xref: /petsc/src/snes/impls/ls/ls.c (revision bb9195b68930f4ece5ada30cf6d7d5963904e3ff)
163dd3a1aSKris Buschelman #define PETSCSNES_DLL
25e76c431SBarry Smith 
370f55243SBarry Smith #include "src/snes/impls/ls/ls.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);
679e247f21SBarry Smith     if (a1) {
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;
15785385478SLisandro Dalcin   snes->norm = 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 {
305dfbe8321SBarry Smith   PetscErrorCode ierr;
3063a40ed3dSBarry Smith 
3073a40ed3dSBarry Smith   PetscFunctionBegin;
30885385478SLisandro Dalcin   if (snes->vec_sol_update) {
30985385478SLisandro Dalcin     ierr = VecDestroy(snes->vec_sol_update);CHKERRQ(ierr);
31085385478SLisandro Dalcin     snes->vec_sol_update = PETSC_NULL;
31185385478SLisandro Dalcin   }
3125baf8537SBarry Smith   if (snes->nwork) {
3134b0e389bSBarry Smith     ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr);
31485385478SLisandro Dalcin     snes->nwork = 0;
31585385478SLisandro Dalcin     snes->work  = PETSC_NULL;
31621c89e3eSBarry Smith   }
3175c704376SSatish Balay   ierr = PetscFree(snes->data);CHKERRQ(ierr);
318557d3f75SLisandro Dalcin 
319557d3f75SLisandro Dalcin   /* clear composed functions */
320557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","",PETSC_NULL);CHKERRQ(ierr);
321557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","",PETSC_NULL);CHKERRQ(ierr);
322557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","",PETSC_NULL);CHKERRQ(ierr);
323557d3f75SLisandro Dalcin 
3243a40ed3dSBarry Smith   PetscFunctionReturn(0);
3255e76c431SBarry Smith }
32604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
3274a2ae208SSatish Balay #undef __FUNCT__
32817bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNo"
32982bf6240SBarry Smith 
3304b828684SBarry Smith /*@C
33117bae607SBarry Smith    SNESLineSearchNo - This routine is not a line search at all;
3325e76c431SBarry Smith    it simply uses the full Newton step.  Thus, this routine is intended
3335e76c431SBarry Smith    to serve as a template and is not recommended for general use.
3345e76c431SBarry Smith 
335c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
336c7afd0dbSLois Curfman McInnes 
3375e76c431SBarry Smith    Input Parameters:
338c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
339af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
3405e76c431SBarry Smith .  x - current iterate
3415e76c431SBarry Smith .  f - residual evaluated at x
3423c632250SBarry Smith .  y - search direction
3435e76c431SBarry Smith .  w - work vector
344dc357ad2SBarry Smith .  fnorm - 2-norm of f
345dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
3465e76c431SBarry Smith 
347c4a48953SLois Curfman McInnes    Output Parameters:
348c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
3493c632250SBarry Smith .  w - new iterate
3505e76c431SBarry Smith .  gnorm - 2-norm of g
3515e76c431SBarry Smith .  ynorm - 2-norm of search length
352a7cc72afSBarry Smith -  flag - PETSC_TRUE on success, PETSC_FALSE on failure
353fee21e36SBarry Smith 
354c4a48953SLois Curfman McInnes    Options Database Key:
35517bae607SBarry Smith .  -snes_ls basic - Activates SNESLineSearchNo()
356c4a48953SLois Curfman McInnes 
35736851e7fSLois Curfman McInnes    Level: advanced
35836851e7fSLois Curfman McInnes 
35928ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
36028ae5a21SLois Curfman McInnes 
36117bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
36217bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNoNorms()
3635e76c431SBarry Smith @*/
364dc357ad2SBarry 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)
3655e76c431SBarry Smith {
366dfbe8321SBarry Smith   PetscErrorCode ierr;
3674b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
3683c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
3695334005bSBarry Smith 
3703a40ed3dSBarry Smith   PetscFunctionBegin;
371a7cc72afSBarry Smith   *flag = PETSC_TRUE;
372d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
373a3b38805SLois Curfman McInnes   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);         /* ynorm = || y || */
37479f36460SBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
3753c632250SBarry Smith   if (neP->postcheckstep) {
3763c632250SBarry Smith    ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
3778f99978dSLois Curfman McInnes   }
3783c632250SBarry Smith   if (changed_y) {
37979f36460SBarry Smith     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
3803c632250SBarry Smith   }
3814936397dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
3824936397dSBarry Smith   if (!snes->domainerror) {
383a3b38805SLois Curfman McInnes     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);  /* gnorm = || g || */
384f66fdb6dSSatish Balay     if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
3854936397dSBarry Smith   }
386d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
3873a40ed3dSBarry Smith   PetscFunctionReturn(0);
3885e76c431SBarry Smith }
38904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
3904a2ae208SSatish Balay #undef __FUNCT__
39117bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNoNorms"
39282bf6240SBarry Smith 
39329e0b56fSBarry Smith /*@C
39417bae607SBarry Smith    SNESLineSearchNoNorms - This routine is not a line search at
39529e0b56fSBarry Smith    all; it simply uses the full Newton step. This version does not
39629e0b56fSBarry Smith    even compute the norm of the function or search direction; this
39729e0b56fSBarry Smith    is intended only when you know the full step is fine and are
39829e0b56fSBarry Smith    not checking for convergence of the nonlinear iteration (for
399c7afd0dbSLois Curfman McInnes    example, you are running always for a fixed number of Newton steps).
400c7afd0dbSLois Curfman McInnes 
401c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
40229e0b56fSBarry Smith 
40329e0b56fSBarry Smith    Input Parameters:
404c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
405af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
40629e0b56fSBarry Smith .  x - current iterate
40729e0b56fSBarry Smith .  f - residual evaluated at x
4083c632250SBarry Smith .  y - search direction
40929e0b56fSBarry Smith .  w - work vector
410dc357ad2SBarry Smith .  fnorm - 2-norm of f
411dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
41229e0b56fSBarry Smith 
41329e0b56fSBarry Smith    Output Parameters:
414c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4153c632250SBarry Smith .  w - new iterate
41629e0b56fSBarry Smith .  gnorm - not changed
41729e0b56fSBarry Smith .  ynorm - not changed
418a7cc72afSBarry Smith -  flag - set to PETSC_TRUE indicating a successful line search
419fee21e36SBarry Smith 
42029e0b56fSBarry Smith    Options Database Key:
42117bae607SBarry Smith .  -snes_ls basicnonorms - Activates SNESLineSearchNoNorms()
42229e0b56fSBarry Smith 
4238cbba510SBarry Smith    Notes:
42417bae607SBarry Smith    SNESLineSearchNoNorms() must be used in conjunction with
425ea56f5baSLois Curfman McInnes    either the options
426ea56f5baSLois Curfman McInnes $     -snes_no_convergence_test -snes_max_it <its>
427ea56f5baSLois Curfman McInnes    or alternatively a user-defined custom test set via
428329f5518SBarry Smith    SNESSetConvergenceTest(); or a -snes_max_it of 1,
429329f5518SBarry Smith    otherwise, the SNES solver will generate an error.
430329f5518SBarry Smith 
431329f5518SBarry Smith    During the final iteration this will not evaluate the function at
432329f5518SBarry Smith    the solution point. This is to save a function evaluation while
433329f5518SBarry Smith    using pseudo-timestepping.
4348cbba510SBarry Smith 
435ea56f5baSLois Curfman McInnes    The residual norms printed by monitoring routines such as
436a6570f20SBarry Smith    SNESMonitorDefault() (as activated via -snes_monitor) will not be
437ea56f5baSLois Curfman McInnes    correct, since they are not computed.
438ea56f5baSLois Curfman McInnes 
439ea56f5baSLois Curfman McInnes    Level: advanced
4408cbba510SBarry Smith 
44129e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic
44229e0b56fSBarry Smith 
44317bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
44417bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNo()
44529e0b56fSBarry Smith @*/
446dc357ad2SBarry 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)
44729e0b56fSBarry Smith {
448dfbe8321SBarry Smith   PetscErrorCode ierr;
4494b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
4503c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
45129e0b56fSBarry Smith 
4523a40ed3dSBarry Smith   PetscFunctionBegin;
453a7cc72afSBarry Smith   *flag = PETSC_TRUE;
454d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
45579f36460SBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y      */
4563c632250SBarry Smith   if (neP->postcheckstep) {
4573c632250SBarry Smith    ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
4583c632250SBarry Smith   }
4593c632250SBarry Smith   if (changed_y) {
46079f36460SBarry Smith     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
4618f99978dSLois Curfman McInnes   }
462329f5518SBarry Smith 
463329f5518SBarry Smith   /* don't evaluate function the last time through */
464329f5518SBarry Smith   if (snes->iter < snes->max_its-1) {
4654936397dSBarry Smith     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
466329f5518SBarry Smith   }
467d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
4683a40ed3dSBarry Smith   PetscFunctionReturn(0);
46929e0b56fSBarry Smith }
47004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
4714a2ae208SSatish Balay #undef __FUNCT__
47217bae607SBarry Smith #define __FUNCT__ "SNESLineSearchCubic"
4734b828684SBarry Smith /*@C
47417bae607SBarry Smith    SNESLineSearchCubic - Performs a cubic line search (default line search method).
4755e76c431SBarry Smith 
476c7afd0dbSLois Curfman McInnes    Collective on SNES
477c7afd0dbSLois Curfman McInnes 
4785e76c431SBarry Smith    Input Parameters:
479c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
480af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
4815e76c431SBarry Smith .  x - current iterate
4825e76c431SBarry Smith .  f - residual evaluated at x
4833c632250SBarry Smith .  y - search direction
4845e76c431SBarry Smith .  w - work vector
485dc357ad2SBarry Smith .  fnorm - 2-norm of f
486dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
4875e76c431SBarry Smith 
488393d2d9aSLois Curfman McInnes    Output Parameters:
489c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4903c632250SBarry Smith .  w - new iterate
4915e76c431SBarry Smith .  gnorm - 2-norm of g
4925e76c431SBarry Smith .  ynorm - 2-norm of search length
493a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
494fee21e36SBarry Smith 
495c4a48953SLois Curfman McInnes    Options Database Key:
49617bae607SBarry Smith $  -snes_ls cubic - Activates SNESLineSearchCubic()
497c4a48953SLois Curfman McInnes 
4985e76c431SBarry Smith    Notes:
4995e76c431SBarry Smith    This line search is taken from "Numerical Methods for Unconstrained
5005e76c431SBarry Smith    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
5015e76c431SBarry Smith 
50236851e7fSLois Curfman McInnes    Level: advanced
50336851e7fSLois Curfman McInnes 
50428ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
50528ae5a21SLois Curfman McInnes 
50617bae607SBarry Smith .seealso: SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
5075e76c431SBarry Smith @*/
508dc357ad2SBarry 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)
5095e76c431SBarry Smith {
510406556e6SLois Curfman McInnes   /*
511406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
512406556e6SLois Curfman McInnes      minimization problem:
513406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
514406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
515406556e6SLois Curfman McInnes    */
516406556e6SLois Curfman McInnes 
5175ca10a37SBarry Smith   PetscReal      steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength;
518275d25c3SBarry Smith   PetscReal      maxstep,minlambda,alpha,lambda,lambdatemp;
519aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
520f5b6597dSBarry Smith   PetscScalar    cinitslope;
5216b5873e3SBarry Smith #endif
522dfbe8321SBarry Smith   PetscErrorCode ierr;
523a7cc72afSBarry Smith   PetscInt       count;
5244b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
52579f36460SBarry Smith   PetscScalar    scale;
5263c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
5275e76c431SBarry Smith 
5283a40ed3dSBarry Smith   PetscFunctionBegin;
529d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
530a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
5315e76c431SBarry Smith   alpha   = neP->alpha;
5325e76c431SBarry Smith   maxstep = neP->maxstep;
533dc357ad2SBarry Smith   steptol = snes->xtol;
5345e76c431SBarry Smith 
535cddf8d76SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
5369e247f21SBarry Smith   if (!*ynorm) {
537ae15b995SBarry Smith     ierr = PetscInfo(snes,"Search direction and size is 0\n");CHKERRQ(ierr);
538a1c2b6eeSLois Curfman McInnes     *gnorm = fnorm;
5393c632250SBarry Smith     ierr   = VecCopy(x,w);CHKERRQ(ierr);
540a1c2b6eeSLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
541a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
542ad922ac9SBarry Smith     goto theend1;
54394a9d846SBarry Smith   }
5445e76c431SBarry Smith   if (*ynorm > maxstep) {	/* Step too big, so scale back */
5455e42470aSBarry Smith     scale = maxstep/(*ynorm);
546ae15b995SBarry Smith     ierr = PetscInfo2(snes,"Scaling step by %G old ynorm %G\n",PetscRealPart(scale),*ynorm);CHKERRQ(ierr);
5472dcb1b2aSMatthew Knepley     ierr = VecScale(y,scale);CHKERRQ(ierr);
5485e76c431SBarry Smith     *ynorm = maxstep;
5495e76c431SBarry Smith   }
550ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
5515ca10a37SBarry Smith   minlambda = steptol/rellength;
552a703fe33SLois Curfman McInnes   ierr      = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
553aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
554a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
555329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
5565e42470aSBarry Smith #else
557a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&initslope);CHKERRQ(ierr);
5585e42470aSBarry Smith #endif
5595e76c431SBarry Smith   if (initslope > 0.0)  initslope = -initslope;
5605e76c431SBarry Smith   if (initslope == 0.0) initslope = -1.0;
5615e76c431SBarry Smith 
562e68848bdSBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
56343e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
564ae15b995SBarry Smith     ierr  = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
56543e71028SBarry Smith     *flag = PETSC_FALSE;
56643e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
56743e71028SBarry Smith     goto theend1;
56843e71028SBarry Smith   }
5694936397dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
5704936397dSBarry Smith   if (snes->domainerror) {
5714936397dSBarry Smith     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
5724936397dSBarry Smith     PetscFunctionReturn(0);
57319717074SBarry Smith   }
574313b5538SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
575f66fdb6dSSatish Balay   if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
576f5b6597dSBarry Smith   ierr = PetscInfo2(snes,"Initial fnorm %G gnorm %G\n",fnorm,*gnorm);CHKERRQ(ierr);
5775d1a10b1SBarry Smith   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */
578f5b6597dSBarry Smith     ierr = PetscInfo2(snes,"Using full step: fnorm %G gnorm %G\n",fnorm,*gnorm);CHKERRQ(ierr);
579ad922ac9SBarry Smith     goto theend1;
5805e76c431SBarry Smith   }
581dc357ad2SBarry Smith   if (*ynorm < xnorm*snes->xtol) {
582dc357ad2SBarry Smith     ierr = PetscInfo3(snes,"Using full step: because ynorm %G < xnorm %G * steptol %G (i.e. Newton step is below tolerance)\n",*ynorm,xnorm,snes->xtol);CHKERRQ(ierr);
583dc357ad2SBarry Smith     *flag = PETSC_TRUE;
584dc357ad2SBarry Smith     goto theend1;
585dc357ad2SBarry Smith   }
586dc357ad2SBarry Smith 
5875e76c431SBarry Smith 
5885e76c431SBarry Smith   /* Fit points with quadratic */
589313b5538SBarry Smith   lambda     = 1.0;
590a703fe33SLois Curfman McInnes   lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
5915e76c431SBarry Smith   lambdaprev = lambda;
5925e76c431SBarry Smith   gnormprev  = *gnorm;
593329f5518SBarry Smith   if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
594ddd12767SBarry Smith   if (lambdatemp <= .1*lambda) lambda = .1*lambda;
595ddd12767SBarry Smith   else                         lambda = lambdatemp;
596275d25c3SBarry Smith 
597e68848bdSBarry Smith   ierr  = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
59843e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
599ae15b995SBarry Smith     ierr  = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr);
60043e71028SBarry Smith     *flag = PETSC_FALSE;
60143e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
60243e71028SBarry Smith     goto theend1;
60343e71028SBarry Smith   }
604f5b6597dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
6054936397dSBarry Smith   if (snes->domainerror) {
6064936397dSBarry Smith     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6074936397dSBarry Smith     PetscFunctionReturn(0);
60819717074SBarry Smith   }
609cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
610f66fdb6dSSatish Balay   if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
611f5b6597dSBarry Smith   ierr = PetscInfo1(snes,"gnorm after quadratic fit %G\n",*gnorm);CHKERRQ(ierr);
6125ed2d596SBarry Smith   if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */
613ae15b995SBarry Smith     ierr = PetscInfo1(snes,"Quadratically determined step, lambda=%18.16e\n",lambda);CHKERRQ(ierr);
614ad922ac9SBarry Smith     goto theend1;
6155e76c431SBarry Smith   }
6165e76c431SBarry Smith 
6175e76c431SBarry Smith   /* Fit points with cubic */
6185e76c431SBarry Smith   count = 1;
619*bb9195b6SBarry Smith   while (PETSC_TRUE) {
620dc357ad2SBarry Smith     if (lambda <= minlambda) {
621dc357ad2SBarry Smith       ierr = PetscInfo1(snes,"Unable to find good step length! After %D tries \n",count);CHKERRQ(ierr);
622ae15b995SBarry 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);
62343e71028SBarry Smith       *flag = PETSC_FALSE;
62443e71028SBarry Smith       break;
6255e76c431SBarry Smith     }
6265d1a10b1SBarry Smith     t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope;
6275d1a10b1SBarry Smith     t2 = .5*(gnormprev*gnormprev  - fnorm*fnorm) - lambdaprev*initslope;
628ddd12767SBarry Smith     a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
6292b022350SLois Curfman McInnes     b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
6305e76c431SBarry Smith     d  = b*b - 3*a*initslope;
6315e76c431SBarry Smith     if (d < 0.0) d = 0.0;
6325e76c431SBarry Smith     if (a == 0.0) {
6335e76c431SBarry Smith       lambdatemp = -initslope/(2.0*b);
6345e76c431SBarry Smith     } else {
6355e76c431SBarry Smith       lambdatemp = (-b + sqrt(d))/(3.0*a);
6365e76c431SBarry Smith     }
6375e76c431SBarry Smith     lambdaprev = lambda;
6385e76c431SBarry Smith     gnormprev  = *gnorm;
639329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
640329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
6415e76c431SBarry Smith     else                         lambda     = lambdatemp;
642e68848bdSBarry Smith     ierr  = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
64343e71028SBarry Smith     if (snes->nfuncs >= snes->max_funcs) {
644ae15b995SBarry Smith       ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
645ae15b995SBarry 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);
646ed98166eSMatthew Knepley       *flag = PETSC_FALSE;
64743e71028SBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
648ed98166eSMatthew Knepley       break;
649ed98166eSMatthew Knepley     }
650f5b6597dSBarry Smith     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
6514936397dSBarry Smith     if (snes->domainerror) {
6524936397dSBarry Smith       ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6534936397dSBarry Smith       PetscFunctionReturn(0);
65419717074SBarry Smith     }
655cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
656f66fdb6dSSatish Balay     if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
6575ed2d596SBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */
658f5b6597dSBarry Smith       ierr = PetscInfo2(snes,"Cubically determined step, current gnorm %G lambda=%18.16e\n",*gnorm,lambda);CHKERRQ(ierr);
65943e71028SBarry Smith       break;
6602b022350SLois Curfman McInnes     } else {
661f5b6597dSBarry Smith       ierr = PetscInfo2(snes,"Cubic step no good, shrinking lambda, current gnorem %G lambda=%18.16e\n",*gnorm,lambda);CHKERRQ(ierr);
6625e76c431SBarry Smith     }
6635e76c431SBarry Smith     count++;
6645e76c431SBarry Smith   }
665ad922ac9SBarry Smith   theend1:
6668f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
6673c632250SBarry Smith   if (neP->postcheckstep && *flag) {
6683c632250SBarry Smith     ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
6693c632250SBarry Smith     if (changed_y) {
67079f36460SBarry Smith       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
6713c632250SBarry Smith     }
6723c632250SBarry Smith     if (changed_y || changed_w) { /* recompute the function if the step has changed */
673f5b6597dSBarry Smith       ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
6744936397dSBarry Smith       if (snes->domainerror) {
6754936397dSBarry Smith         ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6764936397dSBarry Smith         PetscFunctionReturn(0);
67719717074SBarry Smith       }
6788f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
679f66fdb6dSSatish Balay       if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
680a9f58f88SMatthew Knepley       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
6818f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
682a9f58f88SMatthew Knepley       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
6838f99978dSLois Curfman McInnes     }
6848f99978dSLois Curfman McInnes   }
685d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6863a40ed3dSBarry Smith   PetscFunctionReturn(0);
6875e76c431SBarry Smith }
68804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
6894a2ae208SSatish Balay #undef __FUNCT__
69017bae607SBarry Smith #define __FUNCT__ "SNESLineSearchQuadratic"
6914b828684SBarry Smith /*@C
69217bae607SBarry Smith    SNESLineSearchQuadratic - Performs a quadratic line search.
6935e76c431SBarry Smith 
694c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
695c7afd0dbSLois Curfman McInnes 
6965e42470aSBarry Smith    Input Parameters:
697c7afd0dbSLois Curfman McInnes +  snes - the SNES context
698af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
6995e42470aSBarry Smith .  x - current iterate
7005e42470aSBarry Smith .  f - residual evaluated at x
7013c632250SBarry Smith .  y - search direction
7025e42470aSBarry Smith .  w - work vector
703dc357ad2SBarry Smith .  fnorm - 2-norm of f
704dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
7055e42470aSBarry Smith 
706c4a48953SLois Curfman McInnes    Output Parameters:
7077f3332b4SBarry Smith +  g - residual evaluated at new iterate w
7087f3332b4SBarry Smith .  w - new iterate (x + alpha*y)
7095e42470aSBarry Smith .  gnorm - 2-norm of g
7105e42470aSBarry Smith .  ynorm - 2-norm of search length
711a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
712fee21e36SBarry Smith 
713ce9499c7SBarry Smith    Options Database Keys:
714ce9499c7SBarry Smith +  -snes_ls quadratic - Activates SNESLineSearchQuadratic()
715ce9499c7SBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
716ce9499c7SBarry Smith .   -snes_ls_maxstep <max> - Sets maxstep
717dc357ad2SBarry Smith -   -snes_stol <steptol> - Sets steptol, this is the minimum step size that the line search code
718ce9499c7SBarry Smith                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
719ce9499c7SBarry Smith                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
7205e42470aSBarry Smith    Notes:
72117bae607SBarry Smith    Use SNESLineSearchSet() to set this routine within the SNESLS method.
7225e42470aSBarry Smith 
72336851e7fSLois Curfman McInnes    Level: advanced
72436851e7fSLois Curfman McInnes 
725f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search
726f59ffdedSLois Curfman McInnes 
72717bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
7285e42470aSBarry Smith @*/
729dc357ad2SBarry 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)
7305e76c431SBarry Smith {
731406556e6SLois Curfman McInnes   /*
732406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
733406556e6SLois Curfman McInnes      minimization problem:
734406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
735406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2.
736406556e6SLois Curfman McInnes    */
737275d25c3SBarry Smith   PetscReal      steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,rellength;
738aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
739f5b6597dSBarry Smith   PetscScalar    cinitslope;
7406b5873e3SBarry Smith #endif
741dfbe8321SBarry Smith   PetscErrorCode ierr;
742a7cc72afSBarry Smith   PetscInt       count;
7434b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
74479f36460SBarry Smith   PetscScalar    scale;
7453c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
7465e76c431SBarry Smith 
7473a40ed3dSBarry Smith   PetscFunctionBegin;
748d5ba7fb7SMatthew Knepley   ierr    = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
749a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
7505e42470aSBarry Smith   alpha   = neP->alpha;
7515e42470aSBarry Smith   maxstep = neP->maxstep;
752dc357ad2SBarry Smith   steptol = snes->xtol;
7535e76c431SBarry Smith 
7543505fcc1SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
75563b9fa5eSBarry Smith   if (*ynorm == 0.0) {
756ae15b995SBarry Smith     ierr   = PetscInfo(snes,"Search direction and size is 0\n");CHKERRQ(ierr);
757b37302c6SLois Curfman McInnes     *gnorm = fnorm;
758e68848bdSBarry Smith     ierr   = VecCopy(x,w);CHKERRQ(ierr);
759b37302c6SLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
760a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
761ad922ac9SBarry Smith     goto theend2;
76294a9d846SBarry Smith   }
7635e42470aSBarry Smith   if (*ynorm > maxstep) {	/* Step too big, so scale back */
7645e42470aSBarry Smith     scale  = maxstep/(*ynorm);
7652dcb1b2aSMatthew Knepley     ierr   = VecScale(y,scale);CHKERRQ(ierr);
7665e42470aSBarry Smith     *ynorm = maxstep;
7675e76c431SBarry Smith   }
768ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
7695ca10a37SBarry Smith   minlambda = steptol/rellength;
770a703fe33SLois Curfman McInnes   ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
771aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
772a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
773329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
7745e42470aSBarry Smith #else
775a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&initslope);CHKERRQ(ierr);
7765e42470aSBarry Smith #endif
7775e42470aSBarry Smith   if (initslope > 0.0)  initslope = -initslope;
7785e42470aSBarry Smith   if (initslope == 0.0) initslope = -1.0;
779f8833479SBarry Smith   ierr = PetscInfo1(snes,"Initslope %G \n",initslope);CHKERRQ(ierr);
7805e42470aSBarry Smith 
781e68848bdSBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
78243e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
783ae15b995SBarry Smith     ierr  = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
78443e71028SBarry Smith     *flag = PETSC_FALSE;
78543e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
78643e71028SBarry Smith     goto theend2;
78743e71028SBarry Smith   }
7884936397dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
7894936397dSBarry Smith   if (snes->domainerror) {
7904936397dSBarry Smith     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
7914936397dSBarry Smith     PetscFunctionReturn(0);
79219717074SBarry Smith   }
793cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
794f66fdb6dSSatish Balay   if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
7955d1a10b1SBarry Smith   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */
796ae15b995SBarry Smith     ierr = PetscInfo(snes,"Using full step\n");CHKERRQ(ierr);
797ad922ac9SBarry Smith     goto theend2;
7985e42470aSBarry Smith   }
799dc357ad2SBarry Smith   if (*ynorm < xnorm*snes->xtol) {
800dc357ad2SBarry Smith     ierr = PetscInfo3(snes,"Using full step: because ynorm %G < xnorm %G * steptol %G (i.e. Newton step is below tolerance)\n",*ynorm,xnorm,snes->xtol);CHKERRQ(ierr);
801dc357ad2SBarry Smith     *flag = PETSC_TRUE;
802dc357ad2SBarry Smith     goto theend2;
803dc357ad2SBarry Smith   }
8045e42470aSBarry Smith 
8055e42470aSBarry Smith   /* Fit points with quadratic */
806313b5538SBarry Smith   lambda = 1.0;
8075e42470aSBarry Smith   count = 1;
8085ca10a37SBarry Smith   while (PETSC_TRUE) {
8095e42470aSBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
810ae15b995SBarry Smith       ierr = PetscInfo1(snes,"Unable to find good step length! %D \n",count);CHKERRQ(ierr);
811ae15b995SBarry Smith       ierr = PetscInfo5(snes,"fnorm=%G, gnorm=%G, ynorm=%G, lambda=%G, initial slope=%G\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
812e68848bdSBarry Smith       ierr = VecCopy(x,w);CHKERRQ(ierr);
81343e71028SBarry Smith       *flag = PETSC_FALSE;
81443e71028SBarry Smith       break;
8155e42470aSBarry Smith     }
816a703fe33SLois Curfman McInnes     lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
817329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
818329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
819329f5518SBarry Smith     else                         lambda     = lambdatemp;
820275d25c3SBarry Smith 
821e68848bdSBarry Smith     ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
82243e71028SBarry Smith     if (snes->nfuncs >= snes->max_funcs) {
823ae15b995SBarry Smith       ierr  = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
824ae15b995SBarry 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);
825ed98166eSMatthew Knepley       *flag = PETSC_FALSE;
82643e71028SBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
827ed98166eSMatthew Knepley       break;
828ed98166eSMatthew Knepley     }
829f5b6597dSBarry Smith     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
8304936397dSBarry Smith     if (snes->domainerror) {
8314936397dSBarry Smith       ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
8324936397dSBarry Smith       PetscFunctionReturn(0);
83319717074SBarry Smith     }
834cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
835f66fdb6dSSatish Balay     if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
8365ed2d596SBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */
837ae15b995SBarry Smith       ierr = PetscInfo1(snes,"Quadratically determined step, lambda=%G\n",lambda);CHKERRQ(ierr);
83806259719SBarry Smith       break;
8395e42470aSBarry Smith     }
8405e42470aSBarry Smith     count++;
8415e42470aSBarry Smith   }
842ad922ac9SBarry Smith   theend2:
8438f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
8443c632250SBarry Smith   if (neP->postcheckstep) {
8453c632250SBarry Smith     ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
8463c632250SBarry Smith     if (changed_y) {
84779f36460SBarry Smith       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
8483c632250SBarry Smith     }
8493c632250SBarry Smith     if (changed_y || changed_w) { /* recompute the function if the step has changed */
8503c632250SBarry Smith       ierr = SNESComputeFunction(snes,w,g);
8514936397dSBarry Smith       if (snes->domainerror) {
8524936397dSBarry Smith         ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
8534936397dSBarry Smith         PetscFunctionReturn(0);
85419717074SBarry Smith       }
8558f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
856a9f58f88SMatthew Knepley       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
8578f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
858a9f58f88SMatthew Knepley       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
859f66fdb6dSSatish Balay       if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
8608f99978dSLois Curfman McInnes     }
8618f99978dSLois Curfman McInnes   }
862d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
8633a40ed3dSBarry Smith   PetscFunctionReturn(0);
8645e76c431SBarry Smith }
8652343ba6eSBarry Smith 
86604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
8674a2ae208SSatish Balay #undef __FUNCT__
86817bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet"
869c9e6a524SLois Curfman McInnes /*@C
87017bae607SBarry Smith    SNESLineSearchSet - Sets the line search routine to be used
8714b27c08aSLois Curfman McInnes    by the method SNESLS.
8725e76c431SBarry Smith 
8735e76c431SBarry Smith    Input Parameters:
874c7afd0dbSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
875af2d14d2SLois Curfman McInnes .  lsctx - optional user-defined context for use by line search
876c7afd0dbSLois Curfman McInnes -  func - pointer to int function
8775e76c431SBarry Smith 
878fee21e36SBarry Smith    Collective on SNES
879fee21e36SBarry Smith 
880c4a48953SLois Curfman McInnes    Available Routines:
88117bae607SBarry Smith +  SNESLineSearchCubic() - default line search
88217bae607SBarry Smith .  SNESLineSearchQuadratic() - quadratic line search
88317bae607SBarry Smith .  SNESLineSearchNo() - the full Newton step (actually not a line search)
88417bae607SBarry Smith -  SNESLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel)
8855e76c431SBarry Smith 
886c4a48953SLois Curfman McInnes     Options Database Keys:
8874b27c08aSLois Curfman McInnes +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
8884b27c08aSLois Curfman McInnes .   -snes_ls_alpha <alpha> - Sets alpha
8894b27c08aSLois Curfman McInnes .   -snes_ls_maxstep <max> - Sets maxstep
890dc357ad2SBarry Smith -   -snes_xtol <steptol> - Sets steptol, this is the minimum step size that the line search code. This is the same as the minimum step length
8913304466cSBarry Smith                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
892c4a48953SLois Curfman McInnes 
8935e76c431SBarry Smith    Calling sequence of func:
894bd208895SLois Curfman McInnes .vb
895dc357ad2SBarry 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)
896bd208895SLois Curfman McInnes .ve
8975e76c431SBarry Smith 
8985e76c431SBarry Smith     Input parameters for func:
899c7afd0dbSLois Curfman McInnes +   snes - nonlinear context
900af2d14d2SLois Curfman McInnes .   lsctx - optional user-defined context for line search
9015e76c431SBarry Smith .   x - current iterate
9025e76c431SBarry Smith .   f - residual evaluated at x
9033c632250SBarry Smith .   y - search direction
9045e76c431SBarry Smith .   w - work vector
905c7afd0dbSLois Curfman McInnes -   fnorm - 2-norm of f
9065e76c431SBarry Smith 
9075e76c431SBarry Smith     Output parameters for func:
908c7afd0dbSLois Curfman McInnes +   g - residual evaluated at new iterate y
9093c632250SBarry Smith .   w - new iterate
9105e76c431SBarry Smith .   gnorm - 2-norm of g
9115e76c431SBarry Smith .   ynorm - 2-norm of search length
912a7cc72afSBarry Smith -   flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure.
913f59ffdedSLois Curfman McInnes 
91436851e7fSLois Curfman McInnes     Level: advanced
91536851e7fSLois Curfman McInnes 
916f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine
917f59ffdedSLois Curfman McInnes 
91817bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchNoNorms(),
91917bae607SBarry Smith           SNESLineSearchSetPostCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams(), SNESLineSearchSetPreCheck()
9205e76c431SBarry Smith @*/
921dc357ad2SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void *lsctx)
9225e76c431SBarry Smith {
923dc357ad2SBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*);
92482bf6240SBarry Smith 
9253a40ed3dSBarry Smith   PetscFunctionBegin;
92617bae607SBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSet_C",(void (**)(void))&f);CHKERRQ(ierr);
92782bf6240SBarry Smith   if (f) {
928af2d14d2SLois Curfman McInnes     ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr);
92982bf6240SBarry Smith   }
9303a40ed3dSBarry Smith   PetscFunctionReturn(0);
9315e76c431SBarry Smith }
9328e019c35SBarry Smith 
933dc357ad2SBarry 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*/
93404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
935fb2e594dSBarry Smith EXTERN_C_BEGIN
9364a2ae208SSatish Balay #undef __FUNCT__
93717bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet_LS"
93817bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet_LS(SNES snes,FCN2 func,void *lsctx)
93982bf6240SBarry Smith {
94082bf6240SBarry Smith   PetscFunctionBegin;
9414b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->LineSearch = func;
9424b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->lsP        = lsctx;
94382bf6240SBarry Smith   PetscFunctionReturn(0);
94482bf6240SBarry Smith }
945fb2e594dSBarry Smith EXTERN_C_END
94604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
9474a2ae208SSatish Balay #undef __FUNCT__
9483c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck"
949c8dd0c0dSLois Curfman McInnes /*@C
9503c632250SBarry Smith    SNESLineSearchSetPostCheck - Sets a routine to check the validity of new iterate computed
9514b27c08aSLois Curfman McInnes    by the line search routine in the Newton-based method SNESLS.
952c8dd0c0dSLois Curfman McInnes 
953c8dd0c0dSLois Curfman McInnes    Input Parameters:
954c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
9553c632250SBarry Smith .  func - pointer to function
956c8dd0c0dSLois Curfman McInnes -  checkctx - optional user-defined context for use by step checking routine
957c8dd0c0dSLois Curfman McInnes 
958c8dd0c0dSLois Curfman McInnes    Collective on SNES
959c8dd0c0dSLois Curfman McInnes 
960c8dd0c0dSLois Curfman McInnes    Calling sequence of func:
961c8dd0c0dSLois Curfman McInnes .vb
9623c632250SBarry Smith    int func (SNES snes, Vec x,Vec y,Vec w,void *checkctx, PetscTruth *changed_y,PetscTruth *changed_w)
963c8dd0c0dSLois Curfman McInnes .ve
964b1ae27eaSLois Curfman McInnes    where func returns an error code of 0 on success and a nonzero
965b1ae27eaSLois Curfman McInnes    on failure.
966c8dd0c0dSLois Curfman McInnes 
967c8dd0c0dSLois Curfman McInnes    Input parameters for func:
968c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context
969c8dd0c0dSLois Curfman McInnes .  checkctx - optional user-defined context for use by step checking routine
9703c632250SBarry Smith .  x - previous iterate
9713c632250SBarry Smith .  y - new search direction and length
9723c632250SBarry Smith -  w - current candidate iterate
973c8dd0c0dSLois Curfman McInnes 
974c8dd0c0dSLois Curfman McInnes    Output parameters for func:
9753c632250SBarry Smith +  y - search direction (possibly changed)
9763c632250SBarry Smith .  w - current iterate (possibly modified)
9773c632250SBarry Smith .  changed_y - indicates search direction was changed by this routine
9783c632250SBarry Smith -  changed_w - indicates current iterate was changed by this routine
979c8dd0c0dSLois Curfman McInnes 
980c8dd0c0dSLois Curfman McInnes    Level: advanced
981c8dd0c0dSLois Curfman McInnes 
9829e247f21SBarry Smith    Notes: All line searches accept the new iterate computed by the line search checking routine.
9839e247f21SBarry Smith 
9843c632250SBarry Smith    Only one of changed_y and changed_w can  be PETSC_TRUE
9853c632250SBarry Smith 
9863c632250SBarry Smith    On input w = x + y
9873c632250SBarry Smith 
98817bae607SBarry Smith    SNESLineSearchNo() and SNESLineSearchNoNorms() (1) compute a candidate iterate u_{i+1}, (2) pass control
989b1ae27eaSLois Curfman McInnes    to the checking routine, and then (3) compute the corresponding nonlinear
990ea56f5baSLois Curfman McInnes    function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}.
9918f99978dSLois Curfman McInnes 
99217bae607SBarry Smith    SNESLineSearchQuadratic() and SNESLineSearchCubic() (1) compute a candidate iterate u_{i+1} as well as a
993ea56f5baSLois Curfman McInnes    candidate nonlinear function f(u_{i+1}), (2) pass control to the checking
994ea56f5baSLois Curfman McInnes    routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes
995ea56f5baSLois Curfman McInnes    were made to the candidate iterate in the checking routine (as indicated
9969e247f21SBarry Smith    by flag=PETSC_TRUE).  The overhead of this extra function re-evaluation can be
997b1ae27eaSLois Curfman McInnes    very costly, so use this feature with caution!
9988f99978dSLois Curfman McInnes 
999c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine
1000c8dd0c0dSLois Curfman McInnes 
100117bae607SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPreCheck()
1002c8dd0c0dSLois Curfman McInnes @*/
10033c632250SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void *checkctx)
1004c8dd0c0dSLois Curfman McInnes {
10053c632250SBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void*);
1006c8dd0c0dSLois Curfman McInnes 
1007c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
10083c632250SBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPostCheck_C",(void (**)(void))&f);CHKERRQ(ierr);
1009c8dd0c0dSLois Curfman McInnes   if (f) {
1010c8dd0c0dSLois Curfman McInnes     ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr);
1011c8dd0c0dSLois Curfman McInnes   }
1012c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
1013c8dd0c0dSLois Curfman McInnes }
10149c3ca13aSBarry Smith #undef __FUNCT__
10159c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck"
10169c3ca13aSBarry Smith /*@C
10179c3ca13aSBarry Smith    SNESLineSearchSetPreCheck - Sets a routine to check the validity of a new direction given by the linear solve
10187e4bb74cSBarry Smith          before the line search is called.
10199c3ca13aSBarry Smith 
10209c3ca13aSBarry Smith    Input Parameters:
10219c3ca13aSBarry Smith +  snes - nonlinear context obtained from SNESCreate()
10229c3ca13aSBarry Smith .  func - pointer to function
10239c3ca13aSBarry Smith -  checkctx - optional user-defined context for use by step checking routine
10249c3ca13aSBarry Smith 
10259c3ca13aSBarry Smith    Collective on SNES
10269c3ca13aSBarry Smith 
10279c3ca13aSBarry Smith    Calling sequence of func:
10289c3ca13aSBarry Smith .vb
10291e3347e8SBarry Smith    int func (SNES snes, Vec x,Vec y,void *checkctx, PetscTruth *changed_y)
10309c3ca13aSBarry Smith .ve
10319c3ca13aSBarry Smith    where func returns an error code of 0 on success and a nonzero
10329c3ca13aSBarry Smith    on failure.
10339c3ca13aSBarry Smith 
10349c3ca13aSBarry Smith    Input parameters for func:
10359c3ca13aSBarry Smith +  snes - nonlinear context
10369c3ca13aSBarry Smith .  checkctx - optional user-defined context for use by step checking routine
10379c3ca13aSBarry Smith .  x - previous iterate
10389c3ca13aSBarry Smith -  y - new search direction and length
10399c3ca13aSBarry Smith 
10409c3ca13aSBarry Smith    Output parameters for func:
10419c3ca13aSBarry Smith +  y - search direction (possibly changed)
10429c3ca13aSBarry Smith -  changed_y - indicates search direction was changed by this routine
10439c3ca13aSBarry Smith 
10449c3ca13aSBarry Smith    Level: advanced
10459c3ca13aSBarry Smith 
10469c3ca13aSBarry Smith    Notes: All line searches accept the new iterate computed by the line search checking routine.
10479c3ca13aSBarry Smith 
10489c3ca13aSBarry Smith .keywords: SNES, nonlinear, set, line search check, step check, routine
10499c3ca13aSBarry Smith 
10507e4bb74cSBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck(), SNESSetUpdate()
10519c3ca13aSBarry Smith @*/
10529c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,void*,PetscTruth*),void *checkctx)
10539c3ca13aSBarry Smith {
10549c3ca13aSBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,void*,PetscTruth*),void*);
10559c3ca13aSBarry Smith 
10569c3ca13aSBarry Smith   PetscFunctionBegin;
10579c3ca13aSBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPreCheck_C",(void (**)(void))&f);CHKERRQ(ierr);
10589c3ca13aSBarry Smith   if (f) {
10599c3ca13aSBarry Smith     ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr);
10609c3ca13aSBarry Smith   }
10619c3ca13aSBarry Smith   PetscFunctionReturn(0);
10629c3ca13aSBarry Smith }
10639c3ca13aSBarry Smith 
1064c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */
10659c3ca13aSBarry Smith typedef PetscErrorCode (*FCN1)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*); /* force argument to next function to not be extern C*/
10669c3ca13aSBarry Smith typedef PetscErrorCode (*FCN3)(SNES,Vec,Vec,void*,PetscTruth*);                 /* force argument to next function to not be extern C*/
1067c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN
10684a2ae208SSatish Balay #undef __FUNCT__
10693c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck_LS"
10709c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck_LS(SNES snes,FCN1 func,void *checkctx)
1071c8dd0c0dSLois Curfman McInnes {
1072c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
10733c632250SBarry Smith   ((SNES_LS *)(snes->data))->postcheckstep = func;
10743c632250SBarry Smith   ((SNES_LS *)(snes->data))->postcheck     = checkctx;
1075c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
1076c8dd0c0dSLois Curfman McInnes }
1077c8dd0c0dSLois Curfman McInnes EXTERN_C_END
10789c3ca13aSBarry Smith 
10799c3ca13aSBarry Smith EXTERN_C_BEGIN
10809c3ca13aSBarry Smith #undef __FUNCT__
10819c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck_LS"
10829c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck_LS(SNES snes,FCN3 func,void *checkctx)
10839c3ca13aSBarry Smith {
10849c3ca13aSBarry Smith   PetscFunctionBegin;
10859c3ca13aSBarry Smith   ((SNES_LS *)(snes->data))->precheckstep = func;
10869c3ca13aSBarry Smith   ((SNES_LS *)(snes->data))->precheck     = checkctx;
10879c3ca13aSBarry Smith   PetscFunctionReturn(0);
10889c3ca13aSBarry Smith }
10899c3ca13aSBarry Smith EXTERN_C_END
1090329e7e40SMatthew Knepley 
1091329e7e40SMatthew Knepley /*
10924b27c08aSLois Curfman McInnes    SNESView_LS - Prints info from the SNESLS data structure.
109304d965bbSLois Curfman McInnes 
109404d965bbSLois Curfman McInnes    Input Parameters:
109504d965bbSLois Curfman McInnes .  SNES - the SNES context
109604d965bbSLois Curfman McInnes .  viewer - visualization context
109704d965bbSLois Curfman McInnes 
109804d965bbSLois Curfman McInnes    Application Interface Routine: SNESView()
109904d965bbSLois Curfman McInnes */
11004a2ae208SSatish Balay #undef __FUNCT__
11014b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS"
11026849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer)
1103a935fc98SLois Curfman McInnes {
11044b27c08aSLois Curfman McInnes   SNES_LS        *ls = (SNES_LS *)snes->data;
11052fc52814SBarry Smith   const char     *cstr;
1106dfbe8321SBarry Smith   PetscErrorCode ierr;
110732077d6dSBarry Smith   PetscTruth     iascii;
1108a935fc98SLois Curfman McInnes 
11093a40ed3dSBarry Smith   PetscFunctionBegin;
111032077d6dSBarry Smith   ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr);
111132077d6dSBarry Smith   if (iascii) {
111217bae607SBarry Smith     if (ls->LineSearch == SNESLineSearchNo)             cstr = "SNESLineSearchNo";
111317bae607SBarry Smith     else if (ls->LineSearch == SNESLineSearchQuadratic) cstr = "SNESLineSearchQuadratic";
111417bae607SBarry Smith     else if (ls->LineSearch == SNESLineSearchCubic)     cstr = "SNESLineSearchCubic";
111519bcc07fSBarry Smith     else                                                cstr = "unknown";
1116b0a32e0cSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  line search variant: %s\n",cstr);CHKERRQ(ierr);
1117dc357ad2SBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  alpha=%G, maxstep=%G\n",ls->alpha,ls->maxstep);CHKERRQ(ierr);
11185cd90555SBarry Smith   } else {
111979a5c55eSBarry Smith     SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name);
112019bcc07fSBarry Smith   }
11213a40ed3dSBarry Smith   PetscFunctionReturn(0);
1122a935fc98SLois Curfman McInnes }
112304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
112404d965bbSLois Curfman McInnes /*
11254b27c08aSLois Curfman McInnes    SNESSetFromOptions_LS - Sets various parameters for the SNESLS method.
112604d965bbSLois Curfman McInnes 
112704d965bbSLois Curfman McInnes    Input Parameter:
112804d965bbSLois Curfman McInnes .  snes - the SNES context
112904d965bbSLois Curfman McInnes 
113004d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetFromOptions()
113104d965bbSLois Curfman McInnes */
11324a2ae208SSatish Balay #undef __FUNCT__
11334b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS"
11346849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes)
11355e42470aSBarry Smith {
11364b27c08aSLois Curfman McInnes   SNES_LS        *ls = (SNES_LS *)snes->data;
1137e5999256SBarry Smith   const char     *lses[] = {"basic","basicnonorms","quadratic","cubic"};
1138dfbe8321SBarry Smith   PetscErrorCode ierr;
1139a7cc72afSBarry Smith   PetscInt       indx;
1140f1af5d2fSBarry Smith   PetscTruth     flg;
11415e42470aSBarry Smith 
11423a40ed3dSBarry Smith   PetscFunctionBegin;
1143b0a32e0cSBarry Smith   ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr);
11444b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr);
11454b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr);
1146186905e3SBarry Smith 
114717bae607SBarry Smith     ierr = PetscOptionsEList("-snes_ls","Line search used","SNESLineSearchSet",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr);
114825cdf11fSBarry Smith     if (flg) {
114922e36657SBarry Smith       switch (indx) {
1150b49fd9e1SBarry Smith       case 0:
115117bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchNo,PETSC_NULL);CHKERRQ(ierr);
1152b49fd9e1SBarry Smith         break;
1153b49fd9e1SBarry Smith       case 1:
115417bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr);
1155b49fd9e1SBarry Smith         break;
1156b49fd9e1SBarry Smith       case 2:
115717bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchQuadratic,PETSC_NULL);CHKERRQ(ierr);
1158b49fd9e1SBarry Smith         break;
1159b49fd9e1SBarry Smith       case 3:
116017bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchCubic,PETSC_NULL);CHKERRQ(ierr);
1161b49fd9e1SBarry Smith         break;
11625e42470aSBarry Smith       }
11635e42470aSBarry Smith     }
1164b0a32e0cSBarry Smith   ierr = PetscOptionsTail();CHKERRQ(ierr);
11653a40ed3dSBarry Smith   PetscFunctionReturn(0);
11665e42470aSBarry Smith }
116704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
1168ebe3b25bSBarry Smith /*MC
1169ebe3b25bSBarry Smith       SNESLS - Newton based nonlinear solver that uses a line search
117004d965bbSLois Curfman McInnes 
1171ebe3b25bSBarry Smith    Options Database:
1172ebe3b25bSBarry Smith +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
1173ebe3b25bSBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
1174ebe3b25bSBarry Smith .   -snes_ls_maxstep <max> - Sets maxstep
1175ebe3b25bSBarry Smith -   -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code
1176ebe3b25bSBarry Smith                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
1177ebe3b25bSBarry Smith                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
117804d965bbSLois Curfman McInnes 
1179ebe3b25bSBarry Smith     Notes: This is the default nonlinear solver in SNES
118004d965bbSLois Curfman McInnes 
1181ee3001cbSBarry Smith    Level: beginner
1182ee3001cbSBarry Smith 
118317bae607SBarry Smith .seealso:  SNESCreate(), SNES, SNESSetType(), SNESTR, SNESLineSearchSet(),
118417bae607SBarry Smith            SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(),
118517bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck()
1186ebe3b25bSBarry Smith 
1187ebe3b25bSBarry Smith M*/
1188fb2e594dSBarry Smith EXTERN_C_BEGIN
11894a2ae208SSatish Balay #undef __FUNCT__
11904b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS"
119163dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESCreate_LS(SNES snes)
11925e42470aSBarry Smith {
1193dfbe8321SBarry Smith   PetscErrorCode ierr;
11944b27c08aSLois Curfman McInnes   SNES_LS        *neP;
11955e42470aSBarry Smith 
11963a40ed3dSBarry Smith   PetscFunctionBegin;
1197e7788613SBarry Smith   snes->ops->setup	     = SNESSetUp_LS;
1198e7788613SBarry Smith   snes->ops->solve	     = SNESSolve_LS;
1199e7788613SBarry Smith   snes->ops->destroy	     = SNESDestroy_LS;
1200e7788613SBarry Smith   snes->ops->setfromoptions  = SNESSetFromOptions_LS;
1201e7788613SBarry Smith   snes->ops->view            = SNESView_LS;
12025e42470aSBarry Smith 
120338f2d2fdSLisandro Dalcin   ierr                  = PetscNewLog(snes,SNES_LS,&neP);CHKERRQ(ierr);
12045e42470aSBarry Smith   snes->data    	= (void*)neP;
12055e42470aSBarry Smith   neP->alpha		= 1.e-4;
12065e42470aSBarry Smith   neP->maxstep		= 1.e8;
120717bae607SBarry Smith   neP->LineSearch       = SNESLineSearchCubic;
1208c8dd0c0dSLois Curfman McInnes   neP->lsP              = PETSC_NULL;
12093c632250SBarry Smith   neP->postcheckstep    = PETSC_NULL;
12103c632250SBarry Smith   neP->postcheck        = PETSC_NULL;
12113c632250SBarry Smith   neP->precheckstep     = PETSC_NULL;
12123c632250SBarry Smith   neP->precheck         = PETSC_NULL;
121382bf6240SBarry Smith 
1214557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C",
1215557d3f75SLisandro Dalcin 					   "SNESLineSearchSet_LS",
1216557d3f75SLisandro Dalcin 					   SNESLineSearchSet_LS);CHKERRQ(ierr);
1217557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C",
1218557d3f75SLisandro Dalcin 					   "SNESLineSearchSetPostCheck_LS",
1219557d3f75SLisandro Dalcin 					   SNESLineSearchSetPostCheck_LS);CHKERRQ(ierr);
1220557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C",
1221557d3f75SLisandro Dalcin 					   "SNESLineSearchSetPreCheck_LS",
1222557d3f75SLisandro Dalcin 					   SNESLineSearchSetPreCheck_LS);CHKERRQ(ierr);
122382bf6240SBarry Smith 
12243a40ed3dSBarry Smith   PetscFunctionReturn(0);
12255e42470aSBarry Smith }
1226fb2e594dSBarry Smith EXTERN_C_END
122782bf6240SBarry Smith 
122882bf6240SBarry Smith 
122982bf6240SBarry Smith 
1230