xref: /petsc/src/snes/impls/ls/ls.c (revision ed98166e50710c7523f703cd738b60b9971369a3)
15e76c431SBarry Smith 
270f55243SBarry Smith #include "src/snes/impls/ls/ls.h"
35e42470aSBarry Smith 
48a5d9ee4SBarry Smith /*
58a5d9ee4SBarry Smith      Checks if J^T F = 0 which implies we've found a local minimum of the function,
68a5d9ee4SBarry Smith     but not a zero. 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
836669109SBarry Smith     for this trick.
98a5d9ee4SBarry Smith */
104a2ae208SSatish Balay #undef __FUNCT__
114a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckLocalMin_Private"
12dfbe8321SBarry Smith PetscErrorCode SNESLSCheckLocalMin_Private(Mat A,Vec F,Vec W,PetscReal fnorm,PetscTruth *ismin)
138a5d9ee4SBarry Smith {
148a5d9ee4SBarry Smith   PetscReal  a1;
15dfbe8321SBarry Smith   PetscErrorCode ierr;
1636669109SBarry Smith   PetscTruth 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);
254b27c08aSLois Curfman McInnes     PetscLogInfo(0,"SNESSolve_LS: || J^T F|| %g near zero implies found a local minimum\n",a1/fnorm);
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 
3236669109SBarry Smith     ierr = VecSetRandom(PETSC_NULL,W);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);
3736669109SBarry Smith     ierr = VecDestroy(work);CHKERRQ(ierr);
3836669109SBarry Smith     a1   = PetscAbsScalar(result)/(fnorm*wnorm);
394b27c08aSLois Curfman McInnes     PetscLogInfo(0,"SNESSolve_LS: (F^T J random)/(|| F ||*||random|| %g near zero implies found a local minimum\n",a1);
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"
50dfbe8321SBarry Smith PetscErrorCode SNESLSCheckResidual_Private(Mat A,Vec F,Vec X,Vec W1,Vec W2)
5174637425SBarry Smith {
5274637425SBarry Smith   PetscReal     a1,a2;
53dfbe8321SBarry Smith   PetscErrorCode ierr;
5474637425SBarry Smith   PetscTruth    hastranspose;
55ea709b57SSatish Balay   PetscScalar   mone = -1.0;
5674637425SBarry Smith 
5774637425SBarry Smith   PetscFunctionBegin;
5874637425SBarry Smith   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
5974637425SBarry Smith   if (hastranspose) {
6074637425SBarry Smith     ierr = MatMult(A,X,W1);CHKERRQ(ierr);
6174637425SBarry Smith     ierr = VecAXPY(&mone,F,W1);CHKERRQ(ierr);
6274637425SBarry Smith 
6374637425SBarry Smith     /* Compute || J^T W|| */
6474637425SBarry Smith     ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr);
6574637425SBarry Smith     ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr);
6674637425SBarry Smith     ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr);
679994e62eSSatish Balay     if (a1 != 0) {
684b27c08aSLois Curfman McInnes       PetscLogInfo(0,"SNESSolve_LS: ||J^T(F-Ax)||/||F-AX|| %g near zero implies inconsistent rhs\n",a2/a1);
6985471664SBarry Smith     }
7074637425SBarry Smith   }
7174637425SBarry Smith   PetscFunctionReturn(0);
7274637425SBarry Smith }
7374637425SBarry Smith 
7404d965bbSLois Curfman McInnes /*  --------------------------------------------------------------------
7504d965bbSLois Curfman McInnes 
7604d965bbSLois Curfman McInnes      This file implements a truncated Newton method with a line search,
7794b7f48cSBarry Smith      for solving a system of nonlinear equations, using the KSP, Vec,
7804d965bbSLois Curfman McInnes      and Mat interfaces for linear solvers, vectors, and matrices,
7904d965bbSLois Curfman McInnes      respectively.
8004d965bbSLois Curfman McInnes 
81fe6c6bacSLois Curfman McInnes      The following basic routines are required for each nonlinear solver:
8204d965bbSLois Curfman McInnes           SNESCreate_XXX()          - Creates a nonlinear solver context
8304d965bbSLois Curfman McInnes           SNESSetFromOptions_XXX()  - Sets runtime options
84fe6c6bacSLois Curfman McInnes           SNESSolve_XXX()           - Solves the nonlinear system
8504d965bbSLois Curfman McInnes           SNESDestroy_XXX()         - Destroys the nonlinear solver context
8604d965bbSLois Curfman McInnes      The suffix "_XXX" denotes a particular implementation, in this case
874b27c08aSLois Curfman McInnes      we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving
884b27c08aSLois Curfman McInnes      systems of nonlinear equations with a line search (LS) method.
8904d965bbSLois Curfman McInnes      These routines are actually called via the common user interface
9004d965bbSLois Curfman McInnes      routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and
9104d965bbSLois Curfman McInnes      SNESDestroy(), so the application code interface remains identical
9204d965bbSLois Curfman McInnes      for all nonlinear solvers.
9304d965bbSLois Curfman McInnes 
9404d965bbSLois Curfman McInnes      Another key routine is:
9504d965bbSLois Curfman McInnes           SNESSetUp_XXX()           - Prepares for the use of a nonlinear solver
9604d965bbSLois Curfman McInnes      by setting data structures and options.   The interface routine SNESSetUp()
9704d965bbSLois Curfman McInnes      is not usually called directly by the user, but instead is called by
9804d965bbSLois Curfman McInnes      SNESSolve() if necessary.
9904d965bbSLois Curfman McInnes 
10004d965bbSLois Curfman McInnes      Additional basic routines are:
10104d965bbSLois Curfman McInnes           SNESView_XXX()            - Prints details of runtime options that
10204d965bbSLois Curfman McInnes                                       have actually been used.
10304d965bbSLois Curfman McInnes      These are called by application codes via the interface routines
104186905e3SBarry Smith      SNESView().
10504d965bbSLois Curfman McInnes 
10604d965bbSLois Curfman McInnes      The various types of solvers (preconditioners, Krylov subspace methods,
10704d965bbSLois Curfman McInnes      nonlinear solvers, timesteppers) are all organized similarly, so the
10804d965bbSLois Curfman McInnes      above description applies to these categories also.
10904d965bbSLois Curfman McInnes 
11004d965bbSLois Curfman McInnes     -------------------------------------------------------------------- */
1115e42470aSBarry Smith /*
1124b27c08aSLois Curfman McInnes    SNESSolve_LS - Solves a nonlinear system with a truncated Newton
11304d965bbSLois Curfman McInnes    method with a line search.
1145e76c431SBarry Smith 
11504d965bbSLois Curfman McInnes    Input Parameters:
11604d965bbSLois Curfman McInnes .  snes - the SNES context
1175e76c431SBarry Smith 
11804d965bbSLois Curfman McInnes    Output Parameter:
119c2a78f1aSLois Curfman McInnes .  outits - number of iterations until termination
12004d965bbSLois Curfman McInnes 
12104d965bbSLois Curfman McInnes    Application Interface Routine: SNESSolve()
1225e76c431SBarry Smith 
1235e76c431SBarry Smith    Notes:
1245e76c431SBarry Smith    This implements essentially a truncated Newton method with a
1255e76c431SBarry Smith    line search.  By default a cubic backtracking line search
1265e76c431SBarry Smith    is employed, as described in the text "Numerical Methods for
1275e76c431SBarry Smith    Unconstrained Optimization and Nonlinear Equations" by Dennis
128393d2d9aSLois Curfman McInnes    and Schnabel.
1295e76c431SBarry Smith */
1304a2ae208SSatish Balay #undef __FUNCT__
1314b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSolve_LS"
132dfbe8321SBarry Smith PetscErrorCode SNESSolve_LS(SNES snes)
1335e76c431SBarry Smith {
1344b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
1356849ba73SBarry Smith   PetscErrorCode ierr;
136a7cc72afSBarry Smith   PetscInt       maxits,i,lits;
137a7cc72afSBarry Smith   PetscTruth     lssucceed;
138112a2221SBarry Smith   MatStructure   flg = DIFFERENT_NONZERO_PATTERN;
139329f5518SBarry Smith   PetscReal      fnorm,gnorm,xnorm,ynorm;
1405e42470aSBarry Smith   Vec            Y,X,F,G,W,TMP;
141c293cc10SBarry Smith   KSP            ksp;
1425e76c431SBarry Smith 
1433a40ed3dSBarry Smith   PetscFunctionBegin;
14494b7f48cSBarry Smith   ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr);
145184914b5SBarry Smith   snes->reason  = SNES_CONVERGED_ITERATING;
146184914b5SBarry Smith 
1475e42470aSBarry Smith   maxits	= snes->max_its;	/* maximum number of iterations */
1485e42470aSBarry Smith   X		= snes->vec_sol;	/* solution vector */
14939e2f89bSBarry Smith   F		= snes->vec_func;	/* residual vector */
1505e42470aSBarry Smith   Y		= snes->work[0];	/* work vectors */
1515e42470aSBarry Smith   G		= snes->work[1];
1525e42470aSBarry Smith   W		= snes->work[2];
1535e76c431SBarry Smith 
1544c49b128SBarry Smith   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
1554c49b128SBarry Smith   snes->iter = 0;
1564c49b128SBarry Smith   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
1575334005bSBarry Smith   ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);  /*  F(X)      */
158cddf8d76SBarry Smith   ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);	/* fnorm <- ||F||  */
1590f5bd95cSBarry Smith   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
1605e42470aSBarry Smith   snes->norm = fnorm;
1610f5bd95cSBarry Smith   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
16284c569c9SBarry Smith   SNESLogConvHistory(snes,fnorm,0);
16394a424c1SBarry Smith   SNESMonitor(snes,0,fnorm);
1645e76c431SBarry Smith 
16570441072SBarry Smith   if (fnorm < snes->abstol) {snes->reason = SNES_CONVERGED_FNORM_ABS; PetscFunctionReturn(0);}
16694a9d846SBarry Smith 
167d034289bSBarry Smith   /* set parameter for default relative tolerance convergence test */
168d034289bSBarry Smith   snes->ttol = fnorm*snes->rtol;
169d034289bSBarry Smith 
1705e76c431SBarry Smith   for (i=0; i<maxits; i++) {
1715e76c431SBarry Smith 
172329e7e40SMatthew Knepley     /* Call general purpose update function */
173abc0a331SBarry Smith     if (snes->update) {
174329e7e40SMatthew Knepley       ierr = (*snes->update)(snes, snes->iter);CHKERRQ(ierr);
175de8cb200SMatthew Knepley     }
176329e7e40SMatthew Knepley 
177ea4d3ed3SLois Curfman McInnes     /* Solve J Y = F, where J is Jacobian matrix */
1785334005bSBarry Smith     ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr);
17994b7f48cSBarry Smith     ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr);
18023ce1328SBarry Smith     ierr = KSPSolve(snes->ksp,F,Y);CHKERRQ(ierr);
181c293cc10SBarry Smith     ierr = KSPGetIterationNumber(ksp,&lits);CHKERRQ(ierr);
18274637425SBarry Smith 
183b0a32e0cSBarry Smith     if (PetscLogPrintInfo){
18474637425SBarry Smith       ierr = SNESLSCheckResidual_Private(snes->jacobian,F,Y,G,W);CHKERRQ(ierr);
18585471664SBarry Smith     }
18674637425SBarry Smith 
18790cbd584SBarry Smith     /* should check what happened to the linear solve? */
1883505fcc1SBarry Smith     snes->linear_its += lits;
18977431f27SBarry Smith     PetscLogInfo(snes,"SNESSolve_LS: iter=%D, linear solve iterations=%D\n",snes->iter,lits);
190ea4d3ed3SLois Curfman McInnes 
191ea4d3ed3SLois Curfman McInnes     /* Compute a (scaled) negative update in the line search routine:
192ea4d3ed3SLois Curfman McInnes          Y <- X - lambda*Y
193ea4d3ed3SLois Curfman McInnes        and evaluate G(Y) = function(Y))
194ea4d3ed3SLois Curfman McInnes     */
19581b6cf68SLois Curfman McInnes     ierr = VecCopy(Y,snes->vec_sol_update_always);CHKERRQ(ierr);
196a7cc72afSBarry Smith     ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr);
197a7cc72afSBarry Smith     PetscLogInfo(snes,"SNESSolve_LS: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",fnorm,gnorm,ynorm,(int)lssucceed);
198a3b891d8SBarry Smith 
199a3b891d8SBarry Smith     TMP = F; F = G; snes->vec_func_always = F; G = TMP;
200a3b891d8SBarry Smith     TMP = X; X = Y; snes->vec_sol_always = X;  Y = TMP;
201a3b891d8SBarry Smith     fnorm = gnorm;
202a3b891d8SBarry Smith 
2035ed2d596SBarry Smith     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
2045ed2d596SBarry Smith     snes->iter = i+1;
2055ed2d596SBarry Smith     snes->norm = fnorm;
2065ed2d596SBarry Smith     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
2075ed2d596SBarry Smith     SNESLogConvHistory(snes,fnorm,lits);
2085ed2d596SBarry Smith     SNESMonitor(snes,i+1,fnorm);
2095ed2d596SBarry Smith 
210a7cc72afSBarry Smith     if (!lssucceed) {
2118a5d9ee4SBarry Smith       PetscTruth ismin;
21250ffb88aSMatthew Knepley 
21350ffb88aSMatthew Knepley       if (++snes->numFailures >= snes->maxFailures) {
2143505fcc1SBarry Smith         snes->reason = SNES_DIVERGED_LS_FAILURE;
2158a5d9ee4SBarry Smith         ierr = SNESLSCheckLocalMin_Private(snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr);
2168a5d9ee4SBarry Smith         if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
2173505fcc1SBarry Smith         break;
2183505fcc1SBarry Smith       }
21950ffb88aSMatthew Knepley     }
2205e76c431SBarry Smith 
2215e76c431SBarry Smith     /* Test for convergence */
22229e0b56fSBarry Smith     if (snes->converged) {
22329e0b56fSBarry Smith       ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr);	/* xnorm = || X || */
2243505fcc1SBarry Smith       ierr = (*snes->converged)(snes,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
2253505fcc1SBarry Smith       if (snes->reason) {
22616c95cacSBarry Smith         break;
22716c95cacSBarry Smith       }
22816c95cacSBarry Smith     }
22929e0b56fSBarry Smith   }
23039e2f89bSBarry Smith   if (X != snes->vec_sol) {
231393d2d9aSLois Curfman McInnes     ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr);
232e15f7bb5SBarry Smith   }
233e15f7bb5SBarry Smith   if (F != snes->vec_func) {
234e15f7bb5SBarry Smith     ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr);
235e15f7bb5SBarry Smith   }
23639e2f89bSBarry Smith   snes->vec_sol_always  = snes->vec_sol;
23739e2f89bSBarry Smith   snes->vec_func_always = snes->vec_func;
23852392280SLois Curfman McInnes   if (i == maxits) {
23977431f27SBarry Smith     PetscLogInfo(snes,"SNESSolve_LS: Maximum number of iterations has been reached: %D\n",maxits);
2403505fcc1SBarry Smith     snes->reason = SNES_DIVERGED_MAX_IT;
24152392280SLois Curfman McInnes   }
2423a40ed3dSBarry Smith   PetscFunctionReturn(0);
2435e76c431SBarry Smith }
24404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
24504d965bbSLois Curfman McInnes /*
2464b27c08aSLois Curfman McInnes    SNESSetUp_LS - Sets up the internal data structures for the later use
2474b27c08aSLois Curfman McInnes    of the SNESLS nonlinear solver.
24804d965bbSLois Curfman McInnes 
24904d965bbSLois Curfman McInnes    Input Parameter:
25004d965bbSLois Curfman McInnes .  snes - the SNES context
25104d965bbSLois Curfman McInnes .  x - the solution vector
25204d965bbSLois Curfman McInnes 
25304d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetUp()
25404d965bbSLois Curfman McInnes 
25504d965bbSLois Curfman McInnes    Notes:
2564b27c08aSLois Curfman McInnes    For basic use of the SNES solvers, the user need not explicitly call
25704d965bbSLois Curfman McInnes    SNESSetUp(), since these actions will automatically occur during
25804d965bbSLois Curfman McInnes    the call to SNESSolve().
25904d965bbSLois Curfman McInnes  */
2604a2ae208SSatish Balay #undef __FUNCT__
2614b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS"
262dfbe8321SBarry Smith PetscErrorCode SNESSetUp_LS(SNES snes)
2635e76c431SBarry Smith {
264dfbe8321SBarry Smith   PetscErrorCode ierr;
2653a40ed3dSBarry Smith 
2663a40ed3dSBarry Smith   PetscFunctionBegin;
26781b6cf68SLois Curfman McInnes   snes->nwork = 4;
268d7e8b826SBarry Smith   ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr);
269efee365bSSatish Balay   ierr = PetscLogObjectParents(snes,snes->nwork,snes->work);CHKERRQ(ierr);
27081b6cf68SLois Curfman McInnes   snes->vec_sol_update_always = snes->work[3];
2713a40ed3dSBarry Smith   PetscFunctionReturn(0);
2725e76c431SBarry Smith }
27304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
27404d965bbSLois Curfman McInnes /*
2754b27c08aSLois Curfman McInnes    SNESDestroy_LS - Destroys the private SNES_LS context that was created
2764b27c08aSLois Curfman McInnes    with SNESCreate_LS().
27704d965bbSLois Curfman McInnes 
27804d965bbSLois Curfman McInnes    Input Parameter:
27904d965bbSLois Curfman McInnes .  snes - the SNES context
28004d965bbSLois Curfman McInnes 
281de49b36dSLois Curfman McInnes    Application Interface Routine: SNESDestroy()
28204d965bbSLois Curfman McInnes  */
2834a2ae208SSatish Balay #undef __FUNCT__
2844b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS"
285dfbe8321SBarry Smith PetscErrorCode SNESDestroy_LS(SNES snes)
2865e76c431SBarry Smith {
287dfbe8321SBarry Smith   PetscErrorCode ierr;
2883a40ed3dSBarry Smith 
2893a40ed3dSBarry Smith   PetscFunctionBegin;
2905baf8537SBarry Smith   if (snes->nwork) {
2914b0e389bSBarry Smith     ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr);
29221c89e3eSBarry Smith   }
2935c704376SSatish Balay   ierr = PetscFree(snes->data);CHKERRQ(ierr);
2943a40ed3dSBarry Smith   PetscFunctionReturn(0);
2955e76c431SBarry Smith }
29604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
2974a2ae208SSatish Balay #undef __FUNCT__
2984a2ae208SSatish Balay #define __FUNCT__ "SNESNoLineSearch"
29982bf6240SBarry Smith 
3004b828684SBarry Smith /*@C
3015e42470aSBarry Smith    SNESNoLineSearch - This routine is not a line search at all;
3025e76c431SBarry Smith    it simply uses the full Newton step.  Thus, this routine is intended
3035e76c431SBarry Smith    to serve as a template and is not recommended for general use.
3045e76c431SBarry Smith 
305c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
306c7afd0dbSLois Curfman McInnes 
3075e76c431SBarry Smith    Input Parameters:
308c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
309af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
3105e76c431SBarry Smith .  x - current iterate
3115e76c431SBarry Smith .  f - residual evaluated at x
3125e76c431SBarry Smith .  y - search direction (contains new iterate on output)
3135e76c431SBarry Smith .  w - work vector
314c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
3155e76c431SBarry Smith 
316c4a48953SLois Curfman McInnes    Output Parameters:
317c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
3185e76c431SBarry Smith .  y - new iterate (contains search direction on input)
3195e76c431SBarry Smith .  gnorm - 2-norm of g
3205e76c431SBarry Smith .  ynorm - 2-norm of search length
321a7cc72afSBarry Smith -  flag - PETSC_TRUE on success, PETSC_FALSE on failure
322fee21e36SBarry Smith 
323c4a48953SLois Curfman McInnes    Options Database Key:
3244b27c08aSLois Curfman McInnes .  -snes_ls basic - Activates SNESNoLineSearch()
325c4a48953SLois Curfman McInnes 
32636851e7fSLois Curfman McInnes    Level: advanced
32736851e7fSLois Curfman McInnes 
32828ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
32928ae5a21SLois Curfman McInnes 
330f59ffdedSLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(),
331af2d14d2SLois Curfman McInnes           SNESSetLineSearch(), SNESNoLineSearchNoNorms()
3325e76c431SBarry Smith @*/
333a7cc72afSBarry Smith PetscErrorCode SNESNoLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
3345e76c431SBarry Smith {
335dfbe8321SBarry Smith   PetscErrorCode ierr;
336ea709b57SSatish Balay   PetscScalar    mone = -1.0;
3374b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
3388f99978dSLois Curfman McInnes   PetscTruth     change_y = PETSC_FALSE;
3395334005bSBarry Smith 
3403a40ed3dSBarry Smith   PetscFunctionBegin;
341a7cc72afSBarry Smith   *flag = PETSC_TRUE;
342d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
343a3b38805SLois Curfman McInnes   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);  /* ynorm = || y || */
344ea4d3ed3SLois Curfman McInnes   ierr = VecAYPX(&mone,x,y);CHKERRQ(ierr);            /* y <- y - x      */
3458f99978dSLois Curfman McInnes   if (neP->CheckStep) {
3468f99978dSLois Curfman McInnes    ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr);
3478f99978dSLois Curfman McInnes   }
348ea4d3ed3SLois Curfman McInnes   ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); /* Compute F(y)    */
349a3b38805SLois Curfman McInnes   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);  /* gnorm = || g || */
350d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
3513a40ed3dSBarry Smith   PetscFunctionReturn(0);
3525e76c431SBarry Smith }
35304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
3544a2ae208SSatish Balay #undef __FUNCT__
3554a2ae208SSatish Balay #define __FUNCT__ "SNESNoLineSearchNoNorms"
35682bf6240SBarry Smith 
35729e0b56fSBarry Smith /*@C
35829e0b56fSBarry Smith    SNESNoLineSearchNoNorms - This routine is not a line search at
35929e0b56fSBarry Smith    all; it simply uses the full Newton step. This version does not
36029e0b56fSBarry Smith    even compute the norm of the function or search direction; this
36129e0b56fSBarry Smith    is intended only when you know the full step is fine and are
36229e0b56fSBarry Smith    not checking for convergence of the nonlinear iteration (for
363c7afd0dbSLois Curfman McInnes    example, you are running always for a fixed number of Newton steps).
364c7afd0dbSLois Curfman McInnes 
365c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
36629e0b56fSBarry Smith 
36729e0b56fSBarry Smith    Input Parameters:
368c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
369af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
37029e0b56fSBarry Smith .  x - current iterate
37129e0b56fSBarry Smith .  f - residual evaluated at x
37229e0b56fSBarry Smith .  y - search direction (contains new iterate on output)
37329e0b56fSBarry Smith .  w - work vector
374c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
37529e0b56fSBarry Smith 
37629e0b56fSBarry Smith    Output Parameters:
377c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
37829e0b56fSBarry Smith .  gnorm - not changed
37929e0b56fSBarry Smith .  ynorm - not changed
380a7cc72afSBarry Smith -  flag - set to PETSC_TRUE indicating a successful line search
381fee21e36SBarry Smith 
38229e0b56fSBarry Smith    Options Database Key:
3834b27c08aSLois Curfman McInnes .  -snes_ls basicnonorms - Activates SNESNoLineSearchNoNorms()
38429e0b56fSBarry Smith 
3858cbba510SBarry Smith    Notes:
386ea56f5baSLois Curfman McInnes    SNESNoLineSearchNoNorms() must be used in conjunction with
387ea56f5baSLois Curfman McInnes    either the options
388ea56f5baSLois Curfman McInnes $     -snes_no_convergence_test -snes_max_it <its>
389ea56f5baSLois Curfman McInnes    or alternatively a user-defined custom test set via
390329f5518SBarry Smith    SNESSetConvergenceTest(); or a -snes_max_it of 1,
391329f5518SBarry Smith    otherwise, the SNES solver will generate an error.
392329f5518SBarry Smith 
393329f5518SBarry Smith    During the final iteration this will not evaluate the function at
394329f5518SBarry Smith    the solution point. This is to save a function evaluation while
395329f5518SBarry Smith    using pseudo-timestepping.
3968cbba510SBarry Smith 
397ea56f5baSLois Curfman McInnes    The residual norms printed by monitoring routines such as
398ea56f5baSLois Curfman McInnes    SNESDefaultMonitor() (as activated via -snes_monitor) will not be
399ea56f5baSLois Curfman McInnes    correct, since they are not computed.
400ea56f5baSLois Curfman McInnes 
401ea56f5baSLois Curfman McInnes    Level: advanced
4028cbba510SBarry Smith 
40329e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic
40429e0b56fSBarry Smith 
40529e0b56fSBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(),
40629e0b56fSBarry Smith           SNESSetLineSearch(), SNESNoLineSearch()
40729e0b56fSBarry Smith @*/
408a7cc72afSBarry Smith PetscErrorCode SNESNoLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
40929e0b56fSBarry Smith {
410dfbe8321SBarry Smith   PetscErrorCode ierr;
411ea709b57SSatish Balay   PetscScalar mone = -1.0;
4124b27c08aSLois Curfman McInnes   SNES_LS     *neP = (SNES_LS*)snes->data;
4138f99978dSLois Curfman McInnes   PetscTruth  change_y = PETSC_FALSE;
41429e0b56fSBarry Smith 
4153a40ed3dSBarry Smith   PetscFunctionBegin;
416a7cc72afSBarry Smith   *flag = PETSC_TRUE;
417d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
41829e0b56fSBarry Smith   ierr = VecAYPX(&mone,x,y);CHKERRQ(ierr);            /* y <- y - x      */
4198f99978dSLois Curfman McInnes   if (neP->CheckStep) {
4208f99978dSLois Curfman McInnes    ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr);
4218f99978dSLois Curfman McInnes   }
422329f5518SBarry Smith 
423329f5518SBarry Smith   /* don't evaluate function the last time through */
424329f5518SBarry Smith   if (snes->iter < snes->max_its-1) {
42529e0b56fSBarry Smith     ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); /* Compute F(y)    */
426329f5518SBarry Smith   }
427d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
4283a40ed3dSBarry Smith   PetscFunctionReturn(0);
42929e0b56fSBarry Smith }
43004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
4314a2ae208SSatish Balay #undef __FUNCT__
4324a2ae208SSatish Balay #define __FUNCT__ "SNESCubicLineSearch"
4334b828684SBarry Smith /*@C
434f525115eSLois Curfman McInnes    SNESCubicLineSearch - Performs a cubic line search (default line search method).
4355e76c431SBarry Smith 
436c7afd0dbSLois Curfman McInnes    Collective on SNES
437c7afd0dbSLois Curfman McInnes 
4385e76c431SBarry Smith    Input Parameters:
439c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
440af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
4415e76c431SBarry Smith .  x - current iterate
4425e76c431SBarry Smith .  f - residual evaluated at x
4435e76c431SBarry Smith .  y - search direction (contains new iterate on output)
4445e76c431SBarry Smith .  w - work vector
445c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
4465e76c431SBarry Smith 
447393d2d9aSLois Curfman McInnes    Output Parameters:
448c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4495e76c431SBarry Smith .  y - new iterate (contains search direction on input)
4505e76c431SBarry Smith .  gnorm - 2-norm of g
4515e76c431SBarry Smith .  ynorm - 2-norm of search length
452a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
453fee21e36SBarry Smith 
454c4a48953SLois Curfman McInnes    Options Database Key:
4554b27c08aSLois Curfman McInnes $  -snes_ls cubic - Activates SNESCubicLineSearch()
456c4a48953SLois Curfman McInnes 
4575e76c431SBarry Smith    Notes:
4585e76c431SBarry Smith    This line search is taken from "Numerical Methods for Unconstrained
4595e76c431SBarry Smith    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
4605e76c431SBarry Smith 
46136851e7fSLois Curfman McInnes    Level: advanced
46236851e7fSLois Curfman McInnes 
46328ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
46428ae5a21SLois Curfman McInnes 
465af2d14d2SLois Curfman McInnes .seealso: SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms()
4665e76c431SBarry Smith @*/
467a7cc72afSBarry Smith PetscErrorCode SNESCubicLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
4685e76c431SBarry Smith {
469406556e6SLois Curfman McInnes   /*
470406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
471406556e6SLois Curfman McInnes      minimization problem:
472406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
473406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
474406556e6SLois Curfman McInnes    */
475406556e6SLois Curfman McInnes 
4765ca10a37SBarry Smith   PetscReal   steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength;
477329f5518SBarry Smith   PetscReal   maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg;
478aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
479ea709b57SSatish Balay   PetscScalar cinitslope,clambda;
4806b5873e3SBarry Smith #endif
481dfbe8321SBarry Smith   PetscErrorCode ierr;
482a7cc72afSBarry Smith   PetscInt count;
4834b27c08aSLois Curfman McInnes   SNES_LS     *neP = (SNES_LS*)snes->data;
484ea709b57SSatish Balay   PetscScalar mone = -1.0,scale;
4858f99978dSLois Curfman McInnes   PetscTruth  change_y = PETSC_FALSE;
4865e76c431SBarry Smith 
4873a40ed3dSBarry Smith   PetscFunctionBegin;
488d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
489a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
4905e76c431SBarry Smith   alpha   = neP->alpha;
4915e76c431SBarry Smith   maxstep = neP->maxstep;
4925e76c431SBarry Smith   steptol = neP->steptol;
4935e76c431SBarry Smith 
494cddf8d76SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
49563b9fa5eSBarry Smith   if (*ynorm == 0.0) {
49663b9fa5eSBarry Smith     PetscLogInfo(snes,"SNESCubicLineSearch: Search direction and size is 0\n");
497a1c2b6eeSLois Curfman McInnes     *gnorm = fnorm;
498a1c2b6eeSLois Curfman McInnes     ierr   = VecCopy(x,y);CHKERRQ(ierr);
499a1c2b6eeSLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
500a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
501ad922ac9SBarry Smith     goto theend1;
50294a9d846SBarry Smith   }
5035e76c431SBarry Smith   if (*ynorm > maxstep) {	/* Step too big, so scale back */
5045e42470aSBarry Smith     scale = maxstep/(*ynorm);
505aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
506b0a32e0cSBarry Smith     PetscLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g old ynorm %g\n",PetscRealPart(scale),*ynorm);
5076b5873e3SBarry Smith #else
508b0a32e0cSBarry Smith     PetscLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g old ynorm %g\n",scale,*ynorm);
5096b5873e3SBarry Smith #endif
510393d2d9aSLois Curfman McInnes     ierr = VecScale(&scale,y);CHKERRQ(ierr);
5115e76c431SBarry Smith     *ynorm = maxstep;
5125e76c431SBarry Smith   }
513ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
5145ca10a37SBarry Smith   minlambda = steptol/rellength;
515a703fe33SLois Curfman McInnes   ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
516aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
517a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
518329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
5195e42470aSBarry Smith #else
520a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&initslope);CHKERRQ(ierr);
5215e42470aSBarry Smith #endif
5225e76c431SBarry Smith   if (initslope > 0.0) initslope = -initslope;
5235e76c431SBarry Smith   if (initslope == 0.0) initslope = -1.0;
5245e76c431SBarry Smith 
525393d2d9aSLois Curfman McInnes   ierr = VecCopy(y,w);CHKERRQ(ierr);
5265334005bSBarry Smith   ierr = VecAYPX(&mone,x,w);CHKERRQ(ierr);
52778b31e54SBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
528313b5538SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
5295d1a10b1SBarry Smith   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */
530393d2d9aSLois Curfman McInnes     ierr = VecCopy(w,y);CHKERRQ(ierr);
531b0a32e0cSBarry Smith     PetscLogInfo(snes,"SNESCubicLineSearch: Using full step\n");
532ad922ac9SBarry Smith     goto theend1;
5335e76c431SBarry Smith   }
5345e76c431SBarry Smith 
5355e76c431SBarry Smith   /* Fit points with quadratic */
536313b5538SBarry Smith   lambda = 1.0;
537a703fe33SLois Curfman McInnes   lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
5385e76c431SBarry Smith   lambdaprev = lambda;
5395e76c431SBarry Smith   gnormprev = *gnorm;
540329f5518SBarry Smith   if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
541ddd12767SBarry Smith   if (lambdatemp <= .1*lambda) lambda = .1*lambda;
542ddd12767SBarry Smith   else                         lambda = lambdatemp;
543393d2d9aSLois Curfman McInnes   ierr   = VecCopy(x,w);CHKERRQ(ierr);
544ea4d3ed3SLois Curfman McInnes   lambdaneg = -lambda;
545aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
546ea4d3ed3SLois Curfman McInnes   clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr);
5475e42470aSBarry Smith #else
548ea4d3ed3SLois Curfman McInnes   ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr);
5495e42470aSBarry Smith #endif
55078b31e54SBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
551cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
5525ed2d596SBarry Smith   if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */
553393d2d9aSLois Curfman McInnes     ierr = VecCopy(w,y);CHKERRQ(ierr);
5545ed2d596SBarry Smith     PetscLogInfo(snes,"SNESCubicLineSearch: Quadratically determined step, lambda=%18.16e\n",lambda);
555ad922ac9SBarry Smith     goto theend1;
5565e76c431SBarry Smith   }
5575e76c431SBarry Smith 
5585e76c431SBarry Smith   /* Fit points with cubic */
5595e76c431SBarry Smith   count = 1;
5608229bfc2SMatthew Knepley   while (count < 10000) {
5615e76c431SBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
56277431f27SBarry Smith       PetscLogInfo(snes,"SNESCubicLineSearch:Unable to find good step length! %D \n",count);
5635ed2d596SBarry Smith       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);
564f168f371SBarry Smith       ierr = VecCopy(x,y);CHKERRQ(ierr);
565a7cc72afSBarry Smith       *flag = PETSC_FALSE; break;
5665e76c431SBarry Smith     }
5675d1a10b1SBarry Smith     t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope;
5685d1a10b1SBarry Smith     t2 = .5*(gnormprev*gnormprev  - fnorm*fnorm) - lambdaprev*initslope;
569ddd12767SBarry Smith     a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
5702b022350SLois Curfman McInnes     b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
5715e76c431SBarry Smith     d  = b*b - 3*a*initslope;
5725e76c431SBarry Smith     if (d < 0.0) d = 0.0;
5735e76c431SBarry Smith     if (a == 0.0) {
5745e76c431SBarry Smith       lambdatemp = -initslope/(2.0*b);
5755e76c431SBarry Smith     } else {
5765e76c431SBarry Smith       lambdatemp = (-b + sqrt(d))/(3.0*a);
5775e76c431SBarry Smith     }
5785e76c431SBarry Smith     lambdaprev = lambda;
5795e76c431SBarry Smith     gnormprev  = *gnorm;
580329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
581329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
5825e76c431SBarry Smith     else                         lambda     = lambdatemp;
583393d2d9aSLois Curfman McInnes     ierr = VecCopy(x,w);CHKERRQ(ierr);
584ea4d3ed3SLois Curfman McInnes     lambdaneg = -lambda;
585aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
586ea4d3ed3SLois Curfman McInnes     clambda = lambdaneg;
587393d2d9aSLois Curfman McInnes     ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr);
5885e42470aSBarry Smith #else
589ea4d3ed3SLois Curfman McInnes     ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr);
5905e42470aSBarry Smith #endif
591*ed98166eSMatthew Knepley     if (snes->nfuncs > snes->max_funcs) {
592*ed98166eSMatthew Knepley       PetscLogInfo(snes,"SNESCubicLineSearch:Exceeded maximum function evaluations, but unable to find good step length! %D \n",count);
593*ed98166eSMatthew Knepley       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);
594*ed98166eSMatthew Knepley       ierr = VecCopy(x,y);CHKERRQ(ierr);
595*ed98166eSMatthew Knepley       *flag = PETSC_FALSE;
596*ed98166eSMatthew Knepley       break;
597*ed98166eSMatthew Knepley     } else {
59878b31e54SBarry Smith       ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
599*ed98166eSMatthew Knepley     }
600cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
6015ed2d596SBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */
602393d2d9aSLois Curfman McInnes       ierr = VecCopy(w,y);CHKERRQ(ierr);
6035ed2d596SBarry Smith       PetscLogInfo(snes,"SNESCubicLineSearch: Cubically determined step, lambda=%18.16e\n",lambda);
6042715565aSLois Curfman McInnes       goto theend1;
6052b022350SLois Curfman McInnes     } else {
6065ed2d596SBarry Smith       PetscLogInfo(snes,"SNESCubicLineSearch: Cubic step no good, shrinking lambda,  lambda=%18.16e\n",lambda);
6075e76c431SBarry Smith     }
6085e76c431SBarry Smith     count++;
6095e76c431SBarry Smith   }
6108229bfc2SMatthew Knepley   if (count >= 10000) {
611cd7625f8SBarry Smith     SETERRQ(PETSC_ERR_LIB, "Lambda was decreased more than 10,000 times, so something is probably wrong with the function evaluation");
6128229bfc2SMatthew Knepley   }
613ad922ac9SBarry Smith   theend1:
6148f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
6158f99978dSLois Curfman McInnes   if (neP->CheckStep) {
6168f99978dSLois Curfman McInnes     ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr);
617abc0a331SBarry Smith     if (change_y) { /* recompute the function if the step has changed */
6188f99978dSLois Curfman McInnes       ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr);
6198f99978dSLois Curfman McInnes       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
6208f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
6218f99978dSLois Curfman McInnes       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
6228f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
6238f99978dSLois Curfman McInnes     }
6248f99978dSLois Curfman McInnes   }
625d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6263a40ed3dSBarry Smith   PetscFunctionReturn(0);
6275e76c431SBarry Smith }
62804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
6294a2ae208SSatish Balay #undef __FUNCT__
6304a2ae208SSatish Balay #define __FUNCT__ "SNESQuadraticLineSearch"
6314b828684SBarry Smith /*@C
632f525115eSLois Curfman McInnes    SNESQuadraticLineSearch - Performs a quadratic line search.
6335e76c431SBarry Smith 
634c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
635c7afd0dbSLois Curfman McInnes 
6365e42470aSBarry Smith    Input Parameters:
637c7afd0dbSLois Curfman McInnes +  snes - the SNES context
638af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
6395e42470aSBarry Smith .  x - current iterate
6405e42470aSBarry Smith .  f - residual evaluated at x
6415e42470aSBarry Smith .  y - search direction (contains new iterate on output)
6425e42470aSBarry Smith .  w - work vector
643c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
6445e42470aSBarry Smith 
645c4a48953SLois Curfman McInnes    Output Parameters:
646c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
6475e42470aSBarry Smith .  y - new iterate (contains search direction on input)
6485e42470aSBarry Smith .  gnorm - 2-norm of g
6495e42470aSBarry Smith .  ynorm - 2-norm of search length
650a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
651fee21e36SBarry Smith 
652c4a48953SLois Curfman McInnes    Options Database Key:
6534b27c08aSLois Curfman McInnes .  -snes_ls quadratic - Activates SNESQuadraticLineSearch()
654c4a48953SLois Curfman McInnes 
6555e42470aSBarry Smith    Notes:
6564b27c08aSLois Curfman McInnes    Use SNESSetLineSearch() to set this routine within the SNESLS method.
6575e42470aSBarry Smith 
65836851e7fSLois Curfman McInnes    Level: advanced
65936851e7fSLois Curfman McInnes 
660f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search
661f59ffdedSLois Curfman McInnes 
662af2d14d2SLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms()
6635e42470aSBarry Smith @*/
664a7cc72afSBarry Smith PetscErrorCode SNESQuadraticLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
6655e76c431SBarry Smith {
666406556e6SLois Curfman McInnes   /*
667406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
668406556e6SLois Curfman McInnes      minimization problem:
669406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
670406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2.
671406556e6SLois Curfman McInnes    */
6725ca10a37SBarry Smith   PetscReal   steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg,rellength;
673aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
674ea709b57SSatish Balay   PetscScalar cinitslope,clambda;
6756b5873e3SBarry Smith #endif
676dfbe8321SBarry Smith   PetscErrorCode ierr;
677a7cc72afSBarry Smith   PetscInt count;
6784b27c08aSLois Curfman McInnes   SNES_LS     *neP = (SNES_LS*)snes->data;
679ea709b57SSatish Balay   PetscScalar mone = -1.0,scale;
6808f99978dSLois Curfman McInnes   PetscTruth  change_y = PETSC_FALSE;
6815e76c431SBarry Smith 
6823a40ed3dSBarry Smith   PetscFunctionBegin;
683d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
684a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
6855e42470aSBarry Smith   alpha   = neP->alpha;
6865e42470aSBarry Smith   maxstep = neP->maxstep;
6875e42470aSBarry Smith   steptol = neP->steptol;
6885e76c431SBarry Smith 
6893505fcc1SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
69063b9fa5eSBarry Smith   if (*ynorm == 0.0) {
691b0a32e0cSBarry Smith     PetscLogInfo(snes,"SNESQuadraticLineSearch: Search direction and size is 0\n");
692b37302c6SLois Curfman McInnes     *gnorm = fnorm;
693b37302c6SLois Curfman McInnes     ierr   = VecCopy(x,y);CHKERRQ(ierr);
694b37302c6SLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
695a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
696ad922ac9SBarry Smith     goto theend2;
69794a9d846SBarry Smith   }
6985e42470aSBarry Smith   if (*ynorm > maxstep) {	/* Step too big, so scale back */
6995e42470aSBarry Smith     scale = maxstep/(*ynorm);
700393d2d9aSLois Curfman McInnes     ierr = VecScale(&scale,y);CHKERRQ(ierr);
7015e42470aSBarry Smith     *ynorm = maxstep;
7025e76c431SBarry Smith   }
703ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
7045ca10a37SBarry Smith   minlambda = steptol/rellength;
705a703fe33SLois Curfman McInnes   ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
706aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
707a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
708329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
7095e42470aSBarry Smith #else
710a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&initslope);CHKERRQ(ierr);
7115e42470aSBarry Smith #endif
7125e42470aSBarry Smith   if (initslope > 0.0) initslope = -initslope;
7135e42470aSBarry Smith   if (initslope == 0.0) initslope = -1.0;
7145e42470aSBarry Smith 
715393d2d9aSLois Curfman McInnes   ierr = VecCopy(y,w);CHKERRQ(ierr);
7165334005bSBarry Smith   ierr = VecAYPX(&mone,x,w);CHKERRQ(ierr);
71778b31e54SBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
718cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
7195d1a10b1SBarry Smith   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */
720393d2d9aSLois Curfman McInnes     ierr = VecCopy(w,y);CHKERRQ(ierr);
721b0a32e0cSBarry Smith     PetscLogInfo(snes,"SNESQuadraticLineSearch: Using full step\n");
722ad922ac9SBarry Smith     goto theend2;
7235e42470aSBarry Smith   }
7245e42470aSBarry Smith 
7255e42470aSBarry Smith   /* Fit points with quadratic */
726313b5538SBarry Smith   lambda = 1.0;
7275e42470aSBarry Smith   count = 1;
7285ca10a37SBarry Smith   while (PETSC_TRUE) {
7295e42470aSBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
73077431f27SBarry Smith       PetscLogInfo(snes,"SNESQuadraticLineSearch:Unable to find good step length! %D \n",count);
731b0a32e0cSBarry Smith       PetscLogInfo(snes,"SNESQuadraticLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",fnorm,*gnorm,*ynorm,lambda,initslope);
732f168f371SBarry Smith       ierr = VecCopy(x,y);CHKERRQ(ierr);
733a7cc72afSBarry Smith       *flag = PETSC_FALSE; break;
7345e42470aSBarry Smith     }
735a703fe33SLois Curfman McInnes     lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
736329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
737329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
738329f5518SBarry Smith     else                         lambda     = lambdatemp;
739393d2d9aSLois Curfman McInnes     ierr = VecCopy(x,w);CHKERRQ(ierr);
7403505fcc1SBarry Smith     lambdaneg = -lambda;
741aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
7423505fcc1SBarry Smith     clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr);
7435e42470aSBarry Smith #else
7443505fcc1SBarry Smith     ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr);
7455e42470aSBarry Smith #endif
746*ed98166eSMatthew Knepley     if (snes->nfuncs > snes->max_funcs) {
747*ed98166eSMatthew Knepley       PetscLogInfo(snes,"SNESCubicLineSearch:Exceeded maximum function evaluations, but unable to find good step length! %D \n",count);
748*ed98166eSMatthew Knepley       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);
749*ed98166eSMatthew Knepley       ierr = VecCopy(x,y);CHKERRQ(ierr);
750*ed98166eSMatthew Knepley       *flag = PETSC_FALSE;
751*ed98166eSMatthew Knepley       break;
752*ed98166eSMatthew Knepley     } else {
75378b31e54SBarry Smith       ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
754*ed98166eSMatthew Knepley     }
755cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
7565ed2d596SBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */
757393d2d9aSLois Curfman McInnes       ierr = VecCopy(w,y);CHKERRQ(ierr);
758b0a32e0cSBarry Smith       PetscLogInfo(snes,"SNESQuadraticLineSearch:Quadratically determined step, lambda=%g\n",lambda);
75906259719SBarry Smith       break;
7605e42470aSBarry Smith     }
7615e42470aSBarry Smith     count++;
7625e42470aSBarry Smith   }
763ad922ac9SBarry Smith   theend2:
7648f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
7658f99978dSLois Curfman McInnes   if (neP->CheckStep) {
7668f99978dSLois Curfman McInnes     ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr);
767abc0a331SBarry Smith     if (change_y) { /* recompute the function if the step has changed */
7688f99978dSLois Curfman McInnes       ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr);
7698f99978dSLois Curfman McInnes       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
7708f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
7718f99978dSLois Curfman McInnes       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
7728f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
7738f99978dSLois Curfman McInnes     }
7748f99978dSLois Curfman McInnes   }
775d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
7763a40ed3dSBarry Smith   PetscFunctionReturn(0);
7775e76c431SBarry Smith }
7782343ba6eSBarry Smith 
77904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
7804a2ae208SSatish Balay #undef __FUNCT__
7814a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearch"
782c9e6a524SLois Curfman McInnes /*@C
78377c4ece6SBarry Smith    SNESSetLineSearch - Sets the line search routine to be used
7844b27c08aSLois Curfman McInnes    by the method SNESLS.
7855e76c431SBarry Smith 
7865e76c431SBarry Smith    Input Parameters:
787c7afd0dbSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
788af2d14d2SLois Curfman McInnes .  lsctx - optional user-defined context for use by line search
789c7afd0dbSLois Curfman McInnes -  func - pointer to int function
7905e76c431SBarry Smith 
791fee21e36SBarry Smith    Collective on SNES
792fee21e36SBarry Smith 
793c4a48953SLois Curfman McInnes    Available Routines:
794c7afd0dbSLois Curfman McInnes +  SNESCubicLineSearch() - default line search
795f59ffdedSLois Curfman McInnes .  SNESQuadraticLineSearch() - quadratic line search
796f59ffdedSLois Curfman McInnes .  SNESNoLineSearch() - the full Newton step (actually not a line search)
797af2d14d2SLois Curfman McInnes -  SNESNoLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel)
7985e76c431SBarry Smith 
799c4a48953SLois Curfman McInnes     Options Database Keys:
8004b27c08aSLois Curfman McInnes +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
8014b27c08aSLois Curfman McInnes .   -snes_ls_alpha <alpha> - Sets alpha
8024b27c08aSLois Curfman McInnes .   -snes_ls_maxstep <max> - Sets maxstep
8034b27c08aSLois Curfman McInnes -   -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code
8043304466cSBarry Smith                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
8053304466cSBarry Smith                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
806c4a48953SLois Curfman McInnes 
8075e76c431SBarry Smith    Calling sequence of func:
808bd208895SLois Curfman McInnes .vb
809af2d14d2SLois Curfman McInnes    func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,
810a7cc72afSBarry Smith          PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
811bd208895SLois Curfman McInnes .ve
8125e76c431SBarry Smith 
8135e76c431SBarry Smith     Input parameters for func:
814c7afd0dbSLois Curfman McInnes +   snes - nonlinear context
815af2d14d2SLois Curfman McInnes .   lsctx - optional user-defined context for line search
8165e76c431SBarry Smith .   x - current iterate
8175e76c431SBarry Smith .   f - residual evaluated at x
8185e76c431SBarry Smith .   y - search direction (contains new iterate on output)
8195e76c431SBarry Smith .   w - work vector
820c7afd0dbSLois Curfman McInnes -   fnorm - 2-norm of f
8215e76c431SBarry Smith 
8225e76c431SBarry Smith     Output parameters for func:
823c7afd0dbSLois Curfman McInnes +   g - residual evaluated at new iterate y
8245e76c431SBarry Smith .   y - new iterate (contains search direction on input)
8255e76c431SBarry Smith .   gnorm - 2-norm of g
8265e76c431SBarry Smith .   ynorm - 2-norm of search length
827a7cc72afSBarry Smith -   flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure.
828f59ffdedSLois Curfman McInnes 
82936851e7fSLois Curfman McInnes     Level: advanced
83036851e7fSLois Curfman McInnes 
831f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine
832f59ffdedSLois Curfman McInnes 
8335d1a10b1SBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESNoLineSearchNoNorms(),
8345d1a10b1SBarry Smith           SNESSetLineSearchCheck(), SNESSetLineSearchParams(), SNESGetLineSearchParams()
8355e76c431SBarry Smith @*/
836a7cc72afSBarry Smith PetscErrorCode SNESSetLineSearch(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void *lsctx)
8375e76c431SBarry Smith {
838a7cc72afSBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*);
83982bf6240SBarry Smith 
8403a40ed3dSBarry Smith   PetscFunctionBegin;
841c134de8dSSatish Balay   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearch_C",(void (**)(void))&f);CHKERRQ(ierr);
84282bf6240SBarry Smith   if (f) {
843af2d14d2SLois Curfman McInnes     ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr);
84482bf6240SBarry Smith   }
8453a40ed3dSBarry Smith   PetscFunctionReturn(0);
8465e76c431SBarry Smith }
8478e019c35SBarry Smith 
848a7cc72afSBarry 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*/
84904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
850fb2e594dSBarry Smith EXTERN_C_BEGIN
8514a2ae208SSatish Balay #undef __FUNCT__
8524a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearch_LS"
853dfbe8321SBarry Smith PetscErrorCode SNESSetLineSearch_LS(SNES snes,FCN2 func,void *lsctx)
85482bf6240SBarry Smith {
85582bf6240SBarry Smith   PetscFunctionBegin;
8564b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->LineSearch = func;
8574b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->lsP        = lsctx;
85882bf6240SBarry Smith   PetscFunctionReturn(0);
85982bf6240SBarry Smith }
860fb2e594dSBarry Smith EXTERN_C_END
86104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
8624a2ae208SSatish Balay #undef __FUNCT__
8634a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearchCheck"
864c8dd0c0dSLois Curfman McInnes /*@C
865530e4296SLois Curfman McInnes    SNESSetLineSearchCheck - Sets a routine to check the validity of new iterate computed
8664b27c08aSLois Curfman McInnes    by the line search routine in the Newton-based method SNESLS.
867c8dd0c0dSLois Curfman McInnes 
868c8dd0c0dSLois Curfman McInnes    Input Parameters:
869c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
870c8dd0c0dSLois Curfman McInnes .  func - pointer to int function
871c8dd0c0dSLois Curfman McInnes -  checkctx - optional user-defined context for use by step checking routine
872c8dd0c0dSLois Curfman McInnes 
873c8dd0c0dSLois Curfman McInnes    Collective on SNES
874c8dd0c0dSLois Curfman McInnes 
875c8dd0c0dSLois Curfman McInnes    Calling sequence of func:
876c8dd0c0dSLois Curfman McInnes .vb
877b1ae27eaSLois Curfman McInnes    int func (SNES snes, void *checkctx, Vec x, PetscTruth *flag)
878c8dd0c0dSLois Curfman McInnes .ve
879b1ae27eaSLois Curfman McInnes    where func returns an error code of 0 on success and a nonzero
880b1ae27eaSLois Curfman McInnes    on failure.
881c8dd0c0dSLois Curfman McInnes 
882c8dd0c0dSLois Curfman McInnes    Input parameters for func:
883c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context
884c8dd0c0dSLois Curfman McInnes .  checkctx - optional user-defined context for use by step checking routine
8858f99978dSLois Curfman McInnes -  x - current candidate iterate
886c8dd0c0dSLois Curfman McInnes 
887c8dd0c0dSLois Curfman McInnes    Output parameters for func:
888c8dd0c0dSLois Curfman McInnes +  x - current iterate (possibly modified)
889c8dd0c0dSLois Curfman McInnes -  flag - flag indicating whether x has been modified (either
890c8dd0c0dSLois Curfman McInnes            PETSC_TRUE of PETSC_FALSE)
891c8dd0c0dSLois Curfman McInnes 
892c8dd0c0dSLois Curfman McInnes    Level: advanced
893c8dd0c0dSLois Curfman McInnes 
8948f99978dSLois Curfman McInnes    Notes:
895b1ae27eaSLois Curfman McInnes    SNESNoLineSearch() and SNESNoLineSearchNoNorms() accept the new
896b1ae27eaSLois Curfman McInnes    iterate computed by the line search checking routine.  In particular,
897b1ae27eaSLois Curfman McInnes    these routines (1) compute a candidate iterate u_{i+1}, (2) pass control
898b1ae27eaSLois Curfman McInnes    to the checking routine, and then (3) compute the corresponding nonlinear
899ea56f5baSLois Curfman McInnes    function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}.
9008f99978dSLois Curfman McInnes 
901b1ae27eaSLois Curfman McInnes    SNESQuadraticLineSearch() and SNESCubicLineSearch() also accept the
902b1ae27eaSLois Curfman McInnes    new iterate computed by the line search checking routine.  In particular,
903b1ae27eaSLois Curfman McInnes    these routines (1) compute a candidate iterate u_{i+1} as well as a
904ea56f5baSLois Curfman McInnes    candidate nonlinear function f(u_{i+1}), (2) pass control to the checking
905ea56f5baSLois Curfman McInnes    routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes
906ea56f5baSLois Curfman McInnes    were made to the candidate iterate in the checking routine (as indicated
907ea56f5baSLois Curfman McInnes    by flag=PETSC_TRUE).  The overhead of this function re-evaluation can be
908b1ae27eaSLois Curfman McInnes    very costly, so use this feature with caution!
9098f99978dSLois Curfman McInnes 
910c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine
911c8dd0c0dSLois Curfman McInnes 
912c8dd0c0dSLois Curfman McInnes .seealso: SNESSetLineSearch()
913c8dd0c0dSLois Curfman McInnes @*/
9146849ba73SBarry Smith PetscErrorCode SNESSetLineSearchCheck(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,PetscTruth*),void *checkctx)
915c8dd0c0dSLois Curfman McInnes {
9166849ba73SBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,PetscTruth*),void*);
917c8dd0c0dSLois Curfman McInnes 
918c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
919c134de8dSSatish Balay   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearchCheck_C",(void (**)(void))&f);CHKERRQ(ierr);
920c8dd0c0dSLois Curfman McInnes   if (f) {
921c8dd0c0dSLois Curfman McInnes     ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr);
922c8dd0c0dSLois Curfman McInnes   }
923c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
924c8dd0c0dSLois Curfman McInnes }
925c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */
9266849ba73SBarry Smith typedef PetscErrorCode (*FCN)(SNES,void*,Vec,PetscTruth*); /* force argument to next function to not be extern C*/
927c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN
9284a2ae208SSatish Balay #undef __FUNCT__
9294a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearchCheck_LS"
930dfbe8321SBarry Smith PetscErrorCode SNESSetLineSearchCheck_LS(SNES snes,FCN func,void *checkctx)
931c8dd0c0dSLois Curfman McInnes {
932c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
9334b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->CheckStep = func;
9344b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->checkP    = checkctx;
935c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
936c8dd0c0dSLois Curfman McInnes }
937c8dd0c0dSLois Curfman McInnes EXTERN_C_END
938c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */
93904d965bbSLois Curfman McInnes /*
9404b27c08aSLois Curfman McInnes    SNESPrintHelp_LS - Prints all options for the SNES_LS method.
941329e7e40SMatthew Knepley 
942329e7e40SMatthew Knepley    Input Parameter:
943329e7e40SMatthew Knepley .  snes - the SNES context
944329e7e40SMatthew Knepley 
945329e7e40SMatthew Knepley    Application Interface Routine: SNESPrintHelp()
946329e7e40SMatthew Knepley */
947329e7e40SMatthew Knepley #undef __FUNCT__
9484b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESPrintHelp_LS"
9496849ba73SBarry Smith static PetscErrorCode SNESPrintHelp_LS(SNES snes,char *p)
950329e7e40SMatthew Knepley {
9514b27c08aSLois Curfman McInnes   SNES_LS *ls = (SNES_LS *)snes->data;
952329e7e40SMatthew Knepley 
953329e7e40SMatthew Knepley   PetscFunctionBegin;
9544b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm," method SNES_LS (ls) for systems of nonlinear equations:\n");
9554b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls [cubic,quadratic,basic,basicnonorms,...]\n",p);
9564b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls_alpha <alpha> (default %g)\n",p,ls->alpha);
9574b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls_maxstep <max> (default %g)\n",p,ls->maxstep);
9584b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls_steptol <tol> (default %g)\n",p,ls->steptol);
959329e7e40SMatthew Knepley   PetscFunctionReturn(0);
960329e7e40SMatthew Knepley }
961329e7e40SMatthew Knepley 
962329e7e40SMatthew Knepley /*
9634b27c08aSLois Curfman McInnes    SNESView_LS - Prints info from the SNESLS data structure.
96404d965bbSLois Curfman McInnes 
96504d965bbSLois Curfman McInnes    Input Parameters:
96604d965bbSLois Curfman McInnes .  SNES - the SNES context
96704d965bbSLois Curfman McInnes .  viewer - visualization context
96804d965bbSLois Curfman McInnes 
96904d965bbSLois Curfman McInnes    Application Interface Routine: SNESView()
97004d965bbSLois Curfman McInnes */
9714a2ae208SSatish Balay #undef __FUNCT__
9724b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS"
9736849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer)
974a935fc98SLois Curfman McInnes {
9754b27c08aSLois Curfman McInnes   SNES_LS    *ls = (SNES_LS *)snes->data;
9762fc52814SBarry Smith   const char *cstr;
977dfbe8321SBarry Smith   PetscErrorCode ierr;
97832077d6dSBarry Smith   PetscTruth iascii;
979a935fc98SLois Curfman McInnes 
9803a40ed3dSBarry Smith   PetscFunctionBegin;
98132077d6dSBarry Smith   ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr);
98232077d6dSBarry Smith   if (iascii) {
98319bcc07fSBarry Smith     if (ls->LineSearch == SNESNoLineSearch)             cstr = "SNESNoLineSearch";
98419bcc07fSBarry Smith     else if (ls->LineSearch == SNESQuadraticLineSearch) cstr = "SNESQuadraticLineSearch";
98519bcc07fSBarry Smith     else if (ls->LineSearch == SNESCubicLineSearch)     cstr = "SNESCubicLineSearch";
98619bcc07fSBarry Smith     else                                                cstr = "unknown";
987b0a32e0cSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  line search variant: %s\n",cstr);CHKERRQ(ierr);
988b0a32e0cSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  alpha=%g, maxstep=%g, steptol=%g\n",ls->alpha,ls->maxstep,ls->steptol);CHKERRQ(ierr);
9895cd90555SBarry Smith   } else {
99079a5c55eSBarry Smith     SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name);
99119bcc07fSBarry Smith   }
9923a40ed3dSBarry Smith   PetscFunctionReturn(0);
993a935fc98SLois Curfman McInnes }
99404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
99504d965bbSLois Curfman McInnes /*
9964b27c08aSLois Curfman McInnes    SNESSetFromOptions_LS - Sets various parameters for the SNESLS method.
99704d965bbSLois Curfman McInnes 
99804d965bbSLois Curfman McInnes    Input Parameter:
99904d965bbSLois Curfman McInnes .  snes - the SNES context
100004d965bbSLois Curfman McInnes 
100104d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetFromOptions()
100204d965bbSLois Curfman McInnes */
10034a2ae208SSatish Balay #undef __FUNCT__
10044b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS"
10056849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes)
10065e42470aSBarry Smith {
10074b27c08aSLois Curfman McInnes   SNES_LS    *ls = (SNES_LS *)snes->data;
1008e5999256SBarry Smith   const char *lses[] = {"basic","basicnonorms","quadratic","cubic"};
1009dfbe8321SBarry Smith   PetscErrorCode ierr;
1010a7cc72afSBarry Smith   PetscInt indx;
1011f1af5d2fSBarry Smith   PetscTruth flg;
10125e42470aSBarry Smith 
10133a40ed3dSBarry Smith   PetscFunctionBegin;
1014b0a32e0cSBarry Smith   ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr);
10154b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr);
10164b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr);
10174b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_steptol","Step must be greater than","None",ls->steptol,&ls->steptol,0);CHKERRQ(ierr);
1018186905e3SBarry Smith 
101922e36657SBarry Smith     ierr = PetscOptionsEList("-snes_ls","Line search used","SNESSetLineSearch",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr);
102025cdf11fSBarry Smith     if (flg) {
102122e36657SBarry Smith       switch (indx) {
1022b49fd9e1SBarry Smith       case 0:
1023af2d14d2SLois Curfman McInnes         ierr = SNESSetLineSearch(snes,SNESNoLineSearch,PETSC_NULL);CHKERRQ(ierr);
1024b49fd9e1SBarry Smith         break;
1025b49fd9e1SBarry Smith       case 1:
1026af2d14d2SLois Curfman McInnes         ierr = SNESSetLineSearch(snes,SNESNoLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr);
1027b49fd9e1SBarry Smith         break;
1028b49fd9e1SBarry Smith       case 2:
1029af2d14d2SLois Curfman McInnes         ierr = SNESSetLineSearch(snes,SNESQuadraticLineSearch,PETSC_NULL);CHKERRQ(ierr);
1030b49fd9e1SBarry Smith         break;
1031b49fd9e1SBarry Smith       case 3:
1032af2d14d2SLois Curfman McInnes         ierr = SNESSetLineSearch(snes,SNESCubicLineSearch,PETSC_NULL);CHKERRQ(ierr);
1033b49fd9e1SBarry Smith         break;
10345e42470aSBarry Smith       }
10355e42470aSBarry Smith     }
1036b0a32e0cSBarry Smith   ierr = PetscOptionsTail();CHKERRQ(ierr);
10373a40ed3dSBarry Smith   PetscFunctionReturn(0);
10385e42470aSBarry Smith }
103904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
1040ebe3b25bSBarry Smith /*MC
1041ebe3b25bSBarry Smith       SNESLS - Newton based nonlinear solver that uses a line search
104204d965bbSLois Curfman McInnes 
1043ebe3b25bSBarry Smith    Options Database:
1044ebe3b25bSBarry Smith +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
1045ebe3b25bSBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
1046ebe3b25bSBarry Smith .   -snes_ls_maxstep <max> - Sets maxstep
1047ebe3b25bSBarry Smith -   -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code
1048ebe3b25bSBarry Smith                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
1049ebe3b25bSBarry Smith                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
105004d965bbSLois Curfman McInnes 
1051ebe3b25bSBarry Smith     Notes: This is the default nonlinear solver in SNES
105204d965bbSLois Curfman McInnes 
1053ee3001cbSBarry Smith    Level: beginner
1054ee3001cbSBarry Smith 
1055ebe3b25bSBarry Smith .seealso:  SNESCreate(), SNES, SNESSetType(), SNESTR, SNESSetLineSearch(),
1056ebe3b25bSBarry Smith            SNESSetLineSearchCheck(), SNESNoLineSearch(), SNESCubicLineSearch(), SNESQuadraticLineSearch(),
1057ebe3b25bSBarry Smith           SNESSetLineSearch(), SNESNoLineSearchNoNorms()
1058ebe3b25bSBarry Smith 
1059ebe3b25bSBarry Smith M*/
1060fb2e594dSBarry Smith EXTERN_C_BEGIN
10614a2ae208SSatish Balay #undef __FUNCT__
10624b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS"
1063dfbe8321SBarry Smith PetscErrorCode SNESCreate_LS(SNES snes)
10645e42470aSBarry Smith {
1065dfbe8321SBarry Smith   PetscErrorCode ierr;
10664b27c08aSLois Curfman McInnes   SNES_LS *neP;
10675e42470aSBarry Smith 
10683a40ed3dSBarry Smith   PetscFunctionBegin;
10694b27c08aSLois Curfman McInnes   snes->setup		= SNESSetUp_LS;
10704b27c08aSLois Curfman McInnes   snes->solve		= SNESSolve_LS;
10714b27c08aSLois Curfman McInnes   snes->destroy		= SNESDestroy_LS;
10724b27c08aSLois Curfman McInnes   snes->converged	= SNESConverged_LS;
10734b27c08aSLois Curfman McInnes   snes->printhelp       = SNESPrintHelp_LS;
10744b27c08aSLois Curfman McInnes   snes->setfromoptions  = SNESSetFromOptions_LS;
10754b27c08aSLois Curfman McInnes   snes->view            = SNESView_LS;
10765baf8537SBarry Smith   snes->nwork           = 0;
10775e42470aSBarry Smith 
10784b27c08aSLois Curfman McInnes   ierr                  = PetscNew(SNES_LS,&neP);CHKERRQ(ierr);
107952e6d16bSBarry Smith   ierr = PetscLogObjectMemory(snes,sizeof(SNES_LS));CHKERRQ(ierr);
10805e42470aSBarry Smith   snes->data    	= (void*)neP;
10815e42470aSBarry Smith   neP->alpha		= 1.e-4;
10825e42470aSBarry Smith   neP->maxstep		= 1.e8;
10835e42470aSBarry Smith   neP->steptol		= 1.e-12;
10845e42470aSBarry Smith   neP->LineSearch       = SNESCubicLineSearch;
1085c8dd0c0dSLois Curfman McInnes   neP->lsP              = PETSC_NULL;
1086c8dd0c0dSLois Curfman McInnes   neP->CheckStep        = PETSC_NULL;
1087c8dd0c0dSLois Curfman McInnes   neP->checkP           = PETSC_NULL;
108882bf6240SBarry Smith 
10895d1a10b1SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESSetLineSearch_C","SNESSetLineSearch_LS",SNESSetLineSearch_LS);CHKERRQ(ierr);
10905d1a10b1SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESSetLineSearchCheck_C","SNESSetLineSearchCheck_LS",SNESSetLineSearchCheck_LS);CHKERRQ(ierr);
109182bf6240SBarry Smith 
10923a40ed3dSBarry Smith   PetscFunctionReturn(0);
10935e42470aSBarry Smith }
1094fb2e594dSBarry Smith EXTERN_C_END
109582bf6240SBarry Smith 
109682bf6240SBarry Smith 
109782bf6240SBarry Smith 
1098