14800dd8cSBarry Smith 2c6db04a5SJed Brown #include <../src/snes/impls/tr/trimpl.h> /*I "petscsnes.h" I*/ 34800dd8cSBarry Smith 4971273eeSBarry Smith typedef struct { 5971273eeSBarry Smith SNES snes; 6df8705c3SBarry Smith /* Information on the regular SNES convergence test; which may have been user provided */ 7df8705c3SBarry Smith PetscErrorCode (*convtest)(KSP,PetscInt,PetscReal,KSPConvergedReason*,void*); 8df8705c3SBarry Smith PetscErrorCode (*convdestroy)(void*); 9df8705c3SBarry Smith void *convctx; 10971273eeSBarry Smith } SNES_TR_KSPConverged_Ctx; 11971273eeSBarry Smith 12470880abSPatrick Sanan static PetscErrorCode SNESTR_KSPConverged_Private(KSP ksp,PetscInt n,PetscReal rnorm,KSPConvergedReason *reason,void *cctx) 13df60cc22SBarry Smith { 14971273eeSBarry Smith SNES_TR_KSPConverged_Ctx *ctx = (SNES_TR_KSPConverged_Ctx*)cctx; 15971273eeSBarry Smith SNES snes = ctx->snes; 1604d7464bSBarry Smith SNES_NEWTONTR *neP = (SNES_NEWTONTR*)snes->data; 17df60cc22SBarry Smith Vec x; 18064f8208SBarry Smith PetscReal nrm; 19dfbe8321SBarry Smith PetscErrorCode ierr; 20df60cc22SBarry Smith 213a40ed3dSBarry Smith PetscFunctionBegin; 22df8705c3SBarry Smith ierr = (*ctx->convtest)(ksp,n,rnorm,reason,ctx->convctx);CHKERRQ(ierr); 23329f5518SBarry Smith if (*reason) { 24df8705c3SBarry Smith ierr = PetscInfo2(snes,"Default or user provided convergence test KSP iterations=%D, rnorm=%g\n",n,(double)rnorm);CHKERRQ(ierr); 259b04593eSLois Curfman McInnes } 26a935fc98SLois Curfman McInnes /* Determine norm of solution */ 2778b31e54SBarry Smith ierr = KSPBuildSolution(ksp,0,&x);CHKERRQ(ierr); 28064f8208SBarry Smith ierr = VecNorm(x,NORM_2,&nrm);CHKERRQ(ierr); 29064f8208SBarry Smith if (nrm >= neP->delta) { 3057622a8eSBarry Smith ierr = PetscInfo2(snes,"Ending linear iteration early, delta=%g, length=%g\n",(double)neP->delta,(double)nrm);CHKERRQ(ierr); 31329f5518SBarry Smith *reason = KSP_CONVERGED_STEP_LENGTH; 32df60cc22SBarry Smith } 333a40ed3dSBarry Smith PetscFunctionReturn(0); 34df60cc22SBarry Smith } 3582bf6240SBarry Smith 36470880abSPatrick Sanan static PetscErrorCode SNESTR_KSPConverged_Destroy(void *cctx) 37971273eeSBarry Smith { 38971273eeSBarry Smith SNES_TR_KSPConverged_Ctx *ctx = (SNES_TR_KSPConverged_Ctx*)cctx; 39971273eeSBarry Smith PetscErrorCode ierr; 40971273eeSBarry Smith 41971273eeSBarry Smith PetscFunctionBegin; 42df8705c3SBarry Smith ierr = (*ctx->convdestroy)(ctx->convctx);CHKERRQ(ierr); 43971273eeSBarry Smith ierr = PetscFree(ctx);CHKERRQ(ierr); 44971273eeSBarry Smith PetscFunctionReturn(0); 45971273eeSBarry Smith } 46971273eeSBarry Smith 4785385478SLisandro Dalcin /* ---------------------------------------------------------------- */ 4885385478SLisandro Dalcin /* 49470880abSPatrick Sanan SNESTR_Converged_Private -test convergence JUST for 5085385478SLisandro Dalcin the trust region tolerance. 5185385478SLisandro Dalcin 5285385478SLisandro Dalcin */ 53470880abSPatrick Sanan static PetscErrorCode SNESTR_Converged_Private(SNES snes,PetscInt it,PetscReal xnorm,PetscReal pnorm,PetscReal fnorm,SNESConvergedReason *reason,void *dummy) 5485385478SLisandro Dalcin { 5504d7464bSBarry Smith SNES_NEWTONTR *neP = (SNES_NEWTONTR*)snes->data; 5685385478SLisandro Dalcin PetscErrorCode ierr; 5785385478SLisandro Dalcin 5885385478SLisandro Dalcin PetscFunctionBegin; 5985385478SLisandro Dalcin *reason = SNES_CONVERGED_ITERATING; 6085385478SLisandro Dalcin if (neP->delta < xnorm * snes->deltatol) { 6157622a8eSBarry Smith ierr = PetscInfo3(snes,"Converged due to trust region param %g<%g*%g\n",(double)neP->delta,(double)xnorm,(double)snes->deltatol);CHKERRQ(ierr); 621c6b2ff8SBarry Smith *reason = SNES_DIVERGED_TR_DELTA; 63e71169deSBarry Smith } else if (snes->nfuncs >= snes->max_funcs && snes->max_funcs >= 0) { 6485385478SLisandro Dalcin ierr = PetscInfo1(snes,"Exceeded maximum number of function evaluations: %D\n",snes->max_funcs);CHKERRQ(ierr); 6585385478SLisandro Dalcin *reason = SNES_DIVERGED_FUNCTION_COUNT; 6685385478SLisandro Dalcin } 6785385478SLisandro Dalcin PetscFunctionReturn(0); 6885385478SLisandro Dalcin } 6985385478SLisandro Dalcin 707cb011f5SBarry Smith /*@C 71c9368356SGlenn Hammond SNESNewtonTRSetPreCheck - Sets a user function that is called before the search step has been determined. 72c9368356SGlenn Hammond Allows the user a chance to change or override the decision of the line search routine. 73c9368356SGlenn Hammond 74c9368356SGlenn Hammond Logically Collective on snes 75c9368356SGlenn Hammond 76c9368356SGlenn Hammond Input Parameters: 77c9368356SGlenn Hammond + snes - the nonlinear solver object 78c9368356SGlenn Hammond . func - [optional] function evaluation routine, see SNESNewtonTRPreCheck() for the calling sequence 79c9368356SGlenn Hammond - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 80c9368356SGlenn Hammond 81c9368356SGlenn Hammond Level: intermediate 82c9368356SGlenn Hammond 83c9368356SGlenn Hammond Note: This function is called BEFORE the function evaluation within the SNESNEWTONTR solver. 84c9368356SGlenn Hammond 85*3312a946SBarry Smith .seealso: SNESNewtonTRPreCheck(), SNESNewtonTRGetPreCheck(), SNESNewtonTRSetPostCheck(), SNESNewtonTRGetPostCheck() 86c9368356SGlenn Hammond @*/ 87c9368356SGlenn Hammond PetscErrorCode SNESNewtonTRSetPreCheck(SNES snes, PetscErrorCode (*func)(SNES,Vec,Vec,PetscBool*,void*),void *ctx) 88c9368356SGlenn Hammond { 89c9368356SGlenn Hammond SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 90c9368356SGlenn Hammond 91c9368356SGlenn Hammond PetscFunctionBegin; 92c9368356SGlenn Hammond PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 93c9368356SGlenn Hammond if (func) tr->precheck = func; 94c9368356SGlenn Hammond if (ctx) tr->precheckctx = ctx; 95c9368356SGlenn Hammond PetscFunctionReturn(0); 96c9368356SGlenn Hammond } 97c9368356SGlenn Hammond 98c9368356SGlenn Hammond /*@C 99c9368356SGlenn Hammond SNESNewtonTRGetPreCheck - Gets the pre-check function 100c9368356SGlenn Hammond 101c9368356SGlenn Hammond Not collective 102c9368356SGlenn Hammond 103c9368356SGlenn Hammond Input Parameter: 104c9368356SGlenn Hammond . snes - the nonlinear solver context 105c9368356SGlenn Hammond 106c9368356SGlenn Hammond Output Parameters: 107c9368356SGlenn Hammond + func - [optional] function evaluation routine, see for the calling sequence SNESNewtonTRPreCheck() 108c9368356SGlenn Hammond - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 109c9368356SGlenn Hammond 110c9368356SGlenn Hammond Level: intermediate 111c9368356SGlenn Hammond 112c9368356SGlenn Hammond .seealso: SNESNewtonTRSetPreCheck(), SNESNewtonTRPreCheck() 113c9368356SGlenn Hammond @*/ 114c9368356SGlenn Hammond PetscErrorCode SNESNewtonTRGetPreCheck(SNES snes, PetscErrorCode (**func)(SNES,Vec,Vec,PetscBool*,void*),void **ctx) 115c9368356SGlenn Hammond { 116c9368356SGlenn Hammond SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 117c9368356SGlenn Hammond 118c9368356SGlenn Hammond PetscFunctionBegin; 119c9368356SGlenn Hammond PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 120c9368356SGlenn Hammond if (func) *func = tr->precheck; 121c9368356SGlenn Hammond if (ctx) *ctx = tr->precheckctx; 122c9368356SGlenn Hammond PetscFunctionReturn(0); 123c9368356SGlenn Hammond } 124c9368356SGlenn Hammond 125c9368356SGlenn Hammond /*@C 1267cb011f5SBarry Smith SNESNewtonTRSetPostCheck - Sets a user function that is called after the search step has been determined but before the next 1277cb011f5SBarry Smith function evaluation. Allows the user a chance to change or override the decision of the line search routine 1287cb011f5SBarry Smith 1297cb011f5SBarry Smith Logically Collective on snes 1307cb011f5SBarry Smith 1317cb011f5SBarry Smith Input Parameters: 1327cb011f5SBarry Smith + snes - the nonlinear solver object 1337cb011f5SBarry Smith . func - [optional] function evaluation routine, see SNESNewtonTRPostCheck() for the calling sequence 1347cb011f5SBarry Smith - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 1357cb011f5SBarry Smith 1367cb011f5SBarry Smith Level: intermediate 1377cb011f5SBarry Smith 138c9368356SGlenn Hammond Note: This function is called BEFORE the function evaluation within the SNESNEWTONTR solver while the function set in 1397cb011f5SBarry Smith SNESLineSearchSetPostCheck() is called AFTER the function evaluation. 1407cb011f5SBarry Smith 1417cb011f5SBarry Smith .seealso: SNESNewtonTRPostCheck(), SNESNewtonTRGetPostCheck() 1427cb011f5SBarry Smith @*/ 143c9368356SGlenn Hammond PetscErrorCode SNESNewtonTRSetPostCheck(SNES snes, PetscErrorCode (*func)(SNES,Vec,Vec,Vec,PetscBool*,PetscBool*,void*),void *ctx) 1447cb011f5SBarry Smith { 1457cb011f5SBarry Smith SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 1467cb011f5SBarry Smith 1477cb011f5SBarry Smith PetscFunctionBegin; 1487cb011f5SBarry Smith PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 1497cb011f5SBarry Smith if (func) tr->postcheck = func; 1507cb011f5SBarry Smith if (ctx) tr->postcheckctx = ctx; 1517cb011f5SBarry Smith PetscFunctionReturn(0); 1527cb011f5SBarry Smith } 1537cb011f5SBarry Smith 1547cb011f5SBarry Smith /*@C 1557cb011f5SBarry Smith SNESNewtonTRGetPostCheck - Gets the post-check function 1567cb011f5SBarry Smith 1577cb011f5SBarry Smith Not collective 1587cb011f5SBarry Smith 1597cb011f5SBarry Smith Input Parameter: 1607cb011f5SBarry Smith . snes - the nonlinear solver context 1617cb011f5SBarry Smith 1627cb011f5SBarry Smith Output Parameters: 1637cb011f5SBarry Smith + func - [optional] function evaluation routine, see for the calling sequence SNESNewtonTRPostCheck() 1647cb011f5SBarry Smith - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 1657cb011f5SBarry Smith 1667cb011f5SBarry Smith Level: intermediate 1677cb011f5SBarry Smith 1687cb011f5SBarry Smith .seealso: SNESNewtonTRSetPostCheck(), SNESNewtonTRPostCheck() 1697cb011f5SBarry Smith @*/ 170c9368356SGlenn Hammond PetscErrorCode SNESNewtonTRGetPostCheck(SNES snes, PetscErrorCode (**func)(SNES,Vec,Vec,Vec,PetscBool*,PetscBool*,void*),void **ctx) 1717cb011f5SBarry Smith { 1727cb011f5SBarry Smith SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 1737cb011f5SBarry Smith 1747cb011f5SBarry Smith PetscFunctionBegin; 1757cb011f5SBarry Smith PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 1767cb011f5SBarry Smith if (func) *func = tr->postcheck; 1777cb011f5SBarry Smith if (ctx) *ctx = tr->postcheckctx; 1787cb011f5SBarry Smith PetscFunctionReturn(0); 1797cb011f5SBarry Smith } 1807cb011f5SBarry Smith 1817cb011f5SBarry Smith /*@C 182c9368356SGlenn Hammond SNESNewtonTRPreCheck - Called before the step has been determined in SNESNEWTONTR 183c9368356SGlenn Hammond 184c9368356SGlenn Hammond Logically Collective on snes 185c9368356SGlenn Hammond 186c9368356SGlenn Hammond Input Parameters: 187c9368356SGlenn Hammond + snes - the solver 188c9368356SGlenn Hammond . X - The last solution 189c9368356SGlenn Hammond - Y - The step direction 190c9368356SGlenn Hammond 191c9368356SGlenn Hammond Output Parameters: 192c9368356SGlenn Hammond . changed_Y - Indicator that the step direction Y has been changed. 193c9368356SGlenn Hammond 194c9368356SGlenn Hammond Level: developer 195c9368356SGlenn Hammond 196c9368356SGlenn Hammond .seealso: SNESNewtonTRSetPreCheck(), SNESNewtonTRGetPreCheck() 197c9368356SGlenn Hammond @*/ 198c9368356SGlenn Hammond static PetscErrorCode SNESNewtonTRPreCheck(SNES snes,Vec X,Vec Y,PetscBool *changed_Y) 199c9368356SGlenn Hammond { 200c9368356SGlenn Hammond SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 201c9368356SGlenn Hammond PetscErrorCode ierr; 202c9368356SGlenn Hammond 203c9368356SGlenn Hammond PetscFunctionBegin; 204c9368356SGlenn Hammond *changed_Y = PETSC_FALSE; 205c9368356SGlenn Hammond if (tr->precheck) { 206c9368356SGlenn Hammond ierr = (*tr->precheck)(snes,X,Y,changed_Y,tr->precheckctx);CHKERRQ(ierr); 207c9368356SGlenn Hammond PetscValidLogicalCollectiveBool(snes,*changed_Y,4); 208c9368356SGlenn Hammond } 209c9368356SGlenn Hammond PetscFunctionReturn(0); 210c9368356SGlenn Hammond } 211c9368356SGlenn Hammond 212c9368356SGlenn Hammond /*@C 2137cb011f5SBarry Smith SNESNewtonTRPostCheck - Called after the step has been determined in SNESNEWTONTR but before the function evaluation 2147cb011f5SBarry Smith 2157cb011f5SBarry Smith Logically Collective on snes 2167cb011f5SBarry Smith 2177cb011f5SBarry Smith Input Parameters: 2187cb011f5SBarry Smith + snes - the solver. X - The last solution 2197cb011f5SBarry Smith . Y - The full step direction 220*3312a946SBarry Smith - W - The updated solution, W = X - Y 2217cb011f5SBarry Smith 2227cb011f5SBarry Smith Output Parameters: 223*3312a946SBarry Smith + changed_Y - indicator if step has been changed 224*3312a946SBarry Smith - changed_W - Indicator if the new candidate solution W has been changed. 2257cb011f5SBarry Smith 2267cb011f5SBarry Smith Notes: 227*3312a946SBarry Smith If Y is changed then W is recomputed as X - Y 2287cb011f5SBarry Smith 2297cb011f5SBarry Smith Level: developer 2307cb011f5SBarry Smith 2317cb011f5SBarry Smith .seealso: SNESNewtonTRSetPostCheck(), SNESNewtonTRGetPostCheck() 2327cb011f5SBarry Smith @*/ 233c9368356SGlenn Hammond static PetscErrorCode SNESNewtonTRPostCheck(SNES snes,Vec X,Vec Y,Vec W,PetscBool *changed_Y,PetscBool *changed_W) 2347cb011f5SBarry Smith { 2357cb011f5SBarry Smith SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 2367cb011f5SBarry Smith PetscErrorCode ierr; 2377cb011f5SBarry Smith 2387cb011f5SBarry Smith PetscFunctionBegin; 239c9368356SGlenn Hammond *changed_Y = PETSC_FALSE; 2407cb011f5SBarry Smith *changed_W = PETSC_FALSE; 2417cb011f5SBarry Smith if (tr->postcheck) { 242c9368356SGlenn Hammond ierr = (*tr->postcheck)(snes,X,Y,W,changed_Y,changed_W,tr->postcheckctx);CHKERRQ(ierr); 243c9368356SGlenn Hammond PetscValidLogicalCollectiveBool(snes,*changed_Y,5); 2447cb011f5SBarry Smith PetscValidLogicalCollectiveBool(snes,*changed_W,6); 2457cb011f5SBarry Smith } 2467cb011f5SBarry Smith PetscFunctionReturn(0); 2477cb011f5SBarry Smith } 24885385478SLisandro Dalcin 249df60cc22SBarry Smith /* 25004d7464bSBarry Smith SNESSolve_NEWTONTR - Implements Newton's Method with a very simple trust 251ddbbdb52SLois Curfman McInnes region approach for solving systems of nonlinear equations. 2524800dd8cSBarry Smith 253ddbbdb52SLois Curfman McInnes 2544800dd8cSBarry Smith */ 25504d7464bSBarry Smith static PetscErrorCode SNESSolve_NEWTONTR(SNES snes) 2564800dd8cSBarry Smith { 25704d7464bSBarry Smith SNES_NEWTONTR *neP = (SNES_NEWTONTR*)snes->data; 258c9368356SGlenn Hammond Vec X,F,Y,G,Ytmp,W; 2596849ba73SBarry Smith PetscErrorCode ierr; 260a7cc72afSBarry Smith PetscInt maxits,i,lits; 26185385478SLisandro Dalcin PetscReal rho,fnorm,gnorm,gpnorm,xnorm=0,delta,nrm,ynorm,norm1; 26279f36460SBarry Smith PetscScalar cnorm; 263df60cc22SBarry Smith KSP ksp; 2643f149594SLisandro Dalcin SNESConvergedReason reason = SNES_CONVERGED_ITERATING; 265df8705c3SBarry Smith PetscBool breakout = PETSC_FALSE; 266df8705c3SBarry Smith SNES_TR_KSPConverged_Ctx *ctx; 267df8705c3SBarry Smith PetscErrorCode (*convtest)(KSP,PetscInt,PetscReal,KSPConvergedReason*,void*); 2684800dd8cSBarry Smith 2693a40ed3dSBarry Smith PetscFunctionBegin; 2706c4ed002SBarry Smith 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); 271c579b300SPatrick Farrell 272fbe28522SBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 273fbe28522SBarry Smith X = snes->vec_sol; /* solution vector */ 27439e2f89bSBarry Smith F = snes->vec_func; /* residual vector */ 275fbe28522SBarry Smith Y = snes->work[0]; /* work vectors */ 276fbe28522SBarry Smith G = snes->work[1]; 2776b5873e3SBarry Smith Ytmp = snes->work[2]; 278c9368356SGlenn Hammond W = snes->work[3]; 2794800dd8cSBarry Smith 280e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 2814c49b128SBarry Smith snes->iter = 0; 282e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 2834800dd8cSBarry Smith 284df8705c3SBarry Smith /* Set the linear stopping criteria to use the More' trick. */ 285df8705c3SBarry Smith ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr); 286df8705c3SBarry Smith ierr = KSPGetConvergenceTest(ksp,&convtest,NULL,NULL);CHKERRQ(ierr); 287df8705c3SBarry Smith if (convtest != SNESTR_KSPConverged_Private) { 288df8705c3SBarry Smith ierr = PetscNew(&ctx);CHKERRQ(ierr); 289df8705c3SBarry Smith ctx->snes = snes; 290df8705c3SBarry Smith ierr = KSPGetAndClearConvergenceTest(ksp,&ctx->convtest,&ctx->convctx,&ctx->convdestroy);CHKERRQ(ierr); 291df8705c3SBarry Smith ierr = KSPSetConvergenceTest(ksp,SNESTR_KSPConverged_Private,ctx,SNESTR_KSPConverged_Destroy);CHKERRQ(ierr); 292df8705c3SBarry Smith ierr = PetscInfo(snes,"Using Krylov convergence test SNESTR_KSPConverged_Private\n");CHKERRQ(ierr); 293df8705c3SBarry Smith } 294df8705c3SBarry Smith 295e4ed7901SPeter Brune if (!snes->vec_func_init_set) { 2965334005bSBarry Smith ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); /* F(X) */ 2971aa26658SKarl Rupp } else snes->vec_func_init_set = PETSC_FALSE; 298e4ed7901SPeter Brune 299cddf8d76SBarry Smith ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- || F || */ 300422a814eSBarry Smith SNESCheckFunctionNorm(snes,fnorm); 3018b84755bSBarry Smith ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* fnorm <- || F || */ 302e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 303fbe28522SBarry Smith snes->norm = fnorm; 304e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 3058b84755bSBarry Smith delta = xnorm ? neP->delta0*xnorm : neP->delta0; 3064800dd8cSBarry Smith neP->delta = delta; 307a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr); 3087a03ce2fSLisandro Dalcin ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 309b37302c6SLois Curfman McInnes 31085385478SLisandro Dalcin /* test convergence */ 31185385478SLisandro Dalcin ierr = (*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 31285385478SLisandro Dalcin if (snes->reason) PetscFunctionReturn(0); 3133f149594SLisandro Dalcin 314df60cc22SBarry Smith 3154800dd8cSBarry Smith for (i=0; i<maxits; i++) { 31699a96b7cSMatthew Knepley 31799a96b7cSMatthew Knepley /* Call general purpose update function */ 318e7788613SBarry Smith if (snes->ops->update) { 319e7788613SBarry Smith ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 32099a96b7cSMatthew Knepley } 32199a96b7cSMatthew Knepley 32285385478SLisandro Dalcin /* Solve J Y = F, where J is Jacobian matrix */ 323d1e9a80fSBarry Smith ierr = SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); 32407b62357SFande Kong SNESCheckJacobianDomainerror(snes); 32523ee1639SBarry Smith ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); 326d4211eb9SBarry Smith ierr = KSPSolve(snes->ksp,F,Ytmp);CHKERRQ(ierr); 3273f149594SLisandro Dalcin ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr); 3281aa26658SKarl Rupp 329329f5518SBarry Smith snes->linear_its += lits; 3301aa26658SKarl Rupp 331ae15b995SBarry Smith ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr); 332064f8208SBarry Smith ierr = VecNorm(Ytmp,NORM_2,&nrm);CHKERRQ(ierr); 333064f8208SBarry Smith norm1 = nrm; 3346b5873e3SBarry Smith while (1) { 335c9368356SGlenn Hammond PetscBool changed_y; 3367cb011f5SBarry Smith PetscBool changed_w; 337393d2d9aSLois Curfman McInnes ierr = VecCopy(Ytmp,Y);CHKERRQ(ierr); 338064f8208SBarry Smith nrm = norm1; 3396b5873e3SBarry Smith 3402deea200SLois Curfman McInnes /* Scale Y if need be and predict new value of F norm */ 341064f8208SBarry Smith if (nrm >= delta) { 342064f8208SBarry Smith nrm = delta/nrm; 343064f8208SBarry Smith gpnorm = (1.0 - nrm)*fnorm; 344064f8208SBarry Smith cnorm = nrm; 34557622a8eSBarry Smith ierr = PetscInfo1(snes,"Scaling direction by %g\n",(double)nrm);CHKERRQ(ierr); 3462dcb1b2aSMatthew Knepley ierr = VecScale(Y,cnorm);CHKERRQ(ierr); 347064f8208SBarry Smith nrm = gpnorm; 348fbe28522SBarry Smith ynorm = delta; 349fbe28522SBarry Smith } else { 350fbe28522SBarry Smith gpnorm = 0.0; 351ae15b995SBarry Smith ierr = PetscInfo(snes,"Direction is in Trust Region\n");CHKERRQ(ierr); 352064f8208SBarry Smith ynorm = nrm; 353fbe28522SBarry Smith } 354c9368356SGlenn Hammond /* PreCheck() allows for updates to Y prior to W <- X - Y */ 355c9368356SGlenn Hammond ierr = SNESNewtonTRPreCheck(snes,X,Y,&changed_y);CHKERRQ(ierr); 356c9368356SGlenn Hammond ierr = VecWAXPY(W,-1.0,Y,X);CHKERRQ(ierr); /* W <- X - Y */ 357c9368356SGlenn Hammond ierr = SNESNewtonTRPostCheck(snes,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr); 358c9368356SGlenn Hammond if (changed_y) ierr = VecWAXPY(W,-1.0,Y,X);CHKERRQ(ierr); 359c1cd17f6SGlenn Hammond ierr = VecCopy(Y,snes->vec_sol_update);CHKERRQ(ierr); 360c9368356SGlenn Hammond ierr = SNESComputeFunction(snes,W,G);CHKERRQ(ierr); /* F(X) */ 361cddf8d76SBarry Smith ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr); /* gnorm <- || g || */ 3627551ef16SBarry Smith SNESCheckFunctionNorm(snes,gnorm); 3634800dd8cSBarry Smith if (fnorm == gpnorm) rho = 0.0; 364fbe28522SBarry Smith else rho = (fnorm*fnorm - gnorm*gnorm)/(fnorm*fnorm - gpnorm*gpnorm); 3654800dd8cSBarry Smith 3664800dd8cSBarry Smith /* Update size of trust region */ 3674800dd8cSBarry Smith if (rho < neP->mu) delta *= neP->delta1; 3684800dd8cSBarry Smith else if (rho < neP->eta) delta *= neP->delta2; 3694800dd8cSBarry Smith else delta *= neP->delta3; 37057622a8eSBarry Smith ierr = PetscInfo3(snes,"fnorm=%g, gnorm=%g, ynorm=%g\n",(double)fnorm,(double)gnorm,(double)ynorm);CHKERRQ(ierr); 37157622a8eSBarry Smith ierr = PetscInfo3(snes,"gpred=%g, rho=%g, delta=%g\n",(double)gpnorm,(double)rho,(double)delta);CHKERRQ(ierr); 3721aa26658SKarl Rupp 3734800dd8cSBarry Smith neP->delta = delta; 3744800dd8cSBarry Smith if (rho > neP->sigma) break; 375ae15b995SBarry Smith ierr = PetscInfo(snes,"Trying again in smaller region\n");CHKERRQ(ierr); 3766b5873e3SBarry Smith /* check to see if progress is hopeless */ 377ef87ac0dSKris Buschelman neP->itflag = PETSC_FALSE; 378470880abSPatrick Sanan ierr = SNESTR_Converged_Private(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); 37985385478SLisandro Dalcin if (!reason) {ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr);} 3807cb011f5SBarry Smith if (reason == SNES_CONVERGED_SNORM_RELATIVE) reason = SNES_DIVERGED_INNER; 381184914b5SBarry Smith if (reason) { 38252392280SLois Curfman McInnes /* We're not progressing, so return with the current iterate */ 3837a03ce2fSLisandro Dalcin ierr = SNESMonitor(snes,i+1,fnorm);CHKERRQ(ierr); 384a7cc72afSBarry Smith breakout = PETSC_TRUE; 385454a90a3SBarry Smith break; 38652392280SLois Curfman McInnes } 38750ffb88aSMatthew Knepley snes->numFailures++; 3884800dd8cSBarry Smith } 3891acabf8cSLois Curfman McInnes if (!breakout) { 39085385478SLisandro Dalcin /* Update function and solution vectors */ 3914800dd8cSBarry Smith fnorm = gnorm; 39285385478SLisandro Dalcin ierr = VecCopy(G,F);CHKERRQ(ierr); 393c9368356SGlenn Hammond ierr = VecCopy(W,X);CHKERRQ(ierr); 39485385478SLisandro Dalcin /* Monitor convergence */ 395e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 396c509a162SBarry Smith snes->iter = i+1; 397fbe28522SBarry Smith snes->norm = fnorm; 398c1e67a49SFande Kong snes->xnorm = xnorm; 399c1e67a49SFande Kong snes->ynorm = ynorm; 400e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 401a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,snes->norm,lits);CHKERRQ(ierr); 4027a03ce2fSLisandro Dalcin ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 40385385478SLisandro Dalcin /* Test for convergence, xnorm = || X || */ 404ef87ac0dSKris Buschelman neP->itflag = PETSC_TRUE; 405e2a6519dSDmitry Karpeev if (snes->ops->converged != SNESConvergedSkip) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); } 406e7788613SBarry Smith ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); 4073f149594SLisandro Dalcin if (reason) break; 4081aa26658SKarl Rupp } else break; 40938442cffSBarry Smith } 41052392280SLois Curfman McInnes if (i == maxits) { 411ae15b995SBarry Smith ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr); 41285385478SLisandro Dalcin if (!reason) reason = SNES_DIVERGED_MAX_IT; 41352392280SLois Curfman McInnes } 414e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 415184914b5SBarry Smith snes->reason = reason; 416e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 4173a40ed3dSBarry Smith PetscFunctionReturn(0); 4184800dd8cSBarry Smith } 4194800dd8cSBarry Smith /*------------------------------------------------------------*/ 42004d7464bSBarry Smith static PetscErrorCode SNESSetUp_NEWTONTR(SNES snes) 4214800dd8cSBarry Smith { 422dfbe8321SBarry Smith PetscErrorCode ierr; 4233a40ed3dSBarry Smith 4243a40ed3dSBarry Smith PetscFunctionBegin; 425c9368356SGlenn Hammond ierr = SNESSetWorkVecs(snes,4);CHKERRQ(ierr); 4266cab3a1bSJed Brown ierr = SNESSetUpMatrices(snes);CHKERRQ(ierr); 4273a40ed3dSBarry Smith PetscFunctionReturn(0); 4284800dd8cSBarry Smith } 4296b8b9a38SLisandro Dalcin 43004d7464bSBarry Smith PetscErrorCode SNESReset_NEWTONTR(SNES snes) 4316b8b9a38SLisandro Dalcin { 4326b8b9a38SLisandro Dalcin 4336b8b9a38SLisandro Dalcin PetscFunctionBegin; 4346b8b9a38SLisandro Dalcin PetscFunctionReturn(0); 4356b8b9a38SLisandro Dalcin } 4366b8b9a38SLisandro Dalcin 43704d7464bSBarry Smith static PetscErrorCode SNESDestroy_NEWTONTR(SNES snes) 4384800dd8cSBarry Smith { 439dfbe8321SBarry Smith PetscErrorCode ierr; 4405baf8537SBarry Smith 4413a40ed3dSBarry Smith PetscFunctionBegin; 44204d7464bSBarry Smith ierr = SNESReset_NEWTONTR(snes);CHKERRQ(ierr); 443606d414cSSatish Balay ierr = PetscFree(snes->data);CHKERRQ(ierr); 4443a40ed3dSBarry Smith PetscFunctionReturn(0); 4454800dd8cSBarry Smith } 4464800dd8cSBarry Smith /*------------------------------------------------------------*/ 4474800dd8cSBarry Smith 4484416b707SBarry Smith static PetscErrorCode SNESSetFromOptions_NEWTONTR(PetscOptionItems *PetscOptionsObject,SNES snes) 4494800dd8cSBarry Smith { 45004d7464bSBarry Smith SNES_NEWTONTR *ctx = (SNES_NEWTONTR*)snes->data; 451dfbe8321SBarry Smith PetscErrorCode ierr; 4524800dd8cSBarry Smith 4533a40ed3dSBarry Smith PetscFunctionBegin; 454e55864a3SBarry Smith ierr = PetscOptionsHead(PetscOptionsObject,"SNES trust region options for nonlinear equations");CHKERRQ(ierr); 45594ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_trtol","Trust region tolerance","SNESSetTrustRegionTolerance",snes->deltatol,&snes->deltatol,NULL);CHKERRQ(ierr); 45694ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_mu","mu","None",ctx->mu,&ctx->mu,NULL);CHKERRQ(ierr); 45794ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_eta","eta","None",ctx->eta,&ctx->eta,NULL);CHKERRQ(ierr); 45894ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_sigma","sigma","None",ctx->sigma,&ctx->sigma,NULL);CHKERRQ(ierr); 45994ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_delta0","delta0","None",ctx->delta0,&ctx->delta0,NULL);CHKERRQ(ierr); 46094ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_delta1","delta1","None",ctx->delta1,&ctx->delta1,NULL);CHKERRQ(ierr); 46194ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_delta2","delta2","None",ctx->delta2,&ctx->delta2,NULL);CHKERRQ(ierr); 46294ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_delta3","delta3","None",ctx->delta3,&ctx->delta3,NULL);CHKERRQ(ierr); 463b0a32e0cSBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 4643a40ed3dSBarry Smith PetscFunctionReturn(0); 4654800dd8cSBarry Smith } 4664800dd8cSBarry Smith 46704d7464bSBarry Smith static PetscErrorCode SNESView_NEWTONTR(SNES snes,PetscViewer viewer) 468a935fc98SLois Curfman McInnes { 46904d7464bSBarry Smith SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 470dfbe8321SBarry Smith PetscErrorCode ierr; 471ace3abfcSBarry Smith PetscBool iascii; 472a935fc98SLois Curfman McInnes 4733a40ed3dSBarry Smith PetscFunctionBegin; 474251f4c67SDmitry Karpeev ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr); 47532077d6dSBarry Smith if (iascii) { 47654fe5c21SBarry Smith ierr = PetscViewerASCIIPrintf(viewer," Trust region tolerance (-snes_trtol)\n",(double)snes->deltatol);CHKERRQ(ierr); 47757622a8eSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," mu=%g, eta=%g, sigma=%g\n",(double)tr->mu,(double)tr->eta,(double)tr->sigma);CHKERRQ(ierr); 47857622a8eSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," delta0=%g, delta1=%g, delta2=%g, delta3=%g\n",(double)tr->delta0,(double)tr->delta1,(double)tr->delta2,(double)tr->delta3);CHKERRQ(ierr); 47919bcc07fSBarry Smith } 4803a40ed3dSBarry Smith PetscFunctionReturn(0); 481a935fc98SLois Curfman McInnes } 48252392280SLois Curfman McInnes /* ------------------------------------------------------------ */ 483ebe3b25bSBarry Smith /*MC 48404d7464bSBarry Smith SNESNEWTONTR - Newton based nonlinear solver that uses a trust region 485ebe3b25bSBarry Smith 486ebe3b25bSBarry Smith Options Database: 4878e434772SBarry Smith + -snes_trtol <tol> - trust region tolerance 4888e434772SBarry Smith . -snes_tr_mu <mu> - trust region parameter 4898e434772SBarry Smith . -snes_tr_eta <eta> - trust region parameter 4908e434772SBarry Smith . -snes_tr_sigma <sigma> - trust region parameter 4918b84755bSBarry Smith . -snes_tr_delta0 <delta0> - initial size of the trust region is delta0*norm2(x) 4928e434772SBarry Smith . -snes_tr_delta1 <delta1> - trust region parameter 4938e434772SBarry Smith . -snes_tr_delta2 <delta2> - trust region parameter 4948e434772SBarry Smith - -snes_tr_delta3 <delta3> - trust region parameter 495ebe3b25bSBarry Smith 496ebe3b25bSBarry Smith The basic algorithm is taken from "The Minpack Project", by More', 497ebe3b25bSBarry Smith Sorensen, Garbow, Hillstrom, pages 88-111 of "Sources and Development 498ebe3b25bSBarry Smith of Mathematical Software", Wayne Cowell, editor. 499ebe3b25bSBarry Smith 500ee3001cbSBarry Smith Level: intermediate 501ee3001cbSBarry Smith 50204d7464bSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESSetTrustRegionTolerance() 503ebe3b25bSBarry Smith 504ebe3b25bSBarry Smith M*/ 5058cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONTR(SNES snes) 5064800dd8cSBarry Smith { 50704d7464bSBarry Smith SNES_NEWTONTR *neP; 508dfbe8321SBarry Smith PetscErrorCode ierr; 5094800dd8cSBarry Smith 5103a40ed3dSBarry Smith PetscFunctionBegin; 51104d7464bSBarry Smith snes->ops->setup = SNESSetUp_NEWTONTR; 51204d7464bSBarry Smith snes->ops->solve = SNESSolve_NEWTONTR; 51304d7464bSBarry Smith snes->ops->destroy = SNESDestroy_NEWTONTR; 51404d7464bSBarry Smith snes->ops->setfromoptions = SNESSetFromOptions_NEWTONTR; 51504d7464bSBarry Smith snes->ops->view = SNESView_NEWTONTR; 51604d7464bSBarry Smith snes->ops->reset = SNESReset_NEWTONTR; 517fbe28522SBarry Smith 51842f4f86dSBarry Smith snes->usesksp = PETSC_TRUE; 519efd4aadfSBarry Smith snes->usesnpc = PETSC_FALSE; 52042f4f86dSBarry Smith 5214fc747eaSLawrence Mitchell snes->alwayscomputesfinalresidual = PETSC_TRUE; 5224fc747eaSLawrence Mitchell 523b00a9115SJed Brown ierr = PetscNewLog(snes,&neP);CHKERRQ(ierr); 524fbe28522SBarry Smith snes->data = (void*)neP; 525fbe28522SBarry Smith neP->mu = 0.25; 526fbe28522SBarry Smith neP->eta = 0.75; 527fbe28522SBarry Smith neP->delta = 0.0; 528fbe28522SBarry Smith neP->delta0 = 0.2; 529fbe28522SBarry Smith neP->delta1 = 0.3; 530fbe28522SBarry Smith neP->delta2 = 0.75; 531fbe28522SBarry Smith neP->delta3 = 2.0; 532fbe28522SBarry Smith neP->sigma = 0.0001; 533ef87ac0dSKris Buschelman neP->itflag = PETSC_FALSE; 53475567043SBarry Smith neP->rnorm0 = 0.0; 53575567043SBarry Smith neP->ttol = 0.0; 5363a40ed3dSBarry Smith PetscFunctionReturn(0); 5374800dd8cSBarry Smith } 53882bf6240SBarry Smith 539