1*63dd3a1aSKris Buschelman #define PETSCSNES_DLL 25e76c431SBarry Smith 370f55243SBarry Smith #include "src/snes/impls/ls/ls.h" 45e42470aSBarry Smith 58a5d9ee4SBarry Smith /* 68a5d9ee4SBarry Smith Checks if J^T F = 0 which implies we've found a local minimum of the function, 78a5d9ee4SBarry Smith but not a zero. In the case when one cannot compute J^T F we use the fact that 836669109SBarry Smith 0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More 936669109SBarry Smith for this trick. 108a5d9ee4SBarry Smith */ 114a2ae208SSatish Balay #undef __FUNCT__ 124a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckLocalMin_Private" 13dfbe8321SBarry Smith PetscErrorCode SNESLSCheckLocalMin_Private(Mat A,Vec F,Vec W,PetscReal fnorm,PetscTruth *ismin) 148a5d9ee4SBarry Smith { 158a5d9ee4SBarry Smith PetscReal a1; 16dfbe8321SBarry Smith PetscErrorCode ierr; 1736669109SBarry Smith PetscTruth hastranspose; 188a5d9ee4SBarry Smith 198a5d9ee4SBarry Smith PetscFunctionBegin; 208a5d9ee4SBarry Smith *ismin = PETSC_FALSE; 2136669109SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 2236669109SBarry Smith if (hastranspose) { 238a5d9ee4SBarry Smith /* Compute || J^T F|| */ 248a5d9ee4SBarry Smith ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr); 258a5d9ee4SBarry Smith ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr); 2663ba0a88SBarry Smith ierr = PetscLogInfo((0,"SNESSolve_LS: || J^T F|| %g near zero implies found a local minimum\n",a1/fnorm));CHKERRQ(ierr); 278a5d9ee4SBarry Smith if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE; 2836669109SBarry Smith } else { 2936669109SBarry Smith Vec work; 30ea709b57SSatish Balay PetscScalar result; 3136669109SBarry Smith PetscReal wnorm; 3236669109SBarry Smith 3336669109SBarry Smith ierr = VecSetRandom(PETSC_NULL,W);CHKERRQ(ierr); 3436669109SBarry Smith ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr); 3536669109SBarry Smith ierr = VecDuplicate(W,&work);CHKERRQ(ierr); 3636669109SBarry Smith ierr = MatMult(A,W,work);CHKERRQ(ierr); 3736669109SBarry Smith ierr = VecDot(F,work,&result);CHKERRQ(ierr); 3836669109SBarry Smith ierr = VecDestroy(work);CHKERRQ(ierr); 3936669109SBarry Smith a1 = PetscAbsScalar(result)/(fnorm*wnorm); 4063ba0a88SBarry Smith ierr = PetscLogInfo((0,"SNESSolve_LS: (F^T J random)/(|| F ||*||random|| %g near zero implies found a local minimum\n",a1));CHKERRQ(ierr); 4136669109SBarry Smith if (a1 < 1.e-4) *ismin = PETSC_TRUE; 4236669109SBarry Smith } 438a5d9ee4SBarry Smith PetscFunctionReturn(0); 448a5d9ee4SBarry Smith } 458a5d9ee4SBarry Smith 4674637425SBarry Smith /* 475ed2d596SBarry Smith Checks if J^T(F - J*X) = 0 4874637425SBarry Smith */ 494a2ae208SSatish Balay #undef __FUNCT__ 504a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckResidual_Private" 51dfbe8321SBarry Smith PetscErrorCode SNESLSCheckResidual_Private(Mat A,Vec F,Vec X,Vec W1,Vec W2) 5274637425SBarry Smith { 5374637425SBarry Smith PetscReal a1,a2; 54dfbe8321SBarry Smith PetscErrorCode ierr; 5574637425SBarry Smith PetscTruth hastranspose; 56ea709b57SSatish Balay PetscScalar mone = -1.0; 5774637425SBarry Smith 5874637425SBarry Smith PetscFunctionBegin; 5974637425SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 6074637425SBarry Smith if (hastranspose) { 6174637425SBarry Smith ierr = MatMult(A,X,W1);CHKERRQ(ierr); 6274637425SBarry Smith ierr = VecAXPY(&mone,F,W1);CHKERRQ(ierr); 6374637425SBarry Smith 6474637425SBarry Smith /* Compute || J^T W|| */ 6574637425SBarry Smith ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr); 6674637425SBarry Smith ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr); 6774637425SBarry Smith ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr); 689994e62eSSatish Balay if (a1 != 0) { 6963ba0a88SBarry Smith ierr = PetscLogInfo((0,"SNESSolve_LS: ||J^T(F-Ax)||/||F-AX|| %g near zero implies inconsistent rhs\n",a2/a1));CHKERRQ(ierr); 7085471664SBarry Smith } 7174637425SBarry Smith } 7274637425SBarry Smith PetscFunctionReturn(0); 7374637425SBarry Smith } 7474637425SBarry Smith 7504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------- 7604d965bbSLois Curfman McInnes 7704d965bbSLois Curfman McInnes This file implements a truncated Newton method with a line search, 7894b7f48cSBarry Smith for solving a system of nonlinear equations, using the KSP, Vec, 7904d965bbSLois Curfman McInnes and Mat interfaces for linear solvers, vectors, and matrices, 8004d965bbSLois Curfman McInnes respectively. 8104d965bbSLois Curfman McInnes 82fe6c6bacSLois Curfman McInnes The following basic routines are required for each nonlinear solver: 8304d965bbSLois Curfman McInnes SNESCreate_XXX() - Creates a nonlinear solver context 8404d965bbSLois Curfman McInnes SNESSetFromOptions_XXX() - Sets runtime options 85fe6c6bacSLois Curfman McInnes SNESSolve_XXX() - Solves the nonlinear system 8604d965bbSLois Curfman McInnes SNESDestroy_XXX() - Destroys the nonlinear solver context 8704d965bbSLois Curfman McInnes The suffix "_XXX" denotes a particular implementation, in this case 884b27c08aSLois Curfman McInnes we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving 894b27c08aSLois Curfman McInnes systems of nonlinear equations with a line search (LS) method. 9004d965bbSLois Curfman McInnes These routines are actually called via the common user interface 9104d965bbSLois Curfman McInnes routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and 9204d965bbSLois Curfman McInnes SNESDestroy(), so the application code interface remains identical 9304d965bbSLois Curfman McInnes for all nonlinear solvers. 9404d965bbSLois Curfman McInnes 9504d965bbSLois Curfman McInnes Another key routine is: 9604d965bbSLois Curfman McInnes SNESSetUp_XXX() - Prepares for the use of a nonlinear solver 9704d965bbSLois Curfman McInnes by setting data structures and options. The interface routine SNESSetUp() 9804d965bbSLois Curfman McInnes is not usually called directly by the user, but instead is called by 9904d965bbSLois Curfman McInnes SNESSolve() if necessary. 10004d965bbSLois Curfman McInnes 10104d965bbSLois Curfman McInnes Additional basic routines are: 10204d965bbSLois Curfman McInnes SNESView_XXX() - Prints details of runtime options that 10304d965bbSLois Curfman McInnes have actually been used. 10404d965bbSLois Curfman McInnes These are called by application codes via the interface routines 105186905e3SBarry Smith SNESView(). 10604d965bbSLois Curfman McInnes 10704d965bbSLois Curfman McInnes The various types of solvers (preconditioners, Krylov subspace methods, 10804d965bbSLois Curfman McInnes nonlinear solvers, timesteppers) are all organized similarly, so the 10904d965bbSLois Curfman McInnes above description applies to these categories also. 11004d965bbSLois Curfman McInnes 11104d965bbSLois Curfman McInnes -------------------------------------------------------------------- */ 1125e42470aSBarry Smith /* 1134b27c08aSLois Curfman McInnes SNESSolve_LS - Solves a nonlinear system with a truncated Newton 11404d965bbSLois Curfman McInnes method with a line search. 1155e76c431SBarry Smith 11604d965bbSLois Curfman McInnes Input Parameters: 11704d965bbSLois Curfman McInnes . snes - the SNES context 1185e76c431SBarry Smith 11904d965bbSLois Curfman McInnes Output Parameter: 120c2a78f1aSLois Curfman McInnes . outits - number of iterations until termination 12104d965bbSLois Curfman McInnes 12204d965bbSLois Curfman McInnes Application Interface Routine: SNESSolve() 1235e76c431SBarry Smith 1245e76c431SBarry Smith Notes: 1255e76c431SBarry Smith This implements essentially a truncated Newton method with a 1265e76c431SBarry Smith line search. By default a cubic backtracking line search 1275e76c431SBarry Smith is employed, as described in the text "Numerical Methods for 1285e76c431SBarry Smith Unconstrained Optimization and Nonlinear Equations" by Dennis 129393d2d9aSLois Curfman McInnes and Schnabel. 1305e76c431SBarry Smith */ 1314a2ae208SSatish Balay #undef __FUNCT__ 1324b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSolve_LS" 133dfbe8321SBarry Smith PetscErrorCode SNESSolve_LS(SNES snes) 1345e76c431SBarry Smith { 1354b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 1366849ba73SBarry Smith PetscErrorCode ierr; 137a7cc72afSBarry Smith PetscInt maxits,i,lits; 138a7cc72afSBarry Smith PetscTruth lssucceed; 139112a2221SBarry Smith MatStructure flg = DIFFERENT_NONZERO_PATTERN; 140329f5518SBarry Smith PetscReal fnorm,gnorm,xnorm,ynorm; 1415e42470aSBarry Smith Vec Y,X,F,G,W,TMP; 142c293cc10SBarry Smith KSP ksp; 1435e76c431SBarry Smith 1443a40ed3dSBarry Smith PetscFunctionBegin; 14594b7f48cSBarry Smith ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr); 146184914b5SBarry Smith snes->reason = SNES_CONVERGED_ITERATING; 147184914b5SBarry Smith 1485e42470aSBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 1495e42470aSBarry Smith X = snes->vec_sol; /* solution vector */ 15039e2f89bSBarry Smith F = snes->vec_func; /* residual vector */ 1515e42470aSBarry Smith Y = snes->work[0]; /* work vectors */ 1525e42470aSBarry Smith G = snes->work[1]; 1535e42470aSBarry Smith W = snes->work[2]; 1545e76c431SBarry Smith 1554c49b128SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1564c49b128SBarry Smith snes->iter = 0; 1574c49b128SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 1585334005bSBarry Smith ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); /* F(X) */ 159cddf8d76SBarry Smith ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- ||F|| */ 16043e71028SBarry Smith if (fnorm != fnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 1610f5bd95cSBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1625e42470aSBarry Smith snes->norm = fnorm; 1630f5bd95cSBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 16484c569c9SBarry Smith SNESLogConvHistory(snes,fnorm,0); 16594a424c1SBarry Smith SNESMonitor(snes,0,fnorm); 1665e76c431SBarry Smith 16770441072SBarry Smith if (fnorm < snes->abstol) {snes->reason = SNES_CONVERGED_FNORM_ABS; PetscFunctionReturn(0);} 16894a9d846SBarry Smith 169d034289bSBarry Smith /* set parameter for default relative tolerance convergence test */ 170d034289bSBarry Smith snes->ttol = fnorm*snes->rtol; 171d034289bSBarry Smith 1725e76c431SBarry Smith for (i=0; i<maxits; i++) { 1735e76c431SBarry Smith 174329e7e40SMatthew Knepley /* Call general purpose update function */ 175abc0a331SBarry Smith if (snes->update) { 176329e7e40SMatthew Knepley ierr = (*snes->update)(snes, snes->iter);CHKERRQ(ierr); 177de8cb200SMatthew Knepley } 178329e7e40SMatthew Knepley 179ea4d3ed3SLois Curfman McInnes /* Solve J Y = F, where J is Jacobian matrix */ 1805334005bSBarry Smith ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); 18194b7f48cSBarry Smith ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); 18223ce1328SBarry Smith ierr = KSPSolve(snes->ksp,F,Y);CHKERRQ(ierr); 183c293cc10SBarry Smith ierr = KSPGetIterationNumber(ksp,&lits);CHKERRQ(ierr); 18474637425SBarry Smith 185b0a32e0cSBarry Smith if (PetscLogPrintInfo){ 18674637425SBarry Smith ierr = SNESLSCheckResidual_Private(snes->jacobian,F,Y,G,W);CHKERRQ(ierr); 18785471664SBarry Smith } 18874637425SBarry Smith 18990cbd584SBarry Smith /* should check what happened to the linear solve? */ 1903505fcc1SBarry Smith snes->linear_its += lits; 19163ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESSolve_LS: iter=%D, linear solve iterations=%D\n",snes->iter,lits));CHKERRQ(ierr); 192ea4d3ed3SLois Curfman McInnes 193ea4d3ed3SLois Curfman McInnes /* Compute a (scaled) negative update in the line search routine: 194ea4d3ed3SLois Curfman McInnes Y <- X - lambda*Y 195ea4d3ed3SLois Curfman McInnes and evaluate G(Y) = function(Y)) 196ea4d3ed3SLois Curfman McInnes */ 19781b6cf68SLois Curfman McInnes ierr = VecCopy(Y,snes->vec_sol_update_always);CHKERRQ(ierr); 198a7cc72afSBarry Smith ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr); 19963ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESSolve_LS: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",fnorm,gnorm,ynorm,(int)lssucceed));CHKERRQ(ierr); 20043e71028SBarry Smith if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break; 201a3b891d8SBarry Smith 202a3b891d8SBarry Smith TMP = F; F = G; snes->vec_func_always = F; G = TMP; 203a3b891d8SBarry Smith TMP = X; X = Y; snes->vec_sol_always = X; Y = TMP; 204a3b891d8SBarry Smith fnorm = gnorm; 205a3b891d8SBarry Smith 2065ed2d596SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 2075ed2d596SBarry Smith snes->iter = i+1; 2085ed2d596SBarry Smith snes->norm = fnorm; 2095ed2d596SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 2105ed2d596SBarry Smith SNESLogConvHistory(snes,fnorm,lits); 2115ed2d596SBarry Smith SNESMonitor(snes,i+1,fnorm); 2125ed2d596SBarry Smith 213a7cc72afSBarry Smith if (!lssucceed) { 2148a5d9ee4SBarry Smith PetscTruth ismin; 21550ffb88aSMatthew Knepley 21650ffb88aSMatthew Knepley if (++snes->numFailures >= snes->maxFailures) { 2173505fcc1SBarry Smith snes->reason = SNES_DIVERGED_LS_FAILURE; 2188a5d9ee4SBarry Smith ierr = SNESLSCheckLocalMin_Private(snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr); 2198a5d9ee4SBarry Smith if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN; 2203505fcc1SBarry Smith break; 2213505fcc1SBarry Smith } 22250ffb88aSMatthew Knepley } 2235e76c431SBarry Smith 2245e76c431SBarry Smith /* Test for convergence */ 22529e0b56fSBarry Smith if (snes->converged) { 22629e0b56fSBarry Smith ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm = || X || */ 2273505fcc1SBarry Smith ierr = (*snes->converged)(snes,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 2283505fcc1SBarry Smith if (snes->reason) { 22916c95cacSBarry Smith break; 23016c95cacSBarry Smith } 23116c95cacSBarry Smith } 23229e0b56fSBarry Smith } 23339e2f89bSBarry Smith if (X != snes->vec_sol) { 234393d2d9aSLois Curfman McInnes ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr); 235e15f7bb5SBarry Smith } 236e15f7bb5SBarry Smith if (F != snes->vec_func) { 237e15f7bb5SBarry Smith ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr); 238e15f7bb5SBarry Smith } 23939e2f89bSBarry Smith snes->vec_sol_always = snes->vec_sol; 24039e2f89bSBarry Smith snes->vec_func_always = snes->vec_func; 24152392280SLois Curfman McInnes if (i == maxits) { 24263ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESSolve_LS: Maximum number of iterations has been reached: %D\n",maxits));CHKERRQ(ierr); 2433505fcc1SBarry Smith snes->reason = SNES_DIVERGED_MAX_IT; 24452392280SLois Curfman McInnes } 2453a40ed3dSBarry Smith PetscFunctionReturn(0); 2465e76c431SBarry Smith } 24704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 24804d965bbSLois Curfman McInnes /* 2494b27c08aSLois Curfman McInnes SNESSetUp_LS - Sets up the internal data structures for the later use 2504b27c08aSLois Curfman McInnes of the SNESLS nonlinear solver. 25104d965bbSLois Curfman McInnes 25204d965bbSLois Curfman McInnes Input Parameter: 25304d965bbSLois Curfman McInnes . snes - the SNES context 25404d965bbSLois Curfman McInnes . x - the solution vector 25504d965bbSLois Curfman McInnes 25604d965bbSLois Curfman McInnes Application Interface Routine: SNESSetUp() 25704d965bbSLois Curfman McInnes 25804d965bbSLois Curfman McInnes Notes: 2594b27c08aSLois Curfman McInnes For basic use of the SNES solvers, the user need not explicitly call 26004d965bbSLois Curfman McInnes SNESSetUp(), since these actions will automatically occur during 26104d965bbSLois Curfman McInnes the call to SNESSolve(). 26204d965bbSLois Curfman McInnes */ 2634a2ae208SSatish Balay #undef __FUNCT__ 2644b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS" 265dfbe8321SBarry Smith PetscErrorCode SNESSetUp_LS(SNES snes) 2665e76c431SBarry Smith { 267dfbe8321SBarry Smith PetscErrorCode ierr; 2683a40ed3dSBarry Smith 2693a40ed3dSBarry Smith PetscFunctionBegin; 27081b6cf68SLois Curfman McInnes snes->nwork = 4; 271d7e8b826SBarry Smith ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr); 272efee365bSSatish Balay ierr = PetscLogObjectParents(snes,snes->nwork,snes->work);CHKERRQ(ierr); 27381b6cf68SLois Curfman McInnes snes->vec_sol_update_always = snes->work[3]; 2743a40ed3dSBarry Smith PetscFunctionReturn(0); 2755e76c431SBarry Smith } 27604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 27704d965bbSLois Curfman McInnes /* 2784b27c08aSLois Curfman McInnes SNESDestroy_LS - Destroys the private SNES_LS context that was created 2794b27c08aSLois Curfman McInnes with SNESCreate_LS(). 28004d965bbSLois Curfman McInnes 28104d965bbSLois Curfman McInnes Input Parameter: 28204d965bbSLois Curfman McInnes . snes - the SNES context 28304d965bbSLois Curfman McInnes 284de49b36dSLois Curfman McInnes Application Interface Routine: SNESDestroy() 28504d965bbSLois Curfman McInnes */ 2864a2ae208SSatish Balay #undef __FUNCT__ 2874b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS" 288dfbe8321SBarry Smith PetscErrorCode SNESDestroy_LS(SNES snes) 2895e76c431SBarry Smith { 290dfbe8321SBarry Smith PetscErrorCode ierr; 2913a40ed3dSBarry Smith 2923a40ed3dSBarry Smith PetscFunctionBegin; 2935baf8537SBarry Smith if (snes->nwork) { 2944b0e389bSBarry Smith ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr); 29521c89e3eSBarry Smith } 2965c704376SSatish Balay ierr = PetscFree(snes->data);CHKERRQ(ierr); 2973a40ed3dSBarry Smith PetscFunctionReturn(0); 2985e76c431SBarry Smith } 29904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3004a2ae208SSatish Balay #undef __FUNCT__ 3014a2ae208SSatish Balay #define __FUNCT__ "SNESNoLineSearch" 30282bf6240SBarry Smith 3034b828684SBarry Smith /*@C 3045e42470aSBarry Smith SNESNoLineSearch - This routine is not a line search at all; 3055e76c431SBarry Smith it simply uses the full Newton step. Thus, this routine is intended 3065e76c431SBarry Smith to serve as a template and is not recommended for general use. 3075e76c431SBarry Smith 308c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 309c7afd0dbSLois Curfman McInnes 3105e76c431SBarry Smith Input Parameters: 311c7afd0dbSLois Curfman McInnes + snes - nonlinear context 312af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 3135e76c431SBarry Smith . x - current iterate 3145e76c431SBarry Smith . f - residual evaluated at x 3155e76c431SBarry Smith . y - search direction (contains new iterate on output) 3165e76c431SBarry Smith . w - work vector 317c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 3185e76c431SBarry Smith 319c4a48953SLois Curfman McInnes Output Parameters: 320c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 3215e76c431SBarry Smith . y - new iterate (contains search direction on input) 3225e76c431SBarry Smith . gnorm - 2-norm of g 3235e76c431SBarry Smith . ynorm - 2-norm of search length 324a7cc72afSBarry Smith - flag - PETSC_TRUE on success, PETSC_FALSE on failure 325fee21e36SBarry Smith 326c4a48953SLois Curfman McInnes Options Database Key: 3274b27c08aSLois Curfman McInnes . -snes_ls basic - Activates SNESNoLineSearch() 328c4a48953SLois Curfman McInnes 32936851e7fSLois Curfman McInnes Level: advanced 33036851e7fSLois Curfman McInnes 33128ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 33228ae5a21SLois Curfman McInnes 333f59ffdedSLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 334af2d14d2SLois Curfman McInnes SNESSetLineSearch(), SNESNoLineSearchNoNorms() 3355e76c431SBarry Smith @*/ 336*63dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESNoLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 3375e76c431SBarry Smith { 338dfbe8321SBarry Smith PetscErrorCode ierr; 339ea709b57SSatish Balay PetscScalar mone = -1.0; 3404b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 3418f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 3425334005bSBarry Smith 3433a40ed3dSBarry Smith PetscFunctionBegin; 344a7cc72afSBarry Smith *flag = PETSC_TRUE; 345d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 346a3b38805SLois Curfman McInnes ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); /* ynorm = || y || */ 347ea4d3ed3SLois Curfman McInnes ierr = VecAYPX(&mone,x,y);CHKERRQ(ierr); /* y <- y - x */ 3488f99978dSLois Curfman McInnes if (neP->CheckStep) { 3498f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 3508f99978dSLois Curfman McInnes } 351ea4d3ed3SLois Curfman McInnes ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); /* Compute F(y) */ 352a3b38805SLois Curfman McInnes ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); /* gnorm = || g || */ 35343e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 354d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 3553a40ed3dSBarry Smith PetscFunctionReturn(0); 3565e76c431SBarry Smith } 35704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3584a2ae208SSatish Balay #undef __FUNCT__ 3594a2ae208SSatish Balay #define __FUNCT__ "SNESNoLineSearchNoNorms" 36082bf6240SBarry Smith 36129e0b56fSBarry Smith /*@C 36229e0b56fSBarry Smith SNESNoLineSearchNoNorms - This routine is not a line search at 36329e0b56fSBarry Smith all; it simply uses the full Newton step. This version does not 36429e0b56fSBarry Smith even compute the norm of the function or search direction; this 36529e0b56fSBarry Smith is intended only when you know the full step is fine and are 36629e0b56fSBarry Smith not checking for convergence of the nonlinear iteration (for 367c7afd0dbSLois Curfman McInnes example, you are running always for a fixed number of Newton steps). 368c7afd0dbSLois Curfman McInnes 369c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 37029e0b56fSBarry Smith 37129e0b56fSBarry Smith Input Parameters: 372c7afd0dbSLois Curfman McInnes + snes - nonlinear context 373af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 37429e0b56fSBarry Smith . x - current iterate 37529e0b56fSBarry Smith . f - residual evaluated at x 37629e0b56fSBarry Smith . y - search direction (contains new iterate on output) 37729e0b56fSBarry Smith . w - work vector 378c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 37929e0b56fSBarry Smith 38029e0b56fSBarry Smith Output Parameters: 381c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 38229e0b56fSBarry Smith . gnorm - not changed 38329e0b56fSBarry Smith . ynorm - not changed 384a7cc72afSBarry Smith - flag - set to PETSC_TRUE indicating a successful line search 385fee21e36SBarry Smith 38629e0b56fSBarry Smith Options Database Key: 3874b27c08aSLois Curfman McInnes . -snes_ls basicnonorms - Activates SNESNoLineSearchNoNorms() 38829e0b56fSBarry Smith 3898cbba510SBarry Smith Notes: 390ea56f5baSLois Curfman McInnes SNESNoLineSearchNoNorms() must be used in conjunction with 391ea56f5baSLois Curfman McInnes either the options 392ea56f5baSLois Curfman McInnes $ -snes_no_convergence_test -snes_max_it <its> 393ea56f5baSLois Curfman McInnes or alternatively a user-defined custom test set via 394329f5518SBarry Smith SNESSetConvergenceTest(); or a -snes_max_it of 1, 395329f5518SBarry Smith otherwise, the SNES solver will generate an error. 396329f5518SBarry Smith 397329f5518SBarry Smith During the final iteration this will not evaluate the function at 398329f5518SBarry Smith the solution point. This is to save a function evaluation while 399329f5518SBarry Smith using pseudo-timestepping. 4008cbba510SBarry Smith 401ea56f5baSLois Curfman McInnes The residual norms printed by monitoring routines such as 402ea56f5baSLois Curfman McInnes SNESDefaultMonitor() (as activated via -snes_monitor) will not be 403ea56f5baSLois Curfman McInnes correct, since they are not computed. 404ea56f5baSLois Curfman McInnes 405ea56f5baSLois Curfman McInnes Level: advanced 4068cbba510SBarry Smith 40729e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic 40829e0b56fSBarry Smith 40929e0b56fSBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 41029e0b56fSBarry Smith SNESSetLineSearch(), SNESNoLineSearch() 41129e0b56fSBarry Smith @*/ 412*63dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESNoLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 41329e0b56fSBarry Smith { 414dfbe8321SBarry Smith PetscErrorCode ierr; 415ea709b57SSatish Balay PetscScalar mone = -1.0; 4164b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 4178f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 41829e0b56fSBarry Smith 4193a40ed3dSBarry Smith PetscFunctionBegin; 420a7cc72afSBarry Smith *flag = PETSC_TRUE; 421d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 42229e0b56fSBarry Smith ierr = VecAYPX(&mone,x,y);CHKERRQ(ierr); /* y <- y - x */ 4238f99978dSLois Curfman McInnes if (neP->CheckStep) { 4248f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 4258f99978dSLois Curfman McInnes } 426329f5518SBarry Smith 427329f5518SBarry Smith /* don't evaluate function the last time through */ 428329f5518SBarry Smith if (snes->iter < snes->max_its-1) { 42929e0b56fSBarry Smith ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); /* Compute F(y) */ 430329f5518SBarry Smith } 431d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 4323a40ed3dSBarry Smith PetscFunctionReturn(0); 43329e0b56fSBarry Smith } 43404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 4354a2ae208SSatish Balay #undef __FUNCT__ 4364a2ae208SSatish Balay #define __FUNCT__ "SNESCubicLineSearch" 4374b828684SBarry Smith /*@C 438f525115eSLois Curfman McInnes SNESCubicLineSearch - Performs a cubic line search (default line search method). 4395e76c431SBarry Smith 440c7afd0dbSLois Curfman McInnes Collective on SNES 441c7afd0dbSLois Curfman McInnes 4425e76c431SBarry Smith Input Parameters: 443c7afd0dbSLois Curfman McInnes + snes - nonlinear context 444af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 4455e76c431SBarry Smith . x - current iterate 4465e76c431SBarry Smith . f - residual evaluated at x 4475e76c431SBarry Smith . y - search direction (contains new iterate on output) 4485e76c431SBarry Smith . w - work vector 449c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 4505e76c431SBarry Smith 451393d2d9aSLois Curfman McInnes Output Parameters: 452c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4535e76c431SBarry Smith . y - new iterate (contains search direction on input) 4545e76c431SBarry Smith . gnorm - 2-norm of g 4555e76c431SBarry Smith . ynorm - 2-norm of search length 456a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 457fee21e36SBarry Smith 458c4a48953SLois Curfman McInnes Options Database Key: 4594b27c08aSLois Curfman McInnes $ -snes_ls cubic - Activates SNESCubicLineSearch() 460c4a48953SLois Curfman McInnes 4615e76c431SBarry Smith Notes: 4625e76c431SBarry Smith This line search is taken from "Numerical Methods for Unconstrained 4635e76c431SBarry Smith Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 4645e76c431SBarry Smith 46536851e7fSLois Curfman McInnes Level: advanced 46636851e7fSLois Curfman McInnes 46728ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 46828ae5a21SLois Curfman McInnes 469af2d14d2SLois Curfman McInnes .seealso: SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms() 4705e76c431SBarry Smith @*/ 471*63dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESCubicLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 4725e76c431SBarry Smith { 473406556e6SLois Curfman McInnes /* 474406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 475406556e6SLois Curfman McInnes minimization problem: 476406556e6SLois Curfman McInnes min z(x): R^n -> R, 477406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 478406556e6SLois Curfman McInnes */ 479406556e6SLois Curfman McInnes 4805ca10a37SBarry Smith PetscReal steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength; 481329f5518SBarry Smith PetscReal maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg; 482aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 483ea709b57SSatish Balay PetscScalar cinitslope,clambda; 4846b5873e3SBarry Smith #endif 485dfbe8321SBarry Smith PetscErrorCode ierr; 486a7cc72afSBarry Smith PetscInt count; 4874b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 488ea709b57SSatish Balay PetscScalar mone = -1.0,scale; 4898f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 4905e76c431SBarry Smith 4913a40ed3dSBarry Smith PetscFunctionBegin; 492d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 493a7cc72afSBarry Smith *flag = PETSC_TRUE; 4945e76c431SBarry Smith alpha = neP->alpha; 4955e76c431SBarry Smith maxstep = neP->maxstep; 4965e76c431SBarry Smith steptol = neP->steptol; 4975e76c431SBarry Smith 498cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 49963b9fa5eSBarry Smith if (*ynorm == 0.0) { 50063ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Search direction and size is 0\n"));CHKERRQ(ierr); 501a1c2b6eeSLois Curfman McInnes *gnorm = fnorm; 502a1c2b6eeSLois Curfman McInnes ierr = VecCopy(x,y);CHKERRQ(ierr); 503a1c2b6eeSLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 504a7cc72afSBarry Smith *flag = PETSC_FALSE; 505ad922ac9SBarry Smith goto theend1; 50694a9d846SBarry Smith } 5075e76c431SBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 5085e42470aSBarry Smith scale = maxstep/(*ynorm); 509aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 51063ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Scaling step by %g old ynorm %g\n",PetscRealPart(scale),*ynorm));CHKERRQ(ierr); 5116b5873e3SBarry Smith #else 51263ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Scaling step by %g old ynorm %g\n",scale,*ynorm));CHKERRQ(ierr); 5136b5873e3SBarry Smith #endif 514393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y);CHKERRQ(ierr); 5155e76c431SBarry Smith *ynorm = maxstep; 5165e76c431SBarry Smith } 517ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 5185ca10a37SBarry Smith minlambda = steptol/rellength; 519a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 520aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 521a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 522329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 5235e42470aSBarry Smith #else 524a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 5255e42470aSBarry Smith #endif 5265e76c431SBarry Smith if (initslope > 0.0) initslope = -initslope; 5275e76c431SBarry Smith if (initslope == 0.0) initslope = -1.0; 5285e76c431SBarry Smith 529393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w);CHKERRQ(ierr); 5305334005bSBarry Smith ierr = VecAYPX(&mone,x,w);CHKERRQ(ierr); 53143e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 53263ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch:Exceeded maximum function evaluations, while checking full step length!\n"));CHKERRQ(ierr); 53343e71028SBarry Smith ierr = VecCopy(w,y);CHKERRQ(ierr); 53443e71028SBarry Smith *flag = PETSC_FALSE; 53543e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 53643e71028SBarry Smith goto theend1; 53743e71028SBarry Smith } 53878b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 539313b5538SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 54043e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 5415d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 542393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 54363ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Using full step\n"));CHKERRQ(ierr); 544ad922ac9SBarry Smith goto theend1; 5455e76c431SBarry Smith } 5465e76c431SBarry Smith 5475e76c431SBarry Smith /* Fit points with quadratic */ 548313b5538SBarry Smith lambda = 1.0; 549a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 5505e76c431SBarry Smith lambdaprev = lambda; 55143e71028SBarry Smith printf("tmp %g ddsd %g %g %g %g\n",lambdatemp,((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope),*gnorm,fnorm,initslope); 5525e76c431SBarry Smith gnormprev = *gnorm; 553329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 554ddd12767SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 555ddd12767SBarry Smith else lambda = lambdatemp; 556393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 557ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 558aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 559ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr); 5605e42470aSBarry Smith #else 561ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr); 5625e42470aSBarry Smith #endif 56343e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 56463ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch:Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n"));CHKERRQ(ierr); 56543e71028SBarry Smith ierr = VecCopy(w,y);CHKERRQ(ierr); 56643e71028SBarry Smith *flag = PETSC_FALSE; 56743e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 56843e71028SBarry Smith goto theend1; 56943e71028SBarry Smith } 57078b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 571cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 57243e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 5735ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 574393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 57563ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Quadratically determined step, lambda=%18.16e\n",lambda));CHKERRQ(ierr); 576ad922ac9SBarry Smith goto theend1; 5775e76c431SBarry Smith } 5785e76c431SBarry Smith 5795e76c431SBarry Smith /* Fit points with cubic */ 5805e76c431SBarry Smith count = 1; 5818229bfc2SMatthew Knepley while (count < 10000) { 5825e76c431SBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 58363ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch:Unable to find good step length! %D \n",count));CHKERRQ(ierr); 58463ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch:fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr); 585f168f371SBarry Smith ierr = VecCopy(x,y);CHKERRQ(ierr); 58643e71028SBarry Smith *flag = PETSC_FALSE; 58743e71028SBarry Smith break; 5885e76c431SBarry Smith } 58943e71028SBarry Smith printf("lamd %g %g\n",lambda,lambdaprev); 5905d1a10b1SBarry Smith t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope; 5915d1a10b1SBarry Smith t2 = .5*(gnormprev*gnormprev - fnorm*fnorm) - lambdaprev*initslope; 592ddd12767SBarry Smith a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 5932b022350SLois Curfman McInnes b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 5945e76c431SBarry Smith d = b*b - 3*a*initslope; 5955e76c431SBarry Smith if (d < 0.0) d = 0.0; 5965e76c431SBarry Smith if (a == 0.0) { 5975e76c431SBarry Smith lambdatemp = -initslope/(2.0*b); 5985e76c431SBarry Smith } else { 5995e76c431SBarry Smith lambdatemp = (-b + sqrt(d))/(3.0*a); 6005e76c431SBarry Smith } 6015e76c431SBarry Smith lambdaprev = lambda; 6025e76c431SBarry Smith gnormprev = *gnorm; 603329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 604329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 6055e76c431SBarry Smith else lambda = lambdatemp; 606393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 607ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 608aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 609ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; 610393d2d9aSLois Curfman McInnes ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr); 6115e42470aSBarry Smith #else 612ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr); 6135e42470aSBarry Smith #endif 61443e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 61563ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch:Exceeded maximum function evaluations, while looking for good step length! %D \n",count));CHKERRQ(ierr); 61663ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch:fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr); 61743e71028SBarry Smith ierr = VecCopy(w,y);CHKERRQ(ierr); 618ed98166eSMatthew Knepley *flag = PETSC_FALSE; 61943e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 620ed98166eSMatthew Knepley break; 621ed98166eSMatthew Knepley } 62243e71028SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 623cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 62443e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 6255ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */ 626393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 62763ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Cubically determined step, lambda=%18.16e\n",lambda));CHKERRQ(ierr); 62843e71028SBarry Smith break; 6292b022350SLois Curfman McInnes } else { 63063ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Cubic step no good, shrinking lambda, lambda=%18.16e\n",lambda));CHKERRQ(ierr); 6315e76c431SBarry Smith } 6325e76c431SBarry Smith count++; 6335e76c431SBarry Smith } 6348229bfc2SMatthew Knepley if (count >= 10000) { 635cd7625f8SBarry Smith SETERRQ(PETSC_ERR_LIB, "Lambda was decreased more than 10,000 times, so something is probably wrong with the function evaluation"); 6368229bfc2SMatthew Knepley } 637ad922ac9SBarry Smith theend1: 6388f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 63943e71028SBarry Smith if (neP->CheckStep && *flag) { 6408f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 641abc0a331SBarry Smith if (change_y) { /* recompute the function if the step has changed */ 6428f99978dSLois Curfman McInnes ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); 6438f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 64443e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 64543e71028SBarry Smith ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr); 6468f99978dSLois Curfman McInnes ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr); 6478f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 6488f99978dSLois Curfman McInnes } 6498f99978dSLois Curfman McInnes } 650d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 6513a40ed3dSBarry Smith PetscFunctionReturn(0); 6525e76c431SBarry Smith } 65304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 6544a2ae208SSatish Balay #undef __FUNCT__ 6554a2ae208SSatish Balay #define __FUNCT__ "SNESQuadraticLineSearch" 6564b828684SBarry Smith /*@C 657f525115eSLois Curfman McInnes SNESQuadraticLineSearch - Performs a quadratic line search. 6585e76c431SBarry Smith 659c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 660c7afd0dbSLois Curfman McInnes 6615e42470aSBarry Smith Input Parameters: 662c7afd0dbSLois Curfman McInnes + snes - the SNES context 663af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 6645e42470aSBarry Smith . x - current iterate 6655e42470aSBarry Smith . f - residual evaluated at x 6665e42470aSBarry Smith . y - search direction (contains new iterate on output) 6675e42470aSBarry Smith . w - work vector 668c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 6695e42470aSBarry Smith 670c4a48953SLois Curfman McInnes Output Parameters: 671c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 6725e42470aSBarry Smith . y - new iterate (contains search direction on input) 6735e42470aSBarry Smith . gnorm - 2-norm of g 6745e42470aSBarry Smith . ynorm - 2-norm of search length 675a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 676fee21e36SBarry Smith 677c4a48953SLois Curfman McInnes Options Database Key: 6784b27c08aSLois Curfman McInnes . -snes_ls quadratic - Activates SNESQuadraticLineSearch() 679c4a48953SLois Curfman McInnes 6805e42470aSBarry Smith Notes: 6814b27c08aSLois Curfman McInnes Use SNESSetLineSearch() to set this routine within the SNESLS method. 6825e42470aSBarry Smith 68336851e7fSLois Curfman McInnes Level: advanced 68436851e7fSLois Curfman McInnes 685f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search 686f59ffdedSLois Curfman McInnes 687af2d14d2SLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms() 6885e42470aSBarry Smith @*/ 689*63dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESQuadraticLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 6905e76c431SBarry Smith { 691406556e6SLois Curfman McInnes /* 692406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 693406556e6SLois Curfman McInnes minimization problem: 694406556e6SLois Curfman McInnes min z(x): R^n -> R, 695406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2. 696406556e6SLois Curfman McInnes */ 6975ca10a37SBarry Smith PetscReal steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg,rellength; 698aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 699ea709b57SSatish Balay PetscScalar cinitslope,clambda; 7006b5873e3SBarry Smith #endif 701dfbe8321SBarry Smith PetscErrorCode ierr; 702a7cc72afSBarry Smith PetscInt count; 7034b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 704ea709b57SSatish Balay PetscScalar mone = -1.0,scale; 7058f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 7065e76c431SBarry Smith 7073a40ed3dSBarry Smith PetscFunctionBegin; 708d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 709a7cc72afSBarry Smith *flag = PETSC_TRUE; 7105e42470aSBarry Smith alpha = neP->alpha; 7115e42470aSBarry Smith maxstep = neP->maxstep; 7125e42470aSBarry Smith steptol = neP->steptol; 7135e76c431SBarry Smith 7143505fcc1SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 71563b9fa5eSBarry Smith if (*ynorm == 0.0) { 71663ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch: Search direction and size is 0\n"));CHKERRQ(ierr); 717b37302c6SLois Curfman McInnes *gnorm = fnorm; 718b37302c6SLois Curfman McInnes ierr = VecCopy(x,y);CHKERRQ(ierr); 719b37302c6SLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 720a7cc72afSBarry Smith *flag = PETSC_FALSE; 721ad922ac9SBarry Smith goto theend2; 72294a9d846SBarry Smith } 7235e42470aSBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 7245e42470aSBarry Smith scale = maxstep/(*ynorm); 725393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y);CHKERRQ(ierr); 7265e42470aSBarry Smith *ynorm = maxstep; 7275e76c431SBarry Smith } 728ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 7295ca10a37SBarry Smith minlambda = steptol/rellength; 730a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 731aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 732a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 733329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 7345e42470aSBarry Smith #else 735a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 7365e42470aSBarry Smith #endif 7375e42470aSBarry Smith if (initslope > 0.0) initslope = -initslope; 7385e42470aSBarry Smith if (initslope == 0.0) initslope = -1.0; 7395e42470aSBarry Smith 740393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w);CHKERRQ(ierr); 7415334005bSBarry Smith ierr = VecAYPX(&mone,x,w);CHKERRQ(ierr); 74243e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 74363ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch:Exceeded maximum function evaluations, while checking full step length!\n"));CHKERRQ(ierr); 74443e71028SBarry Smith ierr = VecCopy(w,y);CHKERRQ(ierr); 74543e71028SBarry Smith *flag = PETSC_FALSE; 74643e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 74743e71028SBarry Smith goto theend2; 74843e71028SBarry Smith } 74978b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 750cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 75143e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 7525d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 753393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 75463ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch: Using full step\n"));CHKERRQ(ierr); 755ad922ac9SBarry Smith goto theend2; 7565e42470aSBarry Smith } 7575e42470aSBarry Smith 7585e42470aSBarry Smith /* Fit points with quadratic */ 759313b5538SBarry Smith lambda = 1.0; 7605e42470aSBarry Smith count = 1; 7615ca10a37SBarry Smith while (PETSC_TRUE) { 7625e42470aSBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 76363ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch:Unable to find good step length! %D \n",count));CHKERRQ(ierr); 76463ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr); 765f168f371SBarry Smith ierr = VecCopy(x,y);CHKERRQ(ierr); 76643e71028SBarry Smith *flag = PETSC_FALSE; 76743e71028SBarry Smith break; 7685e42470aSBarry Smith } 769a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 770329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 771329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 772329f5518SBarry Smith else lambda = lambdatemp; 773393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 7743505fcc1SBarry Smith lambdaneg = -lambda; 775aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 7763505fcc1SBarry Smith clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr); 7775e42470aSBarry Smith #else 7783505fcc1SBarry Smith ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr); 7795e42470aSBarry Smith #endif 78043e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 78163ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch:Exceeded maximum function evaluations, while looking for good step length! %D \n",count));CHKERRQ(ierr); 78263ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch:fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr); 78343e71028SBarry Smith ierr = VecCopy(w,y);CHKERRQ(ierr); 784ed98166eSMatthew Knepley *flag = PETSC_FALSE; 78543e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 786ed98166eSMatthew Knepley break; 787ed98166eSMatthew Knepley } 78843e71028SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 789cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 79043e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 7915ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 792393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 79363ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch:Quadratically determined step, lambda=%g\n",lambda));CHKERRQ(ierr); 79406259719SBarry Smith break; 7955e42470aSBarry Smith } 7965e42470aSBarry Smith count++; 7975e42470aSBarry Smith } 798ad922ac9SBarry Smith theend2: 7998f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 8008f99978dSLois Curfman McInnes if (neP->CheckStep) { 8018f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 802abc0a331SBarry Smith if (change_y) { /* recompute the function if the step has changed */ 8038f99978dSLois Curfman McInnes ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); 8048f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 80543e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 80643e71028SBarry Smith ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr); 8078f99978dSLois Curfman McInnes ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr); 8088f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 8098f99978dSLois Curfman McInnes } 8108f99978dSLois Curfman McInnes } 811d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8123a40ed3dSBarry Smith PetscFunctionReturn(0); 8135e76c431SBarry Smith } 8142343ba6eSBarry Smith 81504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 8164a2ae208SSatish Balay #undef __FUNCT__ 8174a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearch" 818c9e6a524SLois Curfman McInnes /*@C 81977c4ece6SBarry Smith SNESSetLineSearch - Sets the line search routine to be used 8204b27c08aSLois Curfman McInnes by the method SNESLS. 8215e76c431SBarry Smith 8225e76c431SBarry Smith Input Parameters: 823c7afd0dbSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 824af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for use by line search 825c7afd0dbSLois Curfman McInnes - func - pointer to int function 8265e76c431SBarry Smith 827fee21e36SBarry Smith Collective on SNES 828fee21e36SBarry Smith 829c4a48953SLois Curfman McInnes Available Routines: 830c7afd0dbSLois Curfman McInnes + SNESCubicLineSearch() - default line search 831f59ffdedSLois Curfman McInnes . SNESQuadraticLineSearch() - quadratic line search 832f59ffdedSLois Curfman McInnes . SNESNoLineSearch() - the full Newton step (actually not a line search) 833af2d14d2SLois Curfman McInnes - SNESNoLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel) 8345e76c431SBarry Smith 835c4a48953SLois Curfman McInnes Options Database Keys: 8364b27c08aSLois Curfman McInnes + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 8374b27c08aSLois Curfman McInnes . -snes_ls_alpha <alpha> - Sets alpha 8384b27c08aSLois Curfman McInnes . -snes_ls_maxstep <max> - Sets maxstep 8394b27c08aSLois Curfman McInnes - -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 8403304466cSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 8413304466cSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 842c4a48953SLois Curfman McInnes 8435e76c431SBarry Smith Calling sequence of func: 844bd208895SLois Curfman McInnes .vb 845af2d14d2SLois Curfman McInnes func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w, 846a7cc72afSBarry Smith PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 847bd208895SLois Curfman McInnes .ve 8485e76c431SBarry Smith 8495e76c431SBarry Smith Input parameters for func: 850c7afd0dbSLois Curfman McInnes + snes - nonlinear context 851af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for line search 8525e76c431SBarry Smith . x - current iterate 8535e76c431SBarry Smith . f - residual evaluated at x 8545e76c431SBarry Smith . y - search direction (contains new iterate on output) 8555e76c431SBarry Smith . w - work vector 856c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 8575e76c431SBarry Smith 8585e76c431SBarry Smith Output parameters for func: 859c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 8605e76c431SBarry Smith . y - new iterate (contains search direction on input) 8615e76c431SBarry Smith . gnorm - 2-norm of g 8625e76c431SBarry Smith . ynorm - 2-norm of search length 863a7cc72afSBarry Smith - flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure. 864f59ffdedSLois Curfman McInnes 86536851e7fSLois Curfman McInnes Level: advanced 86636851e7fSLois Curfman McInnes 867f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine 868f59ffdedSLois Curfman McInnes 8695d1a10b1SBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESNoLineSearchNoNorms(), 8705d1a10b1SBarry Smith SNESSetLineSearchCheck(), SNESSetLineSearchParams(), SNESGetLineSearchParams() 8715e76c431SBarry Smith @*/ 872*63dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESSetLineSearch(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void *lsctx) 8735e76c431SBarry Smith { 874a7cc72afSBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*); 87582bf6240SBarry Smith 8763a40ed3dSBarry Smith PetscFunctionBegin; 877c134de8dSSatish Balay ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearch_C",(void (**)(void))&f);CHKERRQ(ierr); 87882bf6240SBarry Smith if (f) { 879af2d14d2SLois Curfman McInnes ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr); 88082bf6240SBarry Smith } 8813a40ed3dSBarry Smith PetscFunctionReturn(0); 8825e76c431SBarry Smith } 8838e019c35SBarry Smith 884a7cc72afSBarry Smith typedef PetscErrorCode (*FCN2)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*); /* force argument to next function to not be extern C*/ 88504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 886fb2e594dSBarry Smith EXTERN_C_BEGIN 8874a2ae208SSatish Balay #undef __FUNCT__ 8884a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearch_LS" 889*63dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESSetLineSearch_LS(SNES snes,FCN2 func,void *lsctx) 89082bf6240SBarry Smith { 89182bf6240SBarry Smith PetscFunctionBegin; 8924b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->LineSearch = func; 8934b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->lsP = lsctx; 89482bf6240SBarry Smith PetscFunctionReturn(0); 89582bf6240SBarry Smith } 896fb2e594dSBarry Smith EXTERN_C_END 89704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 8984a2ae208SSatish Balay #undef __FUNCT__ 8994a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearchCheck" 900c8dd0c0dSLois Curfman McInnes /*@C 901530e4296SLois Curfman McInnes SNESSetLineSearchCheck - Sets a routine to check the validity of new iterate computed 9024b27c08aSLois Curfman McInnes by the line search routine in the Newton-based method SNESLS. 903c8dd0c0dSLois Curfman McInnes 904c8dd0c0dSLois Curfman McInnes Input Parameters: 905c8dd0c0dSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 906c8dd0c0dSLois Curfman McInnes . func - pointer to int function 907c8dd0c0dSLois Curfman McInnes - checkctx - optional user-defined context for use by step checking routine 908c8dd0c0dSLois Curfman McInnes 909c8dd0c0dSLois Curfman McInnes Collective on SNES 910c8dd0c0dSLois Curfman McInnes 911c8dd0c0dSLois Curfman McInnes Calling sequence of func: 912c8dd0c0dSLois Curfman McInnes .vb 913b1ae27eaSLois Curfman McInnes int func (SNES snes, void *checkctx, Vec x, PetscTruth *flag) 914c8dd0c0dSLois Curfman McInnes .ve 915b1ae27eaSLois Curfman McInnes where func returns an error code of 0 on success and a nonzero 916b1ae27eaSLois Curfman McInnes on failure. 917c8dd0c0dSLois Curfman McInnes 918c8dd0c0dSLois Curfman McInnes Input parameters for func: 919c8dd0c0dSLois Curfman McInnes + snes - nonlinear context 920c8dd0c0dSLois Curfman McInnes . checkctx - optional user-defined context for use by step checking routine 9218f99978dSLois Curfman McInnes - x - current candidate iterate 922c8dd0c0dSLois Curfman McInnes 923c8dd0c0dSLois Curfman McInnes Output parameters for func: 924c8dd0c0dSLois Curfman McInnes + x - current iterate (possibly modified) 925c8dd0c0dSLois Curfman McInnes - flag - flag indicating whether x has been modified (either 926c8dd0c0dSLois Curfman McInnes PETSC_TRUE of PETSC_FALSE) 927c8dd0c0dSLois Curfman McInnes 928c8dd0c0dSLois Curfman McInnes Level: advanced 929c8dd0c0dSLois Curfman McInnes 9308f99978dSLois Curfman McInnes Notes: 931b1ae27eaSLois Curfman McInnes SNESNoLineSearch() and SNESNoLineSearchNoNorms() accept the new 932b1ae27eaSLois Curfman McInnes iterate computed by the line search checking routine. In particular, 933b1ae27eaSLois Curfman McInnes these routines (1) compute a candidate iterate u_{i+1}, (2) pass control 934b1ae27eaSLois Curfman McInnes to the checking routine, and then (3) compute the corresponding nonlinear 935ea56f5baSLois Curfman McInnes function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}. 9368f99978dSLois Curfman McInnes 937b1ae27eaSLois Curfman McInnes SNESQuadraticLineSearch() and SNESCubicLineSearch() also accept the 938b1ae27eaSLois Curfman McInnes new iterate computed by the line search checking routine. In particular, 939b1ae27eaSLois Curfman McInnes these routines (1) compute a candidate iterate u_{i+1} as well as a 940ea56f5baSLois Curfman McInnes candidate nonlinear function f(u_{i+1}), (2) pass control to the checking 941ea56f5baSLois Curfman McInnes routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes 942ea56f5baSLois Curfman McInnes were made to the candidate iterate in the checking routine (as indicated 943ea56f5baSLois Curfman McInnes by flag=PETSC_TRUE). The overhead of this function re-evaluation can be 944b1ae27eaSLois Curfman McInnes very costly, so use this feature with caution! 9458f99978dSLois Curfman McInnes 946c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine 947c8dd0c0dSLois Curfman McInnes 948c8dd0c0dSLois Curfman McInnes .seealso: SNESSetLineSearch() 949c8dd0c0dSLois Curfman McInnes @*/ 950*63dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESSetLineSearchCheck(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,PetscTruth*),void *checkctx) 951c8dd0c0dSLois Curfman McInnes { 9526849ba73SBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,PetscTruth*),void*); 953c8dd0c0dSLois Curfman McInnes 954c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 955c134de8dSSatish Balay ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearchCheck_C",(void (**)(void))&f);CHKERRQ(ierr); 956c8dd0c0dSLois Curfman McInnes if (f) { 957c8dd0c0dSLois Curfman McInnes ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr); 958c8dd0c0dSLois Curfman McInnes } 959c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 960c8dd0c0dSLois Curfman McInnes } 961c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 9626849ba73SBarry Smith typedef PetscErrorCode (*FCN)(SNES,void*,Vec,PetscTruth*); /* force argument to next function to not be extern C*/ 963c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN 9644a2ae208SSatish Balay #undef __FUNCT__ 9654a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearchCheck_LS" 966*63dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESSetLineSearchCheck_LS(SNES snes,FCN func,void *checkctx) 967c8dd0c0dSLois Curfman McInnes { 968c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 9694b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->CheckStep = func; 9704b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->checkP = checkctx; 971c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 972c8dd0c0dSLois Curfman McInnes } 973c8dd0c0dSLois Curfman McInnes EXTERN_C_END 974c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 97504d965bbSLois Curfman McInnes /* 9764b27c08aSLois Curfman McInnes SNESPrintHelp_LS - Prints all options for the SNES_LS method. 977329e7e40SMatthew Knepley 978329e7e40SMatthew Knepley Input Parameter: 979329e7e40SMatthew Knepley . snes - the SNES context 980329e7e40SMatthew Knepley 981329e7e40SMatthew Knepley Application Interface Routine: SNESPrintHelp() 982329e7e40SMatthew Knepley */ 983329e7e40SMatthew Knepley #undef __FUNCT__ 9844b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESPrintHelp_LS" 9856849ba73SBarry Smith static PetscErrorCode SNESPrintHelp_LS(SNES snes,char *p) 986329e7e40SMatthew Knepley { 9874b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 988329e7e40SMatthew Knepley 989329e7e40SMatthew Knepley PetscFunctionBegin; 9904b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," method SNES_LS (ls) for systems of nonlinear equations:\n"); 9914b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls [cubic,quadratic,basic,basicnonorms,...]\n",p); 9924b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_alpha <alpha> (default %g)\n",p,ls->alpha); 9934b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_maxstep <max> (default %g)\n",p,ls->maxstep); 9944b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_steptol <tol> (default %g)\n",p,ls->steptol); 995329e7e40SMatthew Knepley PetscFunctionReturn(0); 996329e7e40SMatthew Knepley } 997329e7e40SMatthew Knepley 998329e7e40SMatthew Knepley /* 9994b27c08aSLois Curfman McInnes SNESView_LS - Prints info from the SNESLS data structure. 100004d965bbSLois Curfman McInnes 100104d965bbSLois Curfman McInnes Input Parameters: 100204d965bbSLois Curfman McInnes . SNES - the SNES context 100304d965bbSLois Curfman McInnes . viewer - visualization context 100404d965bbSLois Curfman McInnes 100504d965bbSLois Curfman McInnes Application Interface Routine: SNESView() 100604d965bbSLois Curfman McInnes */ 10074a2ae208SSatish Balay #undef __FUNCT__ 10084b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS" 10096849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer) 1010a935fc98SLois Curfman McInnes { 10114b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 10122fc52814SBarry Smith const char *cstr; 1013dfbe8321SBarry Smith PetscErrorCode ierr; 101432077d6dSBarry Smith PetscTruth iascii; 1015a935fc98SLois Curfman McInnes 10163a40ed3dSBarry Smith PetscFunctionBegin; 101732077d6dSBarry Smith ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr); 101832077d6dSBarry Smith if (iascii) { 101919bcc07fSBarry Smith if (ls->LineSearch == SNESNoLineSearch) cstr = "SNESNoLineSearch"; 102019bcc07fSBarry Smith else if (ls->LineSearch == SNESQuadraticLineSearch) cstr = "SNESQuadraticLineSearch"; 102119bcc07fSBarry Smith else if (ls->LineSearch == SNESCubicLineSearch) cstr = "SNESCubicLineSearch"; 102219bcc07fSBarry Smith else cstr = "unknown"; 1023b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," line search variant: %s\n",cstr);CHKERRQ(ierr); 1024b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," alpha=%g, maxstep=%g, steptol=%g\n",ls->alpha,ls->maxstep,ls->steptol);CHKERRQ(ierr); 10255cd90555SBarry Smith } else { 102679a5c55eSBarry Smith SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name); 102719bcc07fSBarry Smith } 10283a40ed3dSBarry Smith PetscFunctionReturn(0); 1029a935fc98SLois Curfman McInnes } 103004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 103104d965bbSLois Curfman McInnes /* 10324b27c08aSLois Curfman McInnes SNESSetFromOptions_LS - Sets various parameters for the SNESLS method. 103304d965bbSLois Curfman McInnes 103404d965bbSLois Curfman McInnes Input Parameter: 103504d965bbSLois Curfman McInnes . snes - the SNES context 103604d965bbSLois Curfman McInnes 103704d965bbSLois Curfman McInnes Application Interface Routine: SNESSetFromOptions() 103804d965bbSLois Curfman McInnes */ 10394a2ae208SSatish Balay #undef __FUNCT__ 10404b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS" 10416849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes) 10425e42470aSBarry Smith { 10434b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 1044e5999256SBarry Smith const char *lses[] = {"basic","basicnonorms","quadratic","cubic"}; 1045dfbe8321SBarry Smith PetscErrorCode ierr; 1046a7cc72afSBarry Smith PetscInt indx; 1047f1af5d2fSBarry Smith PetscTruth flg; 10485e42470aSBarry Smith 10493a40ed3dSBarry Smith PetscFunctionBegin; 1050b0a32e0cSBarry Smith ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr); 10514b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr); 10524b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr); 10534b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_steptol","Step must be greater than","None",ls->steptol,&ls->steptol,0);CHKERRQ(ierr); 1054186905e3SBarry Smith 105522e36657SBarry Smith ierr = PetscOptionsEList("-snes_ls","Line search used","SNESSetLineSearch",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr); 105625cdf11fSBarry Smith if (flg) { 105722e36657SBarry Smith switch (indx) { 1058b49fd9e1SBarry Smith case 0: 1059af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESNoLineSearch,PETSC_NULL);CHKERRQ(ierr); 1060b49fd9e1SBarry Smith break; 1061b49fd9e1SBarry Smith case 1: 1062af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESNoLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr); 1063b49fd9e1SBarry Smith break; 1064b49fd9e1SBarry Smith case 2: 1065af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESQuadraticLineSearch,PETSC_NULL);CHKERRQ(ierr); 1066b49fd9e1SBarry Smith break; 1067b49fd9e1SBarry Smith case 3: 1068af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESCubicLineSearch,PETSC_NULL);CHKERRQ(ierr); 1069b49fd9e1SBarry Smith break; 10705e42470aSBarry Smith } 10715e42470aSBarry Smith } 1072b0a32e0cSBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 10733a40ed3dSBarry Smith PetscFunctionReturn(0); 10745e42470aSBarry Smith } 107504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 1076ebe3b25bSBarry Smith /*MC 1077ebe3b25bSBarry Smith SNESLS - Newton based nonlinear solver that uses a line search 107804d965bbSLois Curfman McInnes 1079ebe3b25bSBarry Smith Options Database: 1080ebe3b25bSBarry Smith + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 1081ebe3b25bSBarry Smith . -snes_ls_alpha <alpha> - Sets alpha 1082ebe3b25bSBarry Smith . -snes_ls_maxstep <max> - Sets maxstep 1083ebe3b25bSBarry Smith - -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 1084ebe3b25bSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 1085ebe3b25bSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 108604d965bbSLois Curfman McInnes 1087ebe3b25bSBarry Smith Notes: This is the default nonlinear solver in SNES 108804d965bbSLois Curfman McInnes 1089ee3001cbSBarry Smith Level: beginner 1090ee3001cbSBarry Smith 1091ebe3b25bSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESTR, SNESSetLineSearch(), 1092ebe3b25bSBarry Smith SNESSetLineSearchCheck(), SNESNoLineSearch(), SNESCubicLineSearch(), SNESQuadraticLineSearch(), 1093ebe3b25bSBarry Smith SNESSetLineSearch(), SNESNoLineSearchNoNorms() 1094ebe3b25bSBarry Smith 1095ebe3b25bSBarry Smith M*/ 1096fb2e594dSBarry Smith EXTERN_C_BEGIN 10974a2ae208SSatish Balay #undef __FUNCT__ 10984b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS" 1099*63dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESCreate_LS(SNES snes) 11005e42470aSBarry Smith { 1101dfbe8321SBarry Smith PetscErrorCode ierr; 11024b27c08aSLois Curfman McInnes SNES_LS *neP; 11035e42470aSBarry Smith 11043a40ed3dSBarry Smith PetscFunctionBegin; 11054b27c08aSLois Curfman McInnes snes->setup = SNESSetUp_LS; 11064b27c08aSLois Curfman McInnes snes->solve = SNESSolve_LS; 11074b27c08aSLois Curfman McInnes snes->destroy = SNESDestroy_LS; 11084b27c08aSLois Curfman McInnes snes->converged = SNESConverged_LS; 11094b27c08aSLois Curfman McInnes snes->printhelp = SNESPrintHelp_LS; 11104b27c08aSLois Curfman McInnes snes->setfromoptions = SNESSetFromOptions_LS; 11114b27c08aSLois Curfman McInnes snes->view = SNESView_LS; 11125baf8537SBarry Smith snes->nwork = 0; 11135e42470aSBarry Smith 11144b27c08aSLois Curfman McInnes ierr = PetscNew(SNES_LS,&neP);CHKERRQ(ierr); 111552e6d16bSBarry Smith ierr = PetscLogObjectMemory(snes,sizeof(SNES_LS));CHKERRQ(ierr); 11165e42470aSBarry Smith snes->data = (void*)neP; 11175e42470aSBarry Smith neP->alpha = 1.e-4; 11185e42470aSBarry Smith neP->maxstep = 1.e8; 11195e42470aSBarry Smith neP->steptol = 1.e-12; 11205e42470aSBarry Smith neP->LineSearch = SNESCubicLineSearch; 1121c8dd0c0dSLois Curfman McInnes neP->lsP = PETSC_NULL; 1122c8dd0c0dSLois Curfman McInnes neP->CheckStep = PETSC_NULL; 1123c8dd0c0dSLois Curfman McInnes neP->checkP = PETSC_NULL; 112482bf6240SBarry Smith 11255d1a10b1SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESSetLineSearch_C","SNESSetLineSearch_LS",SNESSetLineSearch_LS);CHKERRQ(ierr); 11265d1a10b1SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESSetLineSearchCheck_C","SNESSetLineSearchCheck_LS",SNESSetLineSearchCheck_LS);CHKERRQ(ierr); 112782bf6240SBarry Smith 11283a40ed3dSBarry Smith PetscFunctionReturn(0); 11295e42470aSBarry Smith } 1130fb2e594dSBarry Smith EXTERN_C_END 113182bf6240SBarry Smith 113282bf6240SBarry Smith 113382bf6240SBarry Smith 1134