1a5eb4965SSatish Balay #ifdef PETSC_RCS_HEADER 2*c2a78f1aSLois Curfman McInnes static char vcid[] = "$Id: ls.c,v 1.106 1998/04/21 23:44:46 curfman Exp curfman $"; 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 1604d965bbSLois 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 1904d965bbSLois Curfman McInnes SNESSolve_XXX() - Solves the nonlinear solver 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: 55*c2a78f1aSLois 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 2075e76c431SBarry Smith Input Parameters: 2085e42470aSBarry Smith . snes - nonlinear context 2095e76c431SBarry Smith . x - current iterate 2105e76c431SBarry Smith . f - residual evaluated at x 2115e76c431SBarry Smith . y - search direction (contains new iterate on output) 2125e76c431SBarry Smith . w - work vector 2135e76c431SBarry Smith . fnorm - 2-norm of f 2145e76c431SBarry Smith 215c4a48953SLois Curfman McInnes Output Parameters: 2165e76c431SBarry Smith . g - residual evaluated at new iterate y 2175e76c431SBarry Smith . y - new iterate (contains search direction on input) 2185e76c431SBarry Smith . gnorm - 2-norm of g 2195e76c431SBarry Smith . ynorm - 2-norm of search length 220761aaf1bSLois Curfman McInnes . flag - set to 0, indicating a successful line search 2215e76c431SBarry Smith 222fee21e36SBarry Smith Collective on SNES and Vec 223fee21e36SBarry Smith 224c4a48953SLois Curfman McInnes Options Database Key: 22509d61ba7SLois Curfman McInnes $ -snes_eq_ls basic 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 25829e0b56fSBarry Smith example, you are running always for a fixed number of Newton 25929e0b56fSBarry Smith steps). 26029e0b56fSBarry Smith 26129e0b56fSBarry Smith Input Parameters: 26229e0b56fSBarry Smith . snes - nonlinear context 26329e0b56fSBarry Smith . x - current iterate 26429e0b56fSBarry Smith . f - residual evaluated at x 26529e0b56fSBarry Smith . y - search direction (contains new iterate on output) 26629e0b56fSBarry Smith . w - work vector 26729e0b56fSBarry Smith . fnorm - 2-norm of f 26829e0b56fSBarry Smith 26929e0b56fSBarry Smith Output Parameters: 27029e0b56fSBarry Smith . g - residual evaluated at new iterate y 27129e0b56fSBarry Smith . gnorm - not changed 27229e0b56fSBarry Smith . ynorm - not changed 27329e0b56fSBarry Smith . flag - set to 0, indicating a successful line search 27429e0b56fSBarry Smith 275fee21e36SBarry Smith Collective on SNES and Vec 276fee21e36SBarry Smith 27729e0b56fSBarry Smith Options Database Key: 27829e0b56fSBarry Smith $ -snes_eq_ls basicnonorms 27929e0b56fSBarry Smith 28029e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic 28129e0b56fSBarry Smith 28229e0b56fSBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 28329e0b56fSBarry Smith SNESSetLineSearch(), SNESNoLineSearch() 28429e0b56fSBarry Smith @*/ 28529e0b56fSBarry Smith int SNESNoLineSearchNoNorms(SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w, 28629e0b56fSBarry Smith double fnorm, double *ynorm, double *gnorm,int *flag ) 28729e0b56fSBarry Smith { 28829e0b56fSBarry Smith int ierr; 28929e0b56fSBarry Smith Scalar mone = -1.0; 29029e0b56fSBarry Smith 2913a40ed3dSBarry Smith PetscFunctionBegin; 29229e0b56fSBarry Smith *flag = 0; 29329e0b56fSBarry Smith PLogEventBegin(SNES_LineSearch,snes,x,f,g); 29429e0b56fSBarry Smith ierr = VecAYPX(&mone,x,y); CHKERRQ(ierr); /* y <- y - x */ 29529e0b56fSBarry Smith ierr = SNESComputeFunction(snes,y,g); CHKERRQ(ierr); /* Compute F(y) */ 29629e0b56fSBarry Smith PLogEventEnd(SNES_LineSearch,snes,x,f,g); 2973a40ed3dSBarry Smith PetscFunctionReturn(0); 29829e0b56fSBarry Smith } 29904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 30029e0b56fSBarry Smith #undef __FUNC__ 3015615d1e5SSatish Balay #define __FUNC__ "SNESCubicLineSearch" 3024b828684SBarry Smith /*@C 303f525115eSLois Curfman McInnes SNESCubicLineSearch - Performs a cubic line search (default line search method). 3045e76c431SBarry Smith 3055e76c431SBarry Smith Input Parameters: 3065e42470aSBarry Smith . snes - nonlinear context 3075e76c431SBarry Smith . x - current iterate 3085e76c431SBarry Smith . f - residual evaluated at x 3095e76c431SBarry Smith . y - search direction (contains new iterate on output) 3105e76c431SBarry Smith . w - work vector 3115e76c431SBarry Smith . fnorm - 2-norm of f 3125e76c431SBarry Smith 313393d2d9aSLois Curfman McInnes Output Parameters: 3145e76c431SBarry Smith . g - residual evaluated at new iterate y 3155e76c431SBarry Smith . y - new iterate (contains search direction on input) 3165e76c431SBarry Smith . gnorm - 2-norm of g 3175e76c431SBarry Smith . ynorm - 2-norm of search length 318761aaf1bSLois Curfman McInnes . flag - 0 if line search succeeds; -1 on failure. 3195e76c431SBarry Smith 320fee21e36SBarry Smith Collective on SNES 321fee21e36SBarry Smith 322c4a48953SLois Curfman McInnes Options Database Key: 32309d61ba7SLois Curfman McInnes $ -snes_eq_ls cubic 324c4a48953SLois Curfman McInnes 3255e76c431SBarry Smith Notes: 3265e76c431SBarry Smith This line search is taken from "Numerical Methods for Unconstrained 3275e76c431SBarry Smith Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 3285e76c431SBarry Smith 32928ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 33028ae5a21SLois Curfman McInnes 33177c4ece6SBarry Smith .seealso: SNESNoLineSearch(), SNESNoLineSearch(), SNESSetLineSearch() 3325e76c431SBarry Smith @*/ 3335e42470aSBarry Smith int SNESCubicLineSearch(SNES snes,Vec x,Vec f,Vec g,Vec y,Vec w, 334761aaf1bSLois Curfman McInnes double fnorm,double *ynorm,double *gnorm,int *flag) 3355e76c431SBarry Smith { 336406556e6SLois Curfman McInnes /* 337406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 338406556e6SLois Curfman McInnes minimization problem: 339406556e6SLois Curfman McInnes min z(x): R^n -> R, 340406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 341406556e6SLois Curfman McInnes */ 342406556e6SLois Curfman McInnes 343ddd12767SBarry Smith double steptol, initslope, lambdaprev, gnormprev, a, b, d, t1, t2; 344ea4d3ed3SLois Curfman McInnes double maxstep, minlambda, alpha, lambda, lambdatemp, lambdaneg; 3453a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 3465e42470aSBarry Smith Scalar cinitslope, clambda; 3476b5873e3SBarry Smith #endif 3485e42470aSBarry Smith int ierr, count; 3495e42470aSBarry Smith SNES_LS *neP = (SNES_LS *) snes->data; 3505334005bSBarry Smith Scalar mone = -1.0,scale; 3515e76c431SBarry Smith 3523a40ed3dSBarry Smith PetscFunctionBegin; 3537857610eSBarry Smith PLogEventBegin(SNES_LineSearch,snes,x,f,g); 354761aaf1bSLois Curfman McInnes *flag = 0; 3555e76c431SBarry Smith alpha = neP->alpha; 3565e76c431SBarry Smith maxstep = neP->maxstep; 3575e76c431SBarry Smith steptol = neP->steptol; 3585e76c431SBarry Smith 359cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm); CHKERRQ(ierr); 360a1c2b6eeSLois Curfman McInnes if (*ynorm < snes->atol) { 361a1c2b6eeSLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch: Search direction and size are nearly 0\n"); 362a1c2b6eeSLois Curfman McInnes *gnorm = fnorm; 363a1c2b6eeSLois Curfman McInnes ierr = VecCopy(x,y); CHKERRQ(ierr); 364a1c2b6eeSLois Curfman McInnes ierr = VecCopy(f,g); CHKERRQ(ierr); 365ad922ac9SBarry Smith goto theend1; 36694a9d846SBarry Smith } 3675e76c431SBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 3685e42470aSBarry Smith scale = maxstep/(*ynorm); 3693a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 37094a424c1SBarry Smith PLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g\n",real(scale)); 3716b5873e3SBarry Smith #else 37294a424c1SBarry Smith PLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g\n",scale); 3736b5873e3SBarry Smith #endif 374393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y); CHKERRQ(ierr); 3755e76c431SBarry Smith *ynorm = maxstep; 3765e76c431SBarry Smith } 3775e76c431SBarry Smith minlambda = steptol/(*ynorm); 378a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w); CHKERRQ(ierr); 3793a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 380a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope); CHKERRQ(ierr); 3815e42470aSBarry Smith initslope = real(cinitslope); 3825e42470aSBarry Smith #else 383a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope); CHKERRQ(ierr); 3845e42470aSBarry Smith #endif 3855e76c431SBarry Smith if (initslope > 0.0) initslope = -initslope; 3865e76c431SBarry Smith if (initslope == 0.0) initslope = -1.0; 3875e76c431SBarry Smith 388393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w); CHKERRQ(ierr); 3895334005bSBarry Smith ierr = VecAYPX(&mone,x,w); CHKERRQ(ierr); 39078b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 391cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); 392406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* Sufficient reduction */ 393393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 39494a424c1SBarry Smith PLogInfo(snes,"SNESCubicLineSearch: Using full step\n"); 395ad922ac9SBarry Smith goto theend1; 3965e76c431SBarry Smith } 3975e76c431SBarry Smith 3985e76c431SBarry Smith /* Fit points with quadratic */ 3995e76c431SBarry Smith lambda = 1.0; count = 0; 400a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 4015e76c431SBarry Smith lambdaprev = lambda; 4025e76c431SBarry Smith gnormprev = *gnorm; 403ddd12767SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 404ddd12767SBarry Smith else lambda = lambdatemp; 405393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w); CHKERRQ(ierr); 406ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 4073a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 408ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr); 4095e42470aSBarry Smith #else 410ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w); CHKERRQ(ierr); 4115e42470aSBarry Smith #endif 41278b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 413cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 414406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* sufficient reduction */ 415393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 416ea4d3ed3SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch: Quadratically determined step, lambda=%g\n",lambda); 417ad922ac9SBarry Smith goto theend1; 4185e76c431SBarry Smith } 4195e76c431SBarry Smith 4205e76c431SBarry Smith /* Fit points with cubic */ 4215e76c431SBarry Smith count = 1; 4225e76c431SBarry Smith while (1) { 4235e76c431SBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 4242b022350SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch:Unable to find good step length! %d \n",count); 4252b022350SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n", 426ea4d3ed3SLois Curfman McInnes fnorm,*gnorm,*ynorm,lambda,initslope); 427393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 428761aaf1bSLois Curfman McInnes *flag = -1; break; 4295e76c431SBarry Smith } 430406556e6SLois Curfman McInnes t1 = ((*gnorm)*(*gnorm) - fnorm*fnorm)*0.5 - lambda*initslope; 431406556e6SLois Curfman McInnes t2 = (gnormprev*gnormprev - fnorm*fnorm)*0.5 - lambdaprev*initslope; 432ddd12767SBarry Smith a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 4332b022350SLois Curfman McInnes b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 4345e76c431SBarry Smith d = b*b - 3*a*initslope; 4355e76c431SBarry Smith if (d < 0.0) d = 0.0; 4365e76c431SBarry Smith if (a == 0.0) { 4375e76c431SBarry Smith lambdatemp = -initslope/(2.0*b); 4385e76c431SBarry Smith } else { 4395e76c431SBarry Smith lambdatemp = (-b + sqrt(d))/(3.0*a); 4405e76c431SBarry Smith } 4415e76c431SBarry Smith if (lambdatemp > .5*lambda) { 4425e76c431SBarry Smith lambdatemp = .5*lambda; 4435e76c431SBarry Smith } 4445e76c431SBarry Smith lambdaprev = lambda; 4455e76c431SBarry Smith gnormprev = *gnorm; 4465e76c431SBarry Smith if (lambdatemp <= .1*lambda) { 4475e76c431SBarry Smith lambda = .1*lambda; 4485e76c431SBarry Smith } 4495e76c431SBarry Smith else lambda = lambdatemp; 450393d2d9aSLois Curfman McInnes ierr = VecCopy( x, w ); CHKERRQ(ierr); 451ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 4523a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 453ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; 454393d2d9aSLois Curfman McInnes ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr); 4555e42470aSBarry Smith #else 456ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w); CHKERRQ(ierr); 4575e42470aSBarry Smith #endif 45878b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 459cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 460406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* is reduction enough? */ 461393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 462ea4d3ed3SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch: Cubically determined step, lambda=%g\n",lambda); 4632715565aSLois Curfman McInnes goto theend1; 4642b022350SLois Curfman McInnes } else { 4652b022350SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch: Cubic step no good, shrinking lambda, lambda=%g\n",lambda); 4665e76c431SBarry Smith } 4675e76c431SBarry Smith count++; 4685e76c431SBarry Smith } 469ad922ac9SBarry Smith theend1: 4707857610eSBarry Smith PLogEventEnd(SNES_LineSearch,snes,x,f,g); 4713a40ed3dSBarry Smith PetscFunctionReturn(0); 4725e76c431SBarry Smith } 47304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 4745615d1e5SSatish Balay #undef __FUNC__ 4755615d1e5SSatish Balay #define __FUNC__ "SNESQuadraticLineSearch" 4764b828684SBarry Smith /*@C 477f525115eSLois Curfman McInnes SNESQuadraticLineSearch - Performs a quadratic line search. 4785e76c431SBarry Smith 4795e42470aSBarry Smith Input Parameters: 480f59ffdedSLois Curfman McInnes . snes - the SNES context 4815e42470aSBarry Smith . x - current iterate 4825e42470aSBarry Smith . f - residual evaluated at x 4835e42470aSBarry Smith . y - search direction (contains new iterate on output) 4845e42470aSBarry Smith . w - work vector 4855e42470aSBarry Smith . fnorm - 2-norm of f 4865e42470aSBarry Smith 487c4a48953SLois Curfman McInnes Output Parameters: 4885e42470aSBarry Smith . g - residual evaluated at new iterate y 4895e42470aSBarry Smith . y - new iterate (contains search direction on input) 4905e42470aSBarry Smith . gnorm - 2-norm of g 4915e42470aSBarry Smith . ynorm - 2-norm of search length 492761aaf1bSLois Curfman McInnes . flag - 0 if line search succeeds; -1 on failure. 4935e42470aSBarry Smith 494fee21e36SBarry Smith Collective on SNES and Vec 495fee21e36SBarry Smith 496c4a48953SLois Curfman McInnes Options Database Key: 49709d61ba7SLois Curfman McInnes $ -snes_eq_ls quadratic 498c4a48953SLois Curfman McInnes 4995e42470aSBarry Smith Notes: 50077c4ece6SBarry Smith Use SNESSetLineSearch() 501f63b844aSLois Curfman McInnes to set this routine within the SNES_EQ_LS method. 5025e42470aSBarry Smith 503f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search 504f59ffdedSLois Curfman McInnes 50577c4ece6SBarry Smith .seealso: SNESCubicLineSearch(), SNESNoLineSearch(), SNESSetLineSearch() 5065e42470aSBarry Smith @*/ 5075e42470aSBarry Smith int SNESQuadraticLineSearch(SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w, 508761aaf1bSLois Curfman McInnes double fnorm, double *ynorm, double *gnorm,int *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 */ 51640011551SBarry Smith double steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp; 5173a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 5185e42470aSBarry Smith Scalar cinitslope,clambda; 5196b5873e3SBarry Smith #endif 5205e42470aSBarry Smith int ierr,count; 5215e42470aSBarry Smith SNES_LS *neP = (SNES_LS *) snes->data; 5225334005bSBarry Smith Scalar mone = -1.0,scale; 5235e76c431SBarry Smith 5243a40ed3dSBarry Smith PetscFunctionBegin; 5257857610eSBarry Smith PLogEventBegin(SNES_LineSearch,snes,x,f,g); 526761aaf1bSLois Curfman McInnes *flag = 0; 5275e42470aSBarry Smith alpha = neP->alpha; 5285e42470aSBarry Smith maxstep = neP->maxstep; 5295e42470aSBarry Smith steptol = neP->steptol; 5305e76c431SBarry Smith 531cddf8d76SBarry Smith VecNorm(y, NORM_2,ynorm ); 532b37302c6SLois Curfman McInnes if (*ynorm < snes->atol) { 53394a9d846SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch: Search direction and size is 0\n"); 534b37302c6SLois Curfman McInnes *gnorm = fnorm; 535b37302c6SLois Curfman McInnes ierr = VecCopy(x,y); CHKERRQ(ierr); 536b37302c6SLois Curfman McInnes ierr = VecCopy(f,g); CHKERRQ(ierr); 537ad922ac9SBarry Smith goto theend2; 53894a9d846SBarry Smith } 5395e42470aSBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 5405e42470aSBarry Smith scale = maxstep/(*ynorm); 541393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y); CHKERRQ(ierr); 5425e42470aSBarry Smith *ynorm = maxstep; 5435e76c431SBarry Smith } 5445e42470aSBarry Smith minlambda = steptol/(*ynorm); 545a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w); CHKERRQ(ierr); 5463a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 547a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope); CHKERRQ(ierr); 5485e42470aSBarry Smith initslope = real(cinitslope); 5495e42470aSBarry Smith #else 550a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope); CHKERRQ(ierr); 5515e42470aSBarry Smith #endif 5525e42470aSBarry Smith if (initslope > 0.0) initslope = -initslope; 5535e42470aSBarry Smith if (initslope == 0.0) initslope = -1.0; 5545e42470aSBarry Smith 555393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w); CHKERRQ(ierr); 5565334005bSBarry Smith ierr = VecAYPX(&mone,x,w); CHKERRQ(ierr); 55778b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 558cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 559406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* Sufficient reduction */ 560393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 56194a424c1SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch: Using full step\n"); 562ad922ac9SBarry Smith goto theend2; 5635e42470aSBarry Smith } 5645e42470aSBarry Smith 5655e42470aSBarry Smith /* Fit points with quadratic */ 5665e42470aSBarry Smith lambda = 1.0; count = 0; 5675e42470aSBarry Smith count = 1; 5685e42470aSBarry Smith while (1) { 5695e42470aSBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 570981c4779SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch:Unable to find good step length! %d \n",count); 571981c4779SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n", 572ea4d3ed3SLois Curfman McInnes fnorm,*gnorm,*ynorm,lambda,initslope); 573393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 574761aaf1bSLois Curfman McInnes *flag = -1; break; 5755e42470aSBarry Smith } 576a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 5775e42470aSBarry Smith if (lambdatemp <= .1*lambda) { 5785e42470aSBarry Smith lambda = .1*lambda; 5795e42470aSBarry Smith } else lambda = lambdatemp; 580393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w); CHKERRQ(ierr); 5815334005bSBarry Smith lambda = -lambda; 5823a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 583393d2d9aSLois Curfman McInnes clambda = lambda; ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr); 5845e42470aSBarry Smith #else 585393d2d9aSLois Curfman McInnes ierr = VecAXPY(&lambda,y,w); CHKERRQ(ierr); 5865e42470aSBarry Smith #endif 58778b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 588cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 589406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* sufficient reduction */ 590393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 591981c4779SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch:Quadratically determined step, lambda=%g\n",lambda); 59206259719SBarry Smith break; 5935e42470aSBarry Smith } 5945e42470aSBarry Smith count++; 5955e42470aSBarry Smith } 596ad922ac9SBarry Smith theend2: 5977857610eSBarry Smith PLogEventEnd(SNES_LineSearch,snes,x,f,g); 5983a40ed3dSBarry Smith PetscFunctionReturn(0); 5995e76c431SBarry Smith } 60004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 6015615d1e5SSatish Balay #undef __FUNC__ 602d4bb536fSBarry Smith #define __FUNC__ "SNESSetLineSearch" 603c9e6a524SLois Curfman McInnes /*@C 60477c4ece6SBarry Smith SNESSetLineSearch - Sets the line search routine to be used 605f63b844aSLois Curfman McInnes by the method SNES_EQ_LS. 6065e76c431SBarry Smith 6075e76c431SBarry Smith Input Parameters: 608eafb4bcbSBarry Smith . snes - nonlinear context obtained from SNESCreate() 6095e76c431SBarry Smith . func - pointer to int function 6105e76c431SBarry Smith 611fee21e36SBarry Smith Collective on SNES 612fee21e36SBarry Smith 613c4a48953SLois Curfman McInnes Available Routines: 614f59ffdedSLois Curfman McInnes . SNESCubicLineSearch() - default line search 615f59ffdedSLois Curfman McInnes . SNESQuadraticLineSearch() - quadratic line search 616f59ffdedSLois Curfman McInnes . SNESNoLineSearch() - the full Newton step (actually not a line search) 61782bf6240SBarry Smith . SNESNoLineSearchNoNorms() - use the full Newton step (calculate no norms; faster in parallel) 6185e76c431SBarry Smith 619c4a48953SLois Curfman McInnes Options Database Keys: 62009d61ba7SLois Curfman McInnes $ -snes_eq_ls [basic,quadratic,cubic] 621912ebf9aSLois Curfman McInnes $ -snes_eq_ls_alpha <alpha> 622912ebf9aSLois Curfman McInnes $ -snes_eq_ls_maxstep <max> 623912ebf9aSLois Curfman McInnes $ -snes_eq_ls_steptol <steptol> 624c4a48953SLois Curfman McInnes 6255e76c431SBarry Smith Calling sequence of func: 626f59ffdedSLois Curfman McInnes func (SNES snes, Vec x, Vec f, Vec g, Vec y, 627761aaf1bSLois Curfman McInnes Vec w, double fnorm, double *ynorm, 628761aaf1bSLois Curfman McInnes double *gnorm, *flag) 6295e76c431SBarry Smith 6305e76c431SBarry Smith Input parameters for func: 6315e42470aSBarry Smith . snes - nonlinear context 6325e76c431SBarry Smith . x - current iterate 6335e76c431SBarry Smith . f - residual evaluated at x 6345e76c431SBarry Smith . y - search direction (contains new iterate on output) 6355e76c431SBarry Smith . w - work vector 6365e76c431SBarry Smith . fnorm - 2-norm of f 6375e76c431SBarry Smith 6385e76c431SBarry Smith Output parameters for func: 6395e76c431SBarry Smith . g - residual evaluated at new iterate y 6405e76c431SBarry Smith . y - new iterate (contains search direction on input) 6415e76c431SBarry Smith . gnorm - 2-norm of g 6425e76c431SBarry Smith . ynorm - 2-norm of search length 643761aaf1bSLois Curfman McInnes . flag - set to 0 if the line search succeeds; a nonzero integer 644761aaf1bSLois Curfman McInnes on failure. 645f59ffdedSLois Curfman McInnes 646f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine 647f59ffdedSLois Curfman McInnes 648f59ffdedSLois Curfman McInnes .seealso: SNESNoLineSearch(), SNESQuadraticLineSearch(), SNESCubicLineSearch() 6495e76c431SBarry Smith @*/ 65077c4ece6SBarry Smith int SNESSetLineSearch(SNES snes,int (*func)(SNES,Vec,Vec,Vec,Vec,Vec, 651761aaf1bSLois Curfman McInnes double,double*,double*,int*)) 6525e76c431SBarry Smith { 65382bf6240SBarry Smith int ierr, (*f)(SNES,int (*f)(SNES,Vec,Vec,Vec,Vec,Vec,double,double*,double*,int*)); 65482bf6240SBarry Smith 6553a40ed3dSBarry Smith PetscFunctionBegin; 656e1311b90SBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearch",(void **)&f);CHKERRQ(ierr); 65782bf6240SBarry Smith if (f) { 65882bf6240SBarry Smith ierr = (*f)(snes,func);CHKERRQ(ierr); 65982bf6240SBarry Smith } 6603a40ed3dSBarry Smith PetscFunctionReturn(0); 6615e76c431SBarry Smith } 66204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 66382bf6240SBarry Smith #undef __FUNC__ 66482bf6240SBarry Smith #define __FUNC__ "SNESSetLineSearch_LS" 66582bf6240SBarry Smith int SNESSetLineSearch_LS(SNES snes,int (*func)(SNES,Vec,Vec,Vec,Vec,Vec, 66682bf6240SBarry Smith double,double*,double*,int*)) 66782bf6240SBarry Smith { 66882bf6240SBarry Smith PetscFunctionBegin; 66982bf6240SBarry Smith ((SNES_LS *)(snes->data))->LineSearch = func; 67082bf6240SBarry Smith PetscFunctionReturn(0); 67182bf6240SBarry Smith } 67204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 67304d965bbSLois Curfman McInnes /* 67404d965bbSLois Curfman McInnes SNESPrintHelp_EQ_LS - Prints all options for the SNES_EQ_LS method. 67582bf6240SBarry Smith 67604d965bbSLois Curfman McInnes Input Parameter: 67704d965bbSLois Curfman McInnes . snes - the SNES context 67804d965bbSLois Curfman McInnes 67904d965bbSLois Curfman McInnes Application Interface Routine: SNESPrintHelp() 68004d965bbSLois Curfman McInnes */ 68104d965bbSLois Curfman McInnes 6825615d1e5SSatish Balay #undef __FUNC__ 683d4bb536fSBarry Smith #define __FUNC__ "SNESPrintHelp_EQ_LS" 684f63b844aSLois Curfman McInnes static int SNESPrintHelp_EQ_LS(SNES snes,char *p) 6855e42470aSBarry Smith { 6865e42470aSBarry Smith SNES_LS *ls = (SNES_LS *)snes->data; 6876daaf66cSBarry Smith 6883a40ed3dSBarry Smith PetscFunctionBegin; 68976be9ce4SBarry Smith (*PetscHelpPrintf)(snes->comm," method SNES_EQ_LS (ls) for systems of nonlinear equations:\n"); 69076be9ce4SBarry Smith (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls [basic,quadratic,cubic]\n",p); 69176be9ce4SBarry Smith (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls_alpha <alpha> (default %g)\n",p,ls->alpha); 69276be9ce4SBarry Smith (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls_maxstep <max> (default %g)\n",p,ls->maxstep); 69376be9ce4SBarry Smith (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls_steptol <tol> (default %g)\n",p,ls->steptol); 6943a40ed3dSBarry Smith PetscFunctionReturn(0); 6955e42470aSBarry Smith } 69604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 69704d965bbSLois Curfman McInnes /* 69804d965bbSLois Curfman McInnes SNESView_EQ_LS - Prints the SNES_EQ_LS data structure. 69904d965bbSLois Curfman McInnes 70004d965bbSLois Curfman McInnes Input Parameters: 70104d965bbSLois Curfman McInnes . SNES - the SNES context 70204d965bbSLois Curfman McInnes . viewer - visualization context 70304d965bbSLois Curfman McInnes 70404d965bbSLois Curfman McInnes Application Interface Routine: SNESView() 70504d965bbSLois Curfman McInnes */ 7065615d1e5SSatish Balay #undef __FUNC__ 707d4bb536fSBarry Smith #define __FUNC__ "SNESView_EQ_LS" 708e1311b90SBarry Smith static int SNESView_EQ_LS(SNES snes,Viewer viewer) 709a935fc98SLois Curfman McInnes { 710a935fc98SLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 711d636dbe3SBarry Smith FILE *fd; 71219bcc07fSBarry Smith char *cstr; 71351695f54SLois Curfman McInnes int ierr; 71419bcc07fSBarry Smith ViewerType vtype; 715a935fc98SLois Curfman McInnes 7163a40ed3dSBarry Smith PetscFunctionBegin; 71719bcc07fSBarry Smith ierr = ViewerGetType(viewer,&vtype); CHKERRQ(ierr); 71819bcc07fSBarry Smith if (vtype == ASCII_FILE_VIEWER || vtype == ASCII_FILES_VIEWER) { 71990ace30eSBarry Smith ierr = ViewerASCIIGetPointer(viewer,&fd); CHKERRQ(ierr); 72019bcc07fSBarry Smith if (ls->LineSearch == SNESNoLineSearch) cstr = "SNESNoLineSearch"; 72119bcc07fSBarry Smith else if (ls->LineSearch == SNESQuadraticLineSearch) cstr = "SNESQuadraticLineSearch"; 72219bcc07fSBarry Smith else if (ls->LineSearch == SNESCubicLineSearch) cstr = "SNESCubicLineSearch"; 72319bcc07fSBarry Smith else cstr = "unknown"; 72477c4ece6SBarry Smith PetscFPrintf(snes->comm,fd," line search variant: %s\n",cstr); 72577c4ece6SBarry Smith PetscFPrintf(snes->comm,fd," alpha=%g, maxstep=%g, steptol=%g\n", 726a935fc98SLois Curfman McInnes ls->alpha,ls->maxstep,ls->steptol); 7275cd90555SBarry Smith } else { 7285cd90555SBarry Smith SETERRQ(1,1,"Viewer type not supported for this object"); 72919bcc07fSBarry Smith } 7303a40ed3dSBarry Smith PetscFunctionReturn(0); 731a935fc98SLois Curfman McInnes } 73204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 73304d965bbSLois Curfman McInnes /* 73404d965bbSLois Curfman McInnes SNESSetFromOptions_EQ_LS - Sets various parameters for the SNES_EQ_LS method. 73504d965bbSLois Curfman McInnes 73604d965bbSLois Curfman McInnes Input Parameter: 73704d965bbSLois Curfman McInnes . snes - the SNES context 73804d965bbSLois Curfman McInnes 73904d965bbSLois Curfman McInnes Application Interface Routine: SNESSetFromOptions() 74004d965bbSLois Curfman McInnes */ 7415615d1e5SSatish Balay #undef __FUNC__ 7425615d1e5SSatish Balay #define __FUNC__ "SNESSetFromOptions_EQ_LS" 743f63b844aSLois Curfman McInnes static int SNESSetFromOptions_EQ_LS(SNES snes) 7445e42470aSBarry Smith { 7455e42470aSBarry Smith SNES_LS *ls = (SNES_LS *)snes->data; 7465e42470aSBarry Smith char ver[16]; 7475e42470aSBarry Smith double tmp; 74825cdf11fSBarry Smith int ierr,flg; 7495e42470aSBarry Smith 7503a40ed3dSBarry Smith PetscFunctionBegin; 75109d61ba7SLois Curfman McInnes ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_alpha",&tmp, &flg);CHKERRQ(ierr); 75225cdf11fSBarry Smith if (flg) { 7535e42470aSBarry Smith ls->alpha = tmp; 7545e42470aSBarry Smith } 75509d61ba7SLois Curfman McInnes ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_maxstep",&tmp, &flg);CHKERRQ(ierr); 75625cdf11fSBarry Smith if (flg) { 7575e42470aSBarry Smith ls->maxstep = tmp; 7585e42470aSBarry Smith } 75909d61ba7SLois Curfman McInnes ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_steptol",&tmp, &flg);CHKERRQ(ierr); 76025cdf11fSBarry Smith if (flg) { 7615e42470aSBarry Smith ls->steptol = tmp; 7625e42470aSBarry Smith } 76309d61ba7SLois Curfman McInnes ierr = OptionsGetString(snes->prefix,"-snes_eq_ls",ver,16, &flg); CHKERRQ(ierr); 76425cdf11fSBarry Smith if (flg) { 76548d91487SBarry Smith if (!PetscStrcmp(ver,"basic")) { 76677c4ece6SBarry Smith SNESSetLineSearch(snes,SNESNoLineSearch); 7675e42470aSBarry Smith } 76829e0b56fSBarry Smith else if (!PetscStrcmp(ver,"basicnonorms")) { 76929e0b56fSBarry Smith SNESSetLineSearch(snes,SNESNoLineSearchNoNorms); 77029e0b56fSBarry Smith } 77148d91487SBarry Smith else if (!PetscStrcmp(ver,"quadratic")) { 77277c4ece6SBarry Smith SNESSetLineSearch(snes,SNESQuadraticLineSearch); 7735e42470aSBarry Smith } 77448d91487SBarry Smith else if (!PetscStrcmp(ver,"cubic")) { 77577c4ece6SBarry Smith SNESSetLineSearch(snes,SNESCubicLineSearch); 7765e42470aSBarry Smith } 777a8c6a408SBarry Smith else {SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,0,"Unknown line search");} 7785e42470aSBarry Smith } 7793a40ed3dSBarry Smith PetscFunctionReturn(0); 7805e42470aSBarry Smith } 78104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 78204d965bbSLois Curfman McInnes /* 78304d965bbSLois Curfman McInnes SNESCreate_EQ_LS - Creates a nonlinear solver context for the SNES_EQ_LS method, 78404d965bbSLois Curfman McInnes SNES_LS, and sets this as the private data within the generic nonlinear solver 78504d965bbSLois Curfman McInnes context, SNES, that was created within SNESCreate(). 78604d965bbSLois Curfman McInnes 78704d965bbSLois Curfman McInnes 78804d965bbSLois Curfman McInnes Input Parameter: 78904d965bbSLois Curfman McInnes . snes - the SNES context 79004d965bbSLois Curfman McInnes 79104d965bbSLois Curfman McInnes Application Interface Routine: SNESCreate() 79204d965bbSLois Curfman McInnes */ 7935615d1e5SSatish Balay #undef __FUNC__ 7945615d1e5SSatish Balay #define __FUNC__ "SNESCreate_EQ_LS" 795f63b844aSLois Curfman McInnes int SNESCreate_EQ_LS(SNES snes) 7965e42470aSBarry Smith { 79782bf6240SBarry Smith int ierr; 7985e42470aSBarry Smith SNES_LS *neP; 7995e42470aSBarry Smith 8003a40ed3dSBarry Smith PetscFunctionBegin; 801a8c6a408SBarry Smith if (snes->method_class != SNES_NONLINEAR_EQUATIONS) { 802a8c6a408SBarry Smith SETERRQ(PETSC_ERR_ARG_WRONG,0,"For SNES_NONLINEAR_EQUATIONS only"); 803a8c6a408SBarry Smith } 80482bf6240SBarry Smith 805f63b844aSLois Curfman McInnes snes->setup = SNESSetUp_EQ_LS; 806f63b844aSLois Curfman McInnes snes->solve = SNESSolve_EQ_LS; 807f63b844aSLois Curfman McInnes snes->destroy = SNESDestroy_EQ_LS; 808f63b844aSLois Curfman McInnes snes->converged = SNESConverged_EQ_LS; 809f63b844aSLois Curfman McInnes snes->printhelp = SNESPrintHelp_EQ_LS; 810f63b844aSLois Curfman McInnes snes->setfromoptions = SNESSetFromOptions_EQ_LS; 811f63b844aSLois Curfman McInnes snes->view = SNESView_EQ_LS; 8125baf8537SBarry Smith snes->nwork = 0; 8135e42470aSBarry Smith 8140452661fSBarry Smith neP = PetscNew(SNES_LS); CHKPTRQ(neP); 815ff782a9fSLois Curfman McInnes PLogObjectMemory(snes,sizeof(SNES_LS)); 8165e42470aSBarry Smith snes->data = (void *) neP; 8175e42470aSBarry Smith neP->alpha = 1.e-4; 8185e42470aSBarry Smith neP->maxstep = 1.e8; 8195e42470aSBarry Smith neP->steptol = 1.e-12; 8205e42470aSBarry Smith neP->LineSearch = SNESCubicLineSearch; 82182bf6240SBarry Smith 822e1311b90SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESSetLineSearch","SNESSetLineSearch_LS", 823e1311b90SBarry Smith (void*)SNESSetLineSearch_LS);CHKERRQ(ierr); 82482bf6240SBarry Smith 8253a40ed3dSBarry Smith PetscFunctionReturn(0); 8265e42470aSBarry Smith } 8275e42470aSBarry Smith 82882bf6240SBarry Smith 82982bf6240SBarry Smith 83082bf6240SBarry Smith 831