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 33*abb0e124SMatthew 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; 56ea709b57SSatish Balay PetscScalar mone = -1.0; 5774637425SBarry Smith 5874637425SBarry Smith PetscFunctionBegin; 5974637425SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 6074637425SBarry Smith if (hastranspose) { 6174637425SBarry Smith ierr = MatMult(A,X,W1);CHKERRQ(ierr); 622dcb1b2aSMatthew Knepley ierr = VecAXPY(W1,mone,F);CHKERRQ(ierr); 6374637425SBarry Smith 6474637425SBarry Smith /* Compute || J^T W|| */ 6574637425SBarry Smith ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr); 6674637425SBarry Smith ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr); 6774637425SBarry Smith ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr); 689e247f21SBarry Smith if (a1) { 6963ba0a88SBarry Smith ierr = PetscLogInfo((0,"SNESSolve_LS: ||J^T(F-Ax)||/||F-AX|| %g near zero implies inconsistent rhs\n",a2/a1));CHKERRQ(ierr); 7085471664SBarry Smith } 7174637425SBarry Smith } 7274637425SBarry Smith PetscFunctionReturn(0); 7374637425SBarry Smith } 7474637425SBarry Smith 7504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------- 7604d965bbSLois Curfman McInnes 7704d965bbSLois Curfman McInnes This file implements a truncated Newton method with a line search, 7894b7f48cSBarry Smith for solving a system of nonlinear equations, using the KSP, Vec, 7904d965bbSLois Curfman McInnes and Mat interfaces for linear solvers, vectors, and matrices, 8004d965bbSLois Curfman McInnes respectively. 8104d965bbSLois Curfman McInnes 82fe6c6bacSLois Curfman McInnes The following basic routines are required for each nonlinear solver: 8304d965bbSLois Curfman McInnes SNESCreate_XXX() - Creates a nonlinear solver context 8404d965bbSLois Curfman McInnes SNESSetFromOptions_XXX() - Sets runtime options 85fe6c6bacSLois Curfman McInnes SNESSolve_XXX() - Solves the nonlinear system 8604d965bbSLois Curfman McInnes SNESDestroy_XXX() - Destroys the nonlinear solver context 8704d965bbSLois Curfman McInnes The suffix "_XXX" denotes a particular implementation, in this case 884b27c08aSLois Curfman McInnes we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving 894b27c08aSLois Curfman McInnes systems of nonlinear equations with a line search (LS) method. 9004d965bbSLois Curfman McInnes These routines are actually called via the common user interface 9104d965bbSLois Curfman McInnes routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and 9204d965bbSLois Curfman McInnes SNESDestroy(), so the application code interface remains identical 9304d965bbSLois Curfman McInnes for all nonlinear solvers. 9404d965bbSLois Curfman McInnes 9504d965bbSLois Curfman McInnes Another key routine is: 9604d965bbSLois Curfman McInnes SNESSetUp_XXX() - Prepares for the use of a nonlinear solver 9704d965bbSLois Curfman McInnes by setting data structures and options. The interface routine SNESSetUp() 9804d965bbSLois Curfman McInnes is not usually called directly by the user, but instead is called by 9904d965bbSLois Curfman McInnes SNESSolve() if necessary. 10004d965bbSLois Curfman McInnes 10104d965bbSLois Curfman McInnes Additional basic routines are: 10204d965bbSLois Curfman McInnes SNESView_XXX() - Prints details of runtime options that 10304d965bbSLois Curfman McInnes have actually been used. 10404d965bbSLois Curfman McInnes These are called by application codes via the interface routines 105186905e3SBarry Smith SNESView(). 10604d965bbSLois Curfman McInnes 10704d965bbSLois Curfman McInnes The various types of solvers (preconditioners, Krylov subspace methods, 10804d965bbSLois Curfman McInnes nonlinear solvers, timesteppers) are all organized similarly, so the 10904d965bbSLois Curfman McInnes above description applies to these categories also. 11004d965bbSLois Curfman McInnes 11104d965bbSLois Curfman McInnes -------------------------------------------------------------------- */ 1125e42470aSBarry Smith /* 1134b27c08aSLois Curfman McInnes SNESSolve_LS - Solves a nonlinear system with a truncated Newton 11404d965bbSLois Curfman McInnes method with a line search. 1155e76c431SBarry Smith 11604d965bbSLois Curfman McInnes Input Parameters: 11704d965bbSLois Curfman McInnes . snes - the SNES context 1185e76c431SBarry Smith 11904d965bbSLois Curfman McInnes Output Parameter: 120c2a78f1aSLois Curfman McInnes . outits - number of iterations until termination 12104d965bbSLois Curfman McInnes 12204d965bbSLois Curfman McInnes Application Interface Routine: SNESSolve() 1235e76c431SBarry Smith 1245e76c431SBarry Smith Notes: 1255e76c431SBarry Smith This implements essentially a truncated Newton method with a 1265e76c431SBarry Smith line search. By default a cubic backtracking line search 1275e76c431SBarry Smith is employed, as described in the text "Numerical Methods for 1285e76c431SBarry Smith Unconstrained Optimization and Nonlinear Equations" by Dennis 129393d2d9aSLois Curfman McInnes and Schnabel. 1305e76c431SBarry Smith */ 1314a2ae208SSatish Balay #undef __FUNCT__ 1324b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSolve_LS" 133dfbe8321SBarry Smith PetscErrorCode SNESSolve_LS(SNES snes) 1345e76c431SBarry Smith { 1354b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 1366849ba73SBarry Smith PetscErrorCode ierr; 137a7cc72afSBarry Smith PetscInt maxits,i,lits; 138a7cc72afSBarry Smith PetscTruth lssucceed; 139112a2221SBarry Smith MatStructure flg = DIFFERENT_NONZERO_PATTERN; 140329f5518SBarry Smith PetscReal fnorm,gnorm,xnorm,ynorm; 1415e42470aSBarry Smith Vec Y,X,F,G,W,TMP; 142c293cc10SBarry Smith KSP ksp; 1435e76c431SBarry Smith 1443a40ed3dSBarry Smith PetscFunctionBegin; 14594b7f48cSBarry Smith ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr); 146184914b5SBarry Smith snes->reason = SNES_CONVERGED_ITERATING; 147184914b5SBarry Smith 1485e42470aSBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 1495e42470aSBarry Smith X = snes->vec_sol; /* solution vector */ 15039e2f89bSBarry Smith F = snes->vec_func; /* residual vector */ 1515e42470aSBarry Smith Y = snes->work[0]; /* work vectors */ 1525e42470aSBarry Smith G = snes->work[1]; 1535e42470aSBarry Smith W = snes->work[2]; 1545e76c431SBarry Smith 1554c49b128SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1564c49b128SBarry Smith snes->iter = 0; 1574c49b128SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 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); 1665e76c431SBarry Smith 16770441072SBarry Smith if (fnorm < snes->abstol) {snes->reason = SNES_CONVERGED_FNORM_ABS; PetscFunctionReturn(0);} 16894a9d846SBarry Smith 169d034289bSBarry Smith /* set parameter for default relative tolerance convergence test */ 170d034289bSBarry Smith snes->ttol = fnorm*snes->rtol; 171d034289bSBarry Smith 1725e76c431SBarry Smith for (i=0; i<maxits; i++) { 1735e76c431SBarry Smith 174329e7e40SMatthew Knepley /* Call general purpose update function */ 175abc0a331SBarry Smith if (snes->update) { 176329e7e40SMatthew Knepley ierr = (*snes->update)(snes, snes->iter);CHKERRQ(ierr); 177de8cb200SMatthew Knepley } 178329e7e40SMatthew Knepley 179ea4d3ed3SLois Curfman McInnes /* Solve J Y = F, where J is Jacobian matrix */ 1805334005bSBarry Smith ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); 18194b7f48cSBarry Smith ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); 18223ce1328SBarry Smith ierr = KSPSolve(snes->ksp,F,Y);CHKERRQ(ierr); 183c293cc10SBarry Smith ierr = KSPGetIterationNumber(ksp,&lits);CHKERRQ(ierr); 18474637425SBarry Smith 1859c3ca13aSBarry Smith if (neP->precheckstep) { 1869c3ca13aSBarry Smith PetscTruth changed_y = PETSC_FALSE; 1879c3ca13aSBarry Smith ierr = (*neP->precheckstep)(snes,X,Y,neP->precheck,&changed_y);CHKERRQ(ierr); 1889c3ca13aSBarry Smith } 1899c3ca13aSBarry Smith 190b0a32e0cSBarry Smith if (PetscLogPrintInfo){ 19174637425SBarry Smith ierr = SNESLSCheckResidual_Private(snes->jacobian,F,Y,G,W);CHKERRQ(ierr); 19285471664SBarry Smith } 19374637425SBarry Smith 19490cbd584SBarry Smith /* should check what happened to the linear solve? */ 1953505fcc1SBarry Smith snes->linear_its += lits; 19663ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESSolve_LS: iter=%D, linear solve iterations=%D\n",snes->iter,lits));CHKERRQ(ierr); 197ea4d3ed3SLois Curfman McInnes 198ea4d3ed3SLois Curfman McInnes /* Compute a (scaled) negative update in the line search routine: 199ea4d3ed3SLois Curfman McInnes Y <- X - lambda*Y 200ea4d3ed3SLois Curfman McInnes and evaluate G(Y) = function(Y)) 201ea4d3ed3SLois Curfman McInnes */ 20281b6cf68SLois Curfman McInnes ierr = VecCopy(Y,snes->vec_sol_update_always);CHKERRQ(ierr); 203a7cc72afSBarry Smith ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr); 20463ba0a88SBarry 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); 20543e71028SBarry Smith if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break; 206a3b891d8SBarry Smith 207a3b891d8SBarry Smith TMP = F; F = G; snes->vec_func_always = F; G = TMP; 2083c632250SBarry Smith TMP = X; X = W; snes->vec_sol_always = X; W = TMP; 209a3b891d8SBarry Smith fnorm = gnorm; 210a3b891d8SBarry Smith 2115ed2d596SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 2125ed2d596SBarry Smith snes->iter = i+1; 2135ed2d596SBarry Smith snes->norm = fnorm; 2145ed2d596SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 2155ed2d596SBarry Smith SNESLogConvHistory(snes,fnorm,lits); 2165ed2d596SBarry Smith SNESMonitor(snes,i+1,fnorm); 2175ed2d596SBarry Smith 218a7cc72afSBarry Smith if (!lssucceed) { 2198a5d9ee4SBarry Smith PetscTruth ismin; 22050ffb88aSMatthew Knepley 22150ffb88aSMatthew Knepley if (++snes->numFailures >= snes->maxFailures) { 2223505fcc1SBarry Smith snes->reason = SNES_DIVERGED_LS_FAILURE; 2238a5d9ee4SBarry Smith ierr = SNESLSCheckLocalMin_Private(snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr); 2248a5d9ee4SBarry Smith if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN; 2253505fcc1SBarry Smith break; 2263505fcc1SBarry Smith } 22750ffb88aSMatthew Knepley } 2285e76c431SBarry Smith 2295e76c431SBarry Smith /* Test for convergence */ 23029e0b56fSBarry Smith if (snes->converged) { 23129e0b56fSBarry Smith ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm = || X || */ 2323505fcc1SBarry Smith ierr = (*snes->converged)(snes,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 2333505fcc1SBarry Smith if (snes->reason) { 23416c95cacSBarry Smith break; 23516c95cacSBarry Smith } 23616c95cacSBarry Smith } 23729e0b56fSBarry Smith } 23839e2f89bSBarry Smith if (X != snes->vec_sol) { 239393d2d9aSLois Curfman McInnes ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr); 240e15f7bb5SBarry Smith } 241e15f7bb5SBarry Smith if (F != snes->vec_func) { 242e15f7bb5SBarry Smith ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr); 243e15f7bb5SBarry Smith } 24439e2f89bSBarry Smith snes->vec_sol_always = snes->vec_sol; 24539e2f89bSBarry Smith snes->vec_func_always = snes->vec_func; 24652392280SLois Curfman McInnes if (i == maxits) { 24763ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESSolve_LS: Maximum number of iterations has been reached: %D\n",maxits));CHKERRQ(ierr); 2483505fcc1SBarry Smith snes->reason = SNES_DIVERGED_MAX_IT; 24952392280SLois Curfman McInnes } 2503a40ed3dSBarry Smith PetscFunctionReturn(0); 2515e76c431SBarry Smith } 25204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 25304d965bbSLois Curfman McInnes /* 2544b27c08aSLois Curfman McInnes SNESSetUp_LS - Sets up the internal data structures for the later use 2554b27c08aSLois Curfman McInnes of the SNESLS nonlinear solver. 25604d965bbSLois Curfman McInnes 25704d965bbSLois Curfman McInnes Input Parameter: 25804d965bbSLois Curfman McInnes . snes - the SNES context 25904d965bbSLois Curfman McInnes . x - the solution vector 26004d965bbSLois Curfman McInnes 26104d965bbSLois Curfman McInnes Application Interface Routine: SNESSetUp() 26204d965bbSLois Curfman McInnes 26304d965bbSLois Curfman McInnes Notes: 2644b27c08aSLois Curfman McInnes For basic use of the SNES solvers, the user need not explicitly call 26504d965bbSLois Curfman McInnes SNESSetUp(), since these actions will automatically occur during 26604d965bbSLois Curfman McInnes the call to SNESSolve(). 26704d965bbSLois Curfman McInnes */ 2684a2ae208SSatish Balay #undef __FUNCT__ 2694b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS" 270dfbe8321SBarry Smith PetscErrorCode SNESSetUp_LS(SNES snes) 2715e76c431SBarry Smith { 272dfbe8321SBarry Smith PetscErrorCode ierr; 2733a40ed3dSBarry Smith 2743a40ed3dSBarry Smith PetscFunctionBegin; 275e74804ceSBarry Smith if (!snes->work) { 27681b6cf68SLois Curfman McInnes snes->nwork = 4; 277d7e8b826SBarry Smith ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr); 278efee365bSSatish Balay ierr = PetscLogObjectParents(snes,snes->nwork,snes->work);CHKERRQ(ierr); 27981b6cf68SLois Curfman McInnes snes->vec_sol_update_always = snes->work[3]; 280e74804ceSBarry Smith } 2813a40ed3dSBarry Smith PetscFunctionReturn(0); 2825e76c431SBarry Smith } 28304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 28404d965bbSLois Curfman McInnes /* 2854b27c08aSLois Curfman McInnes SNESDestroy_LS - Destroys the private SNES_LS context that was created 2864b27c08aSLois Curfman McInnes with SNESCreate_LS(). 28704d965bbSLois Curfman McInnes 28804d965bbSLois Curfman McInnes Input Parameter: 28904d965bbSLois Curfman McInnes . snes - the SNES context 29004d965bbSLois Curfman McInnes 291de49b36dSLois Curfman McInnes Application Interface Routine: SNESDestroy() 29204d965bbSLois Curfman McInnes */ 2934a2ae208SSatish Balay #undef __FUNCT__ 2944b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS" 295dfbe8321SBarry Smith PetscErrorCode SNESDestroy_LS(SNES snes) 2965e76c431SBarry Smith { 297dfbe8321SBarry Smith PetscErrorCode ierr; 2983a40ed3dSBarry Smith 2993a40ed3dSBarry Smith PetscFunctionBegin; 3005baf8537SBarry Smith if (snes->nwork) { 3014b0e389bSBarry Smith ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr); 30221c89e3eSBarry Smith } 3035c704376SSatish Balay ierr = PetscFree(snes->data);CHKERRQ(ierr); 3043a40ed3dSBarry Smith PetscFunctionReturn(0); 3055e76c431SBarry Smith } 30604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3074a2ae208SSatish Balay #undef __FUNCT__ 30817bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNo" 30982bf6240SBarry Smith 3104b828684SBarry Smith /*@C 31117bae607SBarry Smith SNESLineSearchNo - This routine is not a line search at all; 3125e76c431SBarry Smith it simply uses the full Newton step. Thus, this routine is intended 3135e76c431SBarry Smith to serve as a template and is not recommended for general use. 3145e76c431SBarry Smith 315c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 316c7afd0dbSLois Curfman McInnes 3175e76c431SBarry Smith Input Parameters: 318c7afd0dbSLois Curfman McInnes + snes - nonlinear context 319af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 3205e76c431SBarry Smith . x - current iterate 3215e76c431SBarry Smith . f - residual evaluated at x 3223c632250SBarry Smith . y - search direction 3235e76c431SBarry Smith . w - work vector 324c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 3255e76c431SBarry Smith 326c4a48953SLois Curfman McInnes Output Parameters: 327c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 3283c632250SBarry Smith . w - new iterate 3295e76c431SBarry Smith . gnorm - 2-norm of g 3305e76c431SBarry Smith . ynorm - 2-norm of search length 331a7cc72afSBarry Smith - flag - PETSC_TRUE on success, PETSC_FALSE on failure 332fee21e36SBarry Smith 333c4a48953SLois Curfman McInnes Options Database Key: 33417bae607SBarry Smith . -snes_ls basic - Activates SNESLineSearchNo() 335c4a48953SLois Curfman McInnes 33636851e7fSLois Curfman McInnes Level: advanced 33736851e7fSLois Curfman McInnes 33828ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 33928ae5a21SLois Curfman McInnes 34017bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), 34117bae607SBarry Smith SNESLineSearchSet(), SNESLineSearchNoNorms() 3425e76c431SBarry Smith @*/ 34317bae607SBarry 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) 3445e76c431SBarry Smith { 345dfbe8321SBarry Smith PetscErrorCode ierr; 346ea709b57SSatish Balay PetscScalar mone = -1.0; 3474b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 3483c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 3495334005bSBarry Smith 3503a40ed3dSBarry Smith PetscFunctionBegin; 351a7cc72afSBarry Smith *flag = PETSC_TRUE; 352d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 353a3b38805SLois Curfman McInnes ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); /* ynorm = || y || */ 3542dcb1b2aSMatthew Knepley ierr = VecWAXPY(w,mone,y,x);CHKERRQ(ierr); /* w <- x - y */ 3553c632250SBarry Smith if (neP->postcheckstep) { 3563c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 3578f99978dSLois Curfman McInnes } 3583c632250SBarry Smith if (changed_y) { 3592dcb1b2aSMatthew Knepley ierr = VecWAXPY(w,mone,y,x);CHKERRQ(ierr); /* w <- x - y */ 3603c632250SBarry Smith } 3613c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 362d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 36319717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 36419717074SBarry Smith } 365d5e45103SBarry Smith CHKERRQ(ierr); 366d5e45103SBarry Smith 367a3b38805SLois Curfman McInnes ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); /* gnorm = || g || */ 36843e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 369d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 3703a40ed3dSBarry Smith PetscFunctionReturn(0); 3715e76c431SBarry Smith } 37204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3734a2ae208SSatish Balay #undef __FUNCT__ 37417bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNoNorms" 37582bf6240SBarry Smith 37629e0b56fSBarry Smith /*@C 37717bae607SBarry Smith SNESLineSearchNoNorms - This routine is not a line search at 37829e0b56fSBarry Smith all; it simply uses the full Newton step. This version does not 37929e0b56fSBarry Smith even compute the norm of the function or search direction; this 38029e0b56fSBarry Smith is intended only when you know the full step is fine and are 38129e0b56fSBarry Smith not checking for convergence of the nonlinear iteration (for 382c7afd0dbSLois Curfman McInnes example, you are running always for a fixed number of Newton steps). 383c7afd0dbSLois Curfman McInnes 384c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 38529e0b56fSBarry Smith 38629e0b56fSBarry Smith Input Parameters: 387c7afd0dbSLois Curfman McInnes + snes - nonlinear context 388af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 38929e0b56fSBarry Smith . x - current iterate 39029e0b56fSBarry Smith . f - residual evaluated at x 3913c632250SBarry Smith . y - search direction 39229e0b56fSBarry Smith . w - work vector 393c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 39429e0b56fSBarry Smith 39529e0b56fSBarry Smith Output Parameters: 396c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 3973c632250SBarry Smith . w - new iterate 39829e0b56fSBarry Smith . gnorm - not changed 39929e0b56fSBarry Smith . ynorm - not changed 400a7cc72afSBarry Smith - flag - set to PETSC_TRUE indicating a successful line search 401fee21e36SBarry Smith 40229e0b56fSBarry Smith Options Database Key: 40317bae607SBarry Smith . -snes_ls basicnonorms - Activates SNESLineSearchNoNorms() 40429e0b56fSBarry Smith 4058cbba510SBarry Smith Notes: 40617bae607SBarry Smith SNESLineSearchNoNorms() must be used in conjunction with 407ea56f5baSLois Curfman McInnes either the options 408ea56f5baSLois Curfman McInnes $ -snes_no_convergence_test -snes_max_it <its> 409ea56f5baSLois Curfman McInnes or alternatively a user-defined custom test set via 410329f5518SBarry Smith SNESSetConvergenceTest(); or a -snes_max_it of 1, 411329f5518SBarry Smith otherwise, the SNES solver will generate an error. 412329f5518SBarry Smith 413329f5518SBarry Smith During the final iteration this will not evaluate the function at 414329f5518SBarry Smith the solution point. This is to save a function evaluation while 415329f5518SBarry Smith using pseudo-timestepping. 4168cbba510SBarry Smith 417ea56f5baSLois Curfman McInnes The residual norms printed by monitoring routines such as 418ea56f5baSLois Curfman McInnes SNESDefaultMonitor() (as activated via -snes_monitor) will not be 419ea56f5baSLois Curfman McInnes correct, since they are not computed. 420ea56f5baSLois Curfman McInnes 421ea56f5baSLois Curfman McInnes Level: advanced 4228cbba510SBarry Smith 42329e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic 42429e0b56fSBarry Smith 42517bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), 42617bae607SBarry Smith SNESLineSearchSet(), SNESLineSearchNo() 42729e0b56fSBarry Smith @*/ 42817bae607SBarry 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) 42929e0b56fSBarry Smith { 430dfbe8321SBarry Smith PetscErrorCode ierr; 431ea709b57SSatish Balay PetscScalar mone = -1.0; 4324b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 4333c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 43429e0b56fSBarry Smith 4353a40ed3dSBarry Smith PetscFunctionBegin; 436a7cc72afSBarry Smith *flag = PETSC_TRUE; 437d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 4382dcb1b2aSMatthew Knepley ierr = VecWAXPY(w,mone,y,x);CHKERRQ(ierr); /* w <- x - y */ 4393c632250SBarry Smith if (neP->postcheckstep) { 4403c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 4413c632250SBarry Smith } 4423c632250SBarry Smith if (changed_y) { 4432dcb1b2aSMatthew Knepley ierr = VecWAXPY(w,mone,y,x);CHKERRQ(ierr); /* w <- x - y */ 4448f99978dSLois Curfman McInnes } 445329f5518SBarry Smith 446329f5518SBarry Smith /* don't evaluate function the last time through */ 447329f5518SBarry Smith if (snes->iter < snes->max_its-1) { 4483c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 449d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 45019717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 45119717074SBarry Smith } 452d5e45103SBarry Smith CHKERRQ(ierr); 453329f5518SBarry Smith } 454d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 4553a40ed3dSBarry Smith PetscFunctionReturn(0); 45629e0b56fSBarry Smith } 45704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 4584a2ae208SSatish Balay #undef __FUNCT__ 45917bae607SBarry Smith #define __FUNCT__ "SNESLineSearchCubic" 4604b828684SBarry Smith /*@C 46117bae607SBarry Smith SNESLineSearchCubic - Performs a cubic line search (default line search method). 4625e76c431SBarry Smith 463c7afd0dbSLois Curfman McInnes Collective on SNES 464c7afd0dbSLois Curfman McInnes 4655e76c431SBarry Smith Input Parameters: 466c7afd0dbSLois Curfman McInnes + snes - nonlinear context 467af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 4685e76c431SBarry Smith . x - current iterate 4695e76c431SBarry Smith . f - residual evaluated at x 4703c632250SBarry Smith . y - search direction 4715e76c431SBarry Smith . w - work vector 472c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 4735e76c431SBarry Smith 474393d2d9aSLois Curfman McInnes Output Parameters: 475c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4763c632250SBarry Smith . w - new iterate 4775e76c431SBarry Smith . gnorm - 2-norm of g 4785e76c431SBarry Smith . ynorm - 2-norm of search length 479a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 480fee21e36SBarry Smith 481c4a48953SLois Curfman McInnes Options Database Key: 48217bae607SBarry Smith $ -snes_ls cubic - Activates SNESLineSearchCubic() 483c4a48953SLois Curfman McInnes 4845e76c431SBarry Smith Notes: 4855e76c431SBarry Smith This line search is taken from "Numerical Methods for Unconstrained 4865e76c431SBarry Smith Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 4875e76c431SBarry Smith 48836851e7fSLois Curfman McInnes Level: advanced 48936851e7fSLois Curfman McInnes 49028ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 49128ae5a21SLois Curfman McInnes 49217bae607SBarry Smith .seealso: SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms() 4935e76c431SBarry Smith @*/ 49417bae607SBarry 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) 4955e76c431SBarry Smith { 496406556e6SLois Curfman McInnes /* 497406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 498406556e6SLois Curfman McInnes minimization problem: 499406556e6SLois Curfman McInnes min z(x): R^n -> R, 500406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 501406556e6SLois Curfman McInnes */ 502406556e6SLois Curfman McInnes 5035ca10a37SBarry Smith PetscReal steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength; 504329f5518SBarry Smith PetscReal maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg; 505aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 506ea709b57SSatish Balay PetscScalar cinitslope,clambda; 5076b5873e3SBarry Smith #endif 508dfbe8321SBarry Smith PetscErrorCode ierr; 509a7cc72afSBarry Smith PetscInt count; 5104b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 511ea709b57SSatish Balay PetscScalar mone = -1.0,scale; 5123c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 5135e76c431SBarry Smith 5143a40ed3dSBarry Smith PetscFunctionBegin; 515d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 516a7cc72afSBarry Smith *flag = PETSC_TRUE; 5175e76c431SBarry Smith alpha = neP->alpha; 5185e76c431SBarry Smith maxstep = neP->maxstep; 5195e76c431SBarry Smith steptol = neP->steptol; 5205e76c431SBarry Smith 521cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 5229e247f21SBarry Smith if (!*ynorm) { 52317bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Search direction and size is 0\n"));CHKERRQ(ierr); 524a1c2b6eeSLois Curfman McInnes *gnorm = fnorm; 5253c632250SBarry Smith ierr = VecCopy(x,w);CHKERRQ(ierr); 526a1c2b6eeSLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 527a7cc72afSBarry Smith *flag = PETSC_FALSE; 528ad922ac9SBarry Smith goto theend1; 52994a9d846SBarry Smith } 5305e76c431SBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 5315e42470aSBarry Smith scale = maxstep/(*ynorm); 532aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 53317bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Scaling step by %g old ynorm %g\n",PetscRealPart(scale),*ynorm));CHKERRQ(ierr); 5346b5873e3SBarry Smith #else 53517bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Scaling step by %g old ynorm %g\n",scale,*ynorm));CHKERRQ(ierr); 5366b5873e3SBarry Smith #endif 5372dcb1b2aSMatthew Knepley ierr = VecScale(y,scale);CHKERRQ(ierr); 5385e76c431SBarry Smith *ynorm = maxstep; 5395e76c431SBarry Smith } 540ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 5415ca10a37SBarry Smith minlambda = steptol/rellength; 542a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 543aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 544a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 545329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 5465e42470aSBarry Smith #else 547a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 5485e42470aSBarry Smith #endif 5495e76c431SBarry Smith if (initslope > 0.0) initslope = -initslope; 5505e76c431SBarry Smith if (initslope == 0.0) initslope = -1.0; 5515e76c431SBarry Smith 552393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w);CHKERRQ(ierr); 5532dcb1b2aSMatthew Knepley ierr = VecAYPX(w,mone,x);CHKERRQ(ierr); 55443e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 55517bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic:Exceeded maximum function evaluations, while checking full step length!\n"));CHKERRQ(ierr); 55643e71028SBarry Smith *flag = PETSC_FALSE; 55743e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 55843e71028SBarry Smith goto theend1; 55943e71028SBarry Smith } 56019717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 561d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 56219717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 56319717074SBarry Smith } 564d5e45103SBarry Smith CHKERRQ(ierr); 565313b5538SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 56643e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 5675d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 56817bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Using full step\n"));CHKERRQ(ierr); 569ad922ac9SBarry Smith goto theend1; 5705e76c431SBarry Smith } 5715e76c431SBarry Smith 5725e76c431SBarry Smith /* Fit points with quadratic */ 573313b5538SBarry Smith lambda = 1.0; 574a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 5755e76c431SBarry Smith lambdaprev = lambda; 5765e76c431SBarry Smith gnormprev = *gnorm; 577329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 578ddd12767SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 579ddd12767SBarry Smith else lambda = lambdatemp; 580393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 581ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 582aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 5832dcb1b2aSMatthew Knepley clambda = lambdaneg; ierr = VecAXPY(w,clambda,y);CHKERRQ(ierr); 5845e42470aSBarry Smith #else 5852dcb1b2aSMatthew Knepley ierr = VecAXPY(w,lambdaneg,y);CHKERRQ(ierr); 5865e42470aSBarry Smith #endif 58743e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 58817bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic:Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n"));CHKERRQ(ierr); 58943e71028SBarry Smith *flag = PETSC_FALSE; 59043e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 59143e71028SBarry Smith goto theend1; 59243e71028SBarry Smith } 59319717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 594d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 59519717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 59619717074SBarry Smith } 597d5e45103SBarry Smith CHKERRQ(ierr); 598cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 59943e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 6005ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 60117bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Quadratically determined step, lambda=%18.16e\n",lambda));CHKERRQ(ierr); 602ad922ac9SBarry Smith goto theend1; 6035e76c431SBarry Smith } 6045e76c431SBarry Smith 6055e76c431SBarry Smith /* Fit points with cubic */ 6065e76c431SBarry Smith count = 1; 6078229bfc2SMatthew Knepley while (count < 10000) { 6085e76c431SBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 60917bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic:Unable to find good step length! %D \n",count));CHKERRQ(ierr); 61017bae607SBarry 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); 61143e71028SBarry Smith *flag = PETSC_FALSE; 61243e71028SBarry Smith break; 6135e76c431SBarry Smith } 6145d1a10b1SBarry Smith t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope; 6155d1a10b1SBarry Smith t2 = .5*(gnormprev*gnormprev - fnorm*fnorm) - lambdaprev*initslope; 616ddd12767SBarry Smith a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6172b022350SLois Curfman McInnes b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6185e76c431SBarry Smith d = b*b - 3*a*initslope; 6195e76c431SBarry Smith if (d < 0.0) d = 0.0; 6205e76c431SBarry Smith if (a == 0.0) { 6215e76c431SBarry Smith lambdatemp = -initslope/(2.0*b); 6225e76c431SBarry Smith } else { 6235e76c431SBarry Smith lambdatemp = (-b + sqrt(d))/(3.0*a); 6245e76c431SBarry Smith } 6255e76c431SBarry Smith lambdaprev = lambda; 6265e76c431SBarry Smith gnormprev = *gnorm; 627329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 628329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 6295e76c431SBarry Smith else lambda = lambdatemp; 630393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 631ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 632aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 633ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; 6342dcb1b2aSMatthew Knepley ierr = VecAXPY(w,clambda,y);CHKERRQ(ierr); 6355e42470aSBarry Smith #else 6362dcb1b2aSMatthew Knepley ierr = VecAXPY(w,lambdaneg,y);CHKERRQ(ierr); 6375e42470aSBarry Smith #endif 63843e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 63917bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic:Exceeded maximum function evaluations, while looking for good step length! %D \n",count));CHKERRQ(ierr); 64017bae607SBarry 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); 641ed98166eSMatthew Knepley *flag = PETSC_FALSE; 64243e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 643ed98166eSMatthew Knepley break; 644ed98166eSMatthew Knepley } 64519717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 646d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 64719717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 64819717074SBarry Smith } 649d5e45103SBarry Smith CHKERRQ(ierr); 650cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 65143e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 6525ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */ 65317bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Cubically determined step, lambda=%18.16e\n",lambda));CHKERRQ(ierr); 65443e71028SBarry Smith break; 6552b022350SLois Curfman McInnes } else { 65617bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchCubic: Cubic step no good, shrinking lambda, lambda=%18.16e\n",lambda));CHKERRQ(ierr); 6575e76c431SBarry Smith } 6585e76c431SBarry Smith count++; 6595e76c431SBarry Smith } 6608229bfc2SMatthew Knepley if (count >= 10000) { 661cd7625f8SBarry Smith SETERRQ(PETSC_ERR_LIB, "Lambda was decreased more than 10,000 times, so something is probably wrong with the function evaluation"); 6628229bfc2SMatthew Knepley } 663ad922ac9SBarry Smith theend1: 6648f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 6653c632250SBarry Smith if (neP->postcheckstep && *flag) { 6663c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 6673c632250SBarry Smith if (changed_y) { 6682dcb1b2aSMatthew Knepley ierr = VecWAXPY(w,mone,y,x);CHKERRQ(ierr); 6693c632250SBarry Smith } 6703c632250SBarry Smith if (changed_y || changed_w) { /* recompute the function if the step has changed */ 6713c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 672d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 67319717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 67419717074SBarry Smith } 675d5e45103SBarry Smith CHKERRQ(ierr); 6768f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 67743e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 6783c632250SBarry Smith ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr); 6798f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 6803c632250SBarry Smith ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr); 6818f99978dSLois Curfman McInnes } 6828f99978dSLois Curfman McInnes } 683d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 6843a40ed3dSBarry Smith PetscFunctionReturn(0); 6855e76c431SBarry Smith } 68604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 6874a2ae208SSatish Balay #undef __FUNCT__ 68817bae607SBarry Smith #define __FUNCT__ "SNESLineSearchQuadratic" 6894b828684SBarry Smith /*@C 69017bae607SBarry Smith SNESLineSearchQuadratic - Performs a quadratic line search. 6915e76c431SBarry Smith 692c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 693c7afd0dbSLois Curfman McInnes 6945e42470aSBarry Smith Input Parameters: 695c7afd0dbSLois Curfman McInnes + snes - the SNES context 696af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 6975e42470aSBarry Smith . x - current iterate 6985e42470aSBarry Smith . f - residual evaluated at x 6993c632250SBarry Smith . y - search direction 7005e42470aSBarry Smith . w - work vector 701c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 7025e42470aSBarry Smith 703c4a48953SLois Curfman McInnes Output Parameters: 704c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 7053c632250SBarry Smith . w - new iterate 7065e42470aSBarry Smith . gnorm - 2-norm of g 7075e42470aSBarry Smith . ynorm - 2-norm of search length 708a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 709fee21e36SBarry Smith 710c4a48953SLois Curfman McInnes Options Database Key: 71117bae607SBarry Smith . -snes_ls quadratic - Activates SNESLineSearchQuadratic() 712c4a48953SLois Curfman McInnes 7135e42470aSBarry Smith Notes: 71417bae607SBarry Smith Use SNESLineSearchSet() to set this routine within the SNESLS method. 7155e42470aSBarry Smith 71636851e7fSLois Curfman McInnes Level: advanced 71736851e7fSLois Curfman McInnes 718f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search 719f59ffdedSLois Curfman McInnes 72017bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms() 7215e42470aSBarry Smith @*/ 72217bae607SBarry 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) 7235e76c431SBarry Smith { 724406556e6SLois Curfman McInnes /* 725406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 726406556e6SLois Curfman McInnes minimization problem: 727406556e6SLois Curfman McInnes min z(x): R^n -> R, 728406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2. 729406556e6SLois Curfman McInnes */ 7305ca10a37SBarry Smith PetscReal steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg,rellength; 731aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 732ea709b57SSatish Balay PetscScalar cinitslope,clambda; 7336b5873e3SBarry Smith #endif 734dfbe8321SBarry Smith PetscErrorCode ierr; 735a7cc72afSBarry Smith PetscInt count; 7364b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 737ea709b57SSatish Balay PetscScalar mone = -1.0,scale; 7383c632250SBarry Smith PetscTruth changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 7395e76c431SBarry Smith 7403a40ed3dSBarry Smith PetscFunctionBegin; 741d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 742a7cc72afSBarry Smith *flag = PETSC_TRUE; 7435e42470aSBarry Smith alpha = neP->alpha; 7445e42470aSBarry Smith maxstep = neP->maxstep; 7455e42470aSBarry Smith steptol = neP->steptol; 7465e76c431SBarry Smith 7473505fcc1SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 74863b9fa5eSBarry Smith if (*ynorm == 0.0) { 74917bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic: Search direction and size is 0\n"));CHKERRQ(ierr); 750b37302c6SLois Curfman McInnes *gnorm = fnorm; 751b37302c6SLois Curfman McInnes ierr = VecCopy(x,y);CHKERRQ(ierr); 752b37302c6SLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 753a7cc72afSBarry Smith *flag = PETSC_FALSE; 754ad922ac9SBarry Smith goto theend2; 75594a9d846SBarry Smith } 7565e42470aSBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 7575e42470aSBarry Smith scale = maxstep/(*ynorm); 7582dcb1b2aSMatthew Knepley ierr = VecScale(y,scale);CHKERRQ(ierr); 7595e42470aSBarry Smith *ynorm = maxstep; 7605e76c431SBarry Smith } 761ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 7625ca10a37SBarry Smith minlambda = steptol/rellength; 763a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 764aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 765a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 766329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 7675e42470aSBarry Smith #else 768a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 7695e42470aSBarry Smith #endif 7705e42470aSBarry Smith if (initslope > 0.0) initslope = -initslope; 7715e42470aSBarry Smith if (initslope == 0.0) initslope = -1.0; 7725e42470aSBarry Smith 773393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w);CHKERRQ(ierr); 7742dcb1b2aSMatthew Knepley ierr = VecAYPX(w,mone,x);CHKERRQ(ierr); 77543e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 77617bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:Exceeded maximum function evaluations, while checking full step length!\n"));CHKERRQ(ierr); 77743e71028SBarry Smith ierr = VecCopy(w,y);CHKERRQ(ierr); 77843e71028SBarry Smith *flag = PETSC_FALSE; 77943e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 78043e71028SBarry Smith goto theend2; 78143e71028SBarry Smith } 78219717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 783d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 78419717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 78519717074SBarry Smith } 786d5e45103SBarry Smith CHKERRQ(ierr); 787cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 78843e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 7895d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 790393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 79117bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic: Using full step\n"));CHKERRQ(ierr); 792ad922ac9SBarry Smith goto theend2; 7935e42470aSBarry Smith } 7945e42470aSBarry Smith 7955e42470aSBarry Smith /* Fit points with quadratic */ 796313b5538SBarry Smith lambda = 1.0; 7975e42470aSBarry Smith count = 1; 7985ca10a37SBarry Smith while (PETSC_TRUE) { 7995e42470aSBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 80017bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:Unable to find good step length! %D \n",count));CHKERRQ(ierr); 80117bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr); 802f168f371SBarry Smith ierr = VecCopy(x,y);CHKERRQ(ierr); 80343e71028SBarry Smith *flag = PETSC_FALSE; 80443e71028SBarry Smith break; 8055e42470aSBarry Smith } 806a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 807329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 808329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 809329f5518SBarry Smith else lambda = lambdatemp; 810393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 8113505fcc1SBarry Smith lambdaneg = -lambda; 812aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 8132dcb1b2aSMatthew Knepley clambda = lambdaneg; ierr = VecAXPY(w,clambda,y);CHKERRQ(ierr); 8145e42470aSBarry Smith #else 8152dcb1b2aSMatthew Knepley ierr = VecAXPY(w,lambdaneg,y);CHKERRQ(ierr); 8165e42470aSBarry Smith #endif 81743e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 81817bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:Exceeded maximum function evaluations, while looking for good step length! %D \n",count));CHKERRQ(ierr); 81917bae607SBarry 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); 82043e71028SBarry Smith ierr = VecCopy(w,y);CHKERRQ(ierr); 821ed98166eSMatthew Knepley *flag = PETSC_FALSE; 82243e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 823ed98166eSMatthew Knepley break; 824ed98166eSMatthew Knepley } 82519717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 826d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 82719717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 82819717074SBarry Smith } 829d5e45103SBarry Smith CHKERRQ(ierr); 830cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 83143e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 8325ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 833393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 83417bae607SBarry Smith ierr = PetscLogInfo((snes,"SNESLineSearchQuadratic:Quadratically determined step, lambda=%g\n",lambda));CHKERRQ(ierr); 83506259719SBarry Smith break; 8365e42470aSBarry Smith } 8375e42470aSBarry Smith count++; 8385e42470aSBarry Smith } 839ad922ac9SBarry Smith theend2: 8408f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 8413c632250SBarry Smith if (neP->postcheckstep) { 8423c632250SBarry Smith ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 8433c632250SBarry Smith if (changed_y) { 8442dcb1b2aSMatthew Knepley ierr = VecWAXPY(w,mone,y,x);CHKERRQ(ierr); 8453c632250SBarry Smith } 8463c632250SBarry Smith if (changed_y || changed_w) { /* recompute the function if the step has changed */ 8473c632250SBarry Smith ierr = SNESComputeFunction(snes,w,g); 848d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 84919717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 85019717074SBarry Smith } 851d5e45103SBarry Smith CHKERRQ(ierr); 8528f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 8533c632250SBarry Smith ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr); 8548f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 8553c632250SBarry Smith ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr); 8563c632250SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 8578f99978dSLois Curfman McInnes } 8588f99978dSLois Curfman McInnes } 859d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8603a40ed3dSBarry Smith PetscFunctionReturn(0); 8615e76c431SBarry Smith } 8622343ba6eSBarry Smith 86304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 8644a2ae208SSatish Balay #undef __FUNCT__ 86517bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet" 866c9e6a524SLois Curfman McInnes /*@C 86717bae607SBarry Smith SNESLineSearchSet - Sets the line search routine to be used 8684b27c08aSLois Curfman McInnes by the method SNESLS. 8695e76c431SBarry Smith 8705e76c431SBarry Smith Input Parameters: 871c7afd0dbSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 872af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for use by line search 873c7afd0dbSLois Curfman McInnes - func - pointer to int function 8745e76c431SBarry Smith 875fee21e36SBarry Smith Collective on SNES 876fee21e36SBarry Smith 877c4a48953SLois Curfman McInnes Available Routines: 87817bae607SBarry Smith + SNESLineSearchCubic() - default line search 87917bae607SBarry Smith . SNESLineSearchQuadratic() - quadratic line search 88017bae607SBarry Smith . SNESLineSearchNo() - the full Newton step (actually not a line search) 88117bae607SBarry Smith - SNESLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel) 8825e76c431SBarry Smith 883c4a48953SLois Curfman McInnes Options Database Keys: 8844b27c08aSLois Curfman McInnes + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 8854b27c08aSLois Curfman McInnes . -snes_ls_alpha <alpha> - Sets alpha 8864b27c08aSLois Curfman McInnes . -snes_ls_maxstep <max> - Sets maxstep 8874b27c08aSLois Curfman McInnes - -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 8883304466cSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 8893304466cSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 890c4a48953SLois Curfman McInnes 8915e76c431SBarry Smith Calling sequence of func: 892bd208895SLois Curfman McInnes .vb 893af2d14d2SLois Curfman McInnes func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w, 894a7cc72afSBarry Smith PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 895bd208895SLois Curfman McInnes .ve 8965e76c431SBarry Smith 8975e76c431SBarry Smith Input parameters for func: 898c7afd0dbSLois Curfman McInnes + snes - nonlinear context 899af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for line search 9005e76c431SBarry Smith . x - current iterate 9015e76c431SBarry Smith . f - residual evaluated at x 9023c632250SBarry Smith . y - search direction 9035e76c431SBarry Smith . w - work vector 904c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 9055e76c431SBarry Smith 9065e76c431SBarry Smith Output parameters for func: 907c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 9083c632250SBarry Smith . w - new iterate 9095e76c431SBarry Smith . gnorm - 2-norm of g 9105e76c431SBarry Smith . ynorm - 2-norm of search length 911a7cc72afSBarry Smith - flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure. 912f59ffdedSLois Curfman McInnes 91336851e7fSLois Curfman McInnes Level: advanced 91436851e7fSLois Curfman McInnes 915f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine 916f59ffdedSLois Curfman McInnes 91717bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchNoNorms(), 91817bae607SBarry Smith SNESLineSearchSetPostCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams(), SNESLineSearchSetPreCheck() 9195e76c431SBarry Smith @*/ 92017bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void *lsctx) 9215e76c431SBarry Smith { 922a7cc72afSBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*); 92382bf6240SBarry Smith 9243a40ed3dSBarry Smith PetscFunctionBegin; 92517bae607SBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSet_C",(void (**)(void))&f);CHKERRQ(ierr); 92682bf6240SBarry Smith if (f) { 927af2d14d2SLois Curfman McInnes ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr); 92882bf6240SBarry Smith } 9293a40ed3dSBarry Smith PetscFunctionReturn(0); 9305e76c431SBarry Smith } 9318e019c35SBarry Smith 932a7cc72afSBarry 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*/ 93304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 934fb2e594dSBarry Smith EXTERN_C_BEGIN 9354a2ae208SSatish Balay #undef __FUNCT__ 93617bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet_LS" 93717bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet_LS(SNES snes,FCN2 func,void *lsctx) 93882bf6240SBarry Smith { 93982bf6240SBarry Smith PetscFunctionBegin; 9404b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->LineSearch = func; 9414b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->lsP = lsctx; 94282bf6240SBarry Smith PetscFunctionReturn(0); 94382bf6240SBarry Smith } 944fb2e594dSBarry Smith EXTERN_C_END 94504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 9464a2ae208SSatish Balay #undef __FUNCT__ 9473c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck" 948c8dd0c0dSLois Curfman McInnes /*@C 9493c632250SBarry Smith SNESLineSearchSetPostCheck - Sets a routine to check the validity of new iterate computed 9504b27c08aSLois Curfman McInnes by the line search routine in the Newton-based method SNESLS. 951c8dd0c0dSLois Curfman McInnes 952c8dd0c0dSLois Curfman McInnes Input Parameters: 953c8dd0c0dSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 9543c632250SBarry Smith . func - pointer to function 955c8dd0c0dSLois Curfman McInnes - checkctx - optional user-defined context for use by step checking routine 956c8dd0c0dSLois Curfman McInnes 957c8dd0c0dSLois Curfman McInnes Collective on SNES 958c8dd0c0dSLois Curfman McInnes 959c8dd0c0dSLois Curfman McInnes Calling sequence of func: 960c8dd0c0dSLois Curfman McInnes .vb 9613c632250SBarry Smith int func (SNES snes, Vec x,Vec y,Vec w,void *checkctx, PetscTruth *changed_y,PetscTruth *changed_w) 962c8dd0c0dSLois Curfman McInnes .ve 963b1ae27eaSLois Curfman McInnes where func returns an error code of 0 on success and a nonzero 964b1ae27eaSLois Curfman McInnes on failure. 965c8dd0c0dSLois Curfman McInnes 966c8dd0c0dSLois Curfman McInnes Input parameters for func: 967c8dd0c0dSLois Curfman McInnes + snes - nonlinear context 968c8dd0c0dSLois Curfman McInnes . checkctx - optional user-defined context for use by step checking routine 9693c632250SBarry Smith . x - previous iterate 9703c632250SBarry Smith . y - new search direction and length 9713c632250SBarry Smith - w - current candidate iterate 972c8dd0c0dSLois Curfman McInnes 973c8dd0c0dSLois Curfman McInnes Output parameters for func: 9743c632250SBarry Smith + y - search direction (possibly changed) 9753c632250SBarry Smith . w - current iterate (possibly modified) 9763c632250SBarry Smith . changed_y - indicates search direction was changed by this routine 9773c632250SBarry Smith - changed_w - indicates current iterate was changed by this routine 978c8dd0c0dSLois Curfman McInnes 979c8dd0c0dSLois Curfman McInnes Level: advanced 980c8dd0c0dSLois Curfman McInnes 9819e247f21SBarry Smith Notes: All line searches accept the new iterate computed by the line search checking routine. 9829e247f21SBarry Smith 9833c632250SBarry Smith Only one of changed_y and changed_w can be PETSC_TRUE 9843c632250SBarry Smith 9853c632250SBarry Smith On input w = x + y 9863c632250SBarry Smith 98717bae607SBarry Smith SNESLineSearchNo() and SNESLineSearchNoNorms() (1) compute a candidate iterate u_{i+1}, (2) pass control 988b1ae27eaSLois Curfman McInnes to the checking routine, and then (3) compute the corresponding nonlinear 989ea56f5baSLois Curfman McInnes function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}. 9908f99978dSLois Curfman McInnes 99117bae607SBarry Smith SNESLineSearchQuadratic() and SNESLineSearchCubic() (1) compute a candidate iterate u_{i+1} as well as a 992ea56f5baSLois Curfman McInnes candidate nonlinear function f(u_{i+1}), (2) pass control to the checking 993ea56f5baSLois Curfman McInnes routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes 994ea56f5baSLois Curfman McInnes were made to the candidate iterate in the checking routine (as indicated 9959e247f21SBarry Smith by flag=PETSC_TRUE). The overhead of this extra function re-evaluation can be 996b1ae27eaSLois Curfman McInnes very costly, so use this feature with caution! 9978f99978dSLois Curfman McInnes 998c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine 999c8dd0c0dSLois Curfman McInnes 100017bae607SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPreCheck() 1001c8dd0c0dSLois Curfman McInnes @*/ 10023c632250SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void *checkctx) 1003c8dd0c0dSLois Curfman McInnes { 10043c632250SBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void*); 1005c8dd0c0dSLois Curfman McInnes 1006c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 10073c632250SBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPostCheck_C",(void (**)(void))&f);CHKERRQ(ierr); 1008c8dd0c0dSLois Curfman McInnes if (f) { 1009c8dd0c0dSLois Curfman McInnes ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr); 1010c8dd0c0dSLois Curfman McInnes } 1011c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 1012c8dd0c0dSLois Curfman McInnes } 10139c3ca13aSBarry Smith #undef __FUNCT__ 10149c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck" 10159c3ca13aSBarry Smith /*@C 10169c3ca13aSBarry Smith SNESLineSearchSetPreCheck - Sets a routine to check the validity of a new direction given by the linear solve 10179c3ca13aSBarry Smith 10189c3ca13aSBarry Smith Input Parameters: 10199c3ca13aSBarry Smith + snes - nonlinear context obtained from SNESCreate() 10209c3ca13aSBarry Smith . func - pointer to function 10219c3ca13aSBarry Smith - checkctx - optional user-defined context for use by step checking routine 10229c3ca13aSBarry Smith 10239c3ca13aSBarry Smith Collective on SNES 10249c3ca13aSBarry Smith 10259c3ca13aSBarry Smith Calling sequence of func: 10269c3ca13aSBarry Smith .vb 10279c3ca13aSBarry Smith int func (SNES snes, Vec x,Vec y,,void *checkctx, PetscTruth *changed_y) 10289c3ca13aSBarry Smith .ve 10299c3ca13aSBarry Smith where func returns an error code of 0 on success and a nonzero 10309c3ca13aSBarry Smith on failure. 10319c3ca13aSBarry Smith 10329c3ca13aSBarry Smith Input parameters for func: 10339c3ca13aSBarry Smith + snes - nonlinear context 10349c3ca13aSBarry Smith . checkctx - optional user-defined context for use by step checking routine 10359c3ca13aSBarry Smith . x - previous iterate 10369c3ca13aSBarry Smith - y - new search direction and length 10379c3ca13aSBarry Smith 10389c3ca13aSBarry Smith Output parameters for func: 10399c3ca13aSBarry Smith + y - search direction (possibly changed) 10409c3ca13aSBarry Smith - changed_y - indicates search direction was changed by this routine 10419c3ca13aSBarry Smith 10429c3ca13aSBarry Smith Level: advanced 10439c3ca13aSBarry Smith 10449c3ca13aSBarry Smith Notes: All line searches accept the new iterate computed by the line search checking routine. 10459c3ca13aSBarry Smith 10469c3ca13aSBarry Smith .keywords: SNES, nonlinear, set, line search check, step check, routine 10479c3ca13aSBarry Smith 104817bae607SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck() 10499c3ca13aSBarry Smith @*/ 10509c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,void*,PetscTruth*),void *checkctx) 10519c3ca13aSBarry Smith { 10529c3ca13aSBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,void*,PetscTruth*),void*); 10539c3ca13aSBarry Smith 10549c3ca13aSBarry Smith PetscFunctionBegin; 10559c3ca13aSBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPreCheck_C",(void (**)(void))&f);CHKERRQ(ierr); 10569c3ca13aSBarry Smith if (f) { 10579c3ca13aSBarry Smith ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr); 10589c3ca13aSBarry Smith } 10599c3ca13aSBarry Smith PetscFunctionReturn(0); 10609c3ca13aSBarry Smith } 10619c3ca13aSBarry Smith 1062c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 10639c3ca13aSBarry Smith typedef PetscErrorCode (*FCN1)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*); /* force argument to next function to not be extern C*/ 10649c3ca13aSBarry Smith typedef PetscErrorCode (*FCN3)(SNES,Vec,Vec,void*,PetscTruth*); /* force argument to next function to not be extern C*/ 1065c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN 10664a2ae208SSatish Balay #undef __FUNCT__ 10673c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck_LS" 10689c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck_LS(SNES snes,FCN1 func,void *checkctx) 1069c8dd0c0dSLois Curfman McInnes { 1070c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 10713c632250SBarry Smith ((SNES_LS *)(snes->data))->postcheckstep = func; 10723c632250SBarry Smith ((SNES_LS *)(snes->data))->postcheck = checkctx; 1073c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 1074c8dd0c0dSLois Curfman McInnes } 1075c8dd0c0dSLois Curfman McInnes EXTERN_C_END 10769c3ca13aSBarry Smith 10779c3ca13aSBarry Smith EXTERN_C_BEGIN 10789c3ca13aSBarry Smith #undef __FUNCT__ 10799c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck_LS" 10809c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck_LS(SNES snes,FCN3 func,void *checkctx) 10819c3ca13aSBarry Smith { 10829c3ca13aSBarry Smith PetscFunctionBegin; 10839c3ca13aSBarry Smith ((SNES_LS *)(snes->data))->precheckstep = func; 10849c3ca13aSBarry Smith ((SNES_LS *)(snes->data))->precheck = checkctx; 10859c3ca13aSBarry Smith PetscFunctionReturn(0); 10869c3ca13aSBarry Smith } 10879c3ca13aSBarry Smith EXTERN_C_END 1088c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 108904d965bbSLois Curfman McInnes /* 10904b27c08aSLois Curfman McInnes SNESPrintHelp_LS - Prints all options for the SNES_LS method. 1091329e7e40SMatthew Knepley 1092329e7e40SMatthew Knepley Input Parameter: 1093329e7e40SMatthew Knepley . snes - the SNES context 1094329e7e40SMatthew Knepley 1095329e7e40SMatthew Knepley Application Interface Routine: SNESPrintHelp() 1096329e7e40SMatthew Knepley */ 1097329e7e40SMatthew Knepley #undef __FUNCT__ 10984b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESPrintHelp_LS" 10996849ba73SBarry Smith static PetscErrorCode SNESPrintHelp_LS(SNES snes,char *p) 1100329e7e40SMatthew Knepley { 11014b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 1102329e7e40SMatthew Knepley 1103329e7e40SMatthew Knepley PetscFunctionBegin; 11044b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," method SNES_LS (ls) for systems of nonlinear equations:\n"); 11054b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls [cubic,quadratic,basic,basicnonorms,...]\n",p); 11064b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_alpha <alpha> (default %g)\n",p,ls->alpha); 11074b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_maxstep <max> (default %g)\n",p,ls->maxstep); 11084b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_steptol <tol> (default %g)\n",p,ls->steptol); 1109329e7e40SMatthew Knepley PetscFunctionReturn(0); 1110329e7e40SMatthew Knepley } 1111329e7e40SMatthew Knepley 1112329e7e40SMatthew Knepley /* 11134b27c08aSLois Curfman McInnes SNESView_LS - Prints info from the SNESLS data structure. 111404d965bbSLois Curfman McInnes 111504d965bbSLois Curfman McInnes Input Parameters: 111604d965bbSLois Curfman McInnes . SNES - the SNES context 111704d965bbSLois Curfman McInnes . viewer - visualization context 111804d965bbSLois Curfman McInnes 111904d965bbSLois Curfman McInnes Application Interface Routine: SNESView() 112004d965bbSLois Curfman McInnes */ 11214a2ae208SSatish Balay #undef __FUNCT__ 11224b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS" 11236849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer) 1124a935fc98SLois Curfman McInnes { 11254b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 11262fc52814SBarry Smith const char *cstr; 1127dfbe8321SBarry Smith PetscErrorCode ierr; 112832077d6dSBarry Smith PetscTruth iascii; 1129a935fc98SLois Curfman McInnes 11303a40ed3dSBarry Smith PetscFunctionBegin; 113132077d6dSBarry Smith ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr); 113232077d6dSBarry Smith if (iascii) { 113317bae607SBarry Smith if (ls->LineSearch == SNESLineSearchNo) cstr = "SNESLineSearchNo"; 113417bae607SBarry Smith else if (ls->LineSearch == SNESLineSearchQuadratic) cstr = "SNESLineSearchQuadratic"; 113517bae607SBarry Smith else if (ls->LineSearch == SNESLineSearchCubic) cstr = "SNESLineSearchCubic"; 113619bcc07fSBarry Smith else cstr = "unknown"; 1137b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," line search variant: %s\n",cstr);CHKERRQ(ierr); 1138b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," alpha=%g, maxstep=%g, steptol=%g\n",ls->alpha,ls->maxstep,ls->steptol);CHKERRQ(ierr); 11395cd90555SBarry Smith } else { 114079a5c55eSBarry Smith SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name); 114119bcc07fSBarry Smith } 11423a40ed3dSBarry Smith PetscFunctionReturn(0); 1143a935fc98SLois Curfman McInnes } 114404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 114504d965bbSLois Curfman McInnes /* 11464b27c08aSLois Curfman McInnes SNESSetFromOptions_LS - Sets various parameters for the SNESLS method. 114704d965bbSLois Curfman McInnes 114804d965bbSLois Curfman McInnes Input Parameter: 114904d965bbSLois Curfman McInnes . snes - the SNES context 115004d965bbSLois Curfman McInnes 115104d965bbSLois Curfman McInnes Application Interface Routine: SNESSetFromOptions() 115204d965bbSLois Curfman McInnes */ 11534a2ae208SSatish Balay #undef __FUNCT__ 11544b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS" 11556849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes) 11565e42470aSBarry Smith { 11574b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 1158e5999256SBarry Smith const char *lses[] = {"basic","basicnonorms","quadratic","cubic"}; 1159dfbe8321SBarry Smith PetscErrorCode ierr; 1160a7cc72afSBarry Smith PetscInt indx; 1161f1af5d2fSBarry Smith PetscTruth flg; 11625e42470aSBarry Smith 11633a40ed3dSBarry Smith PetscFunctionBegin; 1164b0a32e0cSBarry Smith ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr); 11654b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr); 11664b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr); 11674b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_steptol","Step must be greater than","None",ls->steptol,&ls->steptol,0);CHKERRQ(ierr); 1168186905e3SBarry Smith 116917bae607SBarry Smith ierr = PetscOptionsEList("-snes_ls","Line search used","SNESLineSearchSet",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr); 117025cdf11fSBarry Smith if (flg) { 117122e36657SBarry Smith switch (indx) { 1172b49fd9e1SBarry Smith case 0: 117317bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchNo,PETSC_NULL);CHKERRQ(ierr); 1174b49fd9e1SBarry Smith break; 1175b49fd9e1SBarry Smith case 1: 117617bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr); 1177b49fd9e1SBarry Smith break; 1178b49fd9e1SBarry Smith case 2: 117917bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchQuadratic,PETSC_NULL);CHKERRQ(ierr); 1180b49fd9e1SBarry Smith break; 1181b49fd9e1SBarry Smith case 3: 118217bae607SBarry Smith ierr = SNESLineSearchSet(snes,SNESLineSearchCubic,PETSC_NULL);CHKERRQ(ierr); 1183b49fd9e1SBarry Smith break; 11845e42470aSBarry Smith } 11855e42470aSBarry Smith } 1186b0a32e0cSBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 11873a40ed3dSBarry Smith PetscFunctionReturn(0); 11885e42470aSBarry Smith } 118904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 1190ebe3b25bSBarry Smith /*MC 1191ebe3b25bSBarry Smith SNESLS - Newton based nonlinear solver that uses a line search 119204d965bbSLois Curfman McInnes 1193ebe3b25bSBarry Smith Options Database: 1194ebe3b25bSBarry Smith + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 1195ebe3b25bSBarry Smith . -snes_ls_alpha <alpha> - Sets alpha 1196ebe3b25bSBarry Smith . -snes_ls_maxstep <max> - Sets maxstep 1197ebe3b25bSBarry Smith - -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 1198ebe3b25bSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 1199ebe3b25bSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 120004d965bbSLois Curfman McInnes 1201ebe3b25bSBarry Smith Notes: This is the default nonlinear solver in SNES 120204d965bbSLois Curfman McInnes 1203ee3001cbSBarry Smith Level: beginner 1204ee3001cbSBarry Smith 120517bae607SBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESTR, SNESLineSearchSet(), 120617bae607SBarry Smith SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(), 120717bae607SBarry Smith SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck() 1208ebe3b25bSBarry Smith 1209ebe3b25bSBarry Smith M*/ 1210fb2e594dSBarry Smith EXTERN_C_BEGIN 12114a2ae208SSatish Balay #undef __FUNCT__ 12124b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS" 121363dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESCreate_LS(SNES snes) 12145e42470aSBarry Smith { 1215dfbe8321SBarry Smith PetscErrorCode ierr; 12164b27c08aSLois Curfman McInnes SNES_LS *neP; 12175e42470aSBarry Smith 12183a40ed3dSBarry Smith PetscFunctionBegin; 12194b27c08aSLois Curfman McInnes snes->setup = SNESSetUp_LS; 12204b27c08aSLois Curfman McInnes snes->solve = SNESSolve_LS; 12214b27c08aSLois Curfman McInnes snes->destroy = SNESDestroy_LS; 12224b27c08aSLois Curfman McInnes snes->converged = SNESConverged_LS; 12234b27c08aSLois Curfman McInnes snes->printhelp = SNESPrintHelp_LS; 12244b27c08aSLois Curfman McInnes snes->setfromoptions = SNESSetFromOptions_LS; 12254b27c08aSLois Curfman McInnes snes->view = SNESView_LS; 12265baf8537SBarry Smith snes->nwork = 0; 12275e42470aSBarry Smith 12284b27c08aSLois Curfman McInnes ierr = PetscNew(SNES_LS,&neP);CHKERRQ(ierr); 122952e6d16bSBarry Smith ierr = PetscLogObjectMemory(snes,sizeof(SNES_LS));CHKERRQ(ierr); 12305e42470aSBarry Smith snes->data = (void*)neP; 12315e42470aSBarry Smith neP->alpha = 1.e-4; 12325e42470aSBarry Smith neP->maxstep = 1.e8; 12335e42470aSBarry Smith neP->steptol = 1.e-12; 123417bae607SBarry Smith neP->LineSearch = SNESLineSearchCubic; 1235c8dd0c0dSLois Curfman McInnes neP->lsP = PETSC_NULL; 12363c632250SBarry Smith neP->postcheckstep = PETSC_NULL; 12373c632250SBarry Smith neP->postcheck = PETSC_NULL; 12383c632250SBarry Smith neP->precheckstep = PETSC_NULL; 12393c632250SBarry Smith neP->precheck = PETSC_NULL; 124082bf6240SBarry Smith 124117bae607SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","SNESLineSearchSet_LS",SNESLineSearchSet_LS);CHKERRQ(ierr); 12423c632250SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","SNESLineSearchSetPostCheck_LS",SNESLineSearchSetPostCheck_LS);CHKERRQ(ierr); 12439c3ca13aSBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","SNESLineSearchSetPreCheck_LS",SNESLineSearchSetPreCheck_LS);CHKERRQ(ierr); 124482bf6240SBarry Smith 12453a40ed3dSBarry Smith PetscFunctionReturn(0); 12465e42470aSBarry Smith } 1247fb2e594dSBarry Smith EXTERN_C_END 124882bf6240SBarry Smith 124982bf6240SBarry Smith 125082bf6240SBarry Smith 1251