163dd3a1aSKris 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 33abb0e124SMatthew Knepley ierr = VecSetRandom(W,PETSC_NULL);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; 5674637425SBarry Smith 5774637425SBarry Smith PetscFunctionBegin; 5874637425SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 5974637425SBarry Smith if (hastranspose) { 6074637425SBarry Smith ierr = MatMult(A,X,W1);CHKERRQ(ierr); 61*79f36460SBarry Smith ierr = VecAXPY(W1,-1.0,F);CHKERRQ(ierr); 6274637425SBarry Smith 6374637425SBarry Smith /* Compute || J^T W|| */ 6474637425SBarry Smith ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr); 6574637425SBarry Smith ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr); 6674637425SBarry Smith ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr); 679e247f21SBarry Smith if (a1) { 6863ba0a88SBarry Smith ierr = PetscLogInfo((0,"SNESSolve_LS: ||J^T(F-Ax)||/||F-AX|| %g near zero implies inconsistent rhs\n",a2/a1));CHKERRQ(ierr); 6985471664SBarry Smith } 7074637425SBarry Smith } 7174637425SBarry Smith PetscFunctionReturn(0); 7274637425SBarry Smith } 7374637425SBarry Smith 7404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------- 7504d965bbSLois Curfman McInnes 7604d965bbSLois Curfman McInnes This file implements a truncated Newton method with a line search, 7794b7f48cSBarry Smith for solving a system of nonlinear equations, using the KSP, Vec, 7804d965bbSLois Curfman McInnes and Mat interfaces for linear solvers, vectors, and matrices, 7904d965bbSLois Curfman McInnes respectively. 8004d965bbSLois Curfman McInnes 81fe6c6bacSLois Curfman McInnes The following basic routines are required for each nonlinear solver: 8204d965bbSLois Curfman McInnes SNESCreate_XXX() - Creates a nonlinear solver context 8304d965bbSLois Curfman McInnes SNESSetFromOptions_XXX() - Sets runtime options 84fe6c6bacSLois Curfman McInnes SNESSolve_XXX() - Solves the nonlinear system 8504d965bbSLois Curfman McInnes SNESDestroy_XXX() - Destroys the nonlinear solver context 8604d965bbSLois Curfman McInnes The suffix "_XXX" denotes a particular implementation, in this case 874b27c08aSLois Curfman McInnes we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving 884b27c08aSLois Curfman McInnes systems of nonlinear equations with a line search (LS) method. 8904d965bbSLois Curfman McInnes These routines are actually called via the common user interface 9004d965bbSLois Curfman McInnes routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and 9104d965bbSLois Curfman McInnes SNESDestroy(), so the application code interface remains identical 9204d965bbSLois Curfman McInnes for all nonlinear solvers. 9304d965bbSLois Curfman McInnes 9404d965bbSLois Curfman McInnes Another key routine is: 9504d965bbSLois Curfman McInnes SNESSetUp_XXX() - Prepares for the use of a nonlinear solver 9604d965bbSLois Curfman McInnes by setting data structures and options. The interface routine SNESSetUp() 9704d965bbSLois Curfman McInnes is not usually called directly by the user, but instead is called by 9804d965bbSLois Curfman McInnes SNESSolve() if necessary. 9904d965bbSLois Curfman McInnes 10004d965bbSLois Curfman McInnes Additional basic routines are: 10104d965bbSLois Curfman McInnes SNESView_XXX() - Prints details of runtime options that 10204d965bbSLois Curfman McInnes have actually been used. 10304d965bbSLois Curfman McInnes These are called by application codes via the interface routines 104186905e3SBarry Smith SNESView(). 10504d965bbSLois Curfman McInnes 10604d965bbSLois Curfman McInnes The various types of solvers (preconditioners, Krylov subspace methods, 10704d965bbSLois Curfman McInnes nonlinear solvers, timesteppers) are all organized similarly, so the 10804d965bbSLois Curfman McInnes above description applies to these categories also. 10904d965bbSLois Curfman McInnes 11004d965bbSLois Curfman McInnes -------------------------------------------------------------------- */ 1115e42470aSBarry Smith /* 1124b27c08aSLois Curfman McInnes SNESSolve_LS - Solves a nonlinear system with a truncated Newton 11304d965bbSLois Curfman McInnes method with a line search. 1145e76c431SBarry Smith 11504d965bbSLois Curfman McInnes Input Parameters: 11604d965bbSLois Curfman McInnes . snes - the SNES context 1175e76c431SBarry Smith 11804d965bbSLois Curfman McInnes Output Parameter: 119c2a78f1aSLois Curfman McInnes . outits - number of iterations until termination 12004d965bbSLois Curfman McInnes 12104d965bbSLois Curfman McInnes Application Interface Routine: SNESSolve() 1225e76c431SBarry Smith 1235e76c431SBarry Smith Notes: 1245e76c431SBarry Smith This implements essentially a truncated Newton method with a 1255e76c431SBarry Smith line search. By default a cubic backtracking line search 1265e76c431SBarry Smith is employed, as described in the text "Numerical Methods for 1275e76c431SBarry Smith Unconstrained Optimization and Nonlinear Equations" by Dennis 128393d2d9aSLois Curfman McInnes and Schnabel. 1295e76c431SBarry Smith */ 1304a2ae208SSatish Balay #undef __FUNCT__ 1314b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSolve_LS" 132dfbe8321SBarry Smith PetscErrorCode SNESSolve_LS(SNES snes) 1335e76c431SBarry Smith { 1344b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 1356849ba73SBarry Smith PetscErrorCode ierr; 136a7cc72afSBarry Smith PetscInt maxits,i,lits; 137a7cc72afSBarry Smith PetscTruth lssucceed; 138112a2221SBarry Smith MatStructure flg = DIFFERENT_NONZERO_PATTERN; 139329f5518SBarry Smith PetscReal fnorm,gnorm,xnorm,ynorm; 1405e42470aSBarry Smith Vec Y,X,F,G,W,TMP; 141c293cc10SBarry Smith KSP ksp; 1425e76c431SBarry Smith 1433a40ed3dSBarry Smith PetscFunctionBegin; 14494b7f48cSBarry Smith ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr); 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; 1564c49b128SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 15719717074SBarry Smith ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 158cddf8d76SBarry Smith ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- ||F|| */ 15943e71028SBarry Smith if (fnorm != fnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 1600f5bd95cSBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1615e42470aSBarry Smith snes->norm = fnorm; 1620f5bd95cSBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 16384c569c9SBarry Smith SNESLogConvHistory(snes,fnorm,0); 16494a424c1SBarry Smith SNESMonitor(snes,0,fnorm); 1655e76c431SBarry Smith 16670441072SBarry Smith if (fnorm < snes->abstol) {snes->reason = SNES_CONVERGED_FNORM_ABS; PetscFunctionReturn(0);} 16794a9d846SBarry Smith 168d034289bSBarry Smith /* set parameter for default relative tolerance convergence test */ 169d034289bSBarry Smith snes->ttol = fnorm*snes->rtol; 170d034289bSBarry Smith 1715e76c431SBarry Smith for (i=0; i<maxits; i++) { 1725e76c431SBarry Smith 173329e7e40SMatthew Knepley /* Call general purpose update function */ 174abc0a331SBarry Smith if (snes->update) { 175329e7e40SMatthew Knepley ierr = (*snes->update)(snes, snes->iter);CHKERRQ(ierr); 176de8cb200SMatthew Knepley } 177329e7e40SMatthew Knepley 178ea4d3ed3SLois Curfman McInnes /* Solve J Y = F, where J is Jacobian matrix */ 1795334005bSBarry Smith ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); 18094b7f48cSBarry Smith ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); 18123ce1328SBarry Smith ierr = KSPSolve(snes->ksp,F,Y);CHKERRQ(ierr); 182c293cc10SBarry Smith ierr = KSPGetIterationNumber(ksp,&lits);CHKERRQ(ierr); 18374637425SBarry Smith 1849c3ca13aSBarry Smith if (neP->precheckstep) { 1859c3ca13aSBarry Smith PetscTruth changed_y = PETSC_FALSE; 1869c3ca13aSBarry Smith ierr = (*neP->precheckstep)(snes,X,Y,neP->precheck,&changed_y);CHKERRQ(ierr); 1879c3ca13aSBarry Smith } 1889c3ca13aSBarry Smith 189b0a32e0cSBarry Smith if (PetscLogPrintInfo){ 19074637425SBarry Smith ierr = SNESLSCheckResidual_Private(snes->jacobian,F,Y,G,W);CHKERRQ(ierr); 19185471664SBarry Smith } 19274637425SBarry Smith 19390cbd584SBarry Smith /* should check what happened to the linear solve? */ 1943505fcc1SBarry Smith snes->linear_its += lits; 19563ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESSolve_LS: iter=%D, linear solve iterations=%D\n",snes->iter,lits));CHKERRQ(ierr); 196ea4d3ed3SLois Curfman McInnes 197ea4d3ed3SLois Curfman McInnes /* Compute a (scaled) negative update in the line search routine: 198ea4d3ed3SLois Curfman McInnes Y <- X - lambda*Y 199ea4d3ed3SLois Curfman McInnes and evaluate G(Y) = function(Y)) 200ea4d3ed3SLois Curfman McInnes */ 20181b6cf68SLois Curfman McInnes ierr = VecCopy(Y,snes->vec_sol_update_always);CHKERRQ(ierr); 202a7cc72afSBarry Smith ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr); 20363ba0a88SBarry 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); 20443e71028SBarry Smith if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break; 205a3b891d8SBarry Smith 206a3b891d8SBarry Smith TMP = F; F = G; snes->vec_func_always = F; G = TMP; 2073c632250SBarry Smith TMP = X; X = W; snes->vec_sol_always = X; W = TMP; 208a3b891d8SBarry Smith fnorm = gnorm; 209a3b891d8SBarry Smith 2105ed2d596SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 2115ed2d596SBarry Smith snes->iter = i+1; 2125ed2d596SBarry Smith snes->norm = fnorm; 2135ed2d596SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 2145ed2d596SBarry Smith SNESLogConvHistory(snes,fnorm,lits); 2155ed2d596SBarry Smith SNESMonitor(snes,i+1,fnorm); 2165ed2d596SBarry Smith 217a7cc72afSBarry Smith if (!lssucceed) { 2188a5d9ee4SBarry Smith PetscTruth ismin; 21950ffb88aSMatthew Knepley 22050ffb88aSMatthew Knepley if (++snes->numFailures >= snes->maxFailures) { 2213505fcc1SBarry Smith snes->reason = SNES_DIVERGED_LS_FAILURE; 2228a5d9ee4SBarry Smith ierr = SNESLSCheckLocalMin_Private(snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr); 2238a5d9ee4SBarry Smith if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN; 2243505fcc1SBarry Smith break; 2253505fcc1SBarry Smith } 22650ffb88aSMatthew Knepley } 2275e76c431SBarry Smith 2285e76c431SBarry Smith /* Test for convergence */ 22929e0b56fSBarry Smith if (snes->converged) { 23029e0b56fSBarry Smith ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm = || X || */ 2313505fcc1SBarry Smith ierr = (*snes->converged)(snes,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 2323505fcc1SBarry Smith if (snes->reason) { 23316c95cacSBarry Smith break; 23416c95cacSBarry Smith } 23516c95cacSBarry Smith } 23629e0b56fSBarry Smith } 23739e2f89bSBarry Smith if (X != snes->vec_sol) { 238393d2d9aSLois Curfman McInnes ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr); 239e15f7bb5SBarry Smith } 240e15f7bb5SBarry Smith if (F != snes->vec_func) { 241e15f7bb5SBarry Smith ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr); 242e15f7bb5SBarry Smith } 24339e2f89bSBarry Smith snes->vec_sol_always = snes->vec_sol; 24439e2f89bSBarry Smith snes->vec_func_always = snes->vec_func; 24552392280SLois Curfman McInnes if (i == maxits) { 24663ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESSolve_LS: Maximum number of iterations has been reached: %D\n",maxits));CHKERRQ(ierr); 2473505fcc1SBarry Smith snes->reason = SNES_DIVERGED_MAX_IT; 24852392280SLois Curfman McInnes } 2493a40ed3dSBarry Smith PetscFunctionReturn(0); 2505e76c431SBarry Smith } 25104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 25204d965bbSLois Curfman McInnes /* 2534b27c08aSLois Curfman McInnes SNESSetUp_LS - Sets up the internal data structures for the later use 2544b27c08aSLois Curfman McInnes of the SNESLS nonlinear solver. 25504d965bbSLois Curfman McInnes 25604d965bbSLois Curfman McInnes Input Parameter: 25704d965bbSLois Curfman McInnes . snes - the SNES context 25804d965bbSLois Curfman McInnes . x - the solution vector 25904d965bbSLois Curfman McInnes 26004d965bbSLois Curfman McInnes Application Interface Routine: SNESSetUp() 26104d965bbSLois Curfman McInnes 26204d965bbSLois Curfman McInnes Notes: 2634b27c08aSLois Curfman McInnes For basic use of the SNES solvers, the user need not explicitly call 26404d965bbSLois Curfman McInnes SNESSetUp(), since these actions will automatically occur during 26504d965bbSLois Curfman McInnes the call to SNESSolve(). 26604d965bbSLois Curfman McInnes */ 2674a2ae208SSatish Balay #undef __FUNCT__ 2684b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS" 269dfbe8321SBarry Smith PetscErrorCode SNESSetUp_LS(SNES snes) 2705e76c431SBarry Smith { 271dfbe8321SBarry Smith PetscErrorCode ierr; 2723a40ed3dSBarry Smith 2733a40ed3dSBarry Smith PetscFunctionBegin; 274e74804ceSBarry Smith if (!snes->work) { 27581b6cf68SLois Curfman McInnes snes->nwork = 4; 276d7e8b826SBarry Smith ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr); 277efee365bSSatish Balay ierr = PetscLogObjectParents(snes,snes->nwork,snes->work);CHKERRQ(ierr); 27881b6cf68SLois Curfman McInnes snes->vec_sol_update_always = snes->work[3]; 279e74804ceSBarry Smith } 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 { 296dfbe8321SBarry Smith PetscErrorCode ierr; 2973a40ed3dSBarry Smith 2983a40ed3dSBarry Smith PetscFunctionBegin; 2995baf8537SBarry Smith if (snes->nwork) { 3004b0e389bSBarry Smith ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr); 30121c89e3eSBarry Smith } 3025c704376SSatish Balay ierr = PetscFree(snes->data);CHKERRQ(ierr); 3033a40ed3dSBarry Smith PetscFunctionReturn(0); 3045e76c431SBarry Smith } 30504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3064a2ae208SSatish Balay #undef __FUNCT__ 30717bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNo" 30882bf6240SBarry Smith 3094b828684SBarry Smith /*@C 31017bae607SBarry Smith SNESLineSearchNo - This routine is not a line search at all; 3115e76c431SBarry Smith it simply uses the full Newton step. Thus, this routine is intended 3125e76c431SBarry Smith to serve as a template and is not recommended for general use. 3135e76c431SBarry Smith 314c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 315c7afd0dbSLois Curfman McInnes 3165e76c431SBarry Smith Input Parameters: 317c7afd0dbSLois Curfman McInnes + snes - nonlinear context 318af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 3195e76c431SBarry Smith . x - current iterate 3205e76c431SBarry Smith . f - residual evaluated at x 3213c632250SBarry Smith . y - search direction 3225e76c431SBarry Smith . w - work vector 323c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 3245e76c431SBarry Smith 325c4a48953SLois Curfman McInnes Output Parameters: 326c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 3273c632250SBarry Smith . w - new iterate 3285e76c431SBarry Smith . gnorm - 2-norm of g 3295e76c431SBarry Smith . ynorm - 2-norm of search length 330a7cc72afSBarry Smith - flag - PETSC_TRUE on success, PETSC_FALSE on failure 331fee21e36SBarry Smith 332c4a48953SLois Curfman McInnes Options Database Key: 33317bae607SBarry Smith . -snes_ls basic - Activates SNESLineSearchNo() 334c4a48953SLois Curfman McInnes 33536851e7fSLois Curfman McInnes Level: advanced 33636851e7fSLois Curfman McInnes 33728ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 33828ae5a21SLois Curfman McInnes 33917bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), 34017bae607SBarry Smith SNESLineSearchSet(), SNESLineSearchNoNorms() 3415e76c431SBarry Smith @*/ 34217bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNo(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 3435e76c431SBarry Smith { 344dfbe8321SBarry Smith PetscErrorCode ierr; 3454b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 3463c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 3475334005bSBarry Smith 3483a40ed3dSBarry Smith PetscFunctionBegin; 349a7cc72afSBarry Smith *flag = PETSC_TRUE; 350d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 351a3b38805SLois Curfman McInnes ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); /* ynorm = || y || */ 352*79f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 3533c632250SBarry Smith if (neP->postcheckstep) { 3543c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 3558f99978dSLois Curfman McInnes } 3563c632250SBarry Smith if (changed_y) { 357*79f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 3583c632250SBarry Smith } 3593c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 360d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 36119717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 36219717074SBarry Smith } 363d5e45103SBarry Smith CHKERRQ(ierr); 364d5e45103SBarry Smith 365a3b38805SLois Curfman McInnes ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); /* gnorm = || g || */ 36643e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 367d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 3683a40ed3dSBarry Smith PetscFunctionReturn(0); 3695e76c431SBarry Smith } 37004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3714a2ae208SSatish Balay #undef __FUNCT__ 37217bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNoNorms" 37382bf6240SBarry Smith 37429e0b56fSBarry Smith /*@C 37517bae607SBarry Smith SNESLineSearchNoNorms - This routine is not a line search at 37629e0b56fSBarry Smith all; it simply uses the full Newton step. This version does not 37729e0b56fSBarry Smith even compute the norm of the function or search direction; this 37829e0b56fSBarry Smith is intended only when you know the full step is fine and are 37929e0b56fSBarry Smith not checking for convergence of the nonlinear iteration (for 380c7afd0dbSLois Curfman McInnes example, you are running always for a fixed number of Newton steps). 381c7afd0dbSLois Curfman McInnes 382c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 38329e0b56fSBarry Smith 38429e0b56fSBarry Smith Input Parameters: 385c7afd0dbSLois Curfman McInnes + snes - nonlinear context 386af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 38729e0b56fSBarry Smith . x - current iterate 38829e0b56fSBarry Smith . f - residual evaluated at x 3893c632250SBarry Smith . y - search direction 39029e0b56fSBarry Smith . w - work vector 391c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 39229e0b56fSBarry Smith 39329e0b56fSBarry Smith Output Parameters: 394c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 3953c632250SBarry Smith . w - new iterate 39629e0b56fSBarry Smith . gnorm - not changed 39729e0b56fSBarry Smith . ynorm - not changed 398a7cc72afSBarry Smith - flag - set to PETSC_TRUE indicating a successful line search 399fee21e36SBarry Smith 40029e0b56fSBarry Smith Options Database Key: 40117bae607SBarry Smith . -snes_ls basicnonorms - Activates SNESLineSearchNoNorms() 40229e0b56fSBarry Smith 4038cbba510SBarry Smith Notes: 40417bae607SBarry Smith SNESLineSearchNoNorms() must be used in conjunction with 405ea56f5baSLois Curfman McInnes either the options 406ea56f5baSLois Curfman McInnes $ -snes_no_convergence_test -snes_max_it <its> 407ea56f5baSLois Curfman McInnes or alternatively a user-defined custom test set via 408329f5518SBarry Smith SNESSetConvergenceTest(); or a -snes_max_it of 1, 409329f5518SBarry Smith otherwise, the SNES solver will generate an error. 410329f5518SBarry Smith 411329f5518SBarry Smith During the final iteration this will not evaluate the function at 412329f5518SBarry Smith the solution point. This is to save a function evaluation while 413329f5518SBarry Smith using pseudo-timestepping. 4148cbba510SBarry Smith 415ea56f5baSLois Curfman McInnes The residual norms printed by monitoring routines such as 416ea56f5baSLois Curfman McInnes SNESDefaultMonitor() (as activated via -snes_monitor) will not be 417ea56f5baSLois Curfman McInnes correct, since they are not computed. 418ea56f5baSLois Curfman McInnes 419ea56f5baSLois Curfman McInnes Level: advanced 4208cbba510SBarry Smith 42129e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic 42229e0b56fSBarry Smith 42317bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), 42417bae607SBarry Smith SNESLineSearchSet(), SNESLineSearchNo() 42529e0b56fSBarry Smith @*/ 42617bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 42729e0b56fSBarry Smith { 428dfbe8321SBarry Smith PetscErrorCode ierr; 4294b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 4303c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 43129e0b56fSBarry Smith 4323a40ed3dSBarry Smith PetscFunctionBegin; 433a7cc72afSBarry Smith *flag = PETSC_TRUE; 434d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 435*79f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 4363c632250SBarry Smith if (neP->postcheckstep) { 4373c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 4383c632250SBarry Smith } 4393c632250SBarry Smith if (changed_y) { 440*79f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 4418f99978dSLois Curfman McInnes } 442329f5518SBarry Smith 443329f5518SBarry Smith /* don't evaluate function the last time through */ 444329f5518SBarry Smith if (snes->iter < snes->max_its-1) { 4453c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 446d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 44719717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 44819717074SBarry Smith } 449d5e45103SBarry Smith CHKERRQ(ierr); 450329f5518SBarry Smith } 451d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 4523a40ed3dSBarry Smith PetscFunctionReturn(0); 45329e0b56fSBarry Smith } 45404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 4554a2ae208SSatish Balay #undef __FUNCT__ 45617bae607SBarry Smith #define __FUNCT__ "SNESLineSearchCubic" 4574b828684SBarry Smith /*@C 45817bae607SBarry Smith SNESLineSearchCubic - Performs a cubic line search (default line search method). 4595e76c431SBarry Smith 460c7afd0dbSLois Curfman McInnes Collective on SNES 461c7afd0dbSLois Curfman McInnes 4625e76c431SBarry Smith Input Parameters: 463c7afd0dbSLois Curfman McInnes + snes - nonlinear context 464af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 4655e76c431SBarry Smith . x - current iterate 4665e76c431SBarry Smith . f - residual evaluated at x 4673c632250SBarry Smith . y - search direction 4685e76c431SBarry Smith . w - work vector 469c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 4705e76c431SBarry Smith 471393d2d9aSLois Curfman McInnes Output Parameters: 472c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4733c632250SBarry Smith . w - new iterate 4745e76c431SBarry Smith . gnorm - 2-norm of g 4755e76c431SBarry Smith . ynorm - 2-norm of search length 476a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 477fee21e36SBarry Smith 478c4a48953SLois Curfman McInnes Options Database Key: 47917bae607SBarry Smith $ -snes_ls cubic - Activates SNESLineSearchCubic() 480c4a48953SLois Curfman McInnes 4815e76c431SBarry Smith Notes: 4825e76c431SBarry Smith This line search is taken from "Numerical Methods for Unconstrained 4835e76c431SBarry Smith Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 4845e76c431SBarry Smith 48536851e7fSLois Curfman McInnes Level: advanced 48636851e7fSLois Curfman McInnes 48728ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 48828ae5a21SLois Curfman McInnes 48917bae607SBarry Smith .seealso: SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms() 4905e76c431SBarry Smith @*/ 49117bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchCubic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 4925e76c431SBarry Smith { 493406556e6SLois Curfman McInnes /* 494406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 495406556e6SLois Curfman McInnes minimization problem: 496406556e6SLois Curfman McInnes min z(x): R^n -> R, 497406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 498406556e6SLois Curfman McInnes */ 499406556e6SLois Curfman McInnes 5005ca10a37SBarry Smith PetscReal steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength; 501329f5518SBarry Smith PetscReal maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg; 502aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 503ea709b57SSatish Balay PetscScalar cinitslope,clambda; 5046b5873e3SBarry Smith #endif 505dfbe8321SBarry Smith PetscErrorCode ierr; 506a7cc72afSBarry Smith PetscInt count; 5074b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 508*79f36460SBarry Smith PetscScalar scale; 5093c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 5105e76c431SBarry Smith 5113a40ed3dSBarry Smith PetscFunctionBegin; 512d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 513a7cc72afSBarry Smith *flag = PETSC_TRUE; 5145e76c431SBarry Smith alpha = neP->alpha; 5155e76c431SBarry Smith maxstep = neP->maxstep; 5165e76c431SBarry Smith steptol = neP->steptol; 5175e76c431SBarry Smith 518cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 5199e247f21SBarry Smith if (!*ynorm) { 52017bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Search direction and size is 0\n"));CHKERRQ(ierr); 521a1c2b6eeSLois Curfman McInnes *gnorm = fnorm; 5223c632250SBarry Smith ierr = VecCopy(x,w);CHKERRQ(ierr); 523a1c2b6eeSLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 524a7cc72afSBarry Smith *flag = PETSC_FALSE; 525ad922ac9SBarry Smith goto theend1; 52694a9d846SBarry Smith } 5275e76c431SBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 5285e42470aSBarry Smith scale = maxstep/(*ynorm); 529aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 53017bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Scaling step by %g old ynorm %g\n",PetscRealPart(scale),*ynorm));CHKERRQ(ierr); 5316b5873e3SBarry Smith #else 53217bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Scaling step by %g old ynorm %g\n",scale,*ynorm));CHKERRQ(ierr); 5336b5873e3SBarry Smith #endif 5342dcb1b2aSMatthew Knepley ierr = VecScale(y,scale);CHKERRQ(ierr); 5355e76c431SBarry Smith *ynorm = maxstep; 5365e76c431SBarry Smith } 537ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 5385ca10a37SBarry Smith minlambda = steptol/rellength; 539a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 540aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 541a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 542329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 5435e42470aSBarry Smith #else 544a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 5455e42470aSBarry Smith #endif 5465e76c431SBarry Smith if (initslope > 0.0) initslope = -initslope; 5475e76c431SBarry Smith if (initslope == 0.0) initslope = -1.0; 5485e76c431SBarry Smith 549393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w);CHKERRQ(ierr); 550*79f36460SBarry Smith ierr = VecAYPX(w,-1.0,x);CHKERRQ(ierr); 55143e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 55217bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic:Exceeded maximum function evaluations, while checking full step length!\n"));CHKERRQ(ierr); 55343e71028SBarry Smith *flag = PETSC_FALSE; 55443e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 55543e71028SBarry Smith goto theend1; 55643e71028SBarry Smith } 55719717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 558d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 55919717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 56019717074SBarry Smith } 561d5e45103SBarry Smith CHKERRQ(ierr); 562313b5538SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 56343e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 5645d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 56517bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Using full step\n"));CHKERRQ(ierr); 566ad922ac9SBarry Smith goto theend1; 5675e76c431SBarry Smith } 5685e76c431SBarry Smith 5695e76c431SBarry Smith /* Fit points with quadratic */ 570313b5538SBarry Smith lambda = 1.0; 571a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 5725e76c431SBarry Smith lambdaprev = lambda; 5735e76c431SBarry Smith gnormprev = *gnorm; 574329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 575ddd12767SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 576ddd12767SBarry Smith else lambda = lambdatemp; 577393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 578ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 579aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 5802dcb1b2aSMatthew Knepley clambda = lambdaneg; ierr = VecAXPY(w,clambda,y);CHKERRQ(ierr); 5815e42470aSBarry Smith #else 5822dcb1b2aSMatthew Knepley ierr = VecAXPY(w,lambdaneg,y);CHKERRQ(ierr); 5835e42470aSBarry Smith #endif 58443e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 58517bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic:Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n"));CHKERRQ(ierr); 58643e71028SBarry Smith *flag = PETSC_FALSE; 58743e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 58843e71028SBarry Smith goto theend1; 58943e71028SBarry Smith } 59019717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 591d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 59219717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 59319717074SBarry Smith } 594d5e45103SBarry Smith CHKERRQ(ierr); 595cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 59643e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 5975ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 59817bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Quadratically determined step, lambda=%18.16e\n",lambda));CHKERRQ(ierr); 599ad922ac9SBarry Smith goto theend1; 6005e76c431SBarry Smith } 6015e76c431SBarry Smith 6025e76c431SBarry Smith /* Fit points with cubic */ 6035e76c431SBarry Smith count = 1; 6048229bfc2SMatthew Knepley while (count < 10000) { 6055e76c431SBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 60617bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic:Unable to find good step length! %D \n",count));CHKERRQ(ierr); 60717bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic:fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr); 60843e71028SBarry Smith *flag = PETSC_FALSE; 60943e71028SBarry Smith break; 6105e76c431SBarry Smith } 6115d1a10b1SBarry Smith t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope; 6125d1a10b1SBarry Smith t2 = .5*(gnormprev*gnormprev - fnorm*fnorm) - lambdaprev*initslope; 613ddd12767SBarry Smith a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6142b022350SLois Curfman McInnes b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6155e76c431SBarry Smith d = b*b - 3*a*initslope; 6165e76c431SBarry Smith if (d < 0.0) d = 0.0; 6175e76c431SBarry Smith if (a == 0.0) { 6185e76c431SBarry Smith lambdatemp = -initslope/(2.0*b); 6195e76c431SBarry Smith } else { 6205e76c431SBarry Smith lambdatemp = (-b + sqrt(d))/(3.0*a); 6215e76c431SBarry Smith } 6225e76c431SBarry Smith lambdaprev = lambda; 6235e76c431SBarry Smith gnormprev = *gnorm; 624329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 625329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 6265e76c431SBarry Smith else lambda = lambdatemp; 627393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 628ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 629aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 630ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; 6312dcb1b2aSMatthew Knepley ierr = VecAXPY(w,clambda,y);CHKERRQ(ierr); 6325e42470aSBarry Smith #else 6332dcb1b2aSMatthew Knepley ierr = VecAXPY(w,lambdaneg,y);CHKERRQ(ierr); 6345e42470aSBarry Smith #endif 63543e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 63617bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic:Exceeded maximum function evaluations, while looking for good step length! %D \n",count));CHKERRQ(ierr); 63717bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic:fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr); 638ed98166eSMatthew Knepley *flag = PETSC_FALSE; 63943e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 640ed98166eSMatthew Knepley break; 641ed98166eSMatthew Knepley } 64219717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 643d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 64419717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 64519717074SBarry Smith } 646d5e45103SBarry Smith CHKERRQ(ierr); 647cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 64843e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 6495ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */ 65017bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Cubically determined step, lambda=%18.16e\n",lambda));CHKERRQ(ierr); 65143e71028SBarry Smith break; 6522b022350SLois Curfman McInnes } else { 65317bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Cubic step no good, shrinking lambda, lambda=%18.16e\n",lambda));CHKERRQ(ierr); 6545e76c431SBarry Smith } 6555e76c431SBarry Smith count++; 6565e76c431SBarry Smith } 6578229bfc2SMatthew Knepley if (count >= 10000) { 658cd7625f8SBarry Smith SETERRQ(PETSC_ERR_LIB, "Lambda was decreased more than 10,000 times, so something is probably wrong with the function evaluation"); 6598229bfc2SMatthew Knepley } 660ad922ac9SBarry Smith theend1: 6618f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 6623c632250SBarry Smith if (neP->postcheckstep && *flag) { 6633c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 6643c632250SBarry Smith if (changed_y) { 665*79f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 6663c632250SBarry Smith } 6673c632250SBarry Smith if (changed_y || changed_w) { /* recompute the function if the step has changed */ 6683c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 669d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 67019717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 67119717074SBarry Smith } 672d5e45103SBarry Smith CHKERRQ(ierr); 6738f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 67443e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 6753c632250SBarry Smith ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr); 6768f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 6773c632250SBarry Smith ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr); 6788f99978dSLois Curfman McInnes } 6798f99978dSLois Curfman McInnes } 680d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 6813a40ed3dSBarry Smith PetscFunctionReturn(0); 6825e76c431SBarry Smith } 68304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 6844a2ae208SSatish Balay #undef __FUNCT__ 68517bae607SBarry Smith #define __FUNCT__ "SNESLineSearchQuadratic" 6864b828684SBarry Smith /*@C 68717bae607SBarry Smith SNESLineSearchQuadratic - Performs a quadratic line search. 6885e76c431SBarry Smith 689c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 690c7afd0dbSLois Curfman McInnes 6915e42470aSBarry Smith Input Parameters: 692c7afd0dbSLois Curfman McInnes + snes - the SNES context 693af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 6945e42470aSBarry Smith . x - current iterate 6955e42470aSBarry Smith . f - residual evaluated at x 6963c632250SBarry Smith . y - search direction 6975e42470aSBarry Smith . w - work vector 698c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 6995e42470aSBarry Smith 700c4a48953SLois Curfman McInnes Output Parameters: 701c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 7023c632250SBarry Smith . w - new iterate 7035e42470aSBarry Smith . gnorm - 2-norm of g 7045e42470aSBarry Smith . ynorm - 2-norm of search length 705a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 706fee21e36SBarry Smith 707c4a48953SLois Curfman McInnes Options Database Key: 70817bae607SBarry Smith . -snes_ls quadratic - Activates SNESLineSearchQuadratic() 709c4a48953SLois Curfman McInnes 7105e42470aSBarry Smith Notes: 71117bae607SBarry Smith Use SNESLineSearchSet() to set this routine within the SNESLS method. 7125e42470aSBarry Smith 71336851e7fSLois Curfman McInnes Level: advanced 71436851e7fSLois Curfman McInnes 715f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search 716f59ffdedSLois Curfman McInnes 71717bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms() 7185e42470aSBarry Smith @*/ 71917bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchQuadratic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 7205e76c431SBarry Smith { 721406556e6SLois Curfman McInnes /* 722406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 723406556e6SLois Curfman McInnes minimization problem: 724406556e6SLois Curfman McInnes min z(x): R^n -> R, 725406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2. 726406556e6SLois Curfman McInnes */ 7275ca10a37SBarry Smith PetscReal steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg,rellength; 728aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 729ea709b57SSatish Balay PetscScalar cinitslope,clambda; 7306b5873e3SBarry Smith #endif 731dfbe8321SBarry Smith PetscErrorCode ierr; 732a7cc72afSBarry Smith PetscInt count; 7334b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 734*79f36460SBarry Smith PetscScalar scale; 7353c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 7365e76c431SBarry Smith 7373a40ed3dSBarry Smith PetscFunctionBegin; 738d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 739a7cc72afSBarry Smith *flag = PETSC_TRUE; 7405e42470aSBarry Smith alpha = neP->alpha; 7415e42470aSBarry Smith maxstep = neP->maxstep; 7425e42470aSBarry Smith steptol = neP->steptol; 7435e76c431SBarry Smith 7443505fcc1SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 74563b9fa5eSBarry Smith if (*ynorm == 0.0) { 74617bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic: Search direction and size is 0\n"));CHKERRQ(ierr); 747b37302c6SLois Curfman McInnes *gnorm = fnorm; 748b37302c6SLois Curfman McInnes ierr = VecCopy(x,y);CHKERRQ(ierr); 749b37302c6SLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 750a7cc72afSBarry Smith *flag = PETSC_FALSE; 751ad922ac9SBarry Smith goto theend2; 75294a9d846SBarry Smith } 7535e42470aSBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 7545e42470aSBarry Smith scale = maxstep/(*ynorm); 7552dcb1b2aSMatthew Knepley ierr = VecScale(y,scale);CHKERRQ(ierr); 7565e42470aSBarry Smith *ynorm = maxstep; 7575e76c431SBarry Smith } 758ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 7595ca10a37SBarry Smith minlambda = steptol/rellength; 760a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 761aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 762a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 763329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 7645e42470aSBarry Smith #else 765a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 7665e42470aSBarry Smith #endif 7675e42470aSBarry Smith if (initslope > 0.0) initslope = -initslope; 7685e42470aSBarry Smith if (initslope == 0.0) initslope = -1.0; 7695e42470aSBarry Smith 770393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w);CHKERRQ(ierr); 771*79f36460SBarry Smith ierr = VecAYPX(w,-1.0,x);CHKERRQ(ierr); 77243e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 77317bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:Exceeded maximum function evaluations, while checking full step length!\n"));CHKERRQ(ierr); 77443e71028SBarry Smith ierr = VecCopy(w,y);CHKERRQ(ierr); 77543e71028SBarry Smith *flag = PETSC_FALSE; 77643e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 77743e71028SBarry Smith goto theend2; 77843e71028SBarry Smith } 77919717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 780d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 78119717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 78219717074SBarry Smith } 783d5e45103SBarry Smith CHKERRQ(ierr); 784cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 78543e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 7865d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 787393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 78817bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic: Using full step\n"));CHKERRQ(ierr); 789ad922ac9SBarry Smith goto theend2; 7905e42470aSBarry Smith } 7915e42470aSBarry Smith 7925e42470aSBarry Smith /* Fit points with quadratic */ 793313b5538SBarry Smith lambda = 1.0; 7945e42470aSBarry Smith count = 1; 7955ca10a37SBarry Smith while (PETSC_TRUE) { 7965e42470aSBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 79717bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:Unable to find good step length! %D \n",count));CHKERRQ(ierr); 79817bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr); 799f168f371SBarry Smith ierr = VecCopy(x,y);CHKERRQ(ierr); 80043e71028SBarry Smith *flag = PETSC_FALSE; 80143e71028SBarry Smith break; 8025e42470aSBarry Smith } 803a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 804329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 805329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 806329f5518SBarry Smith else lambda = lambdatemp; 807393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 8083505fcc1SBarry Smith lambdaneg = -lambda; 809aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 8102dcb1b2aSMatthew Knepley clambda = lambdaneg; ierr = VecAXPY(w,clambda,y);CHKERRQ(ierr); 8115e42470aSBarry Smith #else 8122dcb1b2aSMatthew Knepley ierr = VecAXPY(w,lambdaneg,y);CHKERRQ(ierr); 8135e42470aSBarry Smith #endif 81443e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 81517bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:Exceeded maximum function evaluations, while looking for good step length! %D \n",count));CHKERRQ(ierr); 81617bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr); 81743e71028SBarry Smith ierr = VecCopy(w,y);CHKERRQ(ierr); 818ed98166eSMatthew Knepley *flag = PETSC_FALSE; 81943e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 820ed98166eSMatthew Knepley break; 821ed98166eSMatthew Knepley } 82219717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 823d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 82419717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 82519717074SBarry Smith } 826d5e45103SBarry Smith CHKERRQ(ierr); 827cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 82843e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 8295ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 830393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 83117bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:Quadratically determined step, lambda=%g\n",lambda));CHKERRQ(ierr); 83206259719SBarry Smith break; 8335e42470aSBarry Smith } 8345e42470aSBarry Smith count++; 8355e42470aSBarry Smith } 836ad922ac9SBarry Smith theend2: 8378f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 8383c632250SBarry Smith if (neP->postcheckstep) { 8393c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 8403c632250SBarry Smith if (changed_y) { 841*79f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 8423c632250SBarry Smith } 8433c632250SBarry Smith if (changed_y || changed_w) { /* recompute the function if the step has changed */ 8443c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 845d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 84619717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 84719717074SBarry Smith } 848d5e45103SBarry Smith CHKERRQ(ierr); 8498f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 8503c632250SBarry Smith ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr); 8518f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 8523c632250SBarry Smith ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr); 8533c632250SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 8548f99978dSLois Curfman McInnes } 8558f99978dSLois Curfman McInnes } 856d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8573a40ed3dSBarry Smith PetscFunctionReturn(0); 8585e76c431SBarry Smith } 8592343ba6eSBarry Smith 86004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 8614a2ae208SSatish Balay #undef __FUNCT__ 86217bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet" 863c9e6a524SLois Curfman McInnes /*@C 86417bae607SBarry Smith SNESLineSearchSet - Sets the line search routine to be used 8654b27c08aSLois Curfman McInnes by the method SNESLS. 8665e76c431SBarry Smith 8675e76c431SBarry Smith Input Parameters: 868c7afd0dbSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 869af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for use by line search 870c7afd0dbSLois Curfman McInnes - func - pointer to int function 8715e76c431SBarry Smith 872fee21e36SBarry Smith Collective on SNES 873fee21e36SBarry Smith 874c4a48953SLois Curfman McInnes Available Routines: 87517bae607SBarry Smith + SNESLineSearchCubic() - default line search 87617bae607SBarry Smith . SNESLineSearchQuadratic() - quadratic line search 87717bae607SBarry Smith . SNESLineSearchNo() - the full Newton step (actually not a line search) 87817bae607SBarry Smith - SNESLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel) 8795e76c431SBarry Smith 880c4a48953SLois Curfman McInnes Options Database Keys: 8814b27c08aSLois Curfman McInnes + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 8824b27c08aSLois Curfman McInnes . -snes_ls_alpha <alpha> - Sets alpha 8834b27c08aSLois Curfman McInnes . -snes_ls_maxstep <max> - Sets maxstep 8844b27c08aSLois Curfman McInnes - -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 8853304466cSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 8863304466cSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 887c4a48953SLois Curfman McInnes 8885e76c431SBarry Smith Calling sequence of func: 889bd208895SLois Curfman McInnes .vb 890af2d14d2SLois Curfman McInnes func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w, 891a7cc72afSBarry Smith PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 892bd208895SLois Curfman McInnes .ve 8935e76c431SBarry Smith 8945e76c431SBarry Smith Input parameters for func: 895c7afd0dbSLois Curfman McInnes + snes - nonlinear context 896af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for line search 8975e76c431SBarry Smith . x - current iterate 8985e76c431SBarry Smith . f - residual evaluated at x 8993c632250SBarry Smith . y - search direction 9005e76c431SBarry Smith . w - work vector 901c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 9025e76c431SBarry Smith 9035e76c431SBarry Smith Output parameters for func: 904c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 9053c632250SBarry Smith . w - new iterate 9065e76c431SBarry Smith . gnorm - 2-norm of g 9075e76c431SBarry Smith . ynorm - 2-norm of search length 908a7cc72afSBarry Smith - flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure. 909f59ffdedSLois Curfman McInnes 91036851e7fSLois Curfman McInnes Level: advanced 91136851e7fSLois Curfman McInnes 912f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine 913f59ffdedSLois Curfman McInnes 91417bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchNoNorms(), 91517bae607SBarry Smith SNESLineSearchSetPostCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams(), SNESLineSearchSetPreCheck() 9165e76c431SBarry Smith @*/ 91717bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void *lsctx) 9185e76c431SBarry Smith { 919a7cc72afSBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*); 92082bf6240SBarry Smith 9213a40ed3dSBarry Smith PetscFunctionBegin; 92217bae607SBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSet_C",(void (**)(void))&f);CHKERRQ(ierr); 92382bf6240SBarry Smith if (f) { 924af2d14d2SLois Curfman McInnes ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr); 92582bf6240SBarry Smith } 9263a40ed3dSBarry Smith PetscFunctionReturn(0); 9275e76c431SBarry Smith } 9288e019c35SBarry Smith 929a7cc72afSBarry 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*/ 93004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 931fb2e594dSBarry Smith EXTERN_C_BEGIN 9324a2ae208SSatish Balay #undef __FUNCT__ 93317bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet_LS" 93417bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet_LS(SNES snes,FCN2 func,void *lsctx) 93582bf6240SBarry Smith { 93682bf6240SBarry Smith PetscFunctionBegin; 9374b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->LineSearch = func; 9384b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->lsP = lsctx; 93982bf6240SBarry Smith PetscFunctionReturn(0); 94082bf6240SBarry Smith } 941fb2e594dSBarry Smith EXTERN_C_END 94204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 9434a2ae208SSatish Balay #undef __FUNCT__ 9443c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck" 945c8dd0c0dSLois Curfman McInnes /*@C 9463c632250SBarry Smith SNESLineSearchSetPostCheck - Sets a routine to check the validity of new iterate computed 9474b27c08aSLois Curfman McInnes by the line search routine in the Newton-based method SNESLS. 948c8dd0c0dSLois Curfman McInnes 949c8dd0c0dSLois Curfman McInnes Input Parameters: 950c8dd0c0dSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 9513c632250SBarry Smith . func - pointer to function 952c8dd0c0dSLois Curfman McInnes - checkctx - optional user-defined context for use by step checking routine 953c8dd0c0dSLois Curfman McInnes 954c8dd0c0dSLois Curfman McInnes Collective on SNES 955c8dd0c0dSLois Curfman McInnes 956c8dd0c0dSLois Curfman McInnes Calling sequence of func: 957c8dd0c0dSLois Curfman McInnes .vb 9583c632250SBarry Smith int func (SNES snes, Vec x,Vec y,Vec w,void *checkctx, PetscTruth *changed_y,PetscTruth *changed_w) 959c8dd0c0dSLois Curfman McInnes .ve 960b1ae27eaSLois Curfman McInnes where func returns an error code of 0 on success and a nonzero 961b1ae27eaSLois Curfman McInnes on failure. 962c8dd0c0dSLois Curfman McInnes 963c8dd0c0dSLois Curfman McInnes Input parameters for func: 964c8dd0c0dSLois Curfman McInnes + snes - nonlinear context 965c8dd0c0dSLois Curfman McInnes . checkctx - optional user-defined context for use by step checking routine 9663c632250SBarry Smith . x - previous iterate 9673c632250SBarry Smith . y - new search direction and length 9683c632250SBarry Smith - w - current candidate iterate 969c8dd0c0dSLois Curfman McInnes 970c8dd0c0dSLois Curfman McInnes Output parameters for func: 9713c632250SBarry Smith + y - search direction (possibly changed) 9723c632250SBarry Smith . w - current iterate (possibly modified) 9733c632250SBarry Smith . changed_y - indicates search direction was changed by this routine 9743c632250SBarry Smith - changed_w - indicates current iterate was changed by this routine 975c8dd0c0dSLois Curfman McInnes 976c8dd0c0dSLois Curfman McInnes Level: advanced 977c8dd0c0dSLois Curfman McInnes 9789e247f21SBarry Smith Notes: All line searches accept the new iterate computed by the line search checking routine. 9799e247f21SBarry Smith 9803c632250SBarry Smith Only one of changed_y and changed_w can be PETSC_TRUE 9813c632250SBarry Smith 9823c632250SBarry Smith On input w = x + y 9833c632250SBarry Smith 98417bae607SBarry Smith SNESLineSearchNo() and SNESLineSearchNoNorms() (1) compute a candidate iterate u_{i+1}, (2) pass control 985b1ae27eaSLois Curfman McInnes to the checking routine, and then (3) compute the corresponding nonlinear 986ea56f5baSLois Curfman McInnes function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}. 9878f99978dSLois Curfman McInnes 98817bae607SBarry Smith SNESLineSearchQuadratic() and SNESLineSearchCubic() (1) compute a candidate iterate u_{i+1} as well as a 989ea56f5baSLois Curfman McInnes candidate nonlinear function f(u_{i+1}), (2) pass control to the checking 990ea56f5baSLois Curfman McInnes routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes 991ea56f5baSLois Curfman McInnes were made to the candidate iterate in the checking routine (as indicated 9929e247f21SBarry Smith by flag=PETSC_TRUE). The overhead of this extra function re-evaluation can be 993b1ae27eaSLois Curfman McInnes very costly, so use this feature with caution! 9948f99978dSLois Curfman McInnes 995c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine 996c8dd0c0dSLois Curfman McInnes 99717bae607SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPreCheck() 998c8dd0c0dSLois Curfman McInnes @*/ 9993c632250SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void *checkctx) 1000c8dd0c0dSLois Curfman McInnes { 10013c632250SBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void*); 1002c8dd0c0dSLois Curfman McInnes 1003c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 10043c632250SBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPostCheck_C",(void (**)(void))&f);CHKERRQ(ierr); 1005c8dd0c0dSLois Curfman McInnes if (f) { 1006c8dd0c0dSLois Curfman McInnes ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr); 1007c8dd0c0dSLois Curfman McInnes } 1008c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 1009c8dd0c0dSLois Curfman McInnes } 10109c3ca13aSBarry Smith #undef __FUNCT__ 10119c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck" 10129c3ca13aSBarry Smith /*@C 10139c3ca13aSBarry Smith SNESLineSearchSetPreCheck - Sets a routine to check the validity of a new direction given by the linear solve 10149c3ca13aSBarry Smith 10159c3ca13aSBarry Smith Input Parameters: 10169c3ca13aSBarry Smith + snes - nonlinear context obtained from SNESCreate() 10179c3ca13aSBarry Smith . func - pointer to function 10189c3ca13aSBarry Smith - checkctx - optional user-defined context for use by step checking routine 10199c3ca13aSBarry Smith 10209c3ca13aSBarry Smith Collective on SNES 10219c3ca13aSBarry Smith 10229c3ca13aSBarry Smith Calling sequence of func: 10239c3ca13aSBarry Smith .vb 10249c3ca13aSBarry Smith int func (SNES snes, Vec x,Vec y,,void *checkctx, PetscTruth *changed_y) 10259c3ca13aSBarry Smith .ve 10269c3ca13aSBarry Smith where func returns an error code of 0 on success and a nonzero 10279c3ca13aSBarry Smith on failure. 10289c3ca13aSBarry Smith 10299c3ca13aSBarry Smith Input parameters for func: 10309c3ca13aSBarry Smith + snes - nonlinear context 10319c3ca13aSBarry Smith . checkctx - optional user-defined context for use by step checking routine 10329c3ca13aSBarry Smith . x - previous iterate 10339c3ca13aSBarry Smith - y - new search direction and length 10349c3ca13aSBarry Smith 10359c3ca13aSBarry Smith Output parameters for func: 10369c3ca13aSBarry Smith + y - search direction (possibly changed) 10379c3ca13aSBarry Smith - changed_y - indicates search direction was changed by this routine 10389c3ca13aSBarry Smith 10399c3ca13aSBarry Smith Level: advanced 10409c3ca13aSBarry Smith 10419c3ca13aSBarry Smith Notes: All line searches accept the new iterate computed by the line search checking routine. 10429c3ca13aSBarry Smith 10439c3ca13aSBarry Smith .keywords: SNES, nonlinear, set, line search check, step check, routine 10449c3ca13aSBarry Smith 104517bae607SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck() 10469c3ca13aSBarry Smith @*/ 10479c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,void*,PetscTruth*),void *checkctx) 10489c3ca13aSBarry Smith { 10499c3ca13aSBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,void*,PetscTruth*),void*); 10509c3ca13aSBarry Smith 10519c3ca13aSBarry Smith PetscFunctionBegin; 10529c3ca13aSBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPreCheck_C",(void (**)(void))&f);CHKERRQ(ierr); 10539c3ca13aSBarry Smith if (f) { 10549c3ca13aSBarry Smith ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr); 10559c3ca13aSBarry Smith } 10569c3ca13aSBarry Smith PetscFunctionReturn(0); 10579c3ca13aSBarry Smith } 10589c3ca13aSBarry Smith 1059c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 10609c3ca13aSBarry Smith typedef PetscErrorCode (*FCN1)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*); /* force argument to next function to not be extern C*/ 10619c3ca13aSBarry Smith typedef PetscErrorCode (*FCN3)(SNES,Vec,Vec,void*,PetscTruth*); /* force argument to next function to not be extern C*/ 1062c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN 10634a2ae208SSatish Balay #undef __FUNCT__ 10643c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck_LS" 10659c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck_LS(SNES snes,FCN1 func,void *checkctx) 1066c8dd0c0dSLois Curfman McInnes { 1067c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 10683c632250SBarry Smith ((SNES_LS *)(snes->data))->postcheckstep = func; 10693c632250SBarry Smith ((SNES_LS *)(snes->data))->postcheck = checkctx; 1070c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 1071c8dd0c0dSLois Curfman McInnes } 1072c8dd0c0dSLois Curfman McInnes EXTERN_C_END 10739c3ca13aSBarry Smith 10749c3ca13aSBarry Smith EXTERN_C_BEGIN 10759c3ca13aSBarry Smith #undef __FUNCT__ 10769c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck_LS" 10779c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck_LS(SNES snes,FCN3 func,void *checkctx) 10789c3ca13aSBarry Smith { 10799c3ca13aSBarry Smith PetscFunctionBegin; 10809c3ca13aSBarry Smith ((SNES_LS *)(snes->data))->precheckstep = func; 10819c3ca13aSBarry Smith ((SNES_LS *)(snes->data))->precheck = checkctx; 10829c3ca13aSBarry Smith PetscFunctionReturn(0); 10839c3ca13aSBarry Smith } 10849c3ca13aSBarry Smith EXTERN_C_END 1085c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 108604d965bbSLois Curfman McInnes /* 10874b27c08aSLois Curfman McInnes SNESPrintHelp_LS - Prints all options for the SNES_LS method. 1088329e7e40SMatthew Knepley 1089329e7e40SMatthew Knepley Input Parameter: 1090329e7e40SMatthew Knepley . snes - the SNES context 1091329e7e40SMatthew Knepley 1092329e7e40SMatthew Knepley Application Interface Routine: SNESPrintHelp() 1093329e7e40SMatthew Knepley */ 1094329e7e40SMatthew Knepley #undef __FUNCT__ 10954b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESPrintHelp_LS" 10966849ba73SBarry Smith static PetscErrorCode SNESPrintHelp_LS(SNES snes,char *p) 1097329e7e40SMatthew Knepley { 10984b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 1099329e7e40SMatthew Knepley 1100329e7e40SMatthew Knepley PetscFunctionBegin; 11014b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," method SNES_LS (ls) for systems of nonlinear equations:\n"); 11024b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls [cubic,quadratic,basic,basicnonorms,...]\n",p); 11034b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_alpha <alpha> (default %g)\n",p,ls->alpha); 11044b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_maxstep <max> (default %g)\n",p,ls->maxstep); 11054b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_steptol <tol> (default %g)\n",p,ls->steptol); 1106329e7e40SMatthew Knepley PetscFunctionReturn(0); 1107329e7e40SMatthew Knepley } 1108329e7e40SMatthew Knepley 1109329e7e40SMatthew Knepley /* 11104b27c08aSLois Curfman McInnes SNESView_LS - Prints info from the SNESLS data structure. 111104d965bbSLois Curfman McInnes 111204d965bbSLois Curfman McInnes Input Parameters: 111304d965bbSLois Curfman McInnes . SNES - the SNES context 111404d965bbSLois Curfman McInnes . viewer - visualization context 111504d965bbSLois Curfman McInnes 111604d965bbSLois Curfman McInnes Application Interface Routine: SNESView() 111704d965bbSLois Curfman McInnes */ 11184a2ae208SSatish Balay #undef __FUNCT__ 11194b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS" 11206849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer) 1121a935fc98SLois Curfman McInnes { 11224b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 11232fc52814SBarry Smith const char *cstr; 1124dfbe8321SBarry Smith PetscErrorCode ierr; 112532077d6dSBarry Smith PetscTruth iascii; 1126a935fc98SLois Curfman McInnes 11273a40ed3dSBarry Smith PetscFunctionBegin; 112832077d6dSBarry Smith ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr); 112932077d6dSBarry Smith if (iascii) { 113017bae607SBarry Smith if (ls->LineSearch == SNESLineSearchNo) cstr = "SNESLineSearchNo"; 113117bae607SBarry Smith else if (ls->LineSearch == SNESLineSearchQuadratic) cstr = "SNESLineSearchQuadratic"; 113217bae607SBarry Smith else if (ls->LineSearch == SNESLineSearchCubic) cstr = "SNESLineSearchCubic"; 113319bcc07fSBarry Smith else cstr = "unknown"; 1134b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," line search variant: %s\n",cstr);CHKERRQ(ierr); 1135b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," alpha=%g, maxstep=%g, steptol=%g\n",ls->alpha,ls->maxstep,ls->steptol);CHKERRQ(ierr); 11365cd90555SBarry Smith } else { 113779a5c55eSBarry Smith SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name); 113819bcc07fSBarry Smith } 11393a40ed3dSBarry Smith PetscFunctionReturn(0); 1140a935fc98SLois Curfman McInnes } 114104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 114204d965bbSLois Curfman McInnes /* 11434b27c08aSLois Curfman McInnes SNESSetFromOptions_LS - Sets various parameters for the SNESLS method. 114404d965bbSLois Curfman McInnes 114504d965bbSLois Curfman McInnes Input Parameter: 114604d965bbSLois Curfman McInnes . snes - the SNES context 114704d965bbSLois Curfman McInnes 114804d965bbSLois Curfman McInnes Application Interface Routine: SNESSetFromOptions() 114904d965bbSLois Curfman McInnes */ 11504a2ae208SSatish Balay #undef __FUNCT__ 11514b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS" 11526849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes) 11535e42470aSBarry Smith { 11544b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 1155e5999256SBarry Smith const char *lses[] = {"basic","basicnonorms","quadratic","cubic"}; 1156dfbe8321SBarry Smith PetscErrorCode ierr; 1157a7cc72afSBarry Smith PetscInt indx; 1158f1af5d2fSBarry Smith PetscTruth flg; 11595e42470aSBarry Smith 11603a40ed3dSBarry Smith PetscFunctionBegin; 1161b0a32e0cSBarry Smith ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr); 11624b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr); 11634b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr); 11644b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_steptol","Step must be greater than","None",ls->steptol,&ls->steptol,0);CHKERRQ(ierr); 1165186905e3SBarry Smith 116617bae607SBarry Smith ierr = PetscOptionsEList("-snes_ls","Line search used","SNESLineSearchSet",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr); 116725cdf11fSBarry Smith if (flg) { 116822e36657SBarry Smith switch (indx) { 1169b49fd9e1SBarry Smith case 0: 117017bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchNo,PETSC_NULL);CHKERRQ(ierr); 1171b49fd9e1SBarry Smith break; 1172b49fd9e1SBarry Smith case 1: 117317bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr); 1174b49fd9e1SBarry Smith break; 1175b49fd9e1SBarry Smith case 2: 117617bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchQuadratic,PETSC_NULL);CHKERRQ(ierr); 1177b49fd9e1SBarry Smith break; 1178b49fd9e1SBarry Smith case 3: 117917bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchCubic,PETSC_NULL);CHKERRQ(ierr); 1180b49fd9e1SBarry Smith break; 11815e42470aSBarry Smith } 11825e42470aSBarry Smith } 1183b0a32e0cSBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 11843a40ed3dSBarry Smith PetscFunctionReturn(0); 11855e42470aSBarry Smith } 118604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 1187ebe3b25bSBarry Smith /*MC 1188ebe3b25bSBarry Smith SNESLS - Newton based nonlinear solver that uses a line search 118904d965bbSLois Curfman McInnes 1190ebe3b25bSBarry Smith Options Database: 1191ebe3b25bSBarry Smith + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 1192ebe3b25bSBarry Smith . -snes_ls_alpha <alpha> - Sets alpha 1193ebe3b25bSBarry Smith . -snes_ls_maxstep <max> - Sets maxstep 1194ebe3b25bSBarry Smith - -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 1195ebe3b25bSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 1196ebe3b25bSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 119704d965bbSLois Curfman McInnes 1198ebe3b25bSBarry Smith Notes: This is the default nonlinear solver in SNES 119904d965bbSLois Curfman McInnes 1200ee3001cbSBarry Smith Level: beginner 1201ee3001cbSBarry Smith 120217bae607SBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESTR, SNESLineSearchSet(), 120317bae607SBarry Smith SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(), 120417bae607SBarry Smith SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck() 1205ebe3b25bSBarry Smith 1206ebe3b25bSBarry Smith M*/ 1207fb2e594dSBarry Smith EXTERN_C_BEGIN 12084a2ae208SSatish Balay #undef __FUNCT__ 12094b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS" 121063dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESCreate_LS(SNES snes) 12115e42470aSBarry Smith { 1212dfbe8321SBarry Smith PetscErrorCode ierr; 12134b27c08aSLois Curfman McInnes SNES_LS *neP; 12145e42470aSBarry Smith 12153a40ed3dSBarry Smith PetscFunctionBegin; 12164b27c08aSLois Curfman McInnes snes->setup = SNESSetUp_LS; 12174b27c08aSLois Curfman McInnes snes->solve = SNESSolve_LS; 12184b27c08aSLois Curfman McInnes snes->destroy = SNESDestroy_LS; 12194b27c08aSLois Curfman McInnes snes->converged = SNESConverged_LS; 12204b27c08aSLois Curfman McInnes snes->printhelp = SNESPrintHelp_LS; 12214b27c08aSLois Curfman McInnes snes->setfromoptions = SNESSetFromOptions_LS; 12224b27c08aSLois Curfman McInnes snes->view = SNESView_LS; 12235baf8537SBarry Smith snes->nwork = 0; 12245e42470aSBarry Smith 12254b27c08aSLois Curfman McInnes ierr = PetscNew(SNES_LS,&neP);CHKERRQ(ierr); 122652e6d16bSBarry Smith ierr = PetscLogObjectMemory(snes,sizeof(SNES_LS));CHKERRQ(ierr); 12275e42470aSBarry Smith snes->data = (void*)neP; 12285e42470aSBarry Smith neP->alpha = 1.e-4; 12295e42470aSBarry Smith neP->maxstep = 1.e8; 12305e42470aSBarry Smith neP->steptol = 1.e-12; 123117bae607SBarry Smith neP->LineSearch = SNESLineSearchCubic; 1232c8dd0c0dSLois Curfman McInnes neP->lsP = PETSC_NULL; 12333c632250SBarry Smith neP->postcheckstep = PETSC_NULL; 12343c632250SBarry Smith neP->postcheck = PETSC_NULL; 12353c632250SBarry Smith neP->precheckstep = PETSC_NULL; 12363c632250SBarry Smith neP->precheck = PETSC_NULL; 123782bf6240SBarry Smith 123817bae607SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","SNESLineSearchSet_LS",SNESLineSearchSet_LS);CHKERRQ(ierr); 12393c632250SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","SNESLineSearchSetPostCheck_LS",SNESLineSearchSetPostCheck_LS);CHKERRQ(ierr); 12409c3ca13aSBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","SNESLineSearchSetPreCheck_LS",SNESLineSearchSetPreCheck_LS);CHKERRQ(ierr); 124182bf6240SBarry Smith 12423a40ed3dSBarry Smith PetscFunctionReturn(0); 12435e42470aSBarry Smith } 1244fb2e594dSBarry Smith EXTERN_C_END 124582bf6240SBarry Smith 124682bf6240SBarry Smith 124782bf6240SBarry Smith 1248