1c2fc9fa9SBarry Smith 2c2fc9fa9SBarry Smith #include <../src/snes/impls/vi/ss/vissimpl.h> /*I "petscsnes.h" I*/ 3c2fc9fa9SBarry Smith 4c2fc9fa9SBarry Smith /* 5c2fc9fa9SBarry Smith SNESVIComputeMeritFunction - Evaluates the merit function for the mixed complementarity problem. 6c2fc9fa9SBarry Smith 7c2fc9fa9SBarry Smith Input Parameter: 8c2fc9fa9SBarry Smith . phi - the semismooth function 9c2fc9fa9SBarry Smith 10c2fc9fa9SBarry Smith Output Parameter: 11c2fc9fa9SBarry Smith . merit - the merit function 12c2fc9fa9SBarry Smith . phinorm - ||phi|| 13c2fc9fa9SBarry Smith 14c2fc9fa9SBarry Smith Notes: 15c2fc9fa9SBarry Smith The merit function for the mixed complementarity problem is defined as 16c2fc9fa9SBarry Smith merit = 0.5*phi^T*phi 17c2fc9fa9SBarry Smith */ 18c2fc9fa9SBarry Smith #undef __FUNCT__ 19c2fc9fa9SBarry Smith #define __FUNCT__ "SNESVIComputeMeritFunction" 20c2fc9fa9SBarry Smith static PetscErrorCode SNESVIComputeMeritFunction(Vec phi, PetscReal *merit,PetscReal *phinorm) 21c2fc9fa9SBarry Smith { 22c2fc9fa9SBarry Smith PetscErrorCode ierr; 23c2fc9fa9SBarry Smith 24c2fc9fa9SBarry Smith PetscFunctionBegin; 25c2fc9fa9SBarry Smith ierr = VecNormBegin(phi,NORM_2,phinorm);CHKERRQ(ierr); 26c2fc9fa9SBarry Smith ierr = VecNormEnd(phi,NORM_2,phinorm);CHKERRQ(ierr); 27c2fc9fa9SBarry Smith 28c2fc9fa9SBarry Smith *merit = 0.5*(*phinorm)*(*phinorm); 29c2fc9fa9SBarry Smith PetscFunctionReturn(0); 30c2fc9fa9SBarry Smith } 31c2fc9fa9SBarry Smith 32c2fc9fa9SBarry Smith PETSC_STATIC_INLINE PetscScalar Phi(PetscScalar a,PetscScalar b) 33c2fc9fa9SBarry Smith { 34c2fc9fa9SBarry Smith return a + b - PetscSqrtScalar(a*a + b*b); 35c2fc9fa9SBarry Smith } 36c2fc9fa9SBarry Smith 37c2fc9fa9SBarry Smith PETSC_STATIC_INLINE PetscScalar DPhi(PetscScalar a,PetscScalar b) 38c2fc9fa9SBarry Smith { 39c2fc9fa9SBarry Smith if ((PetscAbsScalar(a) >= 1.e-6) || (PetscAbsScalar(b) >= 1.e-6)) return 1.0 - a/ PetscSqrtScalar(a*a + b*b); 40c2fc9fa9SBarry Smith else return .5; 41c2fc9fa9SBarry Smith } 42c2fc9fa9SBarry Smith 43c2fc9fa9SBarry Smith /* 44c2fc9fa9SBarry Smith SNESVIComputeFunction - Reformulates a system of nonlinear equations in mixed complementarity form to a system of nonlinear equations in semismooth form. 45c2fc9fa9SBarry Smith 46c2fc9fa9SBarry Smith Input Parameters: 47c2fc9fa9SBarry Smith . snes - the SNES context 48d5f1b7e6SEd Bueler . X - current iterate 49c2fc9fa9SBarry Smith . functx - user defined function context 50c2fc9fa9SBarry Smith 51c2fc9fa9SBarry Smith Output Parameters: 52c2fc9fa9SBarry Smith . phi - Semismooth function 53c2fc9fa9SBarry Smith 54c2fc9fa9SBarry Smith */ 55c2fc9fa9SBarry Smith #undef __FUNCT__ 56c2fc9fa9SBarry Smith #define __FUNCT__ "SNESVIComputeFunction" 57c2fc9fa9SBarry Smith static PetscErrorCode SNESVIComputeFunction(SNES snes,Vec X,Vec phi,void *functx) 58c2fc9fa9SBarry Smith { 59c2fc9fa9SBarry Smith PetscErrorCode ierr; 60f450aa47SBarry Smith SNES_VINEWTONSSLS *vi = (SNES_VINEWTONSSLS*)snes->data; 61c2fc9fa9SBarry Smith Vec Xl = snes->xl,Xu = snes->xu,F = snes->vec_func; 625edff71fSBarry Smith PetscScalar *phi_arr,*f_arr,*l,*u; 635edff71fSBarry Smith const PetscScalar *x_arr; 64c2fc9fa9SBarry Smith PetscInt i,nlocal; 65c2fc9fa9SBarry Smith 66c2fc9fa9SBarry Smith PetscFunctionBegin; 67c2fc9fa9SBarry Smith ierr = (*vi->computeuserfunction)(snes,X,F,functx);CHKERRQ(ierr); 68c2fc9fa9SBarry Smith ierr = VecGetLocalSize(X,&nlocal);CHKERRQ(ierr); 695edff71fSBarry Smith ierr = VecGetArrayRead(X,&x_arr);CHKERRQ(ierr); 70c2fc9fa9SBarry Smith ierr = VecGetArray(F,&f_arr);CHKERRQ(ierr); 71c2fc9fa9SBarry Smith ierr = VecGetArray(Xl,&l);CHKERRQ(ierr); 72c2fc9fa9SBarry Smith ierr = VecGetArray(Xu,&u);CHKERRQ(ierr); 73c2fc9fa9SBarry Smith ierr = VecGetArray(phi,&phi_arr);CHKERRQ(ierr); 74c2fc9fa9SBarry Smith 75c2fc9fa9SBarry Smith for (i=0; i < nlocal; i++) { 76e270355aSBarry Smith if ((PetscRealPart(l[i]) <= PETSC_NINFINITY) && (PetscRealPart(u[i]) >= PETSC_INFINITY)) { /* no constraints on variable */ 77c2fc9fa9SBarry Smith phi_arr[i] = f_arr[i]; 78e270355aSBarry Smith } else if (PetscRealPart(l[i]) <= PETSC_NINFINITY) { /* upper bound on variable only */ 79c2fc9fa9SBarry Smith phi_arr[i] = -Phi(u[i] - x_arr[i],-f_arr[i]); 80e270355aSBarry Smith } else if (PetscRealPart(u[i]) >= PETSC_INFINITY) { /* lower bound on variable only */ 81c2fc9fa9SBarry Smith phi_arr[i] = Phi(x_arr[i] - l[i],f_arr[i]); 82c2fc9fa9SBarry Smith } else if (l[i] == u[i]) { 83c2fc9fa9SBarry Smith phi_arr[i] = l[i] - x_arr[i]; 84c2fc9fa9SBarry Smith } else { /* both bounds on variable */ 85c2fc9fa9SBarry Smith phi_arr[i] = Phi(x_arr[i] - l[i],-Phi(u[i] - x_arr[i],-f_arr[i])); 86c2fc9fa9SBarry Smith } 87c2fc9fa9SBarry Smith } 88c2fc9fa9SBarry Smith 895edff71fSBarry Smith ierr = VecRestoreArrayRead(X,&x_arr);CHKERRQ(ierr); 90c2fc9fa9SBarry Smith ierr = VecRestoreArray(F,&f_arr);CHKERRQ(ierr); 91c2fc9fa9SBarry Smith ierr = VecRestoreArray(Xl,&l);CHKERRQ(ierr); 92c2fc9fa9SBarry Smith ierr = VecRestoreArray(Xu,&u);CHKERRQ(ierr); 93c2fc9fa9SBarry Smith ierr = VecRestoreArray(phi,&phi_arr);CHKERRQ(ierr); 94c2fc9fa9SBarry Smith PetscFunctionReturn(0); 95c2fc9fa9SBarry Smith } 96c2fc9fa9SBarry Smith 97c2fc9fa9SBarry Smith /* 98c2fc9fa9SBarry Smith SNESVIComputeBsubdifferentialVectors - Computes the diagonal shift (Da) and row scaling (Db) vectors needed for the 99c2fc9fa9SBarry Smith the semismooth jacobian. 100c2fc9fa9SBarry Smith */ 101c2fc9fa9SBarry Smith #undef __FUNCT__ 102c2fc9fa9SBarry Smith #define __FUNCT__ "SNESVIComputeBsubdifferentialVectors" 103c2fc9fa9SBarry Smith PetscErrorCode SNESVIComputeBsubdifferentialVectors(SNES snes,Vec X,Vec F,Mat jac,Vec Da,Vec Db) 104c2fc9fa9SBarry Smith { 105c2fc9fa9SBarry Smith PetscErrorCode ierr; 106c2fc9fa9SBarry Smith PetscScalar *l,*u,*x,*f,*da,*db,da1,da2,db1,db2; 107c2fc9fa9SBarry Smith PetscInt i,nlocal; 108c2fc9fa9SBarry Smith 109c2fc9fa9SBarry Smith PetscFunctionBegin; 110c2fc9fa9SBarry Smith ierr = VecGetArray(X,&x);CHKERRQ(ierr); 111c2fc9fa9SBarry Smith ierr = VecGetArray(F,&f);CHKERRQ(ierr); 112c2fc9fa9SBarry Smith ierr = VecGetArray(snes->xl,&l);CHKERRQ(ierr); 113c2fc9fa9SBarry Smith ierr = VecGetArray(snes->xu,&u);CHKERRQ(ierr); 114c2fc9fa9SBarry Smith ierr = VecGetArray(Da,&da);CHKERRQ(ierr); 115c2fc9fa9SBarry Smith ierr = VecGetArray(Db,&db);CHKERRQ(ierr); 116c2fc9fa9SBarry Smith ierr = VecGetLocalSize(X,&nlocal);CHKERRQ(ierr); 117c2fc9fa9SBarry Smith 118c2fc9fa9SBarry Smith for (i=0; i< nlocal; i++) { 119e270355aSBarry Smith if ((PetscRealPart(l[i]) <= PETSC_NINFINITY) && (PetscRealPart(u[i]) >= PETSC_INFINITY)) { /* no constraints on variable */ 120c2fc9fa9SBarry Smith da[i] = 0; 121c2fc9fa9SBarry Smith db[i] = 1; 122e270355aSBarry Smith } else if (PetscRealPart(l[i]) <= PETSC_NINFINITY) { /* upper bound on variable only */ 123c2fc9fa9SBarry Smith da[i] = DPhi(u[i] - x[i], -f[i]); 124c2fc9fa9SBarry Smith db[i] = DPhi(-f[i],u[i] - x[i]); 125e270355aSBarry Smith } else if (PetscRealPart(u[i]) >= PETSC_INFINITY) { /* lower bound on variable only */ 126c2fc9fa9SBarry Smith da[i] = DPhi(x[i] - l[i], f[i]); 127c2fc9fa9SBarry Smith db[i] = DPhi(f[i],x[i] - l[i]); 128c2fc9fa9SBarry Smith } else if (l[i] == u[i]) { /* fixed variable */ 129c2fc9fa9SBarry Smith da[i] = 1; 130c2fc9fa9SBarry Smith db[i] = 0; 131c2fc9fa9SBarry Smith } else { /* upper and lower bounds on variable */ 132c2fc9fa9SBarry Smith da1 = DPhi(x[i] - l[i], -Phi(u[i] - x[i], -f[i])); 133c2fc9fa9SBarry Smith db1 = DPhi(-Phi(u[i] - x[i], -f[i]),x[i] - l[i]); 134c2fc9fa9SBarry Smith da2 = DPhi(u[i] - x[i], -f[i]); 135c2fc9fa9SBarry Smith db2 = DPhi(-f[i],u[i] - x[i]); 136c2fc9fa9SBarry Smith da[i] = da1 + db1*da2; 137c2fc9fa9SBarry Smith db[i] = db1*db2; 138c2fc9fa9SBarry Smith } 139c2fc9fa9SBarry Smith } 140c2fc9fa9SBarry Smith 141c2fc9fa9SBarry Smith ierr = VecRestoreArray(X,&x);CHKERRQ(ierr); 142c2fc9fa9SBarry Smith ierr = VecRestoreArray(F,&f);CHKERRQ(ierr); 143c2fc9fa9SBarry Smith ierr = VecRestoreArray(snes->xl,&l);CHKERRQ(ierr); 144c2fc9fa9SBarry Smith ierr = VecRestoreArray(snes->xu,&u);CHKERRQ(ierr); 145c2fc9fa9SBarry Smith ierr = VecRestoreArray(Da,&da);CHKERRQ(ierr); 146c2fc9fa9SBarry Smith ierr = VecRestoreArray(Db,&db);CHKERRQ(ierr); 147c2fc9fa9SBarry Smith PetscFunctionReturn(0); 148c2fc9fa9SBarry Smith } 149c2fc9fa9SBarry Smith 150c2fc9fa9SBarry Smith /* 151c2fc9fa9SBarry Smith SNESVIComputeJacobian - Computes the jacobian of the semismooth function.The Jacobian for the semismooth function is an element of the B-subdifferential of the Fischer-Burmeister function for complementarity problems. 152c2fc9fa9SBarry Smith 153c2fc9fa9SBarry Smith Input Parameters: 154c2fc9fa9SBarry Smith . Da - Diagonal shift vector for the semismooth jacobian. 155c2fc9fa9SBarry Smith . Db - Row scaling vector for the semismooth jacobian. 156c2fc9fa9SBarry Smith 157c2fc9fa9SBarry Smith Output Parameters: 158c2fc9fa9SBarry Smith . jac - semismooth jacobian 159c2fc9fa9SBarry Smith . jac_pre - optional preconditioning matrix 160c2fc9fa9SBarry Smith 161c2fc9fa9SBarry Smith Notes: 162c2fc9fa9SBarry Smith The semismooth jacobian matrix is given by 163c2fc9fa9SBarry Smith jac = Da + Db*jacfun 164c2fc9fa9SBarry Smith where Db is the row scaling matrix stored as a vector, 165c2fc9fa9SBarry Smith Da is the diagonal perturbation matrix stored as a vector 166c2fc9fa9SBarry Smith and jacfun is the jacobian of the original nonlinear function. 167c2fc9fa9SBarry Smith */ 168c2fc9fa9SBarry Smith #undef __FUNCT__ 169c2fc9fa9SBarry Smith #define __FUNCT__ "SNESVIComputeJacobian" 170c2fc9fa9SBarry Smith PetscErrorCode SNESVIComputeJacobian(Mat jac, Mat jac_pre,Vec Da, Vec Db) 171c2fc9fa9SBarry Smith { 172c2fc9fa9SBarry Smith PetscErrorCode ierr; 173c2fc9fa9SBarry Smith 174c2fc9fa9SBarry Smith /* Do row scaling and add diagonal perturbation */ 1750298fd71SBarry Smith ierr = MatDiagonalScale(jac,Db,NULL);CHKERRQ(ierr); 176c2fc9fa9SBarry Smith ierr = MatDiagonalSet(jac,Da,ADD_VALUES);CHKERRQ(ierr); 177c2fc9fa9SBarry Smith if (jac != jac_pre) { /* If jac and jac_pre are different */ 1780298fd71SBarry Smith ierr = MatDiagonalScale(jac_pre,Db,NULL);CHKERRQ(ierr); 179c2fc9fa9SBarry Smith ierr = MatDiagonalSet(jac_pre,Da,ADD_VALUES);CHKERRQ(ierr); 180c2fc9fa9SBarry Smith } 181c2fc9fa9SBarry Smith PetscFunctionReturn(0); 182c2fc9fa9SBarry Smith } 183c2fc9fa9SBarry Smith 184c2fc9fa9SBarry Smith /* 185c2fc9fa9SBarry Smith SNESVIComputeMeritFunctionGradient - Computes the gradient of the merit function psi. 186c2fc9fa9SBarry Smith 187c2fc9fa9SBarry Smith Input Parameters: 188c2fc9fa9SBarry Smith phi - semismooth function. 189c2fc9fa9SBarry Smith H - semismooth jacobian 190c2fc9fa9SBarry Smith 191c2fc9fa9SBarry Smith Output Parameters: 192c2fc9fa9SBarry Smith dpsi - merit function gradient 193c2fc9fa9SBarry Smith 194c2fc9fa9SBarry Smith Notes: 195c2fc9fa9SBarry Smith The merit function gradient is computed as follows 196c2fc9fa9SBarry Smith dpsi = H^T*phi 197c2fc9fa9SBarry Smith */ 198c2fc9fa9SBarry Smith #undef __FUNCT__ 199c2fc9fa9SBarry Smith #define __FUNCT__ "SNESVIComputeMeritFunctionGradient" 200c2fc9fa9SBarry Smith PetscErrorCode SNESVIComputeMeritFunctionGradient(Mat H, Vec phi, Vec dpsi) 201c2fc9fa9SBarry Smith { 202c2fc9fa9SBarry Smith PetscErrorCode ierr; 203c2fc9fa9SBarry Smith 204c2fc9fa9SBarry Smith PetscFunctionBegin; 205c2fc9fa9SBarry Smith ierr = MatMultTranspose(H,phi,dpsi);CHKERRQ(ierr); 206c2fc9fa9SBarry Smith PetscFunctionReturn(0); 207c2fc9fa9SBarry Smith } 208c2fc9fa9SBarry Smith 209c2fc9fa9SBarry Smith 210c2fc9fa9SBarry Smith 211c2fc9fa9SBarry Smith /* 212f450aa47SBarry Smith SNESSolve_VINEWTONSSLS - Solves the complementarity problem with a semismooth Newton 213c2fc9fa9SBarry Smith method using a line search. 214c2fc9fa9SBarry Smith 215c2fc9fa9SBarry Smith Input Parameters: 216c2fc9fa9SBarry Smith . snes - the SNES context 217c2fc9fa9SBarry Smith 218c2fc9fa9SBarry Smith Application Interface Routine: SNESSolve() 219c2fc9fa9SBarry Smith 220c2fc9fa9SBarry Smith Notes: 221c2fc9fa9SBarry Smith This implements essentially a semismooth Newton method with a 222d5f1b7e6SEd Bueler line search. The default line search does not do any line search 223d5f1b7e6SEd Bueler but rather takes a full Newton step. 224016d19f9SBarry Smith 22504d7464bSBarry Smith Developer Note: the code in this file should be slightly modified so that this routine need not exist and the SNESSolve_NEWTONLS() routine is called directly with the appropriate wrapped function and Jacobian evaluations 226016d19f9SBarry Smith 227c2fc9fa9SBarry Smith */ 228c2fc9fa9SBarry Smith #undef __FUNCT__ 229f450aa47SBarry Smith #define __FUNCT__ "SNESSolve_VINEWTONSSLS" 230f450aa47SBarry Smith PetscErrorCode SNESSolve_VINEWTONSSLS(SNES snes) 231c2fc9fa9SBarry Smith { 232f450aa47SBarry Smith SNES_VINEWTONSSLS *vi = (SNES_VINEWTONSSLS*)snes->data; 233c2fc9fa9SBarry Smith PetscErrorCode ierr; 234c2fc9fa9SBarry Smith PetscInt maxits,i,lits; 235422a814eSBarry Smith SNESLineSearchReason lssucceed; 236c2fc9fa9SBarry Smith PetscReal gnorm,xnorm=0,ynorm; 2379bd66eb0SPeter Brune Vec Y,X,F; 238c2fc9fa9SBarry Smith KSPConvergedReason kspreason; 2396cab3a1bSJed Brown DM dm; 240942e3340SBarry Smith DMSNES sdm; 241c2fc9fa9SBarry Smith 242c2fc9fa9SBarry Smith PetscFunctionBegin; 2436cab3a1bSJed Brown ierr = SNESGetDM(snes,&dm);CHKERRQ(ierr); 244942e3340SBarry Smith ierr = DMGetDMSNES(dm,&sdm);CHKERRQ(ierr); 2451aa26658SKarl Rupp 24622c6f798SBarry Smith vi->computeuserfunction = sdm->ops->computefunction; 24722c6f798SBarry Smith sdm->ops->computefunction = SNESVIComputeFunction; 248c2fc9fa9SBarry Smith 249c2fc9fa9SBarry Smith snes->numFailures = 0; 250c2fc9fa9SBarry Smith snes->numLinearSolveFailures = 0; 251c2fc9fa9SBarry Smith snes->reason = SNES_CONVERGED_ITERATING; 252c2fc9fa9SBarry Smith 253c2fc9fa9SBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 254c2fc9fa9SBarry Smith X = snes->vec_sol; /* solution vector */ 255c2fc9fa9SBarry Smith F = snes->vec_func; /* residual vector */ 256c2fc9fa9SBarry Smith Y = snes->work[0]; /* work vectors */ 257c2fc9fa9SBarry Smith 258e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 259c2fc9fa9SBarry Smith snes->iter = 0; 260c2fc9fa9SBarry Smith snes->norm = 0.0; 261e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 262c2fc9fa9SBarry Smith 263c2fc9fa9SBarry Smith ierr = SNESVIProjectOntoBounds(snes,X);CHKERRQ(ierr); 264c2fc9fa9SBarry Smith ierr = SNESComputeFunction(snes,X,vi->phi);CHKERRQ(ierr); 265c2fc9fa9SBarry Smith if (snes->domainerror) { 266c2fc9fa9SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 26722c6f798SBarry Smith sdm->ops->computefunction = vi->computeuserfunction; 268c2fc9fa9SBarry Smith PetscFunctionReturn(0); 269c2fc9fa9SBarry Smith } 270c2fc9fa9SBarry Smith /* Compute Merit function */ 271c2fc9fa9SBarry Smith ierr = SNESVIComputeMeritFunction(vi->phi,&vi->merit,&vi->phinorm);CHKERRQ(ierr); 272c2fc9fa9SBarry Smith 273c2fc9fa9SBarry Smith ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm <- ||x|| */ 274c2fc9fa9SBarry Smith ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr); 275422a814eSBarry Smith SNESCheckFunctionNorm(snes,vi->merit); 276c2fc9fa9SBarry Smith 277e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 278c2fc9fa9SBarry Smith snes->norm = vi->phinorm; 279e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 280a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,vi->phinorm,0);CHKERRQ(ierr); 281c2fc9fa9SBarry Smith ierr = SNESMonitor(snes,0,vi->phinorm);CHKERRQ(ierr); 282c2fc9fa9SBarry Smith 283c2fc9fa9SBarry Smith /* test convergence */ 284c2fc9fa9SBarry Smith ierr = (*snes->ops->converged)(snes,0,0.0,0.0,vi->phinorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 285c2fc9fa9SBarry Smith if (snes->reason) { 28622c6f798SBarry Smith sdm->ops->computefunction = vi->computeuserfunction; 287c2fc9fa9SBarry Smith PetscFunctionReturn(0); 288c2fc9fa9SBarry Smith } 289c2fc9fa9SBarry Smith 290c2fc9fa9SBarry Smith for (i=0; i<maxits; i++) { 291c2fc9fa9SBarry Smith 292c2fc9fa9SBarry Smith /* Call general purpose update function */ 293c2fc9fa9SBarry Smith if (snes->ops->update) { 294c2fc9fa9SBarry Smith ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 295c2fc9fa9SBarry Smith } 296c2fc9fa9SBarry Smith 297c2fc9fa9SBarry Smith /* Solve J Y = Phi, where J is the semismooth jacobian */ 298b9600128SPeter Brune 299b9600128SPeter Brune /* Get the jacobian -- note that the function must be the original function for snes_fd and snes_fd_color to work for this*/ 30022c6f798SBarry Smith sdm->ops->computefunction = vi->computeuserfunction; 301d1e9a80fSBarry Smith ierr = SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); 30222c6f798SBarry Smith sdm->ops->computefunction = SNESVIComputeFunction; 303b9600128SPeter Brune 304c2fc9fa9SBarry Smith /* Get the diagonal shift and row scaling vectors */ 305c2fc9fa9SBarry Smith ierr = SNESVIComputeBsubdifferentialVectors(snes,X,F,snes->jacobian,vi->Da,vi->Db);CHKERRQ(ierr); 306c2fc9fa9SBarry Smith /* Compute the semismooth jacobian */ 307c2fc9fa9SBarry Smith ierr = SNESVIComputeJacobian(snes->jacobian,snes->jacobian_pre,vi->Da,vi->Db);CHKERRQ(ierr); 308c2fc9fa9SBarry Smith /* Compute the merit function gradient */ 309c2fc9fa9SBarry Smith ierr = SNESVIComputeMeritFunctionGradient(snes->jacobian,vi->phi,vi->dpsi);CHKERRQ(ierr); 31023ee1639SBarry Smith ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); 311d4211eb9SBarry Smith ierr = KSPSolve(snes->ksp,vi->phi,Y);CHKERRQ(ierr); 312c2fc9fa9SBarry Smith ierr = KSPGetConvergedReason(snes->ksp,&kspreason);CHKERRQ(ierr); 313c2fc9fa9SBarry Smith 314c2fc9fa9SBarry Smith if (kspreason < 0) { 315c2fc9fa9SBarry Smith if (++snes->numLinearSolveFailures >= snes->maxLinearSolveFailures) { 316c2fc9fa9SBarry Smith ierr = PetscInfo2(snes,"iter=%D, number linear solve failures %D greater than current SNES allowed, stopping solve\n",snes->iter,snes->numLinearSolveFailures);CHKERRQ(ierr); 317c2fc9fa9SBarry Smith snes->reason = SNES_DIVERGED_LINEAR_SOLVE; 318c2fc9fa9SBarry Smith break; 319c2fc9fa9SBarry Smith } 320c2fc9fa9SBarry Smith } 321c2fc9fa9SBarry Smith ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr); 322c2fc9fa9SBarry Smith snes->linear_its += lits; 323c2fc9fa9SBarry Smith ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr); 324c2fc9fa9SBarry Smith /* 3256b2b7091SBarry Smith if (snes->ops->precheck) { 326c2fc9fa9SBarry Smith PetscBool changed_y = PETSC_FALSE; 3276b2b7091SBarry Smith ierr = (*snes->ops->precheck)(snes,X,Y,snes->precheck,&changed_y);CHKERRQ(ierr); 328c2fc9fa9SBarry Smith } 329c2fc9fa9SBarry Smith 330c2fc9fa9SBarry Smith if (PetscLogPrintInfo) { 331c2fc9fa9SBarry Smith ierr = SNESVICheckResidual_Private(snes,snes->jacobian,F,Y,G,W);CHKERRQ(ierr); 332c2fc9fa9SBarry Smith } 333c2fc9fa9SBarry Smith */ 334c2fc9fa9SBarry Smith /* Compute a (scaled) negative update in the line search routine: 335c2fc9fa9SBarry Smith Y <- X - lambda*Y 336c2fc9fa9SBarry Smith and evaluate G = function(Y) (depends on the line search). 337c2fc9fa9SBarry Smith */ 338c2fc9fa9SBarry Smith ierr = VecCopy(Y,snes->vec_sol_update);CHKERRQ(ierr); 339c2fc9fa9SBarry Smith ynorm = 1; gnorm = vi->phinorm; 340f1c6b773SPeter Brune ierr = SNESLineSearchApply(snes->linesearch, X, vi->phi, &gnorm, Y);CHKERRQ(ierr); 341422a814eSBarry Smith ierr = SNESLineSearchGetReason(snes->linesearch, &lssucceed);CHKERRQ(ierr); 342f1c6b773SPeter Brune ierr = SNESLineSearchGetNorms(snes->linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr); 343c2fc9fa9SBarry Smith ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",(double)vi->phinorm,(double)gnorm,(double)ynorm,(int)lssucceed);CHKERRQ(ierr); 344c2fc9fa9SBarry Smith if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break; 345c2fc9fa9SBarry Smith if (snes->domainerror) { 346c2fc9fa9SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 34722c6f798SBarry Smith sdm->ops->computefunction = vi->computeuserfunction; 348c2fc9fa9SBarry Smith PetscFunctionReturn(0); 349c2fc9fa9SBarry Smith } 350422a814eSBarry Smith if (lssucceed) { 351c2fc9fa9SBarry Smith if (++snes->numFailures >= snes->maxFailures) { 352c2fc9fa9SBarry Smith PetscBool ismin; 353c2fc9fa9SBarry Smith snes->reason = SNES_DIVERGED_LINE_SEARCH; 3549bd66eb0SPeter Brune ierr = SNESVICheckLocalMin_Private(snes,snes->jacobian,vi->phi,X,gnorm,&ismin);CHKERRQ(ierr); 355c2fc9fa9SBarry Smith if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN; 356c2fc9fa9SBarry Smith break; 357c2fc9fa9SBarry Smith } 358c2fc9fa9SBarry Smith } 359c2fc9fa9SBarry Smith /* Update function and solution vectors */ 360c2fc9fa9SBarry Smith vi->phinorm = gnorm; 361c2fc9fa9SBarry Smith vi->merit = 0.5*vi->phinorm*vi->phinorm; 362c2fc9fa9SBarry Smith /* Monitor convergence */ 363e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 364c2fc9fa9SBarry Smith snes->iter = i+1; 365c2fc9fa9SBarry Smith snes->norm = vi->phinorm; 366e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 367a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,snes->norm,lits);CHKERRQ(ierr); 368c2fc9fa9SBarry Smith ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 369c2fc9fa9SBarry Smith /* Test for convergence, xnorm = || X || */ 370e2a6519dSDmitry Karpeev if (snes->ops->converged != SNESConvergedSkip) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); } 371c2fc9fa9SBarry Smith ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,vi->phinorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 372c2fc9fa9SBarry Smith if (snes->reason) break; 373c2fc9fa9SBarry Smith } 374c2fc9fa9SBarry Smith if (i == maxits) { 375c2fc9fa9SBarry Smith ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr); 376c2fc9fa9SBarry Smith if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT; 377c2fc9fa9SBarry Smith } 37822c6f798SBarry Smith sdm->ops->computefunction = vi->computeuserfunction; 379c2fc9fa9SBarry Smith PetscFunctionReturn(0); 380c2fc9fa9SBarry Smith } 381c2fc9fa9SBarry Smith 382c2fc9fa9SBarry Smith /* -------------------------------------------------------------------------- */ 383c2fc9fa9SBarry Smith /* 384f450aa47SBarry Smith SNESSetUp_VINEWTONSSLS - Sets up the internal data structures for the later use 385c2fc9fa9SBarry Smith of the SNES nonlinear solver. 386c2fc9fa9SBarry Smith 387c2fc9fa9SBarry Smith Input Parameter: 388c2fc9fa9SBarry Smith . snes - the SNES context 389c2fc9fa9SBarry Smith 390c2fc9fa9SBarry Smith Application Interface Routine: SNESSetUp() 391c2fc9fa9SBarry Smith 392c2fc9fa9SBarry Smith Notes: 393c2fc9fa9SBarry Smith For basic use of the SNES solvers, the user need not explicitly call 394c2fc9fa9SBarry Smith SNESSetUp(), since these actions will automatically occur during 395c2fc9fa9SBarry Smith the call to SNESSolve(). 396c2fc9fa9SBarry Smith */ 397c2fc9fa9SBarry Smith #undef __FUNCT__ 398f450aa47SBarry Smith #define __FUNCT__ "SNESSetUp_VINEWTONSSLS" 399f450aa47SBarry Smith PetscErrorCode SNESSetUp_VINEWTONSSLS(SNES snes) 400c2fc9fa9SBarry Smith { 401c2fc9fa9SBarry Smith PetscErrorCode ierr; 402f450aa47SBarry Smith SNES_VINEWTONSSLS *vi = (SNES_VINEWTONSSLS*) snes->data; 403c2fc9fa9SBarry Smith 404c2fc9fa9SBarry Smith PetscFunctionBegin; 405c2fc9fa9SBarry Smith ierr = SNESSetUp_VI(snes);CHKERRQ(ierr); 406c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &vi->dpsi);CHKERRQ(ierr); 407c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &vi->phi);CHKERRQ(ierr); 408c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &vi->Da);CHKERRQ(ierr); 409c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &vi->Db);CHKERRQ(ierr); 410c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &vi->z);CHKERRQ(ierr); 411c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &vi->t);CHKERRQ(ierr); 412c2fc9fa9SBarry Smith PetscFunctionReturn(0); 413c2fc9fa9SBarry Smith } 414c2fc9fa9SBarry Smith /* -------------------------------------------------------------------------- */ 415c2fc9fa9SBarry Smith #undef __FUNCT__ 416f450aa47SBarry Smith #define __FUNCT__ "SNESReset_VINEWTONSSLS" 417f450aa47SBarry Smith PetscErrorCode SNESReset_VINEWTONSSLS(SNES snes) 418c2fc9fa9SBarry Smith { 419f450aa47SBarry Smith SNES_VINEWTONSSLS *vi = (SNES_VINEWTONSSLS*) snes->data; 420c2fc9fa9SBarry Smith PetscErrorCode ierr; 421c2fc9fa9SBarry Smith 422c2fc9fa9SBarry Smith PetscFunctionBegin; 423c2fc9fa9SBarry Smith ierr = SNESReset_VI(snes);CHKERRQ(ierr); 424c2fc9fa9SBarry Smith ierr = VecDestroy(&vi->dpsi);CHKERRQ(ierr); 425c2fc9fa9SBarry Smith ierr = VecDestroy(&vi->phi);CHKERRQ(ierr); 426c2fc9fa9SBarry Smith ierr = VecDestroy(&vi->Da);CHKERRQ(ierr); 427c2fc9fa9SBarry Smith ierr = VecDestroy(&vi->Db);CHKERRQ(ierr); 428c2fc9fa9SBarry Smith ierr = VecDestroy(&vi->z);CHKERRQ(ierr); 429c2fc9fa9SBarry Smith ierr = VecDestroy(&vi->t);CHKERRQ(ierr); 430c2fc9fa9SBarry Smith PetscFunctionReturn(0); 431c2fc9fa9SBarry Smith } 432c2fc9fa9SBarry Smith 433c2fc9fa9SBarry Smith /* -------------------------------------------------------------------------- */ 434c2fc9fa9SBarry Smith /* 435f450aa47SBarry Smith SNESSetFromOptions_VINEWTONSSLS - Sets various parameters for the SNESVI method. 436c2fc9fa9SBarry Smith 437c2fc9fa9SBarry Smith Input Parameter: 438c2fc9fa9SBarry Smith . snes - the SNES context 439c2fc9fa9SBarry Smith 440c2fc9fa9SBarry Smith Application Interface Routine: SNESSetFromOptions() 441c2fc9fa9SBarry Smith */ 442c2fc9fa9SBarry Smith #undef __FUNCT__ 443f450aa47SBarry Smith #define __FUNCT__ "SNESSetFromOptions_VINEWTONSSLS" 4444416b707SBarry Smith static PetscErrorCode SNESSetFromOptions_VINEWTONSSLS(PetscOptionItems *PetscOptionsObject,SNES snes) 445c2fc9fa9SBarry Smith { 446c2fc9fa9SBarry Smith PetscErrorCode ierr; 447f1c6b773SPeter Brune SNESLineSearch linesearch; 448c2fc9fa9SBarry Smith 449c2fc9fa9SBarry Smith PetscFunctionBegin; 450e55864a3SBarry Smith ierr = SNESSetFromOptions_VI(PetscOptionsObject,snes);CHKERRQ(ierr); 451e55864a3SBarry Smith ierr = PetscOptionsHead(PetscOptionsObject,"SNES semismooth method options");CHKERRQ(ierr); 452c2fc9fa9SBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 4539bd66eb0SPeter Brune /* set up the default line search */ 4549bd66eb0SPeter Brune if (!snes->linesearch) { 4557601faf0SJed Brown ierr = SNESGetLineSearch(snes, &linesearch);CHKERRQ(ierr); 4561a4f838cSPeter Brune ierr = SNESLineSearchSetType(linesearch, SNESLINESEARCHBT);CHKERRQ(ierr); 457639ea3faSPeter Brune ierr = SNESLineSearchBTSetAlpha(linesearch, 0.0);CHKERRQ(ierr); 4589bd66eb0SPeter Brune } 459c2fc9fa9SBarry Smith PetscFunctionReturn(0); 460c2fc9fa9SBarry Smith } 461c2fc9fa9SBarry Smith 462c2fc9fa9SBarry Smith 463c2fc9fa9SBarry Smith /* -------------------------------------------------------------------------- */ 464c2fc9fa9SBarry Smith /*MC 465f450aa47SBarry Smith SNESVINEWTONSSLS - Semi-smooth solver for variational inequalities based on Newton's method 466c2fc9fa9SBarry Smith 46761589011SJed Brown Options Database: 468d5f1b7e6SEd Bueler + -snes_type <vinewtonssls,vinewtonrsls> a semi-smooth solver, a reduced space active set method 46961589011SJed Brown - -snes_vi_monitor - prints the number of active constraints at each iteration. 47061589011SJed Brown 471c2fc9fa9SBarry Smith Level: beginner 472c2fc9fa9SBarry Smith 473b80f3ac1SShri Abhyankar References: 47496a0c994SBarry Smith + 1. - T. S. Munson, F. Facchinei, M. C. Ferris, A. Fischer, and C. Kanzow. The semismooth 475b80f3ac1SShri Abhyankar algorithm for large scale complementarity problems. INFORMS Journal on Computing, 13 (2001). 47696a0c994SBarry Smith - 2. - T. S. Munson, and S. Benson. Flexible Complementarity Solvers for Large Scale 477d5f1b7e6SEd Bueler Applications, Optimization Methods and Software, 21 (2006). 478b80f3ac1SShri Abhyankar 479d5f1b7e6SEd Bueler .seealso: SNESVISetVariableBounds(), SNESVISetComputeVariableBounds(), SNESCreate(), SNES, SNESSetType(), SNESVINEWTONRSLS, SNESNEWTONTR, SNESLineSearchSet(),SNESLineSearchSetPostCheck(), SNESLineSearchSetPreCheck() 480c2fc9fa9SBarry Smith 481c2fc9fa9SBarry Smith M*/ 482c2fc9fa9SBarry Smith #undef __FUNCT__ 483f450aa47SBarry Smith #define __FUNCT__ "SNESCreate_VINEWTONSSLS" 4848cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESCreate_VINEWTONSSLS(SNES snes) 485c2fc9fa9SBarry Smith { 486c2fc9fa9SBarry Smith PetscErrorCode ierr; 487f450aa47SBarry Smith SNES_VINEWTONSSLS *vi; 488c2fc9fa9SBarry Smith 489c2fc9fa9SBarry Smith PetscFunctionBegin; 490f450aa47SBarry Smith snes->ops->reset = SNESReset_VINEWTONSSLS; 491f450aa47SBarry Smith snes->ops->setup = SNESSetUp_VINEWTONSSLS; 492f450aa47SBarry Smith snes->ops->solve = SNESSolve_VINEWTONSSLS; 493c2fc9fa9SBarry Smith snes->ops->destroy = SNESDestroy_VI; 494f450aa47SBarry Smith snes->ops->setfromoptions = SNESSetFromOptions_VINEWTONSSLS; 4950298fd71SBarry Smith snes->ops->view = NULL; 496c2fc9fa9SBarry Smith 497c2fc9fa9SBarry Smith snes->usesksp = PETSC_TRUE; 498c2fc9fa9SBarry Smith snes->usespc = PETSC_FALSE; 499c2fc9fa9SBarry Smith 500*4fc747eaSLawrence Mitchell snes->alwayscomputesfinalresidual = PETSC_FALSE; 501*4fc747eaSLawrence Mitchell 502b00a9115SJed Brown ierr = PetscNewLog(snes,&vi);CHKERRQ(ierr); 503c2fc9fa9SBarry Smith snes->data = (void*)vi; 504c2fc9fa9SBarry Smith 505bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESVISetVariableBounds_C",SNESVISetVariableBounds_VI);CHKERRQ(ierr); 506bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESVISetComputeVariableBounds_C",SNESVISetComputeVariableBounds_VI);CHKERRQ(ierr); 507c2fc9fa9SBarry Smith PetscFunctionReturn(0); 508c2fc9fa9SBarry Smith } 509c2fc9fa9SBarry Smith 510