163dd3a1aSKris Buschelman #define PETSCSNES_DLL 25e76c431SBarry Smith 370f55243SBarry Smith #include "src/snes/impls/ls/ls.h" 45e42470aSBarry Smith 58a5d9ee4SBarry Smith /* 68a5d9ee4SBarry Smith Checks if J^T F = 0 which implies we've found a local minimum of the function, 78a5d9ee4SBarry Smith but not a zero. In the case when one cannot compute J^T F we use the fact that 836669109SBarry Smith 0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More 936669109SBarry Smith for this trick. 108a5d9ee4SBarry Smith */ 114a2ae208SSatish Balay #undef __FUNCT__ 124a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckLocalMin_Private" 13dfbe8321SBarry Smith PetscErrorCode SNESLSCheckLocalMin_Private(Mat A,Vec F,Vec W,PetscReal fnorm,PetscTruth *ismin) 148a5d9ee4SBarry Smith { 158a5d9ee4SBarry Smith PetscReal a1; 16dfbe8321SBarry Smith PetscErrorCode ierr; 1736669109SBarry Smith PetscTruth hastranspose; 188a5d9ee4SBarry Smith 198a5d9ee4SBarry Smith PetscFunctionBegin; 208a5d9ee4SBarry Smith *ismin = PETSC_FALSE; 2136669109SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 2236669109SBarry Smith if (hastranspose) { 238a5d9ee4SBarry Smith /* Compute || J^T F|| */ 248a5d9ee4SBarry Smith ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr); 258a5d9ee4SBarry Smith ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr); 2663ba0a88SBarry Smith ierr = PetscLogInfo((0,"SNESSolve_LS: || J^T F|| %g near zero implies found a local minimum\n",a1/fnorm));CHKERRQ(ierr); 278a5d9ee4SBarry Smith if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE; 2836669109SBarry Smith } else { 2936669109SBarry Smith Vec work; 30ea709b57SSatish Balay PetscScalar result; 3136669109SBarry Smith PetscReal wnorm; 3236669109SBarry Smith 3336669109SBarry Smith ierr = VecSetRandom(PETSC_NULL,W);CHKERRQ(ierr); 3436669109SBarry Smith ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr); 3536669109SBarry Smith ierr = VecDuplicate(W,&work);CHKERRQ(ierr); 3636669109SBarry Smith ierr = MatMult(A,W,work);CHKERRQ(ierr); 3736669109SBarry Smith ierr = VecDot(F,work,&result);CHKERRQ(ierr); 3836669109SBarry Smith ierr = VecDestroy(work);CHKERRQ(ierr); 3936669109SBarry Smith a1 = PetscAbsScalar(result)/(fnorm*wnorm); 4063ba0a88SBarry Smith ierr = PetscLogInfo((0,"SNESSolve_LS: (F^T J random)/(|| F ||*||random|| %g near zero implies found a local minimum\n",a1));CHKERRQ(ierr); 4136669109SBarry Smith if (a1 < 1.e-4) *ismin = PETSC_TRUE; 4236669109SBarry Smith } 438a5d9ee4SBarry Smith PetscFunctionReturn(0); 448a5d9ee4SBarry Smith } 458a5d9ee4SBarry Smith 4674637425SBarry Smith /* 475ed2d596SBarry Smith Checks if J^T(F - J*X) = 0 4874637425SBarry Smith */ 494a2ae208SSatish Balay #undef __FUNCT__ 504a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckResidual_Private" 51dfbe8321SBarry Smith PetscErrorCode SNESLSCheckResidual_Private(Mat A,Vec F,Vec X,Vec W1,Vec W2) 5274637425SBarry Smith { 5374637425SBarry Smith PetscReal a1,a2; 54dfbe8321SBarry Smith PetscErrorCode ierr; 5574637425SBarry Smith PetscTruth hastranspose; 56ea709b57SSatish Balay PetscScalar mone = -1.0; 5774637425SBarry Smith 5874637425SBarry Smith PetscFunctionBegin; 5974637425SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 6074637425SBarry Smith if (hastranspose) { 6174637425SBarry Smith ierr = MatMult(A,X,W1);CHKERRQ(ierr); 6274637425SBarry Smith ierr = VecAXPY(&mone,F,W1);CHKERRQ(ierr); 6374637425SBarry Smith 6474637425SBarry Smith /* Compute || J^T W|| */ 6574637425SBarry Smith ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr); 6674637425SBarry Smith ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr); 6774637425SBarry Smith ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr); 689994e62eSSatish Balay if (a1 != 0) { 6963ba0a88SBarry Smith ierr = PetscLogInfo((0,"SNESSolve_LS: ||J^T(F-Ax)||/||F-AX|| %g near zero implies inconsistent rhs\n",a2/a1));CHKERRQ(ierr); 7085471664SBarry Smith } 7174637425SBarry Smith } 7274637425SBarry Smith PetscFunctionReturn(0); 7374637425SBarry Smith } 7474637425SBarry Smith 7504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------- 7604d965bbSLois Curfman McInnes 7704d965bbSLois Curfman McInnes This file implements a truncated Newton method with a line search, 7894b7f48cSBarry Smith for solving a system of nonlinear equations, using the KSP, Vec, 7904d965bbSLois Curfman McInnes and Mat interfaces for linear solvers, vectors, and matrices, 8004d965bbSLois Curfman McInnes respectively. 8104d965bbSLois Curfman McInnes 82fe6c6bacSLois Curfman McInnes The following basic routines are required for each nonlinear solver: 8304d965bbSLois Curfman McInnes SNESCreate_XXX() - Creates a nonlinear solver context 8404d965bbSLois Curfman McInnes SNESSetFromOptions_XXX() - Sets runtime options 85fe6c6bacSLois Curfman McInnes SNESSolve_XXX() - Solves the nonlinear system 8604d965bbSLois Curfman McInnes SNESDestroy_XXX() - Destroys the nonlinear solver context 8704d965bbSLois Curfman McInnes The suffix "_XXX" denotes a particular implementation, in this case 884b27c08aSLois Curfman McInnes we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving 894b27c08aSLois Curfman McInnes systems of nonlinear equations with a line search (LS) method. 9004d965bbSLois Curfman McInnes These routines are actually called via the common user interface 9104d965bbSLois Curfman McInnes routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and 9204d965bbSLois Curfman McInnes SNESDestroy(), so the application code interface remains identical 9304d965bbSLois Curfman McInnes for all nonlinear solvers. 9404d965bbSLois Curfman McInnes 9504d965bbSLois Curfman McInnes Another key routine is: 9604d965bbSLois Curfman McInnes SNESSetUp_XXX() - Prepares for the use of a nonlinear solver 9704d965bbSLois Curfman McInnes by setting data structures and options. The interface routine SNESSetUp() 9804d965bbSLois Curfman McInnes is not usually called directly by the user, but instead is called by 9904d965bbSLois Curfman McInnes SNESSolve() if necessary. 10004d965bbSLois Curfman McInnes 10104d965bbSLois Curfman McInnes Additional basic routines are: 10204d965bbSLois Curfman McInnes SNESView_XXX() - Prints details of runtime options that 10304d965bbSLois Curfman McInnes have actually been used. 10404d965bbSLois Curfman McInnes These are called by application codes via the interface routines 105186905e3SBarry Smith SNESView(). 10604d965bbSLois Curfman McInnes 10704d965bbSLois Curfman McInnes The various types of solvers (preconditioners, Krylov subspace methods, 10804d965bbSLois Curfman McInnes nonlinear solvers, timesteppers) are all organized similarly, so the 10904d965bbSLois Curfman McInnes above description applies to these categories also. 11004d965bbSLois Curfman McInnes 11104d965bbSLois Curfman McInnes -------------------------------------------------------------------- */ 1125e42470aSBarry Smith /* 1134b27c08aSLois Curfman McInnes SNESSolve_LS - Solves a nonlinear system with a truncated Newton 11404d965bbSLois Curfman McInnes method with a line search. 1155e76c431SBarry Smith 11604d965bbSLois Curfman McInnes Input Parameters: 11704d965bbSLois Curfman McInnes . snes - the SNES context 1185e76c431SBarry Smith 11904d965bbSLois Curfman McInnes Output Parameter: 120c2a78f1aSLois Curfman McInnes . outits - number of iterations until termination 12104d965bbSLois Curfman McInnes 12204d965bbSLois Curfman McInnes Application Interface Routine: SNESSolve() 1235e76c431SBarry Smith 1245e76c431SBarry Smith Notes: 1255e76c431SBarry Smith This implements essentially a truncated Newton method with a 1265e76c431SBarry Smith line search. By default a cubic backtracking line search 1275e76c431SBarry Smith is employed, as described in the text "Numerical Methods for 1285e76c431SBarry Smith Unconstrained Optimization and Nonlinear Equations" by Dennis 129393d2d9aSLois Curfman McInnes and Schnabel. 1305e76c431SBarry Smith */ 1314a2ae208SSatish Balay #undef __FUNCT__ 1324b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSolve_LS" 133dfbe8321SBarry Smith PetscErrorCode SNESSolve_LS(SNES snes) 1345e76c431SBarry Smith { 1354b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 1366849ba73SBarry Smith PetscErrorCode ierr; 137a7cc72afSBarry Smith PetscInt maxits,i,lits; 138a7cc72afSBarry Smith PetscTruth lssucceed; 139112a2221SBarry Smith MatStructure flg = DIFFERENT_NONZERO_PATTERN; 140329f5518SBarry Smith PetscReal fnorm,gnorm,xnorm,ynorm; 1415e42470aSBarry Smith Vec Y,X,F,G,W,TMP; 142c293cc10SBarry Smith KSP ksp; 1435e76c431SBarry Smith 1443a40ed3dSBarry Smith PetscFunctionBegin; 14594b7f48cSBarry Smith ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr); 146184914b5SBarry Smith snes->reason = SNES_CONVERGED_ITERATING; 147184914b5SBarry Smith 1485e42470aSBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 1495e42470aSBarry Smith X = snes->vec_sol; /* solution vector */ 15039e2f89bSBarry Smith F = snes->vec_func; /* residual vector */ 1515e42470aSBarry Smith Y = snes->work[0]; /* work vectors */ 1525e42470aSBarry Smith G = snes->work[1]; 1535e42470aSBarry Smith W = snes->work[2]; 1545e76c431SBarry Smith 1554c49b128SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1564c49b128SBarry Smith snes->iter = 0; 1574c49b128SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 15819717074SBarry Smith ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 159cddf8d76SBarry Smith ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- ||F|| */ 16043e71028SBarry Smith if (fnorm != fnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 1610f5bd95cSBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1625e42470aSBarry Smith snes->norm = fnorm; 1630f5bd95cSBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 16484c569c9SBarry Smith SNESLogConvHistory(snes,fnorm,0); 16594a424c1SBarry Smith SNESMonitor(snes,0,fnorm); 1665e76c431SBarry Smith 16770441072SBarry Smith if (fnorm < snes->abstol) {snes->reason = SNES_CONVERGED_FNORM_ABS; PetscFunctionReturn(0);} 16894a9d846SBarry Smith 169d034289bSBarry Smith /* set parameter for default relative tolerance convergence test */ 170d034289bSBarry Smith snes->ttol = fnorm*snes->rtol; 171d034289bSBarry Smith 1725e76c431SBarry Smith for (i=0; i<maxits; i++) { 1735e76c431SBarry Smith 174329e7e40SMatthew Knepley /* Call general purpose update function */ 175abc0a331SBarry Smith if (snes->update) { 176329e7e40SMatthew Knepley ierr = (*snes->update)(snes, snes->iter);CHKERRQ(ierr); 177de8cb200SMatthew Knepley } 178329e7e40SMatthew Knepley 179ea4d3ed3SLois Curfman McInnes /* Solve J Y = F, where J is Jacobian matrix */ 1805334005bSBarry Smith ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); 18194b7f48cSBarry Smith ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); 18223ce1328SBarry Smith ierr = KSPSolve(snes->ksp,F,Y);CHKERRQ(ierr); 183c293cc10SBarry Smith ierr = KSPGetIterationNumber(ksp,&lits);CHKERRQ(ierr); 18474637425SBarry Smith 185b0a32e0cSBarry Smith if (PetscLogPrintInfo){ 18674637425SBarry Smith ierr = SNESLSCheckResidual_Private(snes->jacobian,F,Y,G,W);CHKERRQ(ierr); 18785471664SBarry Smith } 18874637425SBarry Smith 18990cbd584SBarry Smith /* should check what happened to the linear solve? */ 1903505fcc1SBarry Smith snes->linear_its += lits; 19163ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESSolve_LS: iter=%D, linear solve iterations=%D\n",snes->iter,lits));CHKERRQ(ierr); 192ea4d3ed3SLois Curfman McInnes 193ea4d3ed3SLois Curfman McInnes /* Compute a (scaled) negative update in the line search routine: 194ea4d3ed3SLois Curfman McInnes Y <- X - lambda*Y 195ea4d3ed3SLois Curfman McInnes and evaluate G(Y) = function(Y)) 196ea4d3ed3SLois Curfman McInnes */ 19781b6cf68SLois Curfman McInnes ierr = VecCopy(Y,snes->vec_sol_update_always);CHKERRQ(ierr); 198a7cc72afSBarry Smith ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr); 19963ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESSolve_LS: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",fnorm,gnorm,ynorm,(int)lssucceed));CHKERRQ(ierr); 20043e71028SBarry Smith if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break; 201a3b891d8SBarry Smith 202a3b891d8SBarry Smith TMP = F; F = G; snes->vec_func_always = F; G = TMP; 203a3b891d8SBarry Smith TMP = X; X = Y; snes->vec_sol_always = X; Y = TMP; 204a3b891d8SBarry Smith fnorm = gnorm; 205a3b891d8SBarry Smith 2065ed2d596SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 2075ed2d596SBarry Smith snes->iter = i+1; 2085ed2d596SBarry Smith snes->norm = fnorm; 2095ed2d596SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 2105ed2d596SBarry Smith SNESLogConvHistory(snes,fnorm,lits); 2115ed2d596SBarry Smith SNESMonitor(snes,i+1,fnorm); 2125ed2d596SBarry Smith 213a7cc72afSBarry Smith if (!lssucceed) { 2148a5d9ee4SBarry Smith PetscTruth ismin; 21550ffb88aSMatthew Knepley 21650ffb88aSMatthew Knepley if (++snes->numFailures >= snes->maxFailures) { 2173505fcc1SBarry Smith snes->reason = SNES_DIVERGED_LS_FAILURE; 2188a5d9ee4SBarry Smith ierr = SNESLSCheckLocalMin_Private(snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr); 2198a5d9ee4SBarry Smith if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN; 2203505fcc1SBarry Smith break; 2213505fcc1SBarry Smith } 22250ffb88aSMatthew Knepley } 2235e76c431SBarry Smith 2245e76c431SBarry Smith /* Test for convergence */ 22529e0b56fSBarry Smith if (snes->converged) { 22629e0b56fSBarry Smith ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm = || X || */ 2273505fcc1SBarry Smith ierr = (*snes->converged)(snes,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 2283505fcc1SBarry Smith if (snes->reason) { 22916c95cacSBarry Smith break; 23016c95cacSBarry Smith } 23116c95cacSBarry Smith } 23229e0b56fSBarry Smith } 23339e2f89bSBarry Smith if (X != snes->vec_sol) { 234393d2d9aSLois Curfman McInnes ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr); 235e15f7bb5SBarry Smith } 236e15f7bb5SBarry Smith if (F != snes->vec_func) { 237e15f7bb5SBarry Smith ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr); 238e15f7bb5SBarry Smith } 23939e2f89bSBarry Smith snes->vec_sol_always = snes->vec_sol; 24039e2f89bSBarry Smith snes->vec_func_always = snes->vec_func; 24152392280SLois Curfman McInnes if (i == maxits) { 24263ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESSolve_LS: Maximum number of iterations has been reached: %D\n",maxits));CHKERRQ(ierr); 2433505fcc1SBarry Smith snes->reason = SNES_DIVERGED_MAX_IT; 24452392280SLois Curfman McInnes } 2453a40ed3dSBarry Smith PetscFunctionReturn(0); 2465e76c431SBarry Smith } 24704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 24804d965bbSLois Curfman McInnes /* 2494b27c08aSLois Curfman McInnes SNESSetUp_LS - Sets up the internal data structures for the later use 2504b27c08aSLois Curfman McInnes of the SNESLS nonlinear solver. 25104d965bbSLois Curfman McInnes 25204d965bbSLois Curfman McInnes Input Parameter: 25304d965bbSLois Curfman McInnes . snes - the SNES context 25404d965bbSLois Curfman McInnes . x - the solution vector 25504d965bbSLois Curfman McInnes 25604d965bbSLois Curfman McInnes Application Interface Routine: SNESSetUp() 25704d965bbSLois Curfman McInnes 25804d965bbSLois Curfman McInnes Notes: 2594b27c08aSLois Curfman McInnes For basic use of the SNES solvers, the user need not explicitly call 26004d965bbSLois Curfman McInnes SNESSetUp(), since these actions will automatically occur during 26104d965bbSLois Curfman McInnes the call to SNESSolve(). 26204d965bbSLois Curfman McInnes */ 2634a2ae208SSatish Balay #undef __FUNCT__ 2644b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS" 265dfbe8321SBarry Smith PetscErrorCode SNESSetUp_LS(SNES snes) 2665e76c431SBarry Smith { 267dfbe8321SBarry Smith PetscErrorCode ierr; 2683a40ed3dSBarry Smith 2693a40ed3dSBarry Smith PetscFunctionBegin; 27081b6cf68SLois Curfman McInnes snes->nwork = 4; 271d7e8b826SBarry Smith ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr); 272efee365bSSatish Balay ierr = PetscLogObjectParents(snes,snes->nwork,snes->work);CHKERRQ(ierr); 27381b6cf68SLois Curfman McInnes snes->vec_sol_update_always = snes->work[3]; 2743a40ed3dSBarry Smith PetscFunctionReturn(0); 2755e76c431SBarry Smith } 27604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 27704d965bbSLois Curfman McInnes /* 2784b27c08aSLois Curfman McInnes SNESDestroy_LS - Destroys the private SNES_LS context that was created 2794b27c08aSLois Curfman McInnes with SNESCreate_LS(). 28004d965bbSLois Curfman McInnes 28104d965bbSLois Curfman McInnes Input Parameter: 28204d965bbSLois Curfman McInnes . snes - the SNES context 28304d965bbSLois Curfman McInnes 284de49b36dSLois Curfman McInnes Application Interface Routine: SNESDestroy() 28504d965bbSLois Curfman McInnes */ 2864a2ae208SSatish Balay #undef __FUNCT__ 2874b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS" 288dfbe8321SBarry Smith PetscErrorCode SNESDestroy_LS(SNES snes) 2895e76c431SBarry Smith { 290dfbe8321SBarry Smith PetscErrorCode ierr; 2913a40ed3dSBarry Smith 2923a40ed3dSBarry Smith PetscFunctionBegin; 2935baf8537SBarry Smith if (snes->nwork) { 2944b0e389bSBarry Smith ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr); 29521c89e3eSBarry Smith } 2965c704376SSatish Balay ierr = PetscFree(snes->data);CHKERRQ(ierr); 2973a40ed3dSBarry Smith PetscFunctionReturn(0); 2985e76c431SBarry Smith } 29904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3004a2ae208SSatish Balay #undef __FUNCT__ 3014a2ae208SSatish Balay #define __FUNCT__ "SNESNoLineSearch" 30282bf6240SBarry Smith 3034b828684SBarry Smith /*@C 3045e42470aSBarry Smith SNESNoLineSearch - This routine is not a line search at all; 3055e76c431SBarry Smith it simply uses the full Newton step. Thus, this routine is intended 3065e76c431SBarry Smith to serve as a template and is not recommended for general use. 3075e76c431SBarry Smith 308c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 309c7afd0dbSLois Curfman McInnes 3105e76c431SBarry Smith Input Parameters: 311c7afd0dbSLois Curfman McInnes + snes - nonlinear context 312af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 3135e76c431SBarry Smith . x - current iterate 3145e76c431SBarry Smith . f - residual evaluated at x 3155e76c431SBarry Smith . y - search direction (contains new iterate on output) 3165e76c431SBarry Smith . w - work vector 317c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 3185e76c431SBarry Smith 319c4a48953SLois Curfman McInnes Output Parameters: 320c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 3215e76c431SBarry Smith . y - new iterate (contains search direction on input) 3225e76c431SBarry Smith . gnorm - 2-norm of g 3235e76c431SBarry Smith . ynorm - 2-norm of search length 324a7cc72afSBarry Smith - flag - PETSC_TRUE on success, PETSC_FALSE on failure 325fee21e36SBarry Smith 326c4a48953SLois Curfman McInnes Options Database Key: 3274b27c08aSLois Curfman McInnes . -snes_ls basic - Activates SNESNoLineSearch() 328c4a48953SLois Curfman McInnes 32936851e7fSLois Curfman McInnes Level: advanced 33036851e7fSLois Curfman McInnes 33128ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 33228ae5a21SLois Curfman McInnes 333f59ffdedSLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 334af2d14d2SLois Curfman McInnes SNESSetLineSearch(), SNESNoLineSearchNoNorms() 3355e76c431SBarry Smith @*/ 33663dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESNoLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 3375e76c431SBarry Smith { 338dfbe8321SBarry Smith PetscErrorCode ierr; 339ea709b57SSatish Balay PetscScalar mone = -1.0; 3404b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 3418f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 3425334005bSBarry Smith 3433a40ed3dSBarry Smith PetscFunctionBegin; 344a7cc72afSBarry Smith *flag = PETSC_TRUE; 345d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 346a3b38805SLois Curfman McInnes ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); /* ynorm = || y || */ 347ea4d3ed3SLois Curfman McInnes ierr = VecAYPX(&mone,x,y);CHKERRQ(ierr); /* y <- y - x */ 3488f99978dSLois Curfman McInnes if (neP->CheckStep) { 3498f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 3508f99978dSLois Curfman McInnes } 35119717074SBarry Smith ierr = SNESComputeFunction(snes,y,g); 352*d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 35319717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 35419717074SBarry Smith } 355*d5e45103SBarry Smith CHKERRQ(ierr); 356*d5e45103SBarry Smith 357a3b38805SLois Curfman McInnes ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); /* gnorm = || g || */ 35843e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 359d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 3603a40ed3dSBarry Smith PetscFunctionReturn(0); 3615e76c431SBarry Smith } 36204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3634a2ae208SSatish Balay #undef __FUNCT__ 3644a2ae208SSatish Balay #define __FUNCT__ "SNESNoLineSearchNoNorms" 36582bf6240SBarry Smith 36629e0b56fSBarry Smith /*@C 36729e0b56fSBarry Smith SNESNoLineSearchNoNorms - This routine is not a line search at 36829e0b56fSBarry Smith all; it simply uses the full Newton step. This version does not 36929e0b56fSBarry Smith even compute the norm of the function or search direction; this 37029e0b56fSBarry Smith is intended only when you know the full step is fine and are 37129e0b56fSBarry Smith not checking for convergence of the nonlinear iteration (for 372c7afd0dbSLois Curfman McInnes example, you are running always for a fixed number of Newton steps). 373c7afd0dbSLois Curfman McInnes 374c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 37529e0b56fSBarry Smith 37629e0b56fSBarry Smith Input Parameters: 377c7afd0dbSLois Curfman McInnes + snes - nonlinear context 378af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 37929e0b56fSBarry Smith . x - current iterate 38029e0b56fSBarry Smith . f - residual evaluated at x 38129e0b56fSBarry Smith . y - search direction (contains new iterate on output) 38229e0b56fSBarry Smith . w - work vector 383c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 38429e0b56fSBarry Smith 38529e0b56fSBarry Smith Output Parameters: 386c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 38729e0b56fSBarry Smith . gnorm - not changed 38829e0b56fSBarry Smith . ynorm - not changed 389a7cc72afSBarry Smith - flag - set to PETSC_TRUE indicating a successful line search 390fee21e36SBarry Smith 39129e0b56fSBarry Smith Options Database Key: 3924b27c08aSLois Curfman McInnes . -snes_ls basicnonorms - Activates SNESNoLineSearchNoNorms() 39329e0b56fSBarry Smith 3948cbba510SBarry Smith Notes: 395ea56f5baSLois Curfman McInnes SNESNoLineSearchNoNorms() must be used in conjunction with 396ea56f5baSLois Curfman McInnes either the options 397ea56f5baSLois Curfman McInnes $ -snes_no_convergence_test -snes_max_it <its> 398ea56f5baSLois Curfman McInnes or alternatively a user-defined custom test set via 399329f5518SBarry Smith SNESSetConvergenceTest(); or a -snes_max_it of 1, 400329f5518SBarry Smith otherwise, the SNES solver will generate an error. 401329f5518SBarry Smith 402329f5518SBarry Smith During the final iteration this will not evaluate the function at 403329f5518SBarry Smith the solution point. This is to save a function evaluation while 404329f5518SBarry Smith using pseudo-timestepping. 4058cbba510SBarry Smith 406ea56f5baSLois Curfman McInnes The residual norms printed by monitoring routines such as 407ea56f5baSLois Curfman McInnes SNESDefaultMonitor() (as activated via -snes_monitor) will not be 408ea56f5baSLois Curfman McInnes correct, since they are not computed. 409ea56f5baSLois Curfman McInnes 410ea56f5baSLois Curfman McInnes Level: advanced 4118cbba510SBarry Smith 41229e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic 41329e0b56fSBarry Smith 41429e0b56fSBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 41529e0b56fSBarry Smith SNESSetLineSearch(), SNESNoLineSearch() 41629e0b56fSBarry Smith @*/ 41763dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESNoLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 41829e0b56fSBarry Smith { 419dfbe8321SBarry Smith PetscErrorCode ierr; 420ea709b57SSatish Balay PetscScalar mone = -1.0; 4214b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 4228f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 42329e0b56fSBarry Smith 4243a40ed3dSBarry Smith PetscFunctionBegin; 425a7cc72afSBarry Smith *flag = PETSC_TRUE; 426d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 42729e0b56fSBarry Smith ierr = VecAYPX(&mone,x,y);CHKERRQ(ierr); /* y <- y - x */ 4288f99978dSLois Curfman McInnes if (neP->CheckStep) { 4298f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 4308f99978dSLois Curfman McInnes } 431329f5518SBarry Smith 432329f5518SBarry Smith /* don't evaluate function the last time through */ 433329f5518SBarry Smith if (snes->iter < snes->max_its-1) { 43419717074SBarry Smith ierr = SNESComputeFunction(snes,y,g); 435*d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 43619717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 43719717074SBarry Smith } 438*d5e45103SBarry Smith CHKERRQ(ierr); 439329f5518SBarry Smith } 440d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 4413a40ed3dSBarry Smith PetscFunctionReturn(0); 44229e0b56fSBarry Smith } 44304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 4444a2ae208SSatish Balay #undef __FUNCT__ 4454a2ae208SSatish Balay #define __FUNCT__ "SNESCubicLineSearch" 4464b828684SBarry Smith /*@C 447f525115eSLois Curfman McInnes SNESCubicLineSearch - Performs a cubic line search (default line search method). 4485e76c431SBarry Smith 449c7afd0dbSLois Curfman McInnes Collective on SNES 450c7afd0dbSLois Curfman McInnes 4515e76c431SBarry Smith Input Parameters: 452c7afd0dbSLois Curfman McInnes + snes - nonlinear context 453af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 4545e76c431SBarry Smith . x - current iterate 4555e76c431SBarry Smith . f - residual evaluated at x 4565e76c431SBarry Smith . y - search direction (contains new iterate on output) 4575e76c431SBarry Smith . w - work vector 458c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 4595e76c431SBarry Smith 460393d2d9aSLois Curfman McInnes Output Parameters: 461c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4625e76c431SBarry Smith . y - new iterate (contains search direction on input) 4635e76c431SBarry Smith . gnorm - 2-norm of g 4645e76c431SBarry Smith . ynorm - 2-norm of search length 465a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 466fee21e36SBarry Smith 467c4a48953SLois Curfman McInnes Options Database Key: 4684b27c08aSLois Curfman McInnes $ -snes_ls cubic - Activates SNESCubicLineSearch() 469c4a48953SLois Curfman McInnes 4705e76c431SBarry Smith Notes: 4715e76c431SBarry Smith This line search is taken from "Numerical Methods for Unconstrained 4725e76c431SBarry Smith Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 4735e76c431SBarry Smith 47436851e7fSLois Curfman McInnes Level: advanced 47536851e7fSLois Curfman McInnes 47628ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 47728ae5a21SLois Curfman McInnes 478af2d14d2SLois Curfman McInnes .seealso: SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms() 4795e76c431SBarry Smith @*/ 48063dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESCubicLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 4815e76c431SBarry Smith { 482406556e6SLois Curfman McInnes /* 483406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 484406556e6SLois Curfman McInnes minimization problem: 485406556e6SLois Curfman McInnes min z(x): R^n -> R, 486406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 487406556e6SLois Curfman McInnes */ 488406556e6SLois Curfman McInnes 4895ca10a37SBarry Smith PetscReal steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength; 490329f5518SBarry Smith PetscReal maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg; 491aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 492ea709b57SSatish Balay PetscScalar cinitslope,clambda; 4936b5873e3SBarry Smith #endif 494dfbe8321SBarry Smith PetscErrorCode ierr; 495a7cc72afSBarry Smith PetscInt count; 4964b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 497ea709b57SSatish Balay PetscScalar mone = -1.0,scale; 4988f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 4995e76c431SBarry Smith 5003a40ed3dSBarry Smith PetscFunctionBegin; 501d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 502a7cc72afSBarry Smith *flag = PETSC_TRUE; 5035e76c431SBarry Smith alpha = neP->alpha; 5045e76c431SBarry Smith maxstep = neP->maxstep; 5055e76c431SBarry Smith steptol = neP->steptol; 5065e76c431SBarry Smith 507cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 50863b9fa5eSBarry Smith if (*ynorm == 0.0) { 50963ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Search direction and size is 0\n"));CHKERRQ(ierr); 510a1c2b6eeSLois Curfman McInnes *gnorm = fnorm; 511a1c2b6eeSLois Curfman McInnes ierr = VecCopy(x,y);CHKERRQ(ierr); 512a1c2b6eeSLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 513a7cc72afSBarry Smith *flag = PETSC_FALSE; 514ad922ac9SBarry Smith goto theend1; 51594a9d846SBarry Smith } 5165e76c431SBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 5175e42470aSBarry Smith scale = maxstep/(*ynorm); 518aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 51963ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Scaling step by %g old ynorm %g\n",PetscRealPart(scale),*ynorm));CHKERRQ(ierr); 5206b5873e3SBarry Smith #else 52163ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Scaling step by %g old ynorm %g\n",scale,*ynorm));CHKERRQ(ierr); 5226b5873e3SBarry Smith #endif 523393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y);CHKERRQ(ierr); 5245e76c431SBarry Smith *ynorm = maxstep; 5255e76c431SBarry Smith } 526ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 5275ca10a37SBarry Smith minlambda = steptol/rellength; 528a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 529aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 530a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 531329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 5325e42470aSBarry Smith #else 533a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 5345e42470aSBarry Smith #endif 5355e76c431SBarry Smith if (initslope > 0.0) initslope = -initslope; 5365e76c431SBarry Smith if (initslope == 0.0) initslope = -1.0; 5375e76c431SBarry Smith 538393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w);CHKERRQ(ierr); 5395334005bSBarry Smith ierr = VecAYPX(&mone,x,w);CHKERRQ(ierr); 54043e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 54163ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch:Exceeded maximum function evaluations, while checking full step length!\n"));CHKERRQ(ierr); 54243e71028SBarry Smith ierr = VecCopy(w,y);CHKERRQ(ierr); 54343e71028SBarry Smith *flag = PETSC_FALSE; 54443e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 54543e71028SBarry Smith goto theend1; 54643e71028SBarry Smith } 54719717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 548*d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 54919717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 55019717074SBarry Smith } 551*d5e45103SBarry Smith CHKERRQ(ierr); 552313b5538SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 55343e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 5545d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 555393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 55663ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Using full step\n"));CHKERRQ(ierr); 557ad922ac9SBarry Smith goto theend1; 5585e76c431SBarry Smith } 5595e76c431SBarry Smith 5605e76c431SBarry Smith /* Fit points with quadratic */ 561313b5538SBarry Smith lambda = 1.0; 562a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 5635e76c431SBarry Smith lambdaprev = lambda; 5645e76c431SBarry Smith gnormprev = *gnorm; 565329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 566ddd12767SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 567ddd12767SBarry Smith else lambda = lambdatemp; 568393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 569ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 570aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 571ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr); 5725e42470aSBarry Smith #else 573ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr); 5745e42470aSBarry Smith #endif 57543e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 57663ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch:Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n"));CHKERRQ(ierr); 57743e71028SBarry Smith ierr = VecCopy(w,y);CHKERRQ(ierr); 57843e71028SBarry Smith *flag = PETSC_FALSE; 57943e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 58043e71028SBarry Smith goto theend1; 58143e71028SBarry Smith } 58219717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 583*d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 58419717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 58519717074SBarry Smith } 586*d5e45103SBarry Smith CHKERRQ(ierr); 587cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 58843e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 5895ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 590393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 59163ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Quadratically determined step, lambda=%18.16e\n",lambda));CHKERRQ(ierr); 592ad922ac9SBarry Smith goto theend1; 5935e76c431SBarry Smith } 5945e76c431SBarry Smith 5955e76c431SBarry Smith /* Fit points with cubic */ 5965e76c431SBarry Smith count = 1; 5978229bfc2SMatthew Knepley while (count < 10000) { 5985e76c431SBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 59963ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch:Unable to find good step length! %D \n",count));CHKERRQ(ierr); 60063ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch:fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr); 601f168f371SBarry Smith ierr = VecCopy(x,y);CHKERRQ(ierr); 60243e71028SBarry Smith *flag = PETSC_FALSE; 60343e71028SBarry Smith break; 6045e76c431SBarry Smith } 6055d1a10b1SBarry Smith t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope; 6065d1a10b1SBarry Smith t2 = .5*(gnormprev*gnormprev - fnorm*fnorm) - lambdaprev*initslope; 607ddd12767SBarry Smith a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6082b022350SLois Curfman McInnes b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6095e76c431SBarry Smith d = b*b - 3*a*initslope; 6105e76c431SBarry Smith if (d < 0.0) d = 0.0; 6115e76c431SBarry Smith if (a == 0.0) { 6125e76c431SBarry Smith lambdatemp = -initslope/(2.0*b); 6135e76c431SBarry Smith } else { 6145e76c431SBarry Smith lambdatemp = (-b + sqrt(d))/(3.0*a); 6155e76c431SBarry Smith } 6165e76c431SBarry Smith lambdaprev = lambda; 6175e76c431SBarry Smith gnormprev = *gnorm; 618329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 619329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 6205e76c431SBarry Smith else lambda = lambdatemp; 621393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 622ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 623aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 624ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; 625393d2d9aSLois Curfman McInnes ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr); 6265e42470aSBarry Smith #else 627ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr); 6285e42470aSBarry Smith #endif 62943e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 63063ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch:Exceeded maximum function evaluations, while looking for good step length! %D \n",count));CHKERRQ(ierr); 63163ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch:fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr); 63243e71028SBarry Smith ierr = VecCopy(w,y);CHKERRQ(ierr); 633ed98166eSMatthew Knepley *flag = PETSC_FALSE; 63443e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 635ed98166eSMatthew Knepley break; 636ed98166eSMatthew Knepley } 63719717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 638*d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 63919717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 64019717074SBarry Smith } 641*d5e45103SBarry Smith CHKERRQ(ierr); 642cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 64343e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 6445ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */ 645393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 64663ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Cubically determined step, lambda=%18.16e\n",lambda));CHKERRQ(ierr); 64743e71028SBarry Smith break; 6482b022350SLois Curfman McInnes } else { 64963ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESCubicLineSearch: Cubic step no good, shrinking lambda, lambda=%18.16e\n",lambda));CHKERRQ(ierr); 6505e76c431SBarry Smith } 6515e76c431SBarry Smith count++; 6525e76c431SBarry Smith } 6538229bfc2SMatthew Knepley if (count >= 10000) { 654cd7625f8SBarry Smith SETERRQ(PETSC_ERR_LIB, "Lambda was decreased more than 10,000 times, so something is probably wrong with the function evaluation"); 6558229bfc2SMatthew Knepley } 656ad922ac9SBarry Smith theend1: 6578f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 65843e71028SBarry Smith if (neP->CheckStep && *flag) { 6598f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 660abc0a331SBarry Smith if (change_y) { /* recompute the function if the step has changed */ 66119717074SBarry Smith ierr = SNESComputeFunction(snes,y,g); 662*d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 66319717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 66419717074SBarry Smith } 665*d5e45103SBarry Smith CHKERRQ(ierr); 6668f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 66743e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 66843e71028SBarry Smith ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr); 6698f99978dSLois Curfman McInnes ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr); 6708f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 6718f99978dSLois Curfman McInnes } 6728f99978dSLois Curfman McInnes } 673d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 6743a40ed3dSBarry Smith PetscFunctionReturn(0); 6755e76c431SBarry Smith } 67604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 6774a2ae208SSatish Balay #undef __FUNCT__ 6784a2ae208SSatish Balay #define __FUNCT__ "SNESQuadraticLineSearch" 6794b828684SBarry Smith /*@C 680f525115eSLois Curfman McInnes SNESQuadraticLineSearch - Performs a quadratic line search. 6815e76c431SBarry Smith 682c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 683c7afd0dbSLois Curfman McInnes 6845e42470aSBarry Smith Input Parameters: 685c7afd0dbSLois Curfman McInnes + snes - the SNES context 686af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 6875e42470aSBarry Smith . x - current iterate 6885e42470aSBarry Smith . f - residual evaluated at x 6895e42470aSBarry Smith . y - search direction (contains new iterate on output) 6905e42470aSBarry Smith . w - work vector 691c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 6925e42470aSBarry Smith 693c4a48953SLois Curfman McInnes Output Parameters: 694c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 6955e42470aSBarry Smith . y - new iterate (contains search direction on input) 6965e42470aSBarry Smith . gnorm - 2-norm of g 6975e42470aSBarry Smith . ynorm - 2-norm of search length 698a7cc72afSBarry Smith - flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure. 699fee21e36SBarry Smith 700c4a48953SLois Curfman McInnes Options Database Key: 7014b27c08aSLois Curfman McInnes . -snes_ls quadratic - Activates SNESQuadraticLineSearch() 702c4a48953SLois Curfman McInnes 7035e42470aSBarry Smith Notes: 7044b27c08aSLois Curfman McInnes Use SNESSetLineSearch() to set this routine within the SNESLS method. 7055e42470aSBarry Smith 70636851e7fSLois Curfman McInnes Level: advanced 70736851e7fSLois Curfman McInnes 708f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search 709f59ffdedSLois Curfman McInnes 710af2d14d2SLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms() 7115e42470aSBarry Smith @*/ 71263dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESQuadraticLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 7135e76c431SBarry Smith { 714406556e6SLois Curfman McInnes /* 715406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 716406556e6SLois Curfman McInnes minimization problem: 717406556e6SLois Curfman McInnes min z(x): R^n -> R, 718406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2. 719406556e6SLois Curfman McInnes */ 7205ca10a37SBarry Smith PetscReal steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg,rellength; 721aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 722ea709b57SSatish Balay PetscScalar cinitslope,clambda; 7236b5873e3SBarry Smith #endif 724dfbe8321SBarry Smith PetscErrorCode ierr; 725a7cc72afSBarry Smith PetscInt count; 7264b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 727ea709b57SSatish Balay PetscScalar mone = -1.0,scale; 7288f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 7295e76c431SBarry Smith 7303a40ed3dSBarry Smith PetscFunctionBegin; 731d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 732a7cc72afSBarry Smith *flag = PETSC_TRUE; 7335e42470aSBarry Smith alpha = neP->alpha; 7345e42470aSBarry Smith maxstep = neP->maxstep; 7355e42470aSBarry Smith steptol = neP->steptol; 7365e76c431SBarry Smith 7373505fcc1SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 73863b9fa5eSBarry Smith if (*ynorm == 0.0) { 73963ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch: Search direction and size is 0\n"));CHKERRQ(ierr); 740b37302c6SLois Curfman McInnes *gnorm = fnorm; 741b37302c6SLois Curfman McInnes ierr = VecCopy(x,y);CHKERRQ(ierr); 742b37302c6SLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 743a7cc72afSBarry Smith *flag = PETSC_FALSE; 744ad922ac9SBarry Smith goto theend2; 74594a9d846SBarry Smith } 7465e42470aSBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 7475e42470aSBarry Smith scale = maxstep/(*ynorm); 748393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y);CHKERRQ(ierr); 7495e42470aSBarry Smith *ynorm = maxstep; 7505e76c431SBarry Smith } 751ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 7525ca10a37SBarry Smith minlambda = steptol/rellength; 753a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 754aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 755a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 756329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 7575e42470aSBarry Smith #else 758a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 7595e42470aSBarry Smith #endif 7605e42470aSBarry Smith if (initslope > 0.0) initslope = -initslope; 7615e42470aSBarry Smith if (initslope == 0.0) initslope = -1.0; 7625e42470aSBarry Smith 763393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w);CHKERRQ(ierr); 7645334005bSBarry Smith ierr = VecAYPX(&mone,x,w);CHKERRQ(ierr); 76543e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 76663ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch:Exceeded maximum function evaluations, while checking full step length!\n"));CHKERRQ(ierr); 76743e71028SBarry Smith ierr = VecCopy(w,y);CHKERRQ(ierr); 76843e71028SBarry Smith *flag = PETSC_FALSE; 76943e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 77043e71028SBarry Smith goto theend2; 77143e71028SBarry Smith } 77219717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 773*d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 77419717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 77519717074SBarry Smith } 776*d5e45103SBarry Smith CHKERRQ(ierr); 777cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 77843e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 7795d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 780393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 78163ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch: Using full step\n"));CHKERRQ(ierr); 782ad922ac9SBarry Smith goto theend2; 7835e42470aSBarry Smith } 7845e42470aSBarry Smith 7855e42470aSBarry Smith /* Fit points with quadratic */ 786313b5538SBarry Smith lambda = 1.0; 7875e42470aSBarry Smith count = 1; 7885ca10a37SBarry Smith while (PETSC_TRUE) { 7895e42470aSBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 79063ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch:Unable to find good step length! %D \n",count));CHKERRQ(ierr); 79163ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr); 792f168f371SBarry Smith ierr = VecCopy(x,y);CHKERRQ(ierr); 79343e71028SBarry Smith *flag = PETSC_FALSE; 79443e71028SBarry Smith break; 7955e42470aSBarry Smith } 796a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 797329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 798329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 799329f5518SBarry Smith else lambda = lambdatemp; 800393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 8013505fcc1SBarry Smith lambdaneg = -lambda; 802aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 8033505fcc1SBarry Smith clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr); 8045e42470aSBarry Smith #else 8053505fcc1SBarry Smith ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr); 8065e42470aSBarry Smith #endif 80743e71028SBarry Smith if (snes->nfuncs >= snes->max_funcs) { 80863ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch:Exceeded maximum function evaluations, while looking for good step length! %D \n",count));CHKERRQ(ierr); 80963ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch:fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope));CHKERRQ(ierr); 81043e71028SBarry Smith ierr = VecCopy(w,y);CHKERRQ(ierr); 811ed98166eSMatthew Knepley *flag = PETSC_FALSE; 81243e71028SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 813ed98166eSMatthew Knepley break; 814ed98166eSMatthew Knepley } 81519717074SBarry Smith ierr = SNESComputeFunction(snes,w,g); 816*d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 81719717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 81819717074SBarry Smith } 819*d5e45103SBarry Smith CHKERRQ(ierr); 820cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 82143e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 8225ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 823393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 82463ba0a88SBarry Smith ierr = PetscLogInfo((snes,"SNESQuadraticLineSearch:Quadratically determined step, lambda=%g\n",lambda));CHKERRQ(ierr); 82506259719SBarry Smith break; 8265e42470aSBarry Smith } 8275e42470aSBarry Smith count++; 8285e42470aSBarry Smith } 829ad922ac9SBarry Smith theend2: 8308f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 8318f99978dSLois Curfman McInnes if (neP->CheckStep) { 8328f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 833abc0a331SBarry Smith if (change_y) { /* recompute the function if the step has changed */ 83419717074SBarry Smith ierr = SNESComputeFunction(snes,y,g); 835*d5e45103SBarry Smith if (PetscExceptionValue(ierr)) { 83619717074SBarry Smith PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr); 83719717074SBarry Smith } 838*d5e45103SBarry Smith CHKERRQ(ierr); 8398f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 84043e71028SBarry Smith if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 84143e71028SBarry Smith ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr); 8428f99978dSLois Curfman McInnes ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr); 8438f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 8448f99978dSLois Curfman McInnes } 8458f99978dSLois Curfman McInnes } 846d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8473a40ed3dSBarry Smith PetscFunctionReturn(0); 8485e76c431SBarry Smith } 8492343ba6eSBarry Smith 85004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 8514a2ae208SSatish Balay #undef __FUNCT__ 8524a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearch" 853c9e6a524SLois Curfman McInnes /*@C 85477c4ece6SBarry Smith SNESSetLineSearch - Sets the line search routine to be used 8554b27c08aSLois Curfman McInnes by the method SNESLS. 8565e76c431SBarry Smith 8575e76c431SBarry Smith Input Parameters: 858c7afd0dbSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 859af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for use by line search 860c7afd0dbSLois Curfman McInnes - func - pointer to int function 8615e76c431SBarry Smith 862fee21e36SBarry Smith Collective on SNES 863fee21e36SBarry Smith 864c4a48953SLois Curfman McInnes Available Routines: 865c7afd0dbSLois Curfman McInnes + SNESCubicLineSearch() - default line search 866f59ffdedSLois Curfman McInnes . SNESQuadraticLineSearch() - quadratic line search 867f59ffdedSLois Curfman McInnes . SNESNoLineSearch() - the full Newton step (actually not a line search) 868af2d14d2SLois Curfman McInnes - SNESNoLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel) 8695e76c431SBarry Smith 870c4a48953SLois Curfman McInnes Options Database Keys: 8714b27c08aSLois Curfman McInnes + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 8724b27c08aSLois Curfman McInnes . -snes_ls_alpha <alpha> - Sets alpha 8734b27c08aSLois Curfman McInnes . -snes_ls_maxstep <max> - Sets maxstep 8744b27c08aSLois Curfman McInnes - -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 8753304466cSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 8763304466cSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 877c4a48953SLois Curfman McInnes 8785e76c431SBarry Smith Calling sequence of func: 879bd208895SLois Curfman McInnes .vb 880af2d14d2SLois Curfman McInnes func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w, 881a7cc72afSBarry Smith PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag) 882bd208895SLois Curfman McInnes .ve 8835e76c431SBarry Smith 8845e76c431SBarry Smith Input parameters for func: 885c7afd0dbSLois Curfman McInnes + snes - nonlinear context 886af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for line search 8875e76c431SBarry Smith . x - current iterate 8885e76c431SBarry Smith . f - residual evaluated at x 8895e76c431SBarry Smith . y - search direction (contains new iterate on output) 8905e76c431SBarry Smith . w - work vector 891c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 8925e76c431SBarry Smith 8935e76c431SBarry Smith Output parameters for func: 894c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 8955e76c431SBarry Smith . y - new iterate (contains search direction on input) 8965e76c431SBarry Smith . gnorm - 2-norm of g 8975e76c431SBarry Smith . ynorm - 2-norm of search length 898a7cc72afSBarry Smith - flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure. 899f59ffdedSLois Curfman McInnes 90036851e7fSLois Curfman McInnes Level: advanced 90136851e7fSLois Curfman McInnes 902f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine 903f59ffdedSLois Curfman McInnes 9045d1a10b1SBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESNoLineSearchNoNorms(), 9055d1a10b1SBarry Smith SNESSetLineSearchCheck(), SNESSetLineSearchParams(), SNESGetLineSearchParams() 9065e76c431SBarry Smith @*/ 90763dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESSetLineSearch(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void *lsctx) 9085e76c431SBarry Smith { 909a7cc72afSBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*); 91082bf6240SBarry Smith 9113a40ed3dSBarry Smith PetscFunctionBegin; 912c134de8dSSatish Balay ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearch_C",(void (**)(void))&f);CHKERRQ(ierr); 91382bf6240SBarry Smith if (f) { 914af2d14d2SLois Curfman McInnes ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr); 91582bf6240SBarry Smith } 9163a40ed3dSBarry Smith PetscFunctionReturn(0); 9175e76c431SBarry Smith } 9188e019c35SBarry Smith 919a7cc72afSBarry Smith typedef PetscErrorCode (*FCN2)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*); /* force argument to next function to not be extern C*/ 92004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 921fb2e594dSBarry Smith EXTERN_C_BEGIN 9224a2ae208SSatish Balay #undef __FUNCT__ 9234a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearch_LS" 92463dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESSetLineSearch_LS(SNES snes,FCN2 func,void *lsctx) 92582bf6240SBarry Smith { 92682bf6240SBarry Smith PetscFunctionBegin; 9274b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->LineSearch = func; 9284b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->lsP = lsctx; 92982bf6240SBarry Smith PetscFunctionReturn(0); 93082bf6240SBarry Smith } 931fb2e594dSBarry Smith EXTERN_C_END 93204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 9334a2ae208SSatish Balay #undef __FUNCT__ 9344a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearchCheck" 935c8dd0c0dSLois Curfman McInnes /*@C 936530e4296SLois Curfman McInnes SNESSetLineSearchCheck - Sets a routine to check the validity of new iterate computed 9374b27c08aSLois Curfman McInnes by the line search routine in the Newton-based method SNESLS. 938c8dd0c0dSLois Curfman McInnes 939c8dd0c0dSLois Curfman McInnes Input Parameters: 940c8dd0c0dSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 941c8dd0c0dSLois Curfman McInnes . func - pointer to int function 942c8dd0c0dSLois Curfman McInnes - checkctx - optional user-defined context for use by step checking routine 943c8dd0c0dSLois Curfman McInnes 944c8dd0c0dSLois Curfman McInnes Collective on SNES 945c8dd0c0dSLois Curfman McInnes 946c8dd0c0dSLois Curfman McInnes Calling sequence of func: 947c8dd0c0dSLois Curfman McInnes .vb 948b1ae27eaSLois Curfman McInnes int func (SNES snes, void *checkctx, Vec x, PetscTruth *flag) 949c8dd0c0dSLois Curfman McInnes .ve 950b1ae27eaSLois Curfman McInnes where func returns an error code of 0 on success and a nonzero 951b1ae27eaSLois Curfman McInnes on failure. 952c8dd0c0dSLois Curfman McInnes 953c8dd0c0dSLois Curfman McInnes Input parameters for func: 954c8dd0c0dSLois Curfman McInnes + snes - nonlinear context 955c8dd0c0dSLois Curfman McInnes . checkctx - optional user-defined context for use by step checking routine 9568f99978dSLois Curfman McInnes - x - current candidate iterate 957c8dd0c0dSLois Curfman McInnes 958c8dd0c0dSLois Curfman McInnes Output parameters for func: 959c8dd0c0dSLois Curfman McInnes + x - current iterate (possibly modified) 960c8dd0c0dSLois Curfman McInnes - flag - flag indicating whether x has been modified (either 961c8dd0c0dSLois Curfman McInnes PETSC_TRUE of PETSC_FALSE) 962c8dd0c0dSLois Curfman McInnes 963c8dd0c0dSLois Curfman McInnes Level: advanced 964c8dd0c0dSLois Curfman McInnes 9658f99978dSLois Curfman McInnes Notes: 966b1ae27eaSLois Curfman McInnes SNESNoLineSearch() and SNESNoLineSearchNoNorms() accept the new 967b1ae27eaSLois Curfman McInnes iterate computed by the line search checking routine. In particular, 968b1ae27eaSLois Curfman McInnes these routines (1) compute a candidate iterate u_{i+1}, (2) pass control 969b1ae27eaSLois Curfman McInnes to the checking routine, and then (3) compute the corresponding nonlinear 970ea56f5baSLois Curfman McInnes function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}. 9718f99978dSLois Curfman McInnes 972b1ae27eaSLois Curfman McInnes SNESQuadraticLineSearch() and SNESCubicLineSearch() also accept the 973b1ae27eaSLois Curfman McInnes new iterate computed by the line search checking routine. In particular, 974b1ae27eaSLois Curfman McInnes these routines (1) compute a candidate iterate u_{i+1} as well as a 975ea56f5baSLois Curfman McInnes candidate nonlinear function f(u_{i+1}), (2) pass control to the checking 976ea56f5baSLois Curfman McInnes routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes 977ea56f5baSLois Curfman McInnes were made to the candidate iterate in the checking routine (as indicated 978ea56f5baSLois Curfman McInnes by flag=PETSC_TRUE). The overhead of this function re-evaluation can be 979b1ae27eaSLois Curfman McInnes very costly, so use this feature with caution! 9808f99978dSLois Curfman McInnes 981c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine 982c8dd0c0dSLois Curfman McInnes 983c8dd0c0dSLois Curfman McInnes .seealso: SNESSetLineSearch() 984c8dd0c0dSLois Curfman McInnes @*/ 98563dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESSetLineSearchCheck(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,PetscTruth*),void *checkctx) 986c8dd0c0dSLois Curfman McInnes { 9876849ba73SBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,PetscTruth*),void*); 988c8dd0c0dSLois Curfman McInnes 989c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 990c134de8dSSatish Balay ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearchCheck_C",(void (**)(void))&f);CHKERRQ(ierr); 991c8dd0c0dSLois Curfman McInnes if (f) { 992c8dd0c0dSLois Curfman McInnes ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr); 993c8dd0c0dSLois Curfman McInnes } 994c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 995c8dd0c0dSLois Curfman McInnes } 996c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 9976849ba73SBarry Smith typedef PetscErrorCode (*FCN)(SNES,void*,Vec,PetscTruth*); /* force argument to next function to not be extern C*/ 998c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN 9994a2ae208SSatish Balay #undef __FUNCT__ 10004a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearchCheck_LS" 100163dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESSetLineSearchCheck_LS(SNES snes,FCN func,void *checkctx) 1002c8dd0c0dSLois Curfman McInnes { 1003c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 10044b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->CheckStep = func; 10054b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->checkP = checkctx; 1006c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 1007c8dd0c0dSLois Curfman McInnes } 1008c8dd0c0dSLois Curfman McInnes EXTERN_C_END 1009c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 101004d965bbSLois Curfman McInnes /* 10114b27c08aSLois Curfman McInnes SNESPrintHelp_LS - Prints all options for the SNES_LS method. 1012329e7e40SMatthew Knepley 1013329e7e40SMatthew Knepley Input Parameter: 1014329e7e40SMatthew Knepley . snes - the SNES context 1015329e7e40SMatthew Knepley 1016329e7e40SMatthew Knepley Application Interface Routine: SNESPrintHelp() 1017329e7e40SMatthew Knepley */ 1018329e7e40SMatthew Knepley #undef __FUNCT__ 10194b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESPrintHelp_LS" 10206849ba73SBarry Smith static PetscErrorCode SNESPrintHelp_LS(SNES snes,char *p) 1021329e7e40SMatthew Knepley { 10224b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 1023329e7e40SMatthew Knepley 1024329e7e40SMatthew Knepley PetscFunctionBegin; 10254b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," method SNES_LS (ls) for systems of nonlinear equations:\n"); 10264b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls [cubic,quadratic,basic,basicnonorms,...]\n",p); 10274b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_alpha <alpha> (default %g)\n",p,ls->alpha); 10284b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_maxstep <max> (default %g)\n",p,ls->maxstep); 10294b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_steptol <tol> (default %g)\n",p,ls->steptol); 1030329e7e40SMatthew Knepley PetscFunctionReturn(0); 1031329e7e40SMatthew Knepley } 1032329e7e40SMatthew Knepley 1033329e7e40SMatthew Knepley /* 10344b27c08aSLois Curfman McInnes SNESView_LS - Prints info from the SNESLS data structure. 103504d965bbSLois Curfman McInnes 103604d965bbSLois Curfman McInnes Input Parameters: 103704d965bbSLois Curfman McInnes . SNES - the SNES context 103804d965bbSLois Curfman McInnes . viewer - visualization context 103904d965bbSLois Curfman McInnes 104004d965bbSLois Curfman McInnes Application Interface Routine: SNESView() 104104d965bbSLois Curfman McInnes */ 10424a2ae208SSatish Balay #undef __FUNCT__ 10434b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS" 10446849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer) 1045a935fc98SLois Curfman McInnes { 10464b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 10472fc52814SBarry Smith const char *cstr; 1048dfbe8321SBarry Smith PetscErrorCode ierr; 104932077d6dSBarry Smith PetscTruth iascii; 1050a935fc98SLois Curfman McInnes 10513a40ed3dSBarry Smith PetscFunctionBegin; 105232077d6dSBarry Smith ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr); 105332077d6dSBarry Smith if (iascii) { 105419bcc07fSBarry Smith if (ls->LineSearch == SNESNoLineSearch) cstr = "SNESNoLineSearch"; 105519bcc07fSBarry Smith else if (ls->LineSearch == SNESQuadraticLineSearch) cstr = "SNESQuadraticLineSearch"; 105619bcc07fSBarry Smith else if (ls->LineSearch == SNESCubicLineSearch) cstr = "SNESCubicLineSearch"; 105719bcc07fSBarry Smith else cstr = "unknown"; 1058b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," line search variant: %s\n",cstr);CHKERRQ(ierr); 1059b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," alpha=%g, maxstep=%g, steptol=%g\n",ls->alpha,ls->maxstep,ls->steptol);CHKERRQ(ierr); 10605cd90555SBarry Smith } else { 106179a5c55eSBarry Smith SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name); 106219bcc07fSBarry Smith } 10633a40ed3dSBarry Smith PetscFunctionReturn(0); 1064a935fc98SLois Curfman McInnes } 106504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 106604d965bbSLois Curfman McInnes /* 10674b27c08aSLois Curfman McInnes SNESSetFromOptions_LS - Sets various parameters for the SNESLS method. 106804d965bbSLois Curfman McInnes 106904d965bbSLois Curfman McInnes Input Parameter: 107004d965bbSLois Curfman McInnes . snes - the SNES context 107104d965bbSLois Curfman McInnes 107204d965bbSLois Curfman McInnes Application Interface Routine: SNESSetFromOptions() 107304d965bbSLois Curfman McInnes */ 10744a2ae208SSatish Balay #undef __FUNCT__ 10754b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS" 10766849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes) 10775e42470aSBarry Smith { 10784b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 1079e5999256SBarry Smith const char *lses[] = {"basic","basicnonorms","quadratic","cubic"}; 1080dfbe8321SBarry Smith PetscErrorCode ierr; 1081a7cc72afSBarry Smith PetscInt indx; 1082f1af5d2fSBarry Smith PetscTruth flg; 10835e42470aSBarry Smith 10843a40ed3dSBarry Smith PetscFunctionBegin; 1085b0a32e0cSBarry Smith ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr); 10864b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr); 10874b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr); 10884b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_steptol","Step must be greater than","None",ls->steptol,&ls->steptol,0);CHKERRQ(ierr); 1089186905e3SBarry Smith 109022e36657SBarry Smith ierr = PetscOptionsEList("-snes_ls","Line search used","SNESSetLineSearch",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr); 109125cdf11fSBarry Smith if (flg) { 109222e36657SBarry Smith switch (indx) { 1093b49fd9e1SBarry Smith case 0: 1094af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESNoLineSearch,PETSC_NULL);CHKERRQ(ierr); 1095b49fd9e1SBarry Smith break; 1096b49fd9e1SBarry Smith case 1: 1097af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESNoLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr); 1098b49fd9e1SBarry Smith break; 1099b49fd9e1SBarry Smith case 2: 1100af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESQuadraticLineSearch,PETSC_NULL);CHKERRQ(ierr); 1101b49fd9e1SBarry Smith break; 1102b49fd9e1SBarry Smith case 3: 1103af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESCubicLineSearch,PETSC_NULL);CHKERRQ(ierr); 1104b49fd9e1SBarry Smith break; 11055e42470aSBarry Smith } 11065e42470aSBarry Smith } 1107b0a32e0cSBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 11083a40ed3dSBarry Smith PetscFunctionReturn(0); 11095e42470aSBarry Smith } 111004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 1111ebe3b25bSBarry Smith /*MC 1112ebe3b25bSBarry Smith SNESLS - Newton based nonlinear solver that uses a line search 111304d965bbSLois Curfman McInnes 1114ebe3b25bSBarry Smith Options Database: 1115ebe3b25bSBarry Smith + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 1116ebe3b25bSBarry Smith . -snes_ls_alpha <alpha> - Sets alpha 1117ebe3b25bSBarry Smith . -snes_ls_maxstep <max> - Sets maxstep 1118ebe3b25bSBarry Smith - -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 1119ebe3b25bSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 1120ebe3b25bSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 112104d965bbSLois Curfman McInnes 1122ebe3b25bSBarry Smith Notes: This is the default nonlinear solver in SNES 112304d965bbSLois Curfman McInnes 1124ee3001cbSBarry Smith Level: beginner 1125ee3001cbSBarry Smith 1126ebe3b25bSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESTR, SNESSetLineSearch(), 1127ebe3b25bSBarry Smith SNESSetLineSearchCheck(), SNESNoLineSearch(), SNESCubicLineSearch(), SNESQuadraticLineSearch(), 1128ebe3b25bSBarry Smith SNESSetLineSearch(), SNESNoLineSearchNoNorms() 1129ebe3b25bSBarry Smith 1130ebe3b25bSBarry Smith M*/ 1131fb2e594dSBarry Smith EXTERN_C_BEGIN 11324a2ae208SSatish Balay #undef __FUNCT__ 11334b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS" 113463dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESCreate_LS(SNES snes) 11355e42470aSBarry Smith { 1136dfbe8321SBarry Smith PetscErrorCode ierr; 11374b27c08aSLois Curfman McInnes SNES_LS *neP; 11385e42470aSBarry Smith 11393a40ed3dSBarry Smith PetscFunctionBegin; 11404b27c08aSLois Curfman McInnes snes->setup = SNESSetUp_LS; 11414b27c08aSLois Curfman McInnes snes->solve = SNESSolve_LS; 11424b27c08aSLois Curfman McInnes snes->destroy = SNESDestroy_LS; 11434b27c08aSLois Curfman McInnes snes->converged = SNESConverged_LS; 11444b27c08aSLois Curfman McInnes snes->printhelp = SNESPrintHelp_LS; 11454b27c08aSLois Curfman McInnes snes->setfromoptions = SNESSetFromOptions_LS; 11464b27c08aSLois Curfman McInnes snes->view = SNESView_LS; 11475baf8537SBarry Smith snes->nwork = 0; 11485e42470aSBarry Smith 11494b27c08aSLois Curfman McInnes ierr = PetscNew(SNES_LS,&neP);CHKERRQ(ierr); 115052e6d16bSBarry Smith ierr = PetscLogObjectMemory(snes,sizeof(SNES_LS));CHKERRQ(ierr); 11515e42470aSBarry Smith snes->data = (void*)neP; 11525e42470aSBarry Smith neP->alpha = 1.e-4; 11535e42470aSBarry Smith neP->maxstep = 1.e8; 11545e42470aSBarry Smith neP->steptol = 1.e-12; 11555e42470aSBarry Smith neP->LineSearch = SNESCubicLineSearch; 1156c8dd0c0dSLois Curfman McInnes neP->lsP = PETSC_NULL; 1157c8dd0c0dSLois Curfman McInnes neP->CheckStep = PETSC_NULL; 1158c8dd0c0dSLois Curfman McInnes neP->checkP = PETSC_NULL; 115982bf6240SBarry Smith 11605d1a10b1SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESSetLineSearch_C","SNESSetLineSearch_LS",SNESSetLineSearch_LS);CHKERRQ(ierr); 11615d1a10b1SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESSetLineSearchCheck_C","SNESSetLineSearchCheck_LS",SNESSetLineSearchCheck_LS);CHKERRQ(ierr); 116282bf6240SBarry Smith 11633a40ed3dSBarry Smith PetscFunctionReturn(0); 11645e42470aSBarry Smith } 1165fb2e594dSBarry Smith EXTERN_C_END 116682bf6240SBarry Smith 116782bf6240SBarry Smith 116882bf6240SBarry Smith 1169