(double)lambda);CHKERRQ(ierr);
65994298653SBarry Smith       }
6605e76c431SBarry Smith     }
6615e76c431SBarry Smith     count++;
6625e76c431SBarry Smith   }
663ad922ac9SBarry Smith   theend1:
6648f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
6653c632250SBarry Smith   if (neP->postcheckstep && *flag) {
6663c632250SBarry Smith     ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
6673c632250SBarry Smith     if (changed_y) {
66879f36460SBarry Smith       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
6693c632250SBarry Smith     }
6703c632250SBarry Smith     if (changed_y || changed_w) { /* recompute the function if the step has changed */
671f5b6597dSBarry Smith       ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
6724936397dSBarry Smith       if (snes->domainerror) {
6734936397dSBarry Smith         ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6744936397dSBarry Smith         PetscFunctionReturn(0);
67519717074SBarry Smith       }
6768f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
67762cbcd01SMatthew G Knepley       if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
678a9f58f88SMatthew Knepley       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
6798f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
680a9f58f88SMatthew Knepley       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
6818f99978dSLois Curfman McInnes     }
6828f99978dSLois Curfman McInnes   }
683d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6843a40ed3dSBarry Smith   PetscFunctionReturn(0);
6855e76c431SBarry Smith }
68604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
6874a2ae208SSatish Balay #undef __FUNCT__
68817bae607SBarry Smith #define __FUNCT__ "SNESLineSearchQuadratic"
6894b828684SBarry Smith /*@C
69017bae607SBarry Smith    SNESLineSearchQuadratic - Performs a quadratic line search.
6915e76c431SBarry Smith 
692c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
693c7afd0dbSLois Curfman McInnes 
6945e42470aSBarry Smith    Input Parameters:
695c7afd0dbSLois Curfman McInnes +  snes - the SNES context
696af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
6975e42470aSBarry Smith .  x - current iterate
6985e42470aSBarry Smith .  f - residual evaluated at x
6993c632250SBarry Smith .  y - search direction
7005e42470aSBarry Smith .  w - work vector
701dc357ad2SBarry Smith .  fnorm - 2-norm of f
702dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
7035e42470aSBarry Smith 
704c4a48953SLois Curfman McInnes    Output Parameters:
7057f3332b4SBarry Smith +  g - residual evaluated at new iterate w
706e106eecfSBarry Smith .  w - new iterate (x + lambda*y)
7075e42470aSBarry Smith .  gnorm - 2-norm of g
7085e42470aSBarry Smith .  ynorm - 2-norm of search length
709a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
710fee21e36SBarry Smith 
711ce9499c7SBarry Smith    Options Database Keys:
712ce9499c7SBarry Smith +  -snes_ls quadratic - Activates SNESLineSearchQuadratic()
713ce9499c7SBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
714e106eecfSBarry 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)
715e106eecfSBarry Smith -   -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda/ max_i ( y[i]/x[i] )
716e106eecfSBarry Smith 
7175e42470aSBarry Smith    Notes:
71817bae607SBarry Smith    Use SNESLineSearchSet() to set this routine within the SNESLS method.
7195e42470aSBarry Smith 
72036851e7fSLois Curfman McInnes    Level: advanced
72136851e7fSLois Curfman McInnes 
722f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search
723f59ffdedSLois Curfman McInnes 
72417bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
7255e42470aSBarry Smith @*/
7267087cfbeSBarry 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)
7275e76c431SBarry Smith {
728406556e6SLois Curfman McInnes   /*
729406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
730406556e6SLois Curfman McInnes      minimization problem:
731406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
732406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2.
733406556e6SLois Curfman McInnes    */
734e106eecfSBarry Smith   PetscReal      initslope,minlambda,lambda,lambdatemp,rellength;
735aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
736f5b6597dSBarry Smith   PetscScalar    cinitslope;
7376b5873e3SBarry Smith #endif
738dfbe8321SBarry Smith   PetscErrorCode ierr;
739a7cc72afSBarry Smith   PetscInt       count;
7404b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
741ace3abfcSBarry Smith   PetscBool      changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
7425e76c431SBarry Smith 
7433a40ed3dSBarry Smith   PetscFunctionBegin;
744d5ba7fb7SMatthew Knepley   ierr    = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
745a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
7465e76c431SBarry Smith 
7473505fcc1SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
74863b9fa5eSBarry Smith   if (*ynorm == 0.0) {
74994298653SBarry Smith     if (neP->monitor) {
75094298653SBarry Smith       ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"Line search: Direction and size is 0\n");CHKERRQ(ierr);
75194298653SBarry Smith     }
752b37302c6SLois Curfman McInnes     *gnorm = fnorm;
753e68848bdSBarry Smith     ierr   = VecCopy(x,w);CHKERRQ(ierr);
754b37302c6SLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
755a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
756ad922ac9SBarry Smith     goto theend2;
75794a9d846SBarry Smith   }
758e106eecfSBarry Smith   if (*ynorm > neP->maxstep) {	/* Step too big, so scale back */
759e106eecfSBarry Smith     ierr   = VecScale(y,neP->maxstep/(*ynorm));CHKERRQ(ierr);
760e106eecfSBarry Smith     *ynorm = neP->maxstep;
7615e76c431SBarry Smith   }
762ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
763e106eecfSBarry Smith   minlambda = neP->minlambda/rellength;
764a703fe33SLois Curfman McInnes   ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
765aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
766a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
767329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
7685e42470aSBarry Smith #else
769a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&initslope);CHKERRQ(ierr);
7705e42470aSBarry Smith #endif
7715e42470aSBarry Smith   if (initslope > 0.0)  initslope = -initslope;
7725e42470aSBarry Smith   if (initslope == 0.0) initslope = -1.0;
773f8833479SBarry Smith   ierr = PetscInfo1(snes,"Initslope %G \n",initslope);CHKERRQ(ierr);
7745e42470aSBarry Smith 
775e68848bdSBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
77643e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
777ae15b995SBarry Smith     ierr  = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
77843e71028SBarry Smith     *flag = PETSC_FALSE;
77943e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
78043e71028SBarry Smith     goto theend2;
78143e71028SBarry Smith   }
7824936397dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
7834936397dSBarry Smith   if (snes->domainerror) {
7844936397dSBarry Smith     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
7854936397dSBarry Smith     PetscFunctionReturn(0);
78619717074SBarry Smith   }
787cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
78862cbcd01SMatthew G Knepley   if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
789e106eecfSBarry Smith   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + neP->alpha*initslope) { /* Sufficient reduction */
79094298653SBarry Smith     if (neP->monitor) {
79194298653SBarry Smith       ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line Search: Using full step\n");CHKERRQ(ierr);
79294298653SBarry Smith     }
793ad922ac9SBarry Smith     goto theend2;
7945e42470aSBarry Smith   }
7955e42470aSBarry Smith 
7965e42470aSBarry Smith   /* Fit points with quadratic */
797313b5538SBarry Smith   lambda = 1.0;
7985e42470aSBarry Smith   count = 1;
7995ca10a37SBarry Smith   while (PETSC_TRUE) {
8005e42470aSBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
80194298653SBarry Smith       if (neP->monitor) {
80294298653SBarry Smith         ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"Line search: Unable to find good step length! %D \n",count);CHKERRQ(ierr);
80394298653SBarry Smith         ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"Line search: fnorm=%G, gnorm=%G, ynorm=%G, lambda=%G, initial slope=%G\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
80494298653SBarry Smith       }
805e68848bdSBarry Smith       ierr = VecCopy(x,w);CHKERRQ(ierr);
80643e71028SBarry Smith       *flag = PETSC_FALSE;
80743e71028SBarry Smith       break;
8085e42470aSBarry Smith     }
809a703fe33SLois Curfman McInnes     lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
810329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
811329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
812329f5518SBarry Smith     else                         lambda     = lambdatemp;
813275d25c3SBarry Smith 
814e68848bdSBarry Smith     ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
81543e71028SBarry Smith     if (snes->nfuncs >= snes->max_funcs) {
816ae15b995SBarry Smith       ierr  = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
817d9822059SBarry 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);
818ed98166eSMatthew Knepley       *flag = PETSC_FALSE;
81943e71028SBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
820ed98166eSMatthew Knepley       break;
821ed98166eSMatthew Knepley     }
822f5b6597dSBarry Smith     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
8234936397dSBarry Smith     if (snes->domainerror) {
8244936397dSBarry Smith       ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
8254936397dSBarry Smith       PetscFunctionReturn(0);
82619717074SBarry Smith     }
827cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
82862cbcd01SMatthew G Knepley     if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
829e106eecfSBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*neP->alpha*initslope) { /* sufficient reduction */
83094298653SBarry Smith       if (neP->monitor) {
83194298653SBarry Smith         ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line Search: Quadratically determined step, lambda=%G\n",lambda);CHKERRQ(ierr);
83294298653SBarry Smith       }
83306259719SBarry Smith       break;
8345e42470aSBarry Smith     }
8355e42470aSBarry Smith     count++;
8365e42470aSBarry Smith   }
837ad922ac9SBarry Smith   theend2:
8388f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
8393c632250SBarry Smith   if (neP->postcheckstep) {
8403c632250SBarry Smith     ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
8413c632250SBarry Smith     if (changed_y) {
84279f36460SBarry Smith       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
8433c632250SBarry Smith     }
8443c632250SBarry Smith     if (changed_y || changed_w) { /* recompute the function if the step has changed */
8453c632250SBarry Smith       ierr = SNESComputeFunction(snes,w,g);
8464936397dSBarry Smith       if (snes->domainerror) {
8474936397dSBarry Smith         ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
8484936397dSBarry Smith         PetscFunctionReturn(0);
84919717074SBarry Smith       }
8508f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
851a9f58f88SMatthew Knepley       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
8528f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
853a9f58f88SMatthew Knepley       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
85462cbcd01SMatthew G Knepley       if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
8558f99978dSLois Curfman McInnes     }
8568f99978dSLois Curfman McInnes   }
857d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
8583a40ed3dSBarry Smith   PetscFunctionReturn(0);
8595e76c431SBarry Smith }
8602343ba6eSBarry Smith 
86104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
8624a2ae208SSatish Balay #undef __FUNCT__
86317bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet"
864c9e6a524SLois Curfman McInnes /*@C
86517bae607SBarry Smith    SNESLineSearchSet - Sets the line search routine to be used
8664b27c08aSLois Curfman McInnes    by the method SNESLS.
8675e76c431SBarry Smith 
8685e76c431SBarry Smith    Input Parameters:
869c7afd0dbSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
870af2d14d2SLois Curfman McInnes .  lsctx - optional user-defined context for use by line search
871c7afd0dbSLois Curfman McInnes -  func - pointer to int function
8725e76c431SBarry Smith 
8733f9fe445SBarry Smith    Logically Collective on SNES
874fee21e36SBarry Smith 
875c4a48953SLois Curfman McInnes    Available Routines:
87617bae607SBarry Smith +  SNESLineSearchCubic() - default line search
87717bae607SBarry Smith .  SNESLineSearchQuadratic() - quadratic line search
87817bae607SBarry Smith .  SNESLineSearchNo() - the full Newton step (actually not a line search)
87917bae607SBarry Smith -  SNESLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel)
8805e76c431SBarry Smith 
881c4a48953SLois Curfman McInnes     Options Database Keys:
8824b27c08aSLois Curfman McInnes +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
8834b27c08aSLois Curfman McInnes .   -snes_ls_alpha <alpha> - Sets alpha
884e106eecfSBarry 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)
885e106eecfSBarry Smith -   -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use  minlambda / max_i ( y[i]/x[i] )
886c4a48953SLois Curfman McInnes 
8875e76c431SBarry Smith    Calling sequence of func:
888bd208895SLois Curfman McInnes .vb
889ace3abfcSBarry 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)
890bd208895SLois Curfman McInnes .ve
8915e76c431SBarry Smith 
8925e76c431SBarry Smith     Input parameters for func:
893c7afd0dbSLois Curfman McInnes +   snes - nonlinear context
894af2d14d2SLois Curfman McInnes .   lsctx - optional user-defined context for line search
8955e76c431SBarry Smith .   x - current iterate
8965e76c431SBarry Smith .   f - residual evaluated at x
8973c632250SBarry Smith .   y - search direction
898c7afd0dbSLois Curfman McInnes -   fnorm - 2-norm of f
8995e76c431SBarry Smith 
9005e76c431SBarry Smith     Output parameters for func:
901c7afd0dbSLois Curfman McInnes +   g - residual evaluated at new iterate y
9023c632250SBarry Smith .   w - new iterate
9035e76c431SBarry Smith .   gnorm - 2-norm of g
9045e76c431SBarry Smith .   ynorm - 2-norm of search length
905a7cc72afSBarry Smith -   flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure.
906f59ffdedSLois Curfman McInnes 
90736851e7fSLois Curfman McInnes     Level: advanced
90836851e7fSLois Curfman McInnes 
909f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine
910f59ffdedSLois Curfman McInnes 
91117bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchNoNorms(),
91217bae607SBarry Smith           SNESLineSearchSetPostCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams(), SNESLineSearchSetPreCheck()
9135e76c431SBarry Smith @*/
9147087cfbeSBarry Smith PetscErrorCode  SNESLineSearchSet(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *),void *lsctx)
9155e76c431SBarry Smith {
9164ac538c5SBarry Smith   PetscErrorCode ierr;
91782bf6240SBarry Smith 
9183a40ed3dSBarry Smith   PetscFunctionBegin;
9194ac538c5SBarry 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);
9203a40ed3dSBarry Smith   PetscFunctionReturn(0);
9215e76c431SBarry Smith }
9228e019c35SBarry Smith 
923ace3abfcSBarry 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*/
92404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
925fb2e594dSBarry Smith EXTERN_C_BEGIN
9264a2ae208SSatish Balay #undef __FUNCT__
92717bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet_LS"
9287087cfbeSBarry Smith PetscErrorCode  SNESLineSearchSet_LS(SNES snes,FCN2 func,void *lsctx)
92982bf6240SBarry Smith {
93082bf6240SBarry Smith   PetscFunctionBegin;
9314b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->LineSearch = func;
9324b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->lsP        = lsctx;
93382bf6240SBarry Smith   PetscFunctionReturn(0);
93482bf6240SBarry Smith }
935fb2e594dSBarry Smith EXTERN_C_END
93604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
9374a2ae208SSatish Balay #undef __FUNCT__
9383c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck"
939c8dd0c0dSLois Curfman McInnes /*@C
9403c632250SBarry Smith    SNESLineSearchSetPostCheck - Sets a routine to check the validity of new iterate computed
9414b27c08aSLois Curfman McInnes    by the line search routine in the Newton-based method SNESLS.
942c8dd0c0dSLois Curfman McInnes 
943c8dd0c0dSLois Curfman McInnes    Input Parameters:
944c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
9453c632250SBarry Smith .  func - pointer to function
946c8dd0c0dSLois Curfman McInnes -  checkctx - optional user-defined context for use by step checking routine
947c8dd0c0dSLois Curfman McInnes 
9483f9fe445SBarry Smith    Logically Collective on SNES
949c8dd0c0dSLois Curfman McInnes 
950c8dd0c0dSLois Curfman McInnes    Calling sequence of func:
951c8dd0c0dSLois Curfman McInnes .vb
952ace3abfcSBarry Smith    int func (SNES snes, Vec x,Vec y,Vec w,void *checkctx, PetscBool  *changed_y,PetscBool  *changed_w)
953c8dd0c0dSLois Curfman McInnes .ve
954b1ae27eaSLois Curfman McInnes    where func returns an error code of 0 on success and a nonzero
955b1ae27eaSLois Curfman McInnes    on failure.
956c8dd0c0dSLois Curfman McInnes 
957c8dd0c0dSLois Curfman McInnes    Input parameters for func:
958c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context
959c8dd0c0dSLois Curfman McInnes .  checkctx - optional user-defined context for use by step checking routine
9603c632250SBarry Smith .  x - previous iterate
9613c632250SBarry Smith .  y - new search direction and length
9623c632250SBarry Smith -  w - current candidate iterate
963c8dd0c0dSLois Curfman McInnes 
964c8dd0c0dSLois Curfman McInnes    Output parameters for func:
9653c632250SBarry Smith +  y - search direction (possibly changed)
9663c632250SBarry Smith .  w - current iterate (possibly modified)
9673c632250SBarry Smith .  changed_y - indicates search direction was changed by this routine
9683c632250SBarry Smith -  changed_w - indicates current iterate was changed by this routine
969c8dd0c0dSLois Curfman McInnes 
970c8dd0c0dSLois Curfman McInnes    Level: advanced
971c8dd0c0dSLois Curfman McInnes 
9729e247f21SBarry Smith    Notes: All line searches accept the new iterate computed by the line search checking routine.
9739e247f21SBarry Smith 
9743c632250SBarry Smith    Only one of changed_y and changed_w can  be PETSC_TRUE
9753c632250SBarry Smith 
9763c632250SBarry Smith    On input w = x + y
9773c632250SBarry Smith 
97817bae607SBarry Smith    SNESLineSearchNo() and SNESLineSearchNoNorms() (1) compute a candidate iterate u_{i+1}, (2) pass control
979b1ae27eaSLois Curfman McInnes    to the checking routine, and then (3) compute the corresponding nonlinear
980ea56f5baSLois Curfman McInnes    function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}.
9818f99978dSLois Curfman McInnes 
98217bae607SBarry Smith    SNESLineSearchQuadratic() and SNESLineSearchCubic() (1) compute a candidate iterate u_{i+1} as well as a
983ea56f5baSLois Curfman McInnes    candidate nonlinear function f(u_{i+1}), (2) pass control to the checking
984ea56f5baSLois Curfman McInnes    routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes
985ea56f5baSLois Curfman McInnes    were made to the candidate iterate in the checking routine (as indicated
9869e247f21SBarry Smith    by flag=PETSC_TRUE).  The overhead of this extra function re-evaluation can be
987b1ae27eaSLois Curfman McInnes    very costly, so use this feature with caution!
9888f99978dSLois Curfman McInnes 
989c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine
990c8dd0c0dSLois Curfman McInnes 
99117bae607SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPreCheck()
992c8dd0c0dSLois Curfman McInnes @*/
9937087cfbeSBarry Smith PetscErrorCode  SNESLineSearchSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,void*,PetscBool *,PetscBool *),void *checkctx)
994c8dd0c0dSLois Curfman McInnes {
9954ac538c5SBarry Smith   PetscErrorCode ierr;
996c8dd0c0dSLois Curfman McInnes 
997c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
9984ac538c5SBarry Smith   ierr = PetscTryMethod(snes,"SNESLineSearchSetPostCheck_C",(SNES,PetscErrorCode (*)(SNES,Vec,Vec,Vec,void*,PetscBool *,PetscBool *),void*),(snes,func,checkctx));CHKERRQ(ierr);
999c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
1000c8dd0c0dSLois Curfman McInnes }
100194298653SBarry Smith 
10029c3ca13aSBarry Smith #undef __FUNCT__
10039c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck"
10049c3ca13aSBarry Smith /*@C
10059c3ca13aSBarry Smith    SNESLineSearchSetPreCheck - Sets a routine to check the validity of a new direction given by the linear solve
10067e4bb74cSBarry Smith          before the line search is called.
10079c3ca13aSBarry Smith 
10089c3ca13aSBarry Smith    Input Parameters:
10099c3ca13aSBarry Smith +  snes - nonlinear context obtained from SNESCreate()
10109c3ca13aSBarry Smith .  func - pointer to function
10119c3ca13aSBarry Smith -  checkctx - optional user-defined context for use by step checking routine
10129c3ca13aSBarry Smith 
10133f9fe445SBarry Smith    Logically Collective on SNES
10149c3ca13aSBarry Smith 
10159c3ca13aSBarry Smith    Calling sequence of func:
10169c3ca13aSBarry Smith .vb
1017ace3abfcSBarry Smith    int func (SNES snes, Vec x,Vec y,void *checkctx, PetscBool  *changed_y)
10189c3ca13aSBarry Smith .ve
10199c3ca13aSBarry Smith    where func returns an error code of 0 on success and a nonzero
10209c3ca13aSBarry Smith    on failure.
10219c3ca13aSBarry Smith 
10229c3ca13aSBarry Smith    Input parameters for func:
10239c3ca13aSBarry Smith +  snes - nonlinear context
10249c3ca13aSBarry Smith .  checkctx - optional user-defined context for use by step checking routine
10259c3ca13aSBarry Smith .  x - previous iterate
10269c3ca13aSBarry Smith -  y - new search direction and length
10279c3ca13aSBarry Smith 
10289c3ca13aSBarry Smith    Output parameters for func:
10299c3ca13aSBarry Smith +  y - search direction (possibly changed)
10309c3ca13aSBarry Smith -  changed_y - indicates search direction was changed by this routine
10319c3ca13aSBarry Smith 
10329c3ca13aSBarry Smith    Level: advanced
10339c3ca13aSBarry Smith 
10349c3ca13aSBarry Smith    Notes: All line searches accept the new iterate computed by the line search checking routine.
10359c3ca13aSBarry Smith 
10369c3ca13aSBarry Smith .keywords: SNES, nonlinear, set, line search check, step check, routine
10379c3ca13aSBarry Smith 
10387e4bb74cSBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck(), SNESSetUpdate()
10399c3ca13aSBarry Smith @*/
10407087cfbeSBarry Smith PetscErrorCode  SNESLineSearchSetPreCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,void*,PetscBool *),void *checkctx)
10419c3ca13aSBarry Smith {
10424ac538c5SBarry Smith   PetscErrorCode ierr;
10439c3ca13aSBarry Smith 
10449c3ca13aSBarry Smith   PetscFunctionBegin;
10454ac538c5SBarry Smith   ierr = PetscTryMethod(snes,"SNESLineSearchSetPreCheck_C",(SNES,PetscErrorCode (*)(SNES,Vec,Vec,void*,PetscBool *),void*),(snes,func,checkctx));CHKERRQ(ierr);
10469c3ca13aSBarry Smith   PetscFunctionReturn(0);
10479c3ca13aSBarry Smith }
10489c3ca13aSBarry Smith 
104994298653SBarry Smith #undef __FUNCT__
105094298653SBarry Smith #define __FUNCT__ "SNESLineSearchSetMonitor"
105194298653SBarry Smith /*@C
105294298653SBarry Smith    SNESLineSearchSetMonitor - Prints information about the progress or lack of progress of the line search
105394298653SBarry Smith 
105494298653SBarry Smith    Input Parameters:
105594298653SBarry Smith +  snes - nonlinear context obtained from SNESCreate()
105694298653SBarry Smith -  flg - PETSC_TRUE to monitor the line search
105794298653SBarry Smith 
10583f9fe445SBarry Smith    Logically Collective on SNES
105994298653SBarry Smith 
106094298653SBarry Smith    Options Database:
106194298653SBarry Smith .   -snes_ls_monitor
106294298653SBarry Smith 
106394298653SBarry Smith    Level: intermediate
106494298653SBarry Smith 
106594298653SBarry Smith 
106694298653SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck(), SNESSetUpdate()
106794298653SBarry Smith @*/
10687087cfbeSBarry Smith PetscErrorCode  SNESLineSearchSetMonitor(SNES snes,PetscBool  flg)
106994298653SBarry Smith {
10704ac538c5SBarry Smith   PetscErrorCode ierr;
107194298653SBarry Smith 
107294298653SBarry Smith   PetscFunctionBegin;
10734ac538c5SBarry Smith   ierr = PetscTryMethod(snes,"SNESLineSearchSetMonitor_C",(SNES,PetscBool),(snes,flg));CHKERRQ(ierr);
107494298653SBarry Smith   PetscFunctionReturn(0);
107594298653SBarry Smith }
107694298653SBarry Smith 
1077c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */
1078ace3abfcSBarry Smith typedef PetscErrorCode (*FCN1)(SNES,Vec,Vec,Vec,void*,PetscBool *,PetscBool *); /* force argument to next function to not be extern C*/
1079ace3abfcSBarry Smith typedef PetscErrorCode (*FCN3)(SNES,Vec,Vec,void*,PetscBool *);                 /* force argument to next function to not be extern C*/
1080c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN
10814a2ae208SSatish Balay #undef __FUNCT__
10823c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck_LS"
10837087cfbeSBarry Smith PetscErrorCode  SNESLineSearchSetPostCheck_LS(SNES snes,FCN1 func,void *checkctx)
1084c8dd0c0dSLois Curfman McInnes {
1085c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
10863c632250SBarry Smith   ((SNES_LS *)(snes->data))->postcheckstep = func;
10873c632250SBarry Smith   ((SNES_LS *)(snes->data))->postcheck     = checkctx;
1088c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
1089c8dd0c0dSLois Curfman McInnes }
1090c8dd0c0dSLois Curfman McInnes EXTERN_C_END
10919c3ca13aSBarry Smith 
10929c3ca13aSBarry Smith EXTERN_C_BEGIN
10939c3ca13aSBarry Smith #undef __FUNCT__
10949c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck_LS"
10957087cfbeSBarry Smith PetscErrorCode  SNESLineSearchSetPreCheck_LS(SNES snes,FCN3 func,void *checkctx)
10969c3ca13aSBarry Smith {
10979c3ca13aSBarry Smith   PetscFunctionBegin;
10989c3ca13aSBarry Smith   ((SNES_LS *)(snes->data))->precheckstep = func;
10999c3ca13aSBarry Smith   ((SNES_LS *)(snes->data))->precheck     = checkctx;
11009c3ca13aSBarry Smith   PetscFunctionReturn(0);
11019c3ca13aSBarry Smith }
11029c3ca13aSBarry Smith EXTERN_C_END
1103329e7e40SMatthew Knepley 
110494298653SBarry Smith EXTERN_C_BEGIN
110594298653SBarry Smith #undef __FUNCT__
110694298653SBarry Smith #define __FUNCT__ "SNESLineSearchSetMonitor_LS"
11077087cfbeSBarry Smith PetscErrorCode  SNESLineSearchSetMonitor_LS(SNES snes,PetscBool  flg)
110894298653SBarry Smith {
110994298653SBarry Smith   SNES_LS        *ls = (SNES_LS*)snes->data;
111094298653SBarry Smith   PetscErrorCode ierr;
111194298653SBarry Smith 
111294298653SBarry Smith   PetscFunctionBegin;
111394298653SBarry Smith   if (flg && !ls->monitor) {
111494298653SBarry Smith     ierr = PetscViewerASCIIMonitorCreate(((PetscObject)snes)->comm,"stdout",((PetscObject)snes)->tablevel,&ls->monitor);CHKERRQ(ierr);
111594298653SBarry Smith   } else if (!flg && ls->monitor) {
111694298653SBarry Smith     ierr = PetscViewerASCIIMonitorDestroy(ls->monitor);CHKERRQ(ierr);
111794298653SBarry Smith   }
111894298653SBarry Smith   PetscFunctionReturn(0);
111994298653SBarry Smith }
112094298653SBarry Smith EXTERN_C_END
112194298653SBarry Smith 
1122329e7e40SMatthew Knepley /*
11234b27c08aSLois Curfman McInnes    SNESView_LS - Prints info from the SNESLS data structure.
112404d965bbSLois Curfman McInnes 
112504d965bbSLois Curfman McInnes    Input Parameters:
112604d965bbSLois Curfman McInnes .  SNES - the SNES context
112704d965bbSLois Curfman McInnes .  viewer - visualization context
112804d965bbSLois Curfman McInnes 
112904d965bbSLois Curfman McInnes    Application Interface Routine: SNESView()
113004d965bbSLois Curfman McInnes */
11314a2ae208SSatish Balay #undef __FUNCT__
11324b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS"
11336849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer)
1134a935fc98SLois Curfman McInnes {
11354b27c08aSLois Curfman McInnes   SNES_LS        *ls = (SNES_LS *)snes->data;
11362fc52814SBarry Smith   const char     *cstr;
1137dfbe8321SBarry Smith   PetscErrorCode ierr;
1138ace3abfcSBarry Smith   PetscBool      iascii;
1139a935fc98SLois Curfman McInnes 
11403a40ed3dSBarry Smith   PetscFunctionBegin;
11412692d6eeSBarry Smith   ierr = PetscTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
114232077d6dSBarry Smith   if (iascii) {
114317bae607SBarry Smith     if (ls->LineSearch == SNESLineSearchNo)             cstr = "SNESLineSearchNo";
114417bae607SBarry Smith     else if (ls->LineSearch == SNESLineSearchQuadratic) cstr = "SNESLineSearchQuadratic";
114517bae607SBarry Smith     else if (ls->LineSearch == SNESLineSearchCubic)     cstr = "SNESLineSearchCubic";
114619bcc07fSBarry Smith     else                                                cstr = "unknown";
1147b0a32e0cSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  line search variant: %s\n",cstr);CHKERRQ(ierr);
1148e106eecfSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  alpha=%G, maxstep=%G, minlambda=%G\n",ls->alpha,ls->maxstep,ls->minlambda);CHKERRQ(ierr);
11495cd90555SBarry Smith   } else {
1150e32f2f54SBarry Smith     SETERRQ1(PETSC_COMM_SELF,PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name);
115119bcc07fSBarry Smith   }
11523a40ed3dSBarry Smith   PetscFunctionReturn(0);
1153a935fc98SLois Curfman McInnes }
115404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
115504d965bbSLois Curfman McInnes /*
11564b27c08aSLois Curfman McInnes    SNESSetFromOptions_LS - Sets various parameters for the SNESLS method.
115704d965bbSLois Curfman McInnes 
115804d965bbSLois Curfman McInnes    Input Parameter:
115904d965bbSLois Curfman McInnes .  snes - the SNES context
116004d965bbSLois Curfman McInnes 
116104d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetFromOptions()
116204d965bbSLois Curfman McInnes */
11634a2ae208SSatish Balay #undef __FUNCT__
11644b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS"
11656849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes)
11665e42470aSBarry Smith {
11674b27c08aSLois Curfman McInnes   SNES_LS        *ls = (SNES_LS *)snes->data;
1168e5999256SBarry Smith   const char     *lses[] = {"basic","basicnonorms","quadratic","cubic"};
1169dfbe8321SBarry Smith   PetscErrorCode ierr;
1170a7cc72afSBarry Smith   PetscInt       indx;
1171ace3abfcSBarry Smith   PetscBool      flg,set;
11725e42470aSBarry Smith 
11733a40ed3dSBarry Smith   PetscFunctionBegin;
1174b0a32e0cSBarry Smith   ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr);
11754b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr);
11764b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr);
1177e106eecfSBarry Smith     ierr = PetscOptionsReal("-snes_ls_minlambda","Minimum lambda allowed","None",ls->minlambda,&ls->minlambda,0);CHKERRQ(ierr);
1178acfcf0e5SJed Brown     ierr = PetscOptionsBool("-snes_ls_monitor","Print progress of line searches","SNESLineSearchSetMonitor",ls->monitor ? PETSC_TRUE : PETSC_FALSE,&flg,&set);CHKERRQ(ierr);
117994298653SBarry Smith     if (set) {ierr = SNESLineSearchSetMonitor(snes,flg);CHKERRQ(ierr);}
1180186905e3SBarry Smith 
118117bae607SBarry Smith     ierr = PetscOptionsEList("-snes_ls","Line search used","SNESLineSearchSet",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr);
118225cdf11fSBarry Smith     if (flg) {
118322e36657SBarry Smith       switch (indx) {
1184b49fd9e1SBarry Smith       case 0:
118517bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchNo,PETSC_NULL);CHKERRQ(ierr);
1186b49fd9e1SBarry Smith         break;
1187b49fd9e1SBarry Smith       case 1:
118817bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr);
1189b49fd9e1SBarry Smith         break;
1190b49fd9e1SBarry Smith       case 2:
119117bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchQuadratic,PETSC_NULL);CHKERRQ(ierr);
1192b49fd9e1SBarry Smith         break;
1193b49fd9e1SBarry Smith       case 3:
119417bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchCubic,PETSC_NULL);CHKERRQ(ierr);
1195b49fd9e1SBarry Smith         break;
11965e42470aSBarry Smith       }
11975e42470aSBarry Smith     }
1198b0a32e0cSBarry Smith   ierr = PetscOptionsTail();CHKERRQ(ierr);
11993a40ed3dSBarry Smith   PetscFunctionReturn(0);
12005e42470aSBarry Smith }
12014827ddcaSBarry Smith 
12024827ddcaSBarry Smith EXTERN_C_BEGIN
12034827ddcaSBarry Smith extern PetscErrorCode  SNESLineSearchSetParams_LS(SNES,PetscReal,PetscReal,PetscReal);
12044827ddcaSBarry Smith EXTERN_C_END
12054827ddcaSBarry Smith 
120604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
1207ebe3b25bSBarry Smith /*MC
1208ebe3b25bSBarry Smith       SNESLS - Newton based nonlinear solver that uses a line search
120904d965bbSLois Curfman McInnes 
1210ebe3b25bSBarry Smith    Options Database:
1211ebe3b25bSBarry Smith +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
1212ebe3b25bSBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
1213e106eecfSBarry 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)
1214acbee50cSBarry Smith .   -snes_ls_minlambda <minlambda>  - Sets the minimum lambda the line search will use  minlambda / max_i ( y[i]/x[i] )
1215acbee50cSBarry Smith -   -snes_ls_monitor - print information about progress of line searches
1216acbee50cSBarry Smith 
121704d965bbSLois Curfman McInnes 
1218ebe3b25bSBarry Smith     Notes: This is the default nonlinear solver in SNES
121904d965bbSLois Curfman McInnes 
1220ee3001cbSBarry Smith    Level: beginner
1221ee3001cbSBarry Smith 
122217bae607SBarry Smith .seealso:  SNESCreate(), SNES, SNESSetType(), SNESTR, SNESLineSearchSet(),
122317bae607SBarry Smith            SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(),
1224b3dd4ab5SBarry Smith           SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams()
1225ebe3b25bSBarry Smith 
1226ebe3b25bSBarry Smith M*/
1227fb2e594dSBarry Smith EXTERN_C_BEGIN
12284a2ae208SSatish Balay #undef __FUNCT__
12294b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS"
12307087cfbeSBarry Smith PetscErrorCode  SNESCreate_LS(SNES snes)
12315e42470aSBarry Smith {
1232dfbe8321SBarry Smith   PetscErrorCode ierr;
12334b27c08aSLois Curfman McInnes   SNES_LS        *neP;
12345e42470aSBarry Smith 
12353a40ed3dSBarry Smith   PetscFunctionBegin;
1236e7788613SBarry Smith   snes->ops->setup	     = SNESSetUp_LS;
1237e7788613SBarry Smith   snes->ops->solve	     = SNESSolve_LS;
1238e7788613SBarry Smith   snes->ops->destroy	     = SNESDestroy_LS;
1239e7788613SBarry Smith   snes->ops->setfromoptions  = SNESSetFromOptions_LS;
1240e7788613SBarry Smith   snes->ops->view            = SNESView_LS;
12415e42470aSBarry Smith 
124238f2d2fdSLisandro Dalcin   ierr                  = PetscNewLog(snes,SNES_LS,&neP);CHKERRQ(ierr);
12435e42470aSBarry Smith   snes->data    	= (void*)neP;
12445e42470aSBarry Smith   neP->alpha		= 1.e-4;
12455e42470aSBarry Smith   neP->maxstep		= 1.e8;
1246e106eecfSBarry Smith   neP->minlambda        = 1.e-12;
124717bae607SBarry Smith   neP->LineSearch       = SNESLineSearchCubic;
1248c8dd0c0dSLois Curfman McInnes   neP->lsP              = PETSC_NULL;
12493c632250SBarry Smith   neP->postcheckstep    = PETSC_NULL;
12503c632250SBarry Smith   neP->postcheck        = PETSC_NULL;
12513c632250SBarry Smith   neP->precheckstep     = PETSC_NULL;
12523c632250SBarry Smith   neP->precheck         = PETSC_NULL;
125382bf6240SBarry Smith 
125494298653SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetMonitor_C","SNESLineSearchSetMonitor_LS",SNESLineSearchSetMonitor_LS);CHKERRQ(ierr);
12554827ddcaSBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetParams_C","SNESLineSearchSetParams_LS",SNESLineSearchSetParams_LS);CHKERRQ(ierr);
125694298653SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","SNESLineSearchSet_LS",SNESLineSearchSet_LS);CHKERRQ(ierr);
125794298653SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","SNESLineSearchSetPostCheck_LS",SNESLineSearchSetPostCheck_LS);CHKERRQ(ierr);
125894298653SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","SNESLineSearchSetPreCheck_LS",SNESLineSearchSetPreCheck_LS);CHKERRQ(ierr);
125982bf6240SBarry Smith 
12603a40ed3dSBarry Smith   PetscFunctionReturn(0);
12615e42470aSBarry Smith }
1262fb2e594dSBarry Smith EXTERN_C_END
126382bf6240SBarry Smith 
126482bf6240SBarry Smith 
126582bf6240SBarry Smith 
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