xref: /petsc/src/snes/impls/ls/ls.c (revision acbee50cf348dfad5a0c974f13db500d764df1ff)
163dd3a1aSKris Buschelman #define PETSCSNES_DLL
25e76c431SBarry Smith 
3724775ccSBarry Smith #include "../src/snes/impls/ls/lsimpl.h"
45e42470aSBarry Smith 
58a5d9ee4SBarry Smith /*
620f52e01SBarry Smith      Checks if J^T F = 0 which implies we've found a local minimum of the norm of the function,
720f52e01SBarry Smith     || F(u) ||_2 but not a zero, F(u) = 0. In the case when one cannot compute J^T F we use the fact that
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
920f52e01SBarry Smith     for this trick. One assumes that the probability that W is in the null space of J is very, very small.
108a5d9ee4SBarry Smith */
114a2ae208SSatish Balay #undef __FUNCT__
124a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckLocalMin_Private"
131e2582c4SBarry Smith PetscErrorCode SNESLSCheckLocalMin_Private(SNES snes,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);
261e2582c4SBarry Smith     ierr = PetscInfo1(snes,"|| 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);
401e2582c4SBarry Smith     ierr = PetscInfo1(snes,"(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"
511e2582c4SBarry Smith PetscErrorCode SNESLSCheckResidual_Private(SNES snes,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);
6775567043SBarry Smith     if (a1 != 0.0) {
681e2582c4SBarry Smith       ierr = PetscInfo1(snes,"||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;
13985385478SLisandro Dalcin   PetscReal          fnorm,gnorm,xnorm=0,ynorm;
14085385478SLisandro Dalcin   Vec                Y,X,F,G,W;
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;
15775567043SBarry Smith   snes->norm = 0.0;
1584c49b128SBarry Smith   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
15919717074SBarry Smith   ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
1604936397dSBarry Smith   if (snes->domainerror) {
1614936397dSBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
1624936397dSBarry Smith     PetscFunctionReturn(0);
1634936397dSBarry Smith   }
1642613ca53SBarry Smith   ierr = VecNormBegin(F,NORM_2,&fnorm);CHKERRQ(ierr);	/* fnorm <- ||F||  */
1652613ca53SBarry Smith   ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr);	/* xnorm <- ||x||  */
1662613ca53SBarry Smith   ierr = VecNormEnd(F,NORM_2,&fnorm);CHKERRQ(ierr);
1672613ca53SBarry Smith   ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr);
168f66fdb6dSSatish Balay   if PetscIsInfOrNanReal(fnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
1690f5bd95cSBarry Smith   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
1705e42470aSBarry Smith   snes->norm = fnorm;
1710f5bd95cSBarry Smith   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
17284c569c9SBarry Smith   SNESLogConvHistory(snes,fnorm,0);
17394a424c1SBarry Smith   SNESMonitor(snes,0,fnorm);
1743f149594SLisandro Dalcin 
1753f149594SLisandro Dalcin   /* set parameter for default relative tolerance convergence test */
1763f149594SLisandro Dalcin   snes->ttol = fnorm*snes->rtol;
17785385478SLisandro Dalcin   /* test convergence */
17885385478SLisandro Dalcin   ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
17906ee9f85SBarry Smith   if (snes->reason) PetscFunctionReturn(0);
180d034289bSBarry Smith 
1815e76c431SBarry Smith   for (i=0; i<maxits; i++) {
1825e76c431SBarry Smith 
183329e7e40SMatthew Knepley     /* Call general purpose update function */
184e7788613SBarry Smith     if (snes->ops->update) {
185e7788613SBarry Smith       ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
186de8cb200SMatthew Knepley     }
187329e7e40SMatthew Knepley 
188ea4d3ed3SLois Curfman McInnes     /* Solve J Y = F, where J is Jacobian matrix */
1895334005bSBarry Smith     ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr);
19094b7f48cSBarry Smith     ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr);
19171f87433Sdalcinl     ierr = SNES_KSPSolve(snes,snes->ksp,F,Y);CHKERRQ(ierr);
1923d4c4710SBarry Smith     ierr = KSPGetConvergedReason(snes->ksp,&kspreason);CHKERRQ(ierr);
1933d4c4710SBarry Smith     if (kspreason < 0) {
1943d4c4710SBarry Smith       if (++snes->numLinearSolveFailures >= snes->maxLinearSolveFailures) {
195ef998cc9SBarry Smith         ierr = PetscInfo2(snes,"iter=%D, number linear solve failures %D greater than current SNES allowed, stopping solve\n",snes->iter,snes->numLinearSolveFailures);CHKERRQ(ierr);
1963d4c4710SBarry Smith         snes->reason = SNES_DIVERGED_LINEAR_SOLVE;
197ab81109fSSatish Balay         break;
1983d4c4710SBarry Smith       }
1993d4c4710SBarry Smith     }
2003d4c4710SBarry Smith     ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr);
2013f149594SLisandro Dalcin     snes->linear_its += lits;
2023f149594SLisandro Dalcin     ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr);
20374637425SBarry Smith 
2049c3ca13aSBarry Smith     if (neP->precheckstep) {
2059c3ca13aSBarry Smith       PetscTruth changed_y = PETSC_FALSE;
2069c3ca13aSBarry Smith       ierr = (*neP->precheckstep)(snes,X,Y,neP->precheck,&changed_y);CHKERRQ(ierr);
2079c3ca13aSBarry Smith     }
2089c3ca13aSBarry Smith 
209b0a32e0cSBarry Smith     if (PetscLogPrintInfo){
2101e2582c4SBarry Smith       ierr = SNESLSCheckResidual_Private(snes,snes->jacobian,F,Y,G,W);CHKERRQ(ierr);
21185471664SBarry Smith     }
21274637425SBarry Smith 
213ea4d3ed3SLois Curfman McInnes     /* Compute a (scaled) negative update in the line search routine:
214ea4d3ed3SLois Curfman McInnes          Y <- X - lambda*Y
215e68848bdSBarry Smith        and evaluate G = function(Y) (depends on the line search).
216ea4d3ed3SLois Curfman McInnes     */
21785385478SLisandro Dalcin     ierr = VecCopy(Y,snes->vec_sol_update);CHKERRQ(ierr);
2183f149594SLisandro Dalcin     ynorm = 1; gnorm = fnorm;
219dc357ad2SBarry Smith     ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,xnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr);
220ae15b995SBarry Smith     ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",fnorm,gnorm,ynorm,(int)lssucceed);CHKERRQ(ierr);
2214a93e4ddSBarry Smith     if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
2224936397dSBarry Smith     if (snes->domainerror) {
2234936397dSBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
2244936397dSBarry Smith       PetscFunctionReturn(0);
2254936397dSBarry Smith     }
226a7cc72afSBarry Smith     if (!lssucceed) {
22750ffb88aSMatthew Knepley       if (++snes->numFailures >= snes->maxFailures) {
22885385478SLisandro Dalcin 	PetscTruth ismin;
2293505fcc1SBarry Smith         snes->reason = SNES_DIVERGED_LS_FAILURE;
2301e2582c4SBarry Smith         ierr = SNESLSCheckLocalMin_Private(snes,snes->jacobian,G,W,gnorm,&ismin);CHKERRQ(ierr);
2318a5d9ee4SBarry Smith         if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
2323505fcc1SBarry Smith         break;
2333505fcc1SBarry Smith       }
23450ffb88aSMatthew Knepley     }
23585385478SLisandro Dalcin     /* Update function and solution vectors */
23685385478SLisandro Dalcin     fnorm = gnorm;
23785385478SLisandro Dalcin     ierr = VecCopy(G,F);CHKERRQ(ierr);
23885385478SLisandro Dalcin     ierr = VecCopy(W,X);CHKERRQ(ierr);
23985385478SLisandro Dalcin     /* Monitor convergence */
24085385478SLisandro Dalcin     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
24185385478SLisandro Dalcin     snes->iter = i+1;
24285385478SLisandro Dalcin     snes->norm = fnorm;
24385385478SLisandro Dalcin     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
24485385478SLisandro Dalcin     SNESLogConvHistory(snes,snes->norm,lits);
24585385478SLisandro Dalcin     SNESMonitor(snes,snes->iter,snes->norm);
24685385478SLisandro Dalcin     /* Test for convergence, xnorm = || X || */
24785385478SLisandro Dalcin     if (snes->ops->converged != SNESSkipConverged) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); }
248e7788613SBarry Smith     ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
2493f149594SLisandro Dalcin     if (snes->reason) break;
25016c95cacSBarry Smith   }
25152392280SLois Curfman McInnes   if (i == maxits) {
252ae15b995SBarry Smith     ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr);
25385385478SLisandro Dalcin     if(!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
25452392280SLois Curfman McInnes   }
2553a40ed3dSBarry Smith   PetscFunctionReturn(0);
2565e76c431SBarry Smith }
25704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
25804d965bbSLois Curfman McInnes /*
2594b27c08aSLois Curfman McInnes    SNESSetUp_LS - Sets up the internal data structures for the later use
2604b27c08aSLois Curfman McInnes    of the SNESLS nonlinear solver.
26104d965bbSLois Curfman McInnes 
26204d965bbSLois Curfman McInnes    Input Parameter:
26304d965bbSLois Curfman McInnes .  snes - the SNES context
26404d965bbSLois Curfman McInnes .  x - the solution vector
26504d965bbSLois Curfman McInnes 
26604d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetUp()
26704d965bbSLois Curfman McInnes 
26804d965bbSLois Curfman McInnes    Notes:
2694b27c08aSLois Curfman McInnes    For basic use of the SNES solvers, the user need not explicitly call
27004d965bbSLois Curfman McInnes    SNESSetUp(), since these actions will automatically occur during
27104d965bbSLois Curfman McInnes    the call to SNESSolve().
27204d965bbSLois Curfman McInnes  */
2734a2ae208SSatish Balay #undef __FUNCT__
2744b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS"
275dfbe8321SBarry Smith PetscErrorCode SNESSetUp_LS(SNES snes)
2765e76c431SBarry Smith {
277dfbe8321SBarry Smith   PetscErrorCode ierr;
2783a40ed3dSBarry Smith 
2793a40ed3dSBarry Smith   PetscFunctionBegin;
28085385478SLisandro Dalcin   if (!snes->vec_sol_update) {
28185385478SLisandro Dalcin     ierr = VecDuplicate(snes->vec_sol,&snes->vec_sol_update);CHKERRQ(ierr);
28285385478SLisandro Dalcin     ierr = PetscLogObjectParent(snes,snes->vec_sol_update);CHKERRQ(ierr);
28385385478SLisandro Dalcin   }
284e74804ceSBarry Smith   if (!snes->work) {
28585385478SLisandro Dalcin     snes->nwork = 3;
28685385478SLisandro Dalcin     ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr);
287efee365bSSatish Balay     ierr = PetscLogObjectParents(snes,snes->nwork,snes->work);CHKERRQ(ierr);
288e74804ceSBarry Smith   }
2893a40ed3dSBarry Smith   PetscFunctionReturn(0);
2905e76c431SBarry Smith }
29104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
29204d965bbSLois Curfman McInnes /*
2934b27c08aSLois Curfman McInnes    SNESDestroy_LS - Destroys the private SNES_LS context that was created
2944b27c08aSLois Curfman McInnes    with SNESCreate_LS().
29504d965bbSLois Curfman McInnes 
29604d965bbSLois Curfman McInnes    Input Parameter:
29704d965bbSLois Curfman McInnes .  snes - the SNES context
29804d965bbSLois Curfman McInnes 
299de49b36dSLois Curfman McInnes    Application Interface Routine: SNESDestroy()
30004d965bbSLois Curfman McInnes  */
3014a2ae208SSatish Balay #undef __FUNCT__
3024b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS"
303dfbe8321SBarry Smith PetscErrorCode SNESDestroy_LS(SNES snes)
3045e76c431SBarry Smith {
30594298653SBarry Smith   SNES_LS        *ls = (SNES_LS*) snes->data;
306dfbe8321SBarry Smith   PetscErrorCode ierr;
3073a40ed3dSBarry Smith 
3083a40ed3dSBarry Smith   PetscFunctionBegin;
30985385478SLisandro Dalcin   if (snes->vec_sol_update) {
31085385478SLisandro Dalcin     ierr = VecDestroy(snes->vec_sol_update);CHKERRQ(ierr);
31185385478SLisandro Dalcin     snes->vec_sol_update = PETSC_NULL;
31285385478SLisandro Dalcin   }
3135baf8537SBarry Smith   if (snes->nwork) {
3144b0e389bSBarry Smith     ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr);
31585385478SLisandro Dalcin     snes->nwork = 0;
31685385478SLisandro Dalcin     snes->work  = PETSC_NULL;
31721c89e3eSBarry Smith   }
31894298653SBarry Smith   if (ls->monitor) {
31994298653SBarry Smith     ierr = PetscViewerASCIIMonitorDestroy(ls->monitor);CHKERRQ(ierr);
32094298653SBarry Smith   }
3215c704376SSatish Balay   ierr = PetscFree(snes->data);CHKERRQ(ierr);
322557d3f75SLisandro Dalcin 
323557d3f75SLisandro Dalcin   /* clear composed functions */
324557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","",PETSC_NULL);CHKERRQ(ierr);
325557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","",PETSC_NULL);CHKERRQ(ierr);
326557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","",PETSC_NULL);CHKERRQ(ierr);
327557d3f75SLisandro Dalcin 
3283a40ed3dSBarry Smith   PetscFunctionReturn(0);
3295e76c431SBarry Smith }
33004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
3314a2ae208SSatish Balay #undef __FUNCT__
33217bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNo"
33382bf6240SBarry Smith 
3344b828684SBarry Smith /*@C
33517bae607SBarry Smith    SNESLineSearchNo - This routine is not a line search at all;
3365e76c431SBarry Smith    it simply uses the full Newton step.  Thus, this routine is intended
3375e76c431SBarry Smith    to serve as a template and is not recommended for general use.
3385e76c431SBarry Smith 
339c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
340c7afd0dbSLois Curfman McInnes 
3415e76c431SBarry Smith    Input Parameters:
342c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
343af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
3445e76c431SBarry Smith .  x - current iterate
3455e76c431SBarry Smith .  f - residual evaluated at x
3463c632250SBarry Smith .  y - search direction
347dc357ad2SBarry Smith .  fnorm - 2-norm of f
348dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
3495e76c431SBarry Smith 
350c4a48953SLois Curfman McInnes    Output Parameters:
351c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
3523c632250SBarry Smith .  w - new iterate
3535e76c431SBarry Smith .  gnorm - 2-norm of g
3545e76c431SBarry Smith .  ynorm - 2-norm of search length
355a7cc72afSBarry Smith -  flag - PETSC_TRUE on success, PETSC_FALSE on failure
356fee21e36SBarry Smith 
357c4a48953SLois Curfman McInnes    Options Database Key:
35817bae607SBarry Smith .  -snes_ls basic - Activates SNESLineSearchNo()
359c4a48953SLois Curfman McInnes 
36036851e7fSLois Curfman McInnes    Level: advanced
36136851e7fSLois Curfman McInnes 
36228ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
36328ae5a21SLois Curfman McInnes 
36417bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
36517bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNoNorms()
3665e76c431SBarry Smith @*/
367dc357ad2SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNo(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
3685e76c431SBarry Smith {
369dfbe8321SBarry Smith   PetscErrorCode ierr;
3704b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
3713c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
3725334005bSBarry Smith 
3733a40ed3dSBarry Smith   PetscFunctionBegin;
374a7cc72afSBarry Smith   *flag = PETSC_TRUE;
375d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
376a3b38805SLois Curfman McInnes   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);         /* ynorm = || y || */
37779f36460SBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
3783c632250SBarry Smith   if (neP->postcheckstep) {
3793c632250SBarry Smith    ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
3808f99978dSLois Curfman McInnes   }
3813c632250SBarry Smith   if (changed_y) {
38279f36460SBarry Smith     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
3833c632250SBarry Smith   }
3844936397dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
3854936397dSBarry Smith   if (!snes->domainerror) {
386a3b38805SLois Curfman McInnes     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);  /* gnorm = || g || */
387f66fdb6dSSatish Balay     if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
3884936397dSBarry Smith   }
389d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
3903a40ed3dSBarry Smith   PetscFunctionReturn(0);
3915e76c431SBarry Smith }
39204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
3934a2ae208SSatish Balay #undef __FUNCT__
39417bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNoNorms"
39582bf6240SBarry Smith 
39629e0b56fSBarry Smith /*@C
39717bae607SBarry Smith    SNESLineSearchNoNorms - This routine is not a line search at
39829e0b56fSBarry Smith    all; it simply uses the full Newton step. This version does not
39929e0b56fSBarry Smith    even compute the norm of the function or search direction; this
40029e0b56fSBarry Smith    is intended only when you know the full step is fine and are
40129e0b56fSBarry Smith    not checking for convergence of the nonlinear iteration (for
402c7afd0dbSLois Curfman McInnes    example, you are running always for a fixed number of Newton steps).
403c7afd0dbSLois Curfman McInnes 
404c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
40529e0b56fSBarry Smith 
40629e0b56fSBarry Smith    Input Parameters:
407c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
408af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
40929e0b56fSBarry Smith .  x - current iterate
41029e0b56fSBarry Smith .  f - residual evaluated at x
4113c632250SBarry Smith .  y - search direction
41229e0b56fSBarry Smith .  w - work vector
413dc357ad2SBarry Smith .  fnorm - 2-norm of f
414dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
41529e0b56fSBarry Smith 
41629e0b56fSBarry Smith    Output Parameters:
417c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4183c632250SBarry Smith .  w - new iterate
41929e0b56fSBarry Smith .  gnorm - not changed
42029e0b56fSBarry Smith .  ynorm - not changed
421a7cc72afSBarry Smith -  flag - set to PETSC_TRUE indicating a successful line search
422fee21e36SBarry Smith 
42329e0b56fSBarry Smith    Options Database Key:
42417bae607SBarry Smith .  -snes_ls basicnonorms - Activates SNESLineSearchNoNorms()
42529e0b56fSBarry Smith 
4268cbba510SBarry Smith    Notes:
42717bae607SBarry Smith    SNESLineSearchNoNorms() must be used in conjunction with
428ea56f5baSLois Curfman McInnes    either the options
429ea56f5baSLois Curfman McInnes $     -snes_no_convergence_test -snes_max_it <its>
430ea56f5baSLois Curfman McInnes    or alternatively a user-defined custom test set via
431329f5518SBarry Smith    SNESSetConvergenceTest(); or a -snes_max_it of 1,
432329f5518SBarry Smith    otherwise, the SNES solver will generate an error.
433329f5518SBarry Smith 
434329f5518SBarry Smith    During the final iteration this will not evaluate the function at
435329f5518SBarry Smith    the solution point. This is to save a function evaluation while
436329f5518SBarry Smith    using pseudo-timestepping.
4378cbba510SBarry Smith 
438ea56f5baSLois Curfman McInnes    The residual norms printed by monitoring routines such as
439a6570f20SBarry Smith    SNESMonitorDefault() (as activated via -snes_monitor) will not be
440ea56f5baSLois Curfman McInnes    correct, since they are not computed.
441ea56f5baSLois Curfman McInnes 
442ea56f5baSLois Curfman McInnes    Level: advanced
4438cbba510SBarry Smith 
44429e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic
44529e0b56fSBarry Smith 
44617bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
44717bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNo()
44829e0b56fSBarry Smith @*/
449dc357ad2SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
45029e0b56fSBarry Smith {
451dfbe8321SBarry Smith   PetscErrorCode ierr;
4524b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
4533c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
45429e0b56fSBarry Smith 
4553a40ed3dSBarry Smith   PetscFunctionBegin;
456a7cc72afSBarry Smith   *flag = PETSC_TRUE;
457d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
45879f36460SBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y      */
4593c632250SBarry Smith   if (neP->postcheckstep) {
4603c632250SBarry Smith    ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
4613c632250SBarry Smith   }
4623c632250SBarry Smith   if (changed_y) {
46379f36460SBarry Smith     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
4648f99978dSLois Curfman McInnes   }
465329f5518SBarry Smith 
466329f5518SBarry Smith   /* don't evaluate function the last time through */
467329f5518SBarry Smith   if (snes->iter < snes->max_its-1) {
4684936397dSBarry Smith     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
469329f5518SBarry Smith   }
470d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
4713a40ed3dSBarry Smith   PetscFunctionReturn(0);
47229e0b56fSBarry Smith }
47304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
4744a2ae208SSatish Balay #undef __FUNCT__
47517bae607SBarry Smith #define __FUNCT__ "SNESLineSearchCubic"
4764b828684SBarry Smith /*@C
47717bae607SBarry Smith    SNESLineSearchCubic - Performs a cubic line search (default line search method).
4785e76c431SBarry Smith 
479c7afd0dbSLois Curfman McInnes    Collective on SNES
480c7afd0dbSLois Curfman McInnes 
4815e76c431SBarry Smith    Input Parameters:
482c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
483af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
4845e76c431SBarry Smith .  x - current iterate
4855e76c431SBarry Smith .  f - residual evaluated at x
4863c632250SBarry Smith .  y - search direction
4875e76c431SBarry Smith .  w - work vector
488dc357ad2SBarry Smith .  fnorm - 2-norm of f
489dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
4905e76c431SBarry Smith 
491393d2d9aSLois Curfman McInnes    Output Parameters:
492c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4933c632250SBarry Smith .  w - new iterate
4945e76c431SBarry Smith .  gnorm - 2-norm of g
4955e76c431SBarry Smith .  ynorm - 2-norm of search length
496a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
497fee21e36SBarry Smith 
498c4a48953SLois Curfman McInnes    Options Database Key:
499e106eecfSBarry Smith +  -snes_ls cubic - Activates SNESLineSearchCubic()
500e106eecfSBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
501e106eecfSBarry Smith .   -snes_ls_maxstep <maxstep> - Sets the maximum stepsize the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y)
502e106eecfSBarry Smith -   -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda/ max_i ( y[i]/x[i] )
503e106eecfSBarry Smith 
504c4a48953SLois Curfman McInnes 
5055e76c431SBarry Smith    Notes:
5065e76c431SBarry Smith    This line search is taken from "Numerical Methods for Unconstrained
5075e76c431SBarry Smith    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
5085e76c431SBarry Smith 
50936851e7fSLois Curfman McInnes    Level: advanced
51036851e7fSLois Curfman McInnes 
51128ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
51228ae5a21SLois Curfman McInnes 
51317bae607SBarry Smith .seealso: SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
5145e76c431SBarry Smith @*/
515dc357ad2SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchCubic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
5165e76c431SBarry Smith {
517406556e6SLois Curfman McInnes   /*
518406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
519406556e6SLois Curfman McInnes      minimization problem:
520406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
521406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
522406556e6SLois Curfman McInnes    */
523406556e6SLois Curfman McInnes 
524e106eecfSBarry Smith   PetscReal      initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength;
525e106eecfSBarry Smith   PetscReal      minlambda,lambda,lambdatemp;
526aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
527f5b6597dSBarry Smith   PetscScalar    cinitslope;
5286b5873e3SBarry Smith #endif
529dfbe8321SBarry Smith   PetscErrorCode ierr;
530a7cc72afSBarry Smith   PetscInt       count;
5314b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
5323c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
53394298653SBarry Smith   MPI_Comm       comm;
5345e76c431SBarry Smith 
5353a40ed3dSBarry Smith   PetscFunctionBegin;
53694298653SBarry Smith   ierr = PetscObjectGetComm((PetscObject)snes,&comm);CHKERRQ(ierr);
537d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
538a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
5395e76c431SBarry Smith 
540cddf8d76SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
54175567043SBarry Smith   if (*ynorm == 0.0) {
54294298653SBarry Smith     if (neP->monitor) {
54394298653SBarry Smith       ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: Initial direction and size is 0\n");CHKERRQ(ierr);
54494298653SBarry Smith     }
545a1c2b6eeSLois Curfman McInnes     *gnorm = fnorm;
5463c632250SBarry Smith     ierr   = VecCopy(x,w);CHKERRQ(ierr);
547a1c2b6eeSLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
548a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
549ad922ac9SBarry Smith     goto theend1;
55094a9d846SBarry Smith   }
551e106eecfSBarry Smith   if (*ynorm > neP->maxstep) {	/* Step too big, so scale back */
55294298653SBarry Smith     if (neP->monitor) {
55394298653SBarry Smith       ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: Scaling step by %G old ynorm %G\n",neP->maxstep/(*ynorm),*ynorm);CHKERRQ(ierr);
55494298653SBarry Smith     }
555e106eecfSBarry Smith     ierr = VecScale(y,neP->maxstep/(*ynorm));CHKERRQ(ierr);
556e106eecfSBarry Smith     *ynorm = neP->maxstep;
5575e76c431SBarry Smith   }
558ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
559e106eecfSBarry Smith   minlambda = neP->minlambda/rellength;
560a703fe33SLois Curfman McInnes   ierr      = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
561aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
562a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
563329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
5645e42470aSBarry Smith #else
565a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&initslope);CHKERRQ(ierr);
5665e42470aSBarry Smith #endif
5675e76c431SBarry Smith   if (initslope > 0.0)  initslope = -initslope;
5685e76c431SBarry Smith   if (initslope == 0.0) initslope = -1.0;
5695e76c431SBarry Smith 
570e68848bdSBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
57143e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
572ae15b995SBarry Smith     ierr  = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
57343e71028SBarry Smith     *flag = PETSC_FALSE;
57443e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
57543e71028SBarry Smith     goto theend1;
57643e71028SBarry Smith   }
5774936397dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
5784936397dSBarry Smith   if (snes->domainerror) {
5794936397dSBarry Smith     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
5804936397dSBarry Smith     PetscFunctionReturn(0);
58119717074SBarry Smith   }
582313b5538SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
583f66fdb6dSSatish Balay   if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
584f5b6597dSBarry Smith   ierr = PetscInfo2(snes,"Initial fnorm %G gnorm %G\n",fnorm,*gnorm);CHKERRQ(ierr);
585e106eecfSBarry Smith   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + neP->alpha*initslope) { /* Sufficient reduction */
58694298653SBarry Smith     if (neP->monitor) {
58794298653SBarry Smith       ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: Using full step: fnorm %G gnorm %G\n",fnorm,*gnorm);CHKERRQ(ierr);
58894298653SBarry Smith     }
589ad922ac9SBarry Smith     goto theend1;
5905e76c431SBarry Smith   }
5915e76c431SBarry Smith 
5925e76c431SBarry Smith   /* Fit points with quadratic */
593313b5538SBarry Smith   lambda     = 1.0;
594a703fe33SLois Curfman McInnes   lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
5955e76c431SBarry Smith   lambdaprev = lambda;
5965e76c431SBarry Smith   gnormprev  = *gnorm;
597329f5518SBarry Smith   if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
598ddd12767SBarry Smith   if (lambdatemp <= .1*lambda) lambda = .1*lambda;
599ddd12767SBarry Smith   else                         lambda = lambdatemp;
600275d25c3SBarry Smith 
601e68848bdSBarry Smith   ierr  = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
60243e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
603ae15b995SBarry Smith     ierr  = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr);
60443e71028SBarry Smith     *flag = PETSC_FALSE;
60543e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
60643e71028SBarry Smith     goto theend1;
60743e71028SBarry Smith   }
608f5b6597dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
6094936397dSBarry Smith   if (snes->domainerror) {
6104936397dSBarry Smith     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6114936397dSBarry Smith     PetscFunctionReturn(0);
61219717074SBarry Smith   }
613cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
614f66fdb6dSSatish Balay   if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
61594298653SBarry Smith   if (neP->monitor) {
61694298653SBarry Smith     ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: gnorm after quadratic fit %G\n",*gnorm);CHKERRQ(ierr);
61794298653SBarry Smith   }
618e106eecfSBarry Smith   if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*neP->alpha*initslope) { /* sufficient reduction */
61994298653SBarry Smith     if (neP->monitor) {
62094298653SBarry Smith       ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: Quadratically determined step, lambda=%18.16e\n",lambda);CHKERRQ(ierr);
62194298653SBarry Smith     }
622ad922ac9SBarry Smith     goto theend1;
6235e76c431SBarry Smith   }
6245e76c431SBarry Smith 
6255e76c431SBarry Smith   /* Fit points with cubic */
6265e76c431SBarry Smith   count = 1;
627bb9195b6SBarry Smith   while (PETSC_TRUE) {
628dc357ad2SBarry Smith     if (lambda <= minlambda) {
62994298653SBarry Smith       if (neP->monitor) {
63094298653SBarry Smith 	ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: unable to find good step length! After %D tries \n",count);CHKERRQ(ierr);
63194298653SBarry Smith 	ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line search: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,minlambda,lambda,initslope);CHKERRQ(ierr);
63294298653SBarry Smith       }
63343e71028SBarry Smith       *flag = PETSC_FALSE;
63443e71028SBarry Smith       break;
6355e76c431SBarry Smith     }
6365d1a10b1SBarry Smith     t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope;
6375d1a10b1SBarry Smith     t2 = .5*(gnormprev*gnormprev  - fnorm*fnorm) - lambdaprev*initslope;
638ddd12767SBarry Smith     a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
6392b022350SLois Curfman McInnes     b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
6405e76c431SBarry Smith     d  = b*b - 3*a*initslope;
6415e76c431SBarry Smith     if (d < 0.0) d = 0.0;
6425e76c431SBarry Smith     if (a == 0.0) {
6435e76c431SBarry Smith       lambdatemp = -initslope/(2.0*b);
6445e76c431SBarry Smith     } else {
6455e76c431SBarry Smith       lambdatemp = (-b + sqrt(d))/(3.0*a);
6465e76c431SBarry Smith     }
6475e76c431SBarry Smith     lambdaprev = lambda;
6485e76c431SBarry Smith     gnormprev  = *gnorm;
649329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
650329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
6515e76c431SBarry Smith     else                         lambda     = lambdatemp;
652e68848bdSBarry Smith     ierr  = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
65343e71028SBarry Smith     if (snes->nfuncs >= snes->max_funcs) {
654ae15b995SBarry Smith       ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
655ae15b995SBarry 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);
656ed98166eSMatthew Knepley       *flag = PETSC_FALSE;
65743e71028SBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
658ed98166eSMatthew Knepley       break;
659ed98166eSMatthew Knepley     }
660f5b6597dSBarry Smith     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
6614936397dSBarry Smith     if (snes->domainerror) {
6624936397dSBarry Smith       ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6634936397dSBarry Smith       PetscFunctionReturn(0);
66419717074SBarry Smith     }
665cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
666f66fdb6dSSatish Balay     if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
667e106eecfSBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*neP->alpha*initslope) { /* is reduction enough? */
66894298653SBarry Smith       if (neP->monitor) {
66994298653SBarry Smith 	ierr = PetscPrintf(comm,"    Line search: Cubically determined step, current gnorm %G lambda=%18.16e\n",*gnorm,lambda);CHKERRQ(ierr);
67094298653SBarry Smith       }
67143e71028SBarry Smith       break;
6722b022350SLois Curfman McInnes     } else {
67394298653SBarry Smith       if (neP->monitor) {
67494298653SBarry Smith         ierr = PetscPrintf(comm,"    Line search: Cubic step no good, shrinking lambda, current gnorem %G lambda=%18.16e\n",*gnorm,lambda);CHKERRQ(ierr);
67594298653SBarry Smith       }
6765e76c431SBarry Smith     }
6775e76c431SBarry Smith     count++;
6785e76c431SBarry Smith   }
679ad922ac9SBarry Smith   theend1:
6808f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
6813c632250SBarry Smith   if (neP->postcheckstep && *flag) {
6823c632250SBarry Smith     ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
6833c632250SBarry Smith     if (changed_y) {
68479f36460SBarry Smith       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
6853c632250SBarry Smith     }
6863c632250SBarry Smith     if (changed_y || changed_w) { /* recompute the function if the step has changed */
687f5b6597dSBarry Smith       ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
6884936397dSBarry Smith       if (snes->domainerror) {
6894936397dSBarry Smith         ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6904936397dSBarry Smith         PetscFunctionReturn(0);
69119717074SBarry Smith       }
6928f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
693f66fdb6dSSatish Balay       if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
694a9f58f88SMatthew Knepley       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
6958f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
696a9f58f88SMatthew Knepley       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
6978f99978dSLois Curfman McInnes     }
6988f99978dSLois Curfman McInnes   }
699d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
7003a40ed3dSBarry Smith   PetscFunctionReturn(0);
7015e76c431SBarry Smith }
70204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
7034a2ae208SSatish Balay #undef __FUNCT__
70417bae607SBarry Smith #define __FUNCT__ "SNESLineSearchQuadratic"
7054b828684SBarry Smith /*@C
70617bae607SBarry Smith    SNESLineSearchQuadratic - Performs a quadratic line search.
7075e76c431SBarry Smith 
708c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
709c7afd0dbSLois Curfman McInnes 
7105e42470aSBarry Smith    Input Parameters:
711c7afd0dbSLois Curfman McInnes +  snes - the SNES context
712af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
7135e42470aSBarry Smith .  x - current iterate
7145e42470aSBarry Smith .  f - residual evaluated at x
7153c632250SBarry Smith .  y - search direction
7165e42470aSBarry Smith .  w - work vector
717dc357ad2SBarry Smith .  fnorm - 2-norm of f
718dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
7195e42470aSBarry Smith 
720c4a48953SLois Curfman McInnes    Output Parameters:
7217f3332b4SBarry Smith +  g - residual evaluated at new iterate w
722e106eecfSBarry Smith .  w - new iterate (x + lambda*y)
7235e42470aSBarry Smith .  gnorm - 2-norm of g
7245e42470aSBarry Smith .  ynorm - 2-norm of search length
725a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
726fee21e36SBarry Smith 
727ce9499c7SBarry Smith    Options Database Keys:
728ce9499c7SBarry Smith +  -snes_ls quadratic - Activates SNESLineSearchQuadratic()
729ce9499c7SBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
730e106eecfSBarry Smith .   -snes_ls_maxstep <maxstep> - Sets the maximum stepsize the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y)
731e106eecfSBarry Smith -   -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda/ max_i ( y[i]/x[i] )
732e106eecfSBarry Smith 
7335e42470aSBarry Smith    Notes:
73417bae607SBarry Smith    Use SNESLineSearchSet() to set this routine within the SNESLS method.
7355e42470aSBarry Smith 
73636851e7fSLois Curfman McInnes    Level: advanced
73736851e7fSLois Curfman McInnes 
738f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search
739f59ffdedSLois Curfman McInnes 
74017bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
7415e42470aSBarry Smith @*/
742dc357ad2SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchQuadratic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
7435e76c431SBarry Smith {
744406556e6SLois Curfman McInnes   /*
745406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
746406556e6SLois Curfman McInnes      minimization problem:
747406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
748406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2.
749406556e6SLois Curfman McInnes    */
750e106eecfSBarry Smith   PetscReal      initslope,minlambda,lambda,lambdatemp,rellength;
751aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
752f5b6597dSBarry Smith   PetscScalar    cinitslope;
7536b5873e3SBarry Smith #endif
754dfbe8321SBarry Smith   PetscErrorCode ierr;
755a7cc72afSBarry Smith   PetscInt       count;
7564b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
7573c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
7585e76c431SBarry Smith 
7593a40ed3dSBarry Smith   PetscFunctionBegin;
760d5ba7fb7SMatthew Knepley   ierr    = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
761a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
7625e76c431SBarry Smith 
7633505fcc1SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
76463b9fa5eSBarry Smith   if (*ynorm == 0.0) {
76594298653SBarry Smith     if (neP->monitor) {
76694298653SBarry Smith       ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"Line search: Direction and size is 0\n");CHKERRQ(ierr);
76794298653SBarry Smith     }
768b37302c6SLois Curfman McInnes     *gnorm = fnorm;
769e68848bdSBarry Smith     ierr   = VecCopy(x,w);CHKERRQ(ierr);
770b37302c6SLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
771a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
772ad922ac9SBarry Smith     goto theend2;
77394a9d846SBarry Smith   }
774e106eecfSBarry Smith   if (*ynorm > neP->maxstep) {	/* Step too big, so scale back */
775e106eecfSBarry Smith     ierr   = VecScale(y,neP->maxstep/(*ynorm));CHKERRQ(ierr);
776e106eecfSBarry Smith     *ynorm = neP->maxstep;
7775e76c431SBarry Smith   }
778ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
779e106eecfSBarry Smith   minlambda = neP->minlambda/rellength;
780a703fe33SLois Curfman McInnes   ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
781aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
782a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
783329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
7845e42470aSBarry Smith #else
785a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&initslope);CHKERRQ(ierr);
7865e42470aSBarry Smith #endif
7875e42470aSBarry Smith   if (initslope > 0.0)  initslope = -initslope;
7885e42470aSBarry Smith   if (initslope == 0.0) initslope = -1.0;
789f8833479SBarry Smith   ierr = PetscInfo1(snes,"Initslope %G \n",initslope);CHKERRQ(ierr);
7905e42470aSBarry Smith 
791e68848bdSBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
79243e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
793ae15b995SBarry Smith     ierr  = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
79443e71028SBarry Smith     *flag = PETSC_FALSE;
79543e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
79643e71028SBarry Smith     goto theend2;
79743e71028SBarry Smith   }
7984936397dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
7994936397dSBarry Smith   if (snes->domainerror) {
8004936397dSBarry Smith     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
8014936397dSBarry Smith     PetscFunctionReturn(0);
80219717074SBarry Smith   }
803cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
804f66fdb6dSSatish Balay   if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
805e106eecfSBarry Smith   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + neP->alpha*initslope) { /* Sufficient reduction */
80694298653SBarry Smith     if (neP->monitor) {
80794298653SBarry Smith       ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line Search: Using full step\n");CHKERRQ(ierr);
80894298653SBarry Smith     }
809ad922ac9SBarry Smith     goto theend2;
8105e42470aSBarry Smith   }
8115e42470aSBarry Smith 
8125e42470aSBarry Smith   /* Fit points with quadratic */
813313b5538SBarry Smith   lambda = 1.0;
8145e42470aSBarry Smith   count = 1;
8155ca10a37SBarry Smith   while (PETSC_TRUE) {
8165e42470aSBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
81794298653SBarry Smith       if (neP->monitor) {
81894298653SBarry Smith         ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"Line search: Unable to find good step length! %D \n",count);CHKERRQ(ierr);
81994298653SBarry Smith         ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"Line search: fnorm=%G, gnorm=%G, ynorm=%G, lambda=%G, initial slope=%G\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
82094298653SBarry Smith       }
821e68848bdSBarry Smith       ierr = VecCopy(x,w);CHKERRQ(ierr);
82243e71028SBarry Smith       *flag = PETSC_FALSE;
82343e71028SBarry Smith       break;
8245e42470aSBarry Smith     }
825a703fe33SLois Curfman McInnes     lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
826329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
827329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
828329f5518SBarry Smith     else                         lambda     = lambdatemp;
829275d25c3SBarry Smith 
830e68848bdSBarry Smith     ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
83143e71028SBarry Smith     if (snes->nfuncs >= snes->max_funcs) {
832ae15b995SBarry Smith       ierr  = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
833ae15b995SBarry 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);
834ed98166eSMatthew Knepley       *flag = PETSC_FALSE;
83543e71028SBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
836ed98166eSMatthew Knepley       break;
837ed98166eSMatthew Knepley     }
838f5b6597dSBarry Smith     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
8394936397dSBarry Smith     if (snes->domainerror) {
8404936397dSBarry Smith       ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
8414936397dSBarry Smith       PetscFunctionReturn(0);
84219717074SBarry Smith     }
843cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
844f66fdb6dSSatish Balay     if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
845e106eecfSBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*neP->alpha*initslope) { /* sufficient reduction */
84694298653SBarry Smith       if (neP->monitor) {
84794298653SBarry Smith         ierr = PetscViewerASCIIMonitorPrintf(neP->monitor,"    Line Search: Quadratically determined step, lambda=%G\n",lambda);CHKERRQ(ierr);
84894298653SBarry Smith       }
84906259719SBarry Smith       break;
8505e42470aSBarry Smith     }
8515e42470aSBarry Smith     count++;
8525e42470aSBarry Smith   }
853ad922ac9SBarry Smith   theend2:
8548f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
8553c632250SBarry Smith   if (neP->postcheckstep) {
8563c632250SBarry Smith     ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
8573c632250SBarry Smith     if (changed_y) {
85879f36460SBarry Smith       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
8593c632250SBarry Smith     }
8603c632250SBarry Smith     if (changed_y || changed_w) { /* recompute the function if the step has changed */
8613c632250SBarry Smith       ierr = SNESComputeFunction(snes,w,g);
8624936397dSBarry Smith       if (snes->domainerror) {
8634936397dSBarry Smith         ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
8644936397dSBarry Smith         PetscFunctionReturn(0);
86519717074SBarry Smith       }
8668f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
867a9f58f88SMatthew Knepley       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
8688f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
869a9f58f88SMatthew Knepley       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
870f66fdb6dSSatish Balay       if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
8718f99978dSLois Curfman McInnes     }
8728f99978dSLois Curfman McInnes   }
873d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
8743a40ed3dSBarry Smith   PetscFunctionReturn(0);
8755e76c431SBarry Smith }
8762343ba6eSBarry Smith 
87704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
8784a2ae208SSatish Balay #undef __FUNCT__
87917bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet"
880c9e6a524SLois Curfman McInnes /*@C
88117bae607SBarry Smith    SNESLineSearchSet - Sets the line search routine to be used
8824b27c08aSLois Curfman McInnes    by the method SNESLS.
8835e76c431SBarry Smith 
8845e76c431SBarry Smith    Input Parameters:
885c7afd0dbSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
886af2d14d2SLois Curfman McInnes .  lsctx - optional user-defined context for use by line search
887c7afd0dbSLois Curfman McInnes -  func - pointer to int function
8885e76c431SBarry Smith 
889fee21e36SBarry Smith    Collective on SNES
890fee21e36SBarry Smith 
891c4a48953SLois Curfman McInnes    Available Routines:
89217bae607SBarry Smith +  SNESLineSearchCubic() - default line search
89317bae607SBarry Smith .  SNESLineSearchQuadratic() - quadratic line search
89417bae607SBarry Smith .  SNESLineSearchNo() - the full Newton step (actually not a line search)
89517bae607SBarry Smith -  SNESLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel)
8965e76c431SBarry Smith 
897c4a48953SLois Curfman McInnes     Options Database Keys:
8984b27c08aSLois Curfman McInnes +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
8994b27c08aSLois Curfman McInnes .   -snes_ls_alpha <alpha> - Sets alpha
900e106eecfSBarry Smith .   -snes_ls_maxstep <maxstep> - Sets maximum step the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y)
901e106eecfSBarry Smith -   -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use  minlambda / max_i ( y[i]/x[i] )
902c4a48953SLois Curfman McInnes 
9035e76c431SBarry Smith    Calling sequence of func:
904bd208895SLois Curfman McInnes .vb
905dc357ad2SBarry Smith    func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
906bd208895SLois Curfman McInnes .ve
9075e76c431SBarry Smith 
9085e76c431SBarry Smith     Input parameters for func:
909c7afd0dbSLois Curfman McInnes +   snes - nonlinear context
910af2d14d2SLois Curfman McInnes .   lsctx - optional user-defined context for line search
9115e76c431SBarry Smith .   x - current iterate
9125e76c431SBarry Smith .   f - residual evaluated at x
9133c632250SBarry Smith .   y - search direction
914c7afd0dbSLois Curfman McInnes -   fnorm - 2-norm of f
9155e76c431SBarry Smith 
9165e76c431SBarry Smith     Output parameters for func:
917c7afd0dbSLois Curfman McInnes +   g - residual evaluated at new iterate y
9183c632250SBarry Smith .   w - new iterate
9195e76c431SBarry Smith .   gnorm - 2-norm of g
9205e76c431SBarry Smith .   ynorm - 2-norm of search length
921a7cc72afSBarry Smith -   flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure.
922f59ffdedSLois Curfman McInnes 
92336851e7fSLois Curfman McInnes     Level: advanced
92436851e7fSLois Curfman McInnes 
925f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine
926f59ffdedSLois Curfman McInnes 
92717bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchNoNorms(),
92817bae607SBarry Smith           SNESLineSearchSetPostCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams(), SNESLineSearchSetPreCheck()
9295e76c431SBarry Smith @*/
930dc357ad2SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void *lsctx)
9315e76c431SBarry Smith {
932dc357ad2SBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*);
93382bf6240SBarry Smith 
9343a40ed3dSBarry Smith   PetscFunctionBegin;
93517bae607SBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSet_C",(void (**)(void))&f);CHKERRQ(ierr);
93682bf6240SBarry Smith   if (f) {
937af2d14d2SLois Curfman McInnes     ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr);
93882bf6240SBarry Smith   }
9393a40ed3dSBarry Smith   PetscFunctionReturn(0);
9405e76c431SBarry Smith }
9418e019c35SBarry Smith 
942dc357ad2SBarry Smith typedef PetscErrorCode (*FCN2)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscTruth*); /* force argument to next function to not be extern C*/
94304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
944fb2e594dSBarry Smith EXTERN_C_BEGIN
9454a2ae208SSatish Balay #undef __FUNCT__
94617bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet_LS"
94717bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet_LS(SNES snes,FCN2 func,void *lsctx)
94882bf6240SBarry Smith {
94982bf6240SBarry Smith   PetscFunctionBegin;
9504b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->LineSearch = func;
9514b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->lsP        = lsctx;
95282bf6240SBarry Smith   PetscFunctionReturn(0);
95382bf6240SBarry Smith }
954fb2e594dSBarry Smith EXTERN_C_END
95504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
9564a2ae208SSatish Balay #undef __FUNCT__
9573c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck"
958c8dd0c0dSLois Curfman McInnes /*@C
9593c632250SBarry Smith    SNESLineSearchSetPostCheck - Sets a routine to check the validity of new iterate computed
9604b27c08aSLois Curfman McInnes    by the line search routine in the Newton-based method SNESLS.
961c8dd0c0dSLois Curfman McInnes 
962c8dd0c0dSLois Curfman McInnes    Input Parameters:
963c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
9643c632250SBarry Smith .  func - pointer to function
965c8dd0c0dSLois Curfman McInnes -  checkctx - optional user-defined context for use by step checking routine
966c8dd0c0dSLois Curfman McInnes 
967c8dd0c0dSLois Curfman McInnes    Collective on SNES
968c8dd0c0dSLois Curfman McInnes 
969c8dd0c0dSLois Curfman McInnes    Calling sequence of func:
970c8dd0c0dSLois Curfman McInnes .vb
9713c632250SBarry Smith    int func (SNES snes, Vec x,Vec y,Vec w,void *checkctx, PetscTruth *changed_y,PetscTruth *changed_w)
972c8dd0c0dSLois Curfman McInnes .ve
973b1ae27eaSLois Curfman McInnes    where func returns an error code of 0 on success and a nonzero
974b1ae27eaSLois Curfman McInnes    on failure.
975c8dd0c0dSLois Curfman McInnes 
976c8dd0c0dSLois Curfman McInnes    Input parameters for func:
977c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context
978c8dd0c0dSLois Curfman McInnes .  checkctx - optional user-defined context for use by step checking routine
9793c632250SBarry Smith .  x - previous iterate
9803c632250SBarry Smith .  y - new search direction and length
9813c632250SBarry Smith -  w - current candidate iterate
982c8dd0c0dSLois Curfman McInnes 
983c8dd0c0dSLois Curfman McInnes    Output parameters for func:
9843c632250SBarry Smith +  y - search direction (possibly changed)
9853c632250SBarry Smith .  w - current iterate (possibly modified)
9863c632250SBarry Smith .  changed_y - indicates search direction was changed by this routine
9873c632250SBarry Smith -  changed_w - indicates current iterate was changed by this routine
988c8dd0c0dSLois Curfman McInnes 
989c8dd0c0dSLois Curfman McInnes    Level: advanced
990c8dd0c0dSLois Curfman McInnes 
9919e247f21SBarry Smith    Notes: All line searches accept the new iterate computed by the line search checking routine.
9929e247f21SBarry Smith 
9933c632250SBarry Smith    Only one of changed_y and changed_w can  be PETSC_TRUE
9943c632250SBarry Smith 
9953c632250SBarry Smith    On input w = x + y
9963c632250SBarry Smith 
99717bae607SBarry Smith    SNESLineSearchNo() and SNESLineSearchNoNorms() (1) compute a candidate iterate u_{i+1}, (2) pass control
998b1ae27eaSLois Curfman McInnes    to the checking routine, and then (3) compute the corresponding nonlinear
999ea56f5baSLois Curfman McInnes    function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}.
10008f99978dSLois Curfman McInnes 
100117bae607SBarry Smith    SNESLineSearchQuadratic() and SNESLineSearchCubic() (1) compute a candidate iterate u_{i+1} as well as a
1002ea56f5baSLois Curfman McInnes    candidate nonlinear function f(u_{i+1}), (2) pass control to the checking
1003ea56f5baSLois Curfman McInnes    routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes
1004ea56f5baSLois Curfman McInnes    were made to the candidate iterate in the checking routine (as indicated
10059e247f21SBarry Smith    by flag=PETSC_TRUE).  The overhead of this extra function re-evaluation can be
1006b1ae27eaSLois Curfman McInnes    very costly, so use this feature with caution!
10078f99978dSLois Curfman McInnes 
1008c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine
1009c8dd0c0dSLois Curfman McInnes 
101017bae607SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPreCheck()
1011c8dd0c0dSLois Curfman McInnes @*/
10123c632250SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void *checkctx)
1013c8dd0c0dSLois Curfman McInnes {
10143c632250SBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void*);
1015c8dd0c0dSLois Curfman McInnes 
1016c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
10173c632250SBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPostCheck_C",(void (**)(void))&f);CHKERRQ(ierr);
1018c8dd0c0dSLois Curfman McInnes   if (f) {
1019c8dd0c0dSLois Curfman McInnes     ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr);
1020c8dd0c0dSLois Curfman McInnes   }
1021c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
1022c8dd0c0dSLois Curfman McInnes }
102394298653SBarry Smith 
10249c3ca13aSBarry Smith #undef __FUNCT__
10259c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck"
10269c3ca13aSBarry Smith /*@C
10279c3ca13aSBarry Smith    SNESLineSearchSetPreCheck - Sets a routine to check the validity of a new direction given by the linear solve
10287e4bb74cSBarry Smith          before the line search is called.
10299c3ca13aSBarry Smith 
10309c3ca13aSBarry Smith    Input Parameters:
10319c3ca13aSBarry Smith +  snes - nonlinear context obtained from SNESCreate()
10329c3ca13aSBarry Smith .  func - pointer to function
10339c3ca13aSBarry Smith -  checkctx - optional user-defined context for use by step checking routine
10349c3ca13aSBarry Smith 
10359c3ca13aSBarry Smith    Collective on SNES
10369c3ca13aSBarry Smith 
10379c3ca13aSBarry Smith    Calling sequence of func:
10389c3ca13aSBarry Smith .vb
10391e3347e8SBarry Smith    int func (SNES snes, Vec x,Vec y,void *checkctx, PetscTruth *changed_y)
10409c3ca13aSBarry Smith .ve
10419c3ca13aSBarry Smith    where func returns an error code of 0 on success and a nonzero
10429c3ca13aSBarry Smith    on failure.
10439c3ca13aSBarry Smith 
10449c3ca13aSBarry Smith    Input parameters for func:
10459c3ca13aSBarry Smith +  snes - nonlinear context
10469c3ca13aSBarry Smith .  checkctx - optional user-defined context for use by step checking routine
10479c3ca13aSBarry Smith .  x - previous iterate
10489c3ca13aSBarry Smith -  y - new search direction and length
10499c3ca13aSBarry Smith 
10509c3ca13aSBarry Smith    Output parameters for func:
10519c3ca13aSBarry Smith +  y - search direction (possibly changed)
10529c3ca13aSBarry Smith -  changed_y - indicates search direction was changed by this routine
10539c3ca13aSBarry Smith 
10549c3ca13aSBarry Smith    Level: advanced
10559c3ca13aSBarry Smith 
10569c3ca13aSBarry Smith    Notes: All line searches accept the new iterate computed by the line search checking routine.
10579c3ca13aSBarry Smith 
10589c3ca13aSBarry Smith .keywords: SNES, nonlinear, set, line search check, step check, routine
10599c3ca13aSBarry Smith 
10607e4bb74cSBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck(), SNESSetUpdate()
10619c3ca13aSBarry Smith @*/
10629c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,void*,PetscTruth*),void *checkctx)
10639c3ca13aSBarry Smith {
10649c3ca13aSBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,void*,PetscTruth*),void*);
10659c3ca13aSBarry Smith 
10669c3ca13aSBarry Smith   PetscFunctionBegin;
10679c3ca13aSBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPreCheck_C",(void (**)(void))&f);CHKERRQ(ierr);
10689c3ca13aSBarry Smith   if (f) {
10699c3ca13aSBarry Smith     ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr);
10709c3ca13aSBarry Smith   }
10719c3ca13aSBarry Smith   PetscFunctionReturn(0);
10729c3ca13aSBarry Smith }
10739c3ca13aSBarry Smith 
107494298653SBarry Smith #undef __FUNCT__
107594298653SBarry Smith #define __FUNCT__ "SNESLineSearchSetMonitor"
107694298653SBarry Smith /*@C
107794298653SBarry Smith    SNESLineSearchSetMonitor - Prints information about the progress or lack of progress of the line search
107894298653SBarry Smith 
107994298653SBarry Smith    Input Parameters:
108094298653SBarry Smith +  snes - nonlinear context obtained from SNESCreate()
108194298653SBarry Smith -  flg - PETSC_TRUE to monitor the line search
108294298653SBarry Smith 
108394298653SBarry Smith    Collective on SNES
108494298653SBarry Smith 
108594298653SBarry Smith    Options Database:
108694298653SBarry Smith .   -snes_ls_monitor
108794298653SBarry Smith 
108894298653SBarry Smith    Level: intermediate
108994298653SBarry Smith 
109094298653SBarry Smith 
109194298653SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck(), SNESSetUpdate()
109294298653SBarry Smith @*/
109394298653SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetMonitor(SNES snes,PetscTruth flg)
109494298653SBarry Smith {
109594298653SBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscTruth);
109694298653SBarry Smith 
109794298653SBarry Smith   PetscFunctionBegin;
109894298653SBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetMonitor_C",(void (**)(void))&f);CHKERRQ(ierr);
109994298653SBarry Smith   if (f) {
110094298653SBarry Smith     ierr = (*f)(snes,flg);CHKERRQ(ierr);
110194298653SBarry Smith   }
110294298653SBarry Smith   PetscFunctionReturn(0);
110394298653SBarry Smith }
110494298653SBarry Smith 
1105c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */
11069c3ca13aSBarry Smith typedef PetscErrorCode (*FCN1)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*); /* force argument to next function to not be extern C*/
11079c3ca13aSBarry Smith typedef PetscErrorCode (*FCN3)(SNES,Vec,Vec,void*,PetscTruth*);                 /* force argument to next function to not be extern C*/
1108c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN
11094a2ae208SSatish Balay #undef __FUNCT__
11103c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck_LS"
11119c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck_LS(SNES snes,FCN1 func,void *checkctx)
1112c8dd0c0dSLois Curfman McInnes {
1113c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
11143c632250SBarry Smith   ((SNES_LS *)(snes->data))->postcheckstep = func;
11153c632250SBarry Smith   ((SNES_LS *)(snes->data))->postcheck     = checkctx;
1116c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
1117c8dd0c0dSLois Curfman McInnes }
1118c8dd0c0dSLois Curfman McInnes EXTERN_C_END
11199c3ca13aSBarry Smith 
11209c3ca13aSBarry Smith EXTERN_C_BEGIN
11219c3ca13aSBarry Smith #undef __FUNCT__
11229c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck_LS"
11239c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck_LS(SNES snes,FCN3 func,void *checkctx)
11249c3ca13aSBarry Smith {
11259c3ca13aSBarry Smith   PetscFunctionBegin;
11269c3ca13aSBarry Smith   ((SNES_LS *)(snes->data))->precheckstep = func;
11279c3ca13aSBarry Smith   ((SNES_LS *)(snes->data))->precheck     = checkctx;
11289c3ca13aSBarry Smith   PetscFunctionReturn(0);
11299c3ca13aSBarry Smith }
11309c3ca13aSBarry Smith EXTERN_C_END
1131329e7e40SMatthew Knepley 
113294298653SBarry Smith EXTERN_C_BEGIN
113394298653SBarry Smith #undef __FUNCT__
113494298653SBarry Smith #define __FUNCT__ "SNESLineSearchSetMonitor_LS"
113594298653SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetMonitor_LS(SNES snes,PetscTruth flg)
113694298653SBarry Smith {
113794298653SBarry Smith   SNES_LS        *ls = (SNES_LS*)snes->data;
113894298653SBarry Smith   PetscErrorCode ierr;
113994298653SBarry Smith 
114094298653SBarry Smith   PetscFunctionBegin;
114194298653SBarry Smith   if (flg && !ls->monitor) {
114294298653SBarry Smith     ierr = PetscViewerASCIIMonitorCreate(((PetscObject)snes)->comm,"stdout",((PetscObject)snes)->tablevel,&ls->monitor);CHKERRQ(ierr);
114394298653SBarry Smith   } else if (!flg && ls->monitor) {
114494298653SBarry Smith     ierr = PetscViewerASCIIMonitorDestroy(ls->monitor);CHKERRQ(ierr);
114594298653SBarry Smith   }
114694298653SBarry Smith   PetscFunctionReturn(0);
114794298653SBarry Smith }
114894298653SBarry Smith EXTERN_C_END
114994298653SBarry Smith 
1150329e7e40SMatthew Knepley /*
11514b27c08aSLois Curfman McInnes    SNESView_LS - Prints info from the SNESLS data structure.
115204d965bbSLois Curfman McInnes 
115304d965bbSLois Curfman McInnes    Input Parameters:
115404d965bbSLois Curfman McInnes .  SNES - the SNES context
115504d965bbSLois Curfman McInnes .  viewer - visualization context
115604d965bbSLois Curfman McInnes 
115704d965bbSLois Curfman McInnes    Application Interface Routine: SNESView()
115804d965bbSLois Curfman McInnes */
11594a2ae208SSatish Balay #undef __FUNCT__
11604b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS"
11616849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer)
1162a935fc98SLois Curfman McInnes {
11634b27c08aSLois Curfman McInnes   SNES_LS        *ls = (SNES_LS *)snes->data;
11642fc52814SBarry Smith   const char     *cstr;
1165dfbe8321SBarry Smith   PetscErrorCode ierr;
116632077d6dSBarry Smith   PetscTruth     iascii;
1167a935fc98SLois Curfman McInnes 
11683a40ed3dSBarry Smith   PetscFunctionBegin;
116932077d6dSBarry Smith   ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr);
117032077d6dSBarry Smith   if (iascii) {
117117bae607SBarry Smith     if (ls->LineSearch == SNESLineSearchNo)             cstr = "SNESLineSearchNo";
117217bae607SBarry Smith     else if (ls->LineSearch == SNESLineSearchQuadratic) cstr = "SNESLineSearchQuadratic";
117317bae607SBarry Smith     else if (ls->LineSearch == SNESLineSearchCubic)     cstr = "SNESLineSearchCubic";
117419bcc07fSBarry Smith     else                                                cstr = "unknown";
1175b0a32e0cSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  line search variant: %s\n",cstr);CHKERRQ(ierr);
1176e106eecfSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  alpha=%G, maxstep=%G, minlambda=%G\n",ls->alpha,ls->maxstep,ls->minlambda);CHKERRQ(ierr);
11775cd90555SBarry Smith   } else {
117879a5c55eSBarry Smith     SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name);
117919bcc07fSBarry Smith   }
11803a40ed3dSBarry Smith   PetscFunctionReturn(0);
1181a935fc98SLois Curfman McInnes }
118204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
118304d965bbSLois Curfman McInnes /*
11844b27c08aSLois Curfman McInnes    SNESSetFromOptions_LS - Sets various parameters for the SNESLS method.
118504d965bbSLois Curfman McInnes 
118604d965bbSLois Curfman McInnes    Input Parameter:
118704d965bbSLois Curfman McInnes .  snes - the SNES context
118804d965bbSLois Curfman McInnes 
118904d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetFromOptions()
119004d965bbSLois Curfman McInnes */
11914a2ae208SSatish Balay #undef __FUNCT__
11924b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS"
11936849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes)
11945e42470aSBarry Smith {
11954b27c08aSLois Curfman McInnes   SNES_LS        *ls = (SNES_LS *)snes->data;
1196e5999256SBarry Smith   const char     *lses[] = {"basic","basicnonorms","quadratic","cubic"};
1197dfbe8321SBarry Smith   PetscErrorCode ierr;
1198a7cc72afSBarry Smith   PetscInt       indx;
119994298653SBarry Smith   PetscTruth     flg,set;
12005e42470aSBarry Smith 
12013a40ed3dSBarry Smith   PetscFunctionBegin;
1202b0a32e0cSBarry Smith   ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr);
12034b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr);
12044b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr);
1205e106eecfSBarry Smith     ierr = PetscOptionsReal("-snes_ls_minlambda","Minimum lambda allowed","None",ls->minlambda,&ls->minlambda,0);CHKERRQ(ierr);
120694298653SBarry Smith     ierr = PetscOptionsTruth("-snes_ls_monitor","Print progress of line searches","SNESLineSearchSetMonitor",ls->monitor ? PETSC_TRUE : PETSC_FALSE,&flg,&set);CHKERRQ(ierr);
120794298653SBarry Smith     if (set) {ierr = SNESLineSearchSetMonitor(snes,flg);CHKERRQ(ierr);}
1208186905e3SBarry Smith 
120917bae607SBarry Smith     ierr = PetscOptionsEList("-snes_ls","Line search used","SNESLineSearchSet",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr);
121025cdf11fSBarry Smith     if (flg) {
121122e36657SBarry Smith       switch (indx) {
1212b49fd9e1SBarry Smith       case 0:
121317bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchNo,PETSC_NULL);CHKERRQ(ierr);
1214b49fd9e1SBarry Smith         break;
1215b49fd9e1SBarry Smith       case 1:
121617bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr);
1217b49fd9e1SBarry Smith         break;
1218b49fd9e1SBarry Smith       case 2:
121917bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchQuadratic,PETSC_NULL);CHKERRQ(ierr);
1220b49fd9e1SBarry Smith         break;
1221b49fd9e1SBarry Smith       case 3:
122217bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchCubic,PETSC_NULL);CHKERRQ(ierr);
1223b49fd9e1SBarry Smith         break;
12245e42470aSBarry Smith       }
12255e42470aSBarry Smith     }
1226b0a32e0cSBarry Smith   ierr = PetscOptionsTail();CHKERRQ(ierr);
12273a40ed3dSBarry Smith   PetscFunctionReturn(0);
12285e42470aSBarry Smith }
122904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
1230ebe3b25bSBarry Smith /*MC
1231ebe3b25bSBarry Smith       SNESLS - Newton based nonlinear solver that uses a line search
123204d965bbSLois Curfman McInnes 
1233ebe3b25bSBarry Smith    Options Database:
1234ebe3b25bSBarry Smith +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
1235ebe3b25bSBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
1236e106eecfSBarry Smith .   -snes_ls_maxstep <maxstep> - Sets the maximum stepsize the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y)
1237*acbee50cSBarry Smith .   -snes_ls_minlambda <minlambda>  - Sets the minimum lambda the line search will use  minlambda / max_i ( y[i]/x[i] )
1238*acbee50cSBarry Smith -   -snes_ls_monitor - print information about progress of line searches
1239*acbee50cSBarry Smith 
124004d965bbSLois Curfman McInnes 
1241ebe3b25bSBarry Smith     Notes: This is the default nonlinear solver in SNES
124204d965bbSLois Curfman McInnes 
1243ee3001cbSBarry Smith    Level: beginner
1244ee3001cbSBarry Smith 
124517bae607SBarry Smith .seealso:  SNESCreate(), SNES, SNESSetType(), SNESTR, SNESLineSearchSet(),
124617bae607SBarry Smith            SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(),
124717bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck()
1248ebe3b25bSBarry Smith 
1249ebe3b25bSBarry Smith M*/
1250fb2e594dSBarry Smith EXTERN_C_BEGIN
12514a2ae208SSatish Balay #undef __FUNCT__
12524b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS"
125363dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESCreate_LS(SNES snes)
12545e42470aSBarry Smith {
1255dfbe8321SBarry Smith   PetscErrorCode ierr;
12564b27c08aSLois Curfman McInnes   SNES_LS        *neP;
12575e42470aSBarry Smith 
12583a40ed3dSBarry Smith   PetscFunctionBegin;
1259e7788613SBarry Smith   snes->ops->setup	     = SNESSetUp_LS;
1260e7788613SBarry Smith   snes->ops->solve	     = SNESSolve_LS;
1261e7788613SBarry Smith   snes->ops->destroy	     = SNESDestroy_LS;
1262e7788613SBarry Smith   snes->ops->setfromoptions  = SNESSetFromOptions_LS;
1263e7788613SBarry Smith   snes->ops->view            = SNESView_LS;
12645e42470aSBarry Smith 
126538f2d2fdSLisandro Dalcin   ierr                  = PetscNewLog(snes,SNES_LS,&neP);CHKERRQ(ierr);
12665e42470aSBarry Smith   snes->data    	= (void*)neP;
12675e42470aSBarry Smith   neP->alpha		= 1.e-4;
12685e42470aSBarry Smith   neP->maxstep		= 1.e8;
1269e106eecfSBarry Smith   neP->minlambda        = 1.e-12;
127017bae607SBarry Smith   neP->LineSearch       = SNESLineSearchCubic;
1271c8dd0c0dSLois Curfman McInnes   neP->lsP              = PETSC_NULL;
12723c632250SBarry Smith   neP->postcheckstep    = PETSC_NULL;
12733c632250SBarry Smith   neP->postcheck        = PETSC_NULL;
12743c632250SBarry Smith   neP->precheckstep     = PETSC_NULL;
12753c632250SBarry Smith   neP->precheck         = PETSC_NULL;
127682bf6240SBarry Smith 
127794298653SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetMonitor_C","SNESLineSearchSetMonitor_LS",SNESLineSearchSetMonitor_LS);CHKERRQ(ierr);
127894298653SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","SNESLineSearchSet_LS",SNESLineSearchSet_LS);CHKERRQ(ierr);
127994298653SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","SNESLineSearchSetPostCheck_LS",SNESLineSearchSetPostCheck_LS);CHKERRQ(ierr);
128094298653SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","SNESLineSearchSetPreCheck_LS",SNESLineSearchSetPreCheck_LS);CHKERRQ(ierr);
128182bf6240SBarry Smith 
12823a40ed3dSBarry Smith   PetscFunctionReturn(0);
12835e42470aSBarry Smith }
1284fb2e594dSBarry Smith EXTERN_C_END
128582bf6240SBarry Smith 
128682bf6240SBarry Smith 
128782bf6240SBarry Smith 
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