xref: /petsc/src/snes/impls/ls/ls.c (revision 7e4bb74c6af8fbefd31a77f85fd215bd58beb805)
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);
6179f36460SBarry 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
199e68848bdSBarry Smith        and evaluate G = function(Y) (depends on the line search).
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);
204a3b891d8SBarry Smith     TMP = F; F = G; snes->vec_func_always = F; G = TMP;
2053c632250SBarry Smith     TMP = X; X = W; snes->vec_sol_always = X;  W = TMP;
206a3b891d8SBarry Smith     fnorm = gnorm;
2074a93e4ddSBarry Smith     if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
208a3b891d8SBarry Smith 
2095ed2d596SBarry Smith     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
2105ed2d596SBarry Smith     snes->iter = i+1;
2115ed2d596SBarry Smith     snes->norm = fnorm;
2125ed2d596SBarry Smith     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
2135ed2d596SBarry Smith     SNESLogConvHistory(snes,fnorm,lits);
2145ed2d596SBarry Smith     SNESMonitor(snes,i+1,fnorm);
2155ed2d596SBarry Smith 
216a7cc72afSBarry Smith     if (!lssucceed) {
2178a5d9ee4SBarry Smith       PetscTruth ismin;
21850ffb88aSMatthew Knepley 
21950ffb88aSMatthew Knepley       if (++snes->numFailures >= snes->maxFailures) {
2203505fcc1SBarry Smith         snes->reason = SNES_DIVERGED_LS_FAILURE;
2218a5d9ee4SBarry Smith         ierr = SNESLSCheckLocalMin_Private(snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr);
2228a5d9ee4SBarry Smith         if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
2233505fcc1SBarry Smith         break;
2243505fcc1SBarry Smith       }
22550ffb88aSMatthew Knepley     }
2265e76c431SBarry Smith 
2275e76c431SBarry Smith     /* Test for convergence */
22829e0b56fSBarry Smith     if (snes->converged) {
22929e0b56fSBarry Smith       ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr);	/* xnorm = || X || */
2303505fcc1SBarry Smith       ierr = (*snes->converged)(snes,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
2313505fcc1SBarry Smith       if (snes->reason) {
23216c95cacSBarry Smith         break;
23316c95cacSBarry Smith       }
23416c95cacSBarry Smith     }
23529e0b56fSBarry Smith   }
23639e2f89bSBarry Smith   if (X != snes->vec_sol) {
237393d2d9aSLois Curfman McInnes     ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr);
238e15f7bb5SBarry Smith   }
239e15f7bb5SBarry Smith   if (F != snes->vec_func) {
240e15f7bb5SBarry Smith     ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr);
241e15f7bb5SBarry Smith   }
24239e2f89bSBarry Smith   snes->vec_sol_always  = snes->vec_sol;
24339e2f89bSBarry Smith   snes->vec_func_always = snes->vec_func;
24452392280SLois Curfman McInnes   if (i == maxits) {
24563ba0a88SBarry Smith     ierr = PetscLogInfo((snes,"SNESSolve_LS: Maximum number of iterations has been reached: %D\n",maxits));CHKERRQ(ierr);
2463505fcc1SBarry Smith     snes->reason = SNES_DIVERGED_MAX_IT;
24752392280SLois Curfman McInnes   }
2483a40ed3dSBarry Smith   PetscFunctionReturn(0);
2495e76c431SBarry Smith }
25004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
25104d965bbSLois Curfman McInnes /*
2524b27c08aSLois Curfman McInnes    SNESSetUp_LS - Sets up the internal data structures for the later use
2534b27c08aSLois Curfman McInnes    of the SNESLS nonlinear solver.
25404d965bbSLois Curfman McInnes 
25504d965bbSLois Curfman McInnes    Input Parameter:
25604d965bbSLois Curfman McInnes .  snes - the SNES context
25704d965bbSLois Curfman McInnes .  x - the solution vector
25804d965bbSLois Curfman McInnes 
25904d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetUp()
26004d965bbSLois Curfman McInnes 
26104d965bbSLois Curfman McInnes    Notes:
2624b27c08aSLois Curfman McInnes    For basic use of the SNES solvers, the user need not explicitly call
26304d965bbSLois Curfman McInnes    SNESSetUp(), since these actions will automatically occur during
26404d965bbSLois Curfman McInnes    the call to SNESSolve().
26504d965bbSLois Curfman McInnes  */
2664a2ae208SSatish Balay #undef __FUNCT__
2674b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS"
268dfbe8321SBarry Smith PetscErrorCode SNESSetUp_LS(SNES snes)
2695e76c431SBarry Smith {
270dfbe8321SBarry Smith   PetscErrorCode ierr;
2713a40ed3dSBarry Smith 
2723a40ed3dSBarry Smith   PetscFunctionBegin;
273e74804ceSBarry Smith   if (!snes->work) {
27481b6cf68SLois Curfman McInnes     snes->nwork = 4;
275d7e8b826SBarry Smith     ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr);
276efee365bSSatish Balay     ierr = PetscLogObjectParents(snes,snes->nwork,snes->work);CHKERRQ(ierr);
27781b6cf68SLois Curfman McInnes     snes->vec_sol_update_always = snes->work[3];
278e74804ceSBarry Smith   }
2793a40ed3dSBarry Smith   PetscFunctionReturn(0);
2805e76c431SBarry Smith }
28104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
28204d965bbSLois Curfman McInnes /*
2834b27c08aSLois Curfman McInnes    SNESDestroy_LS - Destroys the private SNES_LS context that was created
2844b27c08aSLois Curfman McInnes    with SNESCreate_LS().
28504d965bbSLois Curfman McInnes 
28604d965bbSLois Curfman McInnes    Input Parameter:
28704d965bbSLois Curfman McInnes .  snes - the SNES context
28804d965bbSLois Curfman McInnes 
289de49b36dSLois Curfman McInnes    Application Interface Routine: SNESDestroy()
29004d965bbSLois Curfman McInnes  */
2914a2ae208SSatish Balay #undef __FUNCT__
2924b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS"
293dfbe8321SBarry Smith PetscErrorCode SNESDestroy_LS(SNES snes)
2945e76c431SBarry Smith {
295dfbe8321SBarry Smith   PetscErrorCode ierr;
2963a40ed3dSBarry Smith 
2973a40ed3dSBarry Smith   PetscFunctionBegin;
2985baf8537SBarry Smith   if (snes->nwork) {
2994b0e389bSBarry Smith     ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr);
30021c89e3eSBarry Smith   }
3015c704376SSatish Balay   ierr = PetscFree(snes->data);CHKERRQ(ierr);
3023a40ed3dSBarry Smith   PetscFunctionReturn(0);
3035e76c431SBarry Smith }
30404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
3054a2ae208SSatish Balay #undef __FUNCT__
30617bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNo"
30782bf6240SBarry Smith 
3084b828684SBarry Smith /*@C
30917bae607SBarry Smith    SNESLineSearchNo - This routine is not a line search at all;
3105e76c431SBarry Smith    it simply uses the full Newton step.  Thus, this routine is intended
3115e76c431SBarry Smith    to serve as a template and is not recommended for general use.
3125e76c431SBarry Smith 
313c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
314c7afd0dbSLois Curfman McInnes 
3155e76c431SBarry Smith    Input Parameters:
316c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
317af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
3185e76c431SBarry Smith .  x - current iterate
3195e76c431SBarry Smith .  f - residual evaluated at x
3203c632250SBarry Smith .  y - search direction
3215e76c431SBarry Smith .  w - work vector
322c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
3235e76c431SBarry Smith 
324c4a48953SLois Curfman McInnes    Output Parameters:
325c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
3263c632250SBarry Smith .  w - new iterate
3275e76c431SBarry Smith .  gnorm - 2-norm of g
3285e76c431SBarry Smith .  ynorm - 2-norm of search length
329a7cc72afSBarry Smith -  flag - PETSC_TRUE on success, PETSC_FALSE on failure
330fee21e36SBarry Smith 
331c4a48953SLois Curfman McInnes    Options Database Key:
33217bae607SBarry Smith .  -snes_ls basic - Activates SNESLineSearchNo()
333c4a48953SLois Curfman McInnes 
33436851e7fSLois Curfman McInnes    Level: advanced
33536851e7fSLois Curfman McInnes 
33628ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
33728ae5a21SLois Curfman McInnes 
33817bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
33917bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNoNorms()
3405e76c431SBarry Smith @*/
34117bae607SBarry 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)
3425e76c431SBarry Smith {
343dfbe8321SBarry Smith   PetscErrorCode ierr;
3444b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
3453c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
3465334005bSBarry Smith 
3473a40ed3dSBarry Smith   PetscFunctionBegin;
348a7cc72afSBarry Smith   *flag = PETSC_TRUE;
349d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
350a3b38805SLois Curfman McInnes   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);         /* ynorm = || y || */
35179f36460SBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
3523c632250SBarry Smith   if (neP->postcheckstep) {
3533c632250SBarry Smith    ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
3548f99978dSLois Curfman McInnes   }
3553c632250SBarry Smith   if (changed_y) {
35679f36460SBarry Smith     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
3573c632250SBarry Smith   }
3583c632250SBarry Smith   ierr = SNESComputeFunction(snes,w,g);
359d5e45103SBarry Smith   if (PetscExceptionValue(ierr)) {
36019717074SBarry Smith     PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
36119717074SBarry Smith   }
362d5e45103SBarry Smith   CHKERRQ(ierr);
363d5e45103SBarry Smith 
364a3b38805SLois Curfman McInnes   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);  /* gnorm = || g || */
36543e71028SBarry Smith   if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
366d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
3673a40ed3dSBarry Smith   PetscFunctionReturn(0);
3685e76c431SBarry Smith }
36904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
3704a2ae208SSatish Balay #undef __FUNCT__
37117bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNoNorms"
37282bf6240SBarry Smith 
37329e0b56fSBarry Smith /*@C
37417bae607SBarry Smith    SNESLineSearchNoNorms - This routine is not a line search at
37529e0b56fSBarry Smith    all; it simply uses the full Newton step. This version does not
37629e0b56fSBarry Smith    even compute the norm of the function or search direction; this
37729e0b56fSBarry Smith    is intended only when you know the full step is fine and are
37829e0b56fSBarry Smith    not checking for convergence of the nonlinear iteration (for
379c7afd0dbSLois Curfman McInnes    example, you are running always for a fixed number of Newton steps).
380c7afd0dbSLois Curfman McInnes 
381c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
38229e0b56fSBarry Smith 
38329e0b56fSBarry Smith    Input Parameters:
384c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
385af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
38629e0b56fSBarry Smith .  x - current iterate
38729e0b56fSBarry Smith .  f - residual evaluated at x
3883c632250SBarry Smith .  y - search direction
38929e0b56fSBarry Smith .  w - work vector
390c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
39129e0b56fSBarry Smith 
39229e0b56fSBarry Smith    Output Parameters:
393c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
3943c632250SBarry Smith .  w - new iterate
39529e0b56fSBarry Smith .  gnorm - not changed
39629e0b56fSBarry Smith .  ynorm - not changed
397a7cc72afSBarry Smith -  flag - set to PETSC_TRUE indicating a successful line search
398fee21e36SBarry Smith 
39929e0b56fSBarry Smith    Options Database Key:
40017bae607SBarry Smith .  -snes_ls basicnonorms - Activates SNESLineSearchNoNorms()
40129e0b56fSBarry Smith 
4028cbba510SBarry Smith    Notes:
40317bae607SBarry Smith    SNESLineSearchNoNorms() must be used in conjunction with
404ea56f5baSLois Curfman McInnes    either the options
405ea56f5baSLois Curfman McInnes $     -snes_no_convergence_test -snes_max_it <its>
406ea56f5baSLois Curfman McInnes    or alternatively a user-defined custom test set via
407329f5518SBarry Smith    SNESSetConvergenceTest(); or a -snes_max_it of 1,
408329f5518SBarry Smith    otherwise, the SNES solver will generate an error.
409329f5518SBarry Smith 
410329f5518SBarry Smith    During the final iteration this will not evaluate the function at
411329f5518SBarry Smith    the solution point. This is to save a function evaluation while
412329f5518SBarry Smith    using pseudo-timestepping.
4138cbba510SBarry Smith 
414ea56f5baSLois Curfman McInnes    The residual norms printed by monitoring routines such as
415ea56f5baSLois Curfman McInnes    SNESDefaultMonitor() (as activated via -snes_monitor) will not be
416ea56f5baSLois Curfman McInnes    correct, since they are not computed.
417ea56f5baSLois Curfman McInnes 
418ea56f5baSLois Curfman McInnes    Level: advanced
4198cbba510SBarry Smith 
42029e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic
42129e0b56fSBarry Smith 
42217bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
42317bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNo()
42429e0b56fSBarry Smith @*/
42517bae607SBarry 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)
42629e0b56fSBarry Smith {
427dfbe8321SBarry Smith   PetscErrorCode ierr;
4284b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
4293c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
43029e0b56fSBarry Smith 
4313a40ed3dSBarry Smith   PetscFunctionBegin;
432a7cc72afSBarry Smith   *flag = PETSC_TRUE;
433d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
43479f36460SBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y      */
4353c632250SBarry Smith   if (neP->postcheckstep) {
4363c632250SBarry Smith    ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
4373c632250SBarry Smith   }
4383c632250SBarry Smith   if (changed_y) {
43979f36460SBarry Smith     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
4408f99978dSLois Curfman McInnes   }
441329f5518SBarry Smith 
442329f5518SBarry Smith   /* don't evaluate function the last time through */
443329f5518SBarry Smith   if (snes->iter < snes->max_its-1) {
4443c632250SBarry Smith     ierr = SNESComputeFunction(snes,w,g);
445d5e45103SBarry Smith     if (PetscExceptionValue(ierr)) {
44619717074SBarry Smith       PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
44719717074SBarry Smith     }
448d5e45103SBarry Smith     CHKERRQ(ierr);
449329f5518SBarry Smith   }
450d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
4513a40ed3dSBarry Smith   PetscFunctionReturn(0);
45229e0b56fSBarry Smith }
45304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
4544a2ae208SSatish Balay #undef __FUNCT__
45517bae607SBarry Smith #define __FUNCT__ "SNESLineSearchCubic"
4564b828684SBarry Smith /*@C
45717bae607SBarry Smith    SNESLineSearchCubic - Performs a cubic line search (default line search method).
4585e76c431SBarry Smith 
459c7afd0dbSLois Curfman McInnes    Collective on SNES
460c7afd0dbSLois Curfman McInnes 
4615e76c431SBarry Smith    Input Parameters:
462c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
463af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
4645e76c431SBarry Smith .  x - current iterate
4655e76c431SBarry Smith .  f - residual evaluated at x
4663c632250SBarry Smith .  y - search direction
4675e76c431SBarry Smith .  w - work vector
468c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
4695e76c431SBarry Smith 
470393d2d9aSLois Curfman McInnes    Output Parameters:
471c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4723c632250SBarry Smith .  w - new iterate
4735e76c431SBarry Smith .  gnorm - 2-norm of g
4745e76c431SBarry Smith .  ynorm - 2-norm of search length
475a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
476fee21e36SBarry Smith 
477c4a48953SLois Curfman McInnes    Options Database Key:
47817bae607SBarry Smith $  -snes_ls cubic - Activates SNESLineSearchCubic()
479c4a48953SLois Curfman McInnes 
4805e76c431SBarry Smith    Notes:
4815e76c431SBarry Smith    This line search is taken from "Numerical Methods for Unconstrained
4825e76c431SBarry Smith    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
4835e76c431SBarry Smith 
48436851e7fSLois Curfman McInnes    Level: advanced
48536851e7fSLois Curfman McInnes 
48628ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
48728ae5a21SLois Curfman McInnes 
48817bae607SBarry Smith .seealso: SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
4895e76c431SBarry Smith @*/
49017bae607SBarry 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)
4915e76c431SBarry Smith {
492406556e6SLois Curfman McInnes   /*
493406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
494406556e6SLois Curfman McInnes      minimization problem:
495406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
496406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
497406556e6SLois Curfman McInnes    */
498406556e6SLois Curfman McInnes 
4995ca10a37SBarry Smith   PetscReal      steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength;
500275d25c3SBarry Smith   PetscReal      maxstep,minlambda,alpha,lambda,lambdatemp;
501aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
502ea709b57SSatish Balay   PetscScalar    cinitslope,clambda;
5036b5873e3SBarry Smith #endif
504dfbe8321SBarry Smith   PetscErrorCode ierr;
505a7cc72afSBarry Smith   PetscInt       count;
5064b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
50779f36460SBarry Smith   PetscScalar    scale;
5083c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
5095e76c431SBarry Smith 
5103a40ed3dSBarry Smith   PetscFunctionBegin;
511d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
512a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
5135e76c431SBarry Smith   alpha   = neP->alpha;
5145e76c431SBarry Smith   maxstep = neP->maxstep;
5155e76c431SBarry Smith   steptol = neP->steptol;
5165e76c431SBarry Smith 
517cddf8d76SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
5189e247f21SBarry Smith   if (!*ynorm) {
51917bae607SBarry Smith     ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Search direction and size is 0\n"));CHKERRQ(ierr);
520a1c2b6eeSLois Curfman McInnes     *gnorm = fnorm;
5213c632250SBarry Smith     ierr   = VecCopy(x,w);CHKERRQ(ierr);
522a1c2b6eeSLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
523a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
524ad922ac9SBarry Smith     goto theend1;
52594a9d846SBarry Smith   }
5265e76c431SBarry Smith   if (*ynorm > maxstep) {	/* Step too big, so scale back */
5275e42470aSBarry Smith     scale = maxstep/(*ynorm);
52817bae607SBarry Smith     ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Scaling step by %g old ynorm %g\n",PetscRealPart(scale),*ynorm));CHKERRQ(ierr);
5292dcb1b2aSMatthew Knepley     ierr = VecScale(y,scale);CHKERRQ(ierr);
5305e76c431SBarry Smith     *ynorm = maxstep;
5315e76c431SBarry Smith   }
532ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
5335ca10a37SBarry Smith   minlambda = steptol/rellength;
534a703fe33SLois Curfman McInnes   ierr      = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
535aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
536a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
537329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
5385e42470aSBarry Smith #else
539a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&initslope);CHKERRQ(ierr);
5405e42470aSBarry Smith #endif
5415e76c431SBarry Smith   if (initslope > 0.0)  initslope = -initslope;
5425e76c431SBarry Smith   if (initslope == 0.0) initslope = -1.0;
5435e76c431SBarry Smith 
544e68848bdSBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
54543e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
54617bae607SBarry Smith     ierr  = PetscLogInfo((snes,"SNESLineSearchCubic:Exceeded maximum function evaluations, while checking full step length!\n"));CHKERRQ(ierr);
54743e71028SBarry Smith     *flag = PETSC_FALSE;
54843e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
54943e71028SBarry Smith     goto theend1;
55043e71028SBarry Smith   }
55119717074SBarry Smith   ierr = SNESComputeFunction(snes,w,g);
552d5e45103SBarry Smith   if (PetscExceptionValue(ierr)) {
55319717074SBarry Smith     PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
55419717074SBarry Smith   }
555d5e45103SBarry Smith   CHKERRQ(ierr);
556313b5538SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
55743e71028SBarry Smith   if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
5585d1a10b1SBarry Smith   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */
55917bae607SBarry Smith     ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Using full step\n"));CHKERRQ(ierr);
560ad922ac9SBarry Smith     goto theend1;
5615e76c431SBarry Smith   }
5625e76c431SBarry Smith 
5635e76c431SBarry Smith   /* Fit points with quadratic */
564313b5538SBarry Smith   lambda     = 1.0;
565a703fe33SLois Curfman McInnes   lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
5665e76c431SBarry Smith   lambdaprev = lambda;
5675e76c431SBarry Smith   gnormprev  = *gnorm;
568329f5518SBarry Smith   if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
569ddd12767SBarry Smith   if (lambdatemp <= .1*lambda) lambda = .1*lambda;
570ddd12767SBarry Smith   else                         lambda = lambdatemp;
571275d25c3SBarry Smith 
572aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
573a23f76dfSSatish Balay   clambda   = lambda; ierr = VecWAXPY(w,-clambda,y,x);CHKERRQ(ierr);
5745e42470aSBarry Smith #else
575e68848bdSBarry Smith   ierr      = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
5765e42470aSBarry Smith #endif
57743e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
57817bae607SBarry Smith     ierr  = PetscLogInfo((snes,"SNESLineSearchCubic:Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n"));CHKERRQ(ierr);
57943e71028SBarry Smith     *flag = PETSC_FALSE;
58043e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
58143e71028SBarry Smith     goto theend1;
58243e71028SBarry Smith   }
58319717074SBarry Smith   ierr = SNESComputeFunction(snes,w,g);
584d5e45103SBarry Smith   if (PetscExceptionValue(ierr)) {
58519717074SBarry Smith     PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
58619717074SBarry Smith   }
587d5e45103SBarry Smith   CHKERRQ(ierr);
588cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
58943e71028SBarry Smith   if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
5905ed2d596SBarry Smith   if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */
59117bae607SBarry Smith     ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Quadratically determined step, lambda=%18.16e\n",lambda));CHKERRQ(ierr);
592ad922ac9SBarry Smith     goto theend1;
5935e76c431SBarry Smith   }
5945e76c431SBarry Smith 
5955e76c431SBarry Smith   /* Fit points with cubic */
5965e76c431SBarry Smith   count = 1;
5978229bfc2SMatthew Knepley   while (count < 10000) {
5985e76c431SBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
59917bae607SBarry Smith       ierr = PetscLogInfo((snes,"SNESLineSearchCubic:Unable to find good step length! %D \n",count));CHKERRQ(ierr);
60017bae607SBarry 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);
60143e71028SBarry Smith       *flag = PETSC_FALSE;
60243e71028SBarry Smith       break;
6035e76c431SBarry Smith     }
6045d1a10b1SBarry Smith     t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope;
6055d1a10b1SBarry Smith     t2 = .5*(gnormprev*gnormprev  - fnorm*fnorm) - lambdaprev*initslope;
606ddd12767SBarry Smith     a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
6072b022350SLois Curfman McInnes     b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
6085e76c431SBarry Smith     d  = b*b - 3*a*initslope;
6095e76c431SBarry Smith     if (d < 0.0) d = 0.0;
6105e76c431SBarry Smith     if (a == 0.0) {
6115e76c431SBarry Smith       lambdatemp = -initslope/(2.0*b);
6125e76c431SBarry Smith     } else {
6135e76c431SBarry Smith       lambdatemp = (-b + sqrt(d))/(3.0*a);
6145e76c431SBarry Smith     }
6155e76c431SBarry Smith     lambdaprev = lambda;
6165e76c431SBarry Smith     gnormprev  = *gnorm;
617329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
618329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
6195e76c431SBarry Smith     else                         lambda     = lambdatemp;
620aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
621275d25c3SBarry Smith     clambda   = lambda;
622e68848bdSBarry Smith     ierr      = VecWAXPY(w,-clambda,y,x);CHKERRQ(ierr);
6235e42470aSBarry Smith #else
624e68848bdSBarry Smith     ierr      = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
6255e42470aSBarry Smith #endif
62643e71028SBarry Smith     if (snes->nfuncs >= snes->max_funcs) {
62717bae607SBarry Smith       ierr = PetscLogInfo((snes,"SNESLineSearchCubic:Exceeded maximum function evaluations, while looking for good step length! %D \n",count));CHKERRQ(ierr);
62817bae607SBarry 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);
629ed98166eSMatthew Knepley       *flag = PETSC_FALSE;
63043e71028SBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
631ed98166eSMatthew Knepley       break;
632ed98166eSMatthew Knepley     }
63319717074SBarry Smith     ierr = SNESComputeFunction(snes,w,g);
634d5e45103SBarry Smith     if (PetscExceptionValue(ierr)) {
63519717074SBarry Smith       PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
63619717074SBarry Smith     }
637d5e45103SBarry Smith     CHKERRQ(ierr);
638cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
63943e71028SBarry Smith     if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
6405ed2d596SBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */
64117bae607SBarry Smith       ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Cubically determined step, lambda=%18.16e\n",lambda));CHKERRQ(ierr);
64243e71028SBarry Smith       break;
6432b022350SLois Curfman McInnes     } else {
64417bae607SBarry Smith       ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Cubic step no good, shrinking lambda,  lambda=%18.16e\n",lambda));CHKERRQ(ierr);
6455e76c431SBarry Smith     }
6465e76c431SBarry Smith     count++;
6475e76c431SBarry Smith   }
6488229bfc2SMatthew Knepley   if (count >= 10000) {
649cd7625f8SBarry Smith     SETERRQ(PETSC_ERR_LIB, "Lambda was decreased more than 10,000 times, so something is probably wrong with the function evaluation");
6508229bfc2SMatthew Knepley   }
651ad922ac9SBarry Smith   theend1:
6528f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
6533c632250SBarry Smith   if (neP->postcheckstep && *flag) {
6543c632250SBarry Smith     ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
6553c632250SBarry Smith     if (changed_y) {
65679f36460SBarry Smith       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
6573c632250SBarry Smith     }
6583c632250SBarry Smith     if (changed_y || changed_w) { /* recompute the function if the step has changed */
6593c632250SBarry Smith       ierr = SNESComputeFunction(snes,w,g);
660d5e45103SBarry Smith       if (PetscExceptionValue(ierr)) {
66119717074SBarry Smith         PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
66219717074SBarry Smith       }
663d5e45103SBarry Smith       CHKERRQ(ierr);
6648f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
66543e71028SBarry Smith       if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
6663c632250SBarry Smith       ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr);
6678f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
6683c632250SBarry Smith       ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr);
6698f99978dSLois Curfman McInnes     }
6708f99978dSLois Curfman McInnes   }
671d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6723a40ed3dSBarry Smith   PetscFunctionReturn(0);
6735e76c431SBarry Smith }
67404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
6754a2ae208SSatish Balay #undef __FUNCT__
67617bae607SBarry Smith #define __FUNCT__ "SNESLineSearchQuadratic"
6774b828684SBarry Smith /*@C
67817bae607SBarry Smith    SNESLineSearchQuadratic - Performs a quadratic line search.
6795e76c431SBarry Smith 
680c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
681c7afd0dbSLois Curfman McInnes 
6825e42470aSBarry Smith    Input Parameters:
683c7afd0dbSLois Curfman McInnes +  snes - the SNES context
684af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
6855e42470aSBarry Smith .  x - current iterate
6865e42470aSBarry Smith .  f - residual evaluated at x
6873c632250SBarry Smith .  y - search direction
6885e42470aSBarry Smith .  w - work vector
689c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
6905e42470aSBarry Smith 
691c4a48953SLois Curfman McInnes    Output Parameters:
692c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
6933c632250SBarry Smith .  w - new iterate
6945e42470aSBarry Smith .  gnorm - 2-norm of g
6955e42470aSBarry Smith .  ynorm - 2-norm of search length
696a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
697fee21e36SBarry Smith 
698c4a48953SLois Curfman McInnes    Options Database Key:
69917bae607SBarry Smith .  -snes_ls quadratic - Activates SNESLineSearchQuadratic()
700c4a48953SLois Curfman McInnes 
7015e42470aSBarry Smith    Notes:
70217bae607SBarry Smith    Use SNESLineSearchSet() to set this routine within the SNESLS method.
7035e42470aSBarry Smith 
70436851e7fSLois Curfman McInnes    Level: advanced
70536851e7fSLois Curfman McInnes 
706f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search
707f59ffdedSLois Curfman McInnes 
70817bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
7095e42470aSBarry Smith @*/
71017bae607SBarry 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)
7115e76c431SBarry Smith {
712406556e6SLois Curfman McInnes   /*
713406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
714406556e6SLois Curfman McInnes      minimization problem:
715406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
716406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2.
717406556e6SLois Curfman McInnes    */
718275d25c3SBarry Smith   PetscReal      steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,rellength;
719aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
720ea709b57SSatish Balay   PetscScalar    cinitslope,clambda;
7216b5873e3SBarry Smith #endif
722dfbe8321SBarry Smith   PetscErrorCode ierr;
723a7cc72afSBarry Smith   PetscInt       count;
7244b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
72579f36460SBarry Smith   PetscScalar    scale;
7263c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
7275e76c431SBarry Smith 
7283a40ed3dSBarry Smith   PetscFunctionBegin;
729d5ba7fb7SMatthew Knepley   ierr    = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
730a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
7315e42470aSBarry Smith   alpha   = neP->alpha;
7325e42470aSBarry Smith   maxstep = neP->maxstep;
7335e42470aSBarry Smith   steptol = neP->steptol;
7345e76c431SBarry Smith 
7353505fcc1SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
73663b9fa5eSBarry Smith   if (*ynorm == 0.0) {
73717bae607SBarry Smith     ierr   = PetscLogInfo((snes,"SNESLineSearchQuadratic: Search direction and size is 0\n"));CHKERRQ(ierr);
738b37302c6SLois Curfman McInnes     *gnorm = fnorm;
739e68848bdSBarry Smith     ierr   = VecCopy(x,w);CHKERRQ(ierr);
740b37302c6SLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
741a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
742ad922ac9SBarry Smith     goto theend2;
74394a9d846SBarry Smith   }
7445e42470aSBarry Smith   if (*ynorm > maxstep) {	/* Step too big, so scale back */
7455e42470aSBarry Smith     scale  = maxstep/(*ynorm);
7462dcb1b2aSMatthew Knepley     ierr   = VecScale(y,scale);CHKERRQ(ierr);
7475e42470aSBarry Smith     *ynorm = maxstep;
7485e76c431SBarry Smith   }
749ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
7505ca10a37SBarry Smith   minlambda = steptol/rellength;
751a703fe33SLois Curfman McInnes   ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
752aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
753a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
754329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
7555e42470aSBarry Smith #else
756a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&initslope);CHKERRQ(ierr);
7575e42470aSBarry Smith #endif
7585e42470aSBarry Smith   if (initslope > 0.0)  initslope = -initslope;
7595e42470aSBarry Smith   if (initslope == 0.0) initslope = -1.0;
7605e42470aSBarry Smith 
761e68848bdSBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
76243e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
76317bae607SBarry Smith     ierr  = PetscLogInfo((snes,"SNESLineSearchQuadratic:Exceeded maximum function evaluations, while checking full step length!\n"));CHKERRQ(ierr);
76443e71028SBarry Smith     *flag = PETSC_FALSE;
76543e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
76643e71028SBarry Smith     goto theend2;
76743e71028SBarry Smith   }
76819717074SBarry Smith   ierr = SNESComputeFunction(snes,w,g);
769d5e45103SBarry Smith   if (PetscExceptionValue(ierr)) {
77019717074SBarry Smith     PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
77119717074SBarry Smith   }
772d5e45103SBarry Smith   CHKERRQ(ierr);
773cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
77443e71028SBarry Smith   if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
7755d1a10b1SBarry Smith   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */
77617bae607SBarry Smith     ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic: Using full step\n"));CHKERRQ(ierr);
777ad922ac9SBarry Smith     goto theend2;
7785e42470aSBarry Smith   }
7795e42470aSBarry Smith 
7805e42470aSBarry Smith   /* Fit points with quadratic */
781313b5538SBarry Smith   lambda = 1.0;
7825e42470aSBarry Smith   count = 1;
7835ca10a37SBarry Smith   while (PETSC_TRUE) {
7845e42470aSBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
78517bae607SBarry Smith       ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:Unable to find good step length! %D \n",count));CHKERRQ(ierr);
78617bae607SBarry Smith       ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr);
787e68848bdSBarry Smith       ierr = VecCopy(x,w);CHKERRQ(ierr);
78843e71028SBarry Smith       *flag = PETSC_FALSE;
78943e71028SBarry Smith       break;
7905e42470aSBarry Smith     }
791a703fe33SLois Curfman McInnes     lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
792329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
793329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
794329f5518SBarry Smith     else                         lambda     = lambdatemp;
795275d25c3SBarry Smith 
796aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
797e68848bdSBarry Smith     clambda   = lambda; ierr = VecWAXPY(w,-clambda,y,x);CHKERRQ(ierr);
7985e42470aSBarry Smith #else
799e68848bdSBarry Smith     ierr      = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
8005e42470aSBarry Smith #endif
80143e71028SBarry Smith     if (snes->nfuncs >= snes->max_funcs) {
80217bae607SBarry Smith       ierr  = PetscLogInfo((snes,"SNESLineSearchQuadratic:Exceeded maximum function evaluations, while looking for good step length! %D \n",count));CHKERRQ(ierr);
80317bae607SBarry 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);
804ed98166eSMatthew Knepley       *flag = PETSC_FALSE;
80543e71028SBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
806ed98166eSMatthew Knepley       break;
807ed98166eSMatthew Knepley     }
80819717074SBarry Smith     ierr = SNESComputeFunction(snes,w,g);
809d5e45103SBarry Smith     if (PetscExceptionValue(ierr)) {
81019717074SBarry Smith       PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
81119717074SBarry Smith     }
812d5e45103SBarry Smith     CHKERRQ(ierr);
813cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
81443e71028SBarry Smith     if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
8155ed2d596SBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */
81617bae607SBarry Smith       ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:Quadratically determined step, lambda=%g\n",lambda));CHKERRQ(ierr);
81706259719SBarry Smith       break;
8185e42470aSBarry Smith     }
8195e42470aSBarry Smith     count++;
8205e42470aSBarry Smith   }
821ad922ac9SBarry Smith   theend2:
8228f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
8233c632250SBarry Smith   if (neP->postcheckstep) {
8243c632250SBarry Smith     ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
8253c632250SBarry Smith     if (changed_y) {
82679f36460SBarry Smith       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
8273c632250SBarry Smith     }
8283c632250SBarry Smith     if (changed_y || changed_w) { /* recompute the function if the step has changed */
8293c632250SBarry Smith       ierr = SNESComputeFunction(snes,w,g);
830d5e45103SBarry Smith       if (PetscExceptionValue(ierr)) {
83119717074SBarry Smith         PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
83219717074SBarry Smith       }
833d5e45103SBarry Smith       CHKERRQ(ierr);
8348f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
8353c632250SBarry Smith       ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr);
8368f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
8373c632250SBarry Smith       ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr);
8383c632250SBarry Smith       if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
8398f99978dSLois Curfman McInnes     }
8408f99978dSLois Curfman McInnes   }
841d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
8423a40ed3dSBarry Smith   PetscFunctionReturn(0);
8435e76c431SBarry Smith }
8442343ba6eSBarry Smith 
84504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
8464a2ae208SSatish Balay #undef __FUNCT__
84717bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet"
848c9e6a524SLois Curfman McInnes /*@C
84917bae607SBarry Smith    SNESLineSearchSet - Sets the line search routine to be used
8504b27c08aSLois Curfman McInnes    by the method SNESLS.
8515e76c431SBarry Smith 
8525e76c431SBarry Smith    Input Parameters:
853c7afd0dbSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
854af2d14d2SLois Curfman McInnes .  lsctx - optional user-defined context for use by line search
855c7afd0dbSLois Curfman McInnes -  func - pointer to int function
8565e76c431SBarry Smith 
857fee21e36SBarry Smith    Collective on SNES
858fee21e36SBarry Smith 
859c4a48953SLois Curfman McInnes    Available Routines:
86017bae607SBarry Smith +  SNESLineSearchCubic() - default line search
86117bae607SBarry Smith .  SNESLineSearchQuadratic() - quadratic line search
86217bae607SBarry Smith .  SNESLineSearchNo() - the full Newton step (actually not a line search)
86317bae607SBarry Smith -  SNESLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel)
8645e76c431SBarry Smith 
865c4a48953SLois Curfman McInnes     Options Database Keys:
8664b27c08aSLois Curfman McInnes +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
8674b27c08aSLois Curfman McInnes .   -snes_ls_alpha <alpha> - Sets alpha
8684b27c08aSLois Curfman McInnes .   -snes_ls_maxstep <max> - Sets maxstep
8694b27c08aSLois Curfman McInnes -   -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code
8703304466cSBarry Smith                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
8713304466cSBarry Smith                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
872c4a48953SLois Curfman McInnes 
8735e76c431SBarry Smith    Calling sequence of func:
874bd208895SLois Curfman McInnes .vb
875af2d14d2SLois Curfman McInnes    func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,
876a7cc72afSBarry Smith          PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
877bd208895SLois Curfman McInnes .ve
8785e76c431SBarry Smith 
8795e76c431SBarry Smith     Input parameters for func:
880c7afd0dbSLois Curfman McInnes +   snes - nonlinear context
881af2d14d2SLois Curfman McInnes .   lsctx - optional user-defined context for line search
8825e76c431SBarry Smith .   x - current iterate
8835e76c431SBarry Smith .   f - residual evaluated at x
8843c632250SBarry Smith .   y - search direction
8855e76c431SBarry Smith .   w - work vector
886c7afd0dbSLois Curfman McInnes -   fnorm - 2-norm of f
8875e76c431SBarry Smith 
8885e76c431SBarry Smith     Output parameters for func:
889c7afd0dbSLois Curfman McInnes +   g - residual evaluated at new iterate y
8903c632250SBarry Smith .   w - new iterate
8915e76c431SBarry Smith .   gnorm - 2-norm of g
8925e76c431SBarry Smith .   ynorm - 2-norm of search length
893a7cc72afSBarry Smith -   flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure.
894f59ffdedSLois Curfman McInnes 
89536851e7fSLois Curfman McInnes     Level: advanced
89636851e7fSLois Curfman McInnes 
897f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine
898f59ffdedSLois Curfman McInnes 
89917bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchNoNorms(),
90017bae607SBarry Smith           SNESLineSearchSetPostCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams(), SNESLineSearchSetPreCheck()
9015e76c431SBarry Smith @*/
90217bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void *lsctx)
9035e76c431SBarry Smith {
904a7cc72afSBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*);
90582bf6240SBarry Smith 
9063a40ed3dSBarry Smith   PetscFunctionBegin;
90717bae607SBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSet_C",(void (**)(void))&f);CHKERRQ(ierr);
90882bf6240SBarry Smith   if (f) {
909af2d14d2SLois Curfman McInnes     ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr);
91082bf6240SBarry Smith   }
9113a40ed3dSBarry Smith   PetscFunctionReturn(0);
9125e76c431SBarry Smith }
9138e019c35SBarry Smith 
914a7cc72afSBarry 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*/
91504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
916fb2e594dSBarry Smith EXTERN_C_BEGIN
9174a2ae208SSatish Balay #undef __FUNCT__
91817bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet_LS"
91917bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet_LS(SNES snes,FCN2 func,void *lsctx)
92082bf6240SBarry Smith {
92182bf6240SBarry Smith   PetscFunctionBegin;
9224b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->LineSearch = func;
9234b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->lsP        = lsctx;
92482bf6240SBarry Smith   PetscFunctionReturn(0);
92582bf6240SBarry Smith }
926fb2e594dSBarry Smith EXTERN_C_END
92704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
9284a2ae208SSatish Balay #undef __FUNCT__
9293c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck"
930c8dd0c0dSLois Curfman McInnes /*@C
9313c632250SBarry Smith    SNESLineSearchSetPostCheck - Sets a routine to check the validity of new iterate computed
9324b27c08aSLois Curfman McInnes    by the line search routine in the Newton-based method SNESLS.
933c8dd0c0dSLois Curfman McInnes 
934c8dd0c0dSLois Curfman McInnes    Input Parameters:
935c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
9363c632250SBarry Smith .  func - pointer to function
937c8dd0c0dSLois Curfman McInnes -  checkctx - optional user-defined context for use by step checking routine
938c8dd0c0dSLois Curfman McInnes 
939c8dd0c0dSLois Curfman McInnes    Collective on SNES
940c8dd0c0dSLois Curfman McInnes 
941c8dd0c0dSLois Curfman McInnes    Calling sequence of func:
942c8dd0c0dSLois Curfman McInnes .vb
9433c632250SBarry Smith    int func (SNES snes, Vec x,Vec y,Vec w,void *checkctx, PetscTruth *changed_y,PetscTruth *changed_w)
944c8dd0c0dSLois Curfman McInnes .ve
945b1ae27eaSLois Curfman McInnes    where func returns an error code of 0 on success and a nonzero
946b1ae27eaSLois Curfman McInnes    on failure.
947c8dd0c0dSLois Curfman McInnes 
948c8dd0c0dSLois Curfman McInnes    Input parameters for func:
949c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context
950c8dd0c0dSLois Curfman McInnes .  checkctx - optional user-defined context for use by step checking routine
9513c632250SBarry Smith .  x - previous iterate
9523c632250SBarry Smith .  y - new search direction and length
9533c632250SBarry Smith -  w - current candidate iterate
954c8dd0c0dSLois Curfman McInnes 
955c8dd0c0dSLois Curfman McInnes    Output parameters for func:
9563c632250SBarry Smith +  y - search direction (possibly changed)
9573c632250SBarry Smith .  w - current iterate (possibly modified)
9583c632250SBarry Smith .  changed_y - indicates search direction was changed by this routine
9593c632250SBarry Smith -  changed_w - indicates current iterate was changed by this routine
960c8dd0c0dSLois Curfman McInnes 
961c8dd0c0dSLois Curfman McInnes    Level: advanced
962c8dd0c0dSLois Curfman McInnes 
9639e247f21SBarry Smith    Notes: All line searches accept the new iterate computed by the line search checking routine.
9649e247f21SBarry Smith 
9653c632250SBarry Smith    Only one of changed_y and changed_w can  be PETSC_TRUE
9663c632250SBarry Smith 
9673c632250SBarry Smith    On input w = x + y
9683c632250SBarry Smith 
96917bae607SBarry Smith    SNESLineSearchNo() and SNESLineSearchNoNorms() (1) compute a candidate iterate u_{i+1}, (2) pass control
970b1ae27eaSLois Curfman McInnes    to the checking routine, and then (3) compute the corresponding nonlinear
971ea56f5baSLois Curfman McInnes    function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}.
9728f99978dSLois Curfman McInnes 
97317bae607SBarry Smith    SNESLineSearchQuadratic() and SNESLineSearchCubic() (1) compute a candidate iterate u_{i+1} as well as a
974ea56f5baSLois Curfman McInnes    candidate nonlinear function f(u_{i+1}), (2) pass control to the checking
975ea56f5baSLois Curfman McInnes    routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes
976ea56f5baSLois Curfman McInnes    were made to the candidate iterate in the checking routine (as indicated
9779e247f21SBarry Smith    by flag=PETSC_TRUE).  The overhead of this extra function re-evaluation can be
978b1ae27eaSLois Curfman McInnes    very costly, so use this feature with caution!
9798f99978dSLois Curfman McInnes 
980c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine
981c8dd0c0dSLois Curfman McInnes 
98217bae607SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPreCheck()
983c8dd0c0dSLois Curfman McInnes @*/
9843c632250SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void *checkctx)
985c8dd0c0dSLois Curfman McInnes {
9863c632250SBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void*);
987c8dd0c0dSLois Curfman McInnes 
988c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
9893c632250SBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPostCheck_C",(void (**)(void))&f);CHKERRQ(ierr);
990c8dd0c0dSLois Curfman McInnes   if (f) {
991c8dd0c0dSLois Curfman McInnes     ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr);
992c8dd0c0dSLois Curfman McInnes   }
993c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
994c8dd0c0dSLois Curfman McInnes }
9959c3ca13aSBarry Smith #undef __FUNCT__
9969c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck"
9979c3ca13aSBarry Smith /*@C
9989c3ca13aSBarry Smith    SNESLineSearchSetPreCheck - Sets a routine to check the validity of a new direction given by the linear solve
999*7e4bb74cSBarry Smith          before the line search is called.
10009c3ca13aSBarry Smith 
10019c3ca13aSBarry Smith    Input Parameters:
10029c3ca13aSBarry Smith +  snes - nonlinear context obtained from SNESCreate()
10039c3ca13aSBarry Smith .  func - pointer to function
10049c3ca13aSBarry Smith -  checkctx - optional user-defined context for use by step checking routine
10059c3ca13aSBarry Smith 
10069c3ca13aSBarry Smith    Collective on SNES
10079c3ca13aSBarry Smith 
10089c3ca13aSBarry Smith    Calling sequence of func:
10099c3ca13aSBarry Smith .vb
10109c3ca13aSBarry Smith    int func (SNES snes, Vec x,Vec y,,void *checkctx, PetscTruth *changed_y)
10119c3ca13aSBarry Smith .ve
10129c3ca13aSBarry Smith    where func returns an error code of 0 on success and a nonzero
10139c3ca13aSBarry Smith    on failure.
10149c3ca13aSBarry Smith 
10159c3ca13aSBarry Smith    Input parameters for func:
10169c3ca13aSBarry Smith +  snes - nonlinear context
10179c3ca13aSBarry Smith .  checkctx - optional user-defined context for use by step checking routine
10189c3ca13aSBarry Smith .  x - previous iterate
10199c3ca13aSBarry Smith -  y - new search direction and length
10209c3ca13aSBarry Smith 
10219c3ca13aSBarry Smith    Output parameters for func:
10229c3ca13aSBarry Smith +  y - search direction (possibly changed)
10239c3ca13aSBarry Smith -  changed_y - indicates search direction was changed by this routine
10249c3ca13aSBarry Smith 
10259c3ca13aSBarry Smith    Level: advanced
10269c3ca13aSBarry Smith 
10279c3ca13aSBarry Smith    Notes: All line searches accept the new iterate computed by the line search checking routine.
10289c3ca13aSBarry Smith 
10299c3ca13aSBarry Smith .keywords: SNES, nonlinear, set, line search check, step check, routine
10309c3ca13aSBarry Smith 
1031*7e4bb74cSBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck(), SNESSetUpdate()
10329c3ca13aSBarry Smith @*/
10339c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,void*,PetscTruth*),void *checkctx)
10349c3ca13aSBarry Smith {
10359c3ca13aSBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,void*,PetscTruth*),void*);
10369c3ca13aSBarry Smith 
10379c3ca13aSBarry Smith   PetscFunctionBegin;
10389c3ca13aSBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPreCheck_C",(void (**)(void))&f);CHKERRQ(ierr);
10399c3ca13aSBarry Smith   if (f) {
10409c3ca13aSBarry Smith     ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr);
10419c3ca13aSBarry Smith   }
10429c3ca13aSBarry Smith   PetscFunctionReturn(0);
10439c3ca13aSBarry Smith }
10449c3ca13aSBarry Smith 
1045c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */
10469c3ca13aSBarry Smith typedef PetscErrorCode (*FCN1)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*); /* force argument to next function to not be extern C*/
10479c3ca13aSBarry Smith typedef PetscErrorCode (*FCN3)(SNES,Vec,Vec,void*,PetscTruth*);                 /* force argument to next function to not be extern C*/
1048c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN
10494a2ae208SSatish Balay #undef __FUNCT__
10503c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck_LS"
10519c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck_LS(SNES snes,FCN1 func,void *checkctx)
1052c8dd0c0dSLois Curfman McInnes {
1053c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
10543c632250SBarry Smith   ((SNES_LS *)(snes->data))->postcheckstep = func;
10553c632250SBarry Smith   ((SNES_LS *)(snes->data))->postcheck     = checkctx;
1056c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
1057c8dd0c0dSLois Curfman McInnes }
1058c8dd0c0dSLois Curfman McInnes EXTERN_C_END
10599c3ca13aSBarry Smith 
10609c3ca13aSBarry Smith EXTERN_C_BEGIN
10619c3ca13aSBarry Smith #undef __FUNCT__
10629c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck_LS"
10639c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck_LS(SNES snes,FCN3 func,void *checkctx)
10649c3ca13aSBarry Smith {
10659c3ca13aSBarry Smith   PetscFunctionBegin;
10669c3ca13aSBarry Smith   ((SNES_LS *)(snes->data))->precheckstep = func;
10679c3ca13aSBarry Smith   ((SNES_LS *)(snes->data))->precheck     = checkctx;
10689c3ca13aSBarry Smith   PetscFunctionReturn(0);
10699c3ca13aSBarry Smith }
10709c3ca13aSBarry Smith EXTERN_C_END
1071c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */
107204d965bbSLois Curfman McInnes /*
10734b27c08aSLois Curfman McInnes    SNESPrintHelp_LS - Prints all options for the SNES_LS method.
1074329e7e40SMatthew Knepley 
1075329e7e40SMatthew Knepley    Input Parameter:
1076329e7e40SMatthew Knepley .  snes - the SNES context
1077329e7e40SMatthew Knepley 
1078329e7e40SMatthew Knepley    Application Interface Routine: SNESPrintHelp()
1079329e7e40SMatthew Knepley */
1080329e7e40SMatthew Knepley #undef __FUNCT__
10814b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESPrintHelp_LS"
10826849ba73SBarry Smith static PetscErrorCode SNESPrintHelp_LS(SNES snes,char *p)
1083329e7e40SMatthew Knepley {
10844b27c08aSLois Curfman McInnes   SNES_LS *ls = (SNES_LS *)snes->data;
1085329e7e40SMatthew Knepley 
1086329e7e40SMatthew Knepley   PetscFunctionBegin;
10874b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm," method SNES_LS (ls) for systems of nonlinear equations:\n");
10884b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls [cubic,quadratic,basic,basicnonorms,...]\n",p);
10894b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls_alpha <alpha> (default %g)\n",p,ls->alpha);
10904b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls_maxstep <max> (default %g)\n",p,ls->maxstep);
10914b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls_steptol <tol> (default %g)\n",p,ls->steptol);
1092329e7e40SMatthew Knepley   PetscFunctionReturn(0);
1093329e7e40SMatthew Knepley }
1094329e7e40SMatthew Knepley 
1095329e7e40SMatthew Knepley /*
10964b27c08aSLois Curfman McInnes    SNESView_LS - Prints info from the SNESLS data structure.
109704d965bbSLois Curfman McInnes 
109804d965bbSLois Curfman McInnes    Input Parameters:
109904d965bbSLois Curfman McInnes .  SNES - the SNES context
110004d965bbSLois Curfman McInnes .  viewer - visualization context
110104d965bbSLois Curfman McInnes 
110204d965bbSLois Curfman McInnes    Application Interface Routine: SNESView()
110304d965bbSLois Curfman McInnes */
11044a2ae208SSatish Balay #undef __FUNCT__
11054b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS"
11066849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer)
1107a935fc98SLois Curfman McInnes {
11084b27c08aSLois Curfman McInnes   SNES_LS        *ls = (SNES_LS *)snes->data;
11092fc52814SBarry Smith   const char     *cstr;
1110dfbe8321SBarry Smith   PetscErrorCode ierr;
111132077d6dSBarry Smith   PetscTruth     iascii;
1112a935fc98SLois Curfman McInnes 
11133a40ed3dSBarry Smith   PetscFunctionBegin;
111432077d6dSBarry Smith   ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr);
111532077d6dSBarry Smith   if (iascii) {
111617bae607SBarry Smith     if (ls->LineSearch == SNESLineSearchNo)             cstr = "SNESLineSearchNo";
111717bae607SBarry Smith     else if (ls->LineSearch == SNESLineSearchQuadratic) cstr = "SNESLineSearchQuadratic";
111817bae607SBarry Smith     else if (ls->LineSearch == SNESLineSearchCubic)     cstr = "SNESLineSearchCubic";
111919bcc07fSBarry Smith     else                                                cstr = "unknown";
1120b0a32e0cSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  line search variant: %s\n",cstr);CHKERRQ(ierr);
1121b0a32e0cSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  alpha=%g, maxstep=%g, steptol=%g\n",ls->alpha,ls->maxstep,ls->steptol);CHKERRQ(ierr);
11225cd90555SBarry Smith   } else {
112379a5c55eSBarry Smith     SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name);
112419bcc07fSBarry Smith   }
11253a40ed3dSBarry Smith   PetscFunctionReturn(0);
1126a935fc98SLois Curfman McInnes }
112704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
112804d965bbSLois Curfman McInnes /*
11294b27c08aSLois Curfman McInnes    SNESSetFromOptions_LS - Sets various parameters for the SNESLS method.
113004d965bbSLois Curfman McInnes 
113104d965bbSLois Curfman McInnes    Input Parameter:
113204d965bbSLois Curfman McInnes .  snes - the SNES context
113304d965bbSLois Curfman McInnes 
113404d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetFromOptions()
113504d965bbSLois Curfman McInnes */
11364a2ae208SSatish Balay #undef __FUNCT__
11374b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS"
11386849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes)
11395e42470aSBarry Smith {
11404b27c08aSLois Curfman McInnes   SNES_LS        *ls = (SNES_LS *)snes->data;
1141e5999256SBarry Smith   const char     *lses[] = {"basic","basicnonorms","quadratic","cubic"};
1142dfbe8321SBarry Smith   PetscErrorCode ierr;
1143a7cc72afSBarry Smith   PetscInt       indx;
1144f1af5d2fSBarry Smith   PetscTruth     flg;
11455e42470aSBarry Smith 
11463a40ed3dSBarry Smith   PetscFunctionBegin;
1147b0a32e0cSBarry Smith   ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr);
11484b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr);
11494b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr);
11504b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_steptol","Step must be greater than","None",ls->steptol,&ls->steptol,0);CHKERRQ(ierr);
1151186905e3SBarry Smith 
115217bae607SBarry Smith     ierr = PetscOptionsEList("-snes_ls","Line search used","SNESLineSearchSet",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr);
115325cdf11fSBarry Smith     if (flg) {
115422e36657SBarry Smith       switch (indx) {
1155b49fd9e1SBarry Smith       case 0:
115617bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchNo,PETSC_NULL);CHKERRQ(ierr);
1157b49fd9e1SBarry Smith         break;
1158b49fd9e1SBarry Smith       case 1:
115917bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr);
1160b49fd9e1SBarry Smith         break;
1161b49fd9e1SBarry Smith       case 2:
116217bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchQuadratic,PETSC_NULL);CHKERRQ(ierr);
1163b49fd9e1SBarry Smith         break;
1164b49fd9e1SBarry Smith       case 3:
116517bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchCubic,PETSC_NULL);CHKERRQ(ierr);
1166b49fd9e1SBarry Smith         break;
11675e42470aSBarry Smith       }
11685e42470aSBarry Smith     }
1169b0a32e0cSBarry Smith   ierr = PetscOptionsTail();CHKERRQ(ierr);
11703a40ed3dSBarry Smith   PetscFunctionReturn(0);
11715e42470aSBarry Smith }
117204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
1173ebe3b25bSBarry Smith /*MC
1174ebe3b25bSBarry Smith       SNESLS - Newton based nonlinear solver that uses a line search
117504d965bbSLois Curfman McInnes 
1176ebe3b25bSBarry Smith    Options Database:
1177ebe3b25bSBarry Smith +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
1178ebe3b25bSBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
1179ebe3b25bSBarry Smith .   -snes_ls_maxstep <max> - Sets maxstep
1180ebe3b25bSBarry Smith -   -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code
1181ebe3b25bSBarry Smith                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
1182ebe3b25bSBarry Smith                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
118304d965bbSLois Curfman McInnes 
1184ebe3b25bSBarry Smith     Notes: This is the default nonlinear solver in SNES
118504d965bbSLois Curfman McInnes 
1186ee3001cbSBarry Smith    Level: beginner
1187ee3001cbSBarry Smith 
118817bae607SBarry Smith .seealso:  SNESCreate(), SNES, SNESSetType(), SNESTR, SNESLineSearchSet(),
118917bae607SBarry Smith            SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(),
119017bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck()
1191ebe3b25bSBarry Smith 
1192ebe3b25bSBarry Smith M*/
1193fb2e594dSBarry Smith EXTERN_C_BEGIN
11944a2ae208SSatish Balay #undef __FUNCT__
11954b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS"
119663dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESCreate_LS(SNES snes)
11975e42470aSBarry Smith {
1198dfbe8321SBarry Smith   PetscErrorCode ierr;
11994b27c08aSLois Curfman McInnes   SNES_LS        *neP;
12005e42470aSBarry Smith 
12013a40ed3dSBarry Smith   PetscFunctionBegin;
12024b27c08aSLois Curfman McInnes   snes->setup		= SNESSetUp_LS;
12034b27c08aSLois Curfman McInnes   snes->solve		= SNESSolve_LS;
12044b27c08aSLois Curfman McInnes   snes->destroy		= SNESDestroy_LS;
12054b27c08aSLois Curfman McInnes   snes->converged	= SNESConverged_LS;
12064b27c08aSLois Curfman McInnes   snes->printhelp       = SNESPrintHelp_LS;
12074b27c08aSLois Curfman McInnes   snes->setfromoptions  = SNESSetFromOptions_LS;
12084b27c08aSLois Curfman McInnes   snes->view            = SNESView_LS;
12095baf8537SBarry Smith   snes->nwork           = 0;
12105e42470aSBarry Smith 
12114b27c08aSLois Curfman McInnes   ierr                  = PetscNew(SNES_LS,&neP);CHKERRQ(ierr);
121252e6d16bSBarry Smith   ierr = PetscLogObjectMemory(snes,sizeof(SNES_LS));CHKERRQ(ierr);
12135e42470aSBarry Smith   snes->data    	= (void*)neP;
12145e42470aSBarry Smith   neP->alpha		= 1.e-4;
12155e42470aSBarry Smith   neP->maxstep		= 1.e8;
12165e42470aSBarry Smith   neP->steptol		= 1.e-12;
121717bae607SBarry Smith   neP->LineSearch       = SNESLineSearchCubic;
1218c8dd0c0dSLois Curfman McInnes   neP->lsP              = PETSC_NULL;
12193c632250SBarry Smith   neP->postcheckstep    = PETSC_NULL;
12203c632250SBarry Smith   neP->postcheck        = PETSC_NULL;
12213c632250SBarry Smith   neP->precheckstep     = PETSC_NULL;
12223c632250SBarry Smith   neP->precheck         = PETSC_NULL;
122382bf6240SBarry Smith 
122417bae607SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","SNESLineSearchSet_LS",SNESLineSearchSet_LS);CHKERRQ(ierr);
12253c632250SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","SNESLineSearchSetPostCheck_LS",SNESLineSearchSetPostCheck_LS);CHKERRQ(ierr);
12269c3ca13aSBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","SNESLineSearchSetPreCheck_LS",SNESLineSearchSetPreCheck_LS);CHKERRQ(ierr);
122782bf6240SBarry Smith 
12283a40ed3dSBarry Smith   PetscFunctionReturn(0);
12295e42470aSBarry Smith }
1230fb2e594dSBarry Smith EXTERN_C_END
123182bf6240SBarry Smith 
123282bf6240SBarry Smith 
123382bf6240SBarry Smith 
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