xref: /petsc/src/snes/impls/ls/ls.c (revision b2d88d5273a28e6b0d2143874ae7c94ab772c2ff)
1a5eb4965SSatish Balay #ifdef PETSC_RCS_HEADER
2*b2d88d52SBarry Smith static char vcid[] = "$Id: ls.c,v 1.113 1998/07/23 15:21:14 bsmith Exp bsmith $";
35e76c431SBarry Smith #endif
45e76c431SBarry Smith 
55e76c431SBarry Smith #include <math.h>
670f55243SBarry Smith #include "src/snes/impls/ls/ls.h"
7b16a3bb1SBarry Smith #include "pinclude/pviewer.h"
85e42470aSBarry Smith 
904d965bbSLois Curfman McInnes /*  --------------------------------------------------------------------
1004d965bbSLois Curfman McInnes 
1104d965bbSLois Curfman McInnes      This file implements a truncated Newton method with a line search,
1204d965bbSLois Curfman McInnes      for solving a system of nonlinear equations, using the SLES, Vec,
1304d965bbSLois Curfman McInnes      and Mat interfaces for linear solvers, vectors, and matrices,
1404d965bbSLois Curfman McInnes      respectively.
1504d965bbSLois Curfman McInnes 
16fe6c6bacSLois Curfman McInnes      The following basic routines are required for each nonlinear solver:
1704d965bbSLois Curfman McInnes           SNESCreate_XXX()          - Creates a nonlinear solver context
1804d965bbSLois Curfman McInnes           SNESSetFromOptions_XXX()  - Sets runtime options
19fe6c6bacSLois Curfman McInnes           SNESSolve_XXX()           - Solves the nonlinear system
2004d965bbSLois Curfman McInnes           SNESDestroy_XXX()         - Destroys the nonlinear solver context
2104d965bbSLois Curfman McInnes      The suffix "_XXX" denotes a particular implementation, in this case
2204d965bbSLois Curfman McInnes      we use _EQ_LS (e.g., SNESCreate_EQ_LS, SNESSolve_EQ_LS) for solving
2304d965bbSLois Curfman McInnes      systems of nonlinear equations (EQ) with a line search (LS) method.
2404d965bbSLois Curfman McInnes      These routines are actually called via the common user interface
2504d965bbSLois Curfman McInnes      routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and
2604d965bbSLois Curfman McInnes      SNESDestroy(), so the application code interface remains identical
2704d965bbSLois Curfman McInnes      for all nonlinear solvers.
2804d965bbSLois Curfman McInnes 
2904d965bbSLois Curfman McInnes      Another key routine is:
3004d965bbSLois Curfman McInnes           SNESSetUp_XXX()           - Prepares for the use of a nonlinear solver
3104d965bbSLois Curfman McInnes      by setting data structures and options.   The interface routine SNESSetUp()
3204d965bbSLois Curfman McInnes      is not usually called directly by the user, but instead is called by
3304d965bbSLois Curfman McInnes      SNESSolve() if necessary.
3404d965bbSLois Curfman McInnes 
3504d965bbSLois Curfman McInnes      Additional basic routines are:
3604d965bbSLois Curfman McInnes           SNESPrintHelp_XXX()       - Prints nonlinear solver runtime options
3704d965bbSLois Curfman McInnes           SNESView_XXX()            - Prints details of runtime options that
3804d965bbSLois Curfman McInnes                                       have actually been used.
3904d965bbSLois Curfman McInnes      These are called by application codes via the interface routines
4004d965bbSLois Curfman McInnes      SNESPrintHelp() and SNESView().
4104d965bbSLois Curfman McInnes 
4204d965bbSLois Curfman McInnes      The various types of solvers (preconditioners, Krylov subspace methods,
4304d965bbSLois Curfman McInnes      nonlinear solvers, timesteppers) are all organized similarly, so the
4404d965bbSLois Curfman McInnes      above description applies to these categories also.
4504d965bbSLois Curfman McInnes 
4604d965bbSLois Curfman McInnes     -------------------------------------------------------------------- */
475e42470aSBarry Smith /*
4804d965bbSLois Curfman McInnes    SNESSolve_EQ_LS - Solves a nonlinear system with a truncated Newton
4904d965bbSLois Curfman McInnes    method with a line search.
505e76c431SBarry Smith 
5104d965bbSLois Curfman McInnes    Input Parameters:
5204d965bbSLois Curfman McInnes .  snes - the SNES context
535e76c431SBarry Smith 
5404d965bbSLois Curfman McInnes    Output Parameter:
55c2a78f1aSLois Curfman McInnes .  outits - number of iterations until termination
5604d965bbSLois Curfman McInnes 
5704d965bbSLois Curfman McInnes    Application Interface Routine: SNESSolve()
585e76c431SBarry Smith 
595e76c431SBarry Smith    Notes:
605e76c431SBarry Smith    This implements essentially a truncated Newton method with a
615e76c431SBarry Smith    line search.  By default a cubic backtracking line search
625e76c431SBarry Smith    is employed, as described in the text "Numerical Methods for
635e76c431SBarry Smith    Unconstrained Optimization and Nonlinear Equations" by Dennis
64393d2d9aSLois Curfman McInnes    and Schnabel.
655e76c431SBarry Smith */
665615d1e5SSatish Balay #undef __FUNC__
675615d1e5SSatish Balay #define __FUNC__ "SNESSolve_EQ_LS"
68f63b844aSLois Curfman McInnes int SNESSolve_EQ_LS(SNES snes,int *outits)
695e76c431SBarry Smith {
705e42470aSBarry Smith   SNES_LS       *neP = (SNES_LS *) snes->data;
71761aaf1bSLois Curfman McInnes   int           maxits, i, history_len, ierr, lits, lsfail;
72112a2221SBarry Smith   MatStructure  flg = DIFFERENT_NONZERO_PATTERN;
736b5873e3SBarry Smith   double        fnorm, gnorm, xnorm, ynorm, *history;
745e42470aSBarry Smith   Vec           Y, X, F, G, W, TMP;
755e76c431SBarry Smith 
763a40ed3dSBarry Smith   PetscFunctionBegin;
775e42470aSBarry Smith   history	= snes->conv_hist;	/* convergence history */
7851979daaSLois Curfman McInnes   history_len	= snes->conv_hist_size;	/* convergence history length */
795e42470aSBarry Smith   maxits	= snes->max_its;	/* maximum number of iterations */
805e42470aSBarry Smith   X		= snes->vec_sol;	/* solution vector */
8139e2f89bSBarry Smith   F		= snes->vec_func;	/* residual vector */
825e42470aSBarry Smith   Y		= snes->work[0];	/* work vectors */
835e42470aSBarry Smith   G		= snes->work[1];
845e42470aSBarry Smith   W		= snes->work[2];
855e76c431SBarry Smith 
8625ed9cd1SBarry Smith   snes->iter = 0;
875334005bSBarry Smith   ierr = SNESComputeFunction(snes,X,F); CHKERRQ(ierr);  /*  F(X)      */
88cddf8d76SBarry Smith   ierr = VecNorm(F,NORM_2,&fnorm); CHKERRQ(ierr);	/* fnorm <- ||F||  */
895e42470aSBarry Smith   snes->norm = fnorm;
9051979daaSLois Curfman McInnes   if (history) history[0] = fnorm;
9194a424c1SBarry Smith   SNESMonitor(snes,0,fnorm);
925e76c431SBarry Smith 
933a40ed3dSBarry Smith   if (fnorm < snes->atol) {*outits = 0; PetscFunctionReturn(0);}
9494a9d846SBarry Smith 
95d034289bSBarry Smith   /* set parameter for default relative tolerance convergence test */
96d034289bSBarry Smith   snes->ttol = fnorm*snes->rtol;
97d034289bSBarry Smith 
985e76c431SBarry Smith   for ( i=0; i<maxits; i++ ) {
995e42470aSBarry Smith     snes->iter = i+1;
1005e76c431SBarry Smith 
101ea4d3ed3SLois Curfman McInnes     /* Solve J Y = F, where J is Jacobian matrix */
1025334005bSBarry Smith     ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg); CHKERRQ(ierr);
1035334005bSBarry Smith     ierr = SLESSetOperators(snes->sles,snes->jacobian,snes->jacobian_pre,flg); CHKERRQ(ierr);
10478b31e54SBarry Smith     ierr = SLESSolve(snes->sles,F,Y,&lits); CHKERRQ(ierr);
1057a00f4a9SLois Curfman McInnes     snes->linear_its += PetscAbsInt(lits);
106af1ccdebSLois Curfman McInnes     PLogInfo(snes,"SNESSolve_EQ_LS: iter=%d, linear solve iterations=%d\n",snes->iter,lits);
107ea4d3ed3SLois Curfman McInnes 
108ea4d3ed3SLois Curfman McInnes     /* Compute a (scaled) negative update in the line search routine:
109ea4d3ed3SLois Curfman McInnes          Y <- X - lambda*Y
110ea4d3ed3SLois Curfman McInnes        and evaluate G(Y) = function(Y))
111ea4d3ed3SLois Curfman McInnes     */
11281b6cf68SLois Curfman McInnes     ierr = VecCopy(Y,snes->vec_sol_update_always); CHKERRQ(ierr);
113ddd12767SBarry Smith     ierr = (*neP->LineSearch)(snes,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lsfail); CHKERRQ(ierr);
114af1ccdebSLois Curfman McInnes     PLogInfo(snes,"SNESSolve_EQ_LS: fnorm=%g, gnorm=%g, ynorm=%g, lsfail=%d\n",fnorm,gnorm,ynorm,lsfail);
115761aaf1bSLois Curfman McInnes     if (lsfail) snes->nfailures++;
1165e76c431SBarry Smith 
11739e2f89bSBarry Smith     TMP = F; F = G; snes->vec_func_always = F; G = TMP;
11839e2f89bSBarry Smith     TMP = X; X = Y; snes->vec_sol_always = X;  Y = TMP;
1195e76c431SBarry Smith     fnorm = gnorm;
1205e76c431SBarry Smith 
1215e42470aSBarry Smith     snes->norm = fnorm;
1225e76c431SBarry Smith     if (history && history_len > i+1) history[i+1] = fnorm;
12394a424c1SBarry Smith     SNESMonitor(snes,i+1,fnorm);
1245e76c431SBarry Smith 
1255e76c431SBarry Smith     /* Test for convergence */
12629e0b56fSBarry Smith     if (snes->converged) {
12729e0b56fSBarry Smith       ierr = VecNorm(X,NORM_2,&xnorm); CHKERRQ(ierr);	/* xnorm = || X || */
128bbb6d6a8SBarry Smith       if ((*snes->converged)(snes,xnorm,ynorm,fnorm,snes->cnvP)) {
12916c95cacSBarry Smith         break;
13016c95cacSBarry Smith       }
13116c95cacSBarry Smith     }
13229e0b56fSBarry Smith   }
13339e2f89bSBarry Smith   if (X != snes->vec_sol) {
134393d2d9aSLois Curfman McInnes     ierr = VecCopy(X,snes->vec_sol); CHKERRQ(ierr);
13539e2f89bSBarry Smith     snes->vec_sol_always  = snes->vec_sol;
13639e2f89bSBarry Smith     snes->vec_func_always = snes->vec_func;
13739e2f89bSBarry Smith   }
13852392280SLois Curfman McInnes   if (i == maxits) {
139981c4779SBarry Smith     PLogInfo(snes,"SNESSolve_EQ_LS: Maximum number of iterations has been reached: %d\n",maxits);
14052392280SLois Curfman McInnes     i--;
14152392280SLois Curfman McInnes   }
14251979daaSLois Curfman McInnes   if (history) snes->conv_act_size = (history_len < i+1) ? history_len : i+1;
1435e42470aSBarry Smith   *outits = i+1;
1443a40ed3dSBarry Smith   PetscFunctionReturn(0);
1455e76c431SBarry Smith }
14604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
14704d965bbSLois Curfman McInnes /*
14804d965bbSLois Curfman McInnes    SNESSetUp_EQ_LS - Sets up the internal data structures for the later use
14904d965bbSLois Curfman McInnes    of the SNES_EQ_LS nonlinear solver.
15004d965bbSLois Curfman McInnes 
15104d965bbSLois Curfman McInnes    Input Parameter:
15204d965bbSLois Curfman McInnes .  snes - the SNES context
15304d965bbSLois Curfman McInnes .  x - the solution vector
15404d965bbSLois Curfman McInnes 
15504d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetUp()
15604d965bbSLois Curfman McInnes 
15704d965bbSLois Curfman McInnes    Notes:
15804d965bbSLois Curfman McInnes    For basic use of the SNES solvers the user need not explicitly call
15904d965bbSLois Curfman McInnes    SNESSetUp(), since these actions will automatically occur during
16004d965bbSLois Curfman McInnes    the call to SNESSolve().
16104d965bbSLois Curfman McInnes  */
1625615d1e5SSatish Balay #undef __FUNC__
1635615d1e5SSatish Balay #define __FUNC__ "SNESSetUp_EQ_LS"
164f63b844aSLois Curfman McInnes int SNESSetUp_EQ_LS(SNES snes)
1655e76c431SBarry Smith {
1665e42470aSBarry Smith   int ierr;
1673a40ed3dSBarry Smith 
1683a40ed3dSBarry Smith   PetscFunctionBegin;
16981b6cf68SLois Curfman McInnes   snes->nwork = 4;
170d7e8b826SBarry Smith   ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr);
1715e42470aSBarry Smith   PLogObjectParents(snes,snes->nwork,snes->work);
17281b6cf68SLois Curfman McInnes   snes->vec_sol_update_always = snes->work[3];
1733a40ed3dSBarry Smith   PetscFunctionReturn(0);
1745e76c431SBarry Smith }
17504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
17604d965bbSLois Curfman McInnes /*
17704d965bbSLois Curfman McInnes    SNESDestroy_EQ_LS - Destroys the private SNES_LS context that was created
17804d965bbSLois Curfman McInnes    with SNESCreate_EQ_LS().
17904d965bbSLois Curfman McInnes 
18004d965bbSLois Curfman McInnes    Input Parameter:
18104d965bbSLois Curfman McInnes .  snes - the SNES context
18204d965bbSLois Curfman McInnes 
18304d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetDestroy()
18404d965bbSLois Curfman McInnes  */
1855615d1e5SSatish Balay #undef __FUNC__
186d4bb536fSBarry Smith #define __FUNC__ "SNESDestroy_EQ_LS"
187e1311b90SBarry Smith int SNESDestroy_EQ_LS(SNES snes)
1885e76c431SBarry Smith {
189393d2d9aSLois Curfman McInnes   int  ierr;
1903a40ed3dSBarry Smith 
1913a40ed3dSBarry Smith   PetscFunctionBegin;
1925baf8537SBarry Smith   if (snes->nwork) {
1934b0e389bSBarry Smith     ierr = VecDestroyVecs(snes->work,snes->nwork); CHKERRQ(ierr);
19421c89e3eSBarry Smith   }
1950452661fSBarry Smith   PetscFree(snes->data);
1963a40ed3dSBarry Smith   PetscFunctionReturn(0);
1975e76c431SBarry Smith }
19804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
1995615d1e5SSatish Balay #undef __FUNC__
2005615d1e5SSatish Balay #define __FUNC__ "SNESNoLineSearch"
20182bf6240SBarry Smith 
2024b828684SBarry Smith /*@C
2035e42470aSBarry Smith    SNESNoLineSearch - This routine is not a line search at all;
2045e76c431SBarry Smith    it simply uses the full Newton step.  Thus, this routine is intended
2055e76c431SBarry Smith    to serve as a template and is not recommended for general use.
2065e76c431SBarry Smith 
207c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
208c7afd0dbSLois Curfman McInnes 
2095e76c431SBarry Smith    Input Parameters:
210c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
2115e76c431SBarry Smith .  x - current iterate
2125e76c431SBarry Smith .  f - residual evaluated at x
2135e76c431SBarry Smith .  y - search direction (contains new iterate on output)
2145e76c431SBarry Smith .  w - work vector
215c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
2165e76c431SBarry Smith 
217c4a48953SLois Curfman McInnes    Output Parameters:
218c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
2195e76c431SBarry Smith .  y - new iterate (contains search direction on input)
2205e76c431SBarry Smith .  gnorm - 2-norm of g
2215e76c431SBarry Smith .  ynorm - 2-norm of search length
222c7afd0dbSLois Curfman McInnes -  flag - set to 0, indicating a successful line search
223fee21e36SBarry Smith 
224c4a48953SLois Curfman McInnes    Options Database Key:
225c7afd0dbSLois Curfman McInnes .  -snes_eq_ls basic - Activates SNESNoLineSearch()
226c4a48953SLois Curfman McInnes 
22728ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
22828ae5a21SLois Curfman McInnes 
229f59ffdedSLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(),
23077c4ece6SBarry Smith           SNESSetLineSearch()
2315e76c431SBarry Smith @*/
2325e42470aSBarry Smith int SNESNoLineSearch(SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w,
233761aaf1bSLois Curfman McInnes                      double fnorm, double *ynorm, double *gnorm,int *flag )
2345e76c431SBarry Smith {
2355e42470aSBarry Smith   int    ierr;
2365334005bSBarry Smith   Scalar mone = -1.0;
2375334005bSBarry Smith 
2383a40ed3dSBarry Smith   PetscFunctionBegin;
239761aaf1bSLois Curfman McInnes   *flag = 0;
2407857610eSBarry Smith   PLogEventBegin(SNES_LineSearch,snes,x,f,g);
241cddf8d76SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm); CHKERRQ(ierr);       /* ynorm = || y || */
242ea4d3ed3SLois Curfman McInnes   ierr = VecAYPX(&mone,x,y); CHKERRQ(ierr);            /* y <- y - x      */
243ea4d3ed3SLois Curfman McInnes   ierr = SNESComputeFunction(snes,y,g); CHKERRQ(ierr); /* Compute F(y)    */
244cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr);       /* gnorm = || g || */
2457857610eSBarry Smith   PLogEventEnd(SNES_LineSearch,snes,x,f,g);
2463a40ed3dSBarry Smith   PetscFunctionReturn(0);
2475e76c431SBarry Smith }
24804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
2495615d1e5SSatish Balay #undef __FUNC__
25029e0b56fSBarry Smith #define __FUNC__ "SNESNoLineSearchNoNorms"
25182bf6240SBarry Smith 
25229e0b56fSBarry Smith /*@C
25329e0b56fSBarry Smith    SNESNoLineSearchNoNorms - This routine is not a line search at
25429e0b56fSBarry Smith    all; it simply uses the full Newton step. This version does not
25529e0b56fSBarry Smith    even compute the norm of the function or search direction; this
25629e0b56fSBarry Smith    is intended only when you know the full step is fine and are
25729e0b56fSBarry Smith    not checking for convergence of the nonlinear iteration (for
258c7afd0dbSLois Curfman McInnes    example, you are running always for a fixed number of Newton steps).
259c7afd0dbSLois Curfman McInnes 
260c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
26129e0b56fSBarry Smith 
26229e0b56fSBarry Smith    Input Parameters:
263c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
26429e0b56fSBarry Smith .  x - current iterate
26529e0b56fSBarry Smith .  f - residual evaluated at x
26629e0b56fSBarry Smith .  y - search direction (contains new iterate on output)
26729e0b56fSBarry Smith .  w - work vector
268c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
26929e0b56fSBarry Smith 
27029e0b56fSBarry Smith    Output Parameters:
271c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
27229e0b56fSBarry Smith .  gnorm - not changed
27329e0b56fSBarry Smith .  ynorm - not changed
274c7afd0dbSLois Curfman McInnes -  flag - set to 0, indicating a successful line search
275fee21e36SBarry Smith 
27629e0b56fSBarry Smith    Options Database Key:
277c7afd0dbSLois Curfman McInnes .  -snes_eq_ls basicnonorms - Activates SNESNoLineSearchNoNorms()
27829e0b56fSBarry Smith 
27929e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic
28029e0b56fSBarry Smith 
28129e0b56fSBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(),
28229e0b56fSBarry Smith           SNESSetLineSearch(), SNESNoLineSearch()
28329e0b56fSBarry Smith @*/
28429e0b56fSBarry Smith int SNESNoLineSearchNoNorms(SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w,
28529e0b56fSBarry Smith                      double fnorm, double *ynorm, double *gnorm,int *flag )
28629e0b56fSBarry Smith {
28729e0b56fSBarry Smith   int    ierr;
28829e0b56fSBarry Smith   Scalar mone = -1.0;
28929e0b56fSBarry Smith 
2903a40ed3dSBarry Smith   PetscFunctionBegin;
29129e0b56fSBarry Smith   *flag = 0;
29229e0b56fSBarry Smith   PLogEventBegin(SNES_LineSearch,snes,x,f,g);
29329e0b56fSBarry Smith   ierr = VecAYPX(&mone,x,y); CHKERRQ(ierr);            /* y <- y - x      */
29429e0b56fSBarry Smith   ierr = SNESComputeFunction(snes,y,g); CHKERRQ(ierr); /* Compute F(y)    */
29529e0b56fSBarry Smith   PLogEventEnd(SNES_LineSearch,snes,x,f,g);
2963a40ed3dSBarry Smith   PetscFunctionReturn(0);
29729e0b56fSBarry Smith }
29804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
29929e0b56fSBarry Smith #undef __FUNC__
3005615d1e5SSatish Balay #define __FUNC__ "SNESCubicLineSearch"
3014b828684SBarry Smith /*@C
302f525115eSLois Curfman McInnes    SNESCubicLineSearch - Performs a cubic line search (default line search method).
3035e76c431SBarry Smith 
304c7afd0dbSLois Curfman McInnes    Collective on SNES
305c7afd0dbSLois Curfman McInnes 
3065e76c431SBarry Smith    Input Parameters:
307c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
3085e76c431SBarry Smith .  x - current iterate
3095e76c431SBarry Smith .  f - residual evaluated at x
3105e76c431SBarry Smith .  y - search direction (contains new iterate on output)
3115e76c431SBarry Smith .  w - work vector
312c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
3135e76c431SBarry Smith 
314393d2d9aSLois Curfman McInnes    Output Parameters:
315c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
3165e76c431SBarry Smith .  y - new iterate (contains search direction on input)
3175e76c431SBarry Smith .  gnorm - 2-norm of g
3185e76c431SBarry Smith .  ynorm - 2-norm of search length
319c7afd0dbSLois Curfman McInnes -  flag - 0 if line search succeeds; -1 on failure.
320fee21e36SBarry Smith 
321c4a48953SLois Curfman McInnes    Options Database Key:
322c7afd0dbSLois Curfman McInnes $  -snes_eq_ls cubic - Activates SNESCubicLineSearch()
323c4a48953SLois Curfman McInnes 
3245e76c431SBarry Smith    Notes:
3255e76c431SBarry Smith    This line search is taken from "Numerical Methods for Unconstrained
3265e76c431SBarry Smith    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
3275e76c431SBarry Smith 
32828ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
32928ae5a21SLois Curfman McInnes 
33077c4ece6SBarry Smith .seealso: SNESNoLineSearch(), SNESNoLineSearch(), SNESSetLineSearch()
3315e76c431SBarry Smith @*/
3325e42470aSBarry Smith int SNESCubicLineSearch(SNES snes,Vec x,Vec f,Vec g,Vec y,Vec w,
333761aaf1bSLois Curfman McInnes                         double fnorm,double *ynorm,double *gnorm,int *flag)
3345e76c431SBarry Smith {
335406556e6SLois Curfman McInnes   /*
336406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
337406556e6SLois Curfman McInnes      minimization problem:
338406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
339406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
340406556e6SLois Curfman McInnes    */
341406556e6SLois Curfman McInnes 
342ddd12767SBarry Smith   double  steptol, initslope, lambdaprev, gnormprev, a, b, d, t1, t2;
343ea4d3ed3SLois Curfman McInnes   double  maxstep, minlambda, alpha, lambda, lambdatemp, lambdaneg;
3443a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
3455e42470aSBarry Smith   Scalar  cinitslope, clambda;
3466b5873e3SBarry Smith #endif
3475e42470aSBarry Smith   int     ierr, count;
3485e42470aSBarry Smith   SNES_LS *neP = (SNES_LS *) snes->data;
3495334005bSBarry Smith   Scalar  mone = -1.0,scale;
3505e76c431SBarry Smith 
3513a40ed3dSBarry Smith   PetscFunctionBegin;
3527857610eSBarry Smith   PLogEventBegin(SNES_LineSearch,snes,x,f,g);
353761aaf1bSLois Curfman McInnes   *flag   = 0;
3545e76c431SBarry Smith   alpha   = neP->alpha;
3555e76c431SBarry Smith   maxstep = neP->maxstep;
3565e76c431SBarry Smith   steptol = neP->steptol;
3575e76c431SBarry Smith 
358cddf8d76SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm); CHKERRQ(ierr);
359a1c2b6eeSLois Curfman McInnes   if (*ynorm < snes->atol) {
360a1c2b6eeSLois Curfman McInnes     PLogInfo(snes,"SNESCubicLineSearch: Search direction and size are nearly 0\n");
361a1c2b6eeSLois Curfman McInnes     *gnorm = fnorm;
362a1c2b6eeSLois Curfman McInnes     ierr = VecCopy(x,y); CHKERRQ(ierr);
363a1c2b6eeSLois Curfman McInnes     ierr = VecCopy(f,g); CHKERRQ(ierr);
364ad922ac9SBarry Smith     goto theend1;
36594a9d846SBarry Smith   }
3665e76c431SBarry Smith   if (*ynorm > maxstep) {	/* Step too big, so scale back */
3675e42470aSBarry Smith     scale = maxstep/(*ynorm);
3683a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
36992318cfeSSatish Balay     PLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g\n",PetscReal(scale));
3706b5873e3SBarry Smith #else
37194a424c1SBarry Smith     PLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g\n",scale);
3726b5873e3SBarry Smith #endif
373393d2d9aSLois Curfman McInnes     ierr = VecScale(&scale,y); CHKERRQ(ierr);
3745e76c431SBarry Smith     *ynorm = maxstep;
3755e76c431SBarry Smith   }
3765e76c431SBarry Smith   minlambda = steptol/(*ynorm);
377a703fe33SLois Curfman McInnes   ierr = MatMult(snes->jacobian,y,w); CHKERRQ(ierr);
3783a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
379a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&cinitslope); CHKERRQ(ierr);
38092318cfeSSatish Balay   initslope = PetscReal(cinitslope);
3815e42470aSBarry Smith #else
382a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&initslope); CHKERRQ(ierr);
3835e42470aSBarry Smith #endif
3845e76c431SBarry Smith   if (initslope > 0.0) initslope = -initslope;
3855e76c431SBarry Smith   if (initslope == 0.0) initslope = -1.0;
3865e76c431SBarry Smith 
387393d2d9aSLois Curfman McInnes   ierr = VecCopy(y,w); CHKERRQ(ierr);
3885334005bSBarry Smith   ierr = VecAYPX(&mone,x,w); CHKERRQ(ierr);
38978b31e54SBarry Smith   ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr);
390cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);
391406556e6SLois Curfman McInnes   if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* Sufficient reduction */
392393d2d9aSLois Curfman McInnes     ierr = VecCopy(w,y); CHKERRQ(ierr);
39394a424c1SBarry Smith     PLogInfo(snes,"SNESCubicLineSearch: Using full step\n");
394ad922ac9SBarry Smith     goto theend1;
3955e76c431SBarry Smith   }
3965e76c431SBarry Smith 
3975e76c431SBarry Smith   /* Fit points with quadratic */
3985e76c431SBarry Smith   lambda = 1.0; count = 0;
399a703fe33SLois Curfman McInnes   lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
4005e76c431SBarry Smith   lambdaprev = lambda;
4015e76c431SBarry Smith   gnormprev = *gnorm;
402ddd12767SBarry Smith   if (lambdatemp <= .1*lambda) lambda = .1*lambda;
403ddd12767SBarry Smith   else lambda = lambdatemp;
404393d2d9aSLois Curfman McInnes   ierr   = VecCopy(x,w); CHKERRQ(ierr);
405ea4d3ed3SLois Curfman McInnes   lambdaneg = -lambda;
4063a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
407ea4d3ed3SLois Curfman McInnes   clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr);
4085e42470aSBarry Smith #else
409ea4d3ed3SLois Curfman McInnes   ierr = VecAXPY(&lambdaneg,y,w); CHKERRQ(ierr);
4105e42470aSBarry Smith #endif
41178b31e54SBarry Smith   ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr);
412cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr);
413406556e6SLois Curfman McInnes   if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* sufficient reduction */
414393d2d9aSLois Curfman McInnes     ierr = VecCopy(w,y); CHKERRQ(ierr);
415ea4d3ed3SLois Curfman McInnes     PLogInfo(snes,"SNESCubicLineSearch: Quadratically determined step, lambda=%g\n",lambda);
416ad922ac9SBarry Smith     goto theend1;
4175e76c431SBarry Smith   }
4185e76c431SBarry Smith 
4195e76c431SBarry Smith   /* Fit points with cubic */
4205e76c431SBarry Smith   count = 1;
4215e76c431SBarry Smith   while (1) {
4225e76c431SBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
4232b022350SLois Curfman McInnes       PLogInfo(snes,"SNESCubicLineSearch:Unable to find good step length! %d \n",count);
4242b022350SLois Curfman McInnes       PLogInfo(snes,"SNESCubicLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",
425ea4d3ed3SLois Curfman McInnes                fnorm,*gnorm,*ynorm,lambda,initslope);
426393d2d9aSLois Curfman McInnes       ierr = VecCopy(w,y); CHKERRQ(ierr);
427761aaf1bSLois Curfman McInnes       *flag = -1; break;
4285e76c431SBarry Smith     }
429406556e6SLois Curfman McInnes     t1 = ((*gnorm)*(*gnorm) - fnorm*fnorm)*0.5 - lambda*initslope;
430406556e6SLois Curfman McInnes     t2 = (gnormprev*gnormprev  - fnorm*fnorm)*0.5 - lambdaprev*initslope;
431ddd12767SBarry Smith     a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
4322b022350SLois Curfman McInnes     b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
4335e76c431SBarry Smith     d  = b*b - 3*a*initslope;
4345e76c431SBarry Smith     if (d < 0.0) d = 0.0;
4355e76c431SBarry Smith     if (a == 0.0) {
4365e76c431SBarry Smith       lambdatemp = -initslope/(2.0*b);
4375e76c431SBarry Smith     } else {
4385e76c431SBarry Smith       lambdatemp = (-b + sqrt(d))/(3.0*a);
4395e76c431SBarry Smith     }
4405e76c431SBarry Smith     if (lambdatemp > .5*lambda) {
4415e76c431SBarry Smith       lambdatemp = .5*lambda;
4425e76c431SBarry Smith     }
4435e76c431SBarry Smith     lambdaprev = lambda;
4445e76c431SBarry Smith     gnormprev = *gnorm;
4455e76c431SBarry Smith     if (lambdatemp <= .1*lambda) {
4465e76c431SBarry Smith       lambda = .1*lambda;
4475e76c431SBarry Smith     }
4485e76c431SBarry Smith     else lambda = lambdatemp;
449393d2d9aSLois Curfman McInnes     ierr = VecCopy( x, w ); CHKERRQ(ierr);
450ea4d3ed3SLois Curfman McInnes     lambdaneg = -lambda;
4513a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
452ea4d3ed3SLois Curfman McInnes     clambda = lambdaneg;
453393d2d9aSLois Curfman McInnes     ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr);
4545e42470aSBarry Smith #else
455ea4d3ed3SLois Curfman McInnes     ierr = VecAXPY(&lambdaneg,y,w); CHKERRQ(ierr);
4565e42470aSBarry Smith #endif
45778b31e54SBarry Smith     ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr);
458cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr);
459406556e6SLois Curfman McInnes     if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* is reduction enough? */
460393d2d9aSLois Curfman McInnes       ierr = VecCopy(w,y); CHKERRQ(ierr);
461ea4d3ed3SLois Curfman McInnes       PLogInfo(snes,"SNESCubicLineSearch: Cubically determined step, lambda=%g\n",lambda);
4622715565aSLois Curfman McInnes       goto theend1;
4632b022350SLois Curfman McInnes     } else {
4642b022350SLois Curfman McInnes       PLogInfo(snes,"SNESCubicLineSearch: Cubic step no good, shrinking lambda,  lambda=%g\n",lambda);
4655e76c431SBarry Smith     }
4665e76c431SBarry Smith     count++;
4675e76c431SBarry Smith   }
468ad922ac9SBarry Smith   theend1:
4697857610eSBarry Smith   PLogEventEnd(SNES_LineSearch,snes,x,f,g);
4703a40ed3dSBarry Smith   PetscFunctionReturn(0);
4715e76c431SBarry Smith }
47204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
4735615d1e5SSatish Balay #undef __FUNC__
4745615d1e5SSatish Balay #define __FUNC__ "SNESQuadraticLineSearch"
4754b828684SBarry Smith /*@C
476f525115eSLois Curfman McInnes    SNESQuadraticLineSearch - Performs a quadratic line search.
4775e76c431SBarry Smith 
478c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
479c7afd0dbSLois Curfman McInnes 
4805e42470aSBarry Smith    Input Parameters:
481c7afd0dbSLois Curfman McInnes +  snes - the SNES context
4825e42470aSBarry Smith .  x - current iterate
4835e42470aSBarry Smith .  f - residual evaluated at x
4845e42470aSBarry Smith .  y - search direction (contains new iterate on output)
4855e42470aSBarry Smith .  w - work vector
486c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
4875e42470aSBarry Smith 
488c4a48953SLois Curfman McInnes    Output Parameters:
489c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4905e42470aSBarry Smith .  y - new iterate (contains search direction on input)
4915e42470aSBarry Smith .  gnorm - 2-norm of g
4925e42470aSBarry Smith .  ynorm - 2-norm of search length
493c7afd0dbSLois Curfman McInnes -  flag - 0 if line search succeeds; -1 on failure.
494fee21e36SBarry Smith 
495c4a48953SLois Curfman McInnes    Options Database Key:
496c7afd0dbSLois Curfman McInnes .  -snes_eq_ls quadratic - Activates SNESQuadraticLineSearch()
497c4a48953SLois Curfman McInnes 
4985e42470aSBarry Smith    Notes:
499c7afd0dbSLois Curfman McInnes    Use SNESSetLineSearch() to set this routine within the SNES_EQ_LS method.
5005e42470aSBarry Smith 
501f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search
502f59ffdedSLois Curfman McInnes 
50377c4ece6SBarry Smith .seealso: SNESCubicLineSearch(), SNESNoLineSearch(), SNESSetLineSearch()
5045e42470aSBarry Smith @*/
5055e42470aSBarry Smith int SNESQuadraticLineSearch(SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w,
506761aaf1bSLois Curfman McInnes                            double fnorm, double *ynorm, double *gnorm,int *flag)
5075e76c431SBarry Smith {
508406556e6SLois Curfman McInnes   /*
509406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
510406556e6SLois Curfman McInnes      minimization problem:
511406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
512406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
513406556e6SLois Curfman McInnes    */
51440011551SBarry Smith   double  steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp;
5153a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
5165e42470aSBarry Smith   Scalar  cinitslope,clambda;
5176b5873e3SBarry Smith #endif
5185e42470aSBarry Smith   int     ierr,count;
5195e42470aSBarry Smith   SNES_LS *neP = (SNES_LS *) snes->data;
5205334005bSBarry Smith   Scalar  mone = -1.0,scale;
5215e76c431SBarry Smith 
5223a40ed3dSBarry Smith   PetscFunctionBegin;
5237857610eSBarry Smith   PLogEventBegin(SNES_LineSearch,snes,x,f,g);
524761aaf1bSLois Curfman McInnes   *flag   = 0;
5255e42470aSBarry Smith   alpha   = neP->alpha;
5265e42470aSBarry Smith   maxstep = neP->maxstep;
5275e42470aSBarry Smith   steptol = neP->steptol;
5285e76c431SBarry Smith 
529cddf8d76SBarry Smith   VecNorm(y, NORM_2,ynorm );
530b37302c6SLois Curfman McInnes   if (*ynorm < snes->atol) {
53194a9d846SBarry Smith     PLogInfo(snes,"SNESQuadraticLineSearch: Search direction and size is 0\n");
532b37302c6SLois Curfman McInnes     *gnorm = fnorm;
533b37302c6SLois Curfman McInnes     ierr = VecCopy(x,y); CHKERRQ(ierr);
534b37302c6SLois Curfman McInnes     ierr = VecCopy(f,g); CHKERRQ(ierr);
535ad922ac9SBarry Smith     goto theend2;
53694a9d846SBarry Smith   }
5375e42470aSBarry Smith   if (*ynorm > maxstep) {	/* Step too big, so scale back */
5385e42470aSBarry Smith     scale = maxstep/(*ynorm);
539393d2d9aSLois Curfman McInnes     ierr = VecScale(&scale,y); CHKERRQ(ierr);
5405e42470aSBarry Smith     *ynorm = maxstep;
5415e76c431SBarry Smith   }
5425e42470aSBarry Smith   minlambda = steptol/(*ynorm);
543a703fe33SLois Curfman McInnes   ierr = MatMult(snes->jacobian,y,w); CHKERRQ(ierr);
5443a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
545a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&cinitslope); CHKERRQ(ierr);
54692318cfeSSatish Balay   initslope = PetscReal(cinitslope);
5475e42470aSBarry Smith #else
548a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&initslope); CHKERRQ(ierr);
5495e42470aSBarry Smith #endif
5505e42470aSBarry Smith   if (initslope > 0.0) initslope = -initslope;
5515e42470aSBarry Smith   if (initslope == 0.0) initslope = -1.0;
5525e42470aSBarry Smith 
553393d2d9aSLois Curfman McInnes   ierr = VecCopy(y,w); CHKERRQ(ierr);
5545334005bSBarry Smith   ierr = VecAYPX(&mone,x,w); CHKERRQ(ierr);
55578b31e54SBarry Smith   ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr);
556cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr);
557406556e6SLois Curfman McInnes   if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* Sufficient reduction */
558393d2d9aSLois Curfman McInnes     ierr = VecCopy(w,y); CHKERRQ(ierr);
55994a424c1SBarry Smith     PLogInfo(snes,"SNESQuadraticLineSearch: Using full step\n");
560ad922ac9SBarry Smith     goto theend2;
5615e42470aSBarry Smith   }
5625e42470aSBarry Smith 
5635e42470aSBarry Smith   /* Fit points with quadratic */
5645e42470aSBarry Smith   lambda = 1.0; count = 0;
5655e42470aSBarry Smith   count = 1;
5665e42470aSBarry Smith   while (1) {
5675e42470aSBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
568981c4779SBarry Smith       PLogInfo(snes,"SNESQuadraticLineSearch:Unable to find good step length! %d \n",count);
569981c4779SBarry Smith       PLogInfo(snes,"SNESQuadraticLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",
570ea4d3ed3SLois Curfman McInnes                fnorm,*gnorm,*ynorm,lambda,initslope);
571393d2d9aSLois Curfman McInnes       ierr = VecCopy(w,y); CHKERRQ(ierr);
572761aaf1bSLois Curfman McInnes       *flag = -1; break;
5735e42470aSBarry Smith     }
574a703fe33SLois Curfman McInnes     lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
5755e42470aSBarry Smith     if (lambdatemp <= .1*lambda) {
5765e42470aSBarry Smith       lambda = .1*lambda;
5775e42470aSBarry Smith     } else lambda = lambdatemp;
578393d2d9aSLois Curfman McInnes     ierr = VecCopy(x,w); CHKERRQ(ierr);
5795334005bSBarry Smith     lambda = -lambda;
5803a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
581393d2d9aSLois Curfman McInnes     clambda = lambda; ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr);
5825e42470aSBarry Smith #else
583393d2d9aSLois Curfman McInnes     ierr = VecAXPY(&lambda,y,w); CHKERRQ(ierr);
5845e42470aSBarry Smith #endif
58578b31e54SBarry Smith     ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr);
586cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr);
587406556e6SLois Curfman McInnes     if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* sufficient reduction */
588393d2d9aSLois Curfman McInnes       ierr = VecCopy(w,y); CHKERRQ(ierr);
589981c4779SBarry Smith       PLogInfo(snes,"SNESQuadraticLineSearch:Quadratically determined step, lambda=%g\n",lambda);
59006259719SBarry Smith       break;
5915e42470aSBarry Smith     }
5925e42470aSBarry Smith     count++;
5935e42470aSBarry Smith   }
594ad922ac9SBarry Smith   theend2:
5957857610eSBarry Smith   PLogEventEnd(SNES_LineSearch,snes,x,f,g);
5963a40ed3dSBarry Smith   PetscFunctionReturn(0);
5975e76c431SBarry Smith }
59804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
5995615d1e5SSatish Balay #undef __FUNC__
600d4bb536fSBarry Smith #define __FUNC__ "SNESSetLineSearch"
601c9e6a524SLois Curfman McInnes /*@C
60277c4ece6SBarry Smith    SNESSetLineSearch - Sets the line search routine to be used
603f63b844aSLois Curfman McInnes    by the method SNES_EQ_LS.
6045e76c431SBarry Smith 
6055e76c431SBarry Smith    Input Parameters:
606c7afd0dbSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
607c7afd0dbSLois Curfman McInnes -  func - pointer to int function
6085e76c431SBarry Smith 
609fee21e36SBarry Smith    Collective on SNES
610fee21e36SBarry Smith 
611c4a48953SLois Curfman McInnes    Available Routines:
612c7afd0dbSLois Curfman McInnes +  SNESCubicLineSearch() - default line search
613f59ffdedSLois Curfman McInnes .  SNESQuadraticLineSearch() - quadratic line search
614f59ffdedSLois Curfman McInnes .  SNESNoLineSearch() - the full Newton step (actually not a line search)
615c7afd0dbSLois Curfman McInnes -  SNESNoLineSearchNoNorms() - use the full Newton step (calculate no norms; faster in parallel)
6165e76c431SBarry Smith 
617c4a48953SLois Curfman McInnes     Options Database Keys:
618c7afd0dbSLois Curfman McInnes +   -snes_eq_ls [basic,quadratic,cubic] - Selects line search
619c7afd0dbSLois Curfman McInnes .   -snes_eq_ls_alpha <alpha> - Sets alpha
620c7afd0dbSLois Curfman McInnes .   -snes_eq_ls_maxstep <max> - Sets maxstep
621c7afd0dbSLois Curfman McInnes -   -snes_eq_ls_steptol <steptol> - Sets steptol
622c4a48953SLois Curfman McInnes 
6235e76c431SBarry Smith    Calling sequence of func:
624bd208895SLois Curfman McInnes .vb
625bd208895SLois Curfman McInnes    func (SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w,
626bd208895SLois Curfman McInnes          double fnorm, double *ynorm, double *gnorm, *flag)
627bd208895SLois Curfman McInnes .ve
6285e76c431SBarry Smith 
6295e76c431SBarry Smith     Input parameters for func:
630c7afd0dbSLois Curfman McInnes +   snes - nonlinear context
6315e76c431SBarry Smith .   x - current iterate
6325e76c431SBarry Smith .   f - residual evaluated at x
6335e76c431SBarry Smith .   y - search direction (contains new iterate on output)
6345e76c431SBarry Smith .   w - work vector
635c7afd0dbSLois Curfman McInnes -   fnorm - 2-norm of f
6365e76c431SBarry Smith 
6375e76c431SBarry Smith     Output parameters for func:
638c7afd0dbSLois Curfman McInnes +   g - residual evaluated at new iterate y
6395e76c431SBarry Smith .   y - new iterate (contains search direction on input)
6405e76c431SBarry Smith .   gnorm - 2-norm of g
6415e76c431SBarry Smith .   ynorm - 2-norm of search length
642c7afd0dbSLois Curfman McInnes -   flag - set to 0 if the line search succeeds; a nonzero integer
643761aaf1bSLois Curfman McInnes            on failure.
644f59ffdedSLois Curfman McInnes 
645f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine
646f59ffdedSLois Curfman McInnes 
647f59ffdedSLois Curfman McInnes .seealso: SNESNoLineSearch(), SNESQuadraticLineSearch(), SNESCubicLineSearch()
6485e76c431SBarry Smith @*/
64977c4ece6SBarry Smith int SNESSetLineSearch(SNES snes,int (*func)(SNES,Vec,Vec,Vec,Vec,Vec,
650761aaf1bSLois Curfman McInnes                              double,double*,double*,int*))
6515e76c431SBarry Smith {
652415aef20SBarry Smith   int ierr, (*f)(SNES,int (*)(SNES,Vec,Vec,Vec,Vec,Vec,double,double*,double*,int*));
65382bf6240SBarry Smith 
6543a40ed3dSBarry Smith   PetscFunctionBegin;
65594d884c6SBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearch_C",(void **)&f);CHKERRQ(ierr);
65682bf6240SBarry Smith   if (f) {
65782bf6240SBarry Smith     ierr = (*f)(snes,func);CHKERRQ(ierr);
65882bf6240SBarry Smith   }
6593a40ed3dSBarry Smith   PetscFunctionReturn(0);
6605e76c431SBarry Smith }
66104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
66282bf6240SBarry Smith #undef __FUNC__
66382bf6240SBarry Smith #define __FUNC__ "SNESSetLineSearch_LS"
66482bf6240SBarry Smith int SNESSetLineSearch_LS(SNES snes,int (*func)(SNES,Vec,Vec,Vec,Vec,Vec,
66582bf6240SBarry Smith                          double,double*,double*,int*))
66682bf6240SBarry Smith {
66782bf6240SBarry Smith   PetscFunctionBegin;
66882bf6240SBarry Smith   ((SNES_LS *)(snes->data))->LineSearch = func;
66982bf6240SBarry Smith   PetscFunctionReturn(0);
67082bf6240SBarry Smith }
67104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
67204d965bbSLois Curfman McInnes /*
67304d965bbSLois Curfman McInnes    SNESPrintHelp_EQ_LS - Prints all options for the SNES_EQ_LS method.
67482bf6240SBarry Smith 
67504d965bbSLois Curfman McInnes    Input Parameter:
67604d965bbSLois Curfman McInnes .  snes - the SNES context
67704d965bbSLois Curfman McInnes 
67804d965bbSLois Curfman McInnes    Application Interface Routine: SNESPrintHelp()
67904d965bbSLois Curfman McInnes */
68004d965bbSLois Curfman McInnes 
6815615d1e5SSatish Balay #undef __FUNC__
682d4bb536fSBarry Smith #define __FUNC__ "SNESPrintHelp_EQ_LS"
683f63b844aSLois Curfman McInnes static int SNESPrintHelp_EQ_LS(SNES snes,char *p)
6845e42470aSBarry Smith {
6855e42470aSBarry Smith   SNES_LS *ls = (SNES_LS *)snes->data;
6866daaf66cSBarry Smith 
6873a40ed3dSBarry Smith   PetscFunctionBegin;
68876be9ce4SBarry Smith   (*PetscHelpPrintf)(snes->comm," method SNES_EQ_LS (ls) for systems of nonlinear equations:\n");
68976be9ce4SBarry Smith   (*PetscHelpPrintf)(snes->comm,"   %ssnes_eq_ls [basic,quadratic,cubic]\n",p);
69076be9ce4SBarry Smith   (*PetscHelpPrintf)(snes->comm,"   %ssnes_eq_ls_alpha <alpha> (default %g)\n",p,ls->alpha);
69176be9ce4SBarry Smith   (*PetscHelpPrintf)(snes->comm,"   %ssnes_eq_ls_maxstep <max> (default %g)\n",p,ls->maxstep);
69276be9ce4SBarry Smith   (*PetscHelpPrintf)(snes->comm,"   %ssnes_eq_ls_steptol <tol> (default %g)\n",p,ls->steptol);
6933a40ed3dSBarry Smith   PetscFunctionReturn(0);
6945e42470aSBarry Smith }
69504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
69604d965bbSLois Curfman McInnes /*
69704d965bbSLois Curfman McInnes    SNESView_EQ_LS - Prints the SNES_EQ_LS data structure.
69804d965bbSLois Curfman McInnes 
69904d965bbSLois Curfman McInnes    Input Parameters:
70004d965bbSLois Curfman McInnes .  SNES - the SNES context
70104d965bbSLois Curfman McInnes .  viewer - visualization context
70204d965bbSLois Curfman McInnes 
70304d965bbSLois Curfman McInnes    Application Interface Routine: SNESView()
70404d965bbSLois Curfman McInnes */
7055615d1e5SSatish Balay #undef __FUNC__
706d4bb536fSBarry Smith #define __FUNC__ "SNESView_EQ_LS"
707e1311b90SBarry Smith static int SNESView_EQ_LS(SNES snes,Viewer viewer)
708a935fc98SLois Curfman McInnes {
709a935fc98SLois Curfman McInnes   SNES_LS    *ls = (SNES_LS *)snes->data;
710d636dbe3SBarry Smith   FILE       *fd;
71119bcc07fSBarry Smith   char       *cstr;
71251695f54SLois Curfman McInnes   int        ierr;
71319bcc07fSBarry Smith   ViewerType vtype;
714a935fc98SLois Curfman McInnes 
7153a40ed3dSBarry Smith   PetscFunctionBegin;
71619bcc07fSBarry Smith   ierr = ViewerGetType(viewer,&vtype); CHKERRQ(ierr);
71719bcc07fSBarry Smith   if (vtype  == ASCII_FILE_VIEWER || vtype == ASCII_FILES_VIEWER) {
71890ace30eSBarry Smith     ierr = ViewerASCIIGetPointer(viewer,&fd); CHKERRQ(ierr);
71919bcc07fSBarry Smith     if (ls->LineSearch == SNESNoLineSearch) cstr = "SNESNoLineSearch";
72019bcc07fSBarry Smith     else if (ls->LineSearch == SNESQuadraticLineSearch) cstr = "SNESQuadraticLineSearch";
72119bcc07fSBarry Smith     else if (ls->LineSearch == SNESCubicLineSearch) cstr = "SNESCubicLineSearch";
72219bcc07fSBarry Smith     else cstr = "unknown";
72377c4ece6SBarry Smith     PetscFPrintf(snes->comm,fd,"    line search variant: %s\n",cstr);
72477c4ece6SBarry Smith     PetscFPrintf(snes->comm,fd,"    alpha=%g, maxstep=%g, steptol=%g\n",
725a935fc98SLois Curfman McInnes                  ls->alpha,ls->maxstep,ls->steptol);
7265cd90555SBarry Smith   } else {
7275cd90555SBarry Smith     SETERRQ(1,1,"Viewer type not supported for this object");
72819bcc07fSBarry Smith   }
7293a40ed3dSBarry Smith   PetscFunctionReturn(0);
730a935fc98SLois Curfman McInnes }
73104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
73204d965bbSLois Curfman McInnes /*
73304d965bbSLois Curfman McInnes    SNESSetFromOptions_EQ_LS - Sets various parameters for the SNES_EQ_LS method.
73404d965bbSLois Curfman McInnes 
73504d965bbSLois Curfman McInnes    Input Parameter:
73604d965bbSLois Curfman McInnes .  snes - the SNES context
73704d965bbSLois Curfman McInnes 
73804d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetFromOptions()
73904d965bbSLois Curfman McInnes */
7405615d1e5SSatish Balay #undef __FUNC__
7415615d1e5SSatish Balay #define __FUNC__ "SNESSetFromOptions_EQ_LS"
742f63b844aSLois Curfman McInnes static int SNESSetFromOptions_EQ_LS(SNES snes)
7435e42470aSBarry Smith {
7445e42470aSBarry Smith   SNES_LS *ls = (SNES_LS *)snes->data;
7455e42470aSBarry Smith   char    ver[16];
7465e42470aSBarry Smith   double  tmp;
74725cdf11fSBarry Smith   int     ierr,flg;
7485e42470aSBarry Smith 
7493a40ed3dSBarry Smith   PetscFunctionBegin;
75009d61ba7SLois Curfman McInnes   ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_alpha",&tmp, &flg);CHKERRQ(ierr);
75125cdf11fSBarry Smith   if (flg) {
7525e42470aSBarry Smith     ls->alpha = tmp;
7535e42470aSBarry Smith   }
75409d61ba7SLois Curfman McInnes   ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_maxstep",&tmp, &flg);CHKERRQ(ierr);
75525cdf11fSBarry Smith   if (flg) {
7565e42470aSBarry Smith     ls->maxstep = tmp;
7575e42470aSBarry Smith   }
75809d61ba7SLois Curfman McInnes   ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_steptol",&tmp, &flg);CHKERRQ(ierr);
75925cdf11fSBarry Smith   if (flg) {
7605e42470aSBarry Smith     ls->steptol = tmp;
7615e42470aSBarry Smith   }
76209d61ba7SLois Curfman McInnes   ierr = OptionsGetString(snes->prefix,"-snes_eq_ls",ver,16, &flg); CHKERRQ(ierr);
76325cdf11fSBarry Smith   if (flg) {
76448d91487SBarry Smith     if (!PetscStrcmp(ver,"basic")) {
765*b2d88d52SBarry Smith       ierr = SNESSetLineSearch(snes,SNESNoLineSearch);CHKERRQ(ierr);
766*b2d88d52SBarry Smith     } else if (!PetscStrcmp(ver,"basicnonorms")) {
767*b2d88d52SBarry Smith       ierr = SNESSetLineSearch(snes,SNESNoLineSearchNoNorms);CHKERRQ(ierr);
768*b2d88d52SBarry Smith     } else if (!PetscStrcmp(ver,"quadratic")) {
769*b2d88d52SBarry Smith       ierr = SNESSetLineSearch(snes,SNESQuadraticLineSearch);CHKERRQ(ierr);
770*b2d88d52SBarry Smith     } else if (!PetscStrcmp(ver,"cubic")) {
771*b2d88d52SBarry Smith       ierr = SNESSetLineSearch(snes,SNESCubicLineSearch);CHKERRQ(ierr);
7725e42470aSBarry Smith     }
773a8c6a408SBarry Smith     else {SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,0,"Unknown line search");}
7745e42470aSBarry Smith   }
7753a40ed3dSBarry Smith   PetscFunctionReturn(0);
7765e42470aSBarry Smith }
77704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
77804d965bbSLois Curfman McInnes /*
77904d965bbSLois Curfman McInnes    SNESCreate_EQ_LS - Creates a nonlinear solver context for the SNES_EQ_LS method,
78004d965bbSLois Curfman McInnes    SNES_LS, and sets this as the private data within the generic nonlinear solver
78104d965bbSLois Curfman McInnes    context, SNES, that was created within SNESCreate().
78204d965bbSLois Curfman McInnes 
78304d965bbSLois Curfman McInnes 
78404d965bbSLois Curfman McInnes    Input Parameter:
78504d965bbSLois Curfman McInnes .  snes - the SNES context
78604d965bbSLois Curfman McInnes 
78704d965bbSLois Curfman McInnes    Application Interface Routine: SNESCreate()
78804d965bbSLois Curfman McInnes  */
7895615d1e5SSatish Balay #undef __FUNC__
7905615d1e5SSatish Balay #define __FUNC__ "SNESCreate_EQ_LS"
791f63b844aSLois Curfman McInnes int SNESCreate_EQ_LS(SNES snes)
7925e42470aSBarry Smith {
79382bf6240SBarry Smith   int     ierr;
7945e42470aSBarry Smith   SNES_LS *neP;
7955e42470aSBarry Smith 
7963a40ed3dSBarry Smith   PetscFunctionBegin;
797a8c6a408SBarry Smith   if (snes->method_class != SNES_NONLINEAR_EQUATIONS) {
798a8c6a408SBarry Smith     SETERRQ(PETSC_ERR_ARG_WRONG,0,"For SNES_NONLINEAR_EQUATIONS only");
799a8c6a408SBarry Smith   }
80082bf6240SBarry Smith 
801f63b844aSLois Curfman McInnes   snes->setup		= SNESSetUp_EQ_LS;
802f63b844aSLois Curfman McInnes   snes->solve		= SNESSolve_EQ_LS;
803f63b844aSLois Curfman McInnes   snes->destroy		= SNESDestroy_EQ_LS;
804f63b844aSLois Curfman McInnes   snes->converged	= SNESConverged_EQ_LS;
805f63b844aSLois Curfman McInnes   snes->printhelp       = SNESPrintHelp_EQ_LS;
806f63b844aSLois Curfman McInnes   snes->setfromoptions  = SNESSetFromOptions_EQ_LS;
807f63b844aSLois Curfman McInnes   snes->view            = SNESView_EQ_LS;
8085baf8537SBarry Smith   snes->nwork           = 0;
8095e42470aSBarry Smith 
8100452661fSBarry Smith   neP			= PetscNew(SNES_LS);   CHKPTRQ(neP);
811ff782a9fSLois Curfman McInnes   PLogObjectMemory(snes,sizeof(SNES_LS));
8125e42470aSBarry Smith   snes->data    	= (void *) neP;
8135e42470aSBarry Smith   neP->alpha		= 1.e-4;
8145e42470aSBarry Smith   neP->maxstep		= 1.e8;
8155e42470aSBarry Smith   neP->steptol		= 1.e-12;
8165e42470aSBarry Smith   neP->LineSearch       = SNESCubicLineSearch;
81782bf6240SBarry Smith 
81894d884c6SBarry Smith   ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESSetLineSearch_C","SNESSetLineSearch_LS",
819e1311b90SBarry Smith                     (void*)SNESSetLineSearch_LS);CHKERRQ(ierr);
82082bf6240SBarry Smith 
8213a40ed3dSBarry Smith   PetscFunctionReturn(0);
8225e42470aSBarry Smith }
8235e42470aSBarry Smith 
82482bf6240SBarry Smith 
82582bf6240SBarry Smith 
82682bf6240SBarry Smith 
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