xref: /petsc/src/snes/impls/ngmres/anderson.c (revision 038f3aa429affcd7cc7e66f572dbd0cce54afe4d)
1 #include <../src/snes/impls/ngmres/snesngmres.h> /*I "petscsnes.h" I*/
2 
3 extern PetscErrorCode SNESDestroy_NGMRES(SNES);
4 extern PetscErrorCode SNESReset_NGMRES(SNES);
5 extern PetscErrorCode SNESSetUp_NGMRES(SNES);
6 extern PetscErrorCode SNESView_NGMRES(SNES,PetscViewer);
7 
8 PETSC_EXTERN const char *const SNESNGMRESRestartTypes[];
9 
10 #undef __FUNCT__
11 #define __FUNCT__ "SNESSetFromOptions_Anderson"
12 PetscErrorCode SNESSetFromOptions_Anderson(SNES snes)
13 {
14   SNES_NGMRES   *ngmres = (SNES_NGMRES *) snes->data;
15   PetscErrorCode ierr;
16   PetscBool      debug;
17   SNESLineSearch linesearch;
18 
19   PetscFunctionBegin;
20   ierr = PetscOptionsHead("SNES NGMRES options");CHKERRQ(ierr);
21   ierr = PetscOptionsInt("-snes_anderson_m","Number of directions","SNES",ngmres->msize,&ngmres->msize,PETSC_NULL);CHKERRQ(ierr);
22   ierr = PetscOptionsReal("-snes_anderson_beta","Number of directions","SNES",ngmres->andersonBeta,&ngmres->andersonBeta,PETSC_NULL);CHKERRQ(ierr);
23   ierr = PetscOptionsEnum("-snes_anderson_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes,
24                           (PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,PETSC_NULL);CHKERRQ(ierr);
25   ierr = PetscOptionsBool("-snes_anderson_monitor","Monitor actions of NGMRES","SNES",ngmres->monitor ? PETSC_TRUE: PETSC_FALSE,&debug,PETSC_NULL);CHKERRQ(ierr);
26   ierr = PetscOptionsInt("-snes_anderson_restart",   "Iterations before forced restart",   "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,PETSC_NULL);CHKERRQ(ierr);
27   ierr = PetscOptionsInt("-snes_anderson_restart_it","Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,PETSC_NULL);CHKERRQ(ierr);
28   if (debug) {
29     ngmres->monitor = PETSC_VIEWER_STDOUT_(((PetscObject)snes)->comm);CHKERRQ(ierr);
30   }
31   ierr = PetscOptionsTail();CHKERRQ(ierr);
32   /* set the default type of the line search if the user hasn't already. */
33   if (!snes->linesearch) {
34     ierr = SNESGetSNESLineSearch(snes,&linesearch);CHKERRQ(ierr);
35     ierr = SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);CHKERRQ(ierr);
36   }
37   PetscFunctionReturn(0);
38 }
39 
40 #undef __FUNCT__
41 #define __FUNCT__ "SNESSolve_Anderson"
42 PetscErrorCode SNESSolve_Anderson(SNES snes)
43 {
44   SNES_NGMRES        *ngmres = (SNES_NGMRES *) snes->data;
45   /* present solution, residual, and preconditioned residual */
46   Vec                 X,F,B,D;
47 
48   /* candidate linear combination answers */
49   Vec                 XA,FA,XM,FM,FPC;
50 
51   /* coefficients and RHS to the minimization problem */
52   PetscReal           fnorm,fMnorm;
53   PetscReal           dnorm,dminnorm=0.0,fminnorm;
54   PetscInt            restart_count=0;
55   PetscInt            k,k_restart,l,ivec;
56 
57   PetscBool           selectRestart;
58 
59   SNESConvergedReason reason;
60   PetscErrorCode      ierr;
61 
62   PetscFunctionBegin;
63   /* variable initialization */
64   snes->reason  = SNES_CONVERGED_ITERATING;
65   X             = snes->vec_sol;
66   F             = snes->vec_func;
67   B             = snes->vec_rhs;
68   XA            = snes->vec_sol_update;
69   FA            = snes->work[0];
70   D             = snes->work[1];
71 
72   /* work for the line search */
73   XM            = snes->work[3];
74   FM            = snes->work[4];
75 
76   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
77   snes->iter = 0;
78   snes->norm = 0.;
79   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
80 
81   /* initialization */
82 
83   /* r = F(x) */
84   if (!snes->vec_func_init_set) {
85     ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
86     if (snes->domainerror) {
87       snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
88       PetscFunctionReturn(0);
89     }
90   } else {
91     snes->vec_func_init_set = PETSC_FALSE;
92   }
93 
94   if (!snes->norm_init_set) {
95     ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);
96     if (PetscIsInfOrNanReal(fnorm)) SETERRQ(((PetscObject)snes)->comm,PETSC_ERR_FP,"Infinite or not-a-number generated in function evaluation");
97   } else {
98     fnorm = snes->norm_init;
99     snes->norm_init_set = PETSC_FALSE;
100   }
101   fminnorm = fnorm;
102 
103   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
104   snes->norm = fnorm;
105   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
106   SNESLogConvHistory(snes,fnorm,0);
107   ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);
108   ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
109   if (snes->reason) PetscFunctionReturn(0);
110 
111   k_restart = 0;
112   l = 0;
113   for (k=1; k < snes->max_its+1; k++) {
114     /* select which vector of the stored subspace will be updated */
115     ivec = k_restart % ngmres->msize;
116     if (snes->pc && snes->pcside == PC_RIGHT) {
117       ierr = VecCopy(X,XM);CHKERRQ(ierr);
118       ierr = SNESSetInitialFunction(snes->pc,F);CHKERRQ(ierr);
119       ierr = SNESSetInitialFunctionNorm(snes->pc,fnorm);CHKERRQ(ierr);
120 
121       ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr);
122       ierr = SNESSolve(snes->pc,B,XM);CHKERRQ(ierr);
123       ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr);
124 
125       ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
126       if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
127         snes->reason = SNES_DIVERGED_INNER;
128         PetscFunctionReturn(0);
129       }
130       ierr = SNESGetFunction(snes->pc,&FPC,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr);
131       ierr = VecCopy(FPC,FM);CHKERRQ(ierr);
132       ierr = SNESGetFunctionNorm(snes->pc,&fMnorm);CHKERRQ(ierr);
133       if (ngmres->andersonBeta != 1.0) {
134         VecAXPBY(XM,(1.0 - ngmres->andersonBeta),ngmres->andersonBeta,X);CHKERRQ(ierr);
135       }
136     } else {
137       ierr = VecCopy(F,FM);CHKERRQ(ierr);
138       ierr = VecCopy(X,XM);CHKERRQ(ierr);
139       ierr = VecAXPY(XM,-ngmres->andersonBeta,FM);CHKERRQ(ierr);
140       fMnorm = fnorm;
141     }
142 
143     ierr = SNESNGMRESFormCombinedSolution_Private(snes,l,XM,FM,fMnorm,X,XA,FA);CHKERRQ(ierr);
144     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) {
145       ierr = SNESNGMRESCalculateDifferences_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,PETSC_NULL);CHKERRQ(ierr);
146       ierr = SNESNGMRESSelectRestart_Private(snes,l,fnorm,dnorm,fminnorm,dminnorm,&selectRestart);CHKERRQ(ierr);
147       /* if the restart conditions persist for more than restart_it iterations, restart. */
148       if (selectRestart) {
149         restart_count++;
150       } else {
151         restart_count = 0;
152       }
153     } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) {
154       if (k_restart > ngmres->restart_periodic) {
155         if (ngmres->monitor) ierr = PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);CHKERRQ(ierr);
156         restart_count = ngmres->restart_it;
157       }
158     }
159     /* restart after restart conditions have persisted for a fixed number of iterations */
160     if (restart_count >= ngmres->restart_it) {
161       if (ngmres->monitor) {
162         ierr = PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);CHKERRQ(ierr);
163       }
164       restart_count = 0;
165       k_restart = 0;
166       l = 0;
167     } else {
168       if (l < ngmres->msize)l++;
169       k_restart++;
170       ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fnorm,XM);CHKERRQ(ierr);
171     }
172 
173     ierr = VecNorm(FA,NORM_2,&fnorm);CHKERRQ(ierr);
174     if (fminnorm > fnorm) fminnorm = fnorm;
175 
176     ierr = VecCopy(XA,X);CHKERRQ(ierr);
177     ierr = VecCopy(FA,F);CHKERRQ(ierr);
178 
179     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
180     snes->iter = k;
181     snes->norm = fnorm;
182     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
183     SNESLogConvHistory(snes,snes->norm,snes->iter);
184     ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
185     ierr = (*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
186     if (snes->reason) PetscFunctionReturn(0);
187   }
188   snes->reason = SNES_DIVERGED_MAX_IT;
189   PetscFunctionReturn(0);
190 }
191 
192 /*MC
193   SNESAnderson - Anderson Mixing method.
194 
195    Level: beginner
196 
197    Options Database:
198 +  -snes_anderson_m                - Number of stored previous solutions and residuals
199 .  -snes_anderson_beta             - Relaxation parameter; X_{update} = X + \beta F
200 -  -snes_anderson_monitor          - Prints relevant information about the ngmres iteration
201 
202    Notes:
203 
204    The Anderson Mixing method combines m previous solutions into a minimum-residual solution by solving a small linearized
205    optimization problem at each iteration.
206 
207    References:
208 
209     "D. G. Anderson. Iterative procedures for nonlinear integral equations.
210     J. Assoc. Comput. Mach., 12:547–560, 1965."
211 
212 .seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types)
213 M*/
214 
215 EXTERN_C_BEGIN
216 #undef __FUNCT__
217 #define __FUNCT__ "SNESCreate_Anderson"
218 PetscErrorCode SNESCreate_Anderson(SNES snes)
219 {
220   SNES_NGMRES   *ngmres;
221   PetscErrorCode ierr;
222 
223   PetscFunctionBegin;
224   snes->ops->destroy        = SNESDestroy_NGMRES;
225   snes->ops->setup          = SNESSetUp_NGMRES;
226   snes->ops->setfromoptions = SNESSetFromOptions_Anderson;
227   snes->ops->view           = SNESView_NGMRES;
228   snes->ops->solve          = SNESSolve_Anderson;
229   snes->ops->reset          = SNESReset_NGMRES;
230 
231   snes->usespc          = PETSC_TRUE;
232   snes->usesksp         = PETSC_FALSE;
233 
234   ierr = PetscNewLog(snes,SNES_NGMRES,&ngmres);CHKERRQ(ierr);
235   snes->data = (void*) ngmres;
236   ngmres->msize = 30;
237 
238   if (!snes->tolerancesset) {
239     snes->max_funcs = 30000;
240     snes->max_its   = 10000;
241   }
242 
243   ngmres->additive_linesearch = PETSC_NULL;
244 
245   ngmres->restart_type   = SNES_NGMRES_RESTART_NONE;
246   ngmres->restart_it = 2;
247   ngmres->restart_periodic = 30;
248   ngmres->gammaA     = 2.0;
249   ngmres->gammaC     = 2.0;
250   ngmres->deltaB     = 0.9;
251   ngmres->epsilonB   = 0.1;
252 
253   ngmres->andersonBeta = 1.0;
254   PetscFunctionReturn(0);
255 }
256 EXTERN_C_END
257