1 #include <../src/snes/impls/ngmres/snesngmres.h> /*I "petscsnes.h" I*/ 2 3 static PetscErrorCode SNESSetFromOptions_Anderson(PetscOptionItems *PetscOptionsObject,SNES snes) 4 { 5 SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 6 PetscErrorCode ierr; 7 PetscBool monitor = PETSC_FALSE; 8 SNESLineSearch linesearch; 9 10 PetscFunctionBegin; 11 ierr = PetscOptionsHead(PetscOptionsObject,"SNES NGMRES options");CHKERRQ(ierr); 12 ierr = PetscOptionsInt("-snes_anderson_m", "Number of directions","SNES",ngmres->msize,&ngmres->msize,NULL);CHKERRQ(ierr); 13 ierr = PetscOptionsReal("-snes_anderson_beta", "Mixing parameter","SNES",ngmres->andersonBeta,&ngmres->andersonBeta,NULL);CHKERRQ(ierr); 14 ierr = PetscOptionsInt("-snes_anderson_restart", "Iterations before forced restart", "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,NULL);CHKERRQ(ierr); 15 ierr = PetscOptionsInt("-snes_anderson_restart_it", "Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,NULL);CHKERRQ(ierr); 16 ierr = PetscOptionsEnum("-snes_anderson_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes,(PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,NULL);CHKERRQ(ierr); 17 ierr = PetscOptionsBool("-snes_anderson_monitor", "Monitor steps of Anderson Mixing","SNES",ngmres->monitor ? PETSC_TRUE : PETSC_FALSE,&monitor,NULL);CHKERRQ(ierr); 18 if (monitor) { 19 ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));CHKERRQ(ierr); 20 } 21 ierr = PetscOptionsTail();CHKERRQ(ierr); 22 /* set the default type of the line search if the user hasn't already. */ 23 if (!snes->linesearch) { 24 ierr = SNESGetLineSearch(snes,&linesearch);CHKERRQ(ierr); 25 ierr = SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);CHKERRQ(ierr); 26 } 27 PetscFunctionReturn(0); 28 } 29 30 static PetscErrorCode SNESSolve_Anderson(SNES snes) 31 { 32 SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 33 /* present solution, residual, and preconditioned residual */ 34 Vec X,F,B,D; 35 /* candidate linear combination answers */ 36 Vec XA,FA,XM,FM; 37 38 /* coefficients and RHS to the minimization problem */ 39 PetscReal fnorm,fMnorm,fAnorm; 40 PetscReal xnorm,ynorm; 41 PetscReal dnorm,dminnorm=0.0,fminnorm; 42 PetscInt restart_count=0; 43 PetscInt k,k_restart,l,ivec; 44 PetscBool selectRestart; 45 SNESConvergedReason reason; 46 PetscErrorCode ierr; 47 48 PetscFunctionBegin; 49 if (snes->xl || snes->xu || snes->ops->computevariablebounds) SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name); 50 51 ierr = PetscCitationsRegister(SNESCitation,&SNEScite);CHKERRQ(ierr); 52 /* variable initialization */ 53 snes->reason = SNES_CONVERGED_ITERATING; 54 X = snes->vec_sol; 55 F = snes->vec_func; 56 B = snes->vec_rhs; 57 XA = snes->vec_sol_update; 58 FA = snes->work[0]; 59 D = snes->work[1]; 60 61 /* work for the line search */ 62 XM = snes->work[3]; 63 FM = snes->work[4]; 64 65 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 66 snes->iter = 0; 67 snes->norm = 0.; 68 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 69 70 /* initialization */ 71 72 /* r = F(x) */ 73 74 if (snes->npc && snes->npcside== PC_LEFT) { 75 ierr = SNESApplyNPC(snes,X,NULL,F);CHKERRQ(ierr); 76 ierr = SNESGetConvergedReason(snes->npc,&reason);CHKERRQ(ierr); 77 if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 78 snes->reason = SNES_DIVERGED_INNER; 79 PetscFunctionReturn(0); 80 } 81 ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); 82 } else { 83 if (!snes->vec_func_init_set) { 84 ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 85 } else snes->vec_func_init_set = PETSC_FALSE; 86 87 ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); 88 SNESCheckFunctionNorm(snes,fnorm); 89 } 90 fminnorm = fnorm; 91 92 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 93 snes->norm = fnorm; 94 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 95 ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr); 96 ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 97 ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 98 if (snes->reason) PetscFunctionReturn(0); 99 100 k_restart = 0; 101 l = 0; 102 ivec = 0; 103 for (k=1; k < snes->max_its+1; k++) { 104 /* select which vector of the stored subspace will be updated */ 105 if (snes->npc && snes->npcside== PC_RIGHT) { 106 ierr = VecCopy(X,XM);CHKERRQ(ierr); 107 ierr = SNESSetInitialFunction(snes->npc,F);CHKERRQ(ierr); 108 109 ierr = PetscLogEventBegin(SNES_NPCSolve,snes->npc,XM,B,0);CHKERRQ(ierr); 110 ierr = SNESSolve(snes->npc,B,XM);CHKERRQ(ierr); 111 ierr = PetscLogEventEnd(SNES_NPCSolve,snes->npc,XM,B,0);CHKERRQ(ierr); 112 113 ierr = SNESGetConvergedReason(snes->npc,&reason);CHKERRQ(ierr); 114 if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 115 snes->reason = SNES_DIVERGED_INNER; 116 PetscFunctionReturn(0); 117 } 118 ierr = SNESGetNPCFunction(snes,FM,&fMnorm);CHKERRQ(ierr); 119 if (ngmres->andersonBeta != 1.0) { 120 ierr = VecAXPBY(XM,(1.0 - ngmres->andersonBeta),ngmres->andersonBeta,X);CHKERRQ(ierr); 121 } 122 } else { 123 ierr = VecCopy(F,FM);CHKERRQ(ierr); 124 ierr = VecCopy(X,XM);CHKERRQ(ierr); 125 ierr = VecAXPY(XM,-ngmres->andersonBeta,FM);CHKERRQ(ierr); 126 fMnorm = fnorm; 127 } 128 129 ierr = SNESNGMRESFormCombinedSolution_Private(snes,ivec,l,XM,FM,fMnorm,X,XA,FA);CHKERRQ(ierr); 130 ivec = k_restart % ngmres->msize; 131 if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) { 132 ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);CHKERRQ(ierr); 133 ierr = SNESNGMRESSelectRestart_Private(snes,l,fMnorm,fnorm,dnorm,fminnorm,dminnorm,&selectRestart);CHKERRQ(ierr); 134 /* if the restart conditions persist for more than restart_it iterations, restart. */ 135 if (selectRestart) restart_count++; 136 else restart_count = 0; 137 } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) { 138 ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);CHKERRQ(ierr); 139 if (k_restart > ngmres->restart_periodic) { 140 if (ngmres->monitor) ierr = PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);CHKERRQ(ierr); 141 restart_count = ngmres->restart_it; 142 } 143 } else { 144 ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);CHKERRQ(ierr); 145 } 146 /* restart after restart conditions have persisted for a fixed number of iterations */ 147 if (restart_count >= ngmres->restart_it) { 148 if (ngmres->monitor) { 149 ierr = PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);CHKERRQ(ierr); 150 } 151 restart_count = 0; 152 k_restart = 0; 153 l = 0; 154 ivec = 0; 155 } else { 156 if (l < ngmres->msize) l++; 157 k_restart++; 158 ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fnorm,XM);CHKERRQ(ierr); 159 } 160 161 fnorm = fAnorm; 162 if (fminnorm > fnorm) fminnorm = fnorm; 163 164 ierr = VecCopy(XA,X);CHKERRQ(ierr); 165 ierr = VecCopy(FA,F);CHKERRQ(ierr); 166 167 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 168 snes->iter = k; 169 snes->norm = fnorm; 170 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 171 ierr = SNESLogConvergenceHistory(snes,snes->norm,snes->iter);CHKERRQ(ierr); 172 ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 173 ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 174 if (snes->reason) PetscFunctionReturn(0); 175 } 176 snes->reason = SNES_DIVERGED_MAX_IT; 177 PetscFunctionReturn(0); 178 } 179 180 /*MC 181 SNESANDERSON - Anderson Mixing method. 182 183 Level: beginner 184 185 Options Database: 186 + -snes_anderson_m - Number of stored previous solutions and residuals 187 . -snes_anderson_beta - Anderson mixing parameter 188 . -snes_anderson_restart_type - Type of restart (see SNESNGMRES) 189 . -snes_anderson_restart_it - Number of iterations of restart conditions before restart 190 . -snes_anderson_restart - Number of iterations before periodic restart 191 - -snes_anderson_monitor - Prints relevant information about the ngmres iteration 192 193 Notes: 194 195 The Anderson Mixing method combines m previous solutions into a minimum-residual solution by solving a small linearized 196 optimization problem at each iteration. 197 198 Very similar to the SNESNGMRES algorithm. 199 200 References: 201 + 1. - D. G. Anderson. Iterative procedures for nonlinear integral equations. 202 J. Assoc. Comput. Mach., 12, 1965." 203 - 2. - Peter R. Brune, Matthew G. Knepley, Barry F. Smith, and Xuemin Tu,"Composing Scalable Nonlinear Algebraic Solvers", 204 SIAM Review, 57(4), 2015 205 206 207 .seealso: SNESNGMRES, SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types) 208 M*/ 209 210 PETSC_EXTERN PetscErrorCode SNESCreate_Anderson(SNES snes) 211 { 212 SNES_NGMRES *ngmres; 213 PetscErrorCode ierr; 214 215 PetscFunctionBegin; 216 snes->ops->destroy = SNESDestroy_NGMRES; 217 snes->ops->setup = SNESSetUp_NGMRES; 218 snes->ops->setfromoptions = SNESSetFromOptions_Anderson; 219 snes->ops->view = SNESView_NGMRES; 220 snes->ops->solve = SNESSolve_Anderson; 221 snes->ops->reset = SNESReset_NGMRES; 222 223 snes->usesnpc = PETSC_TRUE; 224 snes->usesksp = PETSC_FALSE; 225 snes->npcside = PC_RIGHT; 226 227 snes->alwayscomputesfinalresidual = PETSC_TRUE; 228 229 ierr = PetscNewLog(snes,&ngmres);CHKERRQ(ierr); 230 snes->data = (void*) ngmres; 231 ngmres->msize = 30; 232 233 if (!snes->tolerancesset) { 234 snes->max_funcs = 30000; 235 snes->max_its = 10000; 236 } 237 238 ngmres->additive_linesearch = NULL; 239 ngmres->approxfunc = PETSC_FALSE; 240 ngmres->restart_type = SNES_NGMRES_RESTART_NONE; 241 ngmres->restart_it = 2; 242 ngmres->restart_periodic = 30; 243 ngmres->gammaA = 2.0; 244 ngmres->gammaC = 2.0; 245 ngmres->deltaB = 0.9; 246 ngmres->epsilonB = 0.1; 247 248 ngmres->andersonBeta = 1.0; 249 PetscFunctionReturn(0); 250 } 251