xref: /petsc/src/snes/impls/ls/ls.c (revision 7a03ce2f119fd04bd2e8cbec8c1f6a6b1e698164)
15e76c431SBarry Smith 
2c6db04a5SJed Brown #include <../src/snes/impls/ls/lsimpl.h>
35e42470aSBarry Smith 
48a5d9ee4SBarry Smith /*
520f52e01SBarry Smith      Checks if J^T F = 0 which implies we've found a local minimum of the norm of the function,
620f52e01SBarry Smith     || F(u) ||_2 but not a zero, F(u) = 0. In the case when one cannot compute J^T F we use the fact that
736669109SBarry Smith     0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More
820f52e01SBarry Smith     for this trick. One assumes that the probability that W is in the null space of J is very, very small.
98a5d9ee4SBarry Smith */
104a2ae208SSatish Balay #undef __FUNCT__
114a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckLocalMin_Private"
12ace3abfcSBarry Smith PetscErrorCode SNESLSCheckLocalMin_Private(SNES snes,Mat A,Vec F,Vec W,PetscReal fnorm,PetscBool  *ismin)
138a5d9ee4SBarry Smith {
148a5d9ee4SBarry Smith   PetscReal      a1;
15dfbe8321SBarry Smith   PetscErrorCode ierr;
16ace3abfcSBarry Smith   PetscBool      hastranspose;
178a5d9ee4SBarry Smith 
188a5d9ee4SBarry Smith   PetscFunctionBegin;
198a5d9ee4SBarry Smith   *ismin = PETSC_FALSE;
2036669109SBarry Smith   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
2136669109SBarry Smith   if (hastranspose) {
228a5d9ee4SBarry Smith     /* Compute || J^T F|| */
238a5d9ee4SBarry Smith     ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr);
248a5d9ee4SBarry Smith     ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr);
251e2582c4SBarry Smith     ierr = PetscInfo1(snes,"|| J^T F|| %G near zero implies found a local minimum\n",a1/fnorm);CHKERRQ(ierr);
268a5d9ee4SBarry Smith     if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE;
2736669109SBarry Smith   } else {
2836669109SBarry Smith     Vec         work;
29ea709b57SSatish Balay     PetscScalar result;
3036669109SBarry Smith     PetscReal   wnorm;
3136669109SBarry Smith 
32abb0e124SMatthew Knepley     ierr = VecSetRandom(W,PETSC_NULL);CHKERRQ(ierr);
3336669109SBarry Smith     ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr);
3436669109SBarry Smith     ierr = VecDuplicate(W,&work);CHKERRQ(ierr);
3536669109SBarry Smith     ierr = MatMult(A,W,work);CHKERRQ(ierr);
3636669109SBarry Smith     ierr = VecDot(F,work,&result);CHKERRQ(ierr);
376bf464f9SBarry Smith     ierr = VecDestroy(&work);CHKERRQ(ierr);
3836669109SBarry Smith     a1   = PetscAbsScalar(result)/(fnorm*wnorm);
391e2582c4SBarry Smith     ierr = PetscInfo1(snes,"(F^T J random)/(|| F ||*||random|| %G near zero implies found a local minimum\n",a1);CHKERRQ(ierr);
4036669109SBarry Smith     if (a1 < 1.e-4) *ismin = PETSC_TRUE;
4136669109SBarry Smith   }
428a5d9ee4SBarry Smith   PetscFunctionReturn(0);
438a5d9ee4SBarry Smith }
448a5d9ee4SBarry Smith 
4574637425SBarry Smith /*
465ed2d596SBarry Smith      Checks if J^T(F - J*X) = 0
4774637425SBarry Smith */
484a2ae208SSatish Balay #undef __FUNCT__
494a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckResidual_Private"
501e2582c4SBarry Smith PetscErrorCode SNESLSCheckResidual_Private(SNES snes,Mat A,Vec F,Vec X,Vec W1,Vec W2)
5174637425SBarry Smith {
5274637425SBarry Smith   PetscReal      a1,a2;
53dfbe8321SBarry Smith   PetscErrorCode ierr;
54ace3abfcSBarry Smith   PetscBool      hastranspose;
5574637425SBarry Smith 
5674637425SBarry Smith   PetscFunctionBegin;
5774637425SBarry Smith   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
5874637425SBarry Smith   if (hastranspose) {
5974637425SBarry Smith     ierr = MatMult(A,X,W1);CHKERRQ(ierr);
6079f36460SBarry Smith     ierr = VecAXPY(W1,-1.0,F);CHKERRQ(ierr);
6174637425SBarry Smith 
6274637425SBarry Smith     /* Compute || J^T W|| */
6374637425SBarry Smith     ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr);
6474637425SBarry Smith     ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr);
6574637425SBarry Smith     ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr);
6675567043SBarry Smith     if (a1 != 0.0) {
671e2582c4SBarry Smith       ierr = PetscInfo1(snes,"||J^T(F-Ax)||/||F-AX|| %G near zero implies inconsistent rhs\n",a2/a1);CHKERRQ(ierr);
6885471664SBarry Smith     }
6974637425SBarry Smith   }
7074637425SBarry Smith   PetscFunctionReturn(0);
7174637425SBarry Smith }
7274637425SBarry Smith 
7304d965bbSLois Curfman McInnes /*  --------------------------------------------------------------------
7404d965bbSLois Curfman McInnes 
7504d965bbSLois Curfman McInnes      This file implements a truncated Newton method with a line search,
7694b7f48cSBarry Smith      for solving a system of nonlinear equations, using the KSP, Vec,
7704d965bbSLois Curfman McInnes      and Mat interfaces for linear solvers, vectors, and matrices,
7804d965bbSLois Curfman McInnes      respectively.
7904d965bbSLois Curfman McInnes 
80fe6c6bacSLois Curfman McInnes      The following basic routines are required for each nonlinear solver:
8104d965bbSLois Curfman McInnes           SNESCreate_XXX()          - Creates a nonlinear solver context
8204d965bbSLois Curfman McInnes           SNESSetFromOptions_XXX()  - Sets runtime options
83fe6c6bacSLois Curfman McInnes           SNESSolve_XXX()           - Solves the nonlinear system
8404d965bbSLois Curfman McInnes           SNESDestroy_XXX()         - Destroys the nonlinear solver context
8504d965bbSLois Curfman McInnes      The suffix "_XXX" denotes a particular implementation, in this case
864b27c08aSLois Curfman McInnes      we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving
874b27c08aSLois Curfman McInnes      systems of nonlinear equations with a line search (LS) method.
8804d965bbSLois Curfman McInnes      These routines are actually called via the common user interface
8904d965bbSLois Curfman McInnes      routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and
9004d965bbSLois Curfman McInnes      SNESDestroy(), so the application code interface remains identical
9104d965bbSLois Curfman McInnes      for all nonlinear solvers.
9204d965bbSLois Curfman McInnes 
9304d965bbSLois Curfman McInnes      Another key routine is:
9404d965bbSLois Curfman McInnes           SNESSetUp_XXX()           - Prepares for the use of a nonlinear solver
9504d965bbSLois Curfman McInnes      by setting data structures and options.   The interface routine SNESSetUp()
9604d965bbSLois Curfman McInnes      is not usually called directly by the user, but instead is called by
9704d965bbSLois Curfman McInnes      SNESSolve() if necessary.
9804d965bbSLois Curfman McInnes 
9904d965bbSLois Curfman McInnes      Additional basic routines are:
10004d965bbSLois Curfman McInnes           SNESView_XXX()            - Prints details of runtime options that
10104d965bbSLois Curfman McInnes                                       have actually been used.
10204d965bbSLois Curfman McInnes      These are called by application codes via the interface routines
103186905e3SBarry Smith      SNESView().
10404d965bbSLois Curfman McInnes 
10504d965bbSLois Curfman McInnes      The various types of solvers (preconditioners, Krylov subspace methods,
10604d965bbSLois Curfman McInnes      nonlinear solvers, timesteppers) are all organized similarly, so the
10704d965bbSLois Curfman McInnes      above description applies to these categories also.
10804d965bbSLois Curfman McInnes 
10904d965bbSLois Curfman McInnes     -------------------------------------------------------------------- */
1105e42470aSBarry Smith /*
1114b27c08aSLois Curfman McInnes    SNESSolve_LS - Solves a nonlinear system with a truncated Newton
11204d965bbSLois Curfman McInnes    method with a line search.
1135e76c431SBarry Smith 
11404d965bbSLois Curfman McInnes    Input Parameters:
11504d965bbSLois Curfman McInnes .  snes - the SNES context
1165e76c431SBarry Smith 
11704d965bbSLois Curfman McInnes    Output Parameter:
118c2a78f1aSLois Curfman McInnes .  outits - number of iterations until termination
11904d965bbSLois Curfman McInnes 
12004d965bbSLois Curfman McInnes    Application Interface Routine: SNESSolve()
1215e76c431SBarry Smith 
1225e76c431SBarry Smith    Notes:
1235e76c431SBarry Smith    This implements essentially a truncated Newton method with a
1245e76c431SBarry Smith    line search.  By default a cubic backtracking line search
1255e76c431SBarry Smith    is employed, as described in the text "Numerical Methods for
1265e76c431SBarry Smith    Unconstrained Optimization and Nonlinear Equations" by Dennis
127393d2d9aSLois Curfman McInnes    and Schnabel.
1285e76c431SBarry Smith */
1294a2ae208SSatish Balay #undef __FUNCT__
1304b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSolve_LS"
131dfbe8321SBarry Smith PetscErrorCode SNESSolve_LS(SNES snes)
1325e76c431SBarry Smith {
1334b27c08aSLois Curfman McInnes   SNES_LS            *neP = (SNES_LS*)snes->data;
1346849ba73SBarry Smith   PetscErrorCode     ierr;
135a7cc72afSBarry Smith   PetscInt           maxits,i,lits;
136ace3abfcSBarry Smith   PetscBool          lssucceed;
137112a2221SBarry Smith   MatStructure       flg = DIFFERENT_NONZERO_PATTERN;
13885385478SLisandro Dalcin   PetscReal          fnorm,gnorm,xnorm=0,ynorm;
13985385478SLisandro Dalcin   Vec                Y,X,F,G,W;
1403d4c4710SBarry Smith   KSPConvergedReason kspreason;
1415e76c431SBarry Smith 
1423a40ed3dSBarry Smith   PetscFunctionBegin;
1433d4c4710SBarry Smith   snes->numFailures            = 0;
1443d4c4710SBarry Smith   snes->numLinearSolveFailures = 0;
145184914b5SBarry Smith   snes->reason                 = SNES_CONVERGED_ITERATING;
146184914b5SBarry Smith 
1475e42470aSBarry Smith   maxits	= snes->max_its;	/* maximum number of iterations */
1485e42470aSBarry Smith   X		= snes->vec_sol;	/* solution vector */
14939e2f89bSBarry Smith   F		= snes->vec_func;	/* residual vector */
1505e42470aSBarry Smith   Y		= snes->work[0];	/* work vectors */
1515e42470aSBarry Smith   G		= snes->work[1];
1525e42470aSBarry Smith   W		= snes->work[2];
1535e76c431SBarry Smith 
1544c49b128SBarry Smith   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
1554c49b128SBarry Smith   snes->iter = 0;
15675567043SBarry Smith   snes->norm = 0.0;
1574c49b128SBarry Smith   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
15819717074SBarry Smith   ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
1594936397dSBarry Smith   if (snes->domainerror) {
1604936397dSBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
1614936397dSBarry Smith     PetscFunctionReturn(0);
1624936397dSBarry Smith   }
1632613ca53SBarry Smith   ierr = VecNormBegin(F,NORM_2,&fnorm);CHKERRQ(ierr);	/* fnorm <- ||F||  */
1642613ca53SBarry Smith   ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr);	/* xnorm <- ||x||  */
1652613ca53SBarry Smith   ierr = VecNormEnd(F,NORM_2,&fnorm);CHKERRQ(ierr);
1662613ca53SBarry Smith   ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr);
16762cbcd01SMatthew G Knepley   if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
1680f5bd95cSBarry Smith   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
1695e42470aSBarry Smith   snes->norm = fnorm;
1700f5bd95cSBarry Smith   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
17184c569c9SBarry Smith   SNESLogConvHistory(snes,fnorm,0);
172*7a03ce2fSLisandro Dalcin   ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);
1733f149594SLisandro Dalcin 
1743f149594SLisandro Dalcin   /* set parameter for default relative tolerance convergence test */
1753f149594SLisandro Dalcin   snes->ttol = fnorm*snes->rtol;
17685385478SLisandro Dalcin   /* test convergence */
17785385478SLisandro Dalcin   ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
17806ee9f85SBarry Smith   if (snes->reason) PetscFunctionReturn(0);
179d034289bSBarry Smith 
1805e76c431SBarry Smith   for (i=0; i<maxits; i++) {
1815e76c431SBarry Smith 
182329e7e40SMatthew Knepley     /* Call general purpose update function */
183e7788613SBarry Smith     if (snes->ops->update) {
184e7788613SBarry Smith       ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
185de8cb200SMatthew Knepley     }
186329e7e40SMatthew Knepley 
187ea4d3ed3SLois Curfman McInnes     /* Solve J Y = F, where J is Jacobian matrix */
1885334005bSBarry Smith     ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr);
18994b7f48cSBarry Smith     ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr);
19071f87433Sdalcinl     ierr = SNES_KSPSolve(snes,snes->ksp,F,Y);CHKERRQ(ierr);
1913d4c4710SBarry Smith     ierr = KSPGetConvergedReason(snes->ksp,&kspreason);CHKERRQ(ierr);
1923d4c4710SBarry Smith     if (kspreason < 0) {
1933d4c4710SBarry Smith       if (++snes->numLinearSolveFailures >= snes->maxLinearSolveFailures) {
194ef998cc9SBarry Smith         ierr = PetscInfo2(snes,"iter=%D, number linear solve failures %D greater than current SNES allowed, stopping solve\n",snes->iter,snes->numLinearSolveFailures);CHKERRQ(ierr);
1953d4c4710SBarry Smith         snes->reason = SNES_DIVERGED_LINEAR_SOLVE;
196ab81109fSSatish Balay         break;
1973d4c4710SBarry Smith       }
1983d4c4710SBarry Smith     }
1993d4c4710SBarry Smith     ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr);
2003f149594SLisandro Dalcin     snes->linear_its += lits;
2013f149594SLisandro Dalcin     ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr);
20274637425SBarry Smith 
2039c3ca13aSBarry Smith     if (neP->precheckstep) {
204ace3abfcSBarry Smith       PetscBool  changed_y = PETSC_FALSE;
2059c3ca13aSBarry Smith       ierr = (*neP->precheckstep)(snes,X,Y,neP->precheck,&changed_y);CHKERRQ(ierr);
2069c3ca13aSBarry Smith     }
2079c3ca13aSBarry Smith 
208b0a32e0cSBarry Smith     if (PetscLogPrintInfo){
2091e2582c4SBarry Smith       ierr = SNESLSCheckResidual_Private(snes,snes->jacobian,F,Y,G,W);CHKERRQ(ierr);
21085471664SBarry Smith     }
21174637425SBarry Smith 
212ea4d3ed3SLois Curfman McInnes     /* Compute a (scaled) negative update in the line search routine:
213ea4d3ed3SLois Curfman McInnes          Y <- X - lambda*Y
214e68848bdSBarry Smith        and evaluate G = function(Y) (depends on the line search).
215ea4d3ed3SLois Curfman McInnes     */
21685385478SLisandro Dalcin     ierr = VecCopy(Y,snes->vec_sol_update);CHKERRQ(ierr);
2173f149594SLisandro Dalcin     ynorm = 1; gnorm = fnorm;
218dc357ad2SBarry Smith     ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,xnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr);
219ae15b995SBarry Smith     ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",fnorm,gnorm,ynorm,(int)lssucceed);CHKERRQ(ierr);
2204a93e4ddSBarry Smith     if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
2214936397dSBarry Smith     if (snes->domainerror) {
2224936397dSBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
2234936397dSBarry Smith       PetscFunctionReturn(0);
2244936397dSBarry Smith     }
225a7cc72afSBarry Smith     if (!lssucceed) {
22650ffb88aSMatthew Knepley       if (++snes->numFailures >= snes->maxFailures) {
227ace3abfcSBarry Smith 	PetscBool  ismin;
228647a2e1fSBarry Smith         snes->reason = SNES_DIVERGED_LINE_SEARCH;
2291e2582c4SBarry Smith         ierr = SNESLSCheckLocalMin_Private(snes,snes->jacobian,G,W,gnorm,&ismin);CHKERRQ(ierr);
2308a5d9ee4SBarry Smith         if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
2313505fcc1SBarry Smith         break;
2323505fcc1SBarry Smith       }
23350ffb88aSMatthew Knepley     }
23485385478SLisandro Dalcin     /* Update function and solution vectors */
23585385478SLisandro Dalcin     fnorm = gnorm;
23685385478SLisandro Dalcin     ierr = VecCopy(G,F);CHKERRQ(ierr);
23785385478SLisandro Dalcin     ierr = VecCopy(W,X);CHKERRQ(ierr);
23885385478SLisandro Dalcin     /* Monitor convergence */
23985385478SLisandro Dalcin     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
24085385478SLisandro Dalcin     snes->iter = i+1;
24185385478SLisandro Dalcin     snes->norm = fnorm;
24285385478SLisandro Dalcin     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
24385385478SLisandro Dalcin     SNESLogConvHistory(snes,snes->norm,lits);
244*7a03ce2fSLisandro Dalcin     ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
24585385478SLisandro Dalcin     /* Test for convergence, xnorm = || X || */
24685385478SLisandro Dalcin     if (snes->ops->converged != SNESSkipConverged) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); }
247e7788613SBarry Smith     ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
2483f149594SLisandro Dalcin     if (snes->reason) break;
24916c95cacSBarry Smith   }
25052392280SLois Curfman McInnes   if (i == maxits) {
251ae15b995SBarry Smith     ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr);
25285385478SLisandro Dalcin     if(!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
25352392280SLois Curfman McInnes   }
2543a40ed3dSBarry Smith   PetscFunctionReturn(0);
2555e76c431SBarry Smith }
25604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
25704d965bbSLois Curfman McInnes /*
2584b27c08aSLois Curfman McInnes    SNESSetUp_LS - Sets up the internal data structures for the later use
2594b27c08aSLois Curfman McInnes    of the SNESLS nonlinear solver.
26004d965bbSLois Curfman McInnes 
26104d965bbSLois Curfman McInnes    Input Parameter:
26204d965bbSLois Curfman McInnes .  snes - the SNES context
26304d965bbSLois Curfman McInnes .  x - the solution vector
26404d965bbSLois Curfman McInnes 
26504d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetUp()
26604d965bbSLois Curfman McInnes 
26704d965bbSLois Curfman McInnes    Notes:
2684b27c08aSLois Curfman McInnes    For basic use of the SNES solvers, the user need not explicitly call
26904d965bbSLois Curfman McInnes    SNESSetUp(), since these actions will automatically occur during
27004d965bbSLois Curfman McInnes    the call to SNESSolve().
27104d965bbSLois Curfman McInnes  */
2724a2ae208SSatish Balay #undef __FUNCT__
2734b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS"
274dfbe8321SBarry Smith PetscErrorCode SNESSetUp_LS(SNES snes)
2755e76c431SBarry Smith {
276dfbe8321SBarry Smith   PetscErrorCode ierr;
2773a40ed3dSBarry Smith 
2783a40ed3dSBarry Smith   PetscFunctionBegin;
27958c9b817SLisandro Dalcin   ierr = SNESDefaultGetWork(snes,3);CHKERRQ(ierr);
2803a40ed3dSBarry Smith   PetscFunctionReturn(0);
2815e76c431SBarry Smith }
28204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
2836b8b9a38SLisandro Dalcin 
2846b8b9a38SLisandro Dalcin #undef __FUNCT__
2856b8b9a38SLisandro Dalcin #define __FUNCT__ "SNESReset_LS"
2866b8b9a38SLisandro Dalcin PetscErrorCode SNESReset_LS(SNES snes)
2876b8b9a38SLisandro Dalcin {
2886b8b9a38SLisandro Dalcin   PetscErrorCode ierr;
2896b8b9a38SLisandro Dalcin 
2906b8b9a38SLisandro Dalcin   PetscFunctionBegin;
2916b8b9a38SLisandro Dalcin   if (snes->work) {ierr = VecDestroyVecs(snes->nwork,&snes->work);CHKERRQ(ierr);}
2926b8b9a38SLisandro Dalcin   PetscFunctionReturn(0);
2936b8b9a38SLisandro Dalcin }
2946b8b9a38SLisandro Dalcin 
29504d965bbSLois Curfman McInnes /*
2964b27c08aSLois Curfman McInnes    SNESDestroy_LS - Destroys the private SNES_LS context that was created
2974b27c08aSLois Curfman McInnes    with SNESCreate_LS().
29804d965bbSLois Curfman McInnes 
29904d965bbSLois Curfman McInnes    Input Parameter:
30004d965bbSLois Curfman McInnes .  snes - the SNES context
30104d965bbSLois Curfman McInnes 
302de49b36dSLois Curfman McInnes    Application Interface Routine: SNESDestroy()
30304d965bbSLois Curfman McInnes  */
3044a2ae208SSatish Balay #undef __FUNCT__
3054b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS"
306dfbe8321SBarry Smith PetscErrorCode SNESDestroy_LS(SNES snes)
3075e76c431SBarry Smith {
30894298653SBarry Smith   SNES_LS        *ls = (SNES_LS*) snes->data;
309dfbe8321SBarry Smith   PetscErrorCode ierr;
3103a40ed3dSBarry Smith 
3113a40ed3dSBarry Smith   PetscFunctionBegin;
3126b8b9a38SLisandro Dalcin   ierr = SNESReset_LS(snes);CHKERRQ(ierr);
3136bf464f9SBarry Smith   ierr = PetscViewerASCIIMonitorDestroy(&ls->monitor);CHKERRQ(ierr);
3145c704376SSatish Balay   ierr = PetscFree(snes->data);CHKERRQ(ierr);
315557d3f75SLisandro Dalcin 
316557d3f75SLisandro Dalcin   /* clear composed functions */
31758c9b817SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetMonitor_C","",PETSC_NULL);CHKERRQ(ierr);
31858c9b817SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetParams_C","",PETSC_NULL);CHKERRQ(ierr);
319557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","",PETSC_NULL);CHKERRQ(ierr);
320557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","",PETSC_NULL);CHKERRQ(ierr);
321557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","",PETSC_NULL);CHKERRQ(ierr);
322557d3f75SLisandro Dalcin 
3233a40ed3dSBarry Smith   PetscFunctionReturn(0);
3245e76c431SBarry Smith }
32504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
3264a2ae208SSatish Balay #undef __FUNCT__
32717bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNo"
32882bf6240SBarry Smith 
3294b828684SBarry Smith /*@C
33017bae607SBarry Smith    SNESLineSearchNo - This routine is not a line search at all;
3315e76c431SBarry Smith    it simply uses the full Newton step.  Thus, this routine is intended
3325e76c431SBarry Smith    to serve as a template and is not recommended for general use.
3335e76c431SBarry Smith 
3343f9fe445SBarry Smith    Logically Collective on SNES and Vec
335c7afd0dbSLois Curfman McInnes 
3365e76c431SBarry Smith    Input Parameters:
337c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
338af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
3395e76c431SBarry Smith .  x - current iterate
3405e76c431SBarry Smith .  f - residual evaluated at x
3413c632250SBarry Smith .  y - search direction
342dc357ad2SBarry Smith .  fnorm - 2-norm of f
343dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
3445e76c431SBarry Smith 
345c4a48953SLois Curfman McInnes    Output Parameters:
346c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
3473c632250SBarry Smith .  w - new iterate
3485e76c431SBarry Smith .  gnorm - 2-norm of g
3495e76c431SBarry Smith .  ynorm - 2-norm of search length
350a7cc72afSBarry Smith -  flag - PETSC_TRUE on success, PETSC_FALSE on failure
351fee21e36SBarry Smith 
352c4a48953SLois Curfman McInnes    Options Database Key:
35317bae607SBarry Smith .  -snes_ls basic - Activates SNESLineSearchNo()
354c4a48953SLois Curfman McInnes 
35536851e7fSLois Curfman McInnes    Level: advanced
35636851e7fSLois Curfman McInnes 
35728ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
35828ae5a21SLois Curfman McInnes 
35917bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
36017bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNoNorms()
3615e76c431SBarry Smith @*/
3627087cfbeSBarry Smith PetscErrorCode  SNESLineSearchNo(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscBool  *flag)
3635e76c431SBarry Smith {
364dfbe8321SBarry Smith   PetscErrorCode ierr;
3654b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
366ace3abfcSBarry Smith   PetscBool      changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
3675334005bSBarry Smith 
3683a40ed3dSBarry Smith   PetscFunctionBegin;
369a7cc72afSBarry Smith   *flag = PETSC_TRUE;
370d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
371a3b38805SLois Curfman McInnes   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);         /* ynorm = || y || */
37279f36460SBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
3733c632250SBarry Smith   if (neP->postcheckstep) {
3743c632250SBarry Smith    ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
3758f99978dSLois Curfman McInnes   }
3763c632250SBarry Smith   if (changed_y) {
37779f36460SBarry Smith     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
3783c632250SBarry Smith   }
3794936397dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
3804936397dSBarry Smith   if (!snes->domainerror) {
381a3b38805SLois Curfman McInnes     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);  /* gnorm = || g || */
38262cbcd01SMatthew G Knepley     if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
3834936397dSBarry Smith   }
384d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
3853a40ed3dSBarry Smith   PetscFunctionReturn(0);
3865e76c431SBarry Smith }
38704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
3884a2ae208SSatish Balay #undef __FUNCT__
38917bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNoNorms"
39082bf6240SBarry Smith 
39129e0b56fSBarry Smith /*@C
39217bae607SBarry Smith    SNESLineSearchNoNorms - This routine is not a line search at
39329e0b56fSBarry Smith    all; it simply uses the full Newton step. This version does not
39429e0b56fSBarry Smith    even compute the norm of the function or search direction; this
39529e0b56fSBarry Smith    is intended only when you know the full step is fine and are
39629e0b56fSBarry Smith    not checking for convergence of the nonlinear iteration (for
397c7afd0dbSLois Curfman McInnes    example, you are running always for a fixed number of Newton steps).
398c7afd0dbSLois Curfman McInnes 
3993f9fe445SBarry Smith    Logically Collective on SNES and Vec
40029e0b56fSBarry Smith 
40129e0b56fSBarry Smith    Input Parameters:
402c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
403af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
40429e0b56fSBarry Smith .  x - current iterate
40529e0b56fSBarry Smith .  f - residual evaluated at x
4063c632250SBarry Smith .  y - search direction
40729e0b56fSBarry Smith .  w - work vector
408dc357ad2SBarry Smith .  fnorm - 2-norm of f
409dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
41029e0b56fSBarry Smith 
41129e0b56fSBarry Smith    Output Parameters:
412c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4133c632250SBarry Smith .  w - new iterate
41429e0b56fSBarry Smith .  gnorm - not changed
41529e0b56fSBarry Smith .  ynorm - not changed
416a7cc72afSBarry Smith -  flag - set to PETSC_TRUE indicating a successful line search
417fee21e36SBarry Smith 
41829e0b56fSBarry Smith    Options Database Key:
41917bae607SBarry Smith .  -snes_ls basicnonorms - Activates SNESLineSearchNoNorms()
42029e0b56fSBarry Smith 
4218cbba510SBarry Smith    Notes:
42217bae607SBarry Smith    SNESLineSearchNoNorms() must be used in conjunction with
423ea56f5baSLois Curfman McInnes    either the options
424ea56f5baSLois Curfman McInnes $     -snes_no_convergence_test -snes_max_it <its>
425ea56f5baSLois Curfman McInnes    or alternatively a user-defined custom test set via
426329f5518SBarry Smith    SNESSetConvergenceTest(); or a -snes_max_it of 1,
427329f5518SBarry Smith    otherwise, the SNES solver will generate an error.
428329f5518SBarry Smith 
429329f5518SBarry Smith    During the final iteration this will not evaluate the function at
430329f5518SBarry Smith    the solution point. This is to save a function evaluation while
431329f5518SBarry Smith    using pseudo-timestepping.
4328cbba510SBarry Smith 
433ea56f5baSLois Curfman McInnes    The residual norms printed by monitoring routines such as
434a6570f20SBarry Smith    SNESMonitorDefault() (as activated via -snes_monitor) will not be
435ea56f5baSLois Curfman McInnes    correct, since they are not computed.
436ea56f5baSLois Curfman McInnes 
437ea56f5baSLois Curfman McInnes    Level: advanced
4388cbba510SBarry Smith 
43929e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic
44029e0b56fSBarry Smith 
44117bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
44217bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNo()
44329e0b56fSBarry Smith @*/
4447087cfbeSBarry Smith PetscErrorCode  SNESLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscBool  *flag)
44529e0b56fSBarry Smith {
446dfbe8321SBarry Smith   PetscErrorCode ierr;
4474b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
448ace3abfcSBarry Smith   PetscBool      changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
44929e0b56fSBarry Smith 
4503a40ed3dSBarry Smith   PetscFunctionBegin;
451a7cc72afSBarry Smith   *flag = PETSC_TRUE;
452d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
45379f36460SBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y      */
4543c632250SBarry Smith   if (neP->postcheckstep) {
4553c632250SBarry Smith    ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
4563c632250SBarry Smith   }
4573c632250SBarry Smith   if (changed_y) {
45879f36460SBarry Smith     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
4598f99978dSLois Curfman McInnes   }
460329f5518SBarry Smith 
461329f5518SBarry Smith   /* don't evaluate function the last time through */
462329f5518SBarry Smith   if (snes->iter < snes->max_its-1) {
4634936397dSBarry Smith     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
464329f5518SBarry Smith   }
465d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
4663a40ed3dSBarry Smith   PetscFunctionReturn(0);
46729e0b56fSBarry Smith }
46804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
4694a2ae208SSatish Balay #undef __FUNCT__
47017bae607SBarry Smith #define __FUNCT__ "SNESLineSearchCubic"
4714b828684SBarry Smith /*@C
47217bae607SBarry Smith    SNESLineSearchCubic - Performs a cubic line search (default line search method).
4735e76c431SBarry Smith 
474c7afd0dbSLois Curfman McInnes    Collective on SNES
475c7afd0dbSLois Curfman McInnes 
4765e76c431SBarry Smith    Input Parameters:
477c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
478af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
4795e76c431SBarry Smith .  x - current iterate
4805e76c431SBarry Smith .  f - residual evaluated at x
4813c632250SBarry Smith .  y - search direction
4825e76c431SBarry Smith .  w - work vector
483dc357ad2SBarry Smith .  fnorm - 2-norm of f
484dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
4855e76c431SBarry Smith 
486393d2d9aSLois Curfman McInnes    Output Parameters:
487c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4883c632250SBarry Smith .  w - new iterate
4895e76c431SBarry Smith .  gnorm - 2-norm of g
4905e76c431SBarry Smith .  ynorm - 2-norm of search length
491a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
492fee21e36SBarry Smith 
493c4a48953SLois Curfman McInnes    Options Database Key:
494e106eecfSBarry Smith +  -snes_ls cubic - Activates SNESLineSearchCubic()
495e106eecfSBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
496e106eecfSBarry Smith .   -snes_ls_maxstep <maxstep> - Sets the maximum stepsize the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y)
497e106eecfSBarry Smith -   -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda/ max_i ( y[i]/x[i] )
498e106eecfSBarry Smith 
499c4a48953SLois Curfman McInnes 
5005e76c431SBarry Smith    Notes:
5015e76c431SBarry Smith    This line search is taken from "Numerical Methods for Unconstrained
5025e76c431SBarry Smith    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
5035e76c431SBarry Smith 
50436851e7fSLois Curfman McInnes    Level: advanced
50536851e7fSLois Curfman McInnes 
50628ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
50728ae5a21SLois Curfman McInnes 
50817bae607SBarry Smith .seealso: SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
5095e76c431SBarry Smith @*/
5107087cfbeSBarry Smith PetscErrorCode  SNESLineSearchCubic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscBool  *flag)
5115e76c431SBarry Smith {
512406556e6SLois Curfman McInnes   /*
513406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
514406556e6SLois Curfman McInnes      minimization problem:
515406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
516406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
517406556e6SLois Curfman McInnes    */
518406556e6SLois Curfman McInnes 
519e106eecfSBarry Smith   PetscReal      initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength;
520e106eecfSBarry Smith   PetscReal      minlambda,lambda,lambdatemp;
521aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
522f5b6597dSBarry Smith   PetscScalar    cinitslope;
5236b5873e3SBarry Smith #endif
524dfbe8321SBarry Smith   PetscErrorCode ierr;
525a7cc72afSBarry Smith   PetscInt       count;
5264b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
527ace3abfcSBarry Smith   PetscBool      changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
52894298653SBarry Smith   MPI_Comm       comm;
5295e76c431SBarry Smith 
5303a40ed3dSBarry Smith   PetscFunctionBegin;
53194298653SBarry Smith   ierr = PetscObjectGetComm((PetscObject)snes,&comm);CHKERRQ(ierr);
532d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
533a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
5345e76c431SBarry Smith 
535cddf8d76SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
53675567043SBarry Smith   if (*ynorm == 0.0) {
53794298653SBarry Smith     if (neP->monitor) {
53894298653SBarry Smith       ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: Initial direction and size is 0\n");CHKERRQ(ierr);
53994298653SBarry Smith     }
540a1c2b6eeSLois Curfman McInnes     *gnorm = fnorm;
5413c632250SBarry Smith     ierr   = VecCopy(x,w);CHKERRQ(ierr);
542a1c2b6eeSLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
543a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
544ad922ac9SBarry Smith     goto theend1;
54594a9d846SBarry Smith   }
546e106eecfSBarry Smith   if (*ynorm > neP->maxstep) {	/* Step too big, so scale back */
54794298653SBarry Smith     if (neP->monitor) {
54894298653SBarry Smith       ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: Scaling step by %G old ynorm %G\n",neP->maxstep/(*ynorm),*ynorm);CHKERRQ(ierr);
54994298653SBarry Smith     }
550e106eecfSBarry Smith     ierr = VecScale(y,neP->maxstep/(*ynorm));CHKERRQ(ierr);
551e106eecfSBarry Smith     *ynorm = neP->maxstep;
5525e76c431SBarry Smith   }
553ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
554e106eecfSBarry Smith   minlambda = neP->minlambda/rellength;
555a703fe33SLois Curfman McInnes   ierr      = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
556aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
557a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
558329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
5595e42470aSBarry Smith #else
560a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&initslope);CHKERRQ(ierr);
5615e42470aSBarry Smith #endif
5625e76c431SBarry Smith   if (initslope > 0.0)  initslope = -initslope;
5635e76c431SBarry Smith   if (initslope == 0.0) initslope = -1.0;
5645e76c431SBarry Smith 
565e68848bdSBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
56643e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
567ae15b995SBarry Smith     ierr  = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
56843e71028SBarry Smith     *flag = PETSC_FALSE;
56943e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
57043e71028SBarry Smith     goto theend1;
57143e71028SBarry Smith   }
5724936397dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
5734936397dSBarry Smith   if (snes->domainerror) {
5744936397dSBarry Smith     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
5754936397dSBarry Smith     PetscFunctionReturn(0);
57619717074SBarry Smith   }
577313b5538SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
57862cbcd01SMatthew G Knepley   if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
579f5b6597dSBarry Smith   ierr = PetscInfo2(snes,"Initial fnorm %G gnorm %G\n",fnorm,*gnorm);CHKERRQ(ierr);
580e106eecfSBarry Smith   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + neP->alpha*initslope) { /* Sufficient reduction */
58194298653SBarry Smith     if (neP->monitor) {
58294298653SBarry Smith       ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: Using full step: fnorm %G gnorm %G\n",fnorm,*gnorm);CHKERRQ(ierr);
58394298653SBarry Smith     }
584ad922ac9SBarry Smith     goto theend1;
5855e76c431SBarry Smith   }
5865e76c431SBarry Smith 
5875e76c431SBarry Smith   /* Fit points with quadratic */
588313b5538SBarry Smith   lambda     = 1.0;
589a703fe33SLois Curfman McInnes   lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
5905e76c431SBarry Smith   lambdaprev = lambda;
5915e76c431SBarry Smith   gnormprev  = *gnorm;
592329f5518SBarry Smith   if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
593ddd12767SBarry Smith   if (lambdatemp <= .1*lambda) lambda = .1*lambda;
594ddd12767SBarry Smith   else                         lambda = lambdatemp;
595275d25c3SBarry Smith 
596e68848bdSBarry Smith   ierr  = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
59743e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
598ae15b995SBarry Smith     ierr  = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr);
59943e71028SBarry Smith     *flag = PETSC_FALSE;
60043e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
60143e71028SBarry Smith     goto theend1;
60243e71028SBarry Smith   }
603f5b6597dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
6044936397dSBarry Smith   if (snes->domainerror) {
6054936397dSBarry Smith     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6064936397dSBarry Smith     PetscFunctionReturn(0);
60719717074SBarry Smith   }
608cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
60962cbcd01SMatthew G Knepley   if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
61094298653SBarry Smith   if (neP->monitor) {
61194298653SBarry Smith     ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: gnorm after quadratic fit %G\n",*gnorm);CHKERRQ(ierr);
61294298653SBarry Smith   }
613e106eecfSBarry Smith   if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*neP->alpha*initslope) { /* sufficient reduction */
61494298653SBarry Smith     if (neP->monitor) {
61594298653SBarry Smith       ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: Quadratically determined step, lambda=%18.16e\n",lambda);CHKERRQ(ierr);
61694298653SBarry Smith     }
617ad922ac9SBarry Smith     goto theend1;
6185e76c431SBarry Smith   }
6195e76c431SBarry Smith 
6205e76c431SBarry Smith   /* Fit points with cubic */
6215e76c431SBarry Smith   count = 1;
622bb9195b6SBarry Smith   while (PETSC_TRUE) {
623dc357ad2SBarry Smith     if (lambda <= minlambda) {
62494298653SBarry Smith       if (neP->monitor) {
62594298653SBarry Smith 	ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: unable to find good step length! After %D tries \n",count);CHKERRQ(ierr);
626d9822059SBarry Smith 	ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",(double)fnorm,(double)*gnorm,(double)*ynorm,(double)minlambda,(double)lambda,(double)initslope);CHKERRQ(ierr);
62794298653SBarry Smith       }
62843e71028SBarry Smith       *flag = PETSC_FALSE;
62943e71028SBarry Smith       break;
6305e76c431SBarry Smith     }
6315d1a10b1SBarry Smith     t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope;
6325d1a10b1SBarry Smith     t2 = .5*(gnormprev*gnormprev  - fnorm*fnorm) - lambdaprev*initslope;
633ddd12767SBarry Smith     a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
6342b022350SLois Curfman McInnes     b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
6355e76c431SBarry Smith     d  = b*b - 3*a*initslope;
6365e76c431SBarry Smith     if (d < 0.0) d = 0.0;
6375e76c431SBarry Smith     if (a == 0.0) {
6385e76c431SBarry Smith       lambdatemp = -initslope/(2.0*b);
6395e76c431SBarry Smith     } else {
6405e76c431SBarry Smith       lambdatemp = (-b + sqrt(d))/(3.0*a);
6415e76c431SBarry Smith     }
6425e76c431SBarry Smith     lambdaprev = lambda;
6435e76c431SBarry Smith     gnormprev  = *gnorm;
644329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
645329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
6465e76c431SBarry Smith     else                         lambda     = lambdatemp;
647e68848bdSBarry Smith     ierr  = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
64843e71028SBarry Smith     if (snes->nfuncs >= snes->max_funcs) {
649ae15b995SBarry Smith       ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
650ae15b995SBarry Smith       ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
651ed98166eSMatthew Knepley       *flag = PETSC_FALSE;
65243e71028SBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
653ed98166eSMatthew Knepley       break;
654ed98166eSMatthew Knepley     }
655f5b6597dSBarry Smith     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
6564936397dSBarry Smith     if (snes->domainerror) {
6574936397dSBarry Smith       ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6584936397dSBarry Smith       PetscFunctionReturn(0);
65919717074SBarry Smith     }
660cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
66162cbcd01SMatthew G Knepley     if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
662e106eecfSBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*neP->alpha*initslope) { /* is reduction enough? */
66394298653SBarry Smith       if (neP->monitor) {
664d9822059SBarry Smith 	ierr = PetscPrintf(comm,"    Line search: Cubically determined step, current gnorm %G lambda=%18.16e\n",*gnorm,(double)lambda);CHKERRQ(ierr);
66594298653SBarry Smith       }
66643e71028SBarry Smith       break;
6672b022350SLois Curfman McInnes     } else {
66894298653SBarry Smith       if (neP->monitor) {
669d9822059SBarry Smith         ierr = PetscPrintf(comm,"    Line search: Cubic step no good, shrinking lambda, current gnorm %G lambda=%18.16e\n",*gnorm,(double)lambda);CHKERRQ(ierr);
67094298653SBarry Smith       }
6715e76c431SBarry Smith     }
6725e76c431SBarry Smith     count++;
6735e76c431SBarry Smith   }
674ad922ac9SBarry Smith   theend1:
6758f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
6763c632250SBarry Smith   if (neP->postcheckstep && *flag) {
6773c632250SBarry Smith     ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
6783c632250SBarry Smith     if (changed_y) {
67979f36460SBarry Smith       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
6803c632250SBarry Smith     }
6813c632250SBarry Smith     if (changed_y || changed_w) { /* recompute the function if the step has changed */
682f5b6597dSBarry Smith       ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
6834936397dSBarry Smith       if (snes->domainerror) {
6844936397dSBarry Smith         ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6854936397dSBarry Smith         PetscFunctionReturn(0);
68619717074SBarry Smith       }
6878f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
68862cbcd01SMatthew G Knepley       if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
689a9f58f88SMatthew Knepley       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
6908f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
691a9f58f88SMatthew Knepley       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
6928f99978dSLois Curfman McInnes     }
6938f99978dSLois Curfman McInnes   }
694d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6953a40ed3dSBarry Smith   PetscFunctionReturn(0);
6965e76c431SBarry Smith }
69704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
6984a2ae208SSatish Balay #undef __FUNCT__
69917bae607SBarry Smith #define __FUNCT__ "SNESLineSearchQuadratic"
7004b828684SBarry Smith /*@C
70117bae607SBarry Smith    SNESLineSearchQuadratic - Performs a quadratic line search.
7025e76c431SBarry Smith 
703c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
704c7afd0dbSLois Curfman McInnes 
7055e42470aSBarry Smith    Input Parameters:
706c7afd0dbSLois Curfman McInnes +  snes - the SNES context
707af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
7085e42470aSBarry Smith .  x - current iterate
7095e42470aSBarry Smith .  f - residual evaluated at x
7103c632250SBarry Smith .  y - search direction
7115e42470aSBarry Smith .  w - work vector
712dc357ad2SBarry Smith .  fnorm - 2-norm of f
713dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
7145e42470aSBarry Smith 
715c4a48953SLois Curfman McInnes    Output Parameters:
7167f3332b4SBarry Smith +  g - residual evaluated at new iterate w
717e106eecfSBarry Smith .  w - new iterate (x + lambda*y)
7185e42470aSBarry Smith .  gnorm - 2-norm of g
7195e42470aSBarry Smith .  ynorm - 2-norm of search length
720a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
721fee21e36SBarry Smith 
722ce9499c7SBarry Smith    Options Database Keys:
723ce9499c7SBarry Smith +  -snes_ls quadratic - Activates SNESLineSearchQuadratic()
724ce9499c7SBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
725e106eecfSBarry Smith .   -snes_ls_maxstep <maxstep> - Sets the maximum stepsize the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y)
726e106eecfSBarry Smith -   -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda/ max_i ( y[i]/x[i] )
727e106eecfSBarry Smith 
7285e42470aSBarry Smith    Notes:
72917bae607SBarry Smith    Use SNESLineSearchSet() to set this routine within the SNESLS method.
7305e42470aSBarry Smith 
73136851e7fSLois Curfman McInnes    Level: advanced
73236851e7fSLois Curfman McInnes 
733f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search
734f59ffdedSLois Curfman McInnes 
73517bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
7365e42470aSBarry Smith @*/
7377087cfbeSBarry Smith PetscErrorCode  SNESLineSearchQuadratic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscBool  *flag)
7385e76c431SBarry Smith {
739406556e6SLois Curfman McInnes   /*
740406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
741406556e6SLois Curfman McInnes      minimization problem:
742406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
743406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2.
744406556e6SLois Curfman McInnes    */
745e106eecfSBarry Smith   PetscReal      initslope,minlambda,lambda,lambdatemp,rellength;
746aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
747f5b6597dSBarry Smith   PetscScalar    cinitslope;
7486b5873e3SBarry Smith #endif
749dfbe8321SBarry Smith   PetscErrorCode ierr;
750a7cc72afSBarry Smith   PetscInt       count;
7514b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
752ace3abfcSBarry Smith   PetscBool      changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
7535e76c431SBarry Smith 
7543a40ed3dSBarry Smith   PetscFunctionBegin;
755d5ba7fb7SMatthew Knepley   ierr    = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
756a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
7575e76c431SBarry Smith 
7583505fcc1SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
75963b9fa5eSBarry Smith   if (*ynorm == 0.0) {
76094298653SBarry Smith     if (neP->monitor) {
76194298653SBarry Smith       ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"Line search: Direction and size is 0\n");CHKERRQ(ierr);
76294298653SBarry Smith     }
763b37302c6SLois Curfman McInnes     *gnorm = fnorm;
764e68848bdSBarry Smith     ierr   = VecCopy(x,w);CHKERRQ(ierr);
765b37302c6SLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
766a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
767ad922ac9SBarry Smith     goto theend2;
76894a9d846SBarry Smith   }
769e106eecfSBarry Smith   if (*ynorm > neP->maxstep) {	/* Step too big, so scale back */
770e106eecfSBarry Smith     ierr   = VecScale(y,neP->maxstep/(*ynorm));CHKERRQ(ierr);
771e106eecfSBarry Smith     *ynorm = neP->maxstep;
7725e76c431SBarry Smith   }
773ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
774e106eecfSBarry Smith   minlambda = neP->minlambda/rellength;
775a703fe33SLois Curfman McInnes   ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
776aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
777a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
778329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
7795e42470aSBarry Smith #else
780a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&initslope);CHKERRQ(ierr);
7815e42470aSBarry Smith #endif
7825e42470aSBarry Smith   if (initslope > 0.0)  initslope = -initslope;
7835e42470aSBarry Smith   if (initslope == 0.0) initslope = -1.0;
784f8833479SBarry Smith   ierr = PetscInfo1(snes,"Initslope %G \n",initslope);CHKERRQ(ierr);
7855e42470aSBarry Smith 
786e68848bdSBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
78743e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
788ae15b995SBarry Smith     ierr  = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
78943e71028SBarry Smith     *flag = PETSC_FALSE;
79043e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
79143e71028SBarry Smith     goto theend2;
79243e71028SBarry Smith   }
7934936397dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
7944936397dSBarry Smith   if (snes->domainerror) {
7954936397dSBarry Smith     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
7964936397dSBarry Smith     PetscFunctionReturn(0);
79719717074SBarry Smith   }
798cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
79962cbcd01SMatthew G Knepley   if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
800e106eecfSBarry Smith   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + neP->alpha*initslope) { /* Sufficient reduction */
80194298653SBarry Smith     if (neP->monitor) {
80294298653SBarry Smith       ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line Search: Using full step\n");CHKERRQ(ierr);
80394298653SBarry Smith     }
804ad922ac9SBarry Smith     goto theend2;
8055e42470aSBarry Smith   }
8065e42470aSBarry Smith 
8075e42470aSBarry Smith   /* Fit points with quadratic */
808313b5538SBarry Smith   lambda = 1.0;
8095e42470aSBarry Smith   count = 1;
8105ca10a37SBarry Smith   while (PETSC_TRUE) {
8115e42470aSBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
81294298653SBarry Smith       if (neP->monitor) {
81394298653SBarry Smith         ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"Line search: Unable to find good step length! %D \n",count);CHKERRQ(ierr);
81494298653SBarry Smith         ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"Line search: fnorm=%G, gnorm=%G, ynorm=%G, lambda=%G, initial slope=%G\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
81594298653SBarry Smith       }
816e68848bdSBarry Smith       ierr = VecCopy(x,w);CHKERRQ(ierr);
81743e71028SBarry Smith       *flag = PETSC_FALSE;
81843e71028SBarry Smith       break;
8195e42470aSBarry Smith     }
820a703fe33SLois Curfman McInnes     lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
821329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
822329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
823329f5518SBarry Smith     else                         lambda     = lambdatemp;
824275d25c3SBarry Smith 
825e68848bdSBarry Smith     ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
82643e71028SBarry Smith     if (snes->nfuncs >= snes->max_funcs) {
827ae15b995SBarry Smith       ierr  = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
828d9822059SBarry Smith       ierr  = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",(double)fnorm,(double)*gnorm,(double)*ynorm,(double)lambda,(double)initslope);CHKERRQ(ierr);
829ed98166eSMatthew Knepley       *flag = PETSC_FALSE;
83043e71028SBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
831ed98166eSMatthew Knepley       break;
832ed98166eSMatthew Knepley     }
833f5b6597dSBarry Smith     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
8344936397dSBarry Smith     if (snes->domainerror) {
8354936397dSBarry Smith       ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
8364936397dSBarry Smith       PetscFunctionReturn(0);
83719717074SBarry Smith     }
838cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
83962cbcd01SMatthew G Knepley     if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
840e106eecfSBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*neP->alpha*initslope) { /* sufficient reduction */
84194298653SBarry Smith       if (neP->monitor) {
84294298653SBarry Smith         ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line Search: Quadratically determined step, lambda=%G\n",lambda);CHKERRQ(ierr);
84394298653SBarry Smith       }
84406259719SBarry Smith       break;
8455e42470aSBarry Smith     }
8465e42470aSBarry Smith     count++;
8475e42470aSBarry Smith   }
848ad922ac9SBarry Smith   theend2:
8498f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
8503c632250SBarry Smith   if (neP->postcheckstep) {
8513c632250SBarry Smith     ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
8523c632250SBarry Smith     if (changed_y) {
85379f36460SBarry Smith       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
8543c632250SBarry Smith     }
8553c632250SBarry Smith     if (changed_y || changed_w) { /* recompute the function if the step has changed */
8563c632250SBarry Smith       ierr = SNESComputeFunction(snes,w,g);
8574936397dSBarry Smith       if (snes->domainerror) {
8584936397dSBarry Smith         ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
8594936397dSBarry Smith         PetscFunctionReturn(0);
86019717074SBarry Smith       }
8618f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
862a9f58f88SMatthew Knepley       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
8638f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
864a9f58f88SMatthew Knepley       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
86562cbcd01SMatthew G Knepley       if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
8668f99978dSLois Curfman McInnes     }
8678f99978dSLois Curfman McInnes   }
868d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
8693a40ed3dSBarry Smith   PetscFunctionReturn(0);
8705e76c431SBarry Smith }
8712343ba6eSBarry Smith 
87204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
8734a2ae208SSatish Balay #undef __FUNCT__
87417bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet"
875c9e6a524SLois Curfman McInnes /*@C
87617bae607SBarry Smith    SNESLineSearchSet - Sets the line search routine to be used
8774b27c08aSLois Curfman McInnes    by the method SNESLS.
8785e76c431SBarry Smith 
8795e76c431SBarry Smith    Input Parameters:
880c7afd0dbSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
881af2d14d2SLois Curfman McInnes .  lsctx - optional user-defined context for use by line search
882c7afd0dbSLois Curfman McInnes -  func - pointer to int function
8835e76c431SBarry Smith 
8843f9fe445SBarry Smith    Logically Collective on SNES
885fee21e36SBarry Smith 
886c4a48953SLois Curfman McInnes    Available Routines:
88717bae607SBarry Smith +  SNESLineSearchCubic() - default line search
88817bae607SBarry Smith .  SNESLineSearchQuadratic() - quadratic line search
88917bae607SBarry Smith .  SNESLineSearchNo() - the full Newton step (actually not a line search)
89017bae607SBarry Smith -  SNESLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel)
8915e76c431SBarry Smith 
892c4a48953SLois Curfman McInnes     Options Database Keys:
8934b27c08aSLois Curfman McInnes +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
8944b27c08aSLois Curfman McInnes .   -snes_ls_alpha <alpha> - Sets alpha
895e106eecfSBarry Smith .   -snes_ls_maxstep <maxstep> - Sets maximum step the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y)
896e106eecfSBarry Smith -   -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use  minlambda / max_i ( y[i]/x[i] )
897c4a48953SLois Curfman McInnes 
8985e76c431SBarry Smith    Calling sequence of func:
899bd208895SLois Curfman McInnes .vb
900ace3abfcSBarry Smith    func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscBool  *flag)
901bd208895SLois Curfman McInnes .ve
9025e76c431SBarry Smith 
9035e76c431SBarry Smith     Input parameters for func:
904c7afd0dbSLois Curfman McInnes +   snes - nonlinear context
905af2d14d2SLois Curfman McInnes .   lsctx - optional user-defined context for line search
9065e76c431SBarry Smith .   x - current iterate
9075e76c431SBarry Smith .   f - residual evaluated at x
9083c632250SBarry Smith .   y - search direction
909c7afd0dbSLois Curfman McInnes -   fnorm - 2-norm of f
9105e76c431SBarry Smith 
9115e76c431SBarry Smith     Output parameters for func:
912c7afd0dbSLois Curfman McInnes +   g - residual evaluated at new iterate y
9133c632250SBarry Smith .   w - new iterate
9145e76c431SBarry Smith .   gnorm - 2-norm of g
9155e76c431SBarry Smith .   ynorm - 2-norm of search length
916a7cc72afSBarry Smith -   flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure.
917f59ffdedSLois Curfman McInnes 
91836851e7fSLois Curfman McInnes     Level: advanced
91936851e7fSLois Curfman McInnes 
920f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine
921f59ffdedSLois Curfman McInnes 
92217bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchNoNorms(),
92317bae607SBarry Smith           SNESLineSearchSetPostCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams(), SNESLineSearchSetPreCheck()
9245e76c431SBarry Smith @*/
9257087cfbeSBarry Smith PetscErrorCode  SNESLineSearchSet(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *),void *lsctx)
9265e76c431SBarry Smith {
9274ac538c5SBarry Smith   PetscErrorCode ierr;
92882bf6240SBarry Smith 
9293a40ed3dSBarry Smith   PetscFunctionBegin;
9304ac538c5SBarry Smith   ierr = PetscTryMethod(snes,"SNESLineSearchSet_C",(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *),void*),(snes,func,lsctx));CHKERRQ(ierr);
9313a40ed3dSBarry Smith   PetscFunctionReturn(0);
9325e76c431SBarry Smith }
9338e019c35SBarry Smith 
934ace3abfcSBarry Smith typedef PetscErrorCode (*FCN2)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *); /* force argument to next function to not be extern C*/
93504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
936fb2e594dSBarry Smith EXTERN_C_BEGIN
9374a2ae208SSatish Balay #undef __FUNCT__
93817bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet_LS"
9397087cfbeSBarry Smith PetscErrorCode  SNESLineSearchSet_LS(SNES snes,FCN2 func,void *lsctx)
94082bf6240SBarry Smith {
94182bf6240SBarry Smith   PetscFunctionBegin;
9424b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->LineSearch = func;
9434b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->lsP        = lsctx;
94482bf6240SBarry Smith   PetscFunctionReturn(0);
94582bf6240SBarry Smith }
946fb2e594dSBarry Smith EXTERN_C_END
94704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
9484a2ae208SSatish Balay #undef __FUNCT__
9493c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck"
950c8dd0c0dSLois Curfman McInnes /*@C
9513c632250SBarry Smith    SNESLineSearchSetPostCheck - Sets a routine to check the validity of new iterate computed
9524b27c08aSLois Curfman McInnes    by the line search routine in the Newton-based method SNESLS.
953c8dd0c0dSLois Curfman McInnes 
954c8dd0c0dSLois Curfman McInnes    Input Parameters:
955c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
9563c632250SBarry Smith .  func - pointer to function
957c8dd0c0dSLois Curfman McInnes -  checkctx - optional user-defined context for use by step checking routine
958c8dd0c0dSLois Curfman McInnes 
9593f9fe445SBarry Smith    Logically Collective on SNES
960c8dd0c0dSLois Curfman McInnes 
961c8dd0c0dSLois Curfman McInnes    Calling sequence of func:
962c8dd0c0dSLois Curfman McInnes .vb
963ace3abfcSBarry Smith    int func (SNES snes, Vec x,Vec y,Vec w,void *checkctx, PetscBool  *changed_y,PetscBool  *changed_w)
964c8dd0c0dSLois Curfman McInnes .ve
965b1ae27eaSLois Curfman McInnes    where func returns an error code of 0 on success and a nonzero
966b1ae27eaSLois Curfman McInnes    on failure.
967c8dd0c0dSLois Curfman McInnes 
968c8dd0c0dSLois Curfman McInnes    Input parameters for func:
969c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context
970c8dd0c0dSLois Curfman McInnes .  checkctx - optional user-defined context for use by step checking routine
9713c632250SBarry Smith .  x - previous iterate
9723c632250SBarry Smith .  y - new search direction and length
9733c632250SBarry Smith -  w - current candidate iterate
974c8dd0c0dSLois Curfman McInnes 
975c8dd0c0dSLois Curfman McInnes    Output parameters for func:
9763c632250SBarry Smith +  y - search direction (possibly changed)
9773c632250SBarry Smith .  w - current iterate (possibly modified)
9783c632250SBarry Smith .  changed_y - indicates search direction was changed by this routine
9793c632250SBarry Smith -  changed_w - indicates current iterate was changed by this routine
980c8dd0c0dSLois Curfman McInnes 
981c8dd0c0dSLois Curfman McInnes    Level: advanced
982c8dd0c0dSLois Curfman McInnes 
9839e247f21SBarry Smith    Notes: All line searches accept the new iterate computed by the line search checking routine.
9849e247f21SBarry Smith 
9853c632250SBarry Smith    Only one of changed_y and changed_w can  be PETSC_TRUE
9863c632250SBarry Smith 
9873c632250SBarry Smith    On input w = x + y
9883c632250SBarry Smith 
98917bae607SBarry Smith    SNESLineSearchNo() and SNESLineSearchNoNorms() (1) compute a candidate iterate u_{i+1}, (2) pass control
990b1ae27eaSLois Curfman McInnes    to the checking routine, and then (3) compute the corresponding nonlinear
991ea56f5baSLois Curfman McInnes    function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}.
9928f99978dSLois Curfman McInnes 
99317bae607SBarry Smith    SNESLineSearchQuadratic() and SNESLineSearchCubic() (1) compute a candidate iterate u_{i+1} as well as a
994ea56f5baSLois Curfman McInnes    candidate nonlinear function f(u_{i+1}), (2) pass control to the checking
995ea56f5baSLois Curfman McInnes    routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes
996ea56f5baSLois Curfman McInnes    were made to the candidate iterate in the checking routine (as indicated
9979e247f21SBarry Smith    by flag=PETSC_TRUE).  The overhead of this extra function re-evaluation can be
998b1ae27eaSLois Curfman McInnes    very costly, so use this feature with caution!
9998f99978dSLois Curfman McInnes 
1000c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine
1001c8dd0c0dSLois Curfman McInnes 
100217bae607SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPreCheck()
1003c8dd0c0dSLois Curfman McInnes @*/
10047087cfbeSBarry Smith PetscErrorCode  SNESLineSearchSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,void*,PetscBool *,PetscBool *),void *checkctx)
1005c8dd0c0dSLois Curfman McInnes {
10064ac538c5SBarry Smith   PetscErrorCode ierr;
1007c8dd0c0dSLois Curfman McInnes 
1008c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
10094ac538c5SBarry Smith   ierr = PetscTryMethod(snes,"SNESLineSearchSetPostCheck_C",(SNES,PetscErrorCode (*)(SNES,Vec,Vec,Vec,void*,PetscBool *,PetscBool *),void*),(snes,func,checkctx));CHKERRQ(ierr);
1010c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
1011c8dd0c0dSLois Curfman McInnes }
101294298653SBarry Smith 
10139c3ca13aSBarry Smith #undef __FUNCT__
10149c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck"
10159c3ca13aSBarry Smith /*@C
10169c3ca13aSBarry Smith    SNESLineSearchSetPreCheck - Sets a routine to check the validity of a new direction given by the linear solve
10177e4bb74cSBarry Smith          before the line search is called.
10189c3ca13aSBarry Smith 
10199c3ca13aSBarry Smith    Input Parameters:
10209c3ca13aSBarry Smith +  snes - nonlinear context obtained from SNESCreate()
10219c3ca13aSBarry Smith .  func - pointer to function
10229c3ca13aSBarry Smith -  checkctx - optional user-defined context for use by step checking routine
10239c3ca13aSBarry Smith 
10243f9fe445SBarry Smith    Logically Collective on SNES
10259c3ca13aSBarry Smith 
10269c3ca13aSBarry Smith    Calling sequence of func:
10279c3ca13aSBarry Smith .vb
1028ace3abfcSBarry Smith    int func (SNES snes, Vec x,Vec y,void *checkctx, PetscBool  *changed_y)
10299c3ca13aSBarry Smith .ve
10309c3ca13aSBarry Smith    where func returns an error code of 0 on success and a nonzero
10319c3ca13aSBarry Smith    on failure.
10329c3ca13aSBarry Smith 
10339c3ca13aSBarry Smith    Input parameters for func:
10349c3ca13aSBarry Smith +  snes - nonlinear context
10359c3ca13aSBarry Smith .  checkctx - optional user-defined context for use by step checking routine
10369c3ca13aSBarry Smith .  x - previous iterate
10379c3ca13aSBarry Smith -  y - new search direction and length
10389c3ca13aSBarry Smith 
10399c3ca13aSBarry Smith    Output parameters for func:
10409c3ca13aSBarry Smith +  y - search direction (possibly changed)
10419c3ca13aSBarry Smith -  changed_y - indicates search direction was changed by this routine
10429c3ca13aSBarry Smith 
10439c3ca13aSBarry Smith    Level: advanced
10449c3ca13aSBarry Smith 
10459c3ca13aSBarry Smith    Notes: All line searches accept the new iterate computed by the line search checking routine.
10469c3ca13aSBarry Smith 
10479c3ca13aSBarry Smith .keywords: SNES, nonlinear, set, line search check, step check, routine
10489c3ca13aSBarry Smith 
10497e4bb74cSBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck(), SNESSetUpdate()
10509c3ca13aSBarry Smith @*/
10517087cfbeSBarry Smith PetscErrorCode  SNESLineSearchSetPreCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,void*,PetscBool *),void *checkctx)
10529c3ca13aSBarry Smith {
10534ac538c5SBarry Smith   PetscErrorCode ierr;
10549c3ca13aSBarry Smith 
10559c3ca13aSBarry Smith   PetscFunctionBegin;
10564ac538c5SBarry Smith   ierr = PetscTryMethod(snes,"SNESLineSearchSetPreCheck_C",(SNES,PetscErrorCode (*)(SNES,Vec,Vec,void*,PetscBool *),void*),(snes,func,checkctx));CHKERRQ(ierr);
10579c3ca13aSBarry Smith   PetscFunctionReturn(0);
10589c3ca13aSBarry Smith }
10599c3ca13aSBarry Smith 
106094298653SBarry Smith #undef __FUNCT__
106194298653SBarry Smith #define __FUNCT__ "SNESLineSearchSetMonitor"
106294298653SBarry Smith /*@C
106394298653SBarry Smith    SNESLineSearchSetMonitor - Prints information about the progress or lack of progress of the line search
106494298653SBarry Smith 
106594298653SBarry Smith    Input Parameters:
106694298653SBarry Smith +  snes - nonlinear context obtained from SNESCreate()
106794298653SBarry Smith -  flg - PETSC_TRUE to monitor the line search
106894298653SBarry Smith 
10693f9fe445SBarry Smith    Logically Collective on SNES
107094298653SBarry Smith 
107194298653SBarry Smith    Options Database:
107294298653SBarry Smith .   -snes_ls_monitor
107394298653SBarry Smith 
107494298653SBarry Smith    Level: intermediate
107594298653SBarry Smith 
107694298653SBarry Smith 
107794298653SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck(), SNESSetUpdate()
107894298653SBarry Smith @*/
10797087cfbeSBarry Smith PetscErrorCode  SNESLineSearchSetMonitor(SNES snes,PetscBool  flg)
108094298653SBarry Smith {
10814ac538c5SBarry Smith   PetscErrorCode ierr;
108294298653SBarry Smith 
108394298653SBarry Smith   PetscFunctionBegin;
10844ac538c5SBarry Smith   ierr = PetscTryMethod(snes,"SNESLineSearchSetMonitor_C",(SNES,PetscBool),(snes,flg));CHKERRQ(ierr);
108594298653SBarry Smith   PetscFunctionReturn(0);
108694298653SBarry Smith }
108794298653SBarry Smith 
1088c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */
1089ace3abfcSBarry Smith typedef PetscErrorCode (*FCN1)(SNES,Vec,Vec,Vec,void*,PetscBool *,PetscBool *); /* force argument to next function to not be extern C*/
1090ace3abfcSBarry Smith typedef PetscErrorCode (*FCN3)(SNES,Vec,Vec,void*,PetscBool *);                 /* force argument to next function to not be extern C*/
1091c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN
10924a2ae208SSatish Balay #undef __FUNCT__
10933c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck_LS"
10947087cfbeSBarry Smith PetscErrorCode  SNESLineSearchSetPostCheck_LS(SNES snes,FCN1 func,void *checkctx)
1095c8dd0c0dSLois Curfman McInnes {
1096c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
10973c632250SBarry Smith   ((SNES_LS *)(snes->data))->postcheckstep = func;
10983c632250SBarry Smith   ((SNES_LS *)(snes->data))->postcheck     = checkctx;
1099c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
1100c8dd0c0dSLois Curfman McInnes }
1101c8dd0c0dSLois Curfman McInnes EXTERN_C_END
11029c3ca13aSBarry Smith 
11039c3ca13aSBarry Smith EXTERN_C_BEGIN
11049c3ca13aSBarry Smith #undef __FUNCT__
11059c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck_LS"
11067087cfbeSBarry Smith PetscErrorCode  SNESLineSearchSetPreCheck_LS(SNES snes,FCN3 func,void *checkctx)
11079c3ca13aSBarry Smith {
11089c3ca13aSBarry Smith   PetscFunctionBegin;
11099c3ca13aSBarry Smith   ((SNES_LS *)(snes->data))->precheckstep = func;
11109c3ca13aSBarry Smith   ((SNES_LS *)(snes->data))->precheck     = checkctx;
11119c3ca13aSBarry Smith   PetscFunctionReturn(0);
11129c3ca13aSBarry Smith }
11139c3ca13aSBarry Smith EXTERN_C_END
1114329e7e40SMatthew Knepley 
111594298653SBarry Smith EXTERN_C_BEGIN
111694298653SBarry Smith #undef __FUNCT__
111794298653SBarry Smith #define __FUNCT__ "SNESLineSearchSetMonitor_LS"
11187087cfbeSBarry Smith PetscErrorCode  SNESLineSearchSetMonitor_LS(SNES snes,PetscBool  flg)
111994298653SBarry Smith {
112094298653SBarry Smith   SNES_LS        *ls = (SNES_LS*)snes->data;
112194298653SBarry Smith   PetscErrorCode ierr;
112294298653SBarry Smith 
112394298653SBarry Smith   PetscFunctionBegin;
112494298653SBarry Smith   if (flg && !ls->monitor) {
112594298653SBarry Smith     ierr = PetscViewerASCIIMonitorCreate(((PetscObject)snes)->comm,"stdout",((PetscObject)snes)->tablevel,&ls->monitor);CHKERRQ(ierr);
112694298653SBarry Smith   } else if (!flg && ls->monitor) {
11276bf464f9SBarry Smith     ierr = PetscViewerASCIIMonitorDestroy(&ls->monitor);CHKERRQ(ierr);
112894298653SBarry Smith   }
112994298653SBarry Smith   PetscFunctionReturn(0);
113094298653SBarry Smith }
113194298653SBarry Smith EXTERN_C_END
113294298653SBarry Smith 
1133329e7e40SMatthew Knepley /*
11344b27c08aSLois Curfman McInnes    SNESView_LS - Prints info from the SNESLS data structure.
113504d965bbSLois Curfman McInnes 
113604d965bbSLois Curfman McInnes    Input Parameters:
113704d965bbSLois Curfman McInnes .  SNES - the SNES context
113804d965bbSLois Curfman McInnes .  viewer - visualization context
113904d965bbSLois Curfman McInnes 
114004d965bbSLois Curfman McInnes    Application Interface Routine: SNESView()
114104d965bbSLois Curfman McInnes */
11424a2ae208SSatish Balay #undef __FUNCT__
11434b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS"
11446849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer)
1145a935fc98SLois Curfman McInnes {
11464b27c08aSLois Curfman McInnes   SNES_LS        *ls = (SNES_LS *)snes->data;
11472fc52814SBarry Smith   const char     *cstr;
1148dfbe8321SBarry Smith   PetscErrorCode ierr;
1149ace3abfcSBarry Smith   PetscBool      iascii;
1150a935fc98SLois Curfman McInnes 
11513a40ed3dSBarry Smith   PetscFunctionBegin;
11522692d6eeSBarry Smith   ierr = PetscTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
115332077d6dSBarry Smith   if (iascii) {
115417bae607SBarry Smith     if (ls->LineSearch == SNESLineSearchNo)             cstr = "SNESLineSearchNo";
115517bae607SBarry Smith     else if (ls->LineSearch == SNESLineSearchQuadratic) cstr = "SNESLineSearchQuadratic";
115617bae607SBarry Smith     else if (ls->LineSearch == SNESLineSearchCubic)     cstr = "SNESLineSearchCubic";
115719bcc07fSBarry Smith     else                                                cstr = "unknown";
1158b0a32e0cSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  line search variant: %s\n",cstr);CHKERRQ(ierr);
1159e106eecfSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  alpha=%G, maxstep=%G, minlambda=%G\n",ls->alpha,ls->maxstep,ls->minlambda);CHKERRQ(ierr);
11605cd90555SBarry Smith   } else {
1161e32f2f54SBarry Smith     SETERRQ1(PETSC_COMM_SELF,PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name);
116219bcc07fSBarry Smith   }
11633a40ed3dSBarry Smith   PetscFunctionReturn(0);
1164a935fc98SLois Curfman McInnes }
116504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
116604d965bbSLois Curfman McInnes /*
11674b27c08aSLois Curfman McInnes    SNESSetFromOptions_LS - Sets various parameters for the SNESLS method.
116804d965bbSLois Curfman McInnes 
116904d965bbSLois Curfman McInnes    Input Parameter:
117004d965bbSLois Curfman McInnes .  snes - the SNES context
117104d965bbSLois Curfman McInnes 
117204d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetFromOptions()
117304d965bbSLois Curfman McInnes */
11744a2ae208SSatish Balay #undef __FUNCT__
11754b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS"
11766849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes)
11775e42470aSBarry Smith {
11784b27c08aSLois Curfman McInnes   SNES_LS        *ls = (SNES_LS *)snes->data;
1179e5999256SBarry Smith   const char     *lses[] = {"basic","basicnonorms","quadratic","cubic"};
1180dfbe8321SBarry Smith   PetscErrorCode ierr;
1181a7cc72afSBarry Smith   PetscInt       indx;
1182ace3abfcSBarry Smith   PetscBool      flg,set;
11835e42470aSBarry Smith 
11843a40ed3dSBarry Smith   PetscFunctionBegin;
1185b0a32e0cSBarry Smith   ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr);
11864b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr);
11874b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr);
1188e106eecfSBarry Smith     ierr = PetscOptionsReal("-snes_ls_minlambda","Minimum lambda allowed","None",ls->minlambda,&ls->minlambda,0);CHKERRQ(ierr);
1189acfcf0e5SJed Brown     ierr = PetscOptionsBool("-snes_ls_monitor","Print progress of line searches","SNESLineSearchSetMonitor",ls->monitor ? PETSC_TRUE : PETSC_FALSE,&flg,&set);CHKERRQ(ierr);
119094298653SBarry Smith     if (set) {ierr = SNESLineSearchSetMonitor(snes,flg);CHKERRQ(ierr);}
1191186905e3SBarry Smith 
119217bae607SBarry Smith     ierr = PetscOptionsEList("-snes_ls","Line search used","SNESLineSearchSet",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr);
119325cdf11fSBarry Smith     if (flg) {
119422e36657SBarry Smith       switch (indx) {
1195b49fd9e1SBarry Smith       case 0:
119617bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchNo,PETSC_NULL);CHKERRQ(ierr);
1197b49fd9e1SBarry Smith         break;
1198b49fd9e1SBarry Smith       case 1:
119917bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr);
1200b49fd9e1SBarry Smith         break;
1201b49fd9e1SBarry Smith       case 2:
120217bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchQuadratic,PETSC_NULL);CHKERRQ(ierr);
1203b49fd9e1SBarry Smith         break;
1204b49fd9e1SBarry Smith       case 3:
120517bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchCubic,PETSC_NULL);CHKERRQ(ierr);
1206b49fd9e1SBarry Smith         break;
12075e42470aSBarry Smith       }
12085e42470aSBarry Smith     }
1209b0a32e0cSBarry Smith   ierr = PetscOptionsTail();CHKERRQ(ierr);
12103a40ed3dSBarry Smith   PetscFunctionReturn(0);
12115e42470aSBarry Smith }
12124827ddcaSBarry Smith 
12134827ddcaSBarry Smith EXTERN_C_BEGIN
12144827ddcaSBarry Smith extern PetscErrorCode  SNESLineSearchSetParams_LS(SNES,PetscReal,PetscReal,PetscReal);
12154827ddcaSBarry Smith EXTERN_C_END
12164827ddcaSBarry Smith 
121704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
1218ebe3b25bSBarry Smith /*MC
1219ebe3b25bSBarry Smith       SNESLS - Newton based nonlinear solver that uses a line search
122004d965bbSLois Curfman McInnes 
1221ebe3b25bSBarry Smith    Options Database:
1222ebe3b25bSBarry Smith +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
1223ebe3b25bSBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
1224e106eecfSBarry Smith .   -snes_ls_maxstep <maxstep> - Sets the maximum stepsize the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y)
1225acbee50cSBarry Smith .   -snes_ls_minlambda <minlambda>  - Sets the minimum lambda the line search will use  minlambda / max_i ( y[i]/x[i] )
1226acbee50cSBarry Smith -   -snes_ls_monitor - print information about progress of line searches
1227acbee50cSBarry Smith 
122804d965bbSLois Curfman McInnes 
1229ebe3b25bSBarry Smith     Notes: This is the default nonlinear solver in SNES
123004d965bbSLois Curfman McInnes 
1231ee3001cbSBarry Smith    Level: beginner
1232ee3001cbSBarry Smith 
123317bae607SBarry Smith .seealso:  SNESCreate(), SNES, SNESSetType(), SNESTR, SNESLineSearchSet(),
123417bae607SBarry Smith            SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(),
1235b3dd4ab5SBarry Smith           SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams()
1236ebe3b25bSBarry Smith 
1237ebe3b25bSBarry Smith M*/
1238fb2e594dSBarry Smith EXTERN_C_BEGIN
12394a2ae208SSatish Balay #undef __FUNCT__
12404b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS"
12417087cfbeSBarry Smith PetscErrorCode  SNESCreate_LS(SNES snes)
12425e42470aSBarry Smith {
1243dfbe8321SBarry Smith   PetscErrorCode ierr;
12444b27c08aSLois Curfman McInnes   SNES_LS        *neP;
12455e42470aSBarry Smith 
12463a40ed3dSBarry Smith   PetscFunctionBegin;
1247e7788613SBarry Smith   snes->ops->setup	     = SNESSetUp_LS;
1248e7788613SBarry Smith   snes->ops->solve	     = SNESSolve_LS;
1249e7788613SBarry Smith   snes->ops->destroy	     = SNESDestroy_LS;
1250e7788613SBarry Smith   snes->ops->setfromoptions  = SNESSetFromOptions_LS;
1251e7788613SBarry Smith   snes->ops->view            = SNESView_LS;
12526b8b9a38SLisandro Dalcin   snes->ops->reset           = SNESReset_LS;
12535e42470aSBarry Smith 
125438f2d2fdSLisandro Dalcin   ierr                  = PetscNewLog(snes,SNES_LS,&neP);CHKERRQ(ierr);
12555e42470aSBarry Smith   snes->data    	= (void*)neP;
12565e42470aSBarry Smith   neP->alpha		= 1.e-4;
12575e42470aSBarry Smith   neP->maxstep		= 1.e8;
1258e106eecfSBarry Smith   neP->minlambda        = 1.e-12;
125917bae607SBarry Smith   neP->LineSearch       = SNESLineSearchCubic;
1260c8dd0c0dSLois Curfman McInnes   neP->lsP              = PETSC_NULL;
12613c632250SBarry Smith   neP->postcheckstep    = PETSC_NULL;
12623c632250SBarry Smith   neP->postcheck        = PETSC_NULL;
12633c632250SBarry Smith   neP->precheckstep     = PETSC_NULL;
12643c632250SBarry Smith   neP->precheck         = PETSC_NULL;
126582bf6240SBarry Smith 
126694298653SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetMonitor_C","SNESLineSearchSetMonitor_LS",SNESLineSearchSetMonitor_LS);CHKERRQ(ierr);
12674827ddcaSBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetParams_C","SNESLineSearchSetParams_LS",SNESLineSearchSetParams_LS);CHKERRQ(ierr);
126894298653SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","SNESLineSearchSet_LS",SNESLineSearchSet_LS);CHKERRQ(ierr);
126994298653SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","SNESLineSearchSetPostCheck_LS",SNESLineSearchSetPostCheck_LS);CHKERRQ(ierr);
127094298653SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","SNESLineSearchSetPreCheck_LS",SNESLineSearchSetPreCheck_LS);CHKERRQ(ierr);
127182bf6240SBarry Smith 
12723a40ed3dSBarry Smith   PetscFunctionReturn(0);
12735e42470aSBarry Smith }
1274fb2e594dSBarry Smith EXTERN_C_END
127582bf6240SBarry Smith 
127682bf6240SBarry Smith 
127782bf6240SBarry Smith 
1278