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 1266