1c2fc9fa9SBarry Smith 2c2fc9fa9SBarry Smith #include <../src/snes/impls/vi/ss/vissimpl.h> /*I "petscsnes.h" I*/ 3c2fc9fa9SBarry Smith #include <../include/private/kspimpl.h> 4c2fc9fa9SBarry Smith #include <../include/private/matimpl.h> 5c2fc9fa9SBarry Smith #include <../include/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; 64c2fc9fa9SBarry Smith SNES_VISS *vi = (SNES_VISS*)snes->data; 65c2fc9fa9SBarry Smith Vec Xl = snes->xl,Xu = snes->xu,F = snes->vec_func; 66c2fc9fa9SBarry Smith PetscScalar *phi_arr,*x_arr,*f_arr,*l,*u; 67c2fc9fa9SBarry Smith PetscInt i,nlocal; 68c2fc9fa9SBarry Smith 69c2fc9fa9SBarry Smith PetscFunctionBegin; 70c2fc9fa9SBarry Smith ierr = (*vi->computeuserfunction)(snes,X,F,functx);CHKERRQ(ierr); 71c2fc9fa9SBarry Smith ierr = VecGetLocalSize(X,&nlocal);CHKERRQ(ierr); 72c2fc9fa9SBarry Smith ierr = VecGetArray(X,&x_arr);CHKERRQ(ierr); 73c2fc9fa9SBarry Smith ierr = VecGetArray(F,&f_arr);CHKERRQ(ierr); 74c2fc9fa9SBarry Smith ierr = VecGetArray(Xl,&l);CHKERRQ(ierr); 75c2fc9fa9SBarry Smith ierr = VecGetArray(Xu,&u);CHKERRQ(ierr); 76c2fc9fa9SBarry Smith ierr = VecGetArray(phi,&phi_arr);CHKERRQ(ierr); 77c2fc9fa9SBarry Smith 78c2fc9fa9SBarry Smith for (i=0;i < nlocal;i++) { 79c2fc9fa9SBarry Smith if ((PetscRealPart(l[i]) <= SNES_VI_NINF) && (PetscRealPart(u[i]) >= SNES_VI_INF)) { /* no constraints on variable */ 80c2fc9fa9SBarry Smith phi_arr[i] = f_arr[i]; 81c2fc9fa9SBarry Smith } else if (PetscRealPart(l[i]) <= SNES_VI_NINF) { /* upper bound on variable only */ 82c2fc9fa9SBarry Smith phi_arr[i] = -Phi(u[i] - x_arr[i],-f_arr[i]); 83c2fc9fa9SBarry Smith } else if (PetscRealPart(u[i]) >= SNES_VI_INF) { /* lower bound on variable only */ 84c2fc9fa9SBarry Smith phi_arr[i] = Phi(x_arr[i] - l[i],f_arr[i]); 85c2fc9fa9SBarry Smith } else if (l[i] == u[i]) { 86c2fc9fa9SBarry Smith phi_arr[i] = l[i] - x_arr[i]; 87c2fc9fa9SBarry Smith } else { /* both bounds on variable */ 88c2fc9fa9SBarry Smith phi_arr[i] = Phi(x_arr[i] - l[i],-Phi(u[i] - x_arr[i],-f_arr[i])); 89c2fc9fa9SBarry Smith } 90c2fc9fa9SBarry Smith } 91c2fc9fa9SBarry Smith 92c2fc9fa9SBarry Smith ierr = VecRestoreArray(X,&x_arr);CHKERRQ(ierr); 93c2fc9fa9SBarry Smith ierr = VecRestoreArray(F,&f_arr);CHKERRQ(ierr); 94c2fc9fa9SBarry Smith ierr = VecRestoreArray(Xl,&l);CHKERRQ(ierr); 95c2fc9fa9SBarry Smith ierr = VecRestoreArray(Xu,&u);CHKERRQ(ierr); 96c2fc9fa9SBarry Smith ierr = VecRestoreArray(phi,&phi_arr);CHKERRQ(ierr); 97c2fc9fa9SBarry Smith PetscFunctionReturn(0); 98c2fc9fa9SBarry Smith } 99c2fc9fa9SBarry Smith 100c2fc9fa9SBarry Smith /* 101c2fc9fa9SBarry Smith SNESVIComputeBsubdifferentialVectors - Computes the diagonal shift (Da) and row scaling (Db) vectors needed for the 102c2fc9fa9SBarry Smith the semismooth jacobian. 103c2fc9fa9SBarry Smith */ 104c2fc9fa9SBarry Smith #undef __FUNCT__ 105c2fc9fa9SBarry Smith #define __FUNCT__ "SNESVIComputeBsubdifferentialVectors" 106c2fc9fa9SBarry Smith PetscErrorCode SNESVIComputeBsubdifferentialVectors(SNES snes,Vec X,Vec F,Mat jac,Vec Da,Vec Db) 107c2fc9fa9SBarry Smith { 108c2fc9fa9SBarry Smith PetscErrorCode ierr; 109c2fc9fa9SBarry Smith PetscScalar *l,*u,*x,*f,*da,*db,da1,da2,db1,db2; 110c2fc9fa9SBarry Smith PetscInt i,nlocal; 111c2fc9fa9SBarry Smith 112c2fc9fa9SBarry Smith PetscFunctionBegin; 113c2fc9fa9SBarry Smith 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++) { 123c2fc9fa9SBarry Smith if ((PetscRealPart(l[i]) <= SNES_VI_NINF) && (PetscRealPart(u[i]) >= SNES_VI_INF)) {/* no constraints on variable */ 124c2fc9fa9SBarry Smith da[i] = 0; 125c2fc9fa9SBarry Smith db[i] = 1; 126c2fc9fa9SBarry Smith } else if (PetscRealPart(l[i]) <= SNES_VI_NINF) { /* 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]); 129c2fc9fa9SBarry Smith } else if (PetscRealPart(u[i]) >= SNES_VI_INF) { /* 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 */ 179c2fc9fa9SBarry Smith ierr = MatDiagonalScale(jac,Db,PETSC_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 */ 182c2fc9fa9SBarry Smith ierr = MatDiagonalScale(jac_pre,Db,PETSC_NULL); 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 /* 216c2fc9fa9SBarry Smith SNESSolve_VISS - 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. 231c2fc9fa9SBarry Smith */ 232c2fc9fa9SBarry Smith #undef __FUNCT__ 233c2fc9fa9SBarry Smith #define __FUNCT__ "SNESSolve_VISS" 234c2fc9fa9SBarry Smith PetscErrorCode SNESSolve_VISS(SNES snes) 235c2fc9fa9SBarry Smith { 236c2fc9fa9SBarry Smith SNES_VISS *vi = (SNES_VISS*)snes->data; 237c2fc9fa9SBarry Smith PetscErrorCode ierr; 238c2fc9fa9SBarry Smith PetscInt maxits,i,lits; 239c2fc9fa9SBarry Smith PetscBool lssucceed; 240c2fc9fa9SBarry Smith MatStructure flg = DIFFERENT_NONZERO_PATTERN; 241c2fc9fa9SBarry Smith PetscReal gnorm,xnorm=0,ynorm; 242c2fc9fa9SBarry Smith Vec Y,X,F,G,W; 243c2fc9fa9SBarry Smith KSPConvergedReason kspreason; 244*6cab3a1bSJed Brown DM dm; 245*6cab3a1bSJed Brown SNESDM sdm; 246c2fc9fa9SBarry Smith 247c2fc9fa9SBarry Smith PetscFunctionBegin; 248*6cab3a1bSJed Brown ierr = SNESGetDM(snes,&dm);CHKERRQ(ierr); 249*6cab3a1bSJed Brown ierr = DMSNESGetContext(dm,&sdm);CHKERRQ(ierr); 250*6cab3a1bSJed Brown vi->computeuserfunction = sdm->computefunction; 251*6cab3a1bSJed Brown sdm->computefunction = SNESVIComputeFunction; 252c2fc9fa9SBarry Smith 253c2fc9fa9SBarry Smith snes->numFailures = 0; 254c2fc9fa9SBarry Smith snes->numLinearSolveFailures = 0; 255c2fc9fa9SBarry Smith snes->reason = SNES_CONVERGED_ITERATING; 256c2fc9fa9SBarry Smith 257c2fc9fa9SBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 258c2fc9fa9SBarry Smith X = snes->vec_sol; /* solution vector */ 259c2fc9fa9SBarry Smith F = snes->vec_func; /* residual vector */ 260c2fc9fa9SBarry Smith Y = snes->work[0]; /* work vectors */ 261c2fc9fa9SBarry Smith G = snes->work[1]; 262c2fc9fa9SBarry Smith W = snes->work[2]; 263c2fc9fa9SBarry Smith 264c2fc9fa9SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 265c2fc9fa9SBarry Smith snes->iter = 0; 266c2fc9fa9SBarry Smith snes->norm = 0.0; 267c2fc9fa9SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 268c2fc9fa9SBarry Smith 269c2fc9fa9SBarry Smith ierr = SNESVIProjectOntoBounds(snes,X);CHKERRQ(ierr); 270c2fc9fa9SBarry Smith ierr = SNESComputeFunction(snes,X,vi->phi);CHKERRQ(ierr); 271c2fc9fa9SBarry Smith if (snes->domainerror) { 272c2fc9fa9SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 273*6cab3a1bSJed Brown sdm->computefunction = vi->computeuserfunction; 274c2fc9fa9SBarry Smith PetscFunctionReturn(0); 275c2fc9fa9SBarry Smith } 276c2fc9fa9SBarry Smith /* Compute Merit function */ 277c2fc9fa9SBarry Smith ierr = SNESVIComputeMeritFunction(vi->phi,&vi->merit,&vi->phinorm);CHKERRQ(ierr); 278c2fc9fa9SBarry Smith 279c2fc9fa9SBarry Smith ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm <- ||x|| */ 280c2fc9fa9SBarry Smith ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr); 281c2fc9fa9SBarry Smith if (PetscIsInfOrNanReal(vi->merit)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 282c2fc9fa9SBarry Smith 283c2fc9fa9SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 284c2fc9fa9SBarry Smith snes->norm = vi->phinorm; 285c2fc9fa9SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 286c2fc9fa9SBarry Smith SNESLogConvHistory(snes,vi->phinorm,0); 287c2fc9fa9SBarry Smith ierr = SNESMonitor(snes,0,vi->phinorm);CHKERRQ(ierr); 288c2fc9fa9SBarry Smith 289c2fc9fa9SBarry Smith /* set parameter for default relative tolerance convergence test */ 290c2fc9fa9SBarry Smith snes->ttol = vi->phinorm*snes->rtol; 291c2fc9fa9SBarry Smith /* test convergence */ 292c2fc9fa9SBarry Smith ierr = (*snes->ops->converged)(snes,0,0.0,0.0,vi->phinorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 293c2fc9fa9SBarry Smith if (snes->reason) { 294*6cab3a1bSJed Brown sdm->computefunction = vi->computeuserfunction; 295c2fc9fa9SBarry Smith PetscFunctionReturn(0); 296c2fc9fa9SBarry Smith } 297c2fc9fa9SBarry Smith 298c2fc9fa9SBarry Smith for (i=0; i<maxits; i++) { 299c2fc9fa9SBarry Smith 300c2fc9fa9SBarry Smith /* Call general purpose update function */ 301c2fc9fa9SBarry Smith if (snes->ops->update) { 302c2fc9fa9SBarry Smith ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 303c2fc9fa9SBarry Smith } 304c2fc9fa9SBarry Smith 305c2fc9fa9SBarry Smith /* Solve J Y = Phi, where J is the semismooth jacobian */ 306c2fc9fa9SBarry Smith /* Get the nonlinear function jacobian */ 307c2fc9fa9SBarry Smith ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); 308c2fc9fa9SBarry Smith /* Get the diagonal shift and row scaling vectors */ 309c2fc9fa9SBarry Smith ierr = SNESVIComputeBsubdifferentialVectors(snes,X,F,snes->jacobian,vi->Da,vi->Db);CHKERRQ(ierr); 310c2fc9fa9SBarry Smith /* Compute the semismooth jacobian */ 311c2fc9fa9SBarry Smith ierr = SNESVIComputeJacobian(snes->jacobian,snes->jacobian_pre,vi->Da,vi->Db);CHKERRQ(ierr); 312c2fc9fa9SBarry Smith /* Compute the merit function gradient */ 313c2fc9fa9SBarry Smith ierr = SNESVIComputeMeritFunctionGradient(snes->jacobian,vi->phi,vi->dpsi);CHKERRQ(ierr); 314c2fc9fa9SBarry Smith ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); 315c2fc9fa9SBarry Smith ierr = SNES_KSPSolve(snes,snes->ksp,vi->phi,Y);CHKERRQ(ierr); 316c2fc9fa9SBarry Smith ierr = KSPGetConvergedReason(snes->ksp,&kspreason);CHKERRQ(ierr); 317c2fc9fa9SBarry Smith 318c2fc9fa9SBarry Smith if (kspreason < 0) { 319c2fc9fa9SBarry Smith if (++snes->numLinearSolveFailures >= snes->maxLinearSolveFailures) { 320c2fc9fa9SBarry 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); 321c2fc9fa9SBarry Smith snes->reason = SNES_DIVERGED_LINEAR_SOLVE; 322c2fc9fa9SBarry Smith break; 323c2fc9fa9SBarry Smith } 324c2fc9fa9SBarry Smith } 325c2fc9fa9SBarry Smith ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr); 326c2fc9fa9SBarry Smith snes->linear_its += lits; 327c2fc9fa9SBarry Smith ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr); 328c2fc9fa9SBarry Smith /* 329c2fc9fa9SBarry Smith if (snes->ops->precheckstep) { 330c2fc9fa9SBarry Smith PetscBool changed_y = PETSC_FALSE; 331c2fc9fa9SBarry Smith ierr = (*snes->ops->precheckstep)(snes,X,Y,snes->precheck,&changed_y);CHKERRQ(ierr); 332c2fc9fa9SBarry Smith } 333c2fc9fa9SBarry Smith 334c2fc9fa9SBarry Smith if (PetscLogPrintInfo){ 335c2fc9fa9SBarry Smith ierr = SNESVICheckResidual_Private(snes,snes->jacobian,F,Y,G,W);CHKERRQ(ierr); 336c2fc9fa9SBarry Smith } 337c2fc9fa9SBarry Smith */ 338c2fc9fa9SBarry Smith /* Compute a (scaled) negative update in the line search routine: 339c2fc9fa9SBarry Smith Y <- X - lambda*Y 340c2fc9fa9SBarry Smith and evaluate G = function(Y) (depends on the line search). 341c2fc9fa9SBarry Smith */ 342c2fc9fa9SBarry Smith ierr = VecCopy(Y,snes->vec_sol_update);CHKERRQ(ierr); 343c2fc9fa9SBarry Smith ynorm = 1; gnorm = vi->phinorm; 344c2fc9fa9SBarry Smith ierr = (*snes->ops->linesearch)(snes,snes->lsP,X,vi->phi,Y,vi->phinorm,xnorm,G,W,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr); 345c2fc9fa9SBarry 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); 346c2fc9fa9SBarry Smith if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break; 347c2fc9fa9SBarry Smith if (snes->domainerror) { 348c2fc9fa9SBarry Smith snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 349*6cab3a1bSJed Brown sdm->computefunction = vi->computeuserfunction; 350c2fc9fa9SBarry Smith PetscFunctionReturn(0); 351c2fc9fa9SBarry Smith } 352c2fc9fa9SBarry Smith if (!lssucceed) { 353c2fc9fa9SBarry Smith if (++snes->numFailures >= snes->maxFailures) { 354c2fc9fa9SBarry Smith PetscBool ismin; 355c2fc9fa9SBarry Smith snes->reason = SNES_DIVERGED_LINE_SEARCH; 356c2fc9fa9SBarry Smith ierr = SNESVICheckLocalMin_Private(snes,snes->jacobian,G,W,gnorm,&ismin);CHKERRQ(ierr); 357c2fc9fa9SBarry Smith if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN; 358c2fc9fa9SBarry Smith break; 359c2fc9fa9SBarry Smith } 360c2fc9fa9SBarry Smith } 361c2fc9fa9SBarry Smith /* Update function and solution vectors */ 362c2fc9fa9SBarry Smith vi->phinorm = gnorm; 363c2fc9fa9SBarry Smith vi->merit = 0.5*vi->phinorm*vi->phinorm; 364c2fc9fa9SBarry Smith ierr = VecCopy(G,vi->phi);CHKERRQ(ierr); 365c2fc9fa9SBarry Smith ierr = VecCopy(W,X);CHKERRQ(ierr); 366c2fc9fa9SBarry Smith /* Monitor convergence */ 367c2fc9fa9SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 368c2fc9fa9SBarry Smith snes->iter = i+1; 369c2fc9fa9SBarry Smith snes->norm = vi->phinorm; 370c2fc9fa9SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 371c2fc9fa9SBarry Smith SNESLogConvHistory(snes,snes->norm,lits); 372c2fc9fa9SBarry Smith ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 373c2fc9fa9SBarry Smith /* Test for convergence, xnorm = || X || */ 374c2fc9fa9SBarry Smith if (snes->ops->converged != SNESSkipConverged) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); } 375c2fc9fa9SBarry Smith ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,vi->phinorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 376c2fc9fa9SBarry Smith if (snes->reason) break; 377c2fc9fa9SBarry Smith } 378c2fc9fa9SBarry Smith if (i == maxits) { 379c2fc9fa9SBarry Smith ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr); 380c2fc9fa9SBarry Smith if(!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT; 381c2fc9fa9SBarry Smith } 382*6cab3a1bSJed Brown sdm->computefunction = vi->computeuserfunction; 383c2fc9fa9SBarry Smith PetscFunctionReturn(0); 384c2fc9fa9SBarry Smith } 385c2fc9fa9SBarry Smith 386c2fc9fa9SBarry Smith /* -------------------------------------------------------------------------- */ 387c2fc9fa9SBarry Smith /* 388c2fc9fa9SBarry Smith SNESSetUp_VISS - Sets up the internal data structures for the later use 389c2fc9fa9SBarry Smith of the SNES nonlinear solver. 390c2fc9fa9SBarry Smith 391c2fc9fa9SBarry Smith Input Parameter: 392c2fc9fa9SBarry Smith . snes - the SNES context 393c2fc9fa9SBarry Smith . x - the solution vector 394c2fc9fa9SBarry Smith 395c2fc9fa9SBarry Smith Application Interface Routine: SNESSetUp() 396c2fc9fa9SBarry Smith 397c2fc9fa9SBarry Smith Notes: 398c2fc9fa9SBarry Smith For basic use of the SNES solvers, the user need not explicitly call 399c2fc9fa9SBarry Smith SNESSetUp(), since these actions will automatically occur during 400c2fc9fa9SBarry Smith the call to SNESSolve(). 401c2fc9fa9SBarry Smith */ 402c2fc9fa9SBarry Smith #undef __FUNCT__ 403c2fc9fa9SBarry Smith #define __FUNCT__ "SNESSetUp_VISS" 404c2fc9fa9SBarry Smith PetscErrorCode SNESSetUp_VISS(SNES snes) 405c2fc9fa9SBarry Smith { 406c2fc9fa9SBarry Smith PetscErrorCode ierr; 407c2fc9fa9SBarry Smith SNES_VISS *vi = (SNES_VISS*) snes->data; 408c2fc9fa9SBarry Smith 409c2fc9fa9SBarry Smith PetscFunctionBegin; 410c2fc9fa9SBarry Smith ierr = SNESSetUp_VI(snes);CHKERRQ(ierr); 411c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &vi->dpsi);CHKERRQ(ierr); 412c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &vi->phi);CHKERRQ(ierr); 413c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &vi->Da);CHKERRQ(ierr); 414c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &vi->Db);CHKERRQ(ierr); 415c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &vi->z);CHKERRQ(ierr); 416c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &vi->t);CHKERRQ(ierr); 417c2fc9fa9SBarry Smith PetscFunctionReturn(0); 418c2fc9fa9SBarry Smith } 419c2fc9fa9SBarry Smith /* -------------------------------------------------------------------------- */ 420c2fc9fa9SBarry Smith #undef __FUNCT__ 421c2fc9fa9SBarry Smith #define __FUNCT__ "SNESReset_VISS" 422c2fc9fa9SBarry Smith PetscErrorCode SNESReset_VISS(SNES snes) 423c2fc9fa9SBarry Smith { 424c2fc9fa9SBarry Smith SNES_VISS *vi = (SNES_VISS*) snes->data; 425c2fc9fa9SBarry Smith PetscErrorCode ierr; 426c2fc9fa9SBarry Smith 427c2fc9fa9SBarry Smith PetscFunctionBegin; 428c2fc9fa9SBarry Smith ierr = SNESReset_VI(snes);CHKERRQ(ierr); 429c2fc9fa9SBarry Smith ierr = VecDestroy(&vi->dpsi);CHKERRQ(ierr); 430c2fc9fa9SBarry Smith ierr = VecDestroy(&vi->phi);CHKERRQ(ierr); 431c2fc9fa9SBarry Smith ierr = VecDestroy(&vi->Da);CHKERRQ(ierr); 432c2fc9fa9SBarry Smith ierr = VecDestroy(&vi->Db);CHKERRQ(ierr); 433c2fc9fa9SBarry Smith ierr = VecDestroy(&vi->z);CHKERRQ(ierr); 434c2fc9fa9SBarry Smith ierr = VecDestroy(&vi->t);CHKERRQ(ierr); 435c2fc9fa9SBarry Smith PetscFunctionReturn(0); 436c2fc9fa9SBarry Smith } 437c2fc9fa9SBarry Smith 438c2fc9fa9SBarry Smith /* -------------------------------------------------------------------------- */ 439c2fc9fa9SBarry Smith /* 440c2fc9fa9SBarry Smith SNESSetFromOptions_VISS - Sets various parameters for the SNESVI method. 441c2fc9fa9SBarry Smith 442c2fc9fa9SBarry Smith Input Parameter: 443c2fc9fa9SBarry Smith . snes - the SNES context 444c2fc9fa9SBarry Smith 445c2fc9fa9SBarry Smith Application Interface Routine: SNESSetFromOptions() 446c2fc9fa9SBarry Smith */ 447c2fc9fa9SBarry Smith #undef __FUNCT__ 448c2fc9fa9SBarry Smith #define __FUNCT__ "SNESSetFromOptions_VISS" 449c2fc9fa9SBarry Smith static PetscErrorCode SNESSetFromOptions_VISS(SNES snes) 450c2fc9fa9SBarry Smith { 451c2fc9fa9SBarry Smith PetscErrorCode ierr; 452c2fc9fa9SBarry Smith 453c2fc9fa9SBarry Smith PetscFunctionBegin; 454c2fc9fa9SBarry Smith ierr = SNESSetFromOptions_VI(snes);CHKERRQ(ierr); 455c2fc9fa9SBarry Smith ierr = PetscOptionsHead("SNES semismooth method options");CHKERRQ(ierr); 456c2fc9fa9SBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 457c2fc9fa9SBarry Smith PetscFunctionReturn(0); 458c2fc9fa9SBarry Smith } 459c2fc9fa9SBarry Smith 460c2fc9fa9SBarry Smith 461c2fc9fa9SBarry Smith /* -------------------------------------------------------------------------- */ 462c2fc9fa9SBarry Smith /*MC 463c2fc9fa9SBarry Smith SNESVISS - Semi-smooth solver for variational inequalities based on Newton's method 464c2fc9fa9SBarry Smith 46561589011SJed Brown Options Database: 46661589011SJed 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 46761589011SJed Brown - -snes_vi_monitor - prints the number of active constraints at each iteration. 46861589011SJed Brown 469c2fc9fa9SBarry Smith Level: beginner 470c2fc9fa9SBarry Smith 471b80f3ac1SShri Abhyankar References: 472b80f3ac1SShri Abhyankar - T. S. Munson, F. Facchinei, M. C. Ferris, A. Fischer, and C. Kanzow. The semismooth 473b80f3ac1SShri Abhyankar algorithm for large scale complementarity problems. INFORMS Journal on Computing, 13 (2001). 474b80f3ac1SShri Abhyankar 47561589011SJed Brown .seealso: SNESVISetVariableBounds(), SNESVISetComputeVariableBounds(), SNESCreate(), SNES, SNESSetType(), SNESVIRS, SNESVISS, SNESTR, SNESLineSearchSet(), 476c2fc9fa9SBarry Smith SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(), 477c2fc9fa9SBarry Smith SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams() 478c2fc9fa9SBarry Smith 479c2fc9fa9SBarry Smith M*/ 480c2fc9fa9SBarry Smith EXTERN_C_BEGIN 481c2fc9fa9SBarry Smith #undef __FUNCT__ 482c2fc9fa9SBarry Smith #define __FUNCT__ "SNESCreate_VISS" 483c2fc9fa9SBarry Smith PetscErrorCode SNESCreate_VISS(SNES snes) 484c2fc9fa9SBarry Smith { 485c2fc9fa9SBarry Smith PetscErrorCode ierr; 486c2fc9fa9SBarry Smith SNES_VISS *vi; 487c2fc9fa9SBarry Smith 488c2fc9fa9SBarry Smith PetscFunctionBegin; 489c2fc9fa9SBarry Smith snes->ops->reset = SNESReset_VISS; 490c2fc9fa9SBarry Smith snes->ops->setup = SNESSetUp_VISS; 491c2fc9fa9SBarry Smith snes->ops->solve = SNESSolve_VISS; 492c2fc9fa9SBarry Smith snes->ops->destroy = SNESDestroy_VI; 493c2fc9fa9SBarry Smith snes->ops->setfromoptions = SNESSetFromOptions_VISS; 494c2fc9fa9SBarry Smith snes->ops->view = PETSC_NULL; 495c2fc9fa9SBarry Smith 496c2fc9fa9SBarry Smith snes->usesksp = PETSC_TRUE; 497c2fc9fa9SBarry Smith snes->usespc = PETSC_FALSE; 498c2fc9fa9SBarry Smith 499c2fc9fa9SBarry Smith ierr = PetscNewLog(snes,SNES_VISS,&vi);CHKERRQ(ierr); 500c2fc9fa9SBarry Smith snes->data = (void*)vi; 501c2fc9fa9SBarry Smith snes->ls_alpha = 1.e-4; 502c2fc9fa9SBarry Smith snes->maxstep = 1.e8; 503c2fc9fa9SBarry Smith snes->steptol = 1.e-12; 504c2fc9fa9SBarry Smith 50561589011SJed Brown ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESVISetVariableBounds_C","SNESVISetVariableBounds_VI",SNESVISetVariableBounds_VI);CHKERRQ(ierr); 50661589011SJed Brown ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESVISetComputeVariableBounds_C","SNESVISetComputeVariableBounds_VI",SNESVISetComputeVariableBounds_VI);CHKERRQ(ierr); 507c2fc9fa9SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetType_C","SNESLineSearchSetType_VI",SNESLineSearchSetType_VI);CHKERRQ(ierr); 508c2fc9fa9SBarry Smith ierr = SNESLineSearchSetType(snes, SNES_LS_CUBIC);CHKERRQ(ierr); 509c2fc9fa9SBarry Smith 510c2fc9fa9SBarry Smith PetscFunctionReturn(0); 511c2fc9fa9SBarry Smith } 512c2fc9fa9SBarry Smith EXTERN_C_END 513c2fc9fa9SBarry Smith 514