141ba4c6cSHeeho Park 241ba4c6cSHeeho Park #include <../src/snes/impls/ntrdc/ntrdcimpl.h> /*I "petscsnes.h" I*/ 341ba4c6cSHeeho Park 441ba4c6cSHeeho Park typedef struct { 541ba4c6cSHeeho Park SNES snes; 641ba4c6cSHeeho Park /* Information on the regular SNES convergence test; which may have been user provided 741ba4c6cSHeeho Park Copied from tr.c (maybe able to disposed, but this is a private function) - Heeho 841ba4c6cSHeeho Park Same with SNESTR_KSPConverged_Private, SNESTR_KSPConverged_Destroy, and SNESTR_Converged_Private 941ba4c6cSHeeho Park */ 1041ba4c6cSHeeho Park 1141ba4c6cSHeeho Park PetscErrorCode (*convtest)(KSP,PetscInt,PetscReal,KSPConvergedReason*,void*); 1241ba4c6cSHeeho Park PetscErrorCode (*convdestroy)(void*); 1341ba4c6cSHeeho Park void *convctx; 1441ba4c6cSHeeho Park } SNES_TRDC_KSPConverged_Ctx; 1541ba4c6cSHeeho Park 1641ba4c6cSHeeho Park static PetscErrorCode SNESTRDC_KSPConverged_Private(KSP ksp,PetscInt n,PetscReal rnorm,KSPConvergedReason *reason,void *cctx) 1741ba4c6cSHeeho Park { 1841ba4c6cSHeeho Park SNES_TRDC_KSPConverged_Ctx *ctx = (SNES_TRDC_KSPConverged_Ctx*)cctx; 1941ba4c6cSHeeho Park SNES snes = ctx->snes; 2041ba4c6cSHeeho Park SNES_NEWTONTRDC *neP = (SNES_NEWTONTRDC*)snes->data; 2141ba4c6cSHeeho Park Vec x; 2241ba4c6cSHeeho Park PetscReal nrm; 2341ba4c6cSHeeho Park 2441ba4c6cSHeeho Park PetscFunctionBegin; 259566063dSJacob Faibussowitsch PetscCall((*ctx->convtest)(ksp,n,rnorm,reason,ctx->convctx)); 2641ba4c6cSHeeho Park if (*reason) { 279566063dSJacob Faibussowitsch PetscCall(PetscInfo(snes,"Default or user provided convergence test KSP iterations=%" PetscInt_FMT ", rnorm=%g\n",n,(double)rnorm)); 2841ba4c6cSHeeho Park } 2941ba4c6cSHeeho Park /* Determine norm of solution */ 309566063dSJacob Faibussowitsch PetscCall(KSPBuildSolution(ksp,NULL,&x)); 319566063dSJacob Faibussowitsch PetscCall(VecNorm(x,NORM_2,&nrm)); 3241ba4c6cSHeeho Park if (nrm >= neP->delta) { 339566063dSJacob Faibussowitsch PetscCall(PetscInfo(snes,"Ending linear iteration early, delta=%g, length=%g\n",(double)neP->delta,(double)nrm)); 3441ba4c6cSHeeho Park *reason = KSP_CONVERGED_STEP_LENGTH; 3541ba4c6cSHeeho Park } 3641ba4c6cSHeeho Park PetscFunctionReturn(0); 3741ba4c6cSHeeho Park } 3841ba4c6cSHeeho Park 3941ba4c6cSHeeho Park static PetscErrorCode SNESTRDC_KSPConverged_Destroy(void *cctx) 4041ba4c6cSHeeho Park { 4141ba4c6cSHeeho Park SNES_TRDC_KSPConverged_Ctx *ctx = (SNES_TRDC_KSPConverged_Ctx*)cctx; 4241ba4c6cSHeeho Park 4341ba4c6cSHeeho Park PetscFunctionBegin; 449566063dSJacob Faibussowitsch PetscCall((*ctx->convdestroy)(ctx->convctx)); 459566063dSJacob Faibussowitsch PetscCall(PetscFree(ctx)); 4641ba4c6cSHeeho Park 4741ba4c6cSHeeho Park PetscFunctionReturn(0); 4841ba4c6cSHeeho Park } 4941ba4c6cSHeeho Park 5041ba4c6cSHeeho Park /* ---------------------------------------------------------------- */ 5141ba4c6cSHeeho Park /* 5241ba4c6cSHeeho Park SNESTRDC_Converged_Private -test convergence JUST for 5341ba4c6cSHeeho Park the trust region tolerance. 5441ba4c6cSHeeho Park 5541ba4c6cSHeeho Park */ 5641ba4c6cSHeeho Park static PetscErrorCode SNESTRDC_Converged_Private(SNES snes,PetscInt it,PetscReal xnorm,PetscReal pnorm,PetscReal fnorm,SNESConvergedReason *reason,void *dummy) 5741ba4c6cSHeeho Park { 5841ba4c6cSHeeho Park SNES_NEWTONTRDC *neP = (SNES_NEWTONTRDC*)snes->data; 5941ba4c6cSHeeho Park 6041ba4c6cSHeeho Park PetscFunctionBegin; 6141ba4c6cSHeeho Park *reason = SNES_CONVERGED_ITERATING; 6241ba4c6cSHeeho Park if (neP->delta < xnorm * snes->deltatol) { 639566063dSJacob Faibussowitsch PetscCall(PetscInfo(snes,"Diverged due to too small a trust region %g<%g*%g\n",(double)neP->delta,(double)xnorm,(double)snes->deltatol)); 6441ba4c6cSHeeho Park *reason = SNES_DIVERGED_TR_DELTA; 6541ba4c6cSHeeho Park } else if (snes->nfuncs >= snes->max_funcs && snes->max_funcs >= 0) { 669566063dSJacob Faibussowitsch PetscCall(PetscInfo(snes,"Exceeded maximum number of function evaluations: %" PetscInt_FMT "\n",snes->max_funcs)); 6741ba4c6cSHeeho Park *reason = SNES_DIVERGED_FUNCTION_COUNT; 6841ba4c6cSHeeho Park } 6941ba4c6cSHeeho Park PetscFunctionReturn(0); 7041ba4c6cSHeeho Park } 7141ba4c6cSHeeho Park 7241ba4c6cSHeeho Park /*@ 7341ba4c6cSHeeho Park SNESNewtonTRDCGetRhoFlag - Get whether the solution update is within the trust-region. 7441ba4c6cSHeeho Park 7541ba4c6cSHeeho Park Input Parameters: 7641ba4c6cSHeeho Park . snes - the nonlinear solver object 7741ba4c6cSHeeho Park 7841ba4c6cSHeeho Park Output Parameters: 7941ba4c6cSHeeho Park . rho_flag: PETSC_TRUE if the solution update is in the trust-region; otherwise, PETSC_FALSE 8041ba4c6cSHeeho Park 8141ba4c6cSHeeho Park Level: developer 8241ba4c6cSHeeho Park 8341ba4c6cSHeeho Park @*/ 8441ba4c6cSHeeho Park PetscErrorCode SNESNewtonTRDCGetRhoFlag(SNES snes,PetscBool *rho_flag) 8541ba4c6cSHeeho Park { 8641ba4c6cSHeeho Park SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC*)snes->data; 8741ba4c6cSHeeho Park 8841ba4c6cSHeeho Park PetscFunctionBegin; 8941ba4c6cSHeeho Park PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 9041ba4c6cSHeeho Park PetscValidBoolPointer(rho_flag,2); 9141ba4c6cSHeeho Park *rho_flag = tr->rho_satisfied; 9241ba4c6cSHeeho Park PetscFunctionReturn(0); 9341ba4c6cSHeeho Park } 9441ba4c6cSHeeho Park 9541ba4c6cSHeeho Park /*@C 9641ba4c6cSHeeho Park SNESNewtonTRDCSetPreCheck - Sets a user function that is called before the search step has been determined. 9741ba4c6cSHeeho Park Allows the user a chance to change or override the trust region decision. 9841ba4c6cSHeeho Park 9941ba4c6cSHeeho Park Logically Collective on snes 10041ba4c6cSHeeho Park 10141ba4c6cSHeeho Park Input Parameters: 10241ba4c6cSHeeho Park + snes - the nonlinear solver object 10341ba4c6cSHeeho Park . func - [optional] function evaluation routine, see SNESNewtonTRDCPreCheck() for the calling sequence 10441ba4c6cSHeeho Park - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 10541ba4c6cSHeeho Park 10641ba4c6cSHeeho Park Level: intermediate 10741ba4c6cSHeeho Park 10841ba4c6cSHeeho Park Note: This function is called BEFORE the function evaluation within the SNESNEWTONTRDC solver. 10941ba4c6cSHeeho Park 110db781477SPatrick Sanan .seealso: `SNESNewtonTRDCPreCheck()`, `SNESNewtonTRDCGetPreCheck()`, `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCGetPostCheck()` 11141ba4c6cSHeeho Park @*/ 11241ba4c6cSHeeho Park PetscErrorCode SNESNewtonTRDCSetPreCheck(SNES snes, PetscErrorCode (*func)(SNES,Vec,Vec,PetscBool*,void*),void *ctx) 11341ba4c6cSHeeho Park { 11441ba4c6cSHeeho Park SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC*)snes->data; 11541ba4c6cSHeeho Park 11641ba4c6cSHeeho Park PetscFunctionBegin; 11741ba4c6cSHeeho Park PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 11841ba4c6cSHeeho Park if (func) tr->precheck = func; 11941ba4c6cSHeeho Park if (ctx) tr->precheckctx = ctx; 12041ba4c6cSHeeho Park PetscFunctionReturn(0); 12141ba4c6cSHeeho Park } 12241ba4c6cSHeeho Park 12341ba4c6cSHeeho Park /*@C 12441ba4c6cSHeeho Park SNESNewtonTRDCGetPreCheck - Gets the pre-check function 12541ba4c6cSHeeho Park 12641ba4c6cSHeeho Park Not collective 12741ba4c6cSHeeho Park 12841ba4c6cSHeeho Park Input Parameter: 12941ba4c6cSHeeho Park . snes - the nonlinear solver context 13041ba4c6cSHeeho Park 13141ba4c6cSHeeho Park Output Parameters: 13241ba4c6cSHeeho Park + func - [optional] function evaluation routine, see for the calling sequence SNESNewtonTRDCPreCheck() 13341ba4c6cSHeeho Park - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 13441ba4c6cSHeeho Park 13541ba4c6cSHeeho Park Level: intermediate 13641ba4c6cSHeeho Park 137db781477SPatrick Sanan .seealso: `SNESNewtonTRDCSetPreCheck()`, `SNESNewtonTRDCPreCheck()` 13841ba4c6cSHeeho Park @*/ 13941ba4c6cSHeeho Park PetscErrorCode SNESNewtonTRDCGetPreCheck(SNES snes, PetscErrorCode (**func)(SNES,Vec,Vec,PetscBool*,void*),void **ctx) 14041ba4c6cSHeeho Park { 14141ba4c6cSHeeho Park SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC*)snes->data; 14241ba4c6cSHeeho Park 14341ba4c6cSHeeho Park PetscFunctionBegin; 14441ba4c6cSHeeho Park PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 14541ba4c6cSHeeho Park if (func) *func = tr->precheck; 14641ba4c6cSHeeho Park if (ctx) *ctx = tr->precheckctx; 14741ba4c6cSHeeho Park PetscFunctionReturn(0); 14841ba4c6cSHeeho Park } 14941ba4c6cSHeeho Park 15041ba4c6cSHeeho Park /*@C 15141ba4c6cSHeeho Park SNESNewtonTRDCSetPostCheck - Sets a user function that is called after the search step has been determined but before the next 15241ba4c6cSHeeho Park function evaluation. Allows the user a chance to change or override the decision of the line search routine 15341ba4c6cSHeeho Park 15441ba4c6cSHeeho Park Logically Collective on snes 15541ba4c6cSHeeho Park 15641ba4c6cSHeeho Park Input Parameters: 15741ba4c6cSHeeho Park + snes - the nonlinear solver object 15841ba4c6cSHeeho Park . func - [optional] function evaluation routine, see SNESNewtonTRDCPostCheck() for the calling sequence 15941ba4c6cSHeeho Park - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 16041ba4c6cSHeeho Park 16141ba4c6cSHeeho Park Level: intermediate 16241ba4c6cSHeeho Park 16341ba4c6cSHeeho Park Note: This function is called BEFORE the function evaluation within the SNESNEWTONTRDC solver while the function set in 16441ba4c6cSHeeho Park SNESLineSearchSetPostCheck() is called AFTER the function evaluation. 16541ba4c6cSHeeho Park 166db781477SPatrick Sanan .seealso: `SNESNewtonTRDCPostCheck()`, `SNESNewtonTRDCGetPostCheck()` 16741ba4c6cSHeeho Park @*/ 16841ba4c6cSHeeho Park PetscErrorCode SNESNewtonTRDCSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,PetscBool*,PetscBool*,void*),void *ctx) 16941ba4c6cSHeeho Park { 17041ba4c6cSHeeho Park SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC*)snes->data; 17141ba4c6cSHeeho Park 17241ba4c6cSHeeho Park PetscFunctionBegin; 17341ba4c6cSHeeho Park PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 17441ba4c6cSHeeho Park if (func) tr->postcheck = func; 17541ba4c6cSHeeho Park if (ctx) tr->postcheckctx = ctx; 17641ba4c6cSHeeho Park PetscFunctionReturn(0); 17741ba4c6cSHeeho Park } 17841ba4c6cSHeeho Park 17941ba4c6cSHeeho Park /*@C 18041ba4c6cSHeeho Park SNESNewtonTRDCGetPostCheck - Gets the post-check function 18141ba4c6cSHeeho Park 18241ba4c6cSHeeho Park Not collective 18341ba4c6cSHeeho Park 18441ba4c6cSHeeho Park Input Parameter: 18541ba4c6cSHeeho Park . snes - the nonlinear solver context 18641ba4c6cSHeeho Park 18741ba4c6cSHeeho Park Output Parameters: 18841ba4c6cSHeeho Park + func - [optional] function evaluation routine, see for the calling sequence SNESNewtonTRDCPostCheck() 18941ba4c6cSHeeho Park - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 19041ba4c6cSHeeho Park 19141ba4c6cSHeeho Park Level: intermediate 19241ba4c6cSHeeho Park 193db781477SPatrick Sanan .seealso: `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCPostCheck()` 19441ba4c6cSHeeho Park @*/ 19541ba4c6cSHeeho Park PetscErrorCode SNESNewtonTRDCGetPostCheck(SNES snes,PetscErrorCode (**func)(SNES,Vec,Vec,Vec,PetscBool*,PetscBool*,void*),void **ctx) 19641ba4c6cSHeeho Park { 19741ba4c6cSHeeho Park SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC*)snes->data; 19841ba4c6cSHeeho Park 19941ba4c6cSHeeho Park PetscFunctionBegin; 20041ba4c6cSHeeho Park PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 20141ba4c6cSHeeho Park if (func) *func = tr->postcheck; 20241ba4c6cSHeeho Park if (ctx) *ctx = tr->postcheckctx; 20341ba4c6cSHeeho Park PetscFunctionReturn(0); 20441ba4c6cSHeeho Park } 20541ba4c6cSHeeho Park 20641ba4c6cSHeeho Park /*@C 20741ba4c6cSHeeho Park SNESNewtonTRDCPreCheck - Called before the step has been determined in SNESNEWTONTRDC 20841ba4c6cSHeeho Park 20941ba4c6cSHeeho Park Logically Collective on snes 21041ba4c6cSHeeho Park 21141ba4c6cSHeeho Park Input Parameters: 21241ba4c6cSHeeho Park + snes - the solver 21341ba4c6cSHeeho Park . X - The last solution 21441ba4c6cSHeeho Park - Y - The step direction 21541ba4c6cSHeeho Park 21641ba4c6cSHeeho Park Output Parameters: 21741ba4c6cSHeeho Park . changed_Y - Indicator that the step direction Y has been changed. 21841ba4c6cSHeeho Park 21941ba4c6cSHeeho Park Level: developer 22041ba4c6cSHeeho Park 221db781477SPatrick Sanan .seealso: `SNESNewtonTRDCSetPreCheck()`, `SNESNewtonTRDCGetPreCheck()` 22241ba4c6cSHeeho Park @*/ 22341ba4c6cSHeeho Park static PetscErrorCode SNESNewtonTRDCPreCheck(SNES snes,Vec X,Vec Y,PetscBool *changed_Y) 22441ba4c6cSHeeho Park { 22541ba4c6cSHeeho Park SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC*)snes->data; 22641ba4c6cSHeeho Park 22741ba4c6cSHeeho Park PetscFunctionBegin; 22841ba4c6cSHeeho Park *changed_Y = PETSC_FALSE; 22941ba4c6cSHeeho Park if (tr->precheck) { 2309566063dSJacob Faibussowitsch PetscCall((*tr->precheck)(snes,X,Y,changed_Y,tr->precheckctx)); 23141ba4c6cSHeeho Park PetscValidLogicalCollectiveBool(snes,*changed_Y,4); 23241ba4c6cSHeeho Park } 23341ba4c6cSHeeho Park PetscFunctionReturn(0); 23441ba4c6cSHeeho Park } 23541ba4c6cSHeeho Park 23641ba4c6cSHeeho Park /*@C 23741ba4c6cSHeeho Park SNESNewtonTRDCPostCheck - Called after the step has been determined in SNESNEWTONTRDC but before the function evaluation 23841ba4c6cSHeeho Park 23941ba4c6cSHeeho Park Logically Collective on snes 24041ba4c6cSHeeho Park 24141ba4c6cSHeeho Park Input Parameters: 242f1a722f8SMatthew G. Knepley + snes - the solver 243f1a722f8SMatthew G. Knepley . X - The last solution 24441ba4c6cSHeeho Park . Y - The full step direction 24541ba4c6cSHeeho Park - W - The updated solution, W = X - Y 24641ba4c6cSHeeho Park 24741ba4c6cSHeeho Park Output Parameters: 24841ba4c6cSHeeho Park + changed_Y - indicator if step has been changed 24941ba4c6cSHeeho Park - changed_W - Indicator if the new candidate solution W has been changed. 25041ba4c6cSHeeho Park 25141ba4c6cSHeeho Park Notes: 25241ba4c6cSHeeho Park If Y is changed then W is recomputed as X - Y 25341ba4c6cSHeeho Park 25441ba4c6cSHeeho Park Level: developer 25541ba4c6cSHeeho Park 256db781477SPatrick Sanan .seealso: `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCGetPostCheck()` 25741ba4c6cSHeeho Park @*/ 25841ba4c6cSHeeho Park static PetscErrorCode SNESNewtonTRDCPostCheck(SNES snes,Vec X,Vec Y,Vec W,PetscBool *changed_Y,PetscBool *changed_W) 25941ba4c6cSHeeho Park { 26041ba4c6cSHeeho Park SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC*)snes->data; 26141ba4c6cSHeeho Park 26241ba4c6cSHeeho Park PetscFunctionBegin; 26341ba4c6cSHeeho Park *changed_Y = PETSC_FALSE; 26441ba4c6cSHeeho Park *changed_W = PETSC_FALSE; 26541ba4c6cSHeeho Park if (tr->postcheck) { 2669566063dSJacob Faibussowitsch PetscCall((*tr->postcheck)(snes,X,Y,W,changed_Y,changed_W,tr->postcheckctx)); 26741ba4c6cSHeeho Park PetscValidLogicalCollectiveBool(snes,*changed_Y,5); 26841ba4c6cSHeeho Park PetscValidLogicalCollectiveBool(snes,*changed_W,6); 26941ba4c6cSHeeho Park } 27041ba4c6cSHeeho Park PetscFunctionReturn(0); 27141ba4c6cSHeeho Park } 27241ba4c6cSHeeho Park 27341ba4c6cSHeeho Park /* 27441ba4c6cSHeeho Park SNESSolve_NEWTONTRDC - Implements Newton's Method with trust-region subproblem and adds dogleg Cauchy 27541ba4c6cSHeeho Park (Steepest Descent direction) step and direction if the trust region is not satisfied for solving system of 27641ba4c6cSHeeho Park nonlinear equations 27741ba4c6cSHeeho Park 27841ba4c6cSHeeho Park */ 27941ba4c6cSHeeho Park static PetscErrorCode SNESSolve_NEWTONTRDC(SNES snes) 28041ba4c6cSHeeho Park { 28141ba4c6cSHeeho Park SNES_NEWTONTRDC *neP = (SNES_NEWTONTRDC*)snes->data; 28241ba4c6cSHeeho Park Vec X,F,Y,G,W,GradF,YNtmp; 28341ba4c6cSHeeho Park Vec YCtmp; 28441ba4c6cSHeeho Park Mat jac; 28541ba4c6cSHeeho Park PetscInt maxits,i,j,lits,inner_count,bs; 28641ba4c6cSHeeho Park PetscReal rho,fnorm,gnorm,xnorm=0,delta,ynorm,temp_xnorm,temp_ynorm; /* TRDC inner iteration */ 28741ba4c6cSHeeho Park PetscReal inorms[99]; /* need to make it dynamic eventually, fixed max block size of 99 for now */ 28841ba4c6cSHeeho Park PetscReal deltaM,ynnorm,f0,mp,gTy,g,yTHy; /* rho calculation */ 28941ba4c6cSHeeho Park PetscReal auk,gfnorm,ycnorm,c0,c1,c2,tau,tau_pos,tau_neg,gTBg; /* Cauchy Point */ 29041ba4c6cSHeeho Park KSP ksp; 29141ba4c6cSHeeho Park SNESConvergedReason reason = SNES_CONVERGED_ITERATING; 29241ba4c6cSHeeho Park PetscBool breakout = PETSC_FALSE; 29341ba4c6cSHeeho Park SNES_TRDC_KSPConverged_Ctx *ctx; 29441ba4c6cSHeeho Park PetscErrorCode (*convtest)(KSP,PetscInt,PetscReal,KSPConvergedReason*,void*),(*convdestroy)(void*); 29541ba4c6cSHeeho Park void *convctx; 29641ba4c6cSHeeho Park 29741ba4c6cSHeeho Park PetscFunctionBegin; 29841ba4c6cSHeeho Park maxits = snes->max_its; /* maximum number of iterations */ 29941ba4c6cSHeeho Park X = snes->vec_sol; /* solution vector */ 30041ba4c6cSHeeho Park F = snes->vec_func; /* residual vector */ 30141ba4c6cSHeeho Park Y = snes->work[0]; /* update vector */ 30241ba4c6cSHeeho Park G = snes->work[1]; /* updated residual */ 30341ba4c6cSHeeho Park W = snes->work[2]; /* temporary vector */ 30441ba4c6cSHeeho Park GradF = snes->work[3]; /* grad f = J^T F */ 30541ba4c6cSHeeho Park YNtmp = snes->work[4]; /* Newton solution */ 30641ba4c6cSHeeho Park YCtmp = snes->work[5]; /* Cauchy solution */ 30741ba4c6cSHeeho Park 3080b121fc5SBarry Smith PetscCheck(!snes->xl && !snes->xu && !snes->ops->computevariablebounds,PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name); 30941ba4c6cSHeeho Park 3109566063dSJacob Faibussowitsch PetscCall(VecGetBlockSize(YNtmp,&bs)); 31141ba4c6cSHeeho Park 3129566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 31341ba4c6cSHeeho Park snes->iter = 0; 3149566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 31541ba4c6cSHeeho Park 31641ba4c6cSHeeho Park /* Set the linear stopping criteria to use the More' trick. From tr.c */ 3179566063dSJacob Faibussowitsch PetscCall(SNESGetKSP(snes,&ksp)); 3189566063dSJacob Faibussowitsch PetscCall(KSPGetConvergenceTest(ksp,&convtest,&convctx,&convdestroy)); 31941ba4c6cSHeeho Park if (convtest != SNESTRDC_KSPConverged_Private) { 3209566063dSJacob Faibussowitsch PetscCall(PetscNew(&ctx)); 32141ba4c6cSHeeho Park ctx->snes = snes; 3229566063dSJacob Faibussowitsch PetscCall(KSPGetAndClearConvergenceTest(ksp,&ctx->convtest,&ctx->convctx,&ctx->convdestroy)); 3239566063dSJacob Faibussowitsch PetscCall(KSPSetConvergenceTest(ksp,SNESTRDC_KSPConverged_Private,ctx,SNESTRDC_KSPConverged_Destroy)); 3249566063dSJacob Faibussowitsch PetscCall(PetscInfo(snes,"Using Krylov convergence test SNESTRDC_KSPConverged_Private\n")); 32541ba4c6cSHeeho Park } 32641ba4c6cSHeeho Park 32741ba4c6cSHeeho Park if (!snes->vec_func_init_set) { 3289566063dSJacob Faibussowitsch PetscCall(SNESComputeFunction(snes,X,F)); /* F(X) */ 32941ba4c6cSHeeho Park } else snes->vec_func_init_set = PETSC_FALSE; 33041ba4c6cSHeeho Park 3319566063dSJacob Faibussowitsch PetscCall(VecNorm(F,NORM_2,&fnorm)); /* fnorm <- || F || */ 33241ba4c6cSHeeho Park SNESCheckFunctionNorm(snes,fnorm); 3339566063dSJacob Faibussowitsch PetscCall(VecNorm(X,NORM_2,&xnorm)); /* xnorm <- || X || */ 33441ba4c6cSHeeho Park 3359566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 33641ba4c6cSHeeho Park snes->norm = fnorm; 3379566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 33841ba4c6cSHeeho Park delta = xnorm ? neP->delta0*xnorm : neP->delta0; /* initial trust region size scaled by xnorm */ 33941ba4c6cSHeeho Park deltaM = xnorm ? neP->deltaM*xnorm : neP->deltaM; /* maximum trust region size scaled by xnorm */ 34041ba4c6cSHeeho Park neP->delta = delta; 3419566063dSJacob Faibussowitsch PetscCall(SNESLogConvergenceHistory(snes,fnorm,0)); 3429566063dSJacob Faibussowitsch PetscCall(SNESMonitor(snes,0,fnorm)); 34341ba4c6cSHeeho Park 34441ba4c6cSHeeho Park neP->rho_satisfied = PETSC_FALSE; 34541ba4c6cSHeeho Park 34641ba4c6cSHeeho Park /* test convergence */ 347*dbbe0bcdSBarry Smith PetscUseTypeMethod(snes,converged ,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP); 34841ba4c6cSHeeho Park if (snes->reason) PetscFunctionReturn(0); 34941ba4c6cSHeeho Park 35041ba4c6cSHeeho Park for (i=0; i<maxits; i++) { 35141ba4c6cSHeeho Park PetscBool changed_y; 35241ba4c6cSHeeho Park PetscBool changed_w; 35341ba4c6cSHeeho Park 35441ba4c6cSHeeho Park /* dogleg method */ 3559566063dSJacob Faibussowitsch PetscCall(SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre)); 35641ba4c6cSHeeho Park SNESCheckJacobianDomainerror(snes); 3579566063dSJacob Faibussowitsch PetscCall(KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian)); 3589566063dSJacob Faibussowitsch PetscCall(KSPSolve(snes->ksp,F,YNtmp)); /* Quasi Newton Solution */ 35941ba4c6cSHeeho Park SNESCheckKSPSolve(snes); /* this is necessary but old tr.c did not have it*/ 3609566063dSJacob Faibussowitsch PetscCall(KSPGetIterationNumber(snes->ksp,&lits)); 3619566063dSJacob Faibussowitsch PetscCall(SNESGetJacobian(snes,&jac,NULL,NULL,NULL)); 36241ba4c6cSHeeho Park 36341ba4c6cSHeeho Park /* rescale Jacobian, Newton solution update, and re-calculate delta for multiphase (multivariable) 36441ba4c6cSHeeho Park for inner iteration and Cauchy direction calculation 36541ba4c6cSHeeho Park */ 36641ba4c6cSHeeho Park if (bs > 1 && neP->auto_scale_multiphase) { 3679566063dSJacob Faibussowitsch PetscCall(VecStrideNormAll(YNtmp,NORM_INFINITY,inorms)); 36841ba4c6cSHeeho Park for (j=0; j<bs; j++) { 36941ba4c6cSHeeho Park if (neP->auto_scale_max > 1.0) { 37041ba4c6cSHeeho Park if (inorms[j] < 1.0/neP->auto_scale_max) { 37141ba4c6cSHeeho Park inorms[j] = 1.0/neP->auto_scale_max; 37241ba4c6cSHeeho Park } 37341ba4c6cSHeeho Park } 3749566063dSJacob Faibussowitsch PetscCall(VecStrideSet(W,j,inorms[j])); 3759566063dSJacob Faibussowitsch PetscCall(VecStrideScale(YNtmp,j,1.0/inorms[j])); 3769566063dSJacob Faibussowitsch PetscCall(VecStrideScale(X,j,1.0/inorms[j])); 37741ba4c6cSHeeho Park } 3789566063dSJacob Faibussowitsch PetscCall(VecNorm(X,NORM_2,&xnorm)); 37941ba4c6cSHeeho Park if (i == 0) { 38041ba4c6cSHeeho Park delta = neP->delta0*xnorm; 38141ba4c6cSHeeho Park } else { 38241ba4c6cSHeeho Park delta = neP->delta*xnorm; 38341ba4c6cSHeeho Park } 38441ba4c6cSHeeho Park deltaM = neP->deltaM*xnorm; 3859566063dSJacob Faibussowitsch PetscCall(MatDiagonalScale(jac,PETSC_NULL,W)); 38641ba4c6cSHeeho Park } 38741ba4c6cSHeeho Park 38841ba4c6cSHeeho Park /* calculating GradF of minimization function */ 3899566063dSJacob Faibussowitsch PetscCall(MatMultTranspose(jac,F,GradF)); /* grad f = J^T F */ 3909566063dSJacob Faibussowitsch PetscCall(VecNorm(YNtmp,NORM_2,&ynnorm)); /* ynnorm <- || Y_newton || */ 39141ba4c6cSHeeho Park 39241ba4c6cSHeeho Park inner_count = 0; 39341ba4c6cSHeeho Park neP->rho_satisfied = PETSC_FALSE; 39441ba4c6cSHeeho Park while (1) { 39541ba4c6cSHeeho Park if (ynnorm <= delta) { /* see if the Newton solution is within the trust region */ 3969566063dSJacob Faibussowitsch PetscCall(VecCopy(YNtmp,Y)); 39741ba4c6cSHeeho Park } else if (neP->use_cauchy) { /* use Cauchy direction if enabled */ 3989566063dSJacob Faibussowitsch PetscCall(MatMult(jac,GradF,W)); 3999566063dSJacob Faibussowitsch PetscCall(VecDotRealPart(W,W,&gTBg)); /* completes GradF^T J^T J GradF */ 4009566063dSJacob Faibussowitsch PetscCall(VecNorm(GradF,NORM_2,&gfnorm)); /* grad f norm <- || grad f || */ 40141ba4c6cSHeeho Park if (gTBg <= 0.0) { 40241ba4c6cSHeeho Park auk = PETSC_MAX_REAL; 40341ba4c6cSHeeho Park } else { 40441ba4c6cSHeeho Park auk = PetscSqr(gfnorm)/gTBg; 40541ba4c6cSHeeho Park } 40641ba4c6cSHeeho Park auk = PetscMin(delta/gfnorm,auk); 4079566063dSJacob Faibussowitsch PetscCall(VecCopy(GradF,YCtmp)); /* this could be improved */ 4089566063dSJacob Faibussowitsch PetscCall(VecScale(YCtmp,auk)); /* YCtmp, Cauchy solution*/ 4099566063dSJacob Faibussowitsch PetscCall(VecNorm(YCtmp,NORM_2,&ycnorm)); /* ycnorm <- || Y_cauchy || */ 41041ba4c6cSHeeho Park if (ycnorm >= delta) { /* see if the Cauchy solution meets the criteria */ 4119566063dSJacob Faibussowitsch PetscCall(VecCopy(YCtmp,Y)); 4129566063dSJacob Faibussowitsch PetscCall(PetscInfo(snes,"DL evaluated. delta: %8.4e, ynnorm: %8.4e, ycnorm: %8.4e\n",(double)delta,(double)ynnorm,(double)ycnorm)); 41341ba4c6cSHeeho Park } else { /* take ratio, tau, of Cauchy and Newton direction and step */ 4149566063dSJacob Faibussowitsch PetscCall(VecAXPY(YNtmp,-1.0,YCtmp)); /* YCtmp = A, YNtmp = B */ 4159566063dSJacob Faibussowitsch PetscCall(VecNorm(YNtmp,NORM_2,&c0)); /* this could be improved */ 41641ba4c6cSHeeho Park c0 = PetscSqr(c0); 4179566063dSJacob Faibussowitsch PetscCall(VecDotRealPart(YCtmp,YNtmp,&c1)); 41841ba4c6cSHeeho Park c1 = 2.0*c1; 4199566063dSJacob Faibussowitsch PetscCall(VecNorm(YCtmp,NORM_2,&c2)); /* this could be improved */ 42041ba4c6cSHeeho Park c2 = PetscSqr(c2) - PetscSqr(delta); 42141ba4c6cSHeeho Park tau_pos = (c1 + PetscSqrtReal(PetscSqr(c1) - 4.*c0*c2))/(2.*c0); /* quadratic formula */ 42241ba4c6cSHeeho Park tau_neg = (c1 - PetscSqrtReal(PetscSqr(c1) - 4.*c0*c2))/(2.*c0); 42341ba4c6cSHeeho Park tau = PetscMax(tau_pos, tau_neg); /* can tau_neg > tau_pos? I don't think so, but just in case. */ 4249566063dSJacob Faibussowitsch PetscCall(PetscInfo(snes,"DL evaluated. tau: %8.4e, ynnorm: %8.4e, ycnorm: %8.4e\n",(double)tau,(double)ynnorm,(double)ycnorm)); 4259566063dSJacob Faibussowitsch PetscCall(VecWAXPY(W,tau,YNtmp,YCtmp)); 4269566063dSJacob Faibussowitsch PetscCall(VecAXPY(W,-tau,YCtmp)); 4279566063dSJacob Faibussowitsch PetscCall(VecCopy(W, Y)); /* this could be improved */ 42841ba4c6cSHeeho Park } 42941ba4c6cSHeeho Park } else { 43041ba4c6cSHeeho Park /* if Cauchy is disabled, only use Newton direction */ 43141ba4c6cSHeeho Park auk = delta/ynnorm; 4329566063dSJacob Faibussowitsch PetscCall(VecScale(YNtmp,auk)); 4339566063dSJacob Faibussowitsch PetscCall(VecCopy(YNtmp,Y)); /* this could be improved (many VecCopy, VecNorm)*/ 43441ba4c6cSHeeho Park } 43541ba4c6cSHeeho Park 4369566063dSJacob Faibussowitsch PetscCall(VecNorm(Y,NORM_2,&ynorm)); /* compute the final ynorm */ 43741ba4c6cSHeeho Park f0 = 0.5*PetscSqr(fnorm); /* minimizing function f(X) */ 4389566063dSJacob Faibussowitsch PetscCall(MatMult(jac,Y,W)); 4399566063dSJacob Faibussowitsch PetscCall(VecDotRealPart(W,W,&yTHy)); /* completes GradY^T J^T J GradY */ 4409566063dSJacob Faibussowitsch PetscCall(VecDotRealPart(GradF,Y,&gTy)); 44141ba4c6cSHeeho Park mp = f0 - gTy + 0.5*yTHy; /* quadratic model to satisfy, -gTy because our update is X-Y*/ 44241ba4c6cSHeeho Park 44341ba4c6cSHeeho Park /* scale back solution update */ 44441ba4c6cSHeeho Park if (bs > 1 && neP->auto_scale_multiphase) { 44541ba4c6cSHeeho Park for (j=0; j<bs; j++) { 4469566063dSJacob Faibussowitsch PetscCall(VecStrideScale(Y,j,inorms[j])); 44741ba4c6cSHeeho Park if (inner_count == 0) { 44841ba4c6cSHeeho Park /* TRDC inner algorithm does not need scaled X after calculating delta in the outer iteration */ 44941ba4c6cSHeeho Park /* need to scale back X to match Y and provide proper update to the external code */ 4509566063dSJacob Faibussowitsch PetscCall(VecStrideScale(X,j,inorms[j])); 45141ba4c6cSHeeho Park } 45241ba4c6cSHeeho Park } 4539566063dSJacob Faibussowitsch if (inner_count == 0) PetscCall(VecNorm(X,NORM_2,&temp_xnorm)); /* only in the first iteration */ 4549566063dSJacob Faibussowitsch PetscCall(VecNorm(Y,NORM_2,&temp_ynorm)); 45541ba4c6cSHeeho Park } else { 45641ba4c6cSHeeho Park temp_xnorm = xnorm; 45741ba4c6cSHeeho Park temp_ynorm = ynorm; 45841ba4c6cSHeeho Park } 45941ba4c6cSHeeho Park inner_count++; 46041ba4c6cSHeeho Park 46141ba4c6cSHeeho Park /* Evaluate the solution to meet the improvement ratio criteria */ 4629566063dSJacob Faibussowitsch PetscCall(SNESNewtonTRDCPreCheck(snes,X,Y,&changed_y)); 4639566063dSJacob Faibussowitsch PetscCall(VecWAXPY(W,-1.0,Y,X)); 4649566063dSJacob Faibussowitsch PetscCall(SNESNewtonTRDCPostCheck(snes,X,Y,W,&changed_y,&changed_w)); 4659566063dSJacob Faibussowitsch if (changed_y) PetscCall(VecWAXPY(W,-1.0,Y,X)); 4669566063dSJacob Faibussowitsch PetscCall(VecCopy(Y,snes->vec_sol_update)); 4679566063dSJacob Faibussowitsch PetscCall(SNESComputeFunction(snes,W,G)); /* F(X-Y) = G */ 4689566063dSJacob Faibussowitsch PetscCall(VecNorm(G,NORM_2,&gnorm)); /* gnorm <- || g || */ 46941ba4c6cSHeeho Park SNESCheckFunctionNorm(snes,gnorm); 47041ba4c6cSHeeho Park g = 0.5*PetscSqr(gnorm); /* minimizing function g(W) */ 47141ba4c6cSHeeho Park if (f0 == mp) rho = 0.0; 47241ba4c6cSHeeho Park else rho = (f0 - g)/(f0 - mp); /* actual improvement over predicted improvement */ 47341ba4c6cSHeeho Park 47441ba4c6cSHeeho Park if (rho < neP->eta2) { 47541ba4c6cSHeeho Park delta *= neP->t1; /* shrink the region */ 47641ba4c6cSHeeho Park } else if (rho > neP->eta3) { 47741ba4c6cSHeeho Park delta = PetscMin(neP->t2*delta,deltaM); /* expand the region, but not greater than deltaM */ 47841ba4c6cSHeeho Park } 47941ba4c6cSHeeho Park 48041ba4c6cSHeeho Park neP->delta = delta; 48141ba4c6cSHeeho Park if (rho >= neP->eta1) { 48241ba4c6cSHeeho Park /* unscale delta and xnorm before going to the next outer iteration */ 48341ba4c6cSHeeho Park if (bs > 1 && neP->auto_scale_multiphase) { 48441ba4c6cSHeeho Park neP->delta = delta/xnorm; 48541ba4c6cSHeeho Park xnorm = temp_xnorm; 48641ba4c6cSHeeho Park ynorm = temp_ynorm; 48741ba4c6cSHeeho Park } 48841ba4c6cSHeeho Park neP->rho_satisfied = PETSC_TRUE; 48941ba4c6cSHeeho Park break; /* the improvement ratio is satisfactory */ 49041ba4c6cSHeeho Park } 4919566063dSJacob Faibussowitsch PetscCall(PetscInfo(snes,"Trying again in smaller region\n")); 49241ba4c6cSHeeho Park 49341ba4c6cSHeeho Park /* check to see if progress is hopeless */ 49441ba4c6cSHeeho Park neP->itflag = PETSC_FALSE; 49541ba4c6cSHeeho Park /* both delta, ynorm, and xnorm are either scaled or unscaled */ 4969566063dSJacob Faibussowitsch PetscCall(SNESTRDC_Converged_Private(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP)); 49741ba4c6cSHeeho Park if (!reason) { 49841ba4c6cSHeeho Park /* temp_xnorm, temp_ynorm is always unscaled */ 49941ba4c6cSHeeho Park /* also the inner iteration already calculated the Jacobian and solved the matrix */ 50041ba4c6cSHeeho Park /* therefore, it should be passing iteration number of iter+1 instead of iter+0 in the first iteration and after */ 5019566063dSJacob Faibussowitsch PetscCall((*snes->ops->converged)(snes,snes->iter+1,temp_xnorm,temp_ynorm,fnorm,&reason,snes->cnvP)); 50241ba4c6cSHeeho Park } 50341ba4c6cSHeeho Park /* if multiphase state changes, break out inner iteration */ 50441ba4c6cSHeeho Park if (reason == SNES_BREAKOUT_INNER_ITER) { 50541ba4c6cSHeeho Park if (bs > 1 && neP->auto_scale_multiphase) { 50641ba4c6cSHeeho Park /* unscale delta and xnorm before going to the next outer iteration */ 50741ba4c6cSHeeho Park neP->delta = delta/xnorm; 50841ba4c6cSHeeho Park xnorm = temp_xnorm; 50941ba4c6cSHeeho Park ynorm = temp_ynorm; 51041ba4c6cSHeeho Park } 51141ba4c6cSHeeho Park reason = SNES_CONVERGED_ITERATING; 51241ba4c6cSHeeho Park break; 51341ba4c6cSHeeho Park } 51441ba4c6cSHeeho Park if (reason == SNES_CONVERGED_SNORM_RELATIVE) reason = SNES_DIVERGED_INNER; 51541ba4c6cSHeeho Park if (reason) { 51641ba4c6cSHeeho Park if (reason < 0) { 51741ba4c6cSHeeho Park /* We're not progressing, so return with the current iterate */ 5189566063dSJacob Faibussowitsch PetscCall(SNESMonitor(snes,i+1,fnorm)); 51941ba4c6cSHeeho Park breakout = PETSC_TRUE; 52041ba4c6cSHeeho Park break; 52141ba4c6cSHeeho Park } else if (reason > 0) { 52241ba4c6cSHeeho Park /* We're converged, so return with the current iterate and update solution */ 5239566063dSJacob Faibussowitsch PetscCall(SNESMonitor(snes,i+1,fnorm)); 52441ba4c6cSHeeho Park breakout = PETSC_FALSE; 52541ba4c6cSHeeho Park break; 52641ba4c6cSHeeho Park } 52741ba4c6cSHeeho Park } 52841ba4c6cSHeeho Park snes->numFailures++; 52941ba4c6cSHeeho Park } 53041ba4c6cSHeeho Park if (!breakout) { 53141ba4c6cSHeeho Park /* Update function and solution vectors */ 53241ba4c6cSHeeho Park fnorm = gnorm; 5339566063dSJacob Faibussowitsch PetscCall(VecCopy(G,F)); 5349566063dSJacob Faibussowitsch PetscCall(VecCopy(W,X)); 53541ba4c6cSHeeho Park /* Monitor convergence */ 5369566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 53741ba4c6cSHeeho Park snes->iter = i+1; 53841ba4c6cSHeeho Park snes->norm = fnorm; 53941ba4c6cSHeeho Park snes->xnorm = xnorm; 54041ba4c6cSHeeho Park snes->ynorm = ynorm; 5419566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 5429566063dSJacob Faibussowitsch PetscCall(SNESLogConvergenceHistory(snes,snes->norm,lits)); 5439566063dSJacob Faibussowitsch PetscCall(SNESMonitor(snes,snes->iter,snes->norm)); 54441ba4c6cSHeeho Park /* Test for convergence, xnorm = || X || */ 54541ba4c6cSHeeho Park neP->itflag = PETSC_TRUE; 5469566063dSJacob Faibussowitsch if (snes->ops->converged != SNESConvergedSkip) PetscCall(VecNorm(X,NORM_2,&xnorm)); 547*dbbe0bcdSBarry Smith PetscUseTypeMethod(snes,converged ,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP); 54841ba4c6cSHeeho Park if (reason) break; 54941ba4c6cSHeeho Park } else break; 55041ba4c6cSHeeho Park } 55141ba4c6cSHeeho Park 5529566063dSJacob Faibussowitsch /* PetscCall(PetscFree(inorms)); */ 55341ba4c6cSHeeho Park if (i == maxits) { 5549566063dSJacob Faibussowitsch PetscCall(PetscInfo(snes,"Maximum number of iterations has been reached: %" PetscInt_FMT "\n",maxits)); 55541ba4c6cSHeeho Park if (!reason) reason = SNES_DIVERGED_MAX_IT; 55641ba4c6cSHeeho Park } 5579566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 55841ba4c6cSHeeho Park snes->reason = reason; 5599566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 56041ba4c6cSHeeho Park if (convtest != SNESTRDC_KSPConverged_Private) { 5619566063dSJacob Faibussowitsch PetscCall(KSPGetAndClearConvergenceTest(ksp,&ctx->convtest,&ctx->convctx,&ctx->convdestroy)); 5629566063dSJacob Faibussowitsch PetscCall(PetscFree(ctx)); 5639566063dSJacob Faibussowitsch PetscCall(KSPSetConvergenceTest(ksp,convtest,convctx,convdestroy)); 56441ba4c6cSHeeho Park } 56541ba4c6cSHeeho Park PetscFunctionReturn(0); 56641ba4c6cSHeeho Park } 56741ba4c6cSHeeho Park 56841ba4c6cSHeeho Park /*------------------------------------------------------------*/ 56941ba4c6cSHeeho Park static PetscErrorCode SNESSetUp_NEWTONTRDC(SNES snes) 57041ba4c6cSHeeho Park { 57141ba4c6cSHeeho Park PetscFunctionBegin; 5729566063dSJacob Faibussowitsch PetscCall(SNESSetWorkVecs(snes,6)); 5739566063dSJacob Faibussowitsch PetscCall(SNESSetUpMatrices(snes)); 57441ba4c6cSHeeho Park PetscFunctionReturn(0); 57541ba4c6cSHeeho Park } 57641ba4c6cSHeeho Park 57741ba4c6cSHeeho Park PetscErrorCode SNESReset_NEWTONTRDC(SNES snes) 57841ba4c6cSHeeho Park { 57941ba4c6cSHeeho Park PetscFunctionBegin; 58041ba4c6cSHeeho Park PetscFunctionReturn(0); 58141ba4c6cSHeeho Park } 58241ba4c6cSHeeho Park 58341ba4c6cSHeeho Park static PetscErrorCode SNESDestroy_NEWTONTRDC(SNES snes) 58441ba4c6cSHeeho Park { 58541ba4c6cSHeeho Park PetscFunctionBegin; 5869566063dSJacob Faibussowitsch PetscCall(SNESReset_NEWTONTRDC(snes)); 5879566063dSJacob Faibussowitsch PetscCall(PetscFree(snes->data)); 58841ba4c6cSHeeho Park PetscFunctionReturn(0); 58941ba4c6cSHeeho Park } 59041ba4c6cSHeeho Park /*------------------------------------------------------------*/ 59141ba4c6cSHeeho Park 592*dbbe0bcdSBarry Smith static PetscErrorCode SNESSetFromOptions_NEWTONTRDC(SNES snes,PetscOptionItems *PetscOptionsObject) 59341ba4c6cSHeeho Park { 59441ba4c6cSHeeho Park SNES_NEWTONTRDC *ctx = (SNES_NEWTONTRDC*)snes->data; 59541ba4c6cSHeeho Park 59641ba4c6cSHeeho Park PetscFunctionBegin; 597d0609cedSBarry Smith PetscOptionsHeadBegin(PetscOptionsObject,"SNES trust region options for nonlinear equations"); 5989566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_trdc_tol","Trust region tolerance","SNESSetTrustRegionTolerance",snes->deltatol,&snes->deltatol,NULL)); 5999566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_trdc_eta1","eta1","None",ctx->eta1,&ctx->eta1,NULL)); 6009566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_trdc_eta2","eta2","None",ctx->eta2,&ctx->eta2,NULL)); 6019566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_trdc_eta3","eta3","None",ctx->eta3,&ctx->eta3,NULL)); 6029566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_trdc_t1","t1","None",ctx->t1,&ctx->t1,NULL)); 6039566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_trdc_t2","t2","None",ctx->t2,&ctx->t2,NULL)); 6049566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_trdc_deltaM","deltaM","None",ctx->deltaM,&ctx->deltaM,NULL)); 6059566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_trdc_delta0","delta0","None",ctx->delta0,&ctx->delta0,NULL)); 6069566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_trdc_auto_scale_max","auto_scale_max","None",ctx->auto_scale_max,&ctx->auto_scale_max,NULL)); 6079566063dSJacob Faibussowitsch PetscCall(PetscOptionsBool("-snes_trdc_use_cauchy","use_cauchy","use Cauchy step and direction",ctx->use_cauchy,&ctx->use_cauchy,NULL)); 6089566063dSJacob Faibussowitsch PetscCall(PetscOptionsBool("-snes_trdc_auto_scale_multiphase","auto_scale_multiphase","Auto scaling for proper cauchy direction",ctx->auto_scale_multiphase,&ctx->auto_scale_multiphase,NULL)); 609d0609cedSBarry Smith PetscOptionsHeadEnd(); 61041ba4c6cSHeeho Park PetscFunctionReturn(0); 61141ba4c6cSHeeho Park } 61241ba4c6cSHeeho Park 61341ba4c6cSHeeho Park static PetscErrorCode SNESView_NEWTONTRDC(SNES snes,PetscViewer viewer) 61441ba4c6cSHeeho Park { 61541ba4c6cSHeeho Park SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC*)snes->data; 61641ba4c6cSHeeho Park PetscBool iascii; 61741ba4c6cSHeeho Park 61841ba4c6cSHeeho Park PetscFunctionBegin; 6199566063dSJacob Faibussowitsch PetscCall(PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii)); 62041ba4c6cSHeeho Park if (iascii) { 62163a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer," Trust region tolerance %g (-snes_trtol)\n",(double)snes->deltatol)); 6229566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer," eta1=%g, eta2=%g, eta3=%g\n",(double)tr->eta1,(double)tr->eta2,(double)tr->eta3)); 6239566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer," delta0=%g, t1=%g, t2=%g, deltaM=%g\n",(double)tr->delta0,(double)tr->t1,(double)tr->t2,(double)tr->deltaM)); 62441ba4c6cSHeeho Park } 62541ba4c6cSHeeho Park PetscFunctionReturn(0); 62641ba4c6cSHeeho Park } 62741ba4c6cSHeeho Park /* ------------------------------------------------------------ */ 62841ba4c6cSHeeho Park /*MC 62941ba4c6cSHeeho Park SNESNEWTONTRDC - Newton based nonlinear solver that uses trust-region dogleg method with Cauchy direction 63041ba4c6cSHeeho Park 63141ba4c6cSHeeho Park Options Database: 63241ba4c6cSHeeho Park + -snes_trdc_tol <tol> - trust region tolerance 63341ba4c6cSHeeho Park . -snes_trdc_eta1 <eta1> - trust region parameter 0.0 <= eta1 <= eta2, rho >= eta1 breaks out of the inner iteration (default: eta1=0.001) 63441ba4c6cSHeeho Park . -snes_trdc_eta2 <eta2> - trust region parameter 0.0 <= eta1 <= eta2, rho <= eta2 shrinks the trust region (default: eta2=0.25) 63541ba4c6cSHeeho Park . -snes_trdc_eta3 <eta3> - trust region parameter eta3 > eta2, rho >= eta3 expands the trust region (default: eta3=0.75) 63641ba4c6cSHeeho Park . -snes_trdc_t1 <t1> - trust region parameter, shrinking factor of trust region (default: 0.25) 63741ba4c6cSHeeho Park . -snes_trdc_t2 <t2> - trust region parameter, expanding factor of trust region (default: 2.0) 63841ba4c6cSHeeho Park . -snes_trdc_deltaM <deltaM> - trust region parameter, max size of trust region, deltaM*norm2(x) (default: 0.5) 63941ba4c6cSHeeho Park . -snes_trdc_delta0 <delta0> - trust region parameter, initial size of trust region, delta0*norm2(x) (default: 0.1) 64041ba4c6cSHeeho Park . -snes_trdc_auto_scale_max <auto_scale_max> - used with auto_scale_multiphase, caps the maximum auto-scaling factor 64141ba4c6cSHeeho Park . -snes_trdc_use_cauchy <use_cauchy> - True uses dogleg Cauchy (Steepest Descent direction) step & direction in the trust region algorithm 64241ba4c6cSHeeho Park - -snes_trdc_auto_scale_multiphase <auto_scale_multiphase> - True turns on auto-scaling for multivariable block matrix for Cauchy and trust region 64341ba4c6cSHeeho Park 64441ba4c6cSHeeho Park Notes: 64541ba4c6cSHeeho Park The algorithm is taken from "Linear and Nonlinear Solvers for Simulating Multiphase Flow 64641ba4c6cSHeeho Park within Large-Scale Engineered Subsurface Systems" by Heeho D. Park, Glenn E. Hammond, 64741ba4c6cSHeeho Park Albert J. Valocchi, Tara LaForce. 64841ba4c6cSHeeho Park 64941ba4c6cSHeeho Park Level: intermediate 65041ba4c6cSHeeho Park 651db781477SPatrick Sanan .seealso: `SNESCreate()`, `SNES`, `SNESSetType()`, `SNESNEWTONLS`, `SNESSetTrustRegionTolerance()`, `SNESNEWTONTRDC` 65241ba4c6cSHeeho Park 65341ba4c6cSHeeho Park M*/ 65441ba4c6cSHeeho Park PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONTRDC(SNES snes) 65541ba4c6cSHeeho Park { 65641ba4c6cSHeeho Park SNES_NEWTONTRDC *neP; 65741ba4c6cSHeeho Park 65841ba4c6cSHeeho Park PetscFunctionBegin; 65941ba4c6cSHeeho Park snes->ops->setup = SNESSetUp_NEWTONTRDC; 66041ba4c6cSHeeho Park snes->ops->solve = SNESSolve_NEWTONTRDC; 66141ba4c6cSHeeho Park snes->ops->destroy = SNESDestroy_NEWTONTRDC; 66241ba4c6cSHeeho Park snes->ops->setfromoptions = SNESSetFromOptions_NEWTONTRDC; 66341ba4c6cSHeeho Park snes->ops->view = SNESView_NEWTONTRDC; 66441ba4c6cSHeeho Park snes->ops->reset = SNESReset_NEWTONTRDC; 66541ba4c6cSHeeho Park 66641ba4c6cSHeeho Park snes->usesksp = PETSC_TRUE; 66741ba4c6cSHeeho Park snes->usesnpc = PETSC_FALSE; 66841ba4c6cSHeeho Park 66941ba4c6cSHeeho Park snes->alwayscomputesfinalresidual = PETSC_TRUE; 67041ba4c6cSHeeho Park 6719566063dSJacob Faibussowitsch PetscCall(PetscNewLog(snes,&neP)); 67241ba4c6cSHeeho Park snes->data = (void*)neP; 67341ba4c6cSHeeho Park neP->delta = 0.0; 67441ba4c6cSHeeho Park neP->delta0 = 0.1; 67541ba4c6cSHeeho Park neP->eta1 = 0.001; 67641ba4c6cSHeeho Park neP->eta2 = 0.25; 67741ba4c6cSHeeho Park neP->eta3 = 0.75; 67841ba4c6cSHeeho Park neP->t1 = 0.25; 67941ba4c6cSHeeho Park neP->t2 = 2.0; 68041ba4c6cSHeeho Park neP->deltaM = 0.5; 68141ba4c6cSHeeho Park neP->sigma = 0.0001; 68241ba4c6cSHeeho Park neP->itflag = PETSC_FALSE; 68341ba4c6cSHeeho Park neP->rnorm0 = 0.0; 68441ba4c6cSHeeho Park neP->ttol = 0.0; 68541ba4c6cSHeeho Park neP->use_cauchy = PETSC_TRUE; 68641ba4c6cSHeeho Park neP->auto_scale_multiphase = PETSC_FALSE; 68741ba4c6cSHeeho Park neP->auto_scale_max = -1.0; 68841ba4c6cSHeeho Park neP->rho_satisfied = PETSC_FALSE; 68941ba4c6cSHeeho Park snes->deltatol = 1.e-12; 69041ba4c6cSHeeho Park 69141ba4c6cSHeeho Park /* for multiphase (multivariable) scaling */ 69241ba4c6cSHeeho Park /* may be used for dynamic allocation of inorms, but it fails snes_tutorials-ex3_13 69341ba4c6cSHeeho Park on test forced DIVERGED_JACOBIAN_DOMAIN test. I will use static array for now. 6949566063dSJacob Faibussowitsch PetscCall(VecGetBlockSize(snes->work[0],&neP->bs)); 6959566063dSJacob Faibussowitsch PetscCall(PetscCalloc1(neP->bs,&neP->inorms)); 69641ba4c6cSHeeho Park */ 69741ba4c6cSHeeho Park 69841ba4c6cSHeeho Park PetscFunctionReturn(0); 69941ba4c6cSHeeho Park } 700