xref: /petsc/src/snes/impls/ls/ls.c (revision ee3001cbfc3b5da602ebcce39520084fd3aca24f)
173f4d377SMatthew Knepley /*$Id: ls.c,v 1.172 2001/08/07 03:04:11 balay Exp $*/
25e76c431SBarry Smith 
370f55243SBarry Smith #include "src/snes/impls/ls/ls.h"
45e42470aSBarry Smith 
58a5d9ee4SBarry Smith /*
68a5d9ee4SBarry Smith      Checks if J^T F = 0 which implies we've found a local minimum of the function,
78a5d9ee4SBarry Smith     but not a zero. In the case when one cannot compute J^T F we use the fact that
836669109SBarry Smith     0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More
936669109SBarry Smith     for this trick.
108a5d9ee4SBarry Smith */
114a2ae208SSatish Balay #undef __FUNCT__
124a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckLocalMin_Private"
138a5d9ee4SBarry Smith int SNESLSCheckLocalMin_Private(Mat A,Vec F,Vec W,PetscReal fnorm,PetscTruth *ismin)
148a5d9ee4SBarry Smith {
158a5d9ee4SBarry Smith   PetscReal  a1;
168a5d9ee4SBarry Smith   int        ierr;
1736669109SBarry Smith   PetscTruth hastranspose;
188a5d9ee4SBarry Smith 
198a5d9ee4SBarry Smith   PetscFunctionBegin;
208a5d9ee4SBarry Smith   *ismin = PETSC_FALSE;
2136669109SBarry Smith   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
2236669109SBarry Smith   if (hastranspose) {
238a5d9ee4SBarry Smith     /* Compute || J^T F|| */
248a5d9ee4SBarry Smith     ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr);
258a5d9ee4SBarry Smith     ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr);
264b27c08aSLois Curfman McInnes     PetscLogInfo(0,"SNESSolve_LS: || J^T F|| %g near zero implies found a local minimum\n",a1/fnorm);
278a5d9ee4SBarry Smith     if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE;
2836669109SBarry Smith   } else {
2936669109SBarry Smith     Vec       work;
30ea709b57SSatish Balay     PetscScalar    result;
3136669109SBarry Smith     PetscReal wnorm;
3236669109SBarry Smith 
3336669109SBarry Smith     ierr = VecSetRandom(PETSC_NULL,W);CHKERRQ(ierr);
3436669109SBarry Smith     ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr);
3536669109SBarry Smith     ierr = VecDuplicate(W,&work);CHKERRQ(ierr);
3636669109SBarry Smith     ierr = MatMult(A,W,work);CHKERRQ(ierr);
3736669109SBarry Smith     ierr = VecDot(F,work,&result);CHKERRQ(ierr);
3836669109SBarry Smith     ierr = VecDestroy(work);CHKERRQ(ierr);
3936669109SBarry Smith     a1   = PetscAbsScalar(result)/(fnorm*wnorm);
404b27c08aSLois Curfman McInnes     PetscLogInfo(0,"SNESSolve_LS: (F^T J random)/(|| F ||*||random|| %g near zero implies found a local minimum\n",a1);
4136669109SBarry Smith     if (a1 < 1.e-4) *ismin = PETSC_TRUE;
4236669109SBarry Smith   }
438a5d9ee4SBarry Smith   PetscFunctionReturn(0);
448a5d9ee4SBarry Smith }
458a5d9ee4SBarry Smith 
4674637425SBarry Smith /*
475ed2d596SBarry Smith      Checks if J^T(F - J*X) = 0
4874637425SBarry Smith */
494a2ae208SSatish Balay #undef __FUNCT__
504a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckResidual_Private"
5174637425SBarry Smith int SNESLSCheckResidual_Private(Mat A,Vec F,Vec X,Vec W1,Vec W2)
5274637425SBarry Smith {
5374637425SBarry Smith   PetscReal     a1,a2;
5474637425SBarry Smith   int           ierr;
5574637425SBarry Smith   PetscTruth    hastranspose;
56ea709b57SSatish Balay   PetscScalar   mone = -1.0;
5774637425SBarry Smith 
5874637425SBarry Smith   PetscFunctionBegin;
5974637425SBarry Smith   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
6074637425SBarry Smith   if (hastranspose) {
6174637425SBarry Smith     ierr = MatMult(A,X,W1);CHKERRQ(ierr);
6274637425SBarry Smith     ierr = VecAXPY(&mone,F,W1);CHKERRQ(ierr);
6374637425SBarry Smith 
6474637425SBarry Smith     /* Compute || J^T W|| */
6574637425SBarry Smith     ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr);
6674637425SBarry Smith     ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr);
6774637425SBarry Smith     ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr);
689994e62eSSatish Balay     if (a1 != 0) {
694b27c08aSLois Curfman McInnes       PetscLogInfo(0,"SNESSolve_LS: ||J^T(F-Ax)||/||F-AX|| %g near zero implies inconsistent rhs\n",a2/a1);
7085471664SBarry Smith     }
7174637425SBarry Smith   }
7274637425SBarry Smith   PetscFunctionReturn(0);
7374637425SBarry Smith }
7474637425SBarry Smith 
7504d965bbSLois Curfman McInnes /*  --------------------------------------------------------------------
7604d965bbSLois Curfman McInnes 
7704d965bbSLois Curfman McInnes      This file implements a truncated Newton method with a line search,
7894b7f48cSBarry Smith      for solving a system of nonlinear equations, using the KSP, Vec,
7904d965bbSLois Curfman McInnes      and Mat interfaces for linear solvers, vectors, and matrices,
8004d965bbSLois Curfman McInnes      respectively.
8104d965bbSLois Curfman McInnes 
82fe6c6bacSLois Curfman McInnes      The following basic routines are required for each nonlinear solver:
8304d965bbSLois Curfman McInnes           SNESCreate_XXX()          - Creates a nonlinear solver context
8404d965bbSLois Curfman McInnes           SNESSetFromOptions_XXX()  - Sets runtime options
85fe6c6bacSLois Curfman McInnes           SNESSolve_XXX()           - Solves the nonlinear system
8604d965bbSLois Curfman McInnes           SNESDestroy_XXX()         - Destroys the nonlinear solver context
8704d965bbSLois Curfman McInnes      The suffix "_XXX" denotes a particular implementation, in this case
884b27c08aSLois Curfman McInnes      we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving
894b27c08aSLois Curfman McInnes      systems of nonlinear equations with a line search (LS) method.
9004d965bbSLois Curfman McInnes      These routines are actually called via the common user interface
9104d965bbSLois Curfman McInnes      routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and
9204d965bbSLois Curfman McInnes      SNESDestroy(), so the application code interface remains identical
9304d965bbSLois Curfman McInnes      for all nonlinear solvers.
9404d965bbSLois Curfman McInnes 
9504d965bbSLois Curfman McInnes      Another key routine is:
9604d965bbSLois Curfman McInnes           SNESSetUp_XXX()           - Prepares for the use of a nonlinear solver
9704d965bbSLois Curfman McInnes      by setting data structures and options.   The interface routine SNESSetUp()
9804d965bbSLois Curfman McInnes      is not usually called directly by the user, but instead is called by
9904d965bbSLois Curfman McInnes      SNESSolve() if necessary.
10004d965bbSLois Curfman McInnes 
10104d965bbSLois Curfman McInnes      Additional basic routines are:
10204d965bbSLois Curfman McInnes           SNESView_XXX()            - Prints details of runtime options that
10304d965bbSLois Curfman McInnes                                       have actually been used.
10404d965bbSLois Curfman McInnes      These are called by application codes via the interface routines
105186905e3SBarry Smith      SNESView().
10604d965bbSLois Curfman McInnes 
10704d965bbSLois Curfman McInnes      The various types of solvers (preconditioners, Krylov subspace methods,
10804d965bbSLois Curfman McInnes      nonlinear solvers, timesteppers) are all organized similarly, so the
10904d965bbSLois Curfman McInnes      above description applies to these categories also.
11004d965bbSLois Curfman McInnes 
11104d965bbSLois Curfman McInnes     -------------------------------------------------------------------- */
1125e42470aSBarry Smith /*
1134b27c08aSLois Curfman McInnes    SNESSolve_LS - Solves a nonlinear system with a truncated Newton
11404d965bbSLois Curfman McInnes    method with a line search.
1155e76c431SBarry Smith 
11604d965bbSLois Curfman McInnes    Input Parameters:
11704d965bbSLois Curfman McInnes .  snes - the SNES context
1185e76c431SBarry Smith 
11904d965bbSLois Curfman McInnes    Output Parameter:
120c2a78f1aSLois Curfman McInnes .  outits - number of iterations until termination
12104d965bbSLois Curfman McInnes 
12204d965bbSLois Curfman McInnes    Application Interface Routine: SNESSolve()
1235e76c431SBarry Smith 
1245e76c431SBarry Smith    Notes:
1255e76c431SBarry Smith    This implements essentially a truncated Newton method with a
1265e76c431SBarry Smith    line search.  By default a cubic backtracking line search
1275e76c431SBarry Smith    is employed, as described in the text "Numerical Methods for
1285e76c431SBarry Smith    Unconstrained Optimization and Nonlinear Equations" by Dennis
129393d2d9aSLois Curfman McInnes    and Schnabel.
1305e76c431SBarry Smith */
1314a2ae208SSatish Balay #undef __FUNCT__
1324b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSolve_LS"
133c9780b6fSBarry Smith int SNESSolve_LS(SNES snes)
1345e76c431SBarry Smith {
1354b27c08aSLois Curfman McInnes   SNES_LS      *neP = (SNES_LS*)snes->data;
13684c569c9SBarry Smith   int          maxits,i,ierr,lits,lsfail;
137112a2221SBarry Smith   MatStructure flg = DIFFERENT_NONZERO_PATTERN;
138329f5518SBarry Smith   PetscReal    fnorm,gnorm,xnorm,ynorm;
1395e42470aSBarry Smith   Vec          Y,X,F,G,W,TMP;
140c293cc10SBarry Smith   KSP          ksp;
1415e76c431SBarry Smith 
1423a40ed3dSBarry Smith   PetscFunctionBegin;
14394b7f48cSBarry Smith   ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr);
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;
1554c49b128SBarry Smith   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
1565334005bSBarry Smith   ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);  /*  F(X)      */
157cddf8d76SBarry Smith   ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);	/* fnorm <- ||F||  */
1580f5bd95cSBarry Smith   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
1595e42470aSBarry Smith   snes->norm = fnorm;
1600f5bd95cSBarry Smith   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
16184c569c9SBarry Smith   SNESLogConvHistory(snes,fnorm,0);
16294a424c1SBarry Smith   SNESMonitor(snes,0,fnorm);
1635e76c431SBarry Smith 
164c9780b6fSBarry Smith   if (fnorm < snes->atol) {snes->reason = SNES_CONVERGED_FNORM_ABS; PetscFunctionReturn(0);}
16594a9d846SBarry Smith 
166d034289bSBarry Smith   /* set parameter for default relative tolerance convergence test */
167d034289bSBarry Smith   snes->ttol = fnorm*snes->rtol;
168d034289bSBarry Smith 
1695e76c431SBarry Smith   for (i=0; i<maxits; i++) {
1705e76c431SBarry Smith 
171329e7e40SMatthew Knepley     /* Call general purpose update function */
172de8cb200SMatthew Knepley     if (snes->update != PETSC_NULL) {
173329e7e40SMatthew Knepley       ierr = (*snes->update)(snes, snes->iter);CHKERRQ(ierr);
174de8cb200SMatthew Knepley     }
175329e7e40SMatthew Knepley 
176ea4d3ed3SLois Curfman McInnes     /* Solve J Y = F, where J is Jacobian matrix */
1775334005bSBarry Smith     ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr);
17894b7f48cSBarry Smith     ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr);
17994b7f48cSBarry Smith     ierr = KSPSetRhs(snes->ksp,F);CHKERRQ(ierr);
18094b7f48cSBarry Smith     ierr = KSPSetSolution(snes->ksp,Y);CHKERRQ(ierr);
18194b7f48cSBarry Smith     ierr = KSPSolve(snes->ksp);CHKERRQ(ierr);
182c293cc10SBarry Smith     ierr = KSPGetIterationNumber(ksp,&lits);CHKERRQ(ierr);
18374637425SBarry Smith 
184b0a32e0cSBarry Smith     if (PetscLogPrintInfo){
18574637425SBarry Smith       ierr = SNESLSCheckResidual_Private(snes->jacobian,F,Y,G,W);CHKERRQ(ierr);
18685471664SBarry Smith     }
18774637425SBarry Smith 
18890cbd584SBarry Smith     /* should check what happened to the linear solve? */
1893505fcc1SBarry Smith     snes->linear_its += lits;
1904b27c08aSLois Curfman McInnes     PetscLogInfo(snes,"SNESSolve_LS: iter=%d, linear solve iterations=%d\n",snes->iter,lits);
191ea4d3ed3SLois Curfman McInnes 
192ea4d3ed3SLois Curfman McInnes     /* Compute a (scaled) negative update in the line search routine:
193ea4d3ed3SLois Curfman McInnes          Y <- X - lambda*Y
194ea4d3ed3SLois Curfman McInnes        and evaluate G(Y) = function(Y))
195ea4d3ed3SLois Curfman McInnes     */
19681b6cf68SLois Curfman McInnes     ierr = VecCopy(Y,snes->vec_sol_update_always);CHKERRQ(ierr);
197af2d14d2SLois Curfman McInnes     ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lsfail);CHKERRQ(ierr);
1984b27c08aSLois Curfman McInnes     PetscLogInfo(snes,"SNESSolve_LS: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lsfail=%d\n",fnorm,gnorm,ynorm,lsfail);
199a3b891d8SBarry Smith 
200a3b891d8SBarry Smith     TMP = F; F = G; snes->vec_func_always = F; G = TMP;
201a3b891d8SBarry Smith     TMP = X; X = Y; snes->vec_sol_always = X;  Y = TMP;
202a3b891d8SBarry Smith     fnorm = gnorm;
203a3b891d8SBarry Smith 
2045ed2d596SBarry Smith     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
2055ed2d596SBarry Smith     snes->iter = i+1;
2065ed2d596SBarry Smith     snes->norm = fnorm;
2075ed2d596SBarry Smith     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
2085ed2d596SBarry Smith     SNESLogConvHistory(snes,fnorm,lits);
2095ed2d596SBarry Smith     SNESMonitor(snes,i+1,fnorm);
2105ed2d596SBarry Smith 
2113505fcc1SBarry Smith     if (lsfail) {
2128a5d9ee4SBarry Smith       PetscTruth ismin;
21350ffb88aSMatthew Knepley 
21450ffb88aSMatthew Knepley       if (++snes->numFailures >= snes->maxFailures) {
2153505fcc1SBarry Smith         snes->reason = SNES_DIVERGED_LS_FAILURE;
2168a5d9ee4SBarry Smith         ierr = SNESLSCheckLocalMin_Private(snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr);
2178a5d9ee4SBarry Smith         if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
2183505fcc1SBarry Smith         break;
2193505fcc1SBarry Smith       }
22050ffb88aSMatthew Knepley     }
2215e76c431SBarry Smith 
2225e76c431SBarry Smith     /* Test for convergence */
22329e0b56fSBarry Smith     if (snes->converged) {
22429e0b56fSBarry Smith       ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr);	/* xnorm = || X || */
2253505fcc1SBarry Smith       ierr = (*snes->converged)(snes,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
2263505fcc1SBarry Smith       if (snes->reason) {
22716c95cacSBarry Smith         break;
22816c95cacSBarry Smith       }
22916c95cacSBarry Smith     }
23029e0b56fSBarry Smith   }
23139e2f89bSBarry Smith   if (X != snes->vec_sol) {
232393d2d9aSLois Curfman McInnes     ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr);
233e15f7bb5SBarry Smith   }
234e15f7bb5SBarry Smith   if (F != snes->vec_func) {
235e15f7bb5SBarry Smith     ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr);
236e15f7bb5SBarry Smith   }
23739e2f89bSBarry Smith   snes->vec_sol_always  = snes->vec_sol;
23839e2f89bSBarry Smith   snes->vec_func_always = snes->vec_func;
23952392280SLois Curfman McInnes   if (i == maxits) {
2404b27c08aSLois Curfman McInnes     PetscLogInfo(snes,"SNESSolve_LS: Maximum number of iterations has been reached: %d\n",maxits);
2413505fcc1SBarry Smith     snes->reason = SNES_DIVERGED_MAX_IT;
24252392280SLois Curfman McInnes   }
2433a40ed3dSBarry Smith   PetscFunctionReturn(0);
2445e76c431SBarry Smith }
24504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
24604d965bbSLois Curfman McInnes /*
2474b27c08aSLois Curfman McInnes    SNESSetUp_LS - Sets up the internal data structures for the later use
2484b27c08aSLois Curfman McInnes    of the SNESLS nonlinear solver.
24904d965bbSLois Curfman McInnes 
25004d965bbSLois Curfman McInnes    Input Parameter:
25104d965bbSLois Curfman McInnes .  snes - the SNES context
25204d965bbSLois Curfman McInnes .  x - the solution vector
25304d965bbSLois Curfman McInnes 
25404d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetUp()
25504d965bbSLois Curfman McInnes 
25604d965bbSLois Curfman McInnes    Notes:
2574b27c08aSLois Curfman McInnes    For basic use of the SNES solvers, the user need not explicitly call
25804d965bbSLois Curfman McInnes    SNESSetUp(), since these actions will automatically occur during
25904d965bbSLois Curfman McInnes    the call to SNESSolve().
26004d965bbSLois Curfman McInnes  */
2614a2ae208SSatish Balay #undef __FUNCT__
2624b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS"
2634b27c08aSLois Curfman McInnes int SNESSetUp_LS(SNES snes)
2645e76c431SBarry Smith {
2655e42470aSBarry Smith   int ierr;
2663a40ed3dSBarry Smith 
2673a40ed3dSBarry Smith   PetscFunctionBegin;
26881b6cf68SLois Curfman McInnes   snes->nwork = 4;
269d7e8b826SBarry Smith   ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr);
270b0a32e0cSBarry Smith   PetscLogObjectParents(snes,snes->nwork,snes->work);
27181b6cf68SLois Curfman McInnes   snes->vec_sol_update_always = snes->work[3];
2723a40ed3dSBarry Smith   PetscFunctionReturn(0);
2735e76c431SBarry Smith }
27404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
27504d965bbSLois Curfman McInnes /*
2764b27c08aSLois Curfman McInnes    SNESDestroy_LS - Destroys the private SNES_LS context that was created
2774b27c08aSLois Curfman McInnes    with SNESCreate_LS().
27804d965bbSLois Curfman McInnes 
27904d965bbSLois Curfman McInnes    Input Parameter:
28004d965bbSLois Curfman McInnes .  snes - the SNES context
28104d965bbSLois Curfman McInnes 
282de49b36dSLois Curfman McInnes    Application Interface Routine: SNESDestroy()
28304d965bbSLois Curfman McInnes  */
2844a2ae208SSatish Balay #undef __FUNCT__
2854b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS"
2864b27c08aSLois Curfman McInnes int SNESDestroy_LS(SNES snes)
2875e76c431SBarry Smith {
288393d2d9aSLois Curfman McInnes   int  ierr;
2893a40ed3dSBarry Smith 
2903a40ed3dSBarry Smith   PetscFunctionBegin;
2915baf8537SBarry Smith   if (snes->nwork) {
2924b0e389bSBarry Smith     ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr);
29321c89e3eSBarry Smith   }
2945c704376SSatish Balay   ierr = PetscFree(snes->data);CHKERRQ(ierr);
2953a40ed3dSBarry Smith   PetscFunctionReturn(0);
2965e76c431SBarry Smith }
29704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
2984a2ae208SSatish Balay #undef __FUNCT__
2994a2ae208SSatish Balay #define __FUNCT__ "SNESNoLineSearch"
30082bf6240SBarry Smith 
3014b828684SBarry Smith /*@C
3025e42470aSBarry Smith    SNESNoLineSearch - This routine is not a line search at all;
3035e76c431SBarry Smith    it simply uses the full Newton step.  Thus, this routine is intended
3045e76c431SBarry Smith    to serve as a template and is not recommended for general use.
3055e76c431SBarry Smith 
306c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
307c7afd0dbSLois Curfman McInnes 
3085e76c431SBarry Smith    Input Parameters:
309c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
310af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
3115e76c431SBarry Smith .  x - current iterate
3125e76c431SBarry Smith .  f - residual evaluated at x
3135e76c431SBarry Smith .  y - search direction (contains new iterate on output)
3145e76c431SBarry Smith .  w - work vector
315c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
3165e76c431SBarry Smith 
317c4a48953SLois Curfman McInnes    Output Parameters:
318c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
3195e76c431SBarry Smith .  y - new iterate (contains search direction on input)
3205e76c431SBarry Smith .  gnorm - 2-norm of g
3215e76c431SBarry Smith .  ynorm - 2-norm of search length
322c7afd0dbSLois Curfman McInnes -  flag - set to 0, indicating a successful line search
323fee21e36SBarry Smith 
324c4a48953SLois Curfman McInnes    Options Database Key:
3254b27c08aSLois Curfman McInnes .  -snes_ls basic - Activates SNESNoLineSearch()
326c4a48953SLois Curfman McInnes 
32736851e7fSLois Curfman McInnes    Level: advanced
32836851e7fSLois Curfman McInnes 
32928ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
33028ae5a21SLois Curfman McInnes 
331f59ffdedSLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(),
332af2d14d2SLois Curfman McInnes           SNESSetLineSearch(), SNESNoLineSearchNoNorms()
3335e76c431SBarry Smith @*/
3345d1a10b1SBarry Smith int SNESNoLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag)
3355e76c431SBarry Smith {
3365e42470aSBarry Smith   int         ierr;
337ea709b57SSatish Balay   PetscScalar mone = -1.0;
3384b27c08aSLois Curfman McInnes   SNES_LS     *neP = (SNES_LS*)snes->data;
3398f99978dSLois Curfman McInnes   PetscTruth  change_y = PETSC_FALSE;
3405334005bSBarry Smith 
3413a40ed3dSBarry Smith   PetscFunctionBegin;
342761aaf1bSLois Curfman McInnes   *flag = 0;
343d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
344a3b38805SLois Curfman McInnes   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);  /* ynorm = || y || */
345ea4d3ed3SLois Curfman McInnes   ierr = VecAYPX(&mone,x,y);CHKERRQ(ierr);            /* y <- y - x      */
3468f99978dSLois Curfman McInnes   if (neP->CheckStep) {
3478f99978dSLois Curfman McInnes    ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr);
3488f99978dSLois Curfman McInnes   }
349ea4d3ed3SLois Curfman McInnes   ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); /* Compute F(y)    */
350a3b38805SLois Curfman McInnes   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);  /* gnorm = || g || */
351d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
3523a40ed3dSBarry Smith   PetscFunctionReturn(0);
3535e76c431SBarry Smith }
35404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
3554a2ae208SSatish Balay #undef __FUNCT__
3564a2ae208SSatish Balay #define __FUNCT__ "SNESNoLineSearchNoNorms"
35782bf6240SBarry Smith 
35829e0b56fSBarry Smith /*@C
35929e0b56fSBarry Smith    SNESNoLineSearchNoNorms - This routine is not a line search at
36029e0b56fSBarry Smith    all; it simply uses the full Newton step. This version does not
36129e0b56fSBarry Smith    even compute the norm of the function or search direction; this
36229e0b56fSBarry Smith    is intended only when you know the full step is fine and are
36329e0b56fSBarry Smith    not checking for convergence of the nonlinear iteration (for
364c7afd0dbSLois Curfman McInnes    example, you are running always for a fixed number of Newton steps).
365c7afd0dbSLois Curfman McInnes 
366c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
36729e0b56fSBarry Smith 
36829e0b56fSBarry Smith    Input Parameters:
369c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
370af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
37129e0b56fSBarry Smith .  x - current iterate
37229e0b56fSBarry Smith .  f - residual evaluated at x
37329e0b56fSBarry Smith .  y - search direction (contains new iterate on output)
37429e0b56fSBarry Smith .  w - work vector
375c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
37629e0b56fSBarry Smith 
37729e0b56fSBarry Smith    Output Parameters:
378c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
37929e0b56fSBarry Smith .  gnorm - not changed
38029e0b56fSBarry Smith .  ynorm - not changed
381c7afd0dbSLois Curfman McInnes -  flag - set to 0, indicating a successful line search
382fee21e36SBarry Smith 
38329e0b56fSBarry Smith    Options Database Key:
3844b27c08aSLois Curfman McInnes .  -snes_ls basicnonorms - Activates SNESNoLineSearchNoNorms()
38529e0b56fSBarry Smith 
3868cbba510SBarry Smith    Notes:
387ea56f5baSLois Curfman McInnes    SNESNoLineSearchNoNorms() must be used in conjunction with
388ea56f5baSLois Curfman McInnes    either the options
389ea56f5baSLois Curfman McInnes $     -snes_no_convergence_test -snes_max_it <its>
390ea56f5baSLois Curfman McInnes    or alternatively a user-defined custom test set via
391329f5518SBarry Smith    SNESSetConvergenceTest(); or a -snes_max_it of 1,
392329f5518SBarry Smith    otherwise, the SNES solver will generate an error.
393329f5518SBarry Smith 
394329f5518SBarry Smith    During the final iteration this will not evaluate the function at
395329f5518SBarry Smith    the solution point. This is to save a function evaluation while
396329f5518SBarry Smith    using pseudo-timestepping.
3978cbba510SBarry Smith 
398ea56f5baSLois Curfman McInnes    The residual norms printed by monitoring routines such as
399ea56f5baSLois Curfman McInnes    SNESDefaultMonitor() (as activated via -snes_monitor) will not be
400ea56f5baSLois Curfman McInnes    correct, since they are not computed.
401ea56f5baSLois Curfman McInnes 
402ea56f5baSLois Curfman McInnes    Level: advanced
4038cbba510SBarry Smith 
40429e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic
40529e0b56fSBarry Smith 
40629e0b56fSBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(),
40729e0b56fSBarry Smith           SNESSetLineSearch(), SNESNoLineSearch()
40829e0b56fSBarry Smith @*/
4095d1a10b1SBarry Smith int SNESNoLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag)
41029e0b56fSBarry Smith {
41129e0b56fSBarry Smith   int         ierr;
412ea709b57SSatish Balay   PetscScalar mone = -1.0;
4134b27c08aSLois Curfman McInnes   SNES_LS     *neP = (SNES_LS*)snes->data;
4148f99978dSLois Curfman McInnes   PetscTruth  change_y = PETSC_FALSE;
41529e0b56fSBarry Smith 
4163a40ed3dSBarry Smith   PetscFunctionBegin;
4178cbba510SBarry Smith   *flag = 0;
418d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
41929e0b56fSBarry Smith   ierr = VecAYPX(&mone,x,y);CHKERRQ(ierr);            /* y <- y - x      */
4208f99978dSLois Curfman McInnes   if (neP->CheckStep) {
4218f99978dSLois Curfman McInnes    ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr);
4228f99978dSLois Curfman McInnes   }
423329f5518SBarry Smith 
424329f5518SBarry Smith   /* don't evaluate function the last time through */
425329f5518SBarry Smith   if (snes->iter < snes->max_its-1) {
42629e0b56fSBarry Smith     ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); /* Compute F(y)    */
427329f5518SBarry Smith   }
428d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
4293a40ed3dSBarry Smith   PetscFunctionReturn(0);
43029e0b56fSBarry Smith }
43104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
4324a2ae208SSatish Balay #undef __FUNCT__
4334a2ae208SSatish Balay #define __FUNCT__ "SNESCubicLineSearch"
4344b828684SBarry Smith /*@C
435f525115eSLois Curfman McInnes    SNESCubicLineSearch - Performs a cubic line search (default line search method).
4365e76c431SBarry Smith 
437c7afd0dbSLois Curfman McInnes    Collective on SNES
438c7afd0dbSLois Curfman McInnes 
4395e76c431SBarry Smith    Input Parameters:
440c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
441af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
4425e76c431SBarry Smith .  x - current iterate
4435e76c431SBarry Smith .  f - residual evaluated at x
4445e76c431SBarry Smith .  y - search direction (contains new iterate on output)
4455e76c431SBarry Smith .  w - work vector
446c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
4475e76c431SBarry Smith 
448393d2d9aSLois Curfman McInnes    Output Parameters:
449c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4505e76c431SBarry Smith .  y - new iterate (contains search direction on input)
4515e76c431SBarry Smith .  gnorm - 2-norm of g
4525e76c431SBarry Smith .  ynorm - 2-norm of search length
453c7afd0dbSLois Curfman McInnes -  flag - 0 if line search succeeds; -1 on failure.
454fee21e36SBarry Smith 
455c4a48953SLois Curfman McInnes    Options Database Key:
4564b27c08aSLois Curfman McInnes $  -snes_ls cubic - Activates SNESCubicLineSearch()
457c4a48953SLois Curfman McInnes 
4585e76c431SBarry Smith    Notes:
4595e76c431SBarry Smith    This line search is taken from "Numerical Methods for Unconstrained
4605e76c431SBarry Smith    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
4615e76c431SBarry Smith 
46236851e7fSLois Curfman McInnes    Level: advanced
46336851e7fSLois Curfman McInnes 
46428ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
46528ae5a21SLois Curfman McInnes 
466af2d14d2SLois Curfman McInnes .seealso: SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms()
4675e76c431SBarry Smith @*/
4685d1a10b1SBarry Smith int SNESCubicLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag)
4695e76c431SBarry Smith {
470406556e6SLois Curfman McInnes   /*
471406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
472406556e6SLois Curfman McInnes      minimization problem:
473406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
474406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
475406556e6SLois Curfman McInnes    */
476406556e6SLois Curfman McInnes 
4775ca10a37SBarry Smith   PetscReal   steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength;
478329f5518SBarry Smith   PetscReal   maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg;
479aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
480ea709b57SSatish Balay   PetscScalar cinitslope,clambda;
4816b5873e3SBarry Smith #endif
4825e42470aSBarry Smith   int         ierr,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);
489761aaf1bSLois Curfman McInnes   *flag   = 0;
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);
50063b9fa5eSBarry Smith     *flag  = -1;
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 */
562b0a32e0cSBarry 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);
565761aaf1bSLois Curfman McInnes       *flag = -1; 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
59178b31e54SBarry Smith     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
592cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
5935ed2d596SBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */
594393d2d9aSLois Curfman McInnes       ierr = VecCopy(w,y);CHKERRQ(ierr);
5955ed2d596SBarry Smith       PetscLogInfo(snes,"SNESCubicLineSearch: Cubically determined step, lambda=%18.16e\n",lambda);
5962715565aSLois Curfman McInnes       goto theend1;
5972b022350SLois Curfman McInnes     } else {
5985ed2d596SBarry Smith       PetscLogInfo(snes,"SNESCubicLineSearch: Cubic step no good, shrinking lambda,  lambda=%18.16e\n",lambda);
5995e76c431SBarry Smith     }
6005e76c431SBarry Smith     count++;
6015e76c431SBarry Smith   }
6028229bfc2SMatthew Knepley   if (count >= 10000) {
603cd7625f8SBarry Smith     SETERRQ(PETSC_ERR_LIB, "Lambda was decreased more than 10,000 times, so something is probably wrong with the function evaluation");
6048229bfc2SMatthew Knepley   }
605ad922ac9SBarry Smith   theend1:
6068f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
6078f99978dSLois Curfman McInnes   if (neP->CheckStep) {
6088f99978dSLois Curfman McInnes     ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr);
6098f99978dSLois Curfman McInnes     if (change_y == PETSC_TRUE) { /* recompute the function if the step has changed */
6108f99978dSLois Curfman McInnes       ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr);
6118f99978dSLois Curfman McInnes       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
6128f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
6138f99978dSLois Curfman McInnes       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
6148f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
6158f99978dSLois Curfman McInnes     }
6168f99978dSLois Curfman McInnes   }
617d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6183a40ed3dSBarry Smith   PetscFunctionReturn(0);
6195e76c431SBarry Smith }
62004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
6214a2ae208SSatish Balay #undef __FUNCT__
6224a2ae208SSatish Balay #define __FUNCT__ "SNESQuadraticLineSearch"
6234b828684SBarry Smith /*@C
624f525115eSLois Curfman McInnes    SNESQuadraticLineSearch - Performs a quadratic line search.
6255e76c431SBarry Smith 
626c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
627c7afd0dbSLois Curfman McInnes 
6285e42470aSBarry Smith    Input Parameters:
629c7afd0dbSLois Curfman McInnes +  snes - the SNES context
630af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
6315e42470aSBarry Smith .  x - current iterate
6325e42470aSBarry Smith .  f - residual evaluated at x
6335e42470aSBarry Smith .  y - search direction (contains new iterate on output)
6345e42470aSBarry Smith .  w - work vector
635c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
6365e42470aSBarry Smith 
637c4a48953SLois Curfman McInnes    Output Parameters:
638c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
6395e42470aSBarry Smith .  y - new iterate (contains search direction on input)
6405e42470aSBarry Smith .  gnorm - 2-norm of g
6415e42470aSBarry Smith .  ynorm - 2-norm of search length
642c7afd0dbSLois Curfman McInnes -  flag - 0 if line search succeeds; -1 on failure.
643fee21e36SBarry Smith 
644c4a48953SLois Curfman McInnes    Options Database Key:
6454b27c08aSLois Curfman McInnes .  -snes_ls quadratic - Activates SNESQuadraticLineSearch()
646c4a48953SLois Curfman McInnes 
6475e42470aSBarry Smith    Notes:
6484b27c08aSLois Curfman McInnes    Use SNESSetLineSearch() to set this routine within the SNESLS method.
6495e42470aSBarry Smith 
65036851e7fSLois Curfman McInnes    Level: advanced
65136851e7fSLois Curfman McInnes 
652f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search
653f59ffdedSLois Curfman McInnes 
654af2d14d2SLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms()
6555e42470aSBarry Smith @*/
6565d1a10b1SBarry Smith int SNESQuadraticLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag)
6575e76c431SBarry Smith {
658406556e6SLois Curfman McInnes   /*
659406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
660406556e6SLois Curfman McInnes      minimization problem:
661406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
662406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2.
663406556e6SLois Curfman McInnes    */
6645ca10a37SBarry Smith   PetscReal   steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg,rellength;
665aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
666ea709b57SSatish Balay   PetscScalar cinitslope,clambda;
6676b5873e3SBarry Smith #endif
6685e42470aSBarry Smith   int         ierr,count;
6694b27c08aSLois Curfman McInnes   SNES_LS     *neP = (SNES_LS*)snes->data;
670ea709b57SSatish Balay   PetscScalar mone = -1.0,scale;
6718f99978dSLois Curfman McInnes   PetscTruth  change_y = PETSC_FALSE;
6725e76c431SBarry Smith 
6733a40ed3dSBarry Smith   PetscFunctionBegin;
674d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
675761aaf1bSLois Curfman McInnes   *flag   = 0;
6765e42470aSBarry Smith   alpha   = neP->alpha;
6775e42470aSBarry Smith   maxstep = neP->maxstep;
6785e42470aSBarry Smith   steptol = neP->steptol;
6795e76c431SBarry Smith 
6803505fcc1SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
68163b9fa5eSBarry Smith   if (*ynorm == 0.0) {
682b0a32e0cSBarry Smith     PetscLogInfo(snes,"SNESQuadraticLineSearch: Search direction and size is 0\n");
683b37302c6SLois Curfman McInnes     *gnorm = fnorm;
684b37302c6SLois Curfman McInnes     ierr   = VecCopy(x,y);CHKERRQ(ierr);
685b37302c6SLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
68663b9fa5eSBarry Smith     *flag  = -1;
687ad922ac9SBarry Smith     goto theend2;
68894a9d846SBarry Smith   }
6895e42470aSBarry Smith   if (*ynorm > maxstep) {	/* Step too big, so scale back */
6905e42470aSBarry Smith     scale = maxstep/(*ynorm);
691393d2d9aSLois Curfman McInnes     ierr = VecScale(&scale,y);CHKERRQ(ierr);
6925e42470aSBarry Smith     *ynorm = maxstep;
6935e76c431SBarry Smith   }
694ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
6955ca10a37SBarry Smith   minlambda = steptol/rellength;
696a703fe33SLois Curfman McInnes   ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
697aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
698a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
699329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
7005e42470aSBarry Smith #else
701a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&initslope);CHKERRQ(ierr);
7025e42470aSBarry Smith #endif
7035e42470aSBarry Smith   if (initslope > 0.0) initslope = -initslope;
7045e42470aSBarry Smith   if (initslope == 0.0) initslope = -1.0;
7055e42470aSBarry Smith 
706393d2d9aSLois Curfman McInnes   ierr = VecCopy(y,w);CHKERRQ(ierr);
7075334005bSBarry Smith   ierr = VecAYPX(&mone,x,w);CHKERRQ(ierr);
70878b31e54SBarry Smith   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
709cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
7105d1a10b1SBarry Smith   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */
711393d2d9aSLois Curfman McInnes     ierr = VecCopy(w,y);CHKERRQ(ierr);
712b0a32e0cSBarry Smith     PetscLogInfo(snes,"SNESQuadraticLineSearch: Using full step\n");
713ad922ac9SBarry Smith     goto theend2;
7145e42470aSBarry Smith   }
7155e42470aSBarry Smith 
7165e42470aSBarry Smith   /* Fit points with quadratic */
717313b5538SBarry Smith   lambda = 1.0;
7185e42470aSBarry Smith   count = 1;
7195ca10a37SBarry Smith   while (PETSC_TRUE) {
7205e42470aSBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
721b0a32e0cSBarry Smith       PetscLogInfo(snes,"SNESQuadraticLineSearch:Unable to find good step length! %d \n",count);
722b0a32e0cSBarry Smith       PetscLogInfo(snes,"SNESQuadraticLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",fnorm,*gnorm,*ynorm,lambda,initslope);
723f168f371SBarry Smith       ierr = VecCopy(x,y);CHKERRQ(ierr);
724761aaf1bSLois Curfman McInnes       *flag = -1; break;
7255e42470aSBarry Smith     }
726a703fe33SLois Curfman McInnes     lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
727329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
728329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
729329f5518SBarry Smith     else                         lambda     = lambdatemp;
730393d2d9aSLois Curfman McInnes     ierr = VecCopy(x,w);CHKERRQ(ierr);
7313505fcc1SBarry Smith     lambdaneg = -lambda;
732aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
7333505fcc1SBarry Smith     clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr);
7345e42470aSBarry Smith #else
7353505fcc1SBarry Smith     ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr);
7365e42470aSBarry Smith #endif
73778b31e54SBarry Smith     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
738cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
7395ed2d596SBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */
740393d2d9aSLois Curfman McInnes       ierr = VecCopy(w,y);CHKERRQ(ierr);
741b0a32e0cSBarry Smith       PetscLogInfo(snes,"SNESQuadraticLineSearch:Quadratically determined step, lambda=%g\n",lambda);
74206259719SBarry Smith       break;
7435e42470aSBarry Smith     }
7445e42470aSBarry Smith     count++;
7455e42470aSBarry Smith   }
746ad922ac9SBarry Smith   theend2:
7478f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
7488f99978dSLois Curfman McInnes   if (neP->CheckStep) {
7498f99978dSLois Curfman McInnes     ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr);
7508f99978dSLois Curfman McInnes     if (change_y == PETSC_TRUE) { /* recompute the function if the step has changed */
7518f99978dSLois Curfman McInnes       ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr);
7528f99978dSLois Curfman McInnes       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
7538f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
7548f99978dSLois Curfman McInnes       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
7558f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
7568f99978dSLois Curfman McInnes     }
7578f99978dSLois Curfman McInnes   }
758d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
7593a40ed3dSBarry Smith   PetscFunctionReturn(0);
7605e76c431SBarry Smith }
7612343ba6eSBarry Smith 
76204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
7634a2ae208SSatish Balay #undef __FUNCT__
7644a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearch"
765c9e6a524SLois Curfman McInnes /*@C
76677c4ece6SBarry Smith    SNESSetLineSearch - Sets the line search routine to be used
7674b27c08aSLois Curfman McInnes    by the method SNESLS.
7685e76c431SBarry Smith 
7695e76c431SBarry Smith    Input Parameters:
770c7afd0dbSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
771af2d14d2SLois Curfman McInnes .  lsctx - optional user-defined context for use by line search
772c7afd0dbSLois Curfman McInnes -  func - pointer to int function
7735e76c431SBarry Smith 
774fee21e36SBarry Smith    Collective on SNES
775fee21e36SBarry Smith 
776c4a48953SLois Curfman McInnes    Available Routines:
777c7afd0dbSLois Curfman McInnes +  SNESCubicLineSearch() - default line search
778f59ffdedSLois Curfman McInnes .  SNESQuadraticLineSearch() - quadratic line search
779f59ffdedSLois Curfman McInnes .  SNESNoLineSearch() - the full Newton step (actually not a line search)
780af2d14d2SLois Curfman McInnes -  SNESNoLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel)
7815e76c431SBarry Smith 
782c4a48953SLois Curfman McInnes     Options Database Keys:
7834b27c08aSLois Curfman McInnes +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
7844b27c08aSLois Curfman McInnes .   -snes_ls_alpha <alpha> - Sets alpha
7854b27c08aSLois Curfman McInnes .   -snes_ls_maxstep <max> - Sets maxstep
7864b27c08aSLois Curfman McInnes -   -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code
7873304466cSBarry Smith                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
7883304466cSBarry Smith                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
789c4a48953SLois Curfman McInnes 
7905e76c431SBarry Smith    Calling sequence of func:
791bd208895SLois Curfman McInnes .vb
792af2d14d2SLois Curfman McInnes    func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,
793329f5518SBarry Smith          PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,*flag)
794bd208895SLois Curfman McInnes .ve
7955e76c431SBarry Smith 
7965e76c431SBarry Smith     Input parameters for func:
797c7afd0dbSLois Curfman McInnes +   snes - nonlinear context
798af2d14d2SLois Curfman McInnes .   lsctx - optional user-defined context for line search
7995e76c431SBarry Smith .   x - current iterate
8005e76c431SBarry Smith .   f - residual evaluated at x
8015e76c431SBarry Smith .   y - search direction (contains new iterate on output)
8025e76c431SBarry Smith .   w - work vector
803c7afd0dbSLois Curfman McInnes -   fnorm - 2-norm of f
8045e76c431SBarry Smith 
8055e76c431SBarry Smith     Output parameters for func:
806c7afd0dbSLois Curfman McInnes +   g - residual evaluated at new iterate y
8075e76c431SBarry Smith .   y - new iterate (contains search direction on input)
8085e76c431SBarry Smith .   gnorm - 2-norm of g
8095e76c431SBarry Smith .   ynorm - 2-norm of search length
810c7afd0dbSLois Curfman McInnes -   flag - set to 0 if the line search succeeds; a nonzero integer
811761aaf1bSLois Curfman McInnes            on failure.
812f59ffdedSLois Curfman McInnes 
81336851e7fSLois Curfman McInnes     Level: advanced
81436851e7fSLois Curfman McInnes 
815f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine
816f59ffdedSLois Curfman McInnes 
8175d1a10b1SBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESNoLineSearchNoNorms(),
8185d1a10b1SBarry Smith           SNESSetLineSearchCheck(), SNESSetLineSearchParams(), SNESGetLineSearchParams()
8195e76c431SBarry Smith @*/
820329f5518SBarry Smith int SNESSetLineSearch(SNES snes,int (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,int*),void *lsctx)
8215e76c431SBarry Smith {
822329f5518SBarry Smith   int ierr,(*f)(SNES,int (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,int*),void*);
82382bf6240SBarry Smith 
8243a40ed3dSBarry Smith   PetscFunctionBegin;
825c134de8dSSatish Balay   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearch_C",(void (**)(void))&f);CHKERRQ(ierr);
82682bf6240SBarry Smith   if (f) {
827af2d14d2SLois Curfman McInnes     ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr);
82882bf6240SBarry Smith   }
8293a40ed3dSBarry Smith   PetscFunctionReturn(0);
8305e76c431SBarry Smith }
8318e019c35SBarry Smith 
8328e019c35SBarry Smith typedef int (*FCN2)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,int*); /* force argument to next function to not be extern C*/
83304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
834fb2e594dSBarry Smith EXTERN_C_BEGIN
8354a2ae208SSatish Balay #undef __FUNCT__
8364a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearch_LS"
8378e019c35SBarry Smith int SNESSetLineSearch_LS(SNES snes,FCN2 func,void *lsctx)
83882bf6240SBarry Smith {
83982bf6240SBarry Smith   PetscFunctionBegin;
8404b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->LineSearch = func;
8414b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->lsP        = lsctx;
84282bf6240SBarry Smith   PetscFunctionReturn(0);
84382bf6240SBarry Smith }
844fb2e594dSBarry Smith EXTERN_C_END
84504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
8464a2ae208SSatish Balay #undef __FUNCT__
8474a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearchCheck"
848c8dd0c0dSLois Curfman McInnes /*@C
849530e4296SLois Curfman McInnes    SNESSetLineSearchCheck - Sets a routine to check the validity of new iterate computed
8504b27c08aSLois Curfman McInnes    by the line search routine in the Newton-based method SNESLS.
851c8dd0c0dSLois Curfman McInnes 
852c8dd0c0dSLois Curfman McInnes    Input Parameters:
853c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
854c8dd0c0dSLois Curfman McInnes .  func - pointer to int function
855c8dd0c0dSLois Curfman McInnes -  checkctx - optional user-defined context for use by step checking routine
856c8dd0c0dSLois Curfman McInnes 
857c8dd0c0dSLois Curfman McInnes    Collective on SNES
858c8dd0c0dSLois Curfman McInnes 
859c8dd0c0dSLois Curfman McInnes    Calling sequence of func:
860c8dd0c0dSLois Curfman McInnes .vb
861b1ae27eaSLois Curfman McInnes    int func (SNES snes, void *checkctx, Vec x, PetscTruth *flag)
862c8dd0c0dSLois Curfman McInnes .ve
863b1ae27eaSLois Curfman McInnes    where func returns an error code of 0 on success and a nonzero
864b1ae27eaSLois Curfman McInnes    on failure.
865c8dd0c0dSLois Curfman McInnes 
866c8dd0c0dSLois Curfman McInnes    Input parameters for func:
867c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context
868c8dd0c0dSLois Curfman McInnes .  checkctx - optional user-defined context for use by step checking routine
8698f99978dSLois Curfman McInnes -  x - current candidate iterate
870c8dd0c0dSLois Curfman McInnes 
871c8dd0c0dSLois Curfman McInnes    Output parameters for func:
872c8dd0c0dSLois Curfman McInnes +  x - current iterate (possibly modified)
873c8dd0c0dSLois Curfman McInnes -  flag - flag indicating whether x has been modified (either
874c8dd0c0dSLois Curfman McInnes            PETSC_TRUE of PETSC_FALSE)
875c8dd0c0dSLois Curfman McInnes 
876c8dd0c0dSLois Curfman McInnes    Level: advanced
877c8dd0c0dSLois Curfman McInnes 
8788f99978dSLois Curfman McInnes    Notes:
879b1ae27eaSLois Curfman McInnes    SNESNoLineSearch() and SNESNoLineSearchNoNorms() accept the new
880b1ae27eaSLois Curfman McInnes    iterate computed by the line search checking routine.  In particular,
881b1ae27eaSLois Curfman McInnes    these routines (1) compute a candidate iterate u_{i+1}, (2) pass control
882b1ae27eaSLois Curfman McInnes    to the checking routine, and then (3) compute the corresponding nonlinear
883ea56f5baSLois Curfman McInnes    function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}.
8848f99978dSLois Curfman McInnes 
885b1ae27eaSLois Curfman McInnes    SNESQuadraticLineSearch() and SNESCubicLineSearch() also accept the
886b1ae27eaSLois Curfman McInnes    new iterate computed by the line search checking routine.  In particular,
887b1ae27eaSLois Curfman McInnes    these routines (1) compute a candidate iterate u_{i+1} as well as a
888ea56f5baSLois Curfman McInnes    candidate nonlinear function f(u_{i+1}), (2) pass control to the checking
889ea56f5baSLois Curfman McInnes    routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes
890ea56f5baSLois Curfman McInnes    were made to the candidate iterate in the checking routine (as indicated
891ea56f5baSLois Curfman McInnes    by flag=PETSC_TRUE).  The overhead of this function re-evaluation can be
892b1ae27eaSLois Curfman McInnes    very costly, so use this feature with caution!
8938f99978dSLois Curfman McInnes 
894c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine
895c8dd0c0dSLois Curfman McInnes 
896c8dd0c0dSLois Curfman McInnes .seealso: SNESSetLineSearch()
897c8dd0c0dSLois Curfman McInnes @*/
8988f99978dSLois Curfman McInnes int SNESSetLineSearchCheck(SNES snes,int (*func)(SNES,void*,Vec,PetscTruth*),void *checkctx)
899c8dd0c0dSLois Curfman McInnes {
9008f99978dSLois Curfman McInnes   int ierr,(*f)(SNES,int (*)(SNES,void*,Vec,PetscTruth*),void*);
901c8dd0c0dSLois Curfman McInnes 
902c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
903c134de8dSSatish Balay   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearchCheck_C",(void (**)(void))&f);CHKERRQ(ierr);
904c8dd0c0dSLois Curfman McInnes   if (f) {
905c8dd0c0dSLois Curfman McInnes     ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr);
906c8dd0c0dSLois Curfman McInnes   }
907c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
908c8dd0c0dSLois Curfman McInnes }
909c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */
9102343ba6eSBarry Smith typedef int (*FCN)(SNES,void*,Vec,PetscTruth*); /* force argument to next function to not be extern C*/
911c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN
9124a2ae208SSatish Balay #undef __FUNCT__
9134a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearchCheck_LS"
9142343ba6eSBarry Smith int SNESSetLineSearchCheck_LS(SNES snes,FCN func,void *checkctx)
915c8dd0c0dSLois Curfman McInnes {
916c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
9174b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->CheckStep = func;
9184b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->checkP    = checkctx;
919c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
920c8dd0c0dSLois Curfman McInnes }
921c8dd0c0dSLois Curfman McInnes EXTERN_C_END
922c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */
92304d965bbSLois Curfman McInnes /*
9244b27c08aSLois Curfman McInnes    SNESPrintHelp_LS - Prints all options for the SNES_LS method.
925329e7e40SMatthew Knepley 
926329e7e40SMatthew Knepley    Input Parameter:
927329e7e40SMatthew Knepley .  snes - the SNES context
928329e7e40SMatthew Knepley 
929329e7e40SMatthew Knepley    Application Interface Routine: SNESPrintHelp()
930329e7e40SMatthew Knepley */
931329e7e40SMatthew Knepley #undef __FUNCT__
9324b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESPrintHelp_LS"
9334b27c08aSLois Curfman McInnes static int SNESPrintHelp_LS(SNES snes,char *p)
934329e7e40SMatthew Knepley {
9354b27c08aSLois Curfman McInnes   SNES_LS *ls = (SNES_LS *)snes->data;
936329e7e40SMatthew Knepley 
937329e7e40SMatthew Knepley   PetscFunctionBegin;
9384b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm," method SNES_LS (ls) for systems of nonlinear equations:\n");
9394b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls [cubic,quadratic,basic,basicnonorms,...]\n",p);
9404b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls_alpha <alpha> (default %g)\n",p,ls->alpha);
9414b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls_maxstep <max> (default %g)\n",p,ls->maxstep);
9424b27c08aSLois Curfman McInnes   (*PetscHelpPrintf)(snes->comm,"   %ssnes_ls_steptol <tol> (default %g)\n",p,ls->steptol);
943329e7e40SMatthew Knepley   PetscFunctionReturn(0);
944329e7e40SMatthew Knepley }
945329e7e40SMatthew Knepley 
946329e7e40SMatthew Knepley /*
9474b27c08aSLois Curfman McInnes    SNESView_LS - Prints info from the SNESLS data structure.
94804d965bbSLois Curfman McInnes 
94904d965bbSLois Curfman McInnes    Input Parameters:
95004d965bbSLois Curfman McInnes .  SNES - the SNES context
95104d965bbSLois Curfman McInnes .  viewer - visualization context
95204d965bbSLois Curfman McInnes 
95304d965bbSLois Curfman McInnes    Application Interface Routine: SNESView()
95404d965bbSLois Curfman McInnes */
9554a2ae208SSatish Balay #undef __FUNCT__
9564b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS"
9574b27c08aSLois Curfman McInnes static int SNESView_LS(SNES snes,PetscViewer viewer)
958a935fc98SLois Curfman McInnes {
9594b27c08aSLois Curfman McInnes   SNES_LS    *ls = (SNES_LS *)snes->data;
9602fc52814SBarry Smith   const char *cstr;
96151695f54SLois Curfman McInnes   int        ierr;
9626831982aSBarry Smith   PetscTruth isascii;
963a935fc98SLois Curfman McInnes 
9643a40ed3dSBarry Smith   PetscFunctionBegin;
965b0a32e0cSBarry Smith   ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&isascii);CHKERRQ(ierr);
9660f5bd95cSBarry Smith   if (isascii) {
96719bcc07fSBarry Smith     if (ls->LineSearch == SNESNoLineSearch)             cstr = "SNESNoLineSearch";
96819bcc07fSBarry Smith     else if (ls->LineSearch == SNESQuadraticLineSearch) cstr = "SNESQuadraticLineSearch";
96919bcc07fSBarry Smith     else if (ls->LineSearch == SNESCubicLineSearch)     cstr = "SNESCubicLineSearch";
97019bcc07fSBarry Smith     else                                                cstr = "unknown";
971b0a32e0cSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  line search variant: %s\n",cstr);CHKERRQ(ierr);
972b0a32e0cSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  alpha=%g, maxstep=%g, steptol=%g\n",ls->alpha,ls->maxstep,ls->steptol);CHKERRQ(ierr);
9735cd90555SBarry Smith   } else {
97429bbc08cSBarry Smith     SETERRQ1(1,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name);
97519bcc07fSBarry Smith   }
9763a40ed3dSBarry Smith   PetscFunctionReturn(0);
977a935fc98SLois Curfman McInnes }
97804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
97904d965bbSLois Curfman McInnes /*
9804b27c08aSLois Curfman McInnes    SNESSetFromOptions_LS - Sets various parameters for the SNESLS method.
98104d965bbSLois Curfman McInnes 
98204d965bbSLois Curfman McInnes    Input Parameter:
98304d965bbSLois Curfman McInnes .  snes - the SNES context
98404d965bbSLois Curfman McInnes 
98504d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetFromOptions()
98604d965bbSLois Curfman McInnes */
9874a2ae208SSatish Balay #undef __FUNCT__
9884b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS"
9894b27c08aSLois Curfman McInnes static int SNESSetFromOptions_LS(SNES snes)
9905e42470aSBarry Smith {
9914b27c08aSLois Curfman McInnes   SNES_LS    *ls = (SNES_LS *)snes->data;
992e5999256SBarry Smith   const char *lses[] = {"basic","basicnonorms","quadratic","cubic"};
99322e36657SBarry Smith   int        ierr,indx;
994f1af5d2fSBarry Smith   PetscTruth flg;
9955e42470aSBarry Smith 
9963a40ed3dSBarry Smith   PetscFunctionBegin;
997b0a32e0cSBarry Smith   ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr);
9984b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr);
9994b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr);
10004b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_steptol","Step must be greater than","None",ls->steptol,&ls->steptol,0);CHKERRQ(ierr);
1001186905e3SBarry Smith 
100222e36657SBarry Smith     ierr = PetscOptionsEList("-snes_ls","Line search used","SNESSetLineSearch",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr);
100325cdf11fSBarry Smith     if (flg) {
100422e36657SBarry Smith       switch (indx) {
1005b49fd9e1SBarry Smith       case 0:
1006af2d14d2SLois Curfman McInnes         ierr = SNESSetLineSearch(snes,SNESNoLineSearch,PETSC_NULL);CHKERRQ(ierr);
1007b49fd9e1SBarry Smith         break;
1008b49fd9e1SBarry Smith       case 1:
1009af2d14d2SLois Curfman McInnes         ierr = SNESSetLineSearch(snes,SNESNoLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr);
1010b49fd9e1SBarry Smith         break;
1011b49fd9e1SBarry Smith       case 2:
1012af2d14d2SLois Curfman McInnes         ierr = SNESSetLineSearch(snes,SNESQuadraticLineSearch,PETSC_NULL);CHKERRQ(ierr);
1013b49fd9e1SBarry Smith         break;
1014b49fd9e1SBarry Smith       case 3:
1015af2d14d2SLois Curfman McInnes         ierr = SNESSetLineSearch(snes,SNESCubicLineSearch,PETSC_NULL);CHKERRQ(ierr);
1016b49fd9e1SBarry Smith         break;
10175e42470aSBarry Smith       }
10185e42470aSBarry Smith     }
1019b0a32e0cSBarry Smith   ierr = PetscOptionsTail();CHKERRQ(ierr);
10203a40ed3dSBarry Smith   PetscFunctionReturn(0);
10215e42470aSBarry Smith }
102204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
1023ebe3b25bSBarry Smith /*MC
1024ebe3b25bSBarry Smith       SNESLS - Newton based nonlinear solver that uses a line search
102504d965bbSLois Curfman McInnes 
1026ebe3b25bSBarry Smith    Options Database:
1027ebe3b25bSBarry Smith +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
1028ebe3b25bSBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
1029ebe3b25bSBarry Smith .   -snes_ls_maxstep <max> - Sets maxstep
1030ebe3b25bSBarry Smith -   -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code
1031ebe3b25bSBarry Smith                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
1032ebe3b25bSBarry Smith                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
103304d965bbSLois Curfman McInnes 
1034ebe3b25bSBarry Smith     Notes: This is the default nonlinear solver in SNES
103504d965bbSLois Curfman McInnes 
1036*ee3001cbSBarry Smith    Level: beginner
1037*ee3001cbSBarry Smith 
1038ebe3b25bSBarry Smith .seealso:  SNESCreate(), SNES, SNESSetType(), SNESTR, SNESSetLineSearch(),
1039ebe3b25bSBarry Smith            SNESSetLineSearchCheck(), SNESNoLineSearch(), SNESCubicLineSearch(), SNESQuadraticLineSearch(),
1040ebe3b25bSBarry Smith           SNESSetLineSearch(), SNESNoLineSearchNoNorms()
1041ebe3b25bSBarry Smith 
1042ebe3b25bSBarry Smith M*/
1043fb2e594dSBarry Smith EXTERN_C_BEGIN
10444a2ae208SSatish Balay #undef __FUNCT__
10454b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS"
10464b27c08aSLois Curfman McInnes int SNESCreate_LS(SNES snes)
10475e42470aSBarry Smith {
104882bf6240SBarry Smith   int     ierr;
10494b27c08aSLois Curfman McInnes   SNES_LS *neP;
10505e42470aSBarry Smith 
10513a40ed3dSBarry Smith   PetscFunctionBegin;
10524b27c08aSLois Curfman McInnes   snes->setup		= SNESSetUp_LS;
10534b27c08aSLois Curfman McInnes   snes->solve		= SNESSolve_LS;
10544b27c08aSLois Curfman McInnes   snes->destroy		= SNESDestroy_LS;
10554b27c08aSLois Curfman McInnes   snes->converged	= SNESConverged_LS;
10564b27c08aSLois Curfman McInnes   snes->printhelp       = SNESPrintHelp_LS;
10574b27c08aSLois Curfman McInnes   snes->setfromoptions  = SNESSetFromOptions_LS;
10584b27c08aSLois Curfman McInnes   snes->view            = SNESView_LS;
10595baf8537SBarry Smith   snes->nwork           = 0;
10605e42470aSBarry Smith 
10614b27c08aSLois Curfman McInnes   ierr                  = PetscNew(SNES_LS,&neP);CHKERRQ(ierr);
10624b27c08aSLois Curfman McInnes   PetscLogObjectMemory(snes,sizeof(SNES_LS));
10635e42470aSBarry Smith   snes->data    	= (void*)neP;
10645e42470aSBarry Smith   neP->alpha		= 1.e-4;
10655e42470aSBarry Smith   neP->maxstep		= 1.e8;
10665e42470aSBarry Smith   neP->steptol		= 1.e-12;
10675e42470aSBarry Smith   neP->LineSearch       = SNESCubicLineSearch;
1068c8dd0c0dSLois Curfman McInnes   neP->lsP              = PETSC_NULL;
1069c8dd0c0dSLois Curfman McInnes   neP->CheckStep        = PETSC_NULL;
1070c8dd0c0dSLois Curfman McInnes   neP->checkP           = PETSC_NULL;
107182bf6240SBarry Smith 
10725d1a10b1SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESSetLineSearch_C","SNESSetLineSearch_LS",SNESSetLineSearch_LS);CHKERRQ(ierr);
10735d1a10b1SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESSetLineSearchCheck_C","SNESSetLineSearchCheck_LS",SNESSetLineSearchCheck_LS);CHKERRQ(ierr);
107482bf6240SBarry Smith 
10753a40ed3dSBarry Smith   PetscFunctionReturn(0);
10765e42470aSBarry Smith }
1077fb2e594dSBarry Smith EXTERN_C_END
107882bf6240SBarry Smith 
107982bf6240SBarry Smith 
108082bf6240SBarry Smith 
1081