1c2fc9fa9SBarry Smith 2c2fc9fa9SBarry Smith #include <../src/snes/impls/vi/ss/vissimpl.h> /*I "petscsnes.h" I*/ 3b45d2f2cSJed Brown #include <../include/petsc-private/kspimpl.h> 4b45d2f2cSJed Brown #include <../include/petsc-private/matimpl.h> 5b45d2f2cSJed Brown #include <../include/petsc-private/dmimpl.h> 6c2fc9fa9SBarry Smith 7c2fc9fa9SBarry Smith 8c2fc9fa9SBarry Smith /* 9c2fc9fa9SBarry Smith SNESVIComputeMeritFunction - Evaluates the merit function for the mixed complementarity problem. 10c2fc9fa9SBarry Smith 11c2fc9fa9SBarry Smith Input Parameter: 12c2fc9fa9SBarry Smith . phi - the semismooth function 13c2fc9fa9SBarry Smith 14c2fc9fa9SBarry Smith Output Parameter: 15c2fc9fa9SBarry Smith . merit - the merit function 16c2fc9fa9SBarry Smith . phinorm - ||phi|| 17c2fc9fa9SBarry Smith 18c2fc9fa9SBarry Smith Notes: 19c2fc9fa9SBarry Smith The merit function for the mixed complementarity problem is defined as 20c2fc9fa9SBarry Smith merit = 0.5*phi^T*phi 21c2fc9fa9SBarry Smith */ 22c2fc9fa9SBarry Smith #undef __FUNCT__ 23c2fc9fa9SBarry Smith #define __FUNCT__ "SNESVIComputeMeritFunction" 24c2fc9fa9SBarry Smith static PetscErrorCode SNESVIComputeMeritFunction(Vec phi, PetscReal *merit,PetscReal *phinorm) 25c2fc9fa9SBarry Smith { 26c2fc9fa9SBarry Smith PetscErrorCode ierr; 27c2fc9fa9SBarry Smith 28c2fc9fa9SBarry Smith PetscFunctionBegin; 29c2fc9fa9SBarry Smith ierr = VecNormBegin(phi,NORM_2,phinorm);CHKERRQ(ierr); 30c2fc9fa9SBarry Smith ierr = VecNormEnd(phi,NORM_2,phinorm);CHKERRQ(ierr); 31c2fc9fa9SBarry Smith 32c2fc9fa9SBarry Smith *merit = 0.5*(*phinorm)*(*phinorm); 33c2fc9fa9SBarry Smith PetscFunctionReturn(0); 34c2fc9fa9SBarry Smith } 35c2fc9fa9SBarry Smith 36c2fc9fa9SBarry Smith PETSC_STATIC_INLINE PetscScalar Phi(PetscScalar a,PetscScalar b) 37c2fc9fa9SBarry Smith { 38c2fc9fa9SBarry Smith return a + b - PetscSqrtScalar(a*a + b*b); 39c2fc9fa9SBarry Smith } 40c2fc9fa9SBarry Smith 41c2fc9fa9SBarry Smith PETSC_STATIC_INLINE PetscScalar DPhi(PetscScalar a,PetscScalar b) 42c2fc9fa9SBarry Smith { 43c2fc9fa9SBarry Smith if ((PetscAbsScalar(a) >= 1.e-6) || (PetscAbsScalar(b) >= 1.e-6)) return 1.0 - a/ PetscSqrtScalar(a*a + b*b); 44c2fc9fa9SBarry Smith else return .5; 45c2fc9fa9SBarry Smith } 46c2fc9fa9SBarry Smith 47c2fc9fa9SBarry Smith /* 48c2fc9fa9SBarry Smith SNESVIComputeFunction - Reformulates a system of nonlinear equations in mixed complementarity form to a system of nonlinear equations in semismooth form. 49c2fc9fa9SBarry Smith 50c2fc9fa9SBarry Smith Input Parameters: 51c2fc9fa9SBarry Smith . snes - the SNES context 52c2fc9fa9SBarry Smith . x - current iterate 53c2fc9fa9SBarry Smith . functx - user defined function context 54c2fc9fa9SBarry Smith 55c2fc9fa9SBarry Smith Output Parameters: 56c2fc9fa9SBarry Smith . phi - Semismooth function 57c2fc9fa9SBarry Smith 58c2fc9fa9SBarry Smith */ 59c2fc9fa9SBarry Smith #undef __FUNCT__ 60c2fc9fa9SBarry Smith #define __FUNCT__ "SNESVIComputeFunction" 61c2fc9fa9SBarry Smith static PetscErrorCode SNESVIComputeFunction(SNES snes,Vec X,Vec phi,void *functx) 62c2fc9fa9SBarry Smith { 63c2fc9fa9SBarry Smith PetscErrorCode ierr; 64f450aa47SBarry Smith SNES_VINEWTONSSLS *vi = (SNES_VINEWTONSSLS*)snes->data; 65c2fc9fa9SBarry Smith Vec Xl = snes->xl,Xu = snes->xu,F = snes->vec_func; 66*5edff71fSBarry Smith PetscScalar *phi_arr,*f_arr,*l,*u; 67*5edff71fSBarry Smith const PetscScalar *x_arr; 68c2fc9fa9SBarry Smith PetscInt i,nlocal; 69c2fc9fa9SBarry Smith 70c2fc9fa9SBarry Smith PetscFunctionBegin; 71c2fc9fa9SBarry Smith ierr = (*vi->computeuserfunction)(snes,X,F,functx);CHKERRQ(ierr); 72c2fc9fa9SBarry Smith ierr = VecGetLocalSize(X,&nlocal);CHKERRQ(ierr); 73*5edff71fSBarry Smith ierr = VecGetArrayRead(X,&x_arr);CHKERRQ(ierr); 74c2fc9fa9SBarry Smith ierr = VecGetArray(F,&f_arr);CHKERRQ(ierr); 75c2fc9fa9SBarry Smith ierr = VecGetArray(Xl,&l);CHKERRQ(ierr); 76c2fc9fa9SBarry Smith ierr = VecGetArray(Xu,&u);CHKERRQ(ierr); 77c2fc9fa9SBarry Smith ierr = VecGetArray(phi,&phi_arr);CHKERRQ(ierr); 78c2fc9fa9SBarry Smith 79c2fc9fa9SBarry Smith for (i=0; i < nlocal; i++) { 80e270355aSBarry Smith if ((PetscRealPart(l[i]) <= PETSC_NINFINITY) && (PetscRealPart(u[i]) >= PETSC_INFINITY)) { /* no constraints on variable */ 81c2fc9fa9SBarry Smith phi_arr[i] = f_arr[i]; 82e270355aSBarry Smith } else if (PetscRealPart(l[i]) <= PETSC_NINFINITY) { /* upper bound on variable only */ 83c2fc9fa9SBarry Smith phi_arr[i] = -Phi(u[i] - x_arr[i],-f_arr[i]); 84e270355aSBarry Smith } else if (PetscRealPart(u[i]) >= PETSC_INFINITY) { /* lower bound on variable only */ 85c2fc9fa9SBarry Smith phi_arr[i] = Phi(x_arr[i] - l[i],f_arr[i]); 86c2fc9fa9SBarry Smith } else if (l[i] == u[i]) { 87c2fc9fa9SBarry Smith phi_arr[i] = l[i] - x_arr[i]; 88c2fc9fa9SBarry Smith } else { /* both bounds on variable */ 89c2fc9fa9SBarry Smith phi_arr[i] = Phi(x_arr[i] - l[i],-Phi(u[i] - x_arr[i],-f_arr[i])); 90c2fc9fa9SBarry Smith } 91c2fc9fa9SBarry Smith } 92c2fc9fa9SBarry Smith 93*5edff71fSBarry Smith ierr = VecRestoreArrayRead(X,&x_arr);CHKERRQ(ierr); 94c2fc9fa9SBarry Smith ierr = VecRestoreArray(F,&f_arr);CHKERRQ(ierr); 95c2fc9fa9SBarry Smith ierr = VecRestoreArray(Xl,&l);CHKERRQ(ierr); 96c2fc9fa9SBarry Smith ierr = VecRestoreArray(Xu,&u);CHKERRQ(ierr); 97c2fc9fa9SBarry Smith ierr = VecRestoreArray(phi,&phi_arr);CHKERRQ(ierr); 98c2fc9fa9SBarry Smith PetscFunctionReturn(0); 99c2fc9fa9SBarry Smith } 100c2fc9fa9SBarry Smith 101c2fc9fa9SBarry Smith /* 102c2fc9fa9SBarry Smith SNESVIComputeBsubdifferentialVectors - Computes the diagonal shift (Da) and row scaling (Db) vectors needed for the 103c2fc9fa9SBarry Smith the semismooth jacobian. 104c2fc9fa9SBarry Smith */ 105c2fc9fa9SBarry Smith #undef __FUNCT__ 106c2fc9fa9SBarry Smith #define __FUNCT__ "SNESVIComputeBsubdifferentialVectors" 107c2fc9fa9SBarry Smith PetscErrorCode SNESVIComputeBsubdifferentialVectors(SNES snes,Vec X,Vec F,Mat jac,Vec Da,Vec Db) 108c2fc9fa9SBarry Smith { 109c2fc9fa9SBarry Smith PetscErrorCode ierr; 110c2fc9fa9SBarry Smith PetscScalar *l,*u,*x,*f,*da,*db,da1,da2,db1,db2; 111c2fc9fa9SBarry Smith PetscInt i,nlocal; 112c2fc9fa9SBarry Smith 113c2fc9fa9SBarry Smith PetscFunctionBegin; 114c2fc9fa9SBarry Smith ierr = VecGetArray(X,&x);CHKERRQ(ierr); 115c2fc9fa9SBarry Smith ierr = VecGetArray(F,&f);CHKERRQ(ierr); 116c2fc9fa9SBarry Smith ierr = VecGetArray(snes->xl,&l);CHKERRQ(ierr); 117c2fc9fa9SBarry Smith ierr = VecGetArray(snes->xu,&u);CHKERRQ(ierr); 118c2fc9fa9SBarry Smith ierr = VecGetArray(Da,&da);CHKERRQ(ierr); 119c2fc9fa9SBarry Smith ierr = VecGetArray(Db,&db);CHKERRQ(ierr); 120c2fc9fa9SBarry Smith ierr = VecGetLocalSize(X,&nlocal);CHKERRQ(ierr); 121c2fc9fa9SBarry Smith 122c2fc9fa9SBarry Smith for (i=0; i< nlocal; i++) { 123e270355aSBarry Smith if ((PetscRealPart(l[i]) <= PETSC_NINFINITY) && (PetscRealPart(u[i]) >= PETSC_INFINITY)) { /* no constraints on variable */ 124c2fc9fa9SBarry Smith da[i] = 0; 125c2fc9fa9SBarry Smith db[i] = 1; 126e270355aSBarry Smith } else if (PetscRealPart(l[i]) <= PETSC_NINFINITY) { /* upper bound on variable only */ 127c2fc9fa9SBarry Smith da[i] = DPhi(u[i] - x[i], -f[i]); 128c2fc9fa9SBarry Smith db[i] = DPhi(-f[i],u[i] - x[i]); 129e270355aSBarry Smith } else if (PetscRealPart(u[i]) >= PETSC_INFINITY) { /* lower bound on variable only */ 130c2fc9fa9SBarry Smith da[i] = DPhi(x[i] - l[i], f[i]); 131c2fc9fa9SBarry Smith db[i] = DPhi(f[i],x[i] - l[i]); 132c2fc9fa9SBarry Smith } else if (l[i] == u[i]) { /* fixed variable */ 133c2fc9fa9SBarry Smith da[i] = 1; 134c2fc9fa9SBarry Smith db[i] = 0; 135c2fc9fa9SBarry Smith } else { /* upper and lower bounds on variable */ 136c2fc9fa9SBarry Smith da1 = DPhi(x[i] - l[i], -Phi(u[i] - x[i], -f[i])); 137c2fc9fa9SBarry Smith db1 = DPhi(-Phi(u[i] - x[i], -f[i]),x[i] - l[i]); 138c2fc9fa9SBarry Smith da2 = DPhi(u[i] - x[i], -f[i]); 139c2fc9fa9SBarry Smith db2 = DPhi(-f[i],u[i] - x[i]); 140c2fc9fa9SBarry Smith da[i] = da1 + db1*da2; 141c2fc9fa9SBarry Smith db[i] = db1*db2; 142c2fc9fa9SBarry Smith } 143c2fc9fa9SBarry Smith } 144c2fc9fa9SBarry Smith 145c2fc9fa9SBarry Smith ierr = VecRestoreArray(X,&x);CHKERRQ(ierr); 146c2fc9fa9SBarry Smith ierr = VecRestoreArray(F,&f);CHKERRQ(ierr); 147c2fc9fa9SBarry Smith ierr = VecRestoreArray(snes->xl,&l);CHKERRQ(ierr); 148c2fc9fa9SBarry Smith ierr = VecRestoreArray(snes->xu,&u);CHKERRQ(ierr); 149c2fc9fa9SBarry Smith ierr = VecRestoreArray(Da,&da);CHKERRQ(ierr); 150c2fc9fa9SBarry Smith ierr = VecRestoreArray(Db,&db);CHKERRQ(ierr); 151c2fc9fa9SBarry Smith PetscFunctionReturn(0); 152c2fc9fa9SBarry Smith } 153c2fc9fa9SBarry Smith 154c2fc9fa9SBarry Smith /* 155c2fc9fa9SBarry 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. 156c2fc9fa9SBarry Smith 157c2fc9fa9SBarry Smith Input Parameters: 158c2fc9fa9SBarry Smith . Da - Diagonal shift vector for the semismooth jacobian. 159c2fc9fa9SBarry Smith . Db - Row scaling vector for the semismooth jacobian. 160c2fc9fa9SBarry Smith 161c2fc9fa9SBarry Smith Output Parameters: 162c2fc9fa9SBarry Smith . jac - semismooth jacobian 163c2fc9fa9SBarry Smith . jac_pre - optional preconditioning matrix 164c2fc9fa9SBarry Smith 165c2fc9fa9SBarry Smith Notes: 166c2fc9fa9SBarry Smith The semismooth jacobian matrix is given by 167c2fc9fa9SBarry Smith jac = Da + Db*jacfun 168c2fc9fa9SBarry Smith where Db is the row scaling matrix stored as a vector, 169c2fc9fa9SBarry Smith Da is the diagonal perturbation matrix stored as a vector 170c2fc9fa9SBarry Smith and jacfun is the jacobian of the original nonlinear function. 171c2fc9fa9SBarry Smith */ 172c2fc9fa9SBarry Smith #undef __FUNCT__ 173c2fc9fa9SBarry Smith #define __FUNCT__ "SNESVIComputeJacobian" 174c2fc9fa9SBarry Smith PetscErrorCode SNESVIComputeJacobian(Mat jac, Mat jac_pre,Vec Da, Vec Db) 175c2fc9fa9SBarry Smith { 176c2fc9fa9SBarry Smith PetscErrorCode ierr; 177c2fc9fa9SBarry Smith 178c2fc9fa9SBarry Smith /* Do row scaling and add diagonal perturbation */ 1790298fd71SBarry Smith ierr = MatDiagonalScale(jac,Db,NULL);CHKERRQ(ierr); 180c2fc9fa9SBarry Smith ierr = MatDiagonalSet(jac,Da,ADD_VALUES);CHKERRQ(ierr); 181c2fc9fa9SBarry Smith if (jac != jac_pre) { /* If jac and jac_pre are different */ 1820298fd71SBarry Smith ierr = MatDiagonalScale(jac_pre,Db,NULL);CHKERRQ(ierr); 183c2fc9fa9SBarry Smith ierr = MatDiagonalSet(jac_pre,Da,ADD_VALUES);CHKERRQ(ierr); 184c2fc9fa9SBarry Smith } 185c2fc9fa9SBarry Smith PetscFunctionReturn(0); 186c2fc9fa9SBarry Smith } 187c2fc9fa9SBarry Smith 188c2fc9fa9SBarry Smith /* 189c2fc9fa9SBarry Smith SNESVIComputeMeritFunctionGradient - Computes the gradient of the merit function psi. 190c2fc9fa9SBarry Smith 191c2fc9fa9SBarry Smith Input Parameters: 192c2fc9fa9SBarry Smith phi - semismooth function. 193c2fc9fa9SBarry Smith H - semismooth jacobian 194c2fc9fa9SBarry Smith 195c2fc9fa9SBarry Smith Output Parameters: 196c2fc9fa9SBarry Smith dpsi - merit function gradient 197c2fc9fa9SBarry Smith 198c2fc9fa9SBarry Smith Notes: 199c2fc9fa9SBarry Smith The merit function gradient is computed as follows 200c2fc9fa9SBarry Smith dpsi = H^T*phi 201c2fc9fa9SBarry Smith */ 202c2fc9fa9SBarry Smith #undef __FUNCT__ 203c2fc9fa9SBarry Smith #define __FUNCT__ "SNESVIComputeMeritFunctionGradient" 204c2fc9fa9SBarry Smith PetscErrorCode SNESVIComputeMeritFunctionGradient(Mat H, Vec phi, Vec dpsi) 205c2fc9fa9SBarry Smith { 206c2fc9fa9SBarry Smith PetscErrorCode ierr; 207c2fc9fa9SBarry Smith 208c2fc9fa9SBarry Smith PetscFunctionBegin; 209c2fc9fa9SBarry Smith ierr = MatMultTranspose(H,phi,dpsi);CHKERRQ(ierr); 210c2fc9fa9SBarry Smith PetscFunctionReturn(0); 211c2fc9fa9SBarry Smith } 212c2fc9fa9SBarry Smith 213c2fc9fa9SBarry Smith 214c2fc9fa9SBarry Smith 215c2fc9fa9SBarry Smith /* 216f450aa47SBarry Smith SNESSolve_VINEWTONSSLS - Solves the complementarity problem with a semismooth Newton 217c2fc9fa9SBarry Smith method using a line search. 218c2fc9fa9SBarry Smith 219c2fc9fa9SBarry Smith Input Parameters: 220c2fc9fa9SBarry Smith . snes - the SNES context 221c2fc9fa9SBarry Smith 222c2fc9fa9SBarry Smith Output Parameter: 223c2fc9fa9SBarry Smith . outits - number of iterations until termination 224c2fc9fa9SBarry Smith 225c2fc9fa9SBarry Smith Application Interface Routine: SNESSolve() 226c2fc9fa9SBarry Smith 227c2fc9fa9SBarry Smith Notes: 228c2fc9fa9SBarry Smith This implements essentially a semismooth Newton method with a 229c2fc9fa9SBarry Smith line search. The default line search does not do any line seach 230c2fc9fa9SBarry Smith but rather takes a full newton step. 231016d19f9SBarry Smith 23204d7464bSBarry 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 233016d19f9SBarry Smith 234c2fc9fa9SBarry Smith */ 235c2fc9fa9SBarry Smith #undef __FUNCT__ 236f450aa47SBarry Smith #define __FUNCT__ "SNESSolve_VINEWTONSSLS" 237f450aa47SBarry Smith PetscErrorCode SNESSolve_VINEWTONSSLS(SNES snes) 238c2fc9fa9SBarry Smith { 239f450aa47SBarry Smith SNES_VINEWTONSSLS *vi = (SNES_VINEWTONSSLS*)snes->data; 240c2fc9fa9SBarry Smith PetscErrorCode ierr; 241c2fc9fa9SBarry Smith PetscInt maxits,i,lits; 242c2fc9fa9SBarry Smith PetscBool lssucceed; 243c2fc9fa9SBarry Smith PetscReal gnorm,xnorm=0,ynorm; 2449bd66eb0SPeter Brune Vec Y,X,F; 245c2fc9fa9SBarry Smith KSPConvergedReason kspreason; 2466cab3a1bSJed Brown DM dm; 247942e3340SBarry Smith DMSNES sdm; 248c2fc9fa9SBarry Smith 249c2fc9fa9SBarry Smith PetscFunctionBegin; 2506cab3a1bSJed Brown ierr = SNESGetDM(snes,&dm);CHKERRQ(ierr); 251942e3340SBarry Smith ierr = DMGetDMSNES(dm,&sdm);CHKERRQ(ierr); 2521aa26658SKarl Rupp 25322c6f798SBarry Smith vi->computeuserfunction = sdm->ops->computefunction; 25422c6f798SBarry Smith sdm->ops->computefunction = SNESVIComputeFunction; 255c2fc9fa9SBarry Smith 256c2fc9fa9SBarry Smith snes->numFailures = 0; 257c2fc9fa9SBarry Smith snes->numLinearSolveFailures = 0; 258c2fc9fa9SBarry Smith snes->reason = SNES_CONVERGED_ITERATING; 259c2fc9fa9SBarry Smith 260c2fc9fa9SBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 261c2fc9fa9SBarry Smith X = snes->vec_sol; /* solution vector */ 262c2fc9fa9SBarry Smith F = snes->vec_func; /* residual vector */ 263c2fc9fa9SBarry Smith Y = snes->work[0]; /* work vectors */ 264c2fc9fa9SBarry Smith 265e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 266c2fc9fa9SBarry Smith snes->iter = 0; 267c2fc9fa9SBarry Smith snes->norm = 0.0; 268e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 269c2fc9fa9SBarry Smith 270c2fc9fa9SBarry Smith ierr = SNESVIProjectOntoBounds(snes,X);CHKERRQ(ierr); 271c2fc9fa9SBarry Smith ierr = SNESComputeFunction(snes,X,vi->phi);CHKERRQ(ierr); 272c2fc9fa9SBarry Smith if (snes->domainerror) { 273c2fc9fa9SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 27422c6f798SBarry Smith sdm->ops->computefunction = vi->computeuserfunction; 275c2fc9fa9SBarry Smith PetscFunctionReturn(0); 276c2fc9fa9SBarry Smith } 277c2fc9fa9SBarry Smith /* Compute Merit function */ 278c2fc9fa9SBarry Smith ierr = SNESVIComputeMeritFunction(vi->phi,&vi->merit,&vi->phinorm);CHKERRQ(ierr); 279c2fc9fa9SBarry Smith 280c2fc9fa9SBarry Smith ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm <- ||x|| */ 281c2fc9fa9SBarry Smith ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr); 282c2fc9fa9SBarry Smith if (PetscIsInfOrNanReal(vi->merit)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 283c2fc9fa9SBarry Smith 284e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 285c2fc9fa9SBarry Smith snes->norm = vi->phinorm; 286e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 287a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,vi->phinorm,0);CHKERRQ(ierr); 288c2fc9fa9SBarry Smith ierr = SNESMonitor(snes,0,vi->phinorm);CHKERRQ(ierr); 289c2fc9fa9SBarry Smith 290c2fc9fa9SBarry Smith /* test convergence */ 291c2fc9fa9SBarry Smith ierr = (*snes->ops->converged)(snes,0,0.0,0.0,vi->phinorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 292c2fc9fa9SBarry Smith if (snes->reason) { 29322c6f798SBarry Smith sdm->ops->computefunction = vi->computeuserfunction; 294c2fc9fa9SBarry Smith PetscFunctionReturn(0); 295c2fc9fa9SBarry Smith } 296c2fc9fa9SBarry Smith 297c2fc9fa9SBarry Smith for (i=0; i<maxits; i++) { 298c2fc9fa9SBarry Smith 299c2fc9fa9SBarry Smith /* Call general purpose update function */ 300c2fc9fa9SBarry Smith if (snes->ops->update) { 301c2fc9fa9SBarry Smith ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 302c2fc9fa9SBarry Smith } 303c2fc9fa9SBarry Smith 304c2fc9fa9SBarry Smith /* Solve J Y = Phi, where J is the semismooth jacobian */ 305b9600128SPeter Brune 306b9600128SPeter Brune /* Get the jacobian -- note that the function must be the original function for snes_fd and snes_fd_color to work for this*/ 30722c6f798SBarry Smith sdm->ops->computefunction = vi->computeuserfunction; 308d1e9a80fSBarry Smith ierr = SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); 30922c6f798SBarry Smith sdm->ops->computefunction = SNESVIComputeFunction; 310b9600128SPeter Brune 311c2fc9fa9SBarry Smith /* Get the diagonal shift and row scaling vectors */ 312c2fc9fa9SBarry Smith ierr = SNESVIComputeBsubdifferentialVectors(snes,X,F,snes->jacobian,vi->Da,vi->Db);CHKERRQ(ierr); 313c2fc9fa9SBarry Smith /* Compute the semismooth jacobian */ 314c2fc9fa9SBarry Smith ierr = SNESVIComputeJacobian(snes->jacobian,snes->jacobian_pre,vi->Da,vi->Db);CHKERRQ(ierr); 315c2fc9fa9SBarry Smith /* Compute the merit function gradient */ 316c2fc9fa9SBarry Smith ierr = SNESVIComputeMeritFunctionGradient(snes->jacobian,vi->phi,vi->dpsi);CHKERRQ(ierr); 31723ee1639SBarry Smith ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); 318d4211eb9SBarry Smith ierr = KSPSolve(snes->ksp,vi->phi,Y);CHKERRQ(ierr); 319c2fc9fa9SBarry Smith ierr = KSPGetConvergedReason(snes->ksp,&kspreason);CHKERRQ(ierr); 320c2fc9fa9SBarry Smith 321c2fc9fa9SBarry Smith if (kspreason < 0) { 322c2fc9fa9SBarry Smith if (++snes->numLinearSolveFailures >= snes->maxLinearSolveFailures) { 323c2fc9fa9SBarry 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); 324c2fc9fa9SBarry Smith snes->reason = SNES_DIVERGED_LINEAR_SOLVE; 325c2fc9fa9SBarry Smith break; 326c2fc9fa9SBarry Smith } 327c2fc9fa9SBarry Smith } 328c2fc9fa9SBarry Smith ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr); 329c2fc9fa9SBarry Smith snes->linear_its += lits; 330c2fc9fa9SBarry Smith ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr); 331c2fc9fa9SBarry Smith /* 3326b2b7091SBarry Smith if (snes->ops->precheck) { 333c2fc9fa9SBarry Smith PetscBool changed_y = PETSC_FALSE; 3346b2b7091SBarry Smith ierr = (*snes->ops->precheck)(snes,X,Y,snes->precheck,&changed_y);CHKERRQ(ierr); 335c2fc9fa9SBarry Smith } 336c2fc9fa9SBarry Smith 337c2fc9fa9SBarry Smith if (PetscLogPrintInfo) { 338c2fc9fa9SBarry Smith ierr = SNESVICheckResidual_Private(snes,snes->jacobian,F,Y,G,W);CHKERRQ(ierr); 339c2fc9fa9SBarry Smith } 340c2fc9fa9SBarry Smith */ 341c2fc9fa9SBarry Smith /* Compute a (scaled) negative update in the line search routine: 342c2fc9fa9SBarry Smith Y <- X - lambda*Y 343c2fc9fa9SBarry Smith and evaluate G = function(Y) (depends on the line search). 344c2fc9fa9SBarry Smith */ 345c2fc9fa9SBarry Smith ierr = VecCopy(Y,snes->vec_sol_update);CHKERRQ(ierr); 346c2fc9fa9SBarry Smith ynorm = 1; gnorm = vi->phinorm; 347f1c6b773SPeter Brune ierr = SNESLineSearchApply(snes->linesearch, X, vi->phi, &gnorm, Y);CHKERRQ(ierr); 3481d5421d6SJed Brown ierr = SNESLineSearchGetSuccess(snes->linesearch, &lssucceed);CHKERRQ(ierr); 349f1c6b773SPeter Brune ierr = SNESLineSearchGetNorms(snes->linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr); 350c2fc9fa9SBarry 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); 351c2fc9fa9SBarry Smith if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break; 352c2fc9fa9SBarry Smith if (snes->domainerror) { 353c2fc9fa9SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 35422c6f798SBarry Smith sdm->ops->computefunction = vi->computeuserfunction; 355c2fc9fa9SBarry Smith PetscFunctionReturn(0); 356c2fc9fa9SBarry Smith } 357c2fc9fa9SBarry Smith if (!lssucceed) { 358c2fc9fa9SBarry Smith if (++snes->numFailures >= snes->maxFailures) { 359c2fc9fa9SBarry Smith PetscBool ismin; 360c2fc9fa9SBarry Smith snes->reason = SNES_DIVERGED_LINE_SEARCH; 3619bd66eb0SPeter Brune ierr = SNESVICheckLocalMin_Private(snes,snes->jacobian,vi->phi,X,gnorm,&ismin);CHKERRQ(ierr); 362c2fc9fa9SBarry Smith if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN; 363c2fc9fa9SBarry Smith break; 364c2fc9fa9SBarry Smith } 365c2fc9fa9SBarry Smith } 366c2fc9fa9SBarry Smith /* Update function and solution vectors */ 367c2fc9fa9SBarry Smith vi->phinorm = gnorm; 368c2fc9fa9SBarry Smith vi->merit = 0.5*vi->phinorm*vi->phinorm; 369c2fc9fa9SBarry Smith /* Monitor convergence */ 370e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 371c2fc9fa9SBarry Smith snes->iter = i+1; 372c2fc9fa9SBarry Smith snes->norm = vi->phinorm; 373e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 374a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,snes->norm,lits);CHKERRQ(ierr); 375c2fc9fa9SBarry Smith ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 376c2fc9fa9SBarry Smith /* Test for convergence, xnorm = || X || */ 377e2a6519dSDmitry Karpeev if (snes->ops->converged != SNESConvergedSkip) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); } 378c2fc9fa9SBarry Smith ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,vi->phinorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 379c2fc9fa9SBarry Smith if (snes->reason) break; 380c2fc9fa9SBarry Smith } 381c2fc9fa9SBarry Smith if (i == maxits) { 382c2fc9fa9SBarry Smith ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr); 383c2fc9fa9SBarry Smith if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT; 384c2fc9fa9SBarry Smith } 38522c6f798SBarry Smith sdm->ops->computefunction = vi->computeuserfunction; 386c2fc9fa9SBarry Smith PetscFunctionReturn(0); 387c2fc9fa9SBarry Smith } 388c2fc9fa9SBarry Smith 389c2fc9fa9SBarry Smith /* -------------------------------------------------------------------------- */ 390c2fc9fa9SBarry Smith /* 391f450aa47SBarry Smith SNESSetUp_VINEWTONSSLS - Sets up the internal data structures for the later use 392c2fc9fa9SBarry Smith of the SNES nonlinear solver. 393c2fc9fa9SBarry Smith 394c2fc9fa9SBarry Smith Input Parameter: 395c2fc9fa9SBarry Smith . snes - the SNES context 396c2fc9fa9SBarry Smith . x - the solution vector 397c2fc9fa9SBarry Smith 398c2fc9fa9SBarry Smith Application Interface Routine: SNESSetUp() 399c2fc9fa9SBarry Smith 400c2fc9fa9SBarry Smith Notes: 401c2fc9fa9SBarry Smith For basic use of the SNES solvers, the user need not explicitly call 402c2fc9fa9SBarry Smith SNESSetUp(), since these actions will automatically occur during 403c2fc9fa9SBarry Smith the call to SNESSolve(). 404c2fc9fa9SBarry Smith */ 405c2fc9fa9SBarry Smith #undef __FUNCT__ 406f450aa47SBarry Smith #define __FUNCT__ "SNESSetUp_VINEWTONSSLS" 407f450aa47SBarry Smith PetscErrorCode SNESSetUp_VINEWTONSSLS(SNES snes) 408c2fc9fa9SBarry Smith { 409c2fc9fa9SBarry Smith PetscErrorCode ierr; 410f450aa47SBarry Smith SNES_VINEWTONSSLS *vi = (SNES_VINEWTONSSLS*) snes->data; 411c2fc9fa9SBarry Smith 412c2fc9fa9SBarry Smith PetscFunctionBegin; 413c2fc9fa9SBarry Smith ierr = SNESSetUp_VI(snes);CHKERRQ(ierr); 414c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &vi->dpsi);CHKERRQ(ierr); 415c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &vi->phi);CHKERRQ(ierr); 416c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &vi->Da);CHKERRQ(ierr); 417c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &vi->Db);CHKERRQ(ierr); 418c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &vi->z);CHKERRQ(ierr); 419c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &vi->t);CHKERRQ(ierr); 420c2fc9fa9SBarry Smith PetscFunctionReturn(0); 421c2fc9fa9SBarry Smith } 422c2fc9fa9SBarry Smith /* -------------------------------------------------------------------------- */ 423c2fc9fa9SBarry Smith #undef __FUNCT__ 424f450aa47SBarry Smith #define __FUNCT__ "SNESReset_VINEWTONSSLS" 425f450aa47SBarry Smith PetscErrorCode SNESReset_VINEWTONSSLS(SNES snes) 426c2fc9fa9SBarry Smith { 427f450aa47SBarry Smith SNES_VINEWTONSSLS *vi = (SNES_VINEWTONSSLS*) snes->data; 428c2fc9fa9SBarry Smith PetscErrorCode ierr; 429c2fc9fa9SBarry Smith 430c2fc9fa9SBarry Smith PetscFunctionBegin; 431c2fc9fa9SBarry Smith ierr = SNESReset_VI(snes);CHKERRQ(ierr); 432c2fc9fa9SBarry Smith ierr = VecDestroy(&vi->dpsi);CHKERRQ(ierr); 433c2fc9fa9SBarry Smith ierr = VecDestroy(&vi->phi);CHKERRQ(ierr); 434c2fc9fa9SBarry Smith ierr = VecDestroy(&vi->Da);CHKERRQ(ierr); 435c2fc9fa9SBarry Smith ierr = VecDestroy(&vi->Db);CHKERRQ(ierr); 436c2fc9fa9SBarry Smith ierr = VecDestroy(&vi->z);CHKERRQ(ierr); 437c2fc9fa9SBarry Smith ierr = VecDestroy(&vi->t);CHKERRQ(ierr); 438c2fc9fa9SBarry Smith PetscFunctionReturn(0); 439c2fc9fa9SBarry Smith } 440c2fc9fa9SBarry Smith 441c2fc9fa9SBarry Smith /* -------------------------------------------------------------------------- */ 442c2fc9fa9SBarry Smith /* 443f450aa47SBarry Smith SNESSetFromOptions_VINEWTONSSLS - Sets various parameters for the SNESVI method. 444c2fc9fa9SBarry Smith 445c2fc9fa9SBarry Smith Input Parameter: 446c2fc9fa9SBarry Smith . snes - the SNES context 447c2fc9fa9SBarry Smith 448c2fc9fa9SBarry Smith Application Interface Routine: SNESSetFromOptions() 449c2fc9fa9SBarry Smith */ 450c2fc9fa9SBarry Smith #undef __FUNCT__ 451f450aa47SBarry Smith #define __FUNCT__ "SNESSetFromOptions_VINEWTONSSLS" 4528c34d3f5SBarry Smith static PetscErrorCode SNESSetFromOptions_VINEWTONSSLS(PetscOptions *PetscOptionsObject,SNES snes) 453c2fc9fa9SBarry Smith { 454c2fc9fa9SBarry Smith PetscErrorCode ierr; 455f1c6b773SPeter Brune SNESLineSearch linesearch; 456c2fc9fa9SBarry Smith 457c2fc9fa9SBarry Smith PetscFunctionBegin; 458e55864a3SBarry Smith ierr = SNESSetFromOptions_VI(PetscOptionsObject,snes);CHKERRQ(ierr); 459e55864a3SBarry Smith ierr = PetscOptionsHead(PetscOptionsObject,"SNES semismooth method options");CHKERRQ(ierr); 460c2fc9fa9SBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 4619bd66eb0SPeter Brune /* set up the default line search */ 4629bd66eb0SPeter Brune if (!snes->linesearch) { 4637601faf0SJed Brown ierr = SNESGetLineSearch(snes, &linesearch);CHKERRQ(ierr); 4641a4f838cSPeter Brune ierr = SNESLineSearchSetType(linesearch, SNESLINESEARCHBT);CHKERRQ(ierr); 465639ea3faSPeter Brune ierr = SNESLineSearchBTSetAlpha(linesearch, 0.0);CHKERRQ(ierr); 4669bd66eb0SPeter Brune } 467c2fc9fa9SBarry Smith PetscFunctionReturn(0); 468c2fc9fa9SBarry Smith } 469c2fc9fa9SBarry Smith 470c2fc9fa9SBarry Smith 471c2fc9fa9SBarry Smith /* -------------------------------------------------------------------------- */ 472c2fc9fa9SBarry Smith /*MC 473f450aa47SBarry Smith SNESVINEWTONSSLS - Semi-smooth solver for variational inequalities based on Newton's method 474c2fc9fa9SBarry Smith 47561589011SJed Brown Options Database: 47661589011SJed Brown + -snes_vi_type <ss,rs,rsaug> a semi-smooth solver, a reduced space active set method, and a reduced space active set method that does not eliminate the active constraints from the Jacobian instead augments the Jacobian with additional variables that enforce the constraints 47761589011SJed Brown - -snes_vi_monitor - prints the number of active constraints at each iteration. 47861589011SJed Brown 479c2fc9fa9SBarry Smith Level: beginner 480c2fc9fa9SBarry Smith 481b80f3ac1SShri Abhyankar References: 482b80f3ac1SShri Abhyankar - T. S. Munson, F. Facchinei, M. C. Ferris, A. Fischer, and C. Kanzow. The semismooth 483b80f3ac1SShri Abhyankar algorithm for large scale complementarity problems. INFORMS Journal on Computing, 13 (2001). 484b80f3ac1SShri Abhyankar 48504d7464bSBarry Smith .seealso: SNESVISetVariableBounds(), SNESVISetComputeVariableBounds(), SNESCreate(), SNES, SNESSetType(), SNESVINEWTONRSLS, SNESVINEWTONSSLS, SNESNEWTONTR, SNESLineSearchSet(), 486c2fc9fa9SBarry Smith SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(), 487c2fc9fa9SBarry Smith SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams() 488c2fc9fa9SBarry Smith 489c2fc9fa9SBarry Smith M*/ 490c2fc9fa9SBarry Smith #undef __FUNCT__ 491f450aa47SBarry Smith #define __FUNCT__ "SNESCreate_VINEWTONSSLS" 4928cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESCreate_VINEWTONSSLS(SNES snes) 493c2fc9fa9SBarry Smith { 494c2fc9fa9SBarry Smith PetscErrorCode ierr; 495f450aa47SBarry Smith SNES_VINEWTONSSLS *vi; 496c2fc9fa9SBarry Smith 497c2fc9fa9SBarry Smith PetscFunctionBegin; 498f450aa47SBarry Smith snes->ops->reset = SNESReset_VINEWTONSSLS; 499f450aa47SBarry Smith snes->ops->setup = SNESSetUp_VINEWTONSSLS; 500f450aa47SBarry Smith snes->ops->solve = SNESSolve_VINEWTONSSLS; 501c2fc9fa9SBarry Smith snes->ops->destroy = SNESDestroy_VI; 502f450aa47SBarry Smith snes->ops->setfromoptions = SNESSetFromOptions_VINEWTONSSLS; 5030298fd71SBarry Smith snes->ops->view = NULL; 504c2fc9fa9SBarry Smith 505c2fc9fa9SBarry Smith snes->usesksp = PETSC_TRUE; 506c2fc9fa9SBarry Smith snes->usespc = PETSC_FALSE; 507c2fc9fa9SBarry Smith 508b00a9115SJed Brown ierr = PetscNewLog(snes,&vi);CHKERRQ(ierr); 509c2fc9fa9SBarry Smith snes->data = (void*)vi; 510c2fc9fa9SBarry Smith 511bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESVISetVariableBounds_C",SNESVISetVariableBounds_VI);CHKERRQ(ierr); 512bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESVISetComputeVariableBounds_C",SNESVISetComputeVariableBounds_VI);CHKERRQ(ierr); 513c2fc9fa9SBarry Smith PetscFunctionReturn(0); 514c2fc9fa9SBarry Smith } 515c2fc9fa9SBarry Smith 516