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 */ 279e5d0892SLisandro Dalcin ierr = KSPBuildSolution(ksp,NULL,&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 853312a946SBarry 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 2203312a946SBarry Smith - W - The updated solution, W = X - Y 2217cb011f5SBarry Smith 2227cb011f5SBarry Smith Output Parameters: 2233312a946SBarry Smith + changed_Y - indicator if step has been changed 2243312a946SBarry Smith - changed_W - Indicator if the new candidate solution W has been changed. 2257cb011f5SBarry Smith 2267cb011f5SBarry Smith Notes: 2273312a946SBarry 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 2534800dd8cSBarry Smith */ 25404d7464bSBarry Smith static PetscErrorCode SNESSolve_NEWTONTR(SNES snes) 2554800dd8cSBarry Smith { 25604d7464bSBarry Smith SNES_NEWTONTR *neP = (SNES_NEWTONTR*)snes->data; 257c9368356SGlenn Hammond Vec X,F,Y,G,Ytmp,W; 2586849ba73SBarry Smith PetscErrorCode ierr; 259a7cc72afSBarry Smith PetscInt maxits,i,lits; 26085385478SLisandro Dalcin PetscReal rho,fnorm,gnorm,gpnorm,xnorm=0,delta,nrm,ynorm,norm1; 26179f36460SBarry Smith PetscScalar cnorm; 262df60cc22SBarry Smith KSP ksp; 2633f149594SLisandro Dalcin SNESConvergedReason reason = SNES_CONVERGED_ITERATING; 264df8705c3SBarry Smith PetscBool breakout = PETSC_FALSE; 265df8705c3SBarry Smith SNES_TR_KSPConverged_Ctx *ctx; 2665e28bcb6Sprj- PetscErrorCode (*convtest)(KSP,PetscInt,PetscReal,KSPConvergedReason*,void*),(*convdestroy)(void*); 2675e28bcb6Sprj- void *convctx; 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); 2865e28bcb6Sprj- ierr = KSPGetConvergenceTest(ksp,&convtest,&convctx,&convdestroy);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 3144800dd8cSBarry Smith for (i=0; i<maxits; i++) { 31599a96b7cSMatthew Knepley 31699a96b7cSMatthew Knepley /* Call general purpose update function */ 317e7788613SBarry Smith if (snes->ops->update) { 318e7788613SBarry Smith ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 31999a96b7cSMatthew Knepley } 32099a96b7cSMatthew Knepley 32185385478SLisandro Dalcin /* Solve J Y = F, where J is Jacobian matrix */ 322d1e9a80fSBarry Smith ierr = SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); 32307b62357SFande Kong SNESCheckJacobianDomainerror(snes); 32423ee1639SBarry Smith ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); 325d4211eb9SBarry Smith ierr = KSPSolve(snes->ksp,F,Ytmp);CHKERRQ(ierr); 3263f149594SLisandro Dalcin ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr); 3271aa26658SKarl Rupp 328329f5518SBarry Smith snes->linear_its += lits; 3291aa26658SKarl Rupp 330ae15b995SBarry Smith ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr); 331064f8208SBarry Smith ierr = VecNorm(Ytmp,NORM_2,&nrm);CHKERRQ(ierr); 332064f8208SBarry Smith norm1 = nrm; 3336b5873e3SBarry Smith while (1) { 334c9368356SGlenn Hammond PetscBool changed_y; 3357cb011f5SBarry Smith PetscBool changed_w; 336393d2d9aSLois Curfman McInnes ierr = VecCopy(Ytmp,Y);CHKERRQ(ierr); 337064f8208SBarry Smith nrm = norm1; 3386b5873e3SBarry Smith 3392deea200SLois Curfman McInnes /* Scale Y if need be and predict new value of F norm */ 340064f8208SBarry Smith if (nrm >= delta) { 341064f8208SBarry Smith nrm = delta/nrm; 342064f8208SBarry Smith gpnorm = (1.0 - nrm)*fnorm; 343064f8208SBarry Smith cnorm = nrm; 34457622a8eSBarry Smith ierr = PetscInfo1(snes,"Scaling direction by %g\n",(double)nrm);CHKERRQ(ierr); 3452dcb1b2aSMatthew Knepley ierr = VecScale(Y,cnorm);CHKERRQ(ierr); 346064f8208SBarry Smith nrm = gpnorm; 347fbe28522SBarry Smith ynorm = delta; 348fbe28522SBarry Smith } else { 349fbe28522SBarry Smith gpnorm = 0.0; 350ae15b995SBarry Smith ierr = PetscInfo(snes,"Direction is in Trust Region\n");CHKERRQ(ierr); 351064f8208SBarry Smith ynorm = nrm; 352fbe28522SBarry Smith } 353c9368356SGlenn Hammond /* PreCheck() allows for updates to Y prior to W <- X - Y */ 354c9368356SGlenn Hammond ierr = SNESNewtonTRPreCheck(snes,X,Y,&changed_y);CHKERRQ(ierr); 355c9368356SGlenn Hammond ierr = VecWAXPY(W,-1.0,Y,X);CHKERRQ(ierr); /* W <- X - Y */ 356c9368356SGlenn Hammond ierr = SNESNewtonTRPostCheck(snes,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr); 357*60d4fc61SSatish Balay if (changed_y) {ierr = VecWAXPY(W,-1.0,Y,X);CHKERRQ(ierr);} 358c1cd17f6SGlenn Hammond ierr = VecCopy(Y,snes->vec_sol_update);CHKERRQ(ierr); 359c9368356SGlenn Hammond ierr = SNESComputeFunction(snes,W,G);CHKERRQ(ierr); /* F(X) */ 360cddf8d76SBarry Smith ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr); /* gnorm <- || g || */ 3617551ef16SBarry Smith SNESCheckFunctionNorm(snes,gnorm); 3624800dd8cSBarry Smith if (fnorm == gpnorm) rho = 0.0; 363fbe28522SBarry Smith else rho = (fnorm*fnorm - gnorm*gnorm)/(fnorm*fnorm - gpnorm*gpnorm); 3644800dd8cSBarry Smith 3654800dd8cSBarry Smith /* Update size of trust region */ 3664800dd8cSBarry Smith if (rho < neP->mu) delta *= neP->delta1; 3674800dd8cSBarry Smith else if (rho < neP->eta) delta *= neP->delta2; 3684800dd8cSBarry Smith else delta *= neP->delta3; 36957622a8eSBarry Smith ierr = PetscInfo3(snes,"fnorm=%g, gnorm=%g, ynorm=%g\n",(double)fnorm,(double)gnorm,(double)ynorm);CHKERRQ(ierr); 37057622a8eSBarry Smith ierr = PetscInfo3(snes,"gpred=%g, rho=%g, delta=%g\n",(double)gpnorm,(double)rho,(double)delta);CHKERRQ(ierr); 3711aa26658SKarl Rupp 3724800dd8cSBarry Smith neP->delta = delta; 3734800dd8cSBarry Smith if (rho > neP->sigma) break; 374ae15b995SBarry Smith ierr = PetscInfo(snes,"Trying again in smaller region\n");CHKERRQ(ierr); 3756b5873e3SBarry Smith /* check to see if progress is hopeless */ 376ef87ac0dSKris Buschelman neP->itflag = PETSC_FALSE; 377470880abSPatrick Sanan ierr = SNESTR_Converged_Private(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); 37885385478SLisandro Dalcin if (!reason) {ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr);} 3797cb011f5SBarry Smith if (reason == SNES_CONVERGED_SNORM_RELATIVE) reason = SNES_DIVERGED_INNER; 380184914b5SBarry Smith if (reason) { 38152392280SLois Curfman McInnes /* We're not progressing, so return with the current iterate */ 3827a03ce2fSLisandro Dalcin ierr = SNESMonitor(snes,i+1,fnorm);CHKERRQ(ierr); 383a7cc72afSBarry Smith breakout = PETSC_TRUE; 384454a90a3SBarry Smith break; 38552392280SLois Curfman McInnes } 38650ffb88aSMatthew Knepley snes->numFailures++; 3874800dd8cSBarry Smith } 3881acabf8cSLois Curfman McInnes if (!breakout) { 38985385478SLisandro Dalcin /* Update function and solution vectors */ 3904800dd8cSBarry Smith fnorm = gnorm; 39185385478SLisandro Dalcin ierr = VecCopy(G,F);CHKERRQ(ierr); 392c9368356SGlenn Hammond ierr = VecCopy(W,X);CHKERRQ(ierr); 39385385478SLisandro Dalcin /* Monitor convergence */ 394e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 395c509a162SBarry Smith snes->iter = i+1; 396fbe28522SBarry Smith snes->norm = fnorm; 397c1e67a49SFande Kong snes->xnorm = xnorm; 398c1e67a49SFande Kong snes->ynorm = ynorm; 399e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 400a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,snes->norm,lits);CHKERRQ(ierr); 4017a03ce2fSLisandro Dalcin ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 40285385478SLisandro Dalcin /* Test for convergence, xnorm = || X || */ 403ef87ac0dSKris Buschelman neP->itflag = PETSC_TRUE; 404e2a6519dSDmitry Karpeev if (snes->ops->converged != SNESConvergedSkip) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); } 405e7788613SBarry Smith ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); 4063f149594SLisandro Dalcin if (reason) break; 4071aa26658SKarl Rupp } else break; 40838442cffSBarry Smith } 40952392280SLois Curfman McInnes if (i == maxits) { 410ae15b995SBarry Smith ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr); 41185385478SLisandro Dalcin if (!reason) reason = SNES_DIVERGED_MAX_IT; 41252392280SLois Curfman McInnes } 413e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 414184914b5SBarry Smith snes->reason = reason; 415e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 4165e28bcb6Sprj- if (convtest != SNESTR_KSPConverged_Private) { 4175e28bcb6Sprj- ierr = KSPGetAndClearConvergenceTest(ksp,&ctx->convtest,&ctx->convctx,&ctx->convdestroy);CHKERRQ(ierr); 4185e28bcb6Sprj- ierr = PetscFree(ctx);CHKERRQ(ierr); 4195e28bcb6Sprj- ierr = KSPSetConvergenceTest(ksp,convtest,convctx,convdestroy);CHKERRQ(ierr); 4205e28bcb6Sprj- } 4213a40ed3dSBarry Smith PetscFunctionReturn(0); 4224800dd8cSBarry Smith } 4234800dd8cSBarry Smith /*------------------------------------------------------------*/ 42404d7464bSBarry Smith static PetscErrorCode SNESSetUp_NEWTONTR(SNES snes) 4254800dd8cSBarry Smith { 426dfbe8321SBarry Smith PetscErrorCode ierr; 4273a40ed3dSBarry Smith 4283a40ed3dSBarry Smith PetscFunctionBegin; 429c9368356SGlenn Hammond ierr = SNESSetWorkVecs(snes,4);CHKERRQ(ierr); 4306cab3a1bSJed Brown ierr = SNESSetUpMatrices(snes);CHKERRQ(ierr); 4313a40ed3dSBarry Smith PetscFunctionReturn(0); 4324800dd8cSBarry Smith } 4336b8b9a38SLisandro Dalcin 43404d7464bSBarry Smith PetscErrorCode SNESReset_NEWTONTR(SNES snes) 4356b8b9a38SLisandro Dalcin { 4366b8b9a38SLisandro Dalcin 4376b8b9a38SLisandro Dalcin PetscFunctionBegin; 4386b8b9a38SLisandro Dalcin PetscFunctionReturn(0); 4396b8b9a38SLisandro Dalcin } 4406b8b9a38SLisandro Dalcin 44104d7464bSBarry Smith static PetscErrorCode SNESDestroy_NEWTONTR(SNES snes) 4424800dd8cSBarry Smith { 443dfbe8321SBarry Smith PetscErrorCode ierr; 4445baf8537SBarry Smith 4453a40ed3dSBarry Smith PetscFunctionBegin; 44604d7464bSBarry Smith ierr = SNESReset_NEWTONTR(snes);CHKERRQ(ierr); 447606d414cSSatish Balay ierr = PetscFree(snes->data);CHKERRQ(ierr); 4483a40ed3dSBarry Smith PetscFunctionReturn(0); 4494800dd8cSBarry Smith } 4504800dd8cSBarry Smith /*------------------------------------------------------------*/ 4514800dd8cSBarry Smith 4524416b707SBarry Smith static PetscErrorCode SNESSetFromOptions_NEWTONTR(PetscOptionItems *PetscOptionsObject,SNES snes) 4534800dd8cSBarry Smith { 45404d7464bSBarry Smith SNES_NEWTONTR *ctx = (SNES_NEWTONTR*)snes->data; 455dfbe8321SBarry Smith PetscErrorCode ierr; 4564800dd8cSBarry Smith 4573a40ed3dSBarry Smith PetscFunctionBegin; 458e55864a3SBarry Smith ierr = PetscOptionsHead(PetscOptionsObject,"SNES trust region options for nonlinear equations");CHKERRQ(ierr); 45994ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_trtol","Trust region tolerance","SNESSetTrustRegionTolerance",snes->deltatol,&snes->deltatol,NULL);CHKERRQ(ierr); 46094ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_mu","mu","None",ctx->mu,&ctx->mu,NULL);CHKERRQ(ierr); 46194ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_eta","eta","None",ctx->eta,&ctx->eta,NULL);CHKERRQ(ierr); 46294ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_sigma","sigma","None",ctx->sigma,&ctx->sigma,NULL);CHKERRQ(ierr); 46394ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_delta0","delta0","None",ctx->delta0,&ctx->delta0,NULL);CHKERRQ(ierr); 46494ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_delta1","delta1","None",ctx->delta1,&ctx->delta1,NULL);CHKERRQ(ierr); 46594ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_delta2","delta2","None",ctx->delta2,&ctx->delta2,NULL);CHKERRQ(ierr); 46694ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_delta3","delta3","None",ctx->delta3,&ctx->delta3,NULL);CHKERRQ(ierr); 467b0a32e0cSBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 4683a40ed3dSBarry Smith PetscFunctionReturn(0); 4694800dd8cSBarry Smith } 4704800dd8cSBarry Smith 47104d7464bSBarry Smith static PetscErrorCode SNESView_NEWTONTR(SNES snes,PetscViewer viewer) 472a935fc98SLois Curfman McInnes { 47304d7464bSBarry Smith SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 474dfbe8321SBarry Smith PetscErrorCode ierr; 475ace3abfcSBarry Smith PetscBool iascii; 476a935fc98SLois Curfman McInnes 4773a40ed3dSBarry Smith PetscFunctionBegin; 478251f4c67SDmitry Karpeev ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr); 47932077d6dSBarry Smith if (iascii) { 48054fe5c21SBarry Smith ierr = PetscViewerASCIIPrintf(viewer," Trust region tolerance (-snes_trtol)\n",(double)snes->deltatol);CHKERRQ(ierr); 48157622a8eSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," mu=%g, eta=%g, sigma=%g\n",(double)tr->mu,(double)tr->eta,(double)tr->sigma);CHKERRQ(ierr); 48257622a8eSBarry 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); 48319bcc07fSBarry Smith } 4843a40ed3dSBarry Smith PetscFunctionReturn(0); 485a935fc98SLois Curfman McInnes } 48652392280SLois Curfman McInnes /* ------------------------------------------------------------ */ 487ebe3b25bSBarry Smith /*MC 48804d7464bSBarry Smith SNESNEWTONTR - Newton based nonlinear solver that uses a trust region 489ebe3b25bSBarry Smith 490ebe3b25bSBarry Smith Options Database: 4918e434772SBarry Smith + -snes_trtol <tol> - trust region tolerance 4928e434772SBarry Smith . -snes_tr_mu <mu> - trust region parameter 4938e434772SBarry Smith . -snes_tr_eta <eta> - trust region parameter 4948e434772SBarry Smith . -snes_tr_sigma <sigma> - trust region parameter 4958b84755bSBarry Smith . -snes_tr_delta0 <delta0> - initial size of the trust region is delta0*norm2(x) 4968e434772SBarry Smith . -snes_tr_delta1 <delta1> - trust region parameter 4978e434772SBarry Smith . -snes_tr_delta2 <delta2> - trust region parameter 4988e434772SBarry Smith - -snes_tr_delta3 <delta3> - trust region parameter 499ebe3b25bSBarry Smith 500ebe3b25bSBarry Smith The basic algorithm is taken from "The Minpack Project", by More', 501ebe3b25bSBarry Smith Sorensen, Garbow, Hillstrom, pages 88-111 of "Sources and Development 502ebe3b25bSBarry Smith of Mathematical Software", Wayne Cowell, editor. 503ebe3b25bSBarry Smith 504ee3001cbSBarry Smith Level: intermediate 505ee3001cbSBarry Smith 50604d7464bSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESSetTrustRegionTolerance() 507ebe3b25bSBarry Smith 508ebe3b25bSBarry Smith M*/ 5098cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONTR(SNES snes) 5104800dd8cSBarry Smith { 51104d7464bSBarry Smith SNES_NEWTONTR *neP; 512dfbe8321SBarry Smith PetscErrorCode ierr; 5134800dd8cSBarry Smith 5143a40ed3dSBarry Smith PetscFunctionBegin; 51504d7464bSBarry Smith snes->ops->setup = SNESSetUp_NEWTONTR; 51604d7464bSBarry Smith snes->ops->solve = SNESSolve_NEWTONTR; 51704d7464bSBarry Smith snes->ops->destroy = SNESDestroy_NEWTONTR; 51804d7464bSBarry Smith snes->ops->setfromoptions = SNESSetFromOptions_NEWTONTR; 51904d7464bSBarry Smith snes->ops->view = SNESView_NEWTONTR; 52004d7464bSBarry Smith snes->ops->reset = SNESReset_NEWTONTR; 521fbe28522SBarry Smith 52242f4f86dSBarry Smith snes->usesksp = PETSC_TRUE; 523efd4aadfSBarry Smith snes->usesnpc = PETSC_FALSE; 52442f4f86dSBarry Smith 5254fc747eaSLawrence Mitchell snes->alwayscomputesfinalresidual = PETSC_TRUE; 5264fc747eaSLawrence Mitchell 527b00a9115SJed Brown ierr = PetscNewLog(snes,&neP);CHKERRQ(ierr); 528fbe28522SBarry Smith snes->data = (void*)neP; 529fbe28522SBarry Smith neP->mu = 0.25; 530fbe28522SBarry Smith neP->eta = 0.75; 531fbe28522SBarry Smith neP->delta = 0.0; 532fbe28522SBarry Smith neP->delta0 = 0.2; 533fbe28522SBarry Smith neP->delta1 = 0.3; 534fbe28522SBarry Smith neP->delta2 = 0.75; 535fbe28522SBarry Smith neP->delta3 = 2.0; 536fbe28522SBarry Smith neP->sigma = 0.0001; 537ef87ac0dSKris Buschelman neP->itflag = PETSC_FALSE; 53875567043SBarry Smith neP->rnorm0 = 0.0; 53975567043SBarry Smith neP->ttol = 0.0; 5403a40ed3dSBarry Smith PetscFunctionReturn(0); 5414800dd8cSBarry Smith } 542