1a5eb4965SSatish Balay #ifdef PETSC_RCS_HEADER 2*c8dd0c0dSLois Curfman McInnes static char vcid[] = "$Id: ls.c,v 1.125 1999/03/14 17:17:00 curfman Exp curfman $"; 35e76c431SBarry Smith #endif 45e76c431SBarry Smith 570f55243SBarry Smith #include "src/snes/impls/ls/ls.h" 65e42470aSBarry Smith 704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------- 804d965bbSLois Curfman McInnes 904d965bbSLois Curfman McInnes This file implements a truncated Newton method with a line search, 1004d965bbSLois Curfman McInnes for solving a system of nonlinear equations, using the SLES, Vec, 1104d965bbSLois Curfman McInnes and Mat interfaces for linear solvers, vectors, and matrices, 1204d965bbSLois Curfman McInnes respectively. 1304d965bbSLois Curfman McInnes 14fe6c6bacSLois Curfman McInnes The following basic routines are required for each nonlinear solver: 1504d965bbSLois Curfman McInnes SNESCreate_XXX() - Creates a nonlinear solver context 1604d965bbSLois Curfman McInnes SNESSetFromOptions_XXX() - Sets runtime options 17fe6c6bacSLois Curfman McInnes SNESSolve_XXX() - Solves the nonlinear system 1804d965bbSLois Curfman McInnes SNESDestroy_XXX() - Destroys the nonlinear solver context 1904d965bbSLois Curfman McInnes The suffix "_XXX" denotes a particular implementation, in this case 2004d965bbSLois Curfman McInnes we use _EQ_LS (e.g., SNESCreate_EQ_LS, SNESSolve_EQ_LS) for solving 2104d965bbSLois Curfman McInnes systems of nonlinear equations (EQ) with a line search (LS) method. 2204d965bbSLois Curfman McInnes These routines are actually called via the common user interface 2304d965bbSLois Curfman McInnes routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and 2404d965bbSLois Curfman McInnes SNESDestroy(), so the application code interface remains identical 2504d965bbSLois Curfman McInnes for all nonlinear solvers. 2604d965bbSLois Curfman McInnes 2704d965bbSLois Curfman McInnes Another key routine is: 2804d965bbSLois Curfman McInnes SNESSetUp_XXX() - Prepares for the use of a nonlinear solver 2904d965bbSLois Curfman McInnes by setting data structures and options. The interface routine SNESSetUp() 3004d965bbSLois Curfman McInnes is not usually called directly by the user, but instead is called by 3104d965bbSLois Curfman McInnes SNESSolve() if necessary. 3204d965bbSLois Curfman McInnes 3304d965bbSLois Curfman McInnes Additional basic routines are: 3404d965bbSLois Curfman McInnes SNESPrintHelp_XXX() - Prints nonlinear solver runtime options 3504d965bbSLois Curfman McInnes SNESView_XXX() - Prints details of runtime options that 3604d965bbSLois Curfman McInnes have actually been used. 3704d965bbSLois Curfman McInnes These are called by application codes via the interface routines 3804d965bbSLois Curfman McInnes SNESPrintHelp() and SNESView(). 3904d965bbSLois Curfman McInnes 4004d965bbSLois Curfman McInnes The various types of solvers (preconditioners, Krylov subspace methods, 4104d965bbSLois Curfman McInnes nonlinear solvers, timesteppers) are all organized similarly, so the 4204d965bbSLois Curfman McInnes above description applies to these categories also. 4304d965bbSLois Curfman McInnes 4404d965bbSLois Curfman McInnes -------------------------------------------------------------------- */ 455e42470aSBarry Smith /* 4604d965bbSLois Curfman McInnes SNESSolve_EQ_LS - Solves a nonlinear system with a truncated Newton 4704d965bbSLois Curfman McInnes method with a line search. 485e76c431SBarry Smith 4904d965bbSLois Curfman McInnes Input Parameters: 5004d965bbSLois Curfman McInnes . snes - the SNES context 515e76c431SBarry Smith 5204d965bbSLois Curfman McInnes Output Parameter: 53c2a78f1aSLois Curfman McInnes . outits - number of iterations until termination 5404d965bbSLois Curfman McInnes 5504d965bbSLois Curfman McInnes Application Interface Routine: SNESSolve() 565e76c431SBarry Smith 575e76c431SBarry Smith Notes: 585e76c431SBarry Smith This implements essentially a truncated Newton method with a 595e76c431SBarry Smith line search. By default a cubic backtracking line search 605e76c431SBarry Smith is employed, as described in the text "Numerical Methods for 615e76c431SBarry Smith Unconstrained Optimization and Nonlinear Equations" by Dennis 62393d2d9aSLois Curfman McInnes and Schnabel. 635e76c431SBarry Smith */ 645615d1e5SSatish Balay #undef __FUNC__ 655615d1e5SSatish Balay #define __FUNC__ "SNESSolve_EQ_LS" 66f63b844aSLois Curfman McInnes int SNESSolve_EQ_LS(SNES snes,int *outits) 675e76c431SBarry Smith { 685e42470aSBarry Smith SNES_LS *neP = (SNES_LS *) snes->data; 6984c569c9SBarry Smith int maxits, i, ierr, lits, lsfail; 70112a2221SBarry Smith MatStructure flg = DIFFERENT_NONZERO_PATTERN; 7184c569c9SBarry Smith double fnorm, gnorm, xnorm, ynorm; 725e42470aSBarry Smith Vec Y, X, F, G, W, TMP; 735e76c431SBarry Smith 743a40ed3dSBarry Smith PetscFunctionBegin; 755e42470aSBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 765e42470aSBarry Smith X = snes->vec_sol; /* solution vector */ 7739e2f89bSBarry Smith F = snes->vec_func; /* residual vector */ 785e42470aSBarry Smith Y = snes->work[0]; /* work vectors */ 795e42470aSBarry Smith G = snes->work[1]; 805e42470aSBarry Smith W = snes->work[2]; 815e76c431SBarry Smith 825334005bSBarry Smith ierr = SNESComputeFunction(snes,X,F); CHKERRQ(ierr); /* F(X) */ 83cddf8d76SBarry Smith ierr = VecNorm(F,NORM_2,&fnorm); CHKERRQ(ierr); /* fnorm <- ||F|| */ 8406d0569aSBarry Smith PetscAMSTakeAccess(snes); 8584c569c9SBarry Smith snes->iter = 0; 865e42470aSBarry Smith snes->norm = fnorm; 8706d0569aSBarry Smith PetscAMSGrantAccess(snes); 8884c569c9SBarry Smith SNESLogConvHistory(snes,fnorm,0); 8994a424c1SBarry Smith SNESMonitor(snes,0,fnorm); 905e76c431SBarry Smith 913a40ed3dSBarry Smith if (fnorm < snes->atol) {*outits = 0; PetscFunctionReturn(0);} 9294a9d846SBarry Smith 93d034289bSBarry Smith /* set parameter for default relative tolerance convergence test */ 94d034289bSBarry Smith snes->ttol = fnorm*snes->rtol; 95d034289bSBarry Smith 965e76c431SBarry Smith for ( i=0; i<maxits; i++ ) { 975e76c431SBarry Smith 98ea4d3ed3SLois Curfman McInnes /* Solve J Y = F, where J is Jacobian matrix */ 995334005bSBarry Smith ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg); CHKERRQ(ierr); 1005334005bSBarry Smith ierr = SLESSetOperators(snes->sles,snes->jacobian,snes->jacobian_pre,flg); CHKERRQ(ierr); 10178b31e54SBarry Smith ierr = SLESSolve(snes->sles,F,Y,&lits); CHKERRQ(ierr); 1027a00f4a9SLois Curfman McInnes snes->linear_its += PetscAbsInt(lits); 103af1ccdebSLois Curfman McInnes PLogInfo(snes,"SNESSolve_EQ_LS: iter=%d, linear solve iterations=%d\n",snes->iter,lits); 104ea4d3ed3SLois Curfman McInnes 105ea4d3ed3SLois Curfman McInnes /* Compute a (scaled) negative update in the line search routine: 106ea4d3ed3SLois Curfman McInnes Y <- X - lambda*Y 107ea4d3ed3SLois Curfman McInnes and evaluate G(Y) = function(Y)) 108ea4d3ed3SLois Curfman McInnes */ 10981b6cf68SLois Curfman McInnes ierr = VecCopy(Y,snes->vec_sol_update_always); CHKERRQ(ierr); 110af2d14d2SLois Curfman McInnes ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lsfail); CHKERRQ(ierr); 111af1ccdebSLois Curfman McInnes PLogInfo(snes,"SNESSolve_EQ_LS: fnorm=%g, gnorm=%g, ynorm=%g, lsfail=%d\n",fnorm,gnorm,ynorm,lsfail); 112761aaf1bSLois Curfman McInnes if (lsfail) snes->nfailures++; 1135e76c431SBarry Smith 11439e2f89bSBarry Smith TMP = F; F = G; snes->vec_func_always = F; G = TMP; 11539e2f89bSBarry Smith TMP = X; X = Y; snes->vec_sol_always = X; Y = TMP; 1165e76c431SBarry Smith fnorm = gnorm; 1175e76c431SBarry Smith 11806d0569aSBarry Smith PetscAMSTakeAccess(snes); 11984c569c9SBarry Smith snes->iter = i+1; 1205e42470aSBarry Smith snes->norm = fnorm; 12106d0569aSBarry Smith PetscAMSGrantAccess(snes); 12284c569c9SBarry Smith SNESLogConvHistory(snes,fnorm,lits); 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 } 1425e42470aSBarry Smith *outits = i+1; 1433a40ed3dSBarry Smith PetscFunctionReturn(0); 1445e76c431SBarry Smith } 14504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 14604d965bbSLois Curfman McInnes /* 14704d965bbSLois Curfman McInnes SNESSetUp_EQ_LS - Sets up the internal data structures for the later use 14804d965bbSLois Curfman McInnes of the SNES_EQ_LS nonlinear solver. 14904d965bbSLois Curfman McInnes 15004d965bbSLois Curfman McInnes Input Parameter: 15104d965bbSLois Curfman McInnes . snes - the SNES context 15204d965bbSLois Curfman McInnes . x - the solution vector 15304d965bbSLois Curfman McInnes 15404d965bbSLois Curfman McInnes Application Interface Routine: SNESSetUp() 15504d965bbSLois Curfman McInnes 15604d965bbSLois Curfman McInnes Notes: 15704d965bbSLois Curfman McInnes For basic use of the SNES solvers the user need not explicitly call 15804d965bbSLois Curfman McInnes SNESSetUp(), since these actions will automatically occur during 15904d965bbSLois Curfman McInnes the call to SNESSolve(). 16004d965bbSLois Curfman McInnes */ 1615615d1e5SSatish Balay #undef __FUNC__ 1625615d1e5SSatish Balay #define __FUNC__ "SNESSetUp_EQ_LS" 163f63b844aSLois Curfman McInnes int SNESSetUp_EQ_LS(SNES snes) 1645e76c431SBarry Smith { 1655e42470aSBarry Smith int ierr; 1663a40ed3dSBarry Smith 1673a40ed3dSBarry Smith PetscFunctionBegin; 16881b6cf68SLois Curfman McInnes snes->nwork = 4; 169d7e8b826SBarry Smith ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr); 1705e42470aSBarry Smith PLogObjectParents(snes,snes->nwork,snes->work); 17181b6cf68SLois Curfman McInnes snes->vec_sol_update_always = snes->work[3]; 1723a40ed3dSBarry Smith PetscFunctionReturn(0); 1735e76c431SBarry Smith } 17404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 17504d965bbSLois Curfman McInnes /* 17604d965bbSLois Curfman McInnes SNESDestroy_EQ_LS - Destroys the private SNES_LS context that was created 17704d965bbSLois Curfman McInnes with SNESCreate_EQ_LS(). 17804d965bbSLois Curfman McInnes 17904d965bbSLois Curfman McInnes Input Parameter: 18004d965bbSLois Curfman McInnes . snes - the SNES context 18104d965bbSLois Curfman McInnes 182de49b36dSLois Curfman McInnes Application Interface Routine: SNESDestroy() 18304d965bbSLois Curfman McInnes */ 1845615d1e5SSatish Balay #undef __FUNC__ 185d4bb536fSBarry Smith #define __FUNC__ "SNESDestroy_EQ_LS" 186e1311b90SBarry Smith int SNESDestroy_EQ_LS(SNES snes) 1875e76c431SBarry Smith { 188393d2d9aSLois Curfman McInnes int ierr; 1893a40ed3dSBarry Smith 1903a40ed3dSBarry Smith PetscFunctionBegin; 1915baf8537SBarry Smith if (snes->nwork) { 1924b0e389bSBarry Smith ierr = VecDestroyVecs(snes->work,snes->nwork); CHKERRQ(ierr); 19321c89e3eSBarry Smith } 1940452661fSBarry Smith PetscFree(snes->data); 1953a40ed3dSBarry Smith PetscFunctionReturn(0); 1965e76c431SBarry Smith } 19704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 1985615d1e5SSatish Balay #undef __FUNC__ 1995615d1e5SSatish Balay #define __FUNC__ "SNESNoLineSearch" 20082bf6240SBarry Smith 2014b828684SBarry Smith /*@C 2025e42470aSBarry Smith SNESNoLineSearch - This routine is not a line search at all; 2035e76c431SBarry Smith it simply uses the full Newton step. Thus, this routine is intended 2045e76c431SBarry Smith to serve as a template and is not recommended for general use. 2055e76c431SBarry Smith 206c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 207c7afd0dbSLois Curfman McInnes 2085e76c431SBarry Smith Input Parameters: 209c7afd0dbSLois Curfman McInnes + snes - nonlinear context 210af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 2115e76c431SBarry Smith . x - current iterate 2125e76c431SBarry Smith . f - residual evaluated at x 2135e76c431SBarry Smith . y - search direction (contains new iterate on output) 2145e76c431SBarry Smith . w - work vector 215c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 2165e76c431SBarry Smith 217c4a48953SLois Curfman McInnes Output Parameters: 218c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 2195e76c431SBarry Smith . y - new iterate (contains search direction on input) 2205e76c431SBarry Smith . gnorm - 2-norm of g 2215e76c431SBarry Smith . ynorm - 2-norm of search length 222c7afd0dbSLois Curfman McInnes - flag - set to 0, indicating a successful line search 223fee21e36SBarry Smith 224c4a48953SLois Curfman McInnes Options Database Key: 225c7afd0dbSLois Curfman McInnes . -snes_eq_ls basic - Activates SNESNoLineSearch() 226c4a48953SLois Curfman McInnes 22736851e7fSLois Curfman McInnes Level: advanced 22836851e7fSLois Curfman McInnes 22928ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 23028ae5a21SLois Curfman McInnes 231f59ffdedSLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 232af2d14d2SLois Curfman McInnes SNESSetLineSearch(), SNESNoLineSearchNoNorms() 2335e76c431SBarry Smith @*/ 234af2d14d2SLois Curfman McInnes int SNESNoLineSearch(SNES snes, void *lsctx, Vec x, Vec f, Vec g, Vec y, Vec w, 235761aaf1bSLois Curfman McInnes double fnorm, double *ynorm, double *gnorm,int *flag ) 2365e76c431SBarry Smith { 2375e42470aSBarry Smith int ierr; 2385334005bSBarry Smith Scalar mone = -1.0; 2395334005bSBarry Smith 2403a40ed3dSBarry Smith PetscFunctionBegin; 241761aaf1bSLois Curfman McInnes *flag = 0; 2427857610eSBarry Smith PLogEventBegin(SNES_LineSearch,snes,x,f,g); 243cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm); CHKERRQ(ierr); /* ynorm = || y || */ 244ea4d3ed3SLois Curfman McInnes ierr = VecAYPX(&mone,x,y); CHKERRQ(ierr); /* y <- y - x */ 245ea4d3ed3SLois Curfman McInnes ierr = SNESComputeFunction(snes,y,g); CHKERRQ(ierr); /* Compute F(y) */ 246cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); /* gnorm = || g || */ 2477857610eSBarry Smith PLogEventEnd(SNES_LineSearch,snes,x,f,g); 2483a40ed3dSBarry Smith PetscFunctionReturn(0); 2495e76c431SBarry Smith } 25004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 2515615d1e5SSatish Balay #undef __FUNC__ 25229e0b56fSBarry Smith #define __FUNC__ "SNESNoLineSearchNoNorms" 25382bf6240SBarry Smith 25429e0b56fSBarry Smith /*@C 25529e0b56fSBarry Smith SNESNoLineSearchNoNorms - This routine is not a line search at 25629e0b56fSBarry Smith all; it simply uses the full Newton step. This version does not 25729e0b56fSBarry Smith even compute the norm of the function or search direction; this 25829e0b56fSBarry Smith is intended only when you know the full step is fine and are 25929e0b56fSBarry Smith not checking for convergence of the nonlinear iteration (for 260c7afd0dbSLois Curfman McInnes example, you are running always for a fixed number of Newton steps). 261c7afd0dbSLois Curfman McInnes 262c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 26329e0b56fSBarry Smith 26429e0b56fSBarry Smith Input Parameters: 265c7afd0dbSLois Curfman McInnes + snes - nonlinear context 266af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 26729e0b56fSBarry Smith . x - current iterate 26829e0b56fSBarry Smith . f - residual evaluated at x 26929e0b56fSBarry Smith . y - search direction (contains new iterate on output) 27029e0b56fSBarry Smith . w - work vector 271c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 27229e0b56fSBarry Smith 27329e0b56fSBarry Smith Output Parameters: 274c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 27529e0b56fSBarry Smith . gnorm - not changed 27629e0b56fSBarry Smith . ynorm - not changed 277c7afd0dbSLois Curfman McInnes - flag - set to 0, indicating a successful line search 278fee21e36SBarry Smith 27929e0b56fSBarry Smith Options Database Key: 280c7afd0dbSLois Curfman McInnes . -snes_eq_ls basicnonorms - Activates SNESNoLineSearchNoNorms() 28129e0b56fSBarry Smith 28236851e7fSLois Curfman McInnes Level: advanced 28336851e7fSLois Curfman McInnes 28429e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic 28529e0b56fSBarry Smith 28629e0b56fSBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 28729e0b56fSBarry Smith SNESSetLineSearch(), SNESNoLineSearch() 28829e0b56fSBarry Smith @*/ 289af2d14d2SLois Curfman McInnes int SNESNoLineSearchNoNorms(SNES snes, void *lsctx, Vec x, Vec f, Vec g, Vec y, Vec w, 29029e0b56fSBarry Smith double fnorm, double *ynorm, double *gnorm,int *flag ) 29129e0b56fSBarry Smith { 29229e0b56fSBarry Smith int ierr; 29329e0b56fSBarry Smith Scalar mone = -1.0; 29429e0b56fSBarry Smith 2953a40ed3dSBarry Smith PetscFunctionBegin; 29629e0b56fSBarry Smith *flag = 0; 29729e0b56fSBarry Smith PLogEventBegin(SNES_LineSearch,snes,x,f,g); 29829e0b56fSBarry Smith ierr = VecAYPX(&mone,x,y); CHKERRQ(ierr); /* y <- y - x */ 29929e0b56fSBarry Smith ierr = SNESComputeFunction(snes,y,g); CHKERRQ(ierr); /* Compute F(y) */ 30029e0b56fSBarry Smith PLogEventEnd(SNES_LineSearch,snes,x,f,g); 3013a40ed3dSBarry Smith PetscFunctionReturn(0); 30229e0b56fSBarry Smith } 30304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 30429e0b56fSBarry Smith #undef __FUNC__ 3055615d1e5SSatish Balay #define __FUNC__ "SNESCubicLineSearch" 3064b828684SBarry Smith /*@C 307f525115eSLois Curfman McInnes SNESCubicLineSearch - Performs a cubic line search (default line search method). 3085e76c431SBarry Smith 309c7afd0dbSLois Curfman McInnes Collective on SNES 310c7afd0dbSLois Curfman McInnes 3115e76c431SBarry Smith Input Parameters: 312c7afd0dbSLois Curfman McInnes + snes - nonlinear context 313af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 3145e76c431SBarry Smith . x - current iterate 3155e76c431SBarry Smith . f - residual evaluated at x 3165e76c431SBarry Smith . y - search direction (contains new iterate on output) 3175e76c431SBarry Smith . w - work vector 318c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 3195e76c431SBarry Smith 320393d2d9aSLois Curfman McInnes Output Parameters: 321c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 3225e76c431SBarry Smith . y - new iterate (contains search direction on input) 3235e76c431SBarry Smith . gnorm - 2-norm of g 3245e76c431SBarry Smith . ynorm - 2-norm of search length 325c7afd0dbSLois Curfman McInnes - flag - 0 if line search succeeds; -1 on failure. 326fee21e36SBarry Smith 327c4a48953SLois Curfman McInnes Options Database Key: 328c7afd0dbSLois Curfman McInnes $ -snes_eq_ls cubic - Activates SNESCubicLineSearch() 329c4a48953SLois Curfman McInnes 3305e76c431SBarry Smith Notes: 3315e76c431SBarry Smith This line search is taken from "Numerical Methods for Unconstrained 3325e76c431SBarry Smith Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 3335e76c431SBarry Smith 33436851e7fSLois Curfman McInnes Level: advanced 33536851e7fSLois Curfman McInnes 33628ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 33728ae5a21SLois Curfman McInnes 338af2d14d2SLois Curfman McInnes .seealso: SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms() 3395e76c431SBarry Smith @*/ 340af2d14d2SLois Curfman McInnes int SNESCubicLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w, 341761aaf1bSLois Curfman McInnes double fnorm,double *ynorm,double *gnorm,int *flag) 3425e76c431SBarry Smith { 343406556e6SLois Curfman McInnes /* 344406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 345406556e6SLois Curfman McInnes minimization problem: 346406556e6SLois Curfman McInnes min z(x): R^n -> R, 347406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 348406556e6SLois Curfman McInnes */ 349406556e6SLois Curfman McInnes 350ddd12767SBarry Smith double steptol, initslope, lambdaprev, gnormprev, a, b, d, t1, t2; 351ea4d3ed3SLois Curfman McInnes double maxstep, minlambda, alpha, lambda, lambdatemp, lambdaneg; 3523a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 3535e42470aSBarry Smith Scalar cinitslope, clambda; 3546b5873e3SBarry Smith #endif 3555e42470aSBarry Smith int ierr, count; 3565e42470aSBarry Smith SNES_LS *neP = (SNES_LS *) snes->data; 3575334005bSBarry Smith Scalar mone = -1.0,scale; 3585e76c431SBarry Smith 3593a40ed3dSBarry Smith PetscFunctionBegin; 3607857610eSBarry Smith PLogEventBegin(SNES_LineSearch,snes,x,f,g); 361761aaf1bSLois Curfman McInnes *flag = 0; 3625e76c431SBarry Smith alpha = neP->alpha; 3635e76c431SBarry Smith maxstep = neP->maxstep; 3645e76c431SBarry Smith steptol = neP->steptol; 3655e76c431SBarry Smith 366cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm); CHKERRQ(ierr); 367a1c2b6eeSLois Curfman McInnes if (*ynorm < snes->atol) { 368a1c2b6eeSLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch: Search direction and size are nearly 0\n"); 369a1c2b6eeSLois Curfman McInnes *gnorm = fnorm; 370a1c2b6eeSLois Curfman McInnes ierr = VecCopy(x,y); CHKERRQ(ierr); 371a1c2b6eeSLois Curfman McInnes ierr = VecCopy(f,g); CHKERRQ(ierr); 372ad922ac9SBarry Smith goto theend1; 37394a9d846SBarry Smith } 3745e76c431SBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 3755e42470aSBarry Smith scale = maxstep/(*ynorm); 3763a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 37792318cfeSSatish Balay PLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g\n",PetscReal(scale)); 3786b5873e3SBarry Smith #else 37994a424c1SBarry Smith PLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g\n",scale); 3806b5873e3SBarry Smith #endif 381393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y); CHKERRQ(ierr); 3825e76c431SBarry Smith *ynorm = maxstep; 3835e76c431SBarry Smith } 3845e76c431SBarry Smith minlambda = steptol/(*ynorm); 385a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w); CHKERRQ(ierr); 3863a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 387a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope); CHKERRQ(ierr); 38892318cfeSSatish Balay initslope = PetscReal(cinitslope); 3895e42470aSBarry Smith #else 390a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope); CHKERRQ(ierr); 3915e42470aSBarry Smith #endif 3925e76c431SBarry Smith if (initslope > 0.0) initslope = -initslope; 3935e76c431SBarry Smith if (initslope == 0.0) initslope = -1.0; 3945e76c431SBarry Smith 395393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w); CHKERRQ(ierr); 3965334005bSBarry Smith ierr = VecAYPX(&mone,x,w); CHKERRQ(ierr); 39778b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 398cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); 399406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* Sufficient reduction */ 400393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 40194a424c1SBarry Smith PLogInfo(snes,"SNESCubicLineSearch: Using full step\n"); 402ad922ac9SBarry Smith goto theend1; 4035e76c431SBarry Smith } 4045e76c431SBarry Smith 4055e76c431SBarry Smith /* Fit points with quadratic */ 4065e76c431SBarry Smith lambda = 1.0; count = 0; 407a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 4085e76c431SBarry Smith lambdaprev = lambda; 4095e76c431SBarry Smith gnormprev = *gnorm; 410ddd12767SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 411ddd12767SBarry Smith else lambda = lambdatemp; 412393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w); CHKERRQ(ierr); 413ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 4143a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 415ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr); 4165e42470aSBarry Smith #else 417ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w); CHKERRQ(ierr); 4185e42470aSBarry Smith #endif 41978b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 420cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 421406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* sufficient reduction */ 422393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 423ea4d3ed3SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch: Quadratically determined step, lambda=%g\n",lambda); 424ad922ac9SBarry Smith goto theend1; 4255e76c431SBarry Smith } 4265e76c431SBarry Smith 4275e76c431SBarry Smith /* Fit points with cubic */ 4285e76c431SBarry Smith count = 1; 4295e76c431SBarry Smith while (1) { 4305e76c431SBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 4312b022350SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch:Unable to find good step length! %d \n",count); 4322b022350SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n", 433ea4d3ed3SLois Curfman McInnes fnorm,*gnorm,*ynorm,lambda,initslope); 434393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 435761aaf1bSLois Curfman McInnes *flag = -1; break; 4365e76c431SBarry Smith } 437406556e6SLois Curfman McInnes t1 = ((*gnorm)*(*gnorm) - fnorm*fnorm)*0.5 - lambda*initslope; 438406556e6SLois Curfman McInnes t2 = (gnormprev*gnormprev - fnorm*fnorm)*0.5 - lambdaprev*initslope; 439ddd12767SBarry Smith a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 4402b022350SLois Curfman McInnes b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 4415e76c431SBarry Smith d = b*b - 3*a*initslope; 4425e76c431SBarry Smith if (d < 0.0) d = 0.0; 4435e76c431SBarry Smith if (a == 0.0) { 4445e76c431SBarry Smith lambdatemp = -initslope/(2.0*b); 4455e76c431SBarry Smith } else { 4465e76c431SBarry Smith lambdatemp = (-b + sqrt(d))/(3.0*a); 4475e76c431SBarry Smith } 4485e76c431SBarry Smith if (lambdatemp > .5*lambda) { 4495e76c431SBarry Smith lambdatemp = .5*lambda; 4505e76c431SBarry Smith } 4515e76c431SBarry Smith lambdaprev = lambda; 4525e76c431SBarry Smith gnormprev = *gnorm; 4535e76c431SBarry Smith if (lambdatemp <= .1*lambda) { 4545e76c431SBarry Smith lambda = .1*lambda; 4555e76c431SBarry Smith } 4565e76c431SBarry Smith else lambda = lambdatemp; 457393d2d9aSLois Curfman McInnes ierr = VecCopy( x, w ); CHKERRQ(ierr); 458ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 4593a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 460ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; 461393d2d9aSLois Curfman McInnes ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr); 4625e42470aSBarry Smith #else 463ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w); CHKERRQ(ierr); 4645e42470aSBarry Smith #endif 46578b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 466cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 467406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* is reduction enough? */ 468393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 469ea4d3ed3SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch: Cubically determined step, lambda=%g\n",lambda); 4702715565aSLois Curfman McInnes goto theend1; 4712b022350SLois Curfman McInnes } else { 4722b022350SLois Curfman McInnes PLogInfo(snes,"SNESCubicLineSearch: Cubic step no good, shrinking lambda, lambda=%g\n",lambda); 4735e76c431SBarry Smith } 4745e76c431SBarry Smith count++; 4755e76c431SBarry Smith } 476ad922ac9SBarry Smith theend1: 4777857610eSBarry Smith PLogEventEnd(SNES_LineSearch,snes,x,f,g); 4783a40ed3dSBarry Smith PetscFunctionReturn(0); 4795e76c431SBarry Smith } 48004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 4815615d1e5SSatish Balay #undef __FUNC__ 4825615d1e5SSatish Balay #define __FUNC__ "SNESQuadraticLineSearch" 4834b828684SBarry Smith /*@C 484f525115eSLois Curfman McInnes SNESQuadraticLineSearch - Performs a quadratic line search. 4855e76c431SBarry Smith 486c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 487c7afd0dbSLois Curfman McInnes 4885e42470aSBarry Smith Input Parameters: 489c7afd0dbSLois Curfman McInnes + snes - the SNES context 490af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 4915e42470aSBarry Smith . x - current iterate 4925e42470aSBarry Smith . f - residual evaluated at x 4935e42470aSBarry Smith . y - search direction (contains new iterate on output) 4945e42470aSBarry Smith . w - work vector 495c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 4965e42470aSBarry Smith 497c4a48953SLois Curfman McInnes Output Parameters: 498c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4995e42470aSBarry Smith . y - new iterate (contains search direction on input) 5005e42470aSBarry Smith . gnorm - 2-norm of g 5015e42470aSBarry Smith . ynorm - 2-norm of search length 502c7afd0dbSLois Curfman McInnes - flag - 0 if line search succeeds; -1 on failure. 503fee21e36SBarry Smith 504c4a48953SLois Curfman McInnes Options Database Key: 505c7afd0dbSLois Curfman McInnes . -snes_eq_ls quadratic - Activates SNESQuadraticLineSearch() 506c4a48953SLois Curfman McInnes 5075e42470aSBarry Smith Notes: 508c7afd0dbSLois Curfman McInnes Use SNESSetLineSearch() to set this routine within the SNES_EQ_LS method. 5095e42470aSBarry Smith 51036851e7fSLois Curfman McInnes Level: advanced 51136851e7fSLois Curfman McInnes 512f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search 513f59ffdedSLois Curfman McInnes 514af2d14d2SLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms() 5155e42470aSBarry Smith @*/ 516af2d14d2SLois Curfman McInnes int SNESQuadraticLineSearch(SNES snes, void *lsctx, Vec x, Vec f, Vec g, Vec y, Vec w, 517761aaf1bSLois Curfman McInnes double fnorm, double *ynorm, double *gnorm,int *flag) 5185e76c431SBarry Smith { 519406556e6SLois Curfman McInnes /* 520406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 521406556e6SLois Curfman McInnes minimization problem: 522406556e6SLois Curfman McInnes min z(x): R^n -> R, 523406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 524406556e6SLois Curfman McInnes */ 52540011551SBarry Smith double steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp; 5263a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 5275e42470aSBarry Smith Scalar cinitslope,clambda; 5286b5873e3SBarry Smith #endif 5295e42470aSBarry Smith int ierr,count; 5305e42470aSBarry Smith SNES_LS *neP = (SNES_LS *) snes->data; 5315334005bSBarry Smith Scalar mone = -1.0,scale; 5325e76c431SBarry Smith 5333a40ed3dSBarry Smith PetscFunctionBegin; 5347857610eSBarry Smith PLogEventBegin(SNES_LineSearch,snes,x,f,g); 535761aaf1bSLois Curfman McInnes *flag = 0; 5365e42470aSBarry Smith alpha = neP->alpha; 5375e42470aSBarry Smith maxstep = neP->maxstep; 5385e42470aSBarry Smith steptol = neP->steptol; 5395e76c431SBarry Smith 540cddf8d76SBarry Smith VecNorm(y, NORM_2,ynorm ); 541b37302c6SLois Curfman McInnes if (*ynorm < snes->atol) { 54294a9d846SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch: Search direction and size is 0\n"); 543b37302c6SLois Curfman McInnes *gnorm = fnorm; 544b37302c6SLois Curfman McInnes ierr = VecCopy(x,y); CHKERRQ(ierr); 545b37302c6SLois Curfman McInnes ierr = VecCopy(f,g); CHKERRQ(ierr); 546ad922ac9SBarry Smith goto theend2; 54794a9d846SBarry Smith } 5485e42470aSBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 5495e42470aSBarry Smith scale = maxstep/(*ynorm); 550393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y); CHKERRQ(ierr); 5515e42470aSBarry Smith *ynorm = maxstep; 5525e76c431SBarry Smith } 5535e42470aSBarry Smith minlambda = steptol/(*ynorm); 554a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w); CHKERRQ(ierr); 5553a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 556a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope); CHKERRQ(ierr); 55792318cfeSSatish Balay initslope = PetscReal(cinitslope); 5585e42470aSBarry Smith #else 559a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope); CHKERRQ(ierr); 5605e42470aSBarry Smith #endif 5615e42470aSBarry Smith if (initslope > 0.0) initslope = -initslope; 5625e42470aSBarry Smith if (initslope == 0.0) initslope = -1.0; 5635e42470aSBarry Smith 564393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w); CHKERRQ(ierr); 5655334005bSBarry Smith ierr = VecAYPX(&mone,x,w); CHKERRQ(ierr); 56678b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 567cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 568406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* Sufficient reduction */ 569393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 57094a424c1SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch: Using full step\n"); 571ad922ac9SBarry Smith goto theend2; 5725e42470aSBarry Smith } 5735e42470aSBarry Smith 5745e42470aSBarry Smith /* Fit points with quadratic */ 5755e42470aSBarry Smith lambda = 1.0; count = 0; 5765e42470aSBarry Smith count = 1; 5775e42470aSBarry Smith while (1) { 5785e42470aSBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 579981c4779SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch:Unable to find good step length! %d \n",count); 580981c4779SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n", 581ea4d3ed3SLois Curfman McInnes fnorm,*gnorm,*ynorm,lambda,initslope); 582393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 583761aaf1bSLois Curfman McInnes *flag = -1; break; 5845e42470aSBarry Smith } 585a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 5865e42470aSBarry Smith if (lambdatemp <= .1*lambda) { 5875e42470aSBarry Smith lambda = .1*lambda; 5885e42470aSBarry Smith } else lambda = lambdatemp; 589393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w); CHKERRQ(ierr); 5905334005bSBarry Smith lambda = -lambda; 5913a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX) 592393d2d9aSLois Curfman McInnes clambda = lambda; ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr); 5935e42470aSBarry Smith #else 594393d2d9aSLois Curfman McInnes ierr = VecAXPY(&lambda,y,w); CHKERRQ(ierr); 5955e42470aSBarry Smith #endif 59678b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr); 597cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr); 598406556e6SLois Curfman McInnes if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* sufficient reduction */ 599393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y); CHKERRQ(ierr); 600981c4779SBarry Smith PLogInfo(snes,"SNESQuadraticLineSearch:Quadratically determined step, lambda=%g\n",lambda); 60106259719SBarry Smith break; 6025e42470aSBarry Smith } 6035e42470aSBarry Smith count++; 6045e42470aSBarry Smith } 605ad922ac9SBarry Smith theend2: 6067857610eSBarry Smith PLogEventEnd(SNES_LineSearch,snes,x,f,g); 6073a40ed3dSBarry Smith PetscFunctionReturn(0); 6085e76c431SBarry Smith } 60904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 6105615d1e5SSatish Balay #undef __FUNC__ 611d4bb536fSBarry Smith #define __FUNC__ "SNESSetLineSearch" 612c9e6a524SLois Curfman McInnes /*@C 61377c4ece6SBarry Smith SNESSetLineSearch - Sets the line search routine to be used 614f63b844aSLois Curfman McInnes by the method SNES_EQ_LS. 6155e76c431SBarry Smith 6165e76c431SBarry Smith Input Parameters: 617c7afd0dbSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 618af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for use by line search 619c7afd0dbSLois Curfman McInnes - func - pointer to int function 6205e76c431SBarry Smith 621fee21e36SBarry Smith Collective on SNES 622fee21e36SBarry Smith 623c4a48953SLois Curfman McInnes Available Routines: 624c7afd0dbSLois Curfman McInnes + SNESCubicLineSearch() - default line search 625f59ffdedSLois Curfman McInnes . SNESQuadraticLineSearch() - quadratic line search 626f59ffdedSLois Curfman McInnes . SNESNoLineSearch() - the full Newton step (actually not a line search) 627af2d14d2SLois Curfman McInnes - SNESNoLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel) 6285e76c431SBarry Smith 629c4a48953SLois Curfman McInnes Options Database Keys: 630af2d14d2SLois Curfman McInnes + -snes_eq_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 631c7afd0dbSLois Curfman McInnes . -snes_eq_ls_alpha <alpha> - Sets alpha 632c7afd0dbSLois Curfman McInnes . -snes_eq_ls_maxstep <max> - Sets maxstep 633c7afd0dbSLois Curfman McInnes - -snes_eq_ls_steptol <steptol> - Sets steptol 634c4a48953SLois Curfman McInnes 6355e76c431SBarry Smith Calling sequence of func: 636bd208895SLois Curfman McInnes .vb 637af2d14d2SLois Curfman McInnes func (SNES snes, void *lsctx, Vec x, Vec f, Vec g, Vec y, Vec w, 638bd208895SLois Curfman McInnes double fnorm, double *ynorm, double *gnorm, *flag) 639bd208895SLois Curfman McInnes .ve 6405e76c431SBarry Smith 6415e76c431SBarry Smith Input parameters for func: 642c7afd0dbSLois Curfman McInnes + snes - nonlinear context 643af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for line search 6445e76c431SBarry Smith . x - current iterate 6455e76c431SBarry Smith . f - residual evaluated at x 6465e76c431SBarry Smith . y - search direction (contains new iterate on output) 6475e76c431SBarry Smith . w - work vector 648c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 6495e76c431SBarry Smith 6505e76c431SBarry Smith Output parameters for func: 651c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 6525e76c431SBarry Smith . y - new iterate (contains search direction on input) 6535e76c431SBarry Smith . gnorm - 2-norm of g 6545e76c431SBarry Smith . ynorm - 2-norm of search length 655c7afd0dbSLois Curfman McInnes - flag - set to 0 if the line search succeeds; a nonzero integer 656761aaf1bSLois Curfman McInnes on failure. 657f59ffdedSLois Curfman McInnes 65836851e7fSLois Curfman McInnes Level: advanced 65936851e7fSLois Curfman McInnes 660f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine 661f59ffdedSLois Curfman McInnes 662af2d14d2SLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESNoLineSearchNoNorms() 6635e76c431SBarry Smith @*/ 664af2d14d2SLois Curfman McInnes int SNESSetLineSearch(SNES snes,int (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,double,double*,double*,int*),void *lsctx) 6655e76c431SBarry Smith { 666af2d14d2SLois Curfman McInnes int ierr, (*f)(SNES,int (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,double,double*,double*,int*),void*); 66782bf6240SBarry Smith 6683a40ed3dSBarry Smith PetscFunctionBegin; 66994d884c6SBarry Smith ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearch_C",(void **)&f);CHKERRQ(ierr); 67082bf6240SBarry Smith if (f) { 671af2d14d2SLois Curfman McInnes ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr); 67282bf6240SBarry Smith } 6733a40ed3dSBarry Smith PetscFunctionReturn(0); 6745e76c431SBarry Smith } 67504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 676fb2e594dSBarry Smith EXTERN_C_BEGIN 67782bf6240SBarry Smith #undef __FUNC__ 67882bf6240SBarry Smith #define __FUNC__ "SNESSetLineSearch_LS" 679af2d14d2SLois Curfman McInnes int SNESSetLineSearch_LS(SNES snes,int (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec, 680af2d14d2SLois Curfman McInnes double,double*,double*,int*),void *lsctx) 68182bf6240SBarry Smith { 68282bf6240SBarry Smith PetscFunctionBegin; 68382bf6240SBarry Smith ((SNES_LS *)(snes->data))->LineSearch = func; 684af2d14d2SLois Curfman McInnes ((SNES_LS *)(snes->data))->lsP = lsctx; 68582bf6240SBarry Smith PetscFunctionReturn(0); 68682bf6240SBarry Smith } 687fb2e594dSBarry Smith EXTERN_C_END 68804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 689*c8dd0c0dSLois Curfman McInnes #undef __FUNC__ 690*c8dd0c0dSLois Curfman McInnes #define __FUNC__ "SNESSetLineSearchCheck" 691*c8dd0c0dSLois Curfman McInnes /*@C 692*c8dd0c0dSLois Curfman McInnes SNESSetLineSearchCheck - Sets a routine to check the step computed by the 693*c8dd0c0dSLois Curfman McInnes line search routine in the Newton-based method SNES_EQ_LS. 694*c8dd0c0dSLois Curfman McInnes 695*c8dd0c0dSLois Curfman McInnes Input Parameters: 696*c8dd0c0dSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 697*c8dd0c0dSLois Curfman McInnes . func - pointer to int function 698*c8dd0c0dSLois Curfman McInnes - checkctx - optional user-defined context for use by step checking routine 699*c8dd0c0dSLois Curfman McInnes 700*c8dd0c0dSLois Curfman McInnes Collective on SNES 701*c8dd0c0dSLois Curfman McInnes 702*c8dd0c0dSLois Curfman McInnes Calling sequence of func: 703*c8dd0c0dSLois Curfman McInnes .vb 704*c8dd0c0dSLois Curfman McInnes func (SNES snes, void *lsctx, Vec x, int *flag) 705*c8dd0c0dSLois Curfman McInnes .ve 706*c8dd0c0dSLois Curfman McInnes 707*c8dd0c0dSLois Curfman McInnes Input parameters for func: 708*c8dd0c0dSLois Curfman McInnes + snes - nonlinear context 709*c8dd0c0dSLois Curfman McInnes . checkctx - optional user-defined context for use by step checking routine 710*c8dd0c0dSLois Curfman McInnes - x - current iterate 711*c8dd0c0dSLois Curfman McInnes 712*c8dd0c0dSLois Curfman McInnes Output parameters for func: 713*c8dd0c0dSLois Curfman McInnes + x - current iterate (possibly modified) 714*c8dd0c0dSLois Curfman McInnes - flag - flag indicating whether x has been modified (either 715*c8dd0c0dSLois Curfman McInnes PETSC_TRUE of PETSC_FALSE) 716*c8dd0c0dSLois Curfman McInnes 717*c8dd0c0dSLois Curfman McInnes Level: advanced 718*c8dd0c0dSLois Curfman McInnes 719*c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine 720*c8dd0c0dSLois Curfman McInnes 721*c8dd0c0dSLois Curfman McInnes .seealso: SNESSetLineSearch() 722*c8dd0c0dSLois Curfman McInnes @*/ 723*c8dd0c0dSLois Curfman McInnes int SNESSetLineSearchCheck(SNES snes,int (*func)(SNES,void*,Vec,int*),void *checkctx) 724*c8dd0c0dSLois Curfman McInnes { 725*c8dd0c0dSLois Curfman McInnes int ierr, (*f)(SNES,int (*)(SNES,void*,Vec,int*),void*); 726*c8dd0c0dSLois Curfman McInnes 727*c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 728*c8dd0c0dSLois Curfman McInnes ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearchCheck_C",(void **)&f);CHKERRQ(ierr); 729*c8dd0c0dSLois Curfman McInnes if (f) { 730*c8dd0c0dSLois Curfman McInnes ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr); 731*c8dd0c0dSLois Curfman McInnes } 732*c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 733*c8dd0c0dSLois Curfman McInnes } 734*c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 735*c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN 736*c8dd0c0dSLois Curfman McInnes #undef __FUNC__ 737*c8dd0c0dSLois Curfman McInnes #define __FUNC__ "SNESSetLineSearchCheck_LS" 738*c8dd0c0dSLois Curfman McInnes int SNESSetLineSearchCheck_LS(SNES snes,int (*func)(SNES,void*,Vec,int*),void *checkctx) 739*c8dd0c0dSLois Curfman McInnes { 740*c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 741*c8dd0c0dSLois Curfman McInnes ((SNES_LS *)(snes->data))->CheckStep = func; 742*c8dd0c0dSLois Curfman McInnes ((SNES_LS *)(snes->data))->checkP = checkctx; 743*c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 744*c8dd0c0dSLois Curfman McInnes } 745*c8dd0c0dSLois Curfman McInnes EXTERN_C_END 746*c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 74704d965bbSLois Curfman McInnes /* 74804d965bbSLois Curfman McInnes SNESPrintHelp_EQ_LS - Prints all options for the SNES_EQ_LS method. 74982bf6240SBarry Smith 75004d965bbSLois Curfman McInnes Input Parameter: 75104d965bbSLois Curfman McInnes . snes - the SNES context 75204d965bbSLois Curfman McInnes 75304d965bbSLois Curfman McInnes Application Interface Routine: SNESPrintHelp() 75404d965bbSLois Curfman McInnes */ 7555615d1e5SSatish Balay #undef __FUNC__ 756d4bb536fSBarry Smith #define __FUNC__ "SNESPrintHelp_EQ_LS" 757f63b844aSLois Curfman McInnes static int SNESPrintHelp_EQ_LS(SNES snes,char *p) 7585e42470aSBarry Smith { 7595e42470aSBarry Smith SNES_LS *ls = (SNES_LS *)snes->data; 7606daaf66cSBarry Smith 7613a40ed3dSBarry Smith PetscFunctionBegin; 76276be9ce4SBarry Smith (*PetscHelpPrintf)(snes->comm," method SNES_EQ_LS (ls) for systems of nonlinear equations:\n"); 763af2d14d2SLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls [cubic,quadratic,basic,basicnonorms,...]\n",p); 76476be9ce4SBarry Smith (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls_alpha <alpha> (default %g)\n",p,ls->alpha); 76576be9ce4SBarry Smith (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls_maxstep <max> (default %g)\n",p,ls->maxstep); 76676be9ce4SBarry Smith (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls_steptol <tol> (default %g)\n",p,ls->steptol); 7673a40ed3dSBarry Smith PetscFunctionReturn(0); 7685e42470aSBarry Smith } 76904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 77004d965bbSLois Curfman McInnes /* 771de49b36dSLois Curfman McInnes SNESView_EQ_LS - Prints info from the SNES_EQ_LS data structure. 77204d965bbSLois Curfman McInnes 77304d965bbSLois Curfman McInnes Input Parameters: 77404d965bbSLois Curfman McInnes . SNES - the SNES context 77504d965bbSLois Curfman McInnes . viewer - visualization context 77604d965bbSLois Curfman McInnes 77704d965bbSLois Curfman McInnes Application Interface Routine: SNESView() 77804d965bbSLois Curfman McInnes */ 7795615d1e5SSatish Balay #undef __FUNC__ 780d4bb536fSBarry Smith #define __FUNC__ "SNESView_EQ_LS" 781e1311b90SBarry Smith static int SNESView_EQ_LS(SNES snes,Viewer viewer) 782a935fc98SLois Curfman McInnes { 783a935fc98SLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 78419bcc07fSBarry Smith char *cstr; 78551695f54SLois Curfman McInnes int ierr; 78619bcc07fSBarry Smith ViewerType vtype; 787a935fc98SLois Curfman McInnes 7883a40ed3dSBarry Smith PetscFunctionBegin; 78919bcc07fSBarry Smith ierr = ViewerGetType(viewer,&vtype); CHKERRQ(ierr); 7903f1db9ecSBarry Smith if (PetscTypeCompare(vtype,ASCII_VIEWER)) { 79119bcc07fSBarry Smith if (ls->LineSearch == SNESNoLineSearch) cstr = "SNESNoLineSearch"; 79219bcc07fSBarry Smith else if (ls->LineSearch == SNESQuadraticLineSearch) cstr = "SNESQuadraticLineSearch"; 79319bcc07fSBarry Smith else if (ls->LineSearch == SNESCubicLineSearch) cstr = "SNESCubicLineSearch"; 79419bcc07fSBarry Smith else cstr = "unknown"; 7950ef38995SBarry Smith ViewerASCIIPrintf(viewer," line search variant: %s\n",cstr); 7960ef38995SBarry Smith ViewerASCIIPrintf(viewer," alpha=%g, maxstep=%g, steptol=%g\n",ls->alpha,ls->maxstep,ls->steptol); 7975cd90555SBarry Smith } else { 7985cd90555SBarry Smith SETERRQ(1,1,"Viewer type not supported for this object"); 79919bcc07fSBarry Smith } 8003a40ed3dSBarry Smith PetscFunctionReturn(0); 801a935fc98SLois Curfman McInnes } 80204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 80304d965bbSLois Curfman McInnes /* 80404d965bbSLois Curfman McInnes SNESSetFromOptions_EQ_LS - Sets various parameters for the SNES_EQ_LS method. 80504d965bbSLois Curfman McInnes 80604d965bbSLois Curfman McInnes Input Parameter: 80704d965bbSLois Curfman McInnes . snes - the SNES context 80804d965bbSLois Curfman McInnes 80904d965bbSLois Curfman McInnes Application Interface Routine: SNESSetFromOptions() 81004d965bbSLois Curfman McInnes */ 8115615d1e5SSatish Balay #undef __FUNC__ 8125615d1e5SSatish Balay #define __FUNC__ "SNESSetFromOptions_EQ_LS" 813f63b844aSLois Curfman McInnes static int SNESSetFromOptions_EQ_LS(SNES snes) 8145e42470aSBarry Smith { 8155e42470aSBarry Smith SNES_LS *ls = (SNES_LS *)snes->data; 8165e42470aSBarry Smith char ver[16]; 8175e42470aSBarry Smith double tmp; 81825cdf11fSBarry Smith int ierr,flg; 8195e42470aSBarry Smith 8203a40ed3dSBarry Smith PetscFunctionBegin; 82109d61ba7SLois Curfman McInnes ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_alpha",&tmp, &flg);CHKERRQ(ierr); 82225cdf11fSBarry Smith if (flg) { 8235e42470aSBarry Smith ls->alpha = tmp; 8245e42470aSBarry Smith } 82509d61ba7SLois Curfman McInnes ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_maxstep",&tmp, &flg);CHKERRQ(ierr); 82625cdf11fSBarry Smith if (flg) { 8275e42470aSBarry Smith ls->maxstep = tmp; 8285e42470aSBarry Smith } 82909d61ba7SLois Curfman McInnes ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_steptol",&tmp, &flg);CHKERRQ(ierr); 83025cdf11fSBarry Smith if (flg) { 8315e42470aSBarry Smith ls->steptol = tmp; 8325e42470aSBarry Smith } 83309d61ba7SLois Curfman McInnes ierr = OptionsGetString(snes->prefix,"-snes_eq_ls",ver,16, &flg); CHKERRQ(ierr); 83425cdf11fSBarry Smith if (flg) { 83548d91487SBarry Smith if (!PetscStrcmp(ver,"basic")) { 836af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESNoLineSearch,PETSC_NULL);CHKERRQ(ierr); 837b2d88d52SBarry Smith } else if (!PetscStrcmp(ver,"basicnonorms")) { 838af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESNoLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr); 839b2d88d52SBarry Smith } else if (!PetscStrcmp(ver,"quadratic")) { 840af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESQuadraticLineSearch,PETSC_NULL);CHKERRQ(ierr); 841b2d88d52SBarry Smith } else if (!PetscStrcmp(ver,"cubic")) { 842af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESCubicLineSearch,PETSC_NULL);CHKERRQ(ierr); 8435e42470aSBarry Smith } 844a8c6a408SBarry Smith else {SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,0,"Unknown line search");} 8455e42470aSBarry Smith } 8463a40ed3dSBarry Smith PetscFunctionReturn(0); 8475e42470aSBarry Smith } 84804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 84904d965bbSLois Curfman McInnes /* 85004d965bbSLois Curfman McInnes SNESCreate_EQ_LS - Creates a nonlinear solver context for the SNES_EQ_LS method, 85104d965bbSLois Curfman McInnes SNES_LS, and sets this as the private data within the generic nonlinear solver 85204d965bbSLois Curfman McInnes context, SNES, that was created within SNESCreate(). 85304d965bbSLois Curfman McInnes 85404d965bbSLois Curfman McInnes 85504d965bbSLois Curfman McInnes Input Parameter: 85604d965bbSLois Curfman McInnes . snes - the SNES context 85704d965bbSLois Curfman McInnes 85804d965bbSLois Curfman McInnes Application Interface Routine: SNESCreate() 85904d965bbSLois Curfman McInnes */ 860fb2e594dSBarry Smith EXTERN_C_BEGIN 8615615d1e5SSatish Balay #undef __FUNC__ 8625615d1e5SSatish Balay #define __FUNC__ "SNESCreate_EQ_LS" 863f63b844aSLois Curfman McInnes int SNESCreate_EQ_LS(SNES snes) 8645e42470aSBarry Smith { 86582bf6240SBarry Smith int ierr; 8665e42470aSBarry Smith SNES_LS *neP; 8675e42470aSBarry Smith 8683a40ed3dSBarry Smith PetscFunctionBegin; 869a8c6a408SBarry Smith if (snes->method_class != SNES_NONLINEAR_EQUATIONS) { 870a8c6a408SBarry Smith SETERRQ(PETSC_ERR_ARG_WRONG,0,"For SNES_NONLINEAR_EQUATIONS only"); 871a8c6a408SBarry Smith } 87282bf6240SBarry Smith 873f63b844aSLois Curfman McInnes snes->setup = SNESSetUp_EQ_LS; 874f63b844aSLois Curfman McInnes snes->solve = SNESSolve_EQ_LS; 875f63b844aSLois Curfman McInnes snes->destroy = SNESDestroy_EQ_LS; 876f63b844aSLois Curfman McInnes snes->converged = SNESConverged_EQ_LS; 877f63b844aSLois Curfman McInnes snes->printhelp = SNESPrintHelp_EQ_LS; 878f63b844aSLois Curfman McInnes snes->setfromoptions = SNESSetFromOptions_EQ_LS; 879f63b844aSLois Curfman McInnes snes->view = SNESView_EQ_LS; 8805baf8537SBarry Smith snes->nwork = 0; 8815e42470aSBarry Smith 8820452661fSBarry Smith neP = PetscNew(SNES_LS); CHKPTRQ(neP); 883ff782a9fSLois Curfman McInnes PLogObjectMemory(snes,sizeof(SNES_LS)); 8845e42470aSBarry Smith snes->data = (void *) neP; 8855e42470aSBarry Smith neP->alpha = 1.e-4; 8865e42470aSBarry Smith neP->maxstep = 1.e8; 8875e42470aSBarry Smith neP->steptol = 1.e-12; 8885e42470aSBarry Smith neP->LineSearch = SNESCubicLineSearch; 889*c8dd0c0dSLois Curfman McInnes neP->lsP = PETSC_NULL; 890*c8dd0c0dSLois Curfman McInnes neP->CheckStep = PETSC_NULL; 891*c8dd0c0dSLois Curfman McInnes neP->checkP = PETSC_NULL; 89282bf6240SBarry Smith 89394d884c6SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESSetLineSearch_C","SNESSetLineSearch_LS", 894e1311b90SBarry Smith (void*)SNESSetLineSearch_LS);CHKERRQ(ierr); 895*c8dd0c0dSLois Curfman McInnes ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESSetLineSearchCheck_C","SNESSetLineSearchCheck_LS", 896*c8dd0c0dSLois Curfman McInnes (void*)SNESSetLineSearchCheck_LS);CHKERRQ(ierr); 89782bf6240SBarry Smith 8983a40ed3dSBarry Smith PetscFunctionReturn(0); 8995e42470aSBarry Smith } 900fb2e594dSBarry Smith EXTERN_C_END 90182bf6240SBarry Smith 90282bf6240SBarry Smith 90382bf6240SBarry Smith 904