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); 26ae15b995SBarry Smith ierr = PetscInfo1(0,"|| 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); 40ae15b995SBarry Smith ierr = PetscInfo1(0,"(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) { 68ae15b995SBarry Smith ierr = PetscInfo1(0,"||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; 1413d4c4710SBarry Smith KSPConvergedReason kspreason; 1425e76c431SBarry Smith 1433a40ed3dSBarry Smith PetscFunctionBegin; 1443d4c4710SBarry Smith snes->numFailures = 0; 1453d4c4710SBarry Smith snes->numLinearSolveFailures = 0; 146184914b5SBarry Smith snes->reason = SNES_CONVERGED_ITERATING; 147184914b5SBarry Smith 1485e42470aSBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 1495e42470aSBarry Smith X = snes->vec_sol; /* solution vector */ 15039e2f89bSBarry Smith F = snes->vec_func; /* residual vector */ 1515e42470aSBarry Smith Y = snes->work[0]; /* work vectors */ 1525e42470aSBarry Smith G = snes->work[1]; 1535e42470aSBarry Smith W = snes->work[2]; 1545e76c431SBarry Smith 1554c49b128SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1564c49b128SBarry Smith snes->iter = 0; 1574c49b128SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 15819717074SBarry Smith ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 159cddf8d76SBarry Smith ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- ||F|| */ 16043e71028SBarry Smith if (fnorm != fnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 1610f5bd95cSBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1625e42470aSBarry Smith snes->norm = fnorm; 1630f5bd95cSBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 16484c569c9SBarry Smith SNESLogConvHistory(snes,fnorm,0); 16594a424c1SBarry Smith SNESMonitor(snes,0,fnorm); 166e7788613SBarry Smith ierr = (*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 16706ee9f85SBarry Smith if (snes->reason) PetscFunctionReturn(0); 168d034289bSBarry Smith 1695e76c431SBarry Smith for (i=0; i<maxits; i++) { 1705e76c431SBarry Smith 171329e7e40SMatthew Knepley /* Call general purpose update function */ 172e7788613SBarry Smith if (snes->ops->update) { 173e7788613SBarry Smith ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 174de8cb200SMatthew Knepley } 175329e7e40SMatthew Knepley 176ea4d3ed3SLois Curfman McInnes /* Solve J Y = F, where J is Jacobian matrix */ 1775334005bSBarry Smith ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); 17894b7f48cSBarry Smith ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); 17923ce1328SBarry Smith ierr = KSPSolve(snes->ksp,F,Y);CHKERRQ(ierr); 1803d4c4710SBarry Smith ierr = KSPGetConvergedReason(snes->ksp,&kspreason);CHKERRQ(ierr); 1813d4c4710SBarry Smith if (kspreason < 0) { 1823d4c4710SBarry Smith if (++snes->numLinearSolveFailures >= snes->maxLinearSolveFailures) { 1833d4c4710SBarry Smith snes->reason = SNES_DIVERGED_LINEAR_SOLVE; 1843d4c4710SBarry Smith PetscFunctionReturn(0); 1853d4c4710SBarry Smith } 1863d4c4710SBarry Smith } 1873d4c4710SBarry Smith ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr); 18874637425SBarry Smith 1899c3ca13aSBarry Smith if (neP->precheckstep) { 1909c3ca13aSBarry Smith PetscTruth changed_y = PETSC_FALSE; 1919c3ca13aSBarry Smith ierr = (*neP->precheckstep)(snes,X,Y,neP->precheck,&changed_y);CHKERRQ(ierr); 1929c3ca13aSBarry Smith } 1939c3ca13aSBarry Smith 194b0a32e0cSBarry Smith if (PetscLogPrintInfo){ 19574637425SBarry Smith ierr = SNESLSCheckResidual_Private(snes->jacobian,F,Y,G,W);CHKERRQ(ierr); 19685471664SBarry Smith } 19774637425SBarry Smith 19890cbd584SBarry Smith /* should check what happened to the linear solve? */ 1993505fcc1SBarry Smith snes->linear_its += lits; 200ae15b995SBarry Smith ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr); 201ea4d3ed3SLois Curfman McInnes 202ea4d3ed3SLois Curfman McInnes /* Compute a (scaled) negative update in the line search routine: 203ea4d3ed3SLois Curfman McInnes Y <- X - lambda*Y 204e68848bdSBarry Smith and evaluate G = function(Y) (depends on the line search). 205ea4d3ed3SLois Curfman McInnes */ 20681b6cf68SLois Curfman McInnes ierr = VecCopy(Y,snes->vec_sol_update_always);CHKERRQ(ierr); 207a7cc72afSBarry Smith ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr); 208ae15b995SBarry Smith ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",fnorm,gnorm,ynorm,(int)lssucceed);CHKERRQ(ierr); 209a3b891d8SBarry Smith TMP = F; F = G; snes->vec_func_always = F; G = TMP; 2103c632250SBarry Smith TMP = X; X = W; snes->vec_sol_always = X; W = TMP; 211a3b891d8SBarry Smith fnorm = gnorm; 2124a93e4ddSBarry Smith if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break; 213a3b891d8SBarry Smith 2145ed2d596SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 2155ed2d596SBarry Smith snes->iter = i+1; 2165ed2d596SBarry Smith snes->norm = fnorm; 2175ed2d596SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 2185ed2d596SBarry Smith SNESLogConvHistory(snes,fnorm,lits); 2195ed2d596SBarry Smith SNESMonitor(snes,i+1,fnorm); 2205ed2d596SBarry Smith 221a7cc72afSBarry Smith if (!lssucceed) { 2228a5d9ee4SBarry Smith PetscTruth ismin; 22350ffb88aSMatthew Knepley 22450ffb88aSMatthew Knepley if (++snes->numFailures >= snes->maxFailures) { 2253505fcc1SBarry Smith snes->reason = SNES_DIVERGED_LS_FAILURE; 2268a5d9ee4SBarry Smith ierr = SNESLSCheckLocalMin_Private(snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr); 2278a5d9ee4SBarry Smith if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN; 2283505fcc1SBarry Smith break; 2293505fcc1SBarry Smith } 23050ffb88aSMatthew Knepley } 2315e76c431SBarry Smith 2325e76c431SBarry Smith /* Test for convergence */ 233e7788613SBarry Smith if (snes->ops->converged) { 23429e0b56fSBarry Smith ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm = || X || */ 235e7788613SBarry Smith ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 2363505fcc1SBarry Smith if (snes->reason) { 23716c95cacSBarry Smith break; 23816c95cacSBarry Smith } 23916c95cacSBarry Smith } 24029e0b56fSBarry Smith } 24139e2f89bSBarry Smith if (X != snes->vec_sol) { 242393d2d9aSLois Curfman McInnes ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr); 243e15f7bb5SBarry Smith } 244e15f7bb5SBarry Smith if (F != snes->vec_func) { 245e15f7bb5SBarry Smith ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr); 246e15f7bb5SBarry Smith } 24739e2f89bSBarry Smith snes->vec_sol_always = snes->vec_sol; 24839e2f89bSBarry Smith snes->vec_func_always = snes->vec_func; 24952392280SLois Curfman McInnes if (i == maxits) { 250ae15b995SBarry Smith ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr); 2513505fcc1SBarry Smith snes->reason = SNES_DIVERGED_MAX_IT; 25252392280SLois Curfman McInnes } 2533a40ed3dSBarry Smith PetscFunctionReturn(0); 2545e76c431SBarry Smith } 25504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 25604d965bbSLois Curfman McInnes /* 2574b27c08aSLois Curfman McInnes SNESSetUp_LS - Sets up the internal data structures for the later use 2584b27c08aSLois Curfman McInnes of the SNESLS nonlinear solver. 25904d965bbSLois Curfman McInnes 26004d965bbSLois Curfman McInnes Input Parameter: 26104d965bbSLois Curfman McInnes . snes - the SNES context 26204d965bbSLois Curfman McInnes . x - the solution vector 26304d965bbSLois Curfman McInnes 26404d965bbSLois Curfman McInnes Application Interface Routine: SNESSetUp() 26504d965bbSLois Curfman McInnes 26604d965bbSLois Curfman McInnes Notes: 2674b27c08aSLois Curfman McInnes For basic use of the SNES solvers, the user need not explicitly call 26804d965bbSLois Curfman McInnes SNESSetUp(), since these actions will automatically occur during 26904d965bbSLois Curfman McInnes the call to SNESSolve(). 27004d965bbSLois Curfman McInnes */ 2714a2ae208SSatish Balay #undef __FUNCT__ 2724b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS" 273dfbe8321SBarry Smith PetscErrorCode SNESSetUp_LS(SNES snes) 2745e76c431SBarry Smith { 275dfbe8321SBarry Smith PetscErrorCode ierr; 2763a40ed3dSBarry Smith 2773a40ed3dSBarry Smith PetscFunctionBegin; 278e74804ceSBarry Smith if (!snes->work) { 27981b6cf68SLois Curfman McInnes snes->nwork = 4; 280d7e8b826SBarry Smith ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr); 281efee365bSSatish Balay ierr = PetscLogObjectParents(snes,snes->nwork,snes->work);CHKERRQ(ierr); 28281b6cf68SLois Curfman McInnes snes->vec_sol_update_always = snes->work[3]; 283e74804ceSBarry Smith } 2843a40ed3dSBarry Smith PetscFunctionReturn(0); 2855e76c431SBarry Smith } 28604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 28704d965bbSLois Curfman McInnes /* 2884b27c08aSLois Curfman McInnes SNESDestroy_LS - Destroys the private SNES_LS context that was created 2894b27c08aSLois Curfman McInnes with SNESCreate_LS(). 29004d965bbSLois Curfman McInnes 29104d965bbSLois Curfman McInnes Input Parameter: 29204d965bbSLois Curfman McInnes . snes - the SNES context 29304d965bbSLois Curfman McInnes 294de49b36dSLois Curfman McInnes Application Interface Routine: SNESDestroy() 29504d965bbSLois Curfman McInnes */ 2964a2ae208SSatish Balay #undef __FUNCT__ 2974b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS" 298dfbe8321SBarry Smith PetscErrorCode SNESDestroy_LS(SNES snes) 2995e76c431SBarry Smith { 300dfbe8321SBarry Smith PetscErrorCode ierr; 3013a40ed3dSBarry Smith 3023a40ed3dSBarry Smith PetscFunctionBegin; 3035baf8537SBarry Smith if (snes->nwork) { 3044b0e389bSBarry Smith ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr); 30521c89e3eSBarry Smith } 3065c704376SSatish Balay ierr = PetscFree(snes->data);CHKERRQ(ierr); 3073a40ed3dSBarry Smith PetscFunctionReturn(0); 3085e76c431SBarry Smith } 30904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3104a2ae208SSatish Balay #undef __FUNCT__ 31117bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNo" 31282bf6240SBarry Smith 3134b828684SBarry Smith /*@C 31417bae607SBarry Smith SNESLineSearchNo - This routine is not a line search at all; 3155e76c431SBarry Smith it simply uses the full Newton step. Thus, this routine is intended 3165e76c431SBarry Smith to serve as a template and is not recommended for general use. 3175e76c431SBarry Smith 318c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 319c7afd0dbSLois Curfman McInnes 3205e76c431SBarry Smith Input Parameters: 321c7afd0dbSLois Curfman McInnes + snes - nonlinear context 322af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 3235e76c431SBarry Smith . x - current iterate 3245e76c431SBarry Smith . f - residual evaluated at x 3253c632250SBarry Smith . y - search direction 3265e76c431SBarry Smith . w - work vector 327c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 3285e76c431SBarry Smith 329c4a48953SLois Curfman McInnes Output Parameters: 330c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 3313c632250SBarry Smith . w - new iterate 3325e76c431SBarry Smith . gnorm - 2-norm of g 3335e76c431SBarry Smith . ynorm - 2-norm of search length 334a7cc72afSBarry Smith - flag - PETSC_TRUE on success, PETSC_FALSE on failure 335fee21e36SBarry Smith 336c4a48953SLois Curfman McInnes Options Database Key: 33717bae607SBarry Smith . -snes_ls basic - Activates SNESLineSearchNo() 338c4a48953SLois Curfman McInnes 33936851e7fSLois Curfman McInnes Level: advanced 34036851e7fSLois Curfman McInnes 34128ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 34228ae5a21SLois Curfman McInnes 34317bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), 34417bae607SBarry Smith SNESLineSearchSet(), SNESLineSearchNoNorms() 3455e76c431SBarry Smith @*/ 34617bae607SBarry 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) 3475e76c431SBarry Smith { 348dfbe8321SBarry Smith PetscErrorCode ierr; 3494b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 3503c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 3515334005bSBarry Smith 3523a40ed3dSBarry Smith PetscFunctionBegin; 353a7cc72afSBarry Smith *flag = PETSC_TRUE; 354d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 355a3b38805SLois Curfman McInnes ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); /* ynorm = || y || */ 35679f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 3573c632250SBarry Smith if (neP->postcheckstep) { 3583c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 3598f99978dSLois Curfman McInnes } 3603c632250SBarry Smith if (changed_y) { 36179f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 3623c632250SBarry Smith } 3633c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 364d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 36519717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 36619717074SBarry Smith } 367d5e45103SBarry Smith CHKERRQ(ierr); 368d5e45103SBarry Smith 369a3b38805SLois Curfman McInnes ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); /* gnorm = || g || */ 37043e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 371d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 3723a40ed3dSBarry Smith PetscFunctionReturn(0); 3735e76c431SBarry Smith } 37404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3754a2ae208SSatish Balay #undef __FUNCT__ 37617bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNoNorms" 37782bf6240SBarry Smith 37829e0b56fSBarry Smith /*@C 37917bae607SBarry Smith SNESLineSearchNoNorms - This routine is not a line search at 38029e0b56fSBarry Smith all; it simply uses the full Newton step. This version does not 38129e0b56fSBarry Smith even compute the norm of the function or search direction; this 38229e0b56fSBarry Smith is intended only when you know the full step is fine and are 38329e0b56fSBarry Smith not checking for convergence of the nonlinear iteration (for 384c7afd0dbSLois Curfman McInnes example, you are running always for a fixed number of Newton steps). 385c7afd0dbSLois Curfman McInnes 386c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 38729e0b56fSBarry Smith 38829e0b56fSBarry Smith Input Parameters: 389c7afd0dbSLois Curfman McInnes + snes - nonlinear context 390af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 39129e0b56fSBarry Smith . x - current iterate 39229e0b56fSBarry Smith . f - residual evaluated at x 3933c632250SBarry Smith . y - search direction 39429e0b56fSBarry Smith . w - work vector 395c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 39629e0b56fSBarry Smith 39729e0b56fSBarry Smith Output Parameters: 398c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 3993c632250SBarry Smith . w - new iterate 40029e0b56fSBarry Smith . gnorm - not changed 40129e0b56fSBarry Smith . ynorm - not changed 402a7cc72afSBarry Smith - flag - set to PETSC_TRUE indicating a successful line search 403fee21e36SBarry Smith 40429e0b56fSBarry Smith Options Database Key: 40517bae607SBarry Smith . -snes_ls basicnonorms - Activates SNESLineSearchNoNorms() 40629e0b56fSBarry Smith 4078cbba510SBarry Smith Notes: 40817bae607SBarry Smith SNESLineSearchNoNorms() must be used in conjunction with 409ea56f5baSLois Curfman McInnes either the options 410ea56f5baSLois Curfman McInnes $ -snes_no_convergence_test -snes_max_it <its> 411ea56f5baSLois Curfman McInnes or alternatively a user-defined custom test set via 412329f5518SBarry Smith SNESSetConvergenceTest(); or a -snes_max_it of 1, 413329f5518SBarry Smith otherwise, the SNES solver will generate an error. 414329f5518SBarry Smith 415329f5518SBarry Smith During the final iteration this will not evaluate the function at 416329f5518SBarry Smith the solution point. This is to save a function evaluation while 417329f5518SBarry Smith using pseudo-timestepping. 4188cbba510SBarry Smith 419ea56f5baSLois Curfman McInnes The residual norms printed by monitoring routines such as 420*a6570f20SBarry Smith SNESMonitorDefault() (as activated via -snes_monitor) will not be 421ea56f5baSLois Curfman McInnes correct, since they are not computed. 422ea56f5baSLois Curfman McInnes 423ea56f5baSLois Curfman McInnes Level: advanced 4248cbba510SBarry Smith 42529e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic 42629e0b56fSBarry Smith 42717bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), 42817bae607SBarry Smith SNESLineSearchSet(), SNESLineSearchNo() 42929e0b56fSBarry Smith @*/ 43017bae607SBarry 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) 43129e0b56fSBarry Smith { 432dfbe8321SBarry Smith PetscErrorCode ierr; 4334b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 4343c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 43529e0b56fSBarry Smith 4363a40ed3dSBarry Smith PetscFunctionBegin; 437a7cc72afSBarry Smith *flag = PETSC_TRUE; 438d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 43979f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 4403c632250SBarry Smith if (neP->postcheckstep) { 4413c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 4423c632250SBarry Smith } 4433c632250SBarry Smith if (changed_y) { 44479f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 4458f99978dSLois Curfman McInnes } 446329f5518SBarry Smith 447329f5518SBarry Smith /* don't evaluate function the last time through */ 448329f5518SBarry Smith if (snes->iter < snes->max_its-1) { 4493c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 450d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 45119717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 45219717074SBarry Smith } 453d5e45103SBarry Smith CHKERRQ(ierr); 454329f5518SBarry Smith } 455d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 4563a40ed3dSBarry Smith PetscFunctionReturn(0); 45729e0b56fSBarry Smith } 45804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 4594a2ae208SSatish Balay #undef __FUNCT__ 46017bae607SBarry Smith #define __FUNCT__ "SNESLineSearchCubic" 4614b828684SBarry Smith /*@C 46217bae607SBarry Smith SNESLineSearchCubic - Performs a cubic line search (default line search method). 4635e76c431SBarry Smith 464c7afd0dbSLois Curfman McInnes Collective on SNES 465c7afd0dbSLois Curfman McInnes 4665e76c431SBarry Smith Input Parameters: 467c7afd0dbSLois Curfman McInnes + snes - nonlinear context 468af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 4695e76c431SBarry Smith . x - current iterate 4705e76c431SBarry Smith . f - residual evaluated at x 4713c632250SBarry Smith . y - search direction 4725e76c431SBarry Smith . w - work vector 473c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 4745e76c431SBarry Smith 475393d2d9aSLois Curfman McInnes Output Parameters: 476c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4773c632250SBarry Smith . w - new iterate 4785e76c431SBarry Smith . gnorm - 2-norm of g 4795e76c431SBarry Smith . ynorm - 2-norm of search length 480a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 481fee21e36SBarry Smith 482c4a48953SLois Curfman McInnes Options Database Key: 48317bae607SBarry Smith $ -snes_ls cubic - Activates SNESLineSearchCubic() 484c4a48953SLois Curfman McInnes 4855e76c431SBarry Smith Notes: 4865e76c431SBarry Smith This line search is taken from "Numerical Methods for Unconstrained 4875e76c431SBarry Smith Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 4885e76c431SBarry Smith 48936851e7fSLois Curfman McInnes Level: advanced 49036851e7fSLois Curfman McInnes 49128ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 49228ae5a21SLois Curfman McInnes 49317bae607SBarry Smith .seealso: SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms() 4945e76c431SBarry Smith @*/ 49517bae607SBarry 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) 4965e76c431SBarry Smith { 497406556e6SLois Curfman McInnes /* 498406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 499406556e6SLois Curfman McInnes minimization problem: 500406556e6SLois Curfman McInnes min z(x): R^n -> R, 501406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 502406556e6SLois Curfman McInnes */ 503406556e6SLois Curfman McInnes 5045ca10a37SBarry Smith PetscReal steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength; 505275d25c3SBarry Smith PetscReal maxstep,minlambda,alpha,lambda,lambdatemp; 506aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 507ea709b57SSatish Balay PetscScalar cinitslope,clambda; 5086b5873e3SBarry Smith #endif 509dfbe8321SBarry Smith PetscErrorCode ierr; 510a7cc72afSBarry Smith PetscInt count; 5114b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 51279f36460SBarry Smith PetscScalar scale; 5133c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 5145e76c431SBarry Smith 5153a40ed3dSBarry Smith PetscFunctionBegin; 516d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 517a7cc72afSBarry Smith *flag = PETSC_TRUE; 5185e76c431SBarry Smith alpha = neP->alpha; 5195e76c431SBarry Smith maxstep = neP->maxstep; 5205e76c431SBarry Smith steptol = neP->steptol; 5215e76c431SBarry Smith 522cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 5239e247f21SBarry Smith if (!*ynorm) { 524ae15b995SBarry Smith ierr = PetscInfo(snes,"Search direction and size is 0\n");CHKERRQ(ierr); 525a1c2b6eeSLois Curfman McInnes *gnorm = fnorm; 5263c632250SBarry Smith ierr = VecCopy(x,w);CHKERRQ(ierr); 527a1c2b6eeSLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 528a7cc72afSBarry Smith *flag = PETSC_FALSE; 529ad922ac9SBarry Smith goto theend1; 53094a9d846SBarry Smith } 5315e76c431SBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 5325e42470aSBarry Smith scale = maxstep/(*ynorm); 533ae15b995SBarry Smith ierr = PetscInfo2(snes,"Scaling step by %G old ynorm %G\n",PetscRealPart(scale),*ynorm);CHKERRQ(ierr); 5342dcb1b2aSMatthew Knepley ierr = VecScale(y,scale);CHKERRQ(ierr); 5355e76c431SBarry Smith *ynorm = maxstep; 5365e76c431SBarry Smith } 537ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 5385ca10a37SBarry Smith minlambda = steptol/rellength; 539a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 540aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 541a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 542329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 5435e42470aSBarry Smith #else 544a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 5455e42470aSBarry Smith #endif 5465e76c431SBarry Smith if (initslope > 0.0) initslope = -initslope; 5475e76c431SBarry Smith if (initslope == 0.0) initslope = -1.0; 5485e76c431SBarry Smith 549e68848bdSBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 55043e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 551ae15b995SBarry Smith ierr = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr); 55243e71028SBarry Smith *flag = PETSC_FALSE; 55343e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 55443e71028SBarry Smith goto theend1; 55543e71028SBarry Smith } 55619717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 557d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 55819717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 55919717074SBarry Smith } 560d5e45103SBarry Smith CHKERRQ(ierr); 561313b5538SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 56243e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 5635d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 564ae15b995SBarry Smith ierr = PetscInfo(snes,"Using full step\n");CHKERRQ(ierr); 565ad922ac9SBarry Smith goto theend1; 5665e76c431SBarry Smith } 5675e76c431SBarry Smith 5685e76c431SBarry Smith /* Fit points with quadratic */ 569313b5538SBarry Smith lambda = 1.0; 570a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 5715e76c431SBarry Smith lambdaprev = lambda; 5725e76c431SBarry Smith gnormprev = *gnorm; 573329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 574ddd12767SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 575ddd12767SBarry Smith else lambda = lambdatemp; 576275d25c3SBarry Smith 577aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 578a23f76dfSSatish Balay clambda = lambda; ierr = VecWAXPY(w,-clambda,y,x);CHKERRQ(ierr); 5795e42470aSBarry Smith #else 580e68848bdSBarry Smith ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr); 5815e42470aSBarry Smith #endif 58243e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 583ae15b995SBarry Smith ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr); 58443e71028SBarry Smith *flag = PETSC_FALSE; 58543e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 58643e71028SBarry Smith goto theend1; 58743e71028SBarry Smith } 58819717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 589d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 59019717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 59119717074SBarry Smith } 592d5e45103SBarry Smith CHKERRQ(ierr); 593cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 59443e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 5955ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 596ae15b995SBarry Smith ierr = PetscInfo1(snes,"Quadratically determined step, lambda=%18.16e\n",lambda);CHKERRQ(ierr); 597ad922ac9SBarry Smith goto theend1; 5985e76c431SBarry Smith } 5995e76c431SBarry Smith 6005e76c431SBarry Smith /* Fit points with cubic */ 6015e76c431SBarry Smith count = 1; 6028229bfc2SMatthew Knepley while (count < 10000) { 6035e76c431SBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 604ae15b995SBarry Smith ierr = PetscInfo1(snes,"Unable to find good step length! %D \n",count);CHKERRQ(ierr); 605ae15b995SBarry 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); 60643e71028SBarry Smith *flag = PETSC_FALSE; 60743e71028SBarry Smith break; 6085e76c431SBarry Smith } 6095d1a10b1SBarry Smith t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope; 6105d1a10b1SBarry Smith t2 = .5*(gnormprev*gnormprev - fnorm*fnorm) - lambdaprev*initslope; 611ddd12767SBarry Smith a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6122b022350SLois Curfman McInnes b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6135e76c431SBarry Smith d = b*b - 3*a*initslope; 6145e76c431SBarry Smith if (d < 0.0) d = 0.0; 6155e76c431SBarry Smith if (a == 0.0) { 6165e76c431SBarry Smith lambdatemp = -initslope/(2.0*b); 6175e76c431SBarry Smith } else { 6185e76c431SBarry Smith lambdatemp = (-b + sqrt(d))/(3.0*a); 6195e76c431SBarry Smith } 6205e76c431SBarry Smith lambdaprev = lambda; 6215e76c431SBarry Smith gnormprev = *gnorm; 622329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 623329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 6245e76c431SBarry Smith else lambda = lambdatemp; 625aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 626275d25c3SBarry Smith clambda = lambda; 627e68848bdSBarry Smith ierr = VecWAXPY(w,-clambda,y,x);CHKERRQ(ierr); 6285e42470aSBarry Smith #else 629e68848bdSBarry Smith ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr); 6305e42470aSBarry Smith #endif 63143e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 632ae15b995SBarry Smith ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr); 633ae15b995SBarry 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); 634ed98166eSMatthew Knepley *flag = PETSC_FALSE; 63543e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 636ed98166eSMatthew Knepley break; 637ed98166eSMatthew Knepley } 63819717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 639d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 64019717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 64119717074SBarry Smith } 642d5e45103SBarry Smith CHKERRQ(ierr); 643cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 64443e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 6455ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */ 646ae15b995SBarry Smith ierr = PetscInfo1(snes,"Cubically determined step, lambda=%18.16e\n",lambda);CHKERRQ(ierr); 64743e71028SBarry Smith break; 6482b022350SLois Curfman McInnes } else { 649ae15b995SBarry Smith ierr = PetscInfo1(snes,"Cubic step no good, shrinking lambda, lambda=%18.16e\n",lambda);CHKERRQ(ierr); 6505e76c431SBarry Smith } 6515e76c431SBarry Smith count++; 6525e76c431SBarry Smith } 6538229bfc2SMatthew Knepley if (count >= 10000) { 654cd7625f8SBarry Smith SETERRQ(PETSC_ERR_LIB, "Lambda was decreased more than 10,000 times, so something is probably wrong with the function evaluation"); 6558229bfc2SMatthew Knepley } 656ad922ac9SBarry Smith theend1: 6578f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 6583c632250SBarry Smith if (neP->postcheckstep && *flag) { 6593c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 6603c632250SBarry Smith if (changed_y) { 66179f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 6623c632250SBarry Smith } 6633c632250SBarry Smith if (changed_y || changed_w) { /* recompute the function if the step has changed */ 6643c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 665d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 66619717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 66719717074SBarry Smith } 668d5e45103SBarry Smith CHKERRQ(ierr); 6698f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 67043e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 6713c632250SBarry Smith ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr); 6728f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 6733c632250SBarry Smith ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr); 6748f99978dSLois Curfman McInnes } 6758f99978dSLois Curfman McInnes } 676d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 6773a40ed3dSBarry Smith PetscFunctionReturn(0); 6785e76c431SBarry Smith } 67904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 6804a2ae208SSatish Balay #undef __FUNCT__ 68117bae607SBarry Smith #define __FUNCT__ "SNESLineSearchQuadratic" 6824b828684SBarry Smith /*@C 68317bae607SBarry Smith SNESLineSearchQuadratic - Performs a quadratic line search. 6845e76c431SBarry Smith 685c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 686c7afd0dbSLois Curfman McInnes 6875e42470aSBarry Smith Input Parameters: 688c7afd0dbSLois Curfman McInnes + snes - the SNES context 689af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 6905e42470aSBarry Smith . x - current iterate 6915e42470aSBarry Smith . f - residual evaluated at x 6923c632250SBarry Smith . y - search direction 6935e42470aSBarry Smith . w - work vector 694c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 6955e42470aSBarry Smith 696c4a48953SLois Curfman McInnes Output Parameters: 6977f3332b4SBarry Smith + g - residual evaluated at new iterate w 6987f3332b4SBarry Smith . w - new iterate (x + alpha*y) 6995e42470aSBarry Smith . gnorm - 2-norm of g 7005e42470aSBarry Smith . ynorm - 2-norm of search length 701a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 702fee21e36SBarry Smith 703c4a48953SLois Curfman McInnes Options Database Key: 70417bae607SBarry Smith . -snes_ls quadratic - Activates SNESLineSearchQuadratic() 705c4a48953SLois Curfman McInnes 7065e42470aSBarry Smith Notes: 70717bae607SBarry Smith Use SNESLineSearchSet() to set this routine within the SNESLS method. 7085e42470aSBarry Smith 70936851e7fSLois Curfman McInnes Level: advanced 71036851e7fSLois Curfman McInnes 711f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search 712f59ffdedSLois Curfman McInnes 71317bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms() 7145e42470aSBarry Smith @*/ 71517bae607SBarry 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) 7165e76c431SBarry Smith { 717406556e6SLois Curfman McInnes /* 718406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 719406556e6SLois Curfman McInnes minimization problem: 720406556e6SLois Curfman McInnes min z(x): R^n -> R, 721406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2. 722406556e6SLois Curfman McInnes */ 723275d25c3SBarry Smith PetscReal steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,rellength; 724aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 725ea709b57SSatish Balay PetscScalar cinitslope,clambda; 7266b5873e3SBarry Smith #endif 727dfbe8321SBarry Smith PetscErrorCode ierr; 728a7cc72afSBarry Smith PetscInt count; 7294b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 73079f36460SBarry Smith PetscScalar scale; 7313c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 7325e76c431SBarry Smith 7333a40ed3dSBarry Smith PetscFunctionBegin; 734d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 735a7cc72afSBarry Smith *flag = PETSC_TRUE; 7365e42470aSBarry Smith alpha = neP->alpha; 7375e42470aSBarry Smith maxstep = neP->maxstep; 7385e42470aSBarry Smith steptol = neP->steptol; 7395e76c431SBarry Smith 7403505fcc1SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 74163b9fa5eSBarry Smith if (*ynorm == 0.0) { 742ae15b995SBarry Smith ierr = PetscInfo(snes,"Search direction and size is 0\n");CHKERRQ(ierr); 743b37302c6SLois Curfman McInnes *gnorm = fnorm; 744e68848bdSBarry Smith ierr = VecCopy(x,w);CHKERRQ(ierr); 745b37302c6SLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 746a7cc72afSBarry Smith *flag = PETSC_FALSE; 747ad922ac9SBarry Smith goto theend2; 74894a9d846SBarry Smith } 7495e42470aSBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 7505e42470aSBarry Smith scale = maxstep/(*ynorm); 7512dcb1b2aSMatthew Knepley ierr = VecScale(y,scale);CHKERRQ(ierr); 7525e42470aSBarry Smith *ynorm = maxstep; 7535e76c431SBarry Smith } 754ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 7555ca10a37SBarry Smith minlambda = steptol/rellength; 756a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 757aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 758a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 759329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 7605e42470aSBarry Smith #else 761a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 7625e42470aSBarry Smith #endif 7635e42470aSBarry Smith if (initslope > 0.0) initslope = -initslope; 7645e42470aSBarry Smith if (initslope == 0.0) initslope = -1.0; 7655e42470aSBarry Smith 766e68848bdSBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 76743e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 768ae15b995SBarry Smith ierr = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr); 76943e71028SBarry Smith *flag = PETSC_FALSE; 77043e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 77143e71028SBarry Smith goto theend2; 77243e71028SBarry Smith } 77319717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 774d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 77519717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 77619717074SBarry Smith } 777d5e45103SBarry Smith CHKERRQ(ierr); 778cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 77943e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 7805d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 781ae15b995SBarry Smith ierr = PetscInfo(snes,"Using full step\n");CHKERRQ(ierr); 782ad922ac9SBarry Smith goto theend2; 7835e42470aSBarry Smith } 7845e42470aSBarry Smith 7855e42470aSBarry Smith /* Fit points with quadratic */ 786313b5538SBarry Smith lambda = 1.0; 7875e42470aSBarry Smith count = 1; 7885ca10a37SBarry Smith while (PETSC_TRUE) { 7895e42470aSBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 790ae15b995SBarry Smith ierr = PetscInfo1(snes,"Unable to find good step length! %D \n",count);CHKERRQ(ierr); 791ae15b995SBarry Smith ierr = PetscInfo5(snes,"fnorm=%G, gnorm=%G, ynorm=%G, lambda=%G, initial slope=%G\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr); 792e68848bdSBarry Smith ierr = VecCopy(x,w);CHKERRQ(ierr); 79343e71028SBarry Smith *flag = PETSC_FALSE; 79443e71028SBarry Smith break; 7955e42470aSBarry Smith } 796a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 797329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 798329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 799329f5518SBarry Smith else lambda = lambdatemp; 800275d25c3SBarry Smith 801aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 802e68848bdSBarry Smith clambda = lambda; ierr = VecWAXPY(w,-clambda,y,x);CHKERRQ(ierr); 8035e42470aSBarry Smith #else 804e68848bdSBarry Smith ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr); 8055e42470aSBarry Smith #endif 80643e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 807ae15b995SBarry Smith ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr); 808ae15b995SBarry 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); 809ed98166eSMatthew Knepley *flag = PETSC_FALSE; 81043e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 811ed98166eSMatthew Knepley break; 812ed98166eSMatthew Knepley } 81319717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 814d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 81519717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 81619717074SBarry Smith } 817d5e45103SBarry Smith CHKERRQ(ierr); 818cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 81943e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 8205ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 821ae15b995SBarry Smith ierr = PetscInfo1(snes,"Quadratically determined step, lambda=%G\n",lambda);CHKERRQ(ierr); 82206259719SBarry Smith break; 8235e42470aSBarry Smith } 8245e42470aSBarry Smith count++; 8255e42470aSBarry Smith } 826ad922ac9SBarry Smith theend2: 8278f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 8283c632250SBarry Smith if (neP->postcheckstep) { 8293c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 8303c632250SBarry Smith if (changed_y) { 83179f36460SBarry Smith ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 8323c632250SBarry Smith } 8333c632250SBarry Smith if (changed_y || changed_w) { /* recompute the function if the step has changed */ 8343c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 835d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 83619717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 83719717074SBarry Smith } 838d5e45103SBarry Smith CHKERRQ(ierr); 8398f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 8403c632250SBarry Smith ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr); 8418f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 8423c632250SBarry Smith ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr); 8433c632250SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 8448f99978dSLois Curfman McInnes } 8458f99978dSLois Curfman McInnes } 846d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8473a40ed3dSBarry Smith PetscFunctionReturn(0); 8485e76c431SBarry Smith } 8492343ba6eSBarry Smith 85004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 8514a2ae208SSatish Balay #undef __FUNCT__ 85217bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet" 853c9e6a524SLois Curfman McInnes /*@C 85417bae607SBarry Smith SNESLineSearchSet - Sets the line search routine to be used 8554b27c08aSLois Curfman McInnes by the method SNESLS. 8565e76c431SBarry Smith 8575e76c431SBarry Smith Input Parameters: 858c7afd0dbSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 859af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for use by line search 860c7afd0dbSLois Curfman McInnes - func - pointer to int function 8615e76c431SBarry Smith 862fee21e36SBarry Smith Collective on SNES 863fee21e36SBarry Smith 864c4a48953SLois Curfman McInnes Available Routines: 86517bae607SBarry Smith + SNESLineSearchCubic() - default line search 86617bae607SBarry Smith . SNESLineSearchQuadratic() - quadratic line search 86717bae607SBarry Smith . SNESLineSearchNo() - the full Newton step (actually not a line search) 86817bae607SBarry Smith - SNESLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel) 8695e76c431SBarry Smith 870c4a48953SLois Curfman McInnes Options Database Keys: 8714b27c08aSLois Curfman McInnes + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 8724b27c08aSLois Curfman McInnes . -snes_ls_alpha <alpha> - Sets alpha 8734b27c08aSLois Curfman McInnes . -snes_ls_maxstep <max> - Sets maxstep 8744b27c08aSLois Curfman McInnes - -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 8753304466cSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 8763304466cSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 877c4a48953SLois Curfman McInnes 8785e76c431SBarry Smith Calling sequence of func: 879bd208895SLois Curfman McInnes .vb 880af2d14d2SLois Curfman McInnes func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w, 881a7cc72afSBarry Smith PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 882bd208895SLois Curfman McInnes .ve 8835e76c431SBarry Smith 8845e76c431SBarry Smith Input parameters for func: 885c7afd0dbSLois Curfman McInnes + snes - nonlinear context 886af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for line search 8875e76c431SBarry Smith . x - current iterate 8885e76c431SBarry Smith . f - residual evaluated at x 8893c632250SBarry Smith . y - search direction 8905e76c431SBarry Smith . w - work vector 891c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 8925e76c431SBarry Smith 8935e76c431SBarry Smith Output parameters for func: 894c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 8953c632250SBarry Smith . w - new iterate 8965e76c431SBarry Smith . gnorm - 2-norm of g 8975e76c431SBarry Smith . ynorm - 2-norm of search length 898a7cc72afSBarry Smith - flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure. 899f59ffdedSLois Curfman McInnes 90036851e7fSLois Curfman McInnes Level: advanced 90136851e7fSLois Curfman McInnes 902f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine 903f59ffdedSLois Curfman McInnes 90417bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchNoNorms(), 90517bae607SBarry Smith SNESLineSearchSetPostCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams(), SNESLineSearchSetPreCheck() 9065e76c431SBarry Smith @*/ 90717bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void *lsctx) 9085e76c431SBarry Smith { 909a7cc72afSBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*); 91082bf6240SBarry Smith 9113a40ed3dSBarry Smith PetscFunctionBegin; 91217bae607SBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSet_C",(void (**)(void))&f);CHKERRQ(ierr); 91382bf6240SBarry Smith if (f) { 914af2d14d2SLois Curfman McInnes ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr); 91582bf6240SBarry Smith } 9163a40ed3dSBarry Smith PetscFunctionReturn(0); 9175e76c431SBarry Smith } 9188e019c35SBarry Smith 919a7cc72afSBarry 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*/ 92004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 921fb2e594dSBarry Smith EXTERN_C_BEGIN 9224a2ae208SSatish Balay #undef __FUNCT__ 92317bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet_LS" 92417bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet_LS(SNES snes,FCN2 func,void *lsctx) 92582bf6240SBarry Smith { 92682bf6240SBarry Smith PetscFunctionBegin; 9274b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->LineSearch = func; 9284b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->lsP = lsctx; 92982bf6240SBarry Smith PetscFunctionReturn(0); 93082bf6240SBarry Smith } 931fb2e594dSBarry Smith EXTERN_C_END 93204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 9334a2ae208SSatish Balay #undef __FUNCT__ 9343c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck" 935c8dd0c0dSLois Curfman McInnes /*@C 9363c632250SBarry Smith SNESLineSearchSetPostCheck - Sets a routine to check the validity of new iterate computed 9374b27c08aSLois Curfman McInnes by the line search routine in the Newton-based method SNESLS. 938c8dd0c0dSLois Curfman McInnes 939c8dd0c0dSLois Curfman McInnes Input Parameters: 940c8dd0c0dSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 9413c632250SBarry Smith . func - pointer to function 942c8dd0c0dSLois Curfman McInnes - checkctx - optional user-defined context for use by step checking routine 943c8dd0c0dSLois Curfman McInnes 944c8dd0c0dSLois Curfman McInnes Collective on SNES 945c8dd0c0dSLois Curfman McInnes 946c8dd0c0dSLois Curfman McInnes Calling sequence of func: 947c8dd0c0dSLois Curfman McInnes .vb 9483c632250SBarry Smith int func (SNES snes, Vec x,Vec y,Vec w,void *checkctx, PetscTruth *changed_y,PetscTruth *changed_w) 949c8dd0c0dSLois Curfman McInnes .ve 950b1ae27eaSLois Curfman McInnes where func returns an error code of 0 on success and a nonzero 951b1ae27eaSLois Curfman McInnes on failure. 952c8dd0c0dSLois Curfman McInnes 953c8dd0c0dSLois Curfman McInnes Input parameters for func: 954c8dd0c0dSLois Curfman McInnes + snes - nonlinear context 955c8dd0c0dSLois Curfman McInnes . checkctx - optional user-defined context for use by step checking routine 9563c632250SBarry Smith . x - previous iterate 9573c632250SBarry Smith . y - new search direction and length 9583c632250SBarry Smith - w - current candidate iterate 959c8dd0c0dSLois Curfman McInnes 960c8dd0c0dSLois Curfman McInnes Output parameters for func: 9613c632250SBarry Smith + y - search direction (possibly changed) 9623c632250SBarry Smith . w - current iterate (possibly modified) 9633c632250SBarry Smith . changed_y - indicates search direction was changed by this routine 9643c632250SBarry Smith - changed_w - indicates current iterate was changed by this routine 965c8dd0c0dSLois Curfman McInnes 966c8dd0c0dSLois Curfman McInnes Level: advanced 967c8dd0c0dSLois Curfman McInnes 9689e247f21SBarry Smith Notes: All line searches accept the new iterate computed by the line search checking routine. 9699e247f21SBarry Smith 9703c632250SBarry Smith Only one of changed_y and changed_w can be PETSC_TRUE 9713c632250SBarry Smith 9723c632250SBarry Smith On input w = x + y 9733c632250SBarry Smith 97417bae607SBarry Smith SNESLineSearchNo() and SNESLineSearchNoNorms() (1) compute a candidate iterate u_{i+1}, (2) pass control 975b1ae27eaSLois Curfman McInnes to the checking routine, and then (3) compute the corresponding nonlinear 976ea56f5baSLois Curfman McInnes function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}. 9778f99978dSLois Curfman McInnes 97817bae607SBarry Smith SNESLineSearchQuadratic() and SNESLineSearchCubic() (1) compute a candidate iterate u_{i+1} as well as a 979ea56f5baSLois Curfman McInnes candidate nonlinear function f(u_{i+1}), (2) pass control to the checking 980ea56f5baSLois Curfman McInnes routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes 981ea56f5baSLois Curfman McInnes were made to the candidate iterate in the checking routine (as indicated 9829e247f21SBarry Smith by flag=PETSC_TRUE). The overhead of this extra function re-evaluation can be 983b1ae27eaSLois Curfman McInnes very costly, so use this feature with caution! 9848f99978dSLois Curfman McInnes 985c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine 986c8dd0c0dSLois Curfman McInnes 98717bae607SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPreCheck() 988c8dd0c0dSLois Curfman McInnes @*/ 9893c632250SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void *checkctx) 990c8dd0c0dSLois Curfman McInnes { 9913c632250SBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void*); 992c8dd0c0dSLois Curfman McInnes 993c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 9943c632250SBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPostCheck_C",(void (**)(void))&f);CHKERRQ(ierr); 995c8dd0c0dSLois Curfman McInnes if (f) { 996c8dd0c0dSLois Curfman McInnes ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr); 997c8dd0c0dSLois Curfman McInnes } 998c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 999c8dd0c0dSLois Curfman McInnes } 10009c3ca13aSBarry Smith #undef __FUNCT__ 10019c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck" 10029c3ca13aSBarry Smith /*@C 10039c3ca13aSBarry Smith SNESLineSearchSetPreCheck - Sets a routine to check the validity of a new direction given by the linear solve 10047e4bb74cSBarry Smith before the line search is called. 10059c3ca13aSBarry Smith 10069c3ca13aSBarry Smith Input Parameters: 10079c3ca13aSBarry Smith + snes - nonlinear context obtained from SNESCreate() 10089c3ca13aSBarry Smith . func - pointer to function 10099c3ca13aSBarry Smith - checkctx - optional user-defined context for use by step checking routine 10109c3ca13aSBarry Smith 10119c3ca13aSBarry Smith Collective on SNES 10129c3ca13aSBarry Smith 10139c3ca13aSBarry Smith Calling sequence of func: 10149c3ca13aSBarry Smith .vb 10151e3347e8SBarry Smith int func (SNES snes, Vec x,Vec y,void *checkctx, PetscTruth *changed_y) 10169c3ca13aSBarry Smith .ve 10179c3ca13aSBarry Smith where func returns an error code of 0 on success and a nonzero 10189c3ca13aSBarry Smith on failure. 10199c3ca13aSBarry Smith 10209c3ca13aSBarry Smith Input parameters for func: 10219c3ca13aSBarry Smith + snes - nonlinear context 10229c3ca13aSBarry Smith . checkctx - optional user-defined context for use by step checking routine 10239c3ca13aSBarry Smith . x - previous iterate 10249c3ca13aSBarry Smith - y - new search direction and length 10259c3ca13aSBarry Smith 10269c3ca13aSBarry Smith Output parameters for func: 10279c3ca13aSBarry Smith + y - search direction (possibly changed) 10289c3ca13aSBarry Smith - changed_y - indicates search direction was changed by this routine 10299c3ca13aSBarry Smith 10309c3ca13aSBarry Smith Level: advanced 10319c3ca13aSBarry Smith 10329c3ca13aSBarry Smith Notes: All line searches accept the new iterate computed by the line search checking routine. 10339c3ca13aSBarry Smith 10349c3ca13aSBarry Smith .keywords: SNES, nonlinear, set, line search check, step check, routine 10359c3ca13aSBarry Smith 10367e4bb74cSBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck(), SNESSetUpdate() 10379c3ca13aSBarry Smith @*/ 10389c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,void*,PetscTruth*),void *checkctx) 10399c3ca13aSBarry Smith { 10409c3ca13aSBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,void*,PetscTruth*),void*); 10419c3ca13aSBarry Smith 10429c3ca13aSBarry Smith PetscFunctionBegin; 10439c3ca13aSBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPreCheck_C",(void (**)(void))&f);CHKERRQ(ierr); 10449c3ca13aSBarry Smith if (f) { 10459c3ca13aSBarry Smith ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr); 10469c3ca13aSBarry Smith } 10479c3ca13aSBarry Smith PetscFunctionReturn(0); 10489c3ca13aSBarry Smith } 10499c3ca13aSBarry Smith 1050c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 10519c3ca13aSBarry Smith typedef PetscErrorCode (*FCN1)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*); /* force argument to next function to not be extern C*/ 10529c3ca13aSBarry Smith typedef PetscErrorCode (*FCN3)(SNES,Vec,Vec,void*,PetscTruth*); /* force argument to next function to not be extern C*/ 1053c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN 10544a2ae208SSatish Balay #undef __FUNCT__ 10553c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck_LS" 10569c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck_LS(SNES snes,FCN1 func,void *checkctx) 1057c8dd0c0dSLois Curfman McInnes { 1058c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 10593c632250SBarry Smith ((SNES_LS *)(snes->data))->postcheckstep = func; 10603c632250SBarry Smith ((SNES_LS *)(snes->data))->postcheck = checkctx; 1061c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 1062c8dd0c0dSLois Curfman McInnes } 1063c8dd0c0dSLois Curfman McInnes EXTERN_C_END 10649c3ca13aSBarry Smith 10659c3ca13aSBarry Smith EXTERN_C_BEGIN 10669c3ca13aSBarry Smith #undef __FUNCT__ 10679c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck_LS" 10689c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck_LS(SNES snes,FCN3 func,void *checkctx) 10699c3ca13aSBarry Smith { 10709c3ca13aSBarry Smith PetscFunctionBegin; 10719c3ca13aSBarry Smith ((SNES_LS *)(snes->data))->precheckstep = func; 10729c3ca13aSBarry Smith ((SNES_LS *)(snes->data))->precheck = checkctx; 10739c3ca13aSBarry Smith PetscFunctionReturn(0); 10749c3ca13aSBarry Smith } 10759c3ca13aSBarry Smith EXTERN_C_END 1076329e7e40SMatthew Knepley 1077329e7e40SMatthew Knepley /* 10784b27c08aSLois Curfman McInnes SNESView_LS - Prints info from the SNESLS data structure. 107904d965bbSLois Curfman McInnes 108004d965bbSLois Curfman McInnes Input Parameters: 108104d965bbSLois Curfman McInnes . SNES - the SNES context 108204d965bbSLois Curfman McInnes . viewer - visualization context 108304d965bbSLois Curfman McInnes 108404d965bbSLois Curfman McInnes Application Interface Routine: SNESView() 108504d965bbSLois Curfman McInnes */ 10864a2ae208SSatish Balay #undef __FUNCT__ 10874b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS" 10886849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer) 1089a935fc98SLois Curfman McInnes { 10904b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 10912fc52814SBarry Smith const char *cstr; 1092dfbe8321SBarry Smith PetscErrorCode ierr; 109332077d6dSBarry Smith PetscTruth iascii; 1094a935fc98SLois Curfman McInnes 10953a40ed3dSBarry Smith PetscFunctionBegin; 109632077d6dSBarry Smith ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr); 109732077d6dSBarry Smith if (iascii) { 109817bae607SBarry Smith if (ls->LineSearch == SNESLineSearchNo) cstr = "SNESLineSearchNo"; 109917bae607SBarry Smith else if (ls->LineSearch == SNESLineSearchQuadratic) cstr = "SNESLineSearchQuadratic"; 110017bae607SBarry Smith else if (ls->LineSearch == SNESLineSearchCubic) cstr = "SNESLineSearchCubic"; 110119bcc07fSBarry Smith else cstr = "unknown"; 1102b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," line search variant: %s\n",cstr);CHKERRQ(ierr); 1103a83599f4SBarry Smith ierr = PetscViewerASCIIPrintf(viewer," alpha=%G, maxstep=%G, steptol=%G\n",ls->alpha,ls->maxstep,ls->steptol);CHKERRQ(ierr); 11045cd90555SBarry Smith } else { 110579a5c55eSBarry Smith SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name); 110619bcc07fSBarry Smith } 11073a40ed3dSBarry Smith PetscFunctionReturn(0); 1108a935fc98SLois Curfman McInnes } 110904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 111004d965bbSLois Curfman McInnes /* 11114b27c08aSLois Curfman McInnes SNESSetFromOptions_LS - Sets various parameters for the SNESLS method. 111204d965bbSLois Curfman McInnes 111304d965bbSLois Curfman McInnes Input Parameter: 111404d965bbSLois Curfman McInnes . snes - the SNES context 111504d965bbSLois Curfman McInnes 111604d965bbSLois Curfman McInnes Application Interface Routine: SNESSetFromOptions() 111704d965bbSLois Curfman McInnes */ 11184a2ae208SSatish Balay #undef __FUNCT__ 11194b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS" 11206849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes) 11215e42470aSBarry Smith { 11224b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 1123e5999256SBarry Smith const char *lses[] = {"basic","basicnonorms","quadratic","cubic"}; 1124dfbe8321SBarry Smith PetscErrorCode ierr; 1125a7cc72afSBarry Smith PetscInt indx; 1126f1af5d2fSBarry Smith PetscTruth flg; 11275e42470aSBarry Smith 11283a40ed3dSBarry Smith PetscFunctionBegin; 1129b0a32e0cSBarry Smith ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr); 11304b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr); 11314b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr); 11324b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_steptol","Step must be greater than","None",ls->steptol,&ls->steptol,0);CHKERRQ(ierr); 1133186905e3SBarry Smith 113417bae607SBarry Smith ierr = PetscOptionsEList("-snes_ls","Line search used","SNESLineSearchSet",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr); 113525cdf11fSBarry Smith if (flg) { 113622e36657SBarry Smith switch (indx) { 1137b49fd9e1SBarry Smith case 0: 113817bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchNo,PETSC_NULL);CHKERRQ(ierr); 1139b49fd9e1SBarry Smith break; 1140b49fd9e1SBarry Smith case 1: 114117bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr); 1142b49fd9e1SBarry Smith break; 1143b49fd9e1SBarry Smith case 2: 114417bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchQuadratic,PETSC_NULL);CHKERRQ(ierr); 1145b49fd9e1SBarry Smith break; 1146b49fd9e1SBarry Smith case 3: 114717bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchCubic,PETSC_NULL);CHKERRQ(ierr); 1148b49fd9e1SBarry Smith break; 11495e42470aSBarry Smith } 11505e42470aSBarry Smith } 1151b0a32e0cSBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 11523a40ed3dSBarry Smith PetscFunctionReturn(0); 11535e42470aSBarry Smith } 115404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 1155ebe3b25bSBarry Smith /*MC 1156ebe3b25bSBarry Smith SNESLS - Newton based nonlinear solver that uses a line search 115704d965bbSLois Curfman McInnes 1158ebe3b25bSBarry Smith Options Database: 1159ebe3b25bSBarry Smith + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 1160ebe3b25bSBarry Smith . -snes_ls_alpha <alpha> - Sets alpha 1161ebe3b25bSBarry Smith . -snes_ls_maxstep <max> - Sets maxstep 1162ebe3b25bSBarry Smith - -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 1163ebe3b25bSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 1164ebe3b25bSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 116504d965bbSLois Curfman McInnes 1166ebe3b25bSBarry Smith Notes: This is the default nonlinear solver in SNES 116704d965bbSLois Curfman McInnes 1168ee3001cbSBarry Smith Level: beginner 1169ee3001cbSBarry Smith 117017bae607SBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESTR, SNESLineSearchSet(), 117117bae607SBarry Smith SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(), 117217bae607SBarry Smith SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck() 1173ebe3b25bSBarry Smith 1174ebe3b25bSBarry Smith M*/ 1175fb2e594dSBarry Smith EXTERN_C_BEGIN 11764a2ae208SSatish Balay #undef __FUNCT__ 11774b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS" 117863dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESCreate_LS(SNES snes) 11795e42470aSBarry Smith { 1180dfbe8321SBarry Smith PetscErrorCode ierr; 11814b27c08aSLois Curfman McInnes SNES_LS *neP; 11825e42470aSBarry Smith 11833a40ed3dSBarry Smith PetscFunctionBegin; 1184e7788613SBarry Smith snes->ops->setup = SNESSetUp_LS; 1185e7788613SBarry Smith snes->ops->solve = SNESSolve_LS; 1186e7788613SBarry Smith snes->ops->destroy = SNESDestroy_LS; 1187e7788613SBarry Smith snes->ops->converged = SNESConverged_LS; 1188e7788613SBarry Smith snes->ops->setfromoptions = SNESSetFromOptions_LS; 1189e7788613SBarry Smith snes->ops->view = SNESView_LS; 11905baf8537SBarry Smith snes->nwork = 0; 11915e42470aSBarry Smith 11924b27c08aSLois Curfman McInnes ierr = PetscNew(SNES_LS,&neP);CHKERRQ(ierr); 119352e6d16bSBarry Smith ierr = PetscLogObjectMemory(snes,sizeof(SNES_LS));CHKERRQ(ierr); 11945e42470aSBarry Smith snes->data = (void*)neP; 11955e42470aSBarry Smith neP->alpha = 1.e-4; 11965e42470aSBarry Smith neP->maxstep = 1.e8; 11975e42470aSBarry Smith neP->steptol = 1.e-12; 119817bae607SBarry Smith neP->LineSearch = SNESLineSearchCubic; 1199c8dd0c0dSLois Curfman McInnes neP->lsP = PETSC_NULL; 12003c632250SBarry Smith neP->postcheckstep = PETSC_NULL; 12013c632250SBarry Smith neP->postcheck = PETSC_NULL; 12023c632250SBarry Smith neP->precheckstep = PETSC_NULL; 12033c632250SBarry Smith neP->precheck = PETSC_NULL; 120482bf6240SBarry Smith 120517bae607SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","SNESLineSearchSet_LS",SNESLineSearchSet_LS);CHKERRQ(ierr); 12063c632250SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","SNESLineSearchSetPostCheck_LS",SNESLineSearchSetPostCheck_LS);CHKERRQ(ierr); 12079c3ca13aSBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","SNESLineSearchSetPreCheck_LS",SNESLineSearchSetPreCheck_LS);CHKERRQ(ierr); 120882bf6240SBarry Smith 12093a40ed3dSBarry Smith PetscFunctionReturn(0); 12105e42470aSBarry Smith } 1211fb2e594dSBarry Smith EXTERN_C_END 121282bf6240SBarry Smith 121382bf6240SBarry Smith 121482bf6240SBarry Smith 1215