xref: /petsc/src/snes/impls/ls/ls.c (revision ea630c6e93734680a55c9e053bce70cd1b499b87)
15e76c431SBarry Smith 
2c6db04a5SJed Brown #include <../src/snes/impls/ls/lsimpl.h>
35e42470aSBarry Smith 
48a5d9ee4SBarry Smith /*
520f52e01SBarry Smith      Checks if J^T F = 0 which implies we've found a local minimum of the norm of the function,
620f52e01SBarry Smith     || F(u) ||_2 but not a zero, F(u) = 0. In the case when one cannot compute J^T F we use the fact that
736669109SBarry Smith     0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More
820f52e01SBarry Smith     for this trick. One assumes that the probability that W is in the null space of J is very, very small.
98a5d9ee4SBarry Smith */
104a2ae208SSatish Balay #undef __FUNCT__
114a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckLocalMin_Private"
12ace3abfcSBarry Smith PetscErrorCode SNESLSCheckLocalMin_Private(SNES snes,Mat A,Vec F,Vec W,PetscReal fnorm,PetscBool  *ismin)
138a5d9ee4SBarry Smith {
148a5d9ee4SBarry Smith   PetscReal      a1;
15dfbe8321SBarry Smith   PetscErrorCode ierr;
16ace3abfcSBarry Smith   PetscBool      hastranspose;
178a5d9ee4SBarry Smith 
188a5d9ee4SBarry Smith   PetscFunctionBegin;
198a5d9ee4SBarry Smith   *ismin = PETSC_FALSE;
2036669109SBarry Smith   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
2136669109SBarry Smith   if (hastranspose) {
228a5d9ee4SBarry Smith     /* Compute || J^T F|| */
238a5d9ee4SBarry Smith     ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr);
248a5d9ee4SBarry Smith     ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr);
258f1a2a5eSBarry Smith     ierr = PetscInfo1(snes,"|| J^T F|| %14.12e near zero implies found a local minimum\n",(double)(a1/fnorm));CHKERRQ(ierr);
268a5d9ee4SBarry Smith     if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE;
2736669109SBarry Smith   } else {
2836669109SBarry Smith     Vec         work;
29ea709b57SSatish Balay     PetscScalar result;
3036669109SBarry Smith     PetscReal   wnorm;
3136669109SBarry Smith 
32abb0e124SMatthew Knepley     ierr = VecSetRandom(W,PETSC_NULL);CHKERRQ(ierr);
3336669109SBarry Smith     ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr);
3436669109SBarry Smith     ierr = VecDuplicate(W,&work);CHKERRQ(ierr);
3536669109SBarry Smith     ierr = MatMult(A,W,work);CHKERRQ(ierr);
3636669109SBarry Smith     ierr = VecDot(F,work,&result);CHKERRQ(ierr);
376bf464f9SBarry Smith     ierr = VecDestroy(&work);CHKERRQ(ierr);
3836669109SBarry Smith     a1   = PetscAbsScalar(result)/(fnorm*wnorm);
398f1a2a5eSBarry Smith     ierr = PetscInfo1(snes,"(F^T J random)/(|| F ||*||random|| %14.12e near zero implies found a local minimum\n",(double)a1);CHKERRQ(ierr);
4036669109SBarry Smith     if (a1 < 1.e-4) *ismin = PETSC_TRUE;
4136669109SBarry Smith   }
428a5d9ee4SBarry Smith   PetscFunctionReturn(0);
438a5d9ee4SBarry Smith }
448a5d9ee4SBarry Smith 
4574637425SBarry Smith /*
465ed2d596SBarry Smith      Checks if J^T(F - J*X) = 0
4774637425SBarry Smith */
484a2ae208SSatish Balay #undef __FUNCT__
494a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckResidual_Private"
501e2582c4SBarry Smith PetscErrorCode SNESLSCheckResidual_Private(SNES snes,Mat A,Vec F,Vec X,Vec W1,Vec W2)
5174637425SBarry Smith {
5274637425SBarry Smith   PetscReal      a1,a2;
53dfbe8321SBarry Smith   PetscErrorCode ierr;
54ace3abfcSBarry Smith   PetscBool      hastranspose;
5574637425SBarry Smith 
5674637425SBarry Smith   PetscFunctionBegin;
5774637425SBarry Smith   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
5874637425SBarry Smith   if (hastranspose) {
5974637425SBarry Smith     ierr = MatMult(A,X,W1);CHKERRQ(ierr);
6079f36460SBarry Smith     ierr = VecAXPY(W1,-1.0,F);CHKERRQ(ierr);
6174637425SBarry Smith 
6274637425SBarry Smith     /* Compute || J^T W|| */
6374637425SBarry Smith     ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr);
6474637425SBarry Smith     ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr);
6574637425SBarry Smith     ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr);
6675567043SBarry Smith     if (a1 != 0.0) {
678f1a2a5eSBarry Smith       ierr = PetscInfo1(snes,"||J^T(F-Ax)||/||F-AX|| %14.12e near zero implies inconsistent rhs\n",(double)(a2/a1));CHKERRQ(ierr);
6885471664SBarry Smith     }
6974637425SBarry Smith   }
7074637425SBarry Smith   PetscFunctionReturn(0);
7174637425SBarry Smith }
7274637425SBarry Smith 
7304d965bbSLois Curfman McInnes /*  --------------------------------------------------------------------
7404d965bbSLois Curfman McInnes 
7504d965bbSLois Curfman McInnes      This file implements a truncated Newton method with a line search,
7694b7f48cSBarry Smith      for solving a system of nonlinear equations, using the KSP, Vec,
7704d965bbSLois Curfman McInnes      and Mat interfaces for linear solvers, vectors, and matrices,
7804d965bbSLois Curfman McInnes      respectively.
7904d965bbSLois Curfman McInnes 
80fe6c6bacSLois Curfman McInnes      The following basic routines are required for each nonlinear solver:
8104d965bbSLois Curfman McInnes           SNESCreate_XXX()          - Creates a nonlinear solver context
8204d965bbSLois Curfman McInnes           SNESSetFromOptions_XXX()  - Sets runtime options
83fe6c6bacSLois Curfman McInnes           SNESSolve_XXX()           - Solves the nonlinear system
8404d965bbSLois Curfman McInnes           SNESDestroy_XXX()         - Destroys the nonlinear solver context
8504d965bbSLois Curfman McInnes      The suffix "_XXX" denotes a particular implementation, in this case
864b27c08aSLois Curfman McInnes      we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving
874b27c08aSLois Curfman McInnes      systems of nonlinear equations with a line search (LS) method.
8804d965bbSLois Curfman McInnes      These routines are actually called via the common user interface
8904d965bbSLois Curfman McInnes      routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and
9004d965bbSLois Curfman McInnes      SNESDestroy(), so the application code interface remains identical
9104d965bbSLois Curfman McInnes      for all nonlinear solvers.
9204d965bbSLois Curfman McInnes 
9304d965bbSLois Curfman McInnes      Another key routine is:
9404d965bbSLois Curfman McInnes           SNESSetUp_XXX()           - Prepares for the use of a nonlinear solver
9504d965bbSLois Curfman McInnes      by setting data structures and options.   The interface routine SNESSetUp()
9604d965bbSLois Curfman McInnes      is not usually called directly by the user, but instead is called by
9704d965bbSLois Curfman McInnes      SNESSolve() if necessary.
9804d965bbSLois Curfman McInnes 
9904d965bbSLois Curfman McInnes      Additional basic routines are:
10004d965bbSLois Curfman McInnes           SNESView_XXX()            - Prints details of runtime options that
10104d965bbSLois Curfman McInnes                                       have actually been used.
10204d965bbSLois Curfman McInnes      These are called by application codes via the interface routines
103186905e3SBarry Smith      SNESView().
10404d965bbSLois Curfman McInnes 
10504d965bbSLois Curfman McInnes      The various types of solvers (preconditioners, Krylov subspace methods,
10604d965bbSLois Curfman McInnes      nonlinear solvers, timesteppers) are all organized similarly, so the
10704d965bbSLois Curfman McInnes      above description applies to these categories also.
10804d965bbSLois Curfman McInnes 
10904d965bbSLois Curfman McInnes     -------------------------------------------------------------------- */
1105e42470aSBarry Smith /*
1114b27c08aSLois Curfman McInnes    SNESSolve_LS - Solves a nonlinear system with a truncated Newton
11204d965bbSLois Curfman McInnes    method with a line search.
1135e76c431SBarry Smith 
11404d965bbSLois Curfman McInnes    Input Parameters:
11504d965bbSLois Curfman McInnes .  snes - the SNES context
1165e76c431SBarry Smith 
11704d965bbSLois Curfman McInnes    Output Parameter:
118c2a78f1aSLois Curfman McInnes .  outits - number of iterations until termination
11904d965bbSLois Curfman McInnes 
12004d965bbSLois Curfman McInnes    Application Interface Routine: SNESSolve()
1215e76c431SBarry Smith 
1225e76c431SBarry Smith    Notes:
1235e76c431SBarry Smith    This implements essentially a truncated Newton method with a
1245e76c431SBarry Smith    line search.  By default a cubic backtracking line search
1255e76c431SBarry Smith    is employed, as described in the text "Numerical Methods for
1265e76c431SBarry Smith    Unconstrained Optimization and Nonlinear Equations" by Dennis
127393d2d9aSLois Curfman McInnes    and Schnabel.
1285e76c431SBarry Smith */
1294a2ae208SSatish Balay #undef __FUNCT__
1304b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSolve_LS"
131dfbe8321SBarry Smith PetscErrorCode SNESSolve_LS(SNES snes)
1325e76c431SBarry Smith {
1336849ba73SBarry Smith   PetscErrorCode     ierr;
134a7cc72afSBarry Smith   PetscInt           maxits,i,lits;
135ace3abfcSBarry Smith   PetscBool          lssucceed;
136112a2221SBarry Smith   MatStructure       flg = DIFFERENT_NONZERO_PATTERN;
13785385478SLisandro Dalcin   PetscReal          fnorm,gnorm,xnorm=0,ynorm;
13885385478SLisandro Dalcin   Vec                Y,X,F,G,W;
1393d4c4710SBarry Smith   KSPConvergedReason kspreason;
1405e76c431SBarry Smith 
1413a40ed3dSBarry Smith   PetscFunctionBegin;
1423d4c4710SBarry Smith   snes->numFailures            = 0;
1433d4c4710SBarry Smith   snes->numLinearSolveFailures = 0;
144184914b5SBarry Smith   snes->reason                 = SNES_CONVERGED_ITERATING;
145184914b5SBarry Smith 
1465e42470aSBarry Smith   maxits	= snes->max_its;	/* maximum number of iterations */
1475e42470aSBarry Smith   X		= snes->vec_sol;	/* solution vector */
14839e2f89bSBarry Smith   F		= snes->vec_func;	/* residual vector */
1495e42470aSBarry Smith   Y		= snes->work[0];	/* work vectors */
1505e42470aSBarry Smith   G		= snes->work[1];
1515e42470aSBarry Smith   W		= snes->work[2];
1525e76c431SBarry Smith 
1534c49b128SBarry Smith   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
1544c49b128SBarry Smith   snes->iter = 0;
15575567043SBarry Smith   snes->norm = 0.0;
1564c49b128SBarry Smith   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
15719717074SBarry Smith   ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
1584936397dSBarry Smith   if (snes->domainerror) {
1594936397dSBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
1604936397dSBarry Smith     PetscFunctionReturn(0);
1614936397dSBarry Smith   }
1622613ca53SBarry Smith   ierr = VecNormBegin(F,NORM_2,&fnorm);CHKERRQ(ierr);	/* fnorm <- ||F||  */
1632613ca53SBarry Smith   ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr);	/* xnorm <- ||x||  */
1642613ca53SBarry Smith   ierr = VecNormEnd(F,NORM_2,&fnorm);CHKERRQ(ierr);
1652613ca53SBarry Smith   ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr);
16662cbcd01SMatthew G Knepley   if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
1670f5bd95cSBarry Smith   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
1685e42470aSBarry Smith   snes->norm = fnorm;
1690f5bd95cSBarry Smith   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
17084c569c9SBarry Smith   SNESLogConvHistory(snes,fnorm,0);
1717a03ce2fSLisandro Dalcin   ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);
1723f149594SLisandro Dalcin 
1733f149594SLisandro Dalcin   /* set parameter for default relative tolerance convergence test */
1743f149594SLisandro Dalcin   snes->ttol = fnorm*snes->rtol;
17585385478SLisandro Dalcin   /* test convergence */
17685385478SLisandro Dalcin   ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
17706ee9f85SBarry Smith   if (snes->reason) PetscFunctionReturn(0);
178d034289bSBarry Smith 
1795e76c431SBarry Smith   for (i=0; i<maxits; i++) {
1805e76c431SBarry Smith 
181329e7e40SMatthew Knepley     /* Call general purpose update function */
182e7788613SBarry Smith     if (snes->ops->update) {
183e7788613SBarry Smith       ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
184de8cb200SMatthew Knepley     }
185329e7e40SMatthew Knepley 
186ea4d3ed3SLois Curfman McInnes     /* Solve J Y = F, where J is Jacobian matrix */
1875334005bSBarry Smith     ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr);
18894b7f48cSBarry Smith     ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr);
18971f87433Sdalcinl     ierr = SNES_KSPSolve(snes,snes->ksp,F,Y);CHKERRQ(ierr);
1903d4c4710SBarry Smith     ierr = KSPGetConvergedReason(snes->ksp,&kspreason);CHKERRQ(ierr);
1913d4c4710SBarry Smith     if (kspreason < 0) {
1923d4c4710SBarry Smith       if (++snes->numLinearSolveFailures >= snes->maxLinearSolveFailures) {
193ef998cc9SBarry Smith         ierr = PetscInfo2(snes,"iter=%D, number linear solve failures %D greater than current SNES allowed, stopping solve\n",snes->iter,snes->numLinearSolveFailures);CHKERRQ(ierr);
1943d4c4710SBarry Smith         snes->reason = SNES_DIVERGED_LINEAR_SOLVE;
195ab81109fSSatish Balay         break;
1963d4c4710SBarry Smith       }
1973d4c4710SBarry Smith     }
1983d4c4710SBarry Smith     ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr);
1993f149594SLisandro Dalcin     snes->linear_its += lits;
2003f149594SLisandro Dalcin     ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr);
20174637425SBarry Smith 
202*ea630c6eSPeter Brune     if (snes->ops->precheckstep) {
203ace3abfcSBarry Smith       PetscBool  changed_y = PETSC_FALSE;
204*ea630c6eSPeter Brune       ierr = (*snes->ops->precheckstep)(snes,X,Y,snes->precheck,&changed_y);CHKERRQ(ierr);
2059c3ca13aSBarry Smith     }
2069c3ca13aSBarry Smith 
207b0a32e0cSBarry Smith     if (PetscLogPrintInfo){
2081e2582c4SBarry Smith       ierr = SNESLSCheckResidual_Private(snes,snes->jacobian,F,Y,G,W);CHKERRQ(ierr);
20985471664SBarry Smith     }
21074637425SBarry Smith 
211ea4d3ed3SLois Curfman McInnes     /* Compute a (scaled) negative update in the line search routine:
212ea4d3ed3SLois Curfman McInnes          Y <- X - lambda*Y
213e68848bdSBarry Smith        and evaluate G = function(Y) (depends on the line search).
214ea4d3ed3SLois Curfman McInnes     */
21585385478SLisandro Dalcin     ierr = VecCopy(Y,snes->vec_sol_update);CHKERRQ(ierr);
2163f149594SLisandro Dalcin     ynorm = 1; gnorm = fnorm;
217*ea630c6eSPeter Brune     ierr = (*snes->ops->linesearch)(snes,snes->lsP,X,F,Y,fnorm,xnorm,G,W,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr);
2188f1a2a5eSBarry Smith     ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",(double)fnorm,(double)gnorm,(double)ynorm,(int)lssucceed);CHKERRQ(ierr);
2194a93e4ddSBarry Smith     if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
2204936397dSBarry Smith     if (snes->domainerror) {
2214936397dSBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
2224936397dSBarry Smith       PetscFunctionReturn(0);
2234936397dSBarry Smith     }
224a7cc72afSBarry Smith     if (!lssucceed) {
22550ffb88aSMatthew Knepley       if (++snes->numFailures >= snes->maxFailures) {
226ace3abfcSBarry Smith 	PetscBool  ismin;
227647a2e1fSBarry Smith         snes->reason = SNES_DIVERGED_LINE_SEARCH;
2281e2582c4SBarry Smith         ierr = SNESLSCheckLocalMin_Private(snes,snes->jacobian,G,W,gnorm,&ismin);CHKERRQ(ierr);
2298a5d9ee4SBarry Smith         if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
2303505fcc1SBarry Smith         break;
2313505fcc1SBarry Smith       }
23250ffb88aSMatthew Knepley     }
23385385478SLisandro Dalcin     /* Update function and solution vectors */
23485385478SLisandro Dalcin     fnorm = gnorm;
23585385478SLisandro Dalcin     ierr = VecCopy(G,F);CHKERRQ(ierr);
23685385478SLisandro Dalcin     ierr = VecCopy(W,X);CHKERRQ(ierr);
23785385478SLisandro Dalcin     /* Monitor convergence */
23885385478SLisandro Dalcin     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
23985385478SLisandro Dalcin     snes->iter = i+1;
24085385478SLisandro Dalcin     snes->norm = fnorm;
24185385478SLisandro Dalcin     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
24285385478SLisandro Dalcin     SNESLogConvHistory(snes,snes->norm,lits);
2437a03ce2fSLisandro Dalcin     ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
24485385478SLisandro Dalcin     /* Test for convergence, xnorm = || X || */
24585385478SLisandro Dalcin     if (snes->ops->converged != SNESSkipConverged) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); }
246e7788613SBarry Smith     ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
2473f149594SLisandro Dalcin     if (snes->reason) break;
24816c95cacSBarry Smith   }
24952392280SLois Curfman McInnes   if (i == maxits) {
250ae15b995SBarry Smith     ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr);
25185385478SLisandro Dalcin     if(!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
25252392280SLois Curfman McInnes   }
2533a40ed3dSBarry Smith   PetscFunctionReturn(0);
2545e76c431SBarry Smith }
25504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
25604d965bbSLois Curfman McInnes /*
2574b27c08aSLois Curfman McInnes    SNESSetUp_LS - Sets up the internal data structures for the later use
2584b27c08aSLois Curfman McInnes    of the SNESLS nonlinear solver.
25904d965bbSLois Curfman McInnes 
26004d965bbSLois Curfman McInnes    Input Parameter:
26104d965bbSLois Curfman McInnes .  snes - the SNES context
26204d965bbSLois Curfman McInnes .  x - the solution vector
26304d965bbSLois Curfman McInnes 
26404d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetUp()
26504d965bbSLois Curfman McInnes 
26604d965bbSLois Curfman McInnes    Notes:
2674b27c08aSLois Curfman McInnes    For basic use of the SNES solvers, the user need not explicitly call
26804d965bbSLois Curfman McInnes    SNESSetUp(), since these actions will automatically occur during
26904d965bbSLois Curfman McInnes    the call to SNESSolve().
27004d965bbSLois Curfman McInnes  */
2714a2ae208SSatish Balay #undef __FUNCT__
2724b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS"
273dfbe8321SBarry Smith PetscErrorCode SNESSetUp_LS(SNES snes)
2745e76c431SBarry Smith {
275dfbe8321SBarry Smith   PetscErrorCode ierr;
2763a40ed3dSBarry Smith 
2773a40ed3dSBarry Smith   PetscFunctionBegin;
27858c9b817SLisandro Dalcin   ierr = SNESDefaultGetWork(snes,3);CHKERRQ(ierr);
2793a40ed3dSBarry Smith   PetscFunctionReturn(0);
2805e76c431SBarry Smith }
28104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
2826b8b9a38SLisandro Dalcin 
2836b8b9a38SLisandro Dalcin #undef __FUNCT__
2846b8b9a38SLisandro Dalcin #define __FUNCT__ "SNESReset_LS"
2856b8b9a38SLisandro Dalcin PetscErrorCode SNESReset_LS(SNES snes)
2866b8b9a38SLisandro Dalcin {
2876b8b9a38SLisandro Dalcin   PetscErrorCode ierr;
2886b8b9a38SLisandro Dalcin 
2896b8b9a38SLisandro Dalcin   PetscFunctionBegin;
2906b8b9a38SLisandro Dalcin   if (snes->work) {ierr = VecDestroyVecs(snes->nwork,&snes->work);CHKERRQ(ierr);}
2916b8b9a38SLisandro Dalcin   PetscFunctionReturn(0);
2926b8b9a38SLisandro Dalcin }
2936b8b9a38SLisandro Dalcin 
29404d965bbSLois Curfman McInnes /*
2954b27c08aSLois Curfman McInnes    SNESDestroy_LS - Destroys the private SNES_LS context that was created
2964b27c08aSLois Curfman McInnes    with SNESCreate_LS().
29704d965bbSLois Curfman McInnes 
29804d965bbSLois Curfman McInnes    Input Parameter:
29904d965bbSLois Curfman McInnes .  snes - the SNES context
30004d965bbSLois Curfman McInnes 
301de49b36dSLois Curfman McInnes    Application Interface Routine: SNESDestroy()
30204d965bbSLois Curfman McInnes  */
3034a2ae208SSatish Balay #undef __FUNCT__
3044b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS"
305dfbe8321SBarry Smith PetscErrorCode SNESDestroy_LS(SNES snes)
3065e76c431SBarry Smith {
307dfbe8321SBarry Smith   PetscErrorCode ierr;
3083a40ed3dSBarry Smith 
3093a40ed3dSBarry Smith   PetscFunctionBegin;
3106b8b9a38SLisandro Dalcin   ierr = SNESReset_LS(snes);CHKERRQ(ierr);
3115c704376SSatish Balay   ierr = PetscFree(snes->data);CHKERRQ(ierr);
312557d3f75SLisandro Dalcin 
3133a40ed3dSBarry Smith   PetscFunctionReturn(0);
3145e76c431SBarry Smith }
31504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
3164a2ae208SSatish Balay #undef __FUNCT__
317*ea630c6eSPeter Brune #define __FUNCT__ "SNESLineSearchNo_LS"
31882bf6240SBarry Smith 
3194b828684SBarry Smith /*@C
32017bae607SBarry Smith    SNESLineSearchNo - This routine is not a line search at all;
3215e76c431SBarry Smith    it simply uses the full Newton step.  Thus, this routine is intended
3225e76c431SBarry Smith    to serve as a template and is not recommended for general use.
3235e76c431SBarry Smith 
3243f9fe445SBarry Smith    Logically Collective on SNES and Vec
325c7afd0dbSLois Curfman McInnes 
3265e76c431SBarry Smith    Input Parameters:
327c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
328af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
3295e76c431SBarry Smith .  x - current iterate
3305e76c431SBarry Smith .  f - residual evaluated at x
3313c632250SBarry Smith .  y - search direction
332dc357ad2SBarry Smith .  fnorm - 2-norm of f
333dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
3345e76c431SBarry Smith 
335c4a48953SLois Curfman McInnes    Output Parameters:
336c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
3373c632250SBarry Smith .  w - new iterate
3385e76c431SBarry Smith .  gnorm - 2-norm of g
3395e76c431SBarry Smith .  ynorm - 2-norm of search length
340a7cc72afSBarry Smith -  flag - PETSC_TRUE on success, PETSC_FALSE on failure
341fee21e36SBarry Smith 
342c4a48953SLois Curfman McInnes    Options Database Key:
34317bae607SBarry Smith .  -snes_ls basic - Activates SNESLineSearchNo()
344c4a48953SLois Curfman McInnes 
34536851e7fSLois Curfman McInnes    Level: advanced
34636851e7fSLois Curfman McInnes 
34728ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
34828ae5a21SLois Curfman McInnes 
34917bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
35017bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNoNorms()
3515e76c431SBarry Smith @*/
352*ea630c6eSPeter Brune PetscErrorCode  SNESLineSearchNo_LS(SNES snes,void *lsctx,Vec x,Vec f,Vec y,PetscReal fnorm,PetscReal xnorm,Vec g,Vec w,PetscReal *ynorm,PetscReal *gnorm,PetscBool  *flag)
3535e76c431SBarry Smith {
354dfbe8321SBarry Smith   PetscErrorCode ierr;
355ace3abfcSBarry Smith   PetscBool      changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
3565334005bSBarry Smith 
3573a40ed3dSBarry Smith   PetscFunctionBegin;
358a7cc72afSBarry Smith   *flag = PETSC_TRUE;
359d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
360a3b38805SLois Curfman McInnes   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);         /* ynorm = || y || */
361*ea630c6eSPeter Brune   ierr = VecWAXPY(w,-snes->damping,y,x);CHKERRQ(ierr);            /* w <- x - y   */
362*ea630c6eSPeter Brune   if (snes->ops->postcheckstep) {
363*ea630c6eSPeter Brune    ierr = (*snes->ops->postcheckstep)(snes,x,y,w,snes->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
3648f99978dSLois Curfman McInnes   }
3653c632250SBarry Smith   if (changed_y) {
366*ea630c6eSPeter Brune     ierr = VecWAXPY(w,-snes->damping,y,x);CHKERRQ(ierr);            /* w <- x - y   */
3673c632250SBarry Smith   }
3684936397dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
3694936397dSBarry Smith   if (!snes->domainerror) {
370a3b38805SLois Curfman McInnes     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);  /* gnorm = || g || */
37162cbcd01SMatthew G Knepley     if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
3724936397dSBarry Smith   }
373d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
3743a40ed3dSBarry Smith   PetscFunctionReturn(0);
3755e76c431SBarry Smith }
37604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
3774a2ae208SSatish Balay #undef __FUNCT__
378*ea630c6eSPeter Brune #define __FUNCT__ "SNESLineSearchNoNorms_LS"
37982bf6240SBarry Smith 
38029e0b56fSBarry Smith /*@C
38117bae607SBarry Smith    SNESLineSearchNoNorms - This routine is not a line search at
38229e0b56fSBarry Smith    all; it simply uses the full Newton step. This version does not
38329e0b56fSBarry Smith    even compute the norm of the function or search direction; this
38429e0b56fSBarry Smith    is intended only when you know the full step is fine and are
38529e0b56fSBarry Smith    not checking for convergence of the nonlinear iteration (for
386c7afd0dbSLois Curfman McInnes    example, you are running always for a fixed number of Newton steps).
387c7afd0dbSLois Curfman McInnes 
3883f9fe445SBarry Smith    Logically Collective on SNES and Vec
38929e0b56fSBarry Smith 
39029e0b56fSBarry Smith    Input Parameters:
391c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
392af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
39329e0b56fSBarry Smith .  x - current iterate
39429e0b56fSBarry Smith .  f - residual evaluated at x
3953c632250SBarry Smith .  y - search direction
396dc357ad2SBarry Smith .  fnorm - 2-norm of f
397dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
39829e0b56fSBarry Smith 
39929e0b56fSBarry Smith    Output Parameters:
400c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4013c632250SBarry Smith .  w - new iterate
40229e0b56fSBarry Smith .  gnorm - not changed
40329e0b56fSBarry Smith .  ynorm - not changed
404a7cc72afSBarry Smith -  flag - set to PETSC_TRUE indicating a successful line search
405fee21e36SBarry Smith 
40629e0b56fSBarry Smith    Options Database Key:
40717bae607SBarry Smith .  -snes_ls basicnonorms - Activates SNESLineSearchNoNorms()
40829e0b56fSBarry Smith 
4098cbba510SBarry Smith    Notes:
41017bae607SBarry Smith    SNESLineSearchNoNorms() must be used in conjunction with
411ea56f5baSLois Curfman McInnes    either the options
412ea56f5baSLois Curfman McInnes $     -snes_no_convergence_test -snes_max_it <its>
413ea56f5baSLois Curfman McInnes    or alternatively a user-defined custom test set via
414329f5518SBarry Smith    SNESSetConvergenceTest(); or a -snes_max_it of 1,
415329f5518SBarry Smith    otherwise, the SNES solver will generate an error.
416329f5518SBarry Smith 
417329f5518SBarry Smith    During the final iteration this will not evaluate the function at
418329f5518SBarry Smith    the solution point. This is to save a function evaluation while
419329f5518SBarry Smith    using pseudo-timestepping.
4208cbba510SBarry Smith 
421ea56f5baSLois Curfman McInnes    The residual norms printed by monitoring routines such as
422a6570f20SBarry Smith    SNESMonitorDefault() (as activated via -snes_monitor) will not be
423ea56f5baSLois Curfman McInnes    correct, since they are not computed.
424ea56f5baSLois Curfman McInnes 
425ea56f5baSLois Curfman McInnes    Level: advanced
4268cbba510SBarry Smith 
42729e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic
42829e0b56fSBarry Smith 
42917bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
43017bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNo()
43129e0b56fSBarry Smith @*/
432*ea630c6eSPeter Brune PetscErrorCode  SNESLineSearchNoNorms_LS(SNES snes,void *lsctx,Vec x,Vec f,Vec y,PetscReal fnorm,PetscReal xnorm,Vec g,Vec w,PetscReal *ynorm,PetscReal *gnorm,PetscBool  *flag)
43329e0b56fSBarry Smith {
434dfbe8321SBarry Smith   PetscErrorCode ierr;
435ace3abfcSBarry Smith   PetscBool      changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
43629e0b56fSBarry Smith 
4373a40ed3dSBarry Smith   PetscFunctionBegin;
438a7cc72afSBarry Smith   *flag = PETSC_TRUE;
439d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
440*ea630c6eSPeter Brune   ierr = VecWAXPY(w,-snes->damping,y,x);CHKERRQ(ierr);            /* w <- x - y      */
441*ea630c6eSPeter Brune   if (snes->ops->postcheckstep) {
442*ea630c6eSPeter Brune    ierr = (*snes->ops->postcheckstep)(snes,x,y,w,snes->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
4433c632250SBarry Smith   }
4443c632250SBarry Smith   if (changed_y) {
445*ea630c6eSPeter Brune     ierr = VecWAXPY(w,-snes->damping,y,x);CHKERRQ(ierr);            /* w <- x - y   */
4468f99978dSLois Curfman McInnes   }
447329f5518SBarry Smith 
448329f5518SBarry Smith   /* don't evaluate function the last time through */
449329f5518SBarry Smith   if (snes->iter < snes->max_its-1) {
4504936397dSBarry Smith     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
451329f5518SBarry Smith   }
452d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
4533a40ed3dSBarry Smith   PetscFunctionReturn(0);
45429e0b56fSBarry Smith }
45504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
4564a2ae208SSatish Balay #undef __FUNCT__
457*ea630c6eSPeter Brune #define __FUNCT__ "SNESLineSearchCubic_LS"
4584b828684SBarry Smith /*@C
45917bae607SBarry Smith    SNESLineSearchCubic - Performs a cubic line search (default line search method).
4605e76c431SBarry Smith 
461c7afd0dbSLois Curfman McInnes    Collective on SNES
462c7afd0dbSLois Curfman McInnes 
4635e76c431SBarry Smith    Input Parameters:
464c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
465af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
4665e76c431SBarry Smith .  x - current iterate
4675e76c431SBarry Smith .  f - residual evaluated at x
4683c632250SBarry Smith .  y - search direction
469dc357ad2SBarry Smith .  fnorm - 2-norm of f
470dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
4715e76c431SBarry Smith 
472393d2d9aSLois Curfman McInnes    Output Parameters:
473c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4743c632250SBarry Smith .  w - new iterate
4755e76c431SBarry Smith .  gnorm - 2-norm of g
4765e76c431SBarry Smith .  ynorm - 2-norm of search length
477a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
478fee21e36SBarry Smith 
479c4a48953SLois Curfman McInnes    Options Database Key:
480e106eecfSBarry Smith +  -snes_ls cubic - Activates SNESLineSearchCubic()
481e106eecfSBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
482e106eecfSBarry Smith .   -snes_ls_maxstep <maxstep> - Sets the maximum stepsize the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y)
483e106eecfSBarry Smith -   -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda/ max_i ( y[i]/x[i] )
484e106eecfSBarry Smith 
485c4a48953SLois Curfman McInnes 
4865e76c431SBarry Smith    Notes:
4875e76c431SBarry Smith    This line search is taken from "Numerical Methods for Unconstrained
4885e76c431SBarry Smith    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
4895e76c431SBarry Smith 
49036851e7fSLois Curfman McInnes    Level: advanced
49136851e7fSLois Curfman McInnes 
49228ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
49328ae5a21SLois Curfman McInnes 
49417bae607SBarry Smith .seealso: SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
4955e76c431SBarry Smith @*/
496*ea630c6eSPeter Brune PetscErrorCode  SNESLineSearchCubic_LS(SNES snes,void *lsctx,Vec x,Vec f,Vec y,PetscReal fnorm,PetscReal xnorm,Vec g,Vec w,PetscReal *ynorm,PetscReal *gnorm,PetscBool  *flag)
4975e76c431SBarry Smith {
498406556e6SLois Curfman McInnes   /*
499406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
500406556e6SLois Curfman McInnes      minimization problem:
501406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
502406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
503406556e6SLois Curfman McInnes    */
504406556e6SLois Curfman McInnes 
505e106eecfSBarry Smith   PetscReal      initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength;
506e106eecfSBarry Smith   PetscReal      minlambda,lambda,lambdatemp;
507aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
508f5b6597dSBarry Smith   PetscScalar    cinitslope;
5096b5873e3SBarry Smith #endif
510dfbe8321SBarry Smith   PetscErrorCode ierr;
511a7cc72afSBarry Smith   PetscInt       count;
512ace3abfcSBarry Smith   PetscBool      changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
51394298653SBarry Smith   MPI_Comm       comm;
5145e76c431SBarry Smith 
5153a40ed3dSBarry Smith   PetscFunctionBegin;
51694298653SBarry Smith   ierr = PetscObjectGetComm((PetscObject)snes,&comm);CHKERRQ(ierr);
517d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
518a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
5195e76c431SBarry Smith 
520cddf8d76SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
52175567043SBarry Smith   if (*ynorm == 0.0) {
522*ea630c6eSPeter Brune     if (snes->ls_monitor) {
523*ea630c6eSPeter Brune       ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
524*ea630c6eSPeter Brune       ierr = PetscViewerASCIIPrintf(snes->ls_monitor,"    Line search: Initial direction and size is 0\n");CHKERRQ(ierr);
525*ea630c6eSPeter Brune       ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
52694298653SBarry Smith     }
527a1c2b6eeSLois Curfman McInnes     *gnorm = fnorm;
5283c632250SBarry Smith     ierr   = VecCopy(x,w);CHKERRQ(ierr);
529a1c2b6eeSLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
530a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
531ad922ac9SBarry Smith     goto theend1;
53294a9d846SBarry Smith   }
533*ea630c6eSPeter Brune   if (*ynorm > snes->maxstep) {	/* Step too big, so scale back */
534*ea630c6eSPeter Brune     if (snes->ls_monitor) {
535*ea630c6eSPeter Brune       ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
536*ea630c6eSPeter Brune       ierr = PetscViewerASCIIPrintf(snes->ls_monitor,"    Line search: Scaling step by %14.12e old ynorm %14.12e\n",(double)(snes->maxstep/(*ynorm)),(double)(*ynorm));CHKERRQ(ierr);
537*ea630c6eSPeter Brune       ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
53894298653SBarry Smith     }
539*ea630c6eSPeter Brune     ierr = VecScale(y,snes->maxstep/(*ynorm));CHKERRQ(ierr);
540*ea630c6eSPeter Brune     *ynorm = snes->maxstep;
5415e76c431SBarry Smith   }
542ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
543*ea630c6eSPeter Brune   minlambda = snes->steptol/rellength;
544a703fe33SLois Curfman McInnes   ierr      = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
545aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
546a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
547329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
5485e42470aSBarry Smith #else
549a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&initslope);CHKERRQ(ierr);
5505e42470aSBarry Smith #endif
5515e76c431SBarry Smith   if (initslope > 0.0)  initslope = -initslope;
5525e76c431SBarry Smith   if (initslope == 0.0) initslope = -1.0;
5535e76c431SBarry Smith 
554e68848bdSBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
55543e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
556ae15b995SBarry Smith     ierr  = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
55743e71028SBarry Smith     *flag = PETSC_FALSE;
55843e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
55943e71028SBarry Smith     goto theend1;
56043e71028SBarry Smith   }
5614936397dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
5624936397dSBarry Smith   if (snes->domainerror) {
5634936397dSBarry Smith     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
5644936397dSBarry Smith     PetscFunctionReturn(0);
56519717074SBarry Smith   }
566313b5538SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
56762cbcd01SMatthew G Knepley   if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
5688f1a2a5eSBarry Smith   ierr = PetscInfo2(snes,"Initial fnorm %14.12e gnorm %14.12e\n",(double)fnorm,(double)*gnorm);CHKERRQ(ierr);
569*ea630c6eSPeter Brune   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + snes->ls_alpha*initslope) { /* Sufficient reduction */
570*ea630c6eSPeter Brune     if (snes->ls_monitor) {
571*ea630c6eSPeter Brune       ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
572*ea630c6eSPeter Brune       ierr = PetscViewerASCIIPrintf(snes->ls_monitor,"    Line search: Using full step: fnorm %14.12e gnorm %14.12e\n",(double)fnorm,(double)*gnorm);CHKERRQ(ierr);
573*ea630c6eSPeter Brune       ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
57494298653SBarry Smith     }
575ad922ac9SBarry Smith     goto theend1;
5765e76c431SBarry Smith   }
5775e76c431SBarry Smith 
5785e76c431SBarry Smith   /* Fit points with quadratic */
579313b5538SBarry Smith   lambda     = 1.0;
580a703fe33SLois Curfman McInnes   lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
5815e76c431SBarry Smith   lambdaprev = lambda;
5825e76c431SBarry Smith   gnormprev  = *gnorm;
583329f5518SBarry Smith   if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
584ddd12767SBarry Smith   if (lambdatemp <= .1*lambda) lambda = .1*lambda;
585ddd12767SBarry Smith   else                         lambda = lambdatemp;
586275d25c3SBarry Smith 
587e68848bdSBarry Smith   ierr  = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
58843e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
589ae15b995SBarry Smith     ierr  = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr);
59043e71028SBarry Smith     *flag = PETSC_FALSE;
59143e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
59243e71028SBarry Smith     goto theend1;
59343e71028SBarry Smith   }
594f5b6597dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
5954936397dSBarry Smith   if (snes->domainerror) {
5964936397dSBarry Smith     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
5974936397dSBarry Smith     PetscFunctionReturn(0);
59819717074SBarry Smith   }
599cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
60062cbcd01SMatthew G Knepley   if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
601*ea630c6eSPeter Brune   if (snes->ls_monitor) {
602*ea630c6eSPeter Brune     ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
603*ea630c6eSPeter Brune     ierr = PetscViewerASCIIPrintf(snes->ls_monitor,"    Line search: gnorm after quadratic fit %14.12e\n",(double)*gnorm);CHKERRQ(ierr);
604*ea630c6eSPeter Brune     ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
60594298653SBarry Smith   }
606*ea630c6eSPeter Brune   if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*snes->ls_alpha*initslope) { /* sufficient reduction */
607*ea630c6eSPeter Brune     if (snes->ls_monitor) {
608*ea630c6eSPeter Brune       ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
609*ea630c6eSPeter Brune       ierr = PetscViewerASCIIPrintf(snes->ls_monitor,"    Line search: Quadratically determined step, lambda=%18.16e\n",lambda);CHKERRQ(ierr);
610*ea630c6eSPeter Brune       ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
61194298653SBarry Smith     }
612ad922ac9SBarry Smith     goto theend1;
6135e76c431SBarry Smith   }
6145e76c431SBarry Smith 
6155e76c431SBarry Smith   /* Fit points with cubic */
6165e76c431SBarry Smith   count = 1;
617bb9195b6SBarry Smith   while (PETSC_TRUE) {
618dc357ad2SBarry Smith     if (lambda <= minlambda) {
619*ea630c6eSPeter Brune       if (snes->ls_monitor) {
620*ea630c6eSPeter Brune         ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
621*ea630c6eSPeter Brune 	ierr = PetscViewerASCIIPrintf(snes->ls_monitor,"    Line search: unable to find good step length! After %D tries \n",count);CHKERRQ(ierr);
622*ea630c6eSPeter Brune 	ierr = PetscViewerASCIIPrintf(snes->ls_monitor,"    Line search: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",(double)fnorm,(double)*gnorm,(double)*ynorm,(double)minlambda,(double)lambda,(double)initslope);CHKERRQ(ierr);
623*ea630c6eSPeter Brune         ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
62494298653SBarry Smith       }
62543e71028SBarry Smith       *flag = PETSC_FALSE;
62643e71028SBarry Smith       break;
6275e76c431SBarry Smith     }
6285d1a10b1SBarry Smith     t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope;
6295d1a10b1SBarry Smith     t2 = .5*(gnormprev*gnormprev  - fnorm*fnorm) - lambdaprev*initslope;
630ddd12767SBarry Smith     a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
6312b022350SLois Curfman McInnes     b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
6325e76c431SBarry Smith     d  = b*b - 3*a*initslope;
6335e76c431SBarry Smith     if (d < 0.0) d = 0.0;
6345e76c431SBarry Smith     if (a == 0.0) {
6355e76c431SBarry Smith       lambdatemp = -initslope/(2.0*b);
6365e76c431SBarry Smith     } else {
6375e76c431SBarry Smith       lambdatemp = (-b + sqrt(d))/(3.0*a);
6385e76c431SBarry Smith     }
6395e76c431SBarry Smith     lambdaprev = lambda;
6405e76c431SBarry Smith     gnormprev  = *gnorm;
641329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
642329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
6435e76c431SBarry Smith     else                         lambda     = lambdatemp;
644e68848bdSBarry Smith     ierr  = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
64543e71028SBarry Smith     if (snes->nfuncs >= snes->max_funcs) {
646ae15b995SBarry Smith       ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
647ae15b995SBarry Smith       ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
648ed98166eSMatthew Knepley       *flag = PETSC_FALSE;
64943e71028SBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
650ed98166eSMatthew Knepley       break;
651ed98166eSMatthew Knepley     }
652f5b6597dSBarry Smith     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
6534936397dSBarry Smith     if (snes->domainerror) {
6544936397dSBarry Smith       ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6554936397dSBarry Smith       PetscFunctionReturn(0);
65619717074SBarry Smith     }
657cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
65862cbcd01SMatthew G Knepley     if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
659*ea630c6eSPeter Brune     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*snes->ls_alpha*initslope) { /* is reduction enough? */
660*ea630c6eSPeter Brune       if (snes->ls_monitor) {
6618f1a2a5eSBarry Smith 	ierr = PetscPrintf(comm,"    Line search: Cubically determined step, current gnorm %14.12e lambda=%18.16e\n",(double)*gnorm,(double)lambda);CHKERRQ(ierr);
66294298653SBarry Smith       }
66343e71028SBarry Smith       break;
6642b022350SLois Curfman McInnes     } else {
665*ea630c6eSPeter Brune       if (snes->ls_monitor) {
6668f1a2a5eSBarry Smith         ierr = PetscPrintf(comm,"    Line search: Cubic step no good, shrinking lambda, current gnorm %12.12e lambda=%18.16e\n",(double)*gnorm,(double)lambda);CHKERRQ(ierr);
66794298653SBarry Smith       }
6685e76c431SBarry Smith     }
6695e76c431SBarry Smith     count++;
6705e76c431SBarry Smith   }
671ad922ac9SBarry Smith   theend1:
6728f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
673*ea630c6eSPeter Brune   if (snes->ops->postcheckstep && *flag) {
674*ea630c6eSPeter Brune     ierr = (*snes->ops->postcheckstep)(snes,x,y,w,snes->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
6753c632250SBarry Smith     if (changed_y) {
67679f36460SBarry Smith       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
6773c632250SBarry Smith     }
6783c632250SBarry Smith     if (changed_y || changed_w) { /* recompute the function if the step has changed */
679f5b6597dSBarry Smith       ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
6804936397dSBarry Smith       if (snes->domainerror) {
6814936397dSBarry Smith         ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6824936397dSBarry Smith         PetscFunctionReturn(0);
68319717074SBarry Smith       }
6848f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
68562cbcd01SMatthew G Knepley       if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
686a9f58f88SMatthew Knepley       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
6878f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
688a9f58f88SMatthew Knepley       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
6898f99978dSLois Curfman McInnes     }
6908f99978dSLois Curfman McInnes   }
691d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6923a40ed3dSBarry Smith   PetscFunctionReturn(0);
6935e76c431SBarry Smith }
69404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
6954a2ae208SSatish Balay #undef __FUNCT__
696*ea630c6eSPeter Brune #define __FUNCT__ "SNESLineSearchQuadratic_LS"
6974b828684SBarry Smith /*@C
698*ea630c6eSPeter Brune    SNESLineSearchQuadratic_LS - Performs a quadratic line search.
6995e76c431SBarry Smith 
700c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
701c7afd0dbSLois Curfman McInnes 
7025e42470aSBarry Smith    Input Parameters:
703c7afd0dbSLois Curfman McInnes +  snes - the SNES context
704af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
7055e42470aSBarry Smith .  x - current iterate
7065e42470aSBarry Smith .  f - residual evaluated at x
7073c632250SBarry Smith .  y - search direction
708dc357ad2SBarry Smith .  fnorm - 2-norm of f
709dc357ad2SBarry Smith -  xnorm - norm of x if known, otherwise 0
7105e42470aSBarry Smith 
711c4a48953SLois Curfman McInnes    Output Parameters:
7127f3332b4SBarry Smith +  g - residual evaluated at new iterate w
713e106eecfSBarry Smith .  w - new iterate (x + lambda*y)
7145e42470aSBarry Smith .  gnorm - 2-norm of g
7155e42470aSBarry Smith .  ynorm - 2-norm of search length
716a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
717fee21e36SBarry Smith 
718ce9499c7SBarry Smith    Options Database Keys:
719ce9499c7SBarry Smith +  -snes_ls quadratic - Activates SNESLineSearchQuadratic()
720ce9499c7SBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
721e106eecfSBarry Smith .   -snes_ls_maxstep <maxstep> - Sets the maximum stepsize the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y)
722e106eecfSBarry Smith -   -snes_ls_minlambda <minlambda> - Sets the minimum lambda the line search will use minlambda/ max_i ( y[i]/x[i] )
723e106eecfSBarry Smith 
7245e42470aSBarry Smith    Notes:
72517bae607SBarry Smith    Use SNESLineSearchSet() to set this routine within the SNESLS method.
7265e42470aSBarry Smith 
72736851e7fSLois Curfman McInnes    Level: advanced
72836851e7fSLois Curfman McInnes 
729f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search
730f59ffdedSLois Curfman McInnes 
73117bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
7325e42470aSBarry Smith @*/
733*ea630c6eSPeter Brune PetscErrorCode  SNESLineSearchQuadratic_LS(SNES snes,void *lsctx,Vec x,Vec f,Vec y,PetscReal fnorm,PetscReal xnorm,Vec g,Vec w,PetscReal *ynorm,PetscReal *gnorm,PetscBool  *flag)
7345e76c431SBarry Smith {
735406556e6SLois Curfman McInnes   /*
736406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
737406556e6SLois Curfman McInnes      minimization problem:
738406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
739406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2.
740406556e6SLois Curfman McInnes    */
741e106eecfSBarry Smith   PetscReal      initslope,minlambda,lambda,lambdatemp,rellength;
742aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
743f5b6597dSBarry Smith   PetscScalar    cinitslope;
7446b5873e3SBarry Smith #endif
745dfbe8321SBarry Smith   PetscErrorCode ierr;
746a7cc72afSBarry Smith   PetscInt       count;
747ace3abfcSBarry Smith   PetscBool      changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
7485e76c431SBarry Smith 
7493a40ed3dSBarry Smith   PetscFunctionBegin;
750d5ba7fb7SMatthew Knepley   ierr    = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
751a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
7525e76c431SBarry Smith 
7533505fcc1SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
75463b9fa5eSBarry Smith   if (*ynorm == 0.0) {
755*ea630c6eSPeter Brune     if (snes->ls_monitor) {
756*ea630c6eSPeter Brune       ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
757*ea630c6eSPeter Brune       ierr = PetscViewerASCIIPrintf(snes->ls_monitor,"Line search: Direction and size is 0\n");CHKERRQ(ierr);
758*ea630c6eSPeter Brune       ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
75994298653SBarry Smith     }
760b37302c6SLois Curfman McInnes     *gnorm = fnorm;
761e68848bdSBarry Smith     ierr   = VecCopy(x,w);CHKERRQ(ierr);
762b37302c6SLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
763a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
764ad922ac9SBarry Smith     goto theend2;
76594a9d846SBarry Smith   }
766*ea630c6eSPeter Brune   if (*ynorm > snes->maxstep) {	/* Step too big, so scale back */
767*ea630c6eSPeter Brune     ierr   = VecScale(y,snes->maxstep/(*ynorm));CHKERRQ(ierr);
768*ea630c6eSPeter Brune     *ynorm = snes->maxstep;
7695e76c431SBarry Smith   }
770ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
771*ea630c6eSPeter Brune   minlambda = snes->steptol/rellength;
772a703fe33SLois Curfman McInnes   ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
773aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
774a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
775329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
7765e42470aSBarry Smith #else
777a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&initslope);CHKERRQ(ierr);
7785e42470aSBarry Smith #endif
7795e42470aSBarry Smith   if (initslope > 0.0)  initslope = -initslope;
7805e42470aSBarry Smith   if (initslope == 0.0) initslope = -1.0;
7818f1a2a5eSBarry Smith   ierr = PetscInfo1(snes,"Initslope %14.12e \n",(double)initslope);CHKERRQ(ierr);
7825e42470aSBarry Smith 
783e68848bdSBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
78443e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
785ae15b995SBarry Smith     ierr  = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
78643e71028SBarry Smith     *flag = PETSC_FALSE;
78743e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
78843e71028SBarry Smith     goto theend2;
78943e71028SBarry Smith   }
7904936397dSBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
7914936397dSBarry Smith   if (snes->domainerror) {
7924936397dSBarry Smith     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
7934936397dSBarry Smith     PetscFunctionReturn(0);
79419717074SBarry Smith   }
795cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
79662cbcd01SMatthew G Knepley   if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
797*ea630c6eSPeter Brune   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + snes->ls_alpha*initslope) { /* Sufficient reduction */
798*ea630c6eSPeter Brune     if (snes->ls_monitor) {
799*ea630c6eSPeter Brune       ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
800*ea630c6eSPeter Brune       ierr = PetscViewerASCIIPrintf(snes->ls_monitor,"    Line Search: Using full step\n");CHKERRQ(ierr);
801*ea630c6eSPeter Brune       ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
80294298653SBarry Smith     }
803ad922ac9SBarry Smith     goto theend2;
8045e42470aSBarry Smith   }
8055e42470aSBarry Smith 
8065e42470aSBarry Smith   /* Fit points with quadratic */
807313b5538SBarry Smith   lambda = 1.0;
8085e42470aSBarry Smith   count = 1;
8095ca10a37SBarry Smith   while (PETSC_TRUE) {
8105e42470aSBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
811*ea630c6eSPeter Brune       if (snes->ls_monitor) {
812*ea630c6eSPeter Brune         ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
813*ea630c6eSPeter Brune         ierr = PetscViewerASCIIPrintf(snes->ls_monitor,"Line search: Unable to find good step length! %D \n",count);CHKERRQ(ierr);
814*ea630c6eSPeter Brune         ierr = PetscViewerASCIIPrintf(snes->ls_monitor,"Line search: fnorm=%14.12e, gnorm=%14.12e, ynorm=%14.12e, lambda=%14.12e, initial slope=%14.12e\n",(double)fnorm,(double)*gnorm,(double)*ynorm,(double)lambda,(double)initslope);CHKERRQ(ierr);
815*ea630c6eSPeter Brune         ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
81694298653SBarry Smith       }
817e68848bdSBarry Smith       ierr = VecCopy(x,w);CHKERRQ(ierr);
81843e71028SBarry Smith       *flag = PETSC_FALSE;
81943e71028SBarry Smith       break;
8205e42470aSBarry Smith     }
821a703fe33SLois Curfman McInnes     lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
822329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
823329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
824329f5518SBarry Smith     else                         lambda     = lambdatemp;
825275d25c3SBarry Smith 
826e68848bdSBarry Smith     ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
82743e71028SBarry Smith     if (snes->nfuncs >= snes->max_funcs) {
828ae15b995SBarry Smith       ierr  = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
829d9822059SBarry Smith       ierr  = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",(double)fnorm,(double)*gnorm,(double)*ynorm,(double)lambda,(double)initslope);CHKERRQ(ierr);
830ed98166eSMatthew Knepley       *flag = PETSC_FALSE;
83143e71028SBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
832ed98166eSMatthew Knepley       break;
833ed98166eSMatthew Knepley     }
834f5b6597dSBarry Smith     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
8354936397dSBarry Smith     if (snes->domainerror) {
8364936397dSBarry Smith       ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
8374936397dSBarry Smith       PetscFunctionReturn(0);
83819717074SBarry Smith     }
839cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
84062cbcd01SMatthew G Knepley     if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
841*ea630c6eSPeter Brune     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*snes->ls_alpha*initslope) { /* sufficient reduction */
842*ea630c6eSPeter Brune       if (snes->ls_monitor) {
843*ea630c6eSPeter Brune         ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
844*ea630c6eSPeter Brune         ierr = PetscViewerASCIIPrintf(snes->ls_monitor,"    Line Search: Quadratically determined step, lambda=%14.12e\n",(double)lambda);CHKERRQ(ierr);
845*ea630c6eSPeter Brune         ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
84694298653SBarry Smith       }
84706259719SBarry Smith       break;
8485e42470aSBarry Smith     }
8495e42470aSBarry Smith     count++;
8505e42470aSBarry Smith   }
851ad922ac9SBarry Smith   theend2:
8528f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
853*ea630c6eSPeter Brune   if (snes->ops->postcheckstep) {
854*ea630c6eSPeter Brune     ierr = (*snes->ops->postcheckstep)(snes,x,y,w,snes->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
8553c632250SBarry Smith     if (changed_y) {
85679f36460SBarry Smith       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
8573c632250SBarry Smith     }
8583c632250SBarry Smith     if (changed_y || changed_w) { /* recompute the function if the step has changed */
8593c632250SBarry Smith       ierr = SNESComputeFunction(snes,w,g);
8604936397dSBarry Smith       if (snes->domainerror) {
8614936397dSBarry Smith         ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
8624936397dSBarry Smith         PetscFunctionReturn(0);
86319717074SBarry Smith       }
8648f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
865a9f58f88SMatthew Knepley       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
8668f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
867a9f58f88SMatthew Knepley       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
86862cbcd01SMatthew G Knepley       if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
8698f99978dSLois Curfman McInnes     }
8708f99978dSLois Curfman McInnes   }
871d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
8723a40ed3dSBarry Smith   PetscFunctionReturn(0);
8735e76c431SBarry Smith }
87404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
87594298653SBarry Smith 
876329e7e40SMatthew Knepley /*
8774b27c08aSLois Curfman McInnes    SNESView_LS - Prints info from the SNESLS data structure.
87804d965bbSLois Curfman McInnes 
87904d965bbSLois Curfman McInnes    Input Parameters:
88004d965bbSLois Curfman McInnes .  SNES - the SNES context
88104d965bbSLois Curfman McInnes .  viewer - visualization context
88204d965bbSLois Curfman McInnes 
88304d965bbSLois Curfman McInnes    Application Interface Routine: SNESView()
88404d965bbSLois Curfman McInnes */
8854a2ae208SSatish Balay #undef __FUNCT__
8864b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS"
8876849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer)
888a935fc98SLois Curfman McInnes {
8892fc52814SBarry Smith   const char     *cstr;
890dfbe8321SBarry Smith   PetscErrorCode ierr;
891ace3abfcSBarry Smith   PetscBool      iascii;
892a935fc98SLois Curfman McInnes 
8933a40ed3dSBarry Smith   PetscFunctionBegin;
8942692d6eeSBarry Smith   ierr = PetscTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
89532077d6dSBarry Smith   if (iascii) {
896*ea630c6eSPeter Brune     if (snes->ops->linesearch == SNESLineSearchNo_LS)             cstr = "SNESLineSearchNo";
897*ea630c6eSPeter Brune     if (snes->ops->linesearch == SNESLineSearchNoNorms_LS)        cstr = "SNESLineSearchNoNorms";
898*ea630c6eSPeter Brune     else if (snes->ops->linesearch == SNESLineSearchQuadratic_LS) cstr = "SNESLineSearchQuadratic";
899*ea630c6eSPeter Brune     else if (snes->ops->linesearch == SNESLineSearchCubic_LS)     cstr = "SNESLineSearchCubic";
90019bcc07fSBarry Smith     else                                                   cstr = "unknown";
901b0a32e0cSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  line search variant: %s\n",cstr);CHKERRQ(ierr);
902*ea630c6eSPeter Brune     ierr = PetscViewerASCIIPrintf(viewer,"  alpha=%14.12e, maxstep=%14.12e, minlambda=%14.12e\n",(double)snes->ls_alpha,(double)snes->maxstep,(double)snes->steptol);CHKERRQ(ierr);
903*ea630c6eSPeter Brune     ierr = PetscViewerASCIIPrintf(viewer,"  damping factor=%14.12e\n",(double)snes->damping);CHKERRQ(ierr);
90419bcc07fSBarry Smith   }
9053a40ed3dSBarry Smith   PetscFunctionReturn(0);
906a935fc98SLois Curfman McInnes }
90704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
90804d965bbSLois Curfman McInnes /*
9094b27c08aSLois Curfman McInnes    SNESSetFromOptions_LS - Sets various parameters for the SNESLS method.
91004d965bbSLois Curfman McInnes 
91104d965bbSLois Curfman McInnes    Input Parameter:
91204d965bbSLois Curfman McInnes .  snes - the SNES context
91304d965bbSLois Curfman McInnes 
91404d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetFromOptions()
91504d965bbSLois Curfman McInnes */
9164a2ae208SSatish Balay #undef __FUNCT__
9174b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS"
9186849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes)
9195e42470aSBarry Smith {
920dfbe8321SBarry Smith   PetscErrorCode     ierr;
9215e42470aSBarry Smith 
9223a40ed3dSBarry Smith   PetscFunctionBegin;
923b0a32e0cSBarry Smith   ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr);
924b0a32e0cSBarry Smith   ierr = PetscOptionsTail();CHKERRQ(ierr);
9253a40ed3dSBarry Smith   PetscFunctionReturn(0);
9265e42470aSBarry Smith }
9274827ddcaSBarry Smith 
9284827ddcaSBarry Smith EXTERN_C_BEGIN
9294827ddcaSBarry Smith extern PetscErrorCode  SNESLineSearchSetParams_LS(SNES,PetscReal,PetscReal,PetscReal);
9304827ddcaSBarry Smith EXTERN_C_END
9314827ddcaSBarry Smith 
93204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
933ebe3b25bSBarry Smith /*MC
934ebe3b25bSBarry Smith       SNESLS - Newton based nonlinear solver that uses a line search
93504d965bbSLois Curfman McInnes 
936ebe3b25bSBarry Smith    Options Database:
937ebe3b25bSBarry Smith +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
93855d4ea13SBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha used in determining if reduction in function norm is sufficient
939e106eecfSBarry Smith .   -snes_ls_maxstep <maxstep> - Sets the maximum stepsize the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y)
940acbee50cSBarry Smith .   -snes_ls_minlambda <minlambda>  - Sets the minimum lambda the line search will use  minlambda / max_i ( y[i]/x[i] )
94155d4ea13SBarry Smith .   -snes_ls_monitor - print information about progress of line searches
94255d4ea13SBarry Smith -   -snes_ls_damping - damping factor used if -snes_ls is basic or basicnonorms
943acbee50cSBarry Smith 
94404d965bbSLois Curfman McInnes 
945ebe3b25bSBarry Smith     Notes: This is the default nonlinear solver in SNES
94604d965bbSLois Curfman McInnes 
947ee3001cbSBarry Smith    Level: beginner
948ee3001cbSBarry Smith 
94917bae607SBarry Smith .seealso:  SNESCreate(), SNES, SNESSetType(), SNESTR, SNESLineSearchSet(),
95017bae607SBarry Smith            SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(),
951b3dd4ab5SBarry Smith           SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams()
952ebe3b25bSBarry Smith 
953ebe3b25bSBarry Smith M*/
954fb2e594dSBarry Smith EXTERN_C_BEGIN
9554a2ae208SSatish Balay #undef __FUNCT__
9564b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS"
9577087cfbeSBarry Smith PetscErrorCode  SNESCreate_LS(SNES snes)
9585e42470aSBarry Smith {
959dfbe8321SBarry Smith   PetscErrorCode ierr;
9604b27c08aSLois Curfman McInnes   SNES_LS        *neP;
9615e42470aSBarry Smith 
9623a40ed3dSBarry Smith   PetscFunctionBegin;
963e7788613SBarry Smith   snes->ops->setup           = SNESSetUp_LS;
964e7788613SBarry Smith   snes->ops->solve           = SNESSolve_LS;
965e7788613SBarry Smith   snes->ops->destroy         = SNESDestroy_LS;
966e7788613SBarry Smith   snes->ops->setfromoptions  = SNESSetFromOptions_LS;
967e7788613SBarry Smith   snes->ops->view            = SNESView_LS;
9686b8b9a38SLisandro Dalcin   snes->ops->reset           = SNESReset_LS;
9695e42470aSBarry Smith 
97042f4f86dSBarry Smith   snes->usesksp                      = PETSC_TRUE;
97142f4f86dSBarry Smith   snes->usespc                       = PETSC_FALSE;
97238f2d2fdSLisandro Dalcin   ierr                               = PetscNewLog(snes,SNES_LS,&neP);CHKERRQ(ierr);
9735e42470aSBarry Smith   snes->data                         = (void*)neP;
974*ea630c6eSPeter Brune   snes->ops->linesearch              = SNESLineSearchCubic_LS;
975*ea630c6eSPeter Brune   snes->ops->linesearchno            = SNESLineSearchNo_LS;
976*ea630c6eSPeter Brune   snes->ops->linesearchquadratic     = SNESLineSearchQuadratic_LS;
977*ea630c6eSPeter Brune   snes->ops->linesearchcubic         = SNESLineSearchCubic_LS;
978*ea630c6eSPeter Brune   snes->ops->linesearchexact         = PETSC_NULL;
979*ea630c6eSPeter Brune   snes->ops->linesearchtest          = PETSC_NULL;
980*ea630c6eSPeter Brune   snes->lsP                          = PETSC_NULL;
981*ea630c6eSPeter Brune   snes->ops->postcheckstep           = PETSC_NULL;
982*ea630c6eSPeter Brune   snes->postcheck                    = PETSC_NULL;
983*ea630c6eSPeter Brune   snes->ops->precheckstep            = PETSC_NULL;
984*ea630c6eSPeter Brune   snes->precheck                     = PETSC_NULL;
98582bf6240SBarry Smith 
9863a40ed3dSBarry Smith   PetscFunctionReturn(0);
9875e42470aSBarry Smith }
988fb2e594dSBarry Smith EXTERN_C_END
989