xref: /petsc/src/snes/impls/ls/ls.c (revision ef998cc97a2406a8604a3fd288f3e12f766c03b1)
163dd3a1aSKris Buschelman #define PETSCSNES_DLL
25e76c431SBarry Smith 
370f55243SBarry Smith #include "src/snes/impls/ls/ls.h"
45e42470aSBarry Smith 
58a5d9ee4SBarry Smith /*
68a5d9ee4SBarry Smith      Checks if J^T F = 0 which implies we've found a local minimum of the function,
78a5d9ee4SBarry Smith     but not a zero. In the case when one cannot compute J^T F we use the fact that
836669109SBarry Smith     0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More
936669109SBarry Smith     for this trick.
108a5d9ee4SBarry Smith */
114a2ae208SSatish Balay #undef __FUNCT__
124a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckLocalMin_Private"
13dfbe8321SBarry Smith PetscErrorCode SNESLSCheckLocalMin_Private(Mat A,Vec F,Vec W,PetscReal fnorm,PetscTruth *ismin)
148a5d9ee4SBarry Smith {
158a5d9ee4SBarry Smith   PetscReal      a1;
16dfbe8321SBarry Smith   PetscErrorCode ierr;
1736669109SBarry Smith   PetscTruth     hastranspose;
188a5d9ee4SBarry Smith 
198a5d9ee4SBarry Smith   PetscFunctionBegin;
208a5d9ee4SBarry Smith   *ismin = PETSC_FALSE;
2136669109SBarry Smith   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
2236669109SBarry Smith   if (hastranspose) {
238a5d9ee4SBarry Smith     /* Compute || J^T F|| */
248a5d9ee4SBarry Smith     ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr);
258a5d9ee4SBarry Smith     ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr);
26ae15b995SBarry Smith     ierr = PetscInfo1(0,"|| J^T F|| %G near zero implies found a local minimum\n",a1/fnorm);CHKERRQ(ierr);
278a5d9ee4SBarry Smith     if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE;
2836669109SBarry Smith   } else {
2936669109SBarry Smith     Vec         work;
30ea709b57SSatish Balay     PetscScalar result;
3136669109SBarry Smith     PetscReal   wnorm;
3236669109SBarry Smith 
33abb0e124SMatthew Knepley     ierr = VecSetRandom(W,PETSC_NULL);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);
40ae15b995SBarry Smith     ierr = PetscInfo1(0,"(F^T J random)/(|| F ||*||random|| %G near zero implies found a local minimum\n",a1);CHKERRQ(ierr);
4136669109SBarry Smith     if (a1 < 1.e-4) *ismin = PETSC_TRUE;
4236669109SBarry Smith   }
438a5d9ee4SBarry Smith   PetscFunctionReturn(0);
448a5d9ee4SBarry Smith }
458a5d9ee4SBarry Smith 
4674637425SBarry Smith /*
475ed2d596SBarry Smith      Checks if J^T(F - J*X) = 0
4874637425SBarry Smith */
494a2ae208SSatish Balay #undef __FUNCT__
504a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckResidual_Private"
51dfbe8321SBarry Smith PetscErrorCode SNESLSCheckResidual_Private(Mat A,Vec F,Vec X,Vec W1,Vec W2)
5274637425SBarry Smith {
5374637425SBarry Smith   PetscReal      a1,a2;
54dfbe8321SBarry Smith   PetscErrorCode ierr;
5574637425SBarry Smith   PetscTruth     hastranspose;
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);
6179f36460SBarry Smith     ierr = VecAXPY(W1,-1.0,F);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);
679e247f21SBarry Smith     if (a1) {
68ae15b995SBarry Smith       ierr = PetscInfo1(0,"||J^T(F-Ax)||/||F-AX|| %G near zero implies inconsistent rhs\n",a2/a1);CHKERRQ(ierr);
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;
1413d4c4710SBarry Smith   KSPConvergedReason kspreason;
1425e76c431SBarry Smith 
1433a40ed3dSBarry Smith   PetscFunctionBegin;
1443d4c4710SBarry Smith   snes->numFailures            = 0;
1453d4c4710SBarry Smith   snes->numLinearSolveFailures = 0;
146184914b5SBarry Smith   snes->reason                 = SNES_CONVERGED_ITERATING;
147184914b5SBarry Smith 
1485e42470aSBarry Smith   maxits	= snes->max_its;	/* maximum number of iterations */
1495e42470aSBarry Smith   X		= snes->vec_sol;	/* solution vector */
15039e2f89bSBarry Smith   F		= snes->vec_func;	/* residual vector */
1515e42470aSBarry Smith   Y		= snes->work[0];	/* work vectors */
1525e42470aSBarry Smith   G		= snes->work[1];
1535e42470aSBarry Smith   W		= snes->work[2];
1545e76c431SBarry Smith 
1554c49b128SBarry Smith   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
1564c49b128SBarry Smith   snes->iter = 0;
1574c49b128SBarry Smith   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
15819717074SBarry Smith   ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
159cddf8d76SBarry Smith   ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);	/* fnorm <- ||F||  */
16043e71028SBarry Smith   if (fnorm != fnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
1610f5bd95cSBarry Smith   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
1625e42470aSBarry Smith   snes->norm = fnorm;
1630f5bd95cSBarry Smith   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
16484c569c9SBarry Smith   SNESLogConvHistory(snes,fnorm,0);
16594a424c1SBarry Smith   SNESMonitor(snes,0,fnorm);
1663f149594SLisandro Dalcin 
1673f149594SLisandro Dalcin   /* set parameter for default relative tolerance convergence test */
1683f149594SLisandro Dalcin   snes->ttol = fnorm*snes->rtol;
1693f149594SLisandro Dalcin   if (snes->ops->converged) {
170e7788613SBarry Smith     ierr = (*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
1713f149594SLisandro Dalcin   }
17206ee9f85SBarry Smith   if (snes->reason) PetscFunctionReturn(0);
173d034289bSBarry Smith 
1745e76c431SBarry Smith   for (i=0; i<maxits; i++) {
1755e76c431SBarry Smith 
176329e7e40SMatthew Knepley     /* Call general purpose update function */
177e7788613SBarry Smith     if (snes->ops->update) {
178e7788613SBarry Smith       ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
179de8cb200SMatthew Knepley     }
180329e7e40SMatthew Knepley 
181ea4d3ed3SLois Curfman McInnes     /* Solve J Y = F, where J is Jacobian matrix */
1825334005bSBarry Smith     ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr);
18394b7f48cSBarry Smith     ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr);
18471f87433Sdalcinl     ierr = SNES_KSPSolve(snes,snes->ksp,F,Y);CHKERRQ(ierr);
1853d4c4710SBarry Smith     ierr = KSPGetConvergedReason(snes->ksp,&kspreason);CHKERRQ(ierr);
1863d4c4710SBarry Smith     if (kspreason < 0) {
1873d4c4710SBarry Smith       if (++snes->numLinearSolveFailures >= snes->maxLinearSolveFailures) {
188*ef998cc9SBarry Smith         ierr = PetscInfo2(snes,"iter=%D, number linear solve failures %D greater than current SNES allowed, stopping solve\n",snes->iter,snes->numLinearSolveFailures);CHKERRQ(ierr);
1893d4c4710SBarry Smith         snes->reason = SNES_DIVERGED_LINEAR_SOLVE;
190ab81109fSSatish Balay         break;
1913d4c4710SBarry Smith       }
1923d4c4710SBarry Smith     }
1933d4c4710SBarry Smith     ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr);
1943f149594SLisandro Dalcin     snes->linear_its += lits;
1953f149594SLisandro Dalcin     ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr);
19674637425SBarry Smith 
1979c3ca13aSBarry Smith     if (neP->precheckstep) {
1989c3ca13aSBarry Smith       PetscTruth changed_y = PETSC_FALSE;
1999c3ca13aSBarry Smith       ierr = (*neP->precheckstep)(snes,X,Y,neP->precheck,&changed_y);CHKERRQ(ierr);
2009c3ca13aSBarry Smith     }
2019c3ca13aSBarry Smith 
202b0a32e0cSBarry Smith     if (PetscLogPrintInfo){
20374637425SBarry Smith       ierr = SNESLSCheckResidual_Private(snes->jacobian,F,Y,G,W);CHKERRQ(ierr);
20485471664SBarry Smith     }
20574637425SBarry Smith 
206ea4d3ed3SLois Curfman McInnes     /* Compute a (scaled) negative update in the line search routine:
207ea4d3ed3SLois Curfman McInnes          Y <- X - lambda*Y
208e68848bdSBarry Smith        and evaluate G = function(Y) (depends on the line search).
209ea4d3ed3SLois Curfman McInnes     */
21081b6cf68SLois Curfman McInnes     ierr = VecCopy(Y,snes->vec_sol_update_always);CHKERRQ(ierr);
2113f149594SLisandro Dalcin     ynorm = 1; gnorm = fnorm;
212a7cc72afSBarry Smith     ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr);
213ae15b995SBarry Smith     ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",fnorm,gnorm,ynorm,(int)lssucceed);CHKERRQ(ierr);
214a3b891d8SBarry Smith     TMP = F; F = G; snes->vec_func_always = F; G = TMP;
2153c632250SBarry Smith     TMP = X; X = W; snes->vec_sol_always = X;  W = TMP;
216a3b891d8SBarry Smith     fnorm = gnorm;
2174a93e4ddSBarry Smith     if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
218a3b891d8SBarry Smith 
2195ed2d596SBarry Smith     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
2205ed2d596SBarry Smith     snes->iter = i+1;
2215ed2d596SBarry Smith     snes->norm = fnorm;
2225ed2d596SBarry Smith     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
2235ed2d596SBarry Smith     SNESLogConvHistory(snes,fnorm,lits);
2245ed2d596SBarry Smith     SNESMonitor(snes,i+1,fnorm);
2255ed2d596SBarry Smith 
226a7cc72afSBarry Smith     if (!lssucceed) {
2278a5d9ee4SBarry Smith       PetscTruth ismin;
22850ffb88aSMatthew Knepley       if (++snes->numFailures >= snes->maxFailures) {
2293505fcc1SBarry Smith         snes->reason = SNES_DIVERGED_LS_FAILURE;
2308a5d9ee4SBarry Smith         ierr = SNESLSCheckLocalMin_Private(snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr);
2318a5d9ee4SBarry Smith         if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
2323505fcc1SBarry Smith         break;
2333505fcc1SBarry Smith       }
23450ffb88aSMatthew Knepley     }
2355e76c431SBarry Smith 
2365e76c431SBarry Smith     /* Test for convergence */
237e7788613SBarry Smith     if (snes->ops->converged) {
23829e0b56fSBarry Smith       ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr);	/* xnorm = || X || */
239e7788613SBarry Smith       ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
2403f149594SLisandro Dalcin       if (snes->reason) break;
24116c95cacSBarry Smith     }
24229e0b56fSBarry Smith   }
24339e2f89bSBarry Smith   if (X != snes->vec_sol) {
244393d2d9aSLois Curfman McInnes     ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr);
245e15f7bb5SBarry Smith   }
246e15f7bb5SBarry Smith   if (F != snes->vec_func) {
247e15f7bb5SBarry Smith     ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr);
248e15f7bb5SBarry Smith   }
24939e2f89bSBarry Smith   snes->vec_sol_always  = snes->vec_sol;
25039e2f89bSBarry Smith   snes->vec_func_always = snes->vec_func;
25152392280SLois Curfman McInnes   if (i == maxits) {
252ae15b995SBarry Smith     ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr);
2533505fcc1SBarry Smith     snes->reason = SNES_DIVERGED_MAX_IT;
25452392280SLois Curfman McInnes   }
2553a40ed3dSBarry Smith   PetscFunctionReturn(0);
2565e76c431SBarry Smith }
25704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
25804d965bbSLois Curfman McInnes /*
2594b27c08aSLois Curfman McInnes    SNESSetUp_LS - Sets up the internal data structures for the later use
2604b27c08aSLois Curfman McInnes    of the SNESLS nonlinear solver.
26104d965bbSLois Curfman McInnes 
26204d965bbSLois Curfman McInnes    Input Parameter:
26304d965bbSLois Curfman McInnes .  snes - the SNES context
26404d965bbSLois Curfman McInnes .  x - the solution vector
26504d965bbSLois Curfman McInnes 
26604d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetUp()
26704d965bbSLois Curfman McInnes 
26804d965bbSLois Curfman McInnes    Notes:
2694b27c08aSLois Curfman McInnes    For basic use of the SNES solvers, the user need not explicitly call
27004d965bbSLois Curfman McInnes    SNESSetUp(), since these actions will automatically occur during
27104d965bbSLois Curfman McInnes    the call to SNESSolve().
27204d965bbSLois Curfman McInnes  */
2734a2ae208SSatish Balay #undef __FUNCT__
2744b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS"
275dfbe8321SBarry Smith PetscErrorCode SNESSetUp_LS(SNES snes)
2765e76c431SBarry Smith {
277dfbe8321SBarry Smith   PetscErrorCode ierr;
2783a40ed3dSBarry Smith 
2793a40ed3dSBarry Smith   PetscFunctionBegin;
280e74804ceSBarry Smith   if (!snes->work) {
28181b6cf68SLois Curfman McInnes     snes->nwork = 4;
28201bab653SMatthew Knepley     ierr = VecDuplicateVecs(snes->vec_sol_always,snes->nwork,&snes->work);CHKERRQ(ierr);
283efee365bSSatish Balay     ierr = PetscLogObjectParents(snes,snes->nwork,snes->work);CHKERRQ(ierr);
28481b6cf68SLois Curfman McInnes     snes->vec_sol_update_always = snes->work[3];
285e74804ceSBarry Smith   }
2863a40ed3dSBarry Smith   PetscFunctionReturn(0);
2875e76c431SBarry Smith }
28804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
28904d965bbSLois Curfman McInnes /*
2904b27c08aSLois Curfman McInnes    SNESDestroy_LS - Destroys the private SNES_LS context that was created
2914b27c08aSLois Curfman McInnes    with SNESCreate_LS().
29204d965bbSLois Curfman McInnes 
29304d965bbSLois Curfman McInnes    Input Parameter:
29404d965bbSLois Curfman McInnes .  snes - the SNES context
29504d965bbSLois Curfman McInnes 
296de49b36dSLois Curfman McInnes    Application Interface Routine: SNESDestroy()
29704d965bbSLois Curfman McInnes  */
2984a2ae208SSatish Balay #undef __FUNCT__
2994b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS"
300dfbe8321SBarry Smith PetscErrorCode SNESDestroy_LS(SNES snes)
3015e76c431SBarry Smith {
302dfbe8321SBarry Smith   PetscErrorCode ierr;
3033a40ed3dSBarry Smith 
3043a40ed3dSBarry Smith   PetscFunctionBegin;
3055baf8537SBarry Smith   if (snes->nwork) {
3064b0e389bSBarry Smith     ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr);
30721c89e3eSBarry Smith   }
3085c704376SSatish Balay   ierr = PetscFree(snes->data);CHKERRQ(ierr);
309557d3f75SLisandro Dalcin 
310557d3f75SLisandro Dalcin   /* clear composed functions */
311557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","",PETSC_NULL);CHKERRQ(ierr);
312557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","",PETSC_NULL);CHKERRQ(ierr);
313557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","",PETSC_NULL);CHKERRQ(ierr);
314557d3f75SLisandro Dalcin 
3153a40ed3dSBarry Smith   PetscFunctionReturn(0);
3165e76c431SBarry Smith }
31704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
3184a2ae208SSatish Balay #undef __FUNCT__
31917bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNo"
32082bf6240SBarry Smith 
3214b828684SBarry Smith /*@C
32217bae607SBarry Smith    SNESLineSearchNo - This routine is not a line search at all;
3235e76c431SBarry Smith    it simply uses the full Newton step.  Thus, this routine is intended
3245e76c431SBarry Smith    to serve as a template and is not recommended for general use.
3255e76c431SBarry Smith 
326c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
327c7afd0dbSLois Curfman McInnes 
3285e76c431SBarry Smith    Input Parameters:
329c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
330af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
3315e76c431SBarry Smith .  x - current iterate
3325e76c431SBarry Smith .  f - residual evaluated at x
3333c632250SBarry Smith .  y - search direction
3345e76c431SBarry Smith .  w - work vector
335c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
3365e76c431SBarry Smith 
337c4a48953SLois Curfman McInnes    Output Parameters:
338c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
3393c632250SBarry Smith .  w - new iterate
3405e76c431SBarry Smith .  gnorm - 2-norm of g
3415e76c431SBarry Smith .  ynorm - 2-norm of search length
342a7cc72afSBarry Smith -  flag - PETSC_TRUE on success, PETSC_FALSE on failure
343fee21e36SBarry Smith 
344c4a48953SLois Curfman McInnes    Options Database Key:
34517bae607SBarry Smith .  -snes_ls basic - Activates SNESLineSearchNo()
346c4a48953SLois Curfman McInnes 
34736851e7fSLois Curfman McInnes    Level: advanced
34836851e7fSLois Curfman McInnes 
34928ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
35028ae5a21SLois Curfman McInnes 
35117bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
35217bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNoNorms()
3535e76c431SBarry Smith @*/
35417bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNo(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
3555e76c431SBarry Smith {
356dfbe8321SBarry Smith   PetscErrorCode ierr;
3574b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
3583c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
3595334005bSBarry Smith 
3603a40ed3dSBarry Smith   PetscFunctionBegin;
361a7cc72afSBarry Smith   *flag = PETSC_TRUE;
362d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
363a3b38805SLois Curfman McInnes   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);         /* ynorm = || y || */
36479f36460SBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
3653c632250SBarry Smith   if (neP->postcheckstep) {
3663c632250SBarry Smith    ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
3678f99978dSLois Curfman McInnes   }
3683c632250SBarry Smith   if (changed_y) {
36979f36460SBarry Smith     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
3703c632250SBarry Smith   }
3713c632250SBarry Smith   ierr = SNESComputeFunction(snes,w,g);
372d5e45103SBarry Smith   if (PetscExceptionValue(ierr)) {
37319717074SBarry Smith     PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
37419717074SBarry Smith   }
375d5e45103SBarry Smith   CHKERRQ(ierr);
376d5e45103SBarry Smith 
377a3b38805SLois Curfman McInnes   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);  /* gnorm = || g || */
37843e71028SBarry Smith   if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
379d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
3803a40ed3dSBarry Smith   PetscFunctionReturn(0);
3815e76c431SBarry Smith }
38204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
3834a2ae208SSatish Balay #undef __FUNCT__
38417bae607SBarry Smith #define __FUNCT__ "SNESLineSearchNoNorms"
38582bf6240SBarry Smith 
38629e0b56fSBarry Smith /*@C
38717bae607SBarry Smith    SNESLineSearchNoNorms - This routine is not a line search at
38829e0b56fSBarry Smith    all; it simply uses the full Newton step. This version does not
38929e0b56fSBarry Smith    even compute the norm of the function or search direction; this
39029e0b56fSBarry Smith    is intended only when you know the full step is fine and are
39129e0b56fSBarry Smith    not checking for convergence of the nonlinear iteration (for
392c7afd0dbSLois Curfman McInnes    example, you are running always for a fixed number of Newton steps).
393c7afd0dbSLois Curfman McInnes 
394c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
39529e0b56fSBarry Smith 
39629e0b56fSBarry Smith    Input Parameters:
397c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
398af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
39929e0b56fSBarry Smith .  x - current iterate
40029e0b56fSBarry Smith .  f - residual evaluated at x
4013c632250SBarry Smith .  y - search direction
40229e0b56fSBarry Smith .  w - work vector
403c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
40429e0b56fSBarry Smith 
40529e0b56fSBarry Smith    Output Parameters:
406c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4073c632250SBarry Smith .  w - new iterate
40829e0b56fSBarry Smith .  gnorm - not changed
40929e0b56fSBarry Smith .  ynorm - not changed
410a7cc72afSBarry Smith -  flag - set to PETSC_TRUE indicating a successful line search
411fee21e36SBarry Smith 
41229e0b56fSBarry Smith    Options Database Key:
41317bae607SBarry Smith .  -snes_ls basicnonorms - Activates SNESLineSearchNoNorms()
41429e0b56fSBarry Smith 
4158cbba510SBarry Smith    Notes:
41617bae607SBarry Smith    SNESLineSearchNoNorms() must be used in conjunction with
417ea56f5baSLois Curfman McInnes    either the options
418ea56f5baSLois Curfman McInnes $     -snes_no_convergence_test -snes_max_it <its>
419ea56f5baSLois Curfman McInnes    or alternatively a user-defined custom test set via
420329f5518SBarry Smith    SNESSetConvergenceTest(); or a -snes_max_it of 1,
421329f5518SBarry Smith    otherwise, the SNES solver will generate an error.
422329f5518SBarry Smith 
423329f5518SBarry Smith    During the final iteration this will not evaluate the function at
424329f5518SBarry Smith    the solution point. This is to save a function evaluation while
425329f5518SBarry Smith    using pseudo-timestepping.
4268cbba510SBarry Smith 
427ea56f5baSLois Curfman McInnes    The residual norms printed by monitoring routines such as
428a6570f20SBarry Smith    SNESMonitorDefault() (as activated via -snes_monitor) will not be
429ea56f5baSLois Curfman McInnes    correct, since they are not computed.
430ea56f5baSLois Curfman McInnes 
431ea56f5baSLois Curfman McInnes    Level: advanced
4328cbba510SBarry Smith 
43329e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic
43429e0b56fSBarry Smith 
43517bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
43617bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNo()
43729e0b56fSBarry Smith @*/
43817bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
43929e0b56fSBarry Smith {
440dfbe8321SBarry Smith   PetscErrorCode ierr;
4414b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
4423c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
44329e0b56fSBarry Smith 
4443a40ed3dSBarry Smith   PetscFunctionBegin;
445a7cc72afSBarry Smith   *flag = PETSC_TRUE;
446d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
44779f36460SBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y      */
4483c632250SBarry Smith   if (neP->postcheckstep) {
4493c632250SBarry Smith    ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
4503c632250SBarry Smith   }
4513c632250SBarry Smith   if (changed_y) {
45279f36460SBarry Smith     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
4538f99978dSLois Curfman McInnes   }
454329f5518SBarry Smith 
455329f5518SBarry Smith   /* don't evaluate function the last time through */
456329f5518SBarry Smith   if (snes->iter < snes->max_its-1) {
4573c632250SBarry Smith     ierr = SNESComputeFunction(snes,w,g);
458d5e45103SBarry Smith     if (PetscExceptionValue(ierr)) {
45919717074SBarry Smith       PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
46019717074SBarry Smith     }
461d5e45103SBarry Smith     CHKERRQ(ierr);
462329f5518SBarry Smith   }
463d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
4643a40ed3dSBarry Smith   PetscFunctionReturn(0);
46529e0b56fSBarry Smith }
46604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
4674a2ae208SSatish Balay #undef __FUNCT__
46817bae607SBarry Smith #define __FUNCT__ "SNESLineSearchCubic"
4694b828684SBarry Smith /*@C
47017bae607SBarry Smith    SNESLineSearchCubic - Performs a cubic line search (default line search method).
4715e76c431SBarry Smith 
472c7afd0dbSLois Curfman McInnes    Collective on SNES
473c7afd0dbSLois Curfman McInnes 
4745e76c431SBarry Smith    Input Parameters:
475c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
476af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
4775e76c431SBarry Smith .  x - current iterate
4785e76c431SBarry Smith .  f - residual evaluated at x
4793c632250SBarry Smith .  y - search direction
4805e76c431SBarry Smith .  w - work vector
481c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
4825e76c431SBarry Smith 
483393d2d9aSLois Curfman McInnes    Output Parameters:
484c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4853c632250SBarry Smith .  w - new iterate
4865e76c431SBarry Smith .  gnorm - 2-norm of g
4875e76c431SBarry Smith .  ynorm - 2-norm of search length
488a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
489fee21e36SBarry Smith 
490c4a48953SLois Curfman McInnes    Options Database Key:
49117bae607SBarry Smith $  -snes_ls cubic - Activates SNESLineSearchCubic()
492c4a48953SLois Curfman McInnes 
4935e76c431SBarry Smith    Notes:
4945e76c431SBarry Smith    This line search is taken from "Numerical Methods for Unconstrained
4955e76c431SBarry Smith    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
4965e76c431SBarry Smith 
49736851e7fSLois Curfman McInnes    Level: advanced
49836851e7fSLois Curfman McInnes 
49928ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
50028ae5a21SLois Curfman McInnes 
50117bae607SBarry Smith .seealso: SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
5025e76c431SBarry Smith @*/
50317bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchCubic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
5045e76c431SBarry Smith {
505406556e6SLois Curfman McInnes   /*
506406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
507406556e6SLois Curfman McInnes      minimization problem:
508406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
509406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
510406556e6SLois Curfman McInnes    */
511406556e6SLois Curfman McInnes 
5125ca10a37SBarry Smith   PetscReal      steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength;
513275d25c3SBarry Smith   PetscReal      maxstep,minlambda,alpha,lambda,lambdatemp;
514aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
515ea709b57SSatish Balay   PetscScalar    cinitslope,clambda;
5166b5873e3SBarry Smith #endif
517dfbe8321SBarry Smith   PetscErrorCode ierr;
518a7cc72afSBarry Smith   PetscInt       count;
5194b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
52079f36460SBarry Smith   PetscScalar    scale;
5213c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
5225e76c431SBarry Smith 
5233a40ed3dSBarry Smith   PetscFunctionBegin;
524d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
525a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
5265e76c431SBarry Smith   alpha   = neP->alpha;
5275e76c431SBarry Smith   maxstep = neP->maxstep;
5285e76c431SBarry Smith   steptol = neP->steptol;
5295e76c431SBarry Smith 
530cddf8d76SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
5319e247f21SBarry Smith   if (!*ynorm) {
532ae15b995SBarry Smith     ierr = PetscInfo(snes,"Search direction and size is 0\n");CHKERRQ(ierr);
533a1c2b6eeSLois Curfman McInnes     *gnorm = fnorm;
5343c632250SBarry Smith     ierr   = VecCopy(x,w);CHKERRQ(ierr);
535a1c2b6eeSLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
536a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
537ad922ac9SBarry Smith     goto theend1;
53894a9d846SBarry Smith   }
5395e76c431SBarry Smith   if (*ynorm > maxstep) {	/* Step too big, so scale back */
5405e42470aSBarry Smith     scale = maxstep/(*ynorm);
541ae15b995SBarry Smith     ierr = PetscInfo2(snes,"Scaling step by %G old ynorm %G\n",PetscRealPart(scale),*ynorm);CHKERRQ(ierr);
5422dcb1b2aSMatthew Knepley     ierr = VecScale(y,scale);CHKERRQ(ierr);
5435e76c431SBarry Smith     *ynorm = maxstep;
5445e76c431SBarry Smith   }
545ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
5465ca10a37SBarry Smith   minlambda = steptol/rellength;
547a703fe33SLois Curfman McInnes   ierr      = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
548aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
549a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
550329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
5515e42470aSBarry Smith #else
552a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&initslope);CHKERRQ(ierr);
5535e42470aSBarry Smith #endif
5545e76c431SBarry Smith   if (initslope > 0.0)  initslope = -initslope;
5555e76c431SBarry Smith   if (initslope == 0.0) initslope = -1.0;
5565e76c431SBarry Smith 
557e68848bdSBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
55843e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
559ae15b995SBarry Smith     ierr  = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
56043e71028SBarry Smith     *flag = PETSC_FALSE;
56143e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
56243e71028SBarry Smith     goto theend1;
56343e71028SBarry Smith   }
56419717074SBarry Smith   ierr = SNESComputeFunction(snes,w,g);
565d5e45103SBarry Smith   if (PetscExceptionValue(ierr)) {
56619717074SBarry Smith     PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
56719717074SBarry Smith   }
568d5e45103SBarry Smith   CHKERRQ(ierr);
569313b5538SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
57043e71028SBarry Smith   if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
5715d1a10b1SBarry Smith   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */
572ae15b995SBarry Smith     ierr = PetscInfo(snes,"Using full step\n");CHKERRQ(ierr);
573ad922ac9SBarry Smith     goto theend1;
5745e76c431SBarry Smith   }
5755e76c431SBarry Smith 
5765e76c431SBarry Smith   /* Fit points with quadratic */
577313b5538SBarry Smith   lambda     = 1.0;
578a703fe33SLois Curfman McInnes   lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
5795e76c431SBarry Smith   lambdaprev = lambda;
5805e76c431SBarry Smith   gnormprev  = *gnorm;
581329f5518SBarry Smith   if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
582ddd12767SBarry Smith   if (lambdatemp <= .1*lambda) lambda = .1*lambda;
583ddd12767SBarry Smith   else                         lambda = lambdatemp;
584275d25c3SBarry Smith 
585aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
586a23f76dfSSatish Balay   clambda   = lambda; ierr = VecWAXPY(w,-clambda,y,x);CHKERRQ(ierr);
5875e42470aSBarry Smith #else
588e68848bdSBarry Smith   ierr      = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
5895e42470aSBarry Smith #endif
59043e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
591ae15b995SBarry Smith     ierr  = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr);
59243e71028SBarry Smith     *flag = PETSC_FALSE;
59343e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
59443e71028SBarry Smith     goto theend1;
59543e71028SBarry Smith   }
59619717074SBarry Smith   ierr = SNESComputeFunction(snes,w,g);
597d5e45103SBarry Smith   if (PetscExceptionValue(ierr)) {
59819717074SBarry Smith     PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
59919717074SBarry Smith   }
600d5e45103SBarry Smith   CHKERRQ(ierr);
601cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
60243e71028SBarry Smith   if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
6035ed2d596SBarry Smith   if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */
604ae15b995SBarry Smith     ierr = PetscInfo1(snes,"Quadratically determined step, lambda=%18.16e\n",lambda);CHKERRQ(ierr);
605ad922ac9SBarry Smith     goto theend1;
6065e76c431SBarry Smith   }
6075e76c431SBarry Smith 
6085e76c431SBarry Smith   /* Fit points with cubic */
6095e76c431SBarry Smith   count = 1;
6108229bfc2SMatthew Knepley   while (count < 10000) {
6115e76c431SBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
612ae15b995SBarry Smith       ierr = PetscInfo1(snes,"Unable to find good step length! %D \n",count);CHKERRQ(ierr);
613ae15b995SBarry Smith       ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
61443e71028SBarry Smith       *flag = PETSC_FALSE;
61543e71028SBarry Smith       break;
6165e76c431SBarry Smith     }
6175d1a10b1SBarry Smith     t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope;
6185d1a10b1SBarry Smith     t2 = .5*(gnormprev*gnormprev  - fnorm*fnorm) - lambdaprev*initslope;
619ddd12767SBarry Smith     a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
6202b022350SLois Curfman McInnes     b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
6215e76c431SBarry Smith     d  = b*b - 3*a*initslope;
6225e76c431SBarry Smith     if (d < 0.0) d = 0.0;
6235e76c431SBarry Smith     if (a == 0.0) {
6245e76c431SBarry Smith       lambdatemp = -initslope/(2.0*b);
6255e76c431SBarry Smith     } else {
6265e76c431SBarry Smith       lambdatemp = (-b + sqrt(d))/(3.0*a);
6275e76c431SBarry Smith     }
6285e76c431SBarry Smith     lambdaprev = lambda;
6295e76c431SBarry Smith     gnormprev  = *gnorm;
630329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
631329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
6325e76c431SBarry Smith     else                         lambda     = lambdatemp;
633aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
634275d25c3SBarry Smith     clambda   = lambda;
635e68848bdSBarry Smith     ierr      = VecWAXPY(w,-clambda,y,x);CHKERRQ(ierr);
6365e42470aSBarry Smith #else
637e68848bdSBarry Smith     ierr      = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
6385e42470aSBarry Smith #endif
63943e71028SBarry Smith     if (snes->nfuncs >= snes->max_funcs) {
640ae15b995SBarry Smith       ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
641ae15b995SBarry Smith       ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
642ed98166eSMatthew Knepley       *flag = PETSC_FALSE;
64343e71028SBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
644ed98166eSMatthew Knepley       break;
645ed98166eSMatthew Knepley     }
64619717074SBarry Smith     ierr = SNESComputeFunction(snes,w,g);
647d5e45103SBarry Smith     if (PetscExceptionValue(ierr)) {
64819717074SBarry Smith       PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
64919717074SBarry Smith     }
650d5e45103SBarry Smith     CHKERRQ(ierr);
651cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
65243e71028SBarry Smith     if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
6535ed2d596SBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */
654ae15b995SBarry Smith       ierr = PetscInfo1(snes,"Cubically determined step, lambda=%18.16e\n",lambda);CHKERRQ(ierr);
65543e71028SBarry Smith       break;
6562b022350SLois Curfman McInnes     } else {
657ae15b995SBarry Smith       ierr = PetscInfo1(snes,"Cubic step no good, shrinking lambda,  lambda=%18.16e\n",lambda);CHKERRQ(ierr);
6585e76c431SBarry Smith     }
6595e76c431SBarry Smith     count++;
6605e76c431SBarry Smith   }
6618229bfc2SMatthew Knepley   if (count >= 10000) {
662cd7625f8SBarry Smith     SETERRQ(PETSC_ERR_LIB, "Lambda was decreased more than 10,000 times, so something is probably wrong with the function evaluation");
6638229bfc2SMatthew Knepley   }
664ad922ac9SBarry Smith   theend1:
6658f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
6663c632250SBarry Smith   if (neP->postcheckstep && *flag) {
6673c632250SBarry Smith     ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
6683c632250SBarry Smith     if (changed_y) {
66979f36460SBarry Smith       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
6703c632250SBarry Smith     }
6713c632250SBarry Smith     if (changed_y || changed_w) { /* recompute the function if the step has changed */
6723c632250SBarry Smith       ierr = SNESComputeFunction(snes,w,g);
673d5e45103SBarry Smith       if (PetscExceptionValue(ierr)) {
67419717074SBarry Smith         PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
67519717074SBarry Smith       }
676d5e45103SBarry Smith       CHKERRQ(ierr);
6778f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
67843e71028SBarry Smith       if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
6793c632250SBarry Smith       ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr);
6808f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
6813c632250SBarry Smith       ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr);
6828f99978dSLois Curfman McInnes     }
6838f99978dSLois Curfman McInnes   }
684d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
6853a40ed3dSBarry Smith   PetscFunctionReturn(0);
6865e76c431SBarry Smith }
68704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
6884a2ae208SSatish Balay #undef __FUNCT__
68917bae607SBarry Smith #define __FUNCT__ "SNESLineSearchQuadratic"
6904b828684SBarry Smith /*@C
69117bae607SBarry Smith    SNESLineSearchQuadratic - Performs a quadratic line search.
6925e76c431SBarry Smith 
693c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
694c7afd0dbSLois Curfman McInnes 
6955e42470aSBarry Smith    Input Parameters:
696c7afd0dbSLois Curfman McInnes +  snes - the SNES context
697af2d14d2SLois Curfman McInnes .  lsctx - optional context for line search (not used here)
6985e42470aSBarry Smith .  x - current iterate
6995e42470aSBarry Smith .  f - residual evaluated at x
7003c632250SBarry Smith .  y - search direction
7015e42470aSBarry Smith .  w - work vector
702c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
7035e42470aSBarry Smith 
704c4a48953SLois Curfman McInnes    Output Parameters:
7057f3332b4SBarry Smith +  g - residual evaluated at new iterate w
7067f3332b4SBarry Smith .  w - new iterate (x + alpha*y)
7075e42470aSBarry Smith .  gnorm - 2-norm of g
7085e42470aSBarry Smith .  ynorm - 2-norm of search length
709a7cc72afSBarry Smith -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
710fee21e36SBarry Smith 
711ce9499c7SBarry Smith    Options Database Keys:
712ce9499c7SBarry Smith +  -snes_ls quadratic - Activates SNESLineSearchQuadratic()
713ce9499c7SBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
714ce9499c7SBarry Smith .   -snes_ls_maxstep <max> - Sets maxstep
715ce9499c7SBarry Smith -   -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code
716ce9499c7SBarry Smith                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
717ce9499c7SBarry Smith                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
7185e42470aSBarry Smith    Notes:
71917bae607SBarry Smith    Use SNESLineSearchSet() to set this routine within the SNESLS method.
7205e42470aSBarry Smith 
72136851e7fSLois Curfman McInnes    Level: advanced
72236851e7fSLois Curfman McInnes 
723f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search
724f59ffdedSLois Curfman McInnes 
72517bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
7265e42470aSBarry Smith @*/
72717bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchQuadratic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
7285e76c431SBarry Smith {
729406556e6SLois Curfman McInnes   /*
730406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
731406556e6SLois Curfman McInnes      minimization problem:
732406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
733406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2.
734406556e6SLois Curfman McInnes    */
735275d25c3SBarry Smith   PetscReal      steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,rellength;
736aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
737ea709b57SSatish Balay   PetscScalar    cinitslope,clambda;
7386b5873e3SBarry Smith #endif
739dfbe8321SBarry Smith   PetscErrorCode ierr;
740a7cc72afSBarry Smith   PetscInt       count;
7414b27c08aSLois Curfman McInnes   SNES_LS        *neP = (SNES_LS*)snes->data;
74279f36460SBarry Smith   PetscScalar    scale;
7433c632250SBarry Smith   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
7445e76c431SBarry Smith 
7453a40ed3dSBarry Smith   PetscFunctionBegin;
746d5ba7fb7SMatthew Knepley   ierr    = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
747a7cc72afSBarry Smith   *flag   = PETSC_TRUE;
7485e42470aSBarry Smith   alpha   = neP->alpha;
7495e42470aSBarry Smith   maxstep = neP->maxstep;
7505e42470aSBarry Smith   steptol = neP->steptol;
7515e76c431SBarry Smith 
7523505fcc1SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
75363b9fa5eSBarry Smith   if (*ynorm == 0.0) {
754ae15b995SBarry Smith     ierr   = PetscInfo(snes,"Search direction and size is 0\n");CHKERRQ(ierr);
755b37302c6SLois Curfman McInnes     *gnorm = fnorm;
756e68848bdSBarry Smith     ierr   = VecCopy(x,w);CHKERRQ(ierr);
757b37302c6SLois Curfman McInnes     ierr   = VecCopy(f,g);CHKERRQ(ierr);
758a7cc72afSBarry Smith     *flag  = PETSC_FALSE;
759ad922ac9SBarry Smith     goto theend2;
76094a9d846SBarry Smith   }
7615e42470aSBarry Smith   if (*ynorm > maxstep) {	/* Step too big, so scale back */
7625e42470aSBarry Smith     scale  = maxstep/(*ynorm);
7632dcb1b2aSMatthew Knepley     ierr   = VecScale(y,scale);CHKERRQ(ierr);
7645e42470aSBarry Smith     *ynorm = maxstep;
7655e76c431SBarry Smith   }
766ba6a83e5SMatthew Knepley   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
7675ca10a37SBarry Smith   minlambda = steptol/rellength;
768a703fe33SLois Curfman McInnes   ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
769aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
770a703fe33SLois Curfman McInnes   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
771329f5518SBarry Smith   initslope = PetscRealPart(cinitslope);
7725e42470aSBarry Smith #else
773a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&initslope);CHKERRQ(ierr);
7745e42470aSBarry Smith #endif
7755e42470aSBarry Smith   if (initslope > 0.0)  initslope = -initslope;
7765e42470aSBarry Smith   if (initslope == 0.0) initslope = -1.0;
7775e42470aSBarry Smith 
778e68848bdSBarry Smith   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
77943e71028SBarry Smith   if (snes->nfuncs >= snes->max_funcs) {
780ae15b995SBarry Smith     ierr  = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
78143e71028SBarry Smith     *flag = PETSC_FALSE;
78243e71028SBarry Smith     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
78343e71028SBarry Smith     goto theend2;
78443e71028SBarry Smith   }
78519717074SBarry Smith   ierr = SNESComputeFunction(snes,w,g);
786d5e45103SBarry Smith   if (PetscExceptionValue(ierr)) {
78719717074SBarry Smith     PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
78819717074SBarry Smith   }
789d5e45103SBarry Smith   CHKERRQ(ierr);
790cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
79143e71028SBarry Smith   if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
7925d1a10b1SBarry Smith   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */
793ae15b995SBarry Smith     ierr = PetscInfo(snes,"Using full step\n");CHKERRQ(ierr);
794ad922ac9SBarry Smith     goto theend2;
7955e42470aSBarry Smith   }
7965e42470aSBarry Smith 
7975e42470aSBarry Smith   /* Fit points with quadratic */
798313b5538SBarry Smith   lambda = 1.0;
7995e42470aSBarry Smith   count = 1;
8005ca10a37SBarry Smith   while (PETSC_TRUE) {
8015e42470aSBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
802ae15b995SBarry Smith       ierr = PetscInfo1(snes,"Unable to find good step length! %D \n",count);CHKERRQ(ierr);
803ae15b995SBarry Smith       ierr = PetscInfo5(snes,"fnorm=%G, gnorm=%G, ynorm=%G, lambda=%G, initial slope=%G\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
804e68848bdSBarry Smith       ierr = VecCopy(x,w);CHKERRQ(ierr);
80543e71028SBarry Smith       *flag = PETSC_FALSE;
80643e71028SBarry Smith       break;
8075e42470aSBarry Smith     }
808a703fe33SLois Curfman McInnes     lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
809329f5518SBarry Smith     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
810329f5518SBarry Smith     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
811329f5518SBarry Smith     else                         lambda     = lambdatemp;
812275d25c3SBarry Smith 
813aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
814e68848bdSBarry Smith     clambda   = lambda; ierr = VecWAXPY(w,-clambda,y,x);CHKERRQ(ierr);
8155e42470aSBarry Smith #else
816e68848bdSBarry Smith     ierr      = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
8175e42470aSBarry Smith #endif
81843e71028SBarry Smith     if (snes->nfuncs >= snes->max_funcs) {
819ae15b995SBarry Smith       ierr  = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
820ae15b995SBarry Smith       ierr  = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
821ed98166eSMatthew Knepley       *flag = PETSC_FALSE;
82243e71028SBarry Smith       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
823ed98166eSMatthew Knepley       break;
824ed98166eSMatthew Knepley     }
82519717074SBarry Smith     ierr = SNESComputeFunction(snes,w,g);
826d5e45103SBarry Smith     if (PetscExceptionValue(ierr)) {
82719717074SBarry Smith       PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
82819717074SBarry Smith     }
829d5e45103SBarry Smith     CHKERRQ(ierr);
830cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
83143e71028SBarry Smith     if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
8325ed2d596SBarry Smith     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */
833ae15b995SBarry Smith       ierr = PetscInfo1(snes,"Quadratically determined step, lambda=%G\n",lambda);CHKERRQ(ierr);
83406259719SBarry Smith       break;
8355e42470aSBarry Smith     }
8365e42470aSBarry Smith     count++;
8375e42470aSBarry Smith   }
838ad922ac9SBarry Smith   theend2:
8398f99978dSLois Curfman McInnes   /* Optional user-defined check for line search step validity */
8403c632250SBarry Smith   if (neP->postcheckstep) {
8413c632250SBarry Smith     ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
8423c632250SBarry Smith     if (changed_y) {
84379f36460SBarry Smith       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
8443c632250SBarry Smith     }
8453c632250SBarry Smith     if (changed_y || changed_w) { /* recompute the function if the step has changed */
8463c632250SBarry Smith       ierr = SNESComputeFunction(snes,w,g);
847d5e45103SBarry Smith       if (PetscExceptionValue(ierr)) {
84819717074SBarry Smith         PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
84919717074SBarry Smith       }
850d5e45103SBarry Smith       CHKERRQ(ierr);
8518f99978dSLois Curfman McInnes       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
8523c632250SBarry Smith       ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr);
8538f99978dSLois Curfman McInnes       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
8543c632250SBarry Smith       ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr);
8553c632250SBarry Smith       if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
8568f99978dSLois Curfman McInnes     }
8578f99978dSLois Curfman McInnes   }
858d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
8593a40ed3dSBarry Smith   PetscFunctionReturn(0);
8605e76c431SBarry Smith }
8612343ba6eSBarry Smith 
86204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
8634a2ae208SSatish Balay #undef __FUNCT__
86417bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet"
865c9e6a524SLois Curfman McInnes /*@C
86617bae607SBarry Smith    SNESLineSearchSet - Sets the line search routine to be used
8674b27c08aSLois Curfman McInnes    by the method SNESLS.
8685e76c431SBarry Smith 
8695e76c431SBarry Smith    Input Parameters:
870c7afd0dbSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
871af2d14d2SLois Curfman McInnes .  lsctx - optional user-defined context for use by line search
872c7afd0dbSLois Curfman McInnes -  func - pointer to int function
8735e76c431SBarry Smith 
874fee21e36SBarry Smith    Collective on SNES
875fee21e36SBarry Smith 
876c4a48953SLois Curfman McInnes    Available Routines:
87717bae607SBarry Smith +  SNESLineSearchCubic() - default line search
87817bae607SBarry Smith .  SNESLineSearchQuadratic() - quadratic line search
87917bae607SBarry Smith .  SNESLineSearchNo() - the full Newton step (actually not a line search)
88017bae607SBarry Smith -  SNESLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel)
8815e76c431SBarry Smith 
882c4a48953SLois Curfman McInnes     Options Database Keys:
8834b27c08aSLois Curfman McInnes +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
8844b27c08aSLois Curfman McInnes .   -snes_ls_alpha <alpha> - Sets alpha
8854b27c08aSLois Curfman McInnes .   -snes_ls_maxstep <max> - Sets maxstep
8864b27c08aSLois Curfman McInnes -   -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code
8873304466cSBarry Smith                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
8883304466cSBarry Smith                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
889c4a48953SLois Curfman McInnes 
8905e76c431SBarry Smith    Calling sequence of func:
891bd208895SLois Curfman McInnes .vb
892af2d14d2SLois Curfman McInnes    func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,
893a7cc72afSBarry Smith          PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
894bd208895SLois Curfman McInnes .ve
8955e76c431SBarry Smith 
8965e76c431SBarry Smith     Input parameters for func:
897c7afd0dbSLois Curfman McInnes +   snes - nonlinear context
898af2d14d2SLois Curfman McInnes .   lsctx - optional user-defined context for line search
8995e76c431SBarry Smith .   x - current iterate
9005e76c431SBarry Smith .   f - residual evaluated at x
9013c632250SBarry Smith .   y - search direction
9025e76c431SBarry Smith .   w - work vector
903c7afd0dbSLois Curfman McInnes -   fnorm - 2-norm of f
9045e76c431SBarry Smith 
9055e76c431SBarry Smith     Output parameters for func:
906c7afd0dbSLois Curfman McInnes +   g - residual evaluated at new iterate y
9073c632250SBarry Smith .   w - new iterate
9085e76c431SBarry Smith .   gnorm - 2-norm of g
9095e76c431SBarry Smith .   ynorm - 2-norm of search length
910a7cc72afSBarry Smith -   flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure.
911f59ffdedSLois Curfman McInnes 
91236851e7fSLois Curfman McInnes     Level: advanced
91336851e7fSLois Curfman McInnes 
914f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine
915f59ffdedSLois Curfman McInnes 
91617bae607SBarry Smith .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchNoNorms(),
91717bae607SBarry Smith           SNESLineSearchSetPostCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams(), SNESLineSearchSetPreCheck()
9185e76c431SBarry Smith @*/
91917bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void *lsctx)
9205e76c431SBarry Smith {
921a7cc72afSBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*);
92282bf6240SBarry Smith 
9233a40ed3dSBarry Smith   PetscFunctionBegin;
92417bae607SBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSet_C",(void (**)(void))&f);CHKERRQ(ierr);
92582bf6240SBarry Smith   if (f) {
926af2d14d2SLois Curfman McInnes     ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr);
92782bf6240SBarry Smith   }
9283a40ed3dSBarry Smith   PetscFunctionReturn(0);
9295e76c431SBarry Smith }
9308e019c35SBarry Smith 
931a7cc72afSBarry 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*/
93204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
933fb2e594dSBarry Smith EXTERN_C_BEGIN
9344a2ae208SSatish Balay #undef __FUNCT__
93517bae607SBarry Smith #define __FUNCT__ "SNESLineSearchSet_LS"
93617bae607SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet_LS(SNES snes,FCN2 func,void *lsctx)
93782bf6240SBarry Smith {
93882bf6240SBarry Smith   PetscFunctionBegin;
9394b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->LineSearch = func;
9404b27c08aSLois Curfman McInnes   ((SNES_LS *)(snes->data))->lsP        = lsctx;
94182bf6240SBarry Smith   PetscFunctionReturn(0);
94282bf6240SBarry Smith }
943fb2e594dSBarry Smith EXTERN_C_END
94404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
9454a2ae208SSatish Balay #undef __FUNCT__
9463c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck"
947c8dd0c0dSLois Curfman McInnes /*@C
9483c632250SBarry Smith    SNESLineSearchSetPostCheck - Sets a routine to check the validity of new iterate computed
9494b27c08aSLois Curfman McInnes    by the line search routine in the Newton-based method SNESLS.
950c8dd0c0dSLois Curfman McInnes 
951c8dd0c0dSLois Curfman McInnes    Input Parameters:
952c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
9533c632250SBarry Smith .  func - pointer to function
954c8dd0c0dSLois Curfman McInnes -  checkctx - optional user-defined context for use by step checking routine
955c8dd0c0dSLois Curfman McInnes 
956c8dd0c0dSLois Curfman McInnes    Collective on SNES
957c8dd0c0dSLois Curfman McInnes 
958c8dd0c0dSLois Curfman McInnes    Calling sequence of func:
959c8dd0c0dSLois Curfman McInnes .vb
9603c632250SBarry Smith    int func (SNES snes, Vec x,Vec y,Vec w,void *checkctx, PetscTruth *changed_y,PetscTruth *changed_w)
961c8dd0c0dSLois Curfman McInnes .ve
962b1ae27eaSLois Curfman McInnes    where func returns an error code of 0 on success and a nonzero
963b1ae27eaSLois Curfman McInnes    on failure.
964c8dd0c0dSLois Curfman McInnes 
965c8dd0c0dSLois Curfman McInnes    Input parameters for func:
966c8dd0c0dSLois Curfman McInnes +  snes - nonlinear context
967c8dd0c0dSLois Curfman McInnes .  checkctx - optional user-defined context for use by step checking routine
9683c632250SBarry Smith .  x - previous iterate
9693c632250SBarry Smith .  y - new search direction and length
9703c632250SBarry Smith -  w - current candidate iterate
971c8dd0c0dSLois Curfman McInnes 
972c8dd0c0dSLois Curfman McInnes    Output parameters for func:
9733c632250SBarry Smith +  y - search direction (possibly changed)
9743c632250SBarry Smith .  w - current iterate (possibly modified)
9753c632250SBarry Smith .  changed_y - indicates search direction was changed by this routine
9763c632250SBarry Smith -  changed_w - indicates current iterate was changed by this routine
977c8dd0c0dSLois Curfman McInnes 
978c8dd0c0dSLois Curfman McInnes    Level: advanced
979c8dd0c0dSLois Curfman McInnes 
9809e247f21SBarry Smith    Notes: All line searches accept the new iterate computed by the line search checking routine.
9819e247f21SBarry Smith 
9823c632250SBarry Smith    Only one of changed_y and changed_w can  be PETSC_TRUE
9833c632250SBarry Smith 
9843c632250SBarry Smith    On input w = x + y
9853c632250SBarry Smith 
98617bae607SBarry Smith    SNESLineSearchNo() and SNESLineSearchNoNorms() (1) compute a candidate iterate u_{i+1}, (2) pass control
987b1ae27eaSLois Curfman McInnes    to the checking routine, and then (3) compute the corresponding nonlinear
988ea56f5baSLois Curfman McInnes    function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}.
9898f99978dSLois Curfman McInnes 
99017bae607SBarry Smith    SNESLineSearchQuadratic() and SNESLineSearchCubic() (1) compute a candidate iterate u_{i+1} as well as a
991ea56f5baSLois Curfman McInnes    candidate nonlinear function f(u_{i+1}), (2) pass control to the checking
992ea56f5baSLois Curfman McInnes    routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes
993ea56f5baSLois Curfman McInnes    were made to the candidate iterate in the checking routine (as indicated
9949e247f21SBarry Smith    by flag=PETSC_TRUE).  The overhead of this extra function re-evaluation can be
995b1ae27eaSLois Curfman McInnes    very costly, so use this feature with caution!
9968f99978dSLois Curfman McInnes 
997c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine
998c8dd0c0dSLois Curfman McInnes 
99917bae607SBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPreCheck()
1000c8dd0c0dSLois Curfman McInnes @*/
10013c632250SBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void *checkctx)
1002c8dd0c0dSLois Curfman McInnes {
10033c632250SBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void*);
1004c8dd0c0dSLois Curfman McInnes 
1005c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
10063c632250SBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPostCheck_C",(void (**)(void))&f);CHKERRQ(ierr);
1007c8dd0c0dSLois Curfman McInnes   if (f) {
1008c8dd0c0dSLois Curfman McInnes     ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr);
1009c8dd0c0dSLois Curfman McInnes   }
1010c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
1011c8dd0c0dSLois Curfman McInnes }
10129c3ca13aSBarry Smith #undef __FUNCT__
10139c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck"
10149c3ca13aSBarry Smith /*@C
10159c3ca13aSBarry Smith    SNESLineSearchSetPreCheck - Sets a routine to check the validity of a new direction given by the linear solve
10167e4bb74cSBarry Smith          before the line search is called.
10179c3ca13aSBarry Smith 
10189c3ca13aSBarry Smith    Input Parameters:
10199c3ca13aSBarry Smith +  snes - nonlinear context obtained from SNESCreate()
10209c3ca13aSBarry Smith .  func - pointer to function
10219c3ca13aSBarry Smith -  checkctx - optional user-defined context for use by step checking routine
10229c3ca13aSBarry Smith 
10239c3ca13aSBarry Smith    Collective on SNES
10249c3ca13aSBarry Smith 
10259c3ca13aSBarry Smith    Calling sequence of func:
10269c3ca13aSBarry Smith .vb
10271e3347e8SBarry Smith    int func (SNES snes, Vec x,Vec y,void *checkctx, PetscTruth *changed_y)
10289c3ca13aSBarry Smith .ve
10299c3ca13aSBarry Smith    where func returns an error code of 0 on success and a nonzero
10309c3ca13aSBarry Smith    on failure.
10319c3ca13aSBarry Smith 
10329c3ca13aSBarry Smith    Input parameters for func:
10339c3ca13aSBarry Smith +  snes - nonlinear context
10349c3ca13aSBarry Smith .  checkctx - optional user-defined context for use by step checking routine
10359c3ca13aSBarry Smith .  x - previous iterate
10369c3ca13aSBarry Smith -  y - new search direction and length
10379c3ca13aSBarry Smith 
10389c3ca13aSBarry Smith    Output parameters for func:
10399c3ca13aSBarry Smith +  y - search direction (possibly changed)
10409c3ca13aSBarry Smith -  changed_y - indicates search direction was changed by this routine
10419c3ca13aSBarry Smith 
10429c3ca13aSBarry Smith    Level: advanced
10439c3ca13aSBarry Smith 
10449c3ca13aSBarry Smith    Notes: All line searches accept the new iterate computed by the line search checking routine.
10459c3ca13aSBarry Smith 
10469c3ca13aSBarry Smith .keywords: SNES, nonlinear, set, line search check, step check, routine
10479c3ca13aSBarry Smith 
10487e4bb74cSBarry Smith .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck(), SNESSetUpdate()
10499c3ca13aSBarry Smith @*/
10509c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,void*,PetscTruth*),void *checkctx)
10519c3ca13aSBarry Smith {
10529c3ca13aSBarry Smith   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,void*,PetscTruth*),void*);
10539c3ca13aSBarry Smith 
10549c3ca13aSBarry Smith   PetscFunctionBegin;
10559c3ca13aSBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPreCheck_C",(void (**)(void))&f);CHKERRQ(ierr);
10569c3ca13aSBarry Smith   if (f) {
10579c3ca13aSBarry Smith     ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr);
10589c3ca13aSBarry Smith   }
10599c3ca13aSBarry Smith   PetscFunctionReturn(0);
10609c3ca13aSBarry Smith }
10619c3ca13aSBarry Smith 
1062c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */
10639c3ca13aSBarry Smith typedef PetscErrorCode (*FCN1)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*); /* force argument to next function to not be extern C*/
10649c3ca13aSBarry Smith typedef PetscErrorCode (*FCN3)(SNES,Vec,Vec,void*,PetscTruth*);                 /* force argument to next function to not be extern C*/
1065c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN
10664a2ae208SSatish Balay #undef __FUNCT__
10673c632250SBarry Smith #define __FUNCT__ "SNESLineSearchSetPostCheck_LS"
10689c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck_LS(SNES snes,FCN1 func,void *checkctx)
1069c8dd0c0dSLois Curfman McInnes {
1070c8dd0c0dSLois Curfman McInnes   PetscFunctionBegin;
10713c632250SBarry Smith   ((SNES_LS *)(snes->data))->postcheckstep = func;
10723c632250SBarry Smith   ((SNES_LS *)(snes->data))->postcheck     = checkctx;
1073c8dd0c0dSLois Curfman McInnes   PetscFunctionReturn(0);
1074c8dd0c0dSLois Curfman McInnes }
1075c8dd0c0dSLois Curfman McInnes EXTERN_C_END
10769c3ca13aSBarry Smith 
10779c3ca13aSBarry Smith EXTERN_C_BEGIN
10789c3ca13aSBarry Smith #undef __FUNCT__
10799c3ca13aSBarry Smith #define __FUNCT__ "SNESLineSearchSetPreCheck_LS"
10809c3ca13aSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck_LS(SNES snes,FCN3 func,void *checkctx)
10819c3ca13aSBarry Smith {
10829c3ca13aSBarry Smith   PetscFunctionBegin;
10839c3ca13aSBarry Smith   ((SNES_LS *)(snes->data))->precheckstep = func;
10849c3ca13aSBarry Smith   ((SNES_LS *)(snes->data))->precheck     = checkctx;
10859c3ca13aSBarry Smith   PetscFunctionReturn(0);
10869c3ca13aSBarry Smith }
10879c3ca13aSBarry Smith EXTERN_C_END
1088329e7e40SMatthew Knepley 
1089329e7e40SMatthew Knepley /*
10904b27c08aSLois Curfman McInnes    SNESView_LS - Prints info from the SNESLS data structure.
109104d965bbSLois Curfman McInnes 
109204d965bbSLois Curfman McInnes    Input Parameters:
109304d965bbSLois Curfman McInnes .  SNES - the SNES context
109404d965bbSLois Curfman McInnes .  viewer - visualization context
109504d965bbSLois Curfman McInnes 
109604d965bbSLois Curfman McInnes    Application Interface Routine: SNESView()
109704d965bbSLois Curfman McInnes */
10984a2ae208SSatish Balay #undef __FUNCT__
10994b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS"
11006849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer)
1101a935fc98SLois Curfman McInnes {
11024b27c08aSLois Curfman McInnes   SNES_LS        *ls = (SNES_LS *)snes->data;
11032fc52814SBarry Smith   const char     *cstr;
1104dfbe8321SBarry Smith   PetscErrorCode ierr;
110532077d6dSBarry Smith   PetscTruth     iascii;
1106a935fc98SLois Curfman McInnes 
11073a40ed3dSBarry Smith   PetscFunctionBegin;
110832077d6dSBarry Smith   ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr);
110932077d6dSBarry Smith   if (iascii) {
111017bae607SBarry Smith     if (ls->LineSearch == SNESLineSearchNo)             cstr = "SNESLineSearchNo";
111117bae607SBarry Smith     else if (ls->LineSearch == SNESLineSearchQuadratic) cstr = "SNESLineSearchQuadratic";
111217bae607SBarry Smith     else if (ls->LineSearch == SNESLineSearchCubic)     cstr = "SNESLineSearchCubic";
111319bcc07fSBarry Smith     else                                                cstr = "unknown";
1114b0a32e0cSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  line search variant: %s\n",cstr);CHKERRQ(ierr);
1115a83599f4SBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  alpha=%G, maxstep=%G, steptol=%G\n",ls->alpha,ls->maxstep,ls->steptol);CHKERRQ(ierr);
11165cd90555SBarry Smith   } else {
111779a5c55eSBarry Smith     SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name);
111819bcc07fSBarry Smith   }
11193a40ed3dSBarry Smith   PetscFunctionReturn(0);
1120a935fc98SLois Curfman McInnes }
112104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
112204d965bbSLois Curfman McInnes /*
11234b27c08aSLois Curfman McInnes    SNESSetFromOptions_LS - Sets various parameters for the SNESLS method.
112404d965bbSLois Curfman McInnes 
112504d965bbSLois Curfman McInnes    Input Parameter:
112604d965bbSLois Curfman McInnes .  snes - the SNES context
112704d965bbSLois Curfman McInnes 
112804d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetFromOptions()
112904d965bbSLois Curfman McInnes */
11304a2ae208SSatish Balay #undef __FUNCT__
11314b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS"
11326849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes)
11335e42470aSBarry Smith {
11344b27c08aSLois Curfman McInnes   SNES_LS        *ls = (SNES_LS *)snes->data;
1135e5999256SBarry Smith   const char     *lses[] = {"basic","basicnonorms","quadratic","cubic"};
1136dfbe8321SBarry Smith   PetscErrorCode ierr;
1137a7cc72afSBarry Smith   PetscInt       indx;
1138f1af5d2fSBarry Smith   PetscTruth     flg;
11395e42470aSBarry Smith 
11403a40ed3dSBarry Smith   PetscFunctionBegin;
1141b0a32e0cSBarry Smith   ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr);
11424b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr);
11434b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr);
11444b27c08aSLois Curfman McInnes     ierr = PetscOptionsReal("-snes_ls_steptol","Step must be greater than","None",ls->steptol,&ls->steptol,0);CHKERRQ(ierr);
1145186905e3SBarry Smith 
114617bae607SBarry Smith     ierr = PetscOptionsEList("-snes_ls","Line search used","SNESLineSearchSet",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr);
114725cdf11fSBarry Smith     if (flg) {
114822e36657SBarry Smith       switch (indx) {
1149b49fd9e1SBarry Smith       case 0:
115017bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchNo,PETSC_NULL);CHKERRQ(ierr);
1151b49fd9e1SBarry Smith         break;
1152b49fd9e1SBarry Smith       case 1:
115317bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr);
1154b49fd9e1SBarry Smith         break;
1155b49fd9e1SBarry Smith       case 2:
115617bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchQuadratic,PETSC_NULL);CHKERRQ(ierr);
1157b49fd9e1SBarry Smith         break;
1158b49fd9e1SBarry Smith       case 3:
115917bae607SBarry Smith         ierr = SNESLineSearchSet(snes,SNESLineSearchCubic,PETSC_NULL);CHKERRQ(ierr);
1160b49fd9e1SBarry Smith         break;
11615e42470aSBarry Smith       }
11625e42470aSBarry Smith     }
1163b0a32e0cSBarry Smith   ierr = PetscOptionsTail();CHKERRQ(ierr);
11643a40ed3dSBarry Smith   PetscFunctionReturn(0);
11655e42470aSBarry Smith }
116604d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
11673f149594SLisandro Dalcin #undef __FUNCT__
11683f149594SLisandro Dalcin #define __FUNCT__ "SNESConverged_LS"
11693f149594SLisandro Dalcin /*@C
11703f149594SLisandro Dalcin    SNESConverged_LS - Monitors the convergence of the line search
11713f149594SLisandro Dalcin    method SNESLS for solving systems of nonlinear equations (default).
11723f149594SLisandro Dalcin 
11733f149594SLisandro Dalcin    Collective on SNES
11743f149594SLisandro Dalcin 
11753f149594SLisandro Dalcin    Input Parameters:
11763f149594SLisandro Dalcin +  snes - the SNES context
11773f149594SLisandro Dalcin .  it - the iteration (0 indicates before any Newton steps)
11783f149594SLisandro Dalcin .  xnorm - 2-norm of current iterate
11793f149594SLisandro Dalcin .  pnorm - 2-norm of current step
11803f149594SLisandro Dalcin .  fnorm - 2-norm of function at current iterate
11813f149594SLisandro Dalcin -  dummy - unused context
11823f149594SLisandro Dalcin 
11833f149594SLisandro Dalcin    Output Parameter:
11843f149594SLisandro Dalcin .   reason  - one of
11853f149594SLisandro Dalcin $  SNES_CONVERGED_FNORM_ABS       - (fnorm < abstol),
11863f149594SLisandro Dalcin $  SNES_CONVERGED_PNORM_RELATIVE  - (pnorm < xtol*xnorm),
11873f149594SLisandro Dalcin $  SNES_CONVERGED_FNORM_RELATIVE  - (fnorm < rtol*fnorm0),
11883f149594SLisandro Dalcin $  SNES_DIVERGED_FUNCTION_COUNT   - (nfct > maxf),
11893f149594SLisandro Dalcin $  SNES_DIVERGED_FNORM_NAN        - (fnorm == NaN),
11903f149594SLisandro Dalcin $  SNES_CONVERGED_ITERATING       - (otherwise),
11913f149594SLisandro Dalcin 
11923f149594SLisandro Dalcin    where
11933f149594SLisandro Dalcin +    maxf - maximum number of function evaluations,
11943f149594SLisandro Dalcin             set with SNESSetTolerances()
11953f149594SLisandro Dalcin .    nfct - number of function evaluations,
11963f149594SLisandro Dalcin .    abstol - absolute function norm tolerance,
11973f149594SLisandro Dalcin             set with SNESSetTolerances()
11983f149594SLisandro Dalcin -    rtol - relative function norm tolerance, set with SNESSetTolerances()
11993f149594SLisandro Dalcin 
12003f149594SLisandro Dalcin    Level: intermediate
12013f149594SLisandro Dalcin 
12023f149594SLisandro Dalcin .keywords: SNES, nonlinear, default, converged, convergence
12033f149594SLisandro Dalcin 
12043f149594SLisandro Dalcin .seealso: SNESSetConvergenceTest()
12053f149594SLisandro Dalcin @*/
12063f149594SLisandro Dalcin PetscErrorCode PETSCSNES_DLLEXPORT SNESConverged_LS(SNES snes,PetscInt it,PetscReal xnorm,PetscReal pnorm,PetscReal fnorm,SNESConvergedReason *reason,void *dummy)
12073f149594SLisandro Dalcin {
12083f149594SLisandro Dalcin   PetscErrorCode ierr;
12093f149594SLisandro Dalcin   PetscFunctionBegin;
12103f149594SLisandro Dalcin   PetscValidHeaderSpecific(snes,SNES_COOKIE,1);
12113f149594SLisandro Dalcin   PetscValidType(snes,1);
12123f149594SLisandro Dalcin   PetscValidPointer(reason,6);
12133f149594SLisandro Dalcin   ierr = SNESDefaultConverged(snes,it,xnorm,pnorm,fnorm,reason,dummy);CHKERRQ(ierr);
12143f149594SLisandro Dalcin   PetscFunctionReturn(0);
12153f149594SLisandro Dalcin }
12163f149594SLisandro Dalcin /* -------------------------------------------------------------------------- */
1217ebe3b25bSBarry Smith /*MC
1218ebe3b25bSBarry Smith       SNESLS - Newton based nonlinear solver that uses a line search
121904d965bbSLois Curfman McInnes 
1220ebe3b25bSBarry Smith    Options Database:
1221ebe3b25bSBarry Smith +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
1222ebe3b25bSBarry Smith .   -snes_ls_alpha <alpha> - Sets alpha
1223ebe3b25bSBarry Smith .   -snes_ls_maxstep <max> - Sets maxstep
1224ebe3b25bSBarry Smith -   -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code
1225ebe3b25bSBarry Smith                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
1226ebe3b25bSBarry Smith                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
122704d965bbSLois Curfman McInnes 
1228ebe3b25bSBarry Smith     Notes: This is the default nonlinear solver in SNES
122904d965bbSLois Curfman McInnes 
1230ee3001cbSBarry Smith    Level: beginner
1231ee3001cbSBarry Smith 
123217bae607SBarry Smith .seealso:  SNESCreate(), SNES, SNESSetType(), SNESTR, SNESLineSearchSet(),
123317bae607SBarry Smith            SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(),
123417bae607SBarry Smith           SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck()
1235ebe3b25bSBarry Smith 
1236ebe3b25bSBarry Smith M*/
1237fb2e594dSBarry Smith EXTERN_C_BEGIN
12384a2ae208SSatish Balay #undef __FUNCT__
12394b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS"
124063dd3a1aSKris Buschelman PetscErrorCode PETSCSNES_DLLEXPORT SNESCreate_LS(SNES snes)
12415e42470aSBarry Smith {
1242dfbe8321SBarry Smith   PetscErrorCode ierr;
12434b27c08aSLois Curfman McInnes   SNES_LS        *neP;
12445e42470aSBarry Smith 
12453a40ed3dSBarry Smith   PetscFunctionBegin;
1246e7788613SBarry Smith   snes->ops->setup	     = SNESSetUp_LS;
1247e7788613SBarry Smith   snes->ops->solve	     = SNESSolve_LS;
1248e7788613SBarry Smith   snes->ops->destroy	     = SNESDestroy_LS;
1249e7788613SBarry Smith   snes->ops->converged	     = SNESConverged_LS;
1250e7788613SBarry Smith   snes->ops->setfromoptions  = SNESSetFromOptions_LS;
1251e7788613SBarry Smith   snes->ops->view            = SNESView_LS;
12525baf8537SBarry Smith   snes->nwork                = 0;
12535e42470aSBarry Smith 
125438f2d2fdSLisandro Dalcin   ierr                  = PetscNewLog(snes,SNES_LS,&neP);CHKERRQ(ierr);
12555e42470aSBarry Smith   snes->data    	= (void*)neP;
12565e42470aSBarry Smith   neP->alpha		= 1.e-4;
12575e42470aSBarry Smith   neP->maxstep		= 1.e8;
12585e42470aSBarry Smith   neP->steptol		= 1.e-12;
125917bae607SBarry Smith   neP->LineSearch       = SNESLineSearchCubic;
1260c8dd0c0dSLois Curfman McInnes   neP->lsP              = PETSC_NULL;
12613c632250SBarry Smith   neP->postcheckstep    = PETSC_NULL;
12623c632250SBarry Smith   neP->postcheck        = PETSC_NULL;
12633c632250SBarry Smith   neP->precheckstep     = PETSC_NULL;
12643c632250SBarry Smith   neP->precheck         = PETSC_NULL;
126582bf6240SBarry Smith 
1266557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C",
1267557d3f75SLisandro Dalcin 					   "SNESLineSearchSet_LS",
1268557d3f75SLisandro Dalcin 					   SNESLineSearchSet_LS);CHKERRQ(ierr);
1269557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C",
1270557d3f75SLisandro Dalcin 					   "SNESLineSearchSetPostCheck_LS",
1271557d3f75SLisandro Dalcin 					   SNESLineSearchSetPostCheck_LS);CHKERRQ(ierr);
1272557d3f75SLisandro Dalcin   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C",
1273557d3f75SLisandro Dalcin 					   "SNESLineSearchSetPreCheck_LS",
1274557d3f75SLisandro Dalcin 					   SNESLineSearchSetPreCheck_LS);CHKERRQ(ierr);
127582bf6240SBarry Smith 
12763a40ed3dSBarry Smith   PetscFunctionReturn(0);
12775e42470aSBarry Smith }
1278fb2e594dSBarry Smith EXTERN_C_END
127982bf6240SBarry Smith 
128082bf6240SBarry Smith 
128182bf6240SBarry Smith 
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