12b4ed282SShri Abhyankar 2*c2fc9fa9SBarry Smith #include <../include/private/snesimpl.h> /*I "petscsnes.h" I*/ 3c6db04a5SJed Brown #include <../include/private/kspimpl.h> 4c6db04a5SJed Brown #include <../include/private/matimpl.h> 5d0af7cd3SBarry Smith #include <../include/private/dmimpl.h> 6d0af7cd3SBarry Smith 7d0af7cd3SBarry Smith #undef __FUNCT__ 82176524cSBarry Smith #define __FUNCT__ "SNESVISetComputeVariableBounds" 92176524cSBarry Smith /*@C 102176524cSBarry Smith SNESVISetComputeVariableBounds - Sets a function that is called to compute the variable bounds 112176524cSBarry Smith 122176524cSBarry Smith Input parameter 132176524cSBarry Smith + snes - the SNES context 142176524cSBarry Smith - compute - computes the bounds 152176524cSBarry Smith 162bd2b0e6SSatish Balay Level: advanced 172176524cSBarry Smith 18aab9d709SJed Brown @*/ 1977cdaf69SJed Brown PetscErrorCode SNESVISetComputeVariableBounds(SNES snes, PetscErrorCode (*compute)(SNES,Vec,Vec)) 202176524cSBarry Smith { 2161589011SJed Brown PetscErrorCode ierr,(*f)(SNES,PetscErrorCode(*)(SNES,Vec,Vec)); 222176524cSBarry Smith 232176524cSBarry Smith PetscFunctionBegin; 2461589011SJed Brown PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 2561589011SJed Brown ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESVISetComputeVariableBounds_C",(PetscVoidStarFunction)&f);CHKERRQ(ierr); 2661589011SJed Brown if (!f) {ierr = SNESSetType(snes,SNESVIRS);CHKERRQ(ierr);} 2761589011SJed Brown ierr = PetscUseMethod(snes,"SNESVISetComputeVariableBounds_C",(SNES,PetscErrorCode(*)(SNES,Vec,Vec)),(snes,compute));CHKERRQ(ierr); 282176524cSBarry Smith PetscFunctionReturn(0); 292176524cSBarry Smith } 302176524cSBarry Smith 3161589011SJed Brown EXTERN_C_BEGIN 3261589011SJed Brown #undef __FUNCT__ 3361589011SJed Brown #define __FUNCT__ "SNESVISetComputeVariableBounds_VI" 3461589011SJed Brown PetscErrorCode SNESVISetComputeVariableBounds_VI(SNES snes,SNESVIComputeVariableBoundsFunction compute) 3561589011SJed Brown { 3661589011SJed Brown PetscFunctionBegin; 3761589011SJed Brown snes->ops->computevariablebounds = compute; 3861589011SJed Brown PetscFunctionReturn(0); 3961589011SJed Brown } 4061589011SJed Brown EXTERN_C_END 412176524cSBarry Smith 422176524cSBarry Smith #undef __FUNCT__ 43ed70e96aSJungho Lee #define __FUNCT__ "SNESVIComputeInactiveSetIS" 44d0af7cd3SBarry Smith /* 45ed70e96aSJungho Lee SNESVIComputeInactiveSetIS - Gets the global indices for the bogus inactive set variables 46d0af7cd3SBarry Smith 47d0af7cd3SBarry Smith Input parameter 48d0af7cd3SBarry Smith . snes - the SNES context 49d0af7cd3SBarry Smith . X - the snes solution vector 50d0af7cd3SBarry Smith 51d0af7cd3SBarry Smith Output parameter 52d0af7cd3SBarry Smith . ISact - active set index set 53d0af7cd3SBarry Smith 54d0af7cd3SBarry Smith */ 55ed70e96aSJungho Lee PetscErrorCode SNESVIComputeInactiveSetIS(Vec upper,Vec lower,Vec X,Vec F,IS* inact) 56d0af7cd3SBarry Smith { 57d0af7cd3SBarry Smith PetscErrorCode ierr; 58d0af7cd3SBarry Smith const PetscScalar *x,*xl,*xu,*f; 59d0af7cd3SBarry Smith PetscInt *idx_act,i,nlocal,nloc_isact=0,ilow,ihigh,i1=0; 60d0af7cd3SBarry Smith 61d0af7cd3SBarry Smith PetscFunctionBegin; 62d0af7cd3SBarry Smith ierr = VecGetLocalSize(X,&nlocal);CHKERRQ(ierr); 63d0af7cd3SBarry Smith ierr = VecGetOwnershipRange(X,&ilow,&ihigh);CHKERRQ(ierr); 64d0af7cd3SBarry Smith ierr = VecGetArrayRead(X,&x);CHKERRQ(ierr); 65d0af7cd3SBarry Smith ierr = VecGetArrayRead(lower,&xl);CHKERRQ(ierr); 66d0af7cd3SBarry Smith ierr = VecGetArrayRead(upper,&xu);CHKERRQ(ierr); 67d0af7cd3SBarry Smith ierr = VecGetArrayRead(F,&f);CHKERRQ(ierr); 68d0af7cd3SBarry Smith /* Compute inactive set size */ 69d0af7cd3SBarry Smith for (i=0; i < nlocal;i++) { 70d0af7cd3SBarry Smith if (((PetscRealPart(x[i]) > PetscRealPart(xl[i]) + 1.e-8 || (PetscRealPart(f[i]) < 0.0)) && ((PetscRealPart(x[i]) < PetscRealPart(xu[i]) - 1.e-8) || PetscRealPart(f[i]) > 0.0))) nloc_isact++; 71d0af7cd3SBarry Smith } 72d0af7cd3SBarry Smith 73d0af7cd3SBarry Smith ierr = PetscMalloc(nloc_isact*sizeof(PetscInt),&idx_act);CHKERRQ(ierr); 74d0af7cd3SBarry Smith 75d0af7cd3SBarry Smith /* Set inactive set indices */ 76d0af7cd3SBarry Smith for(i=0; i < nlocal; i++) { 77d0af7cd3SBarry Smith if (((PetscRealPart(x[i]) > PetscRealPart(xl[i]) + 1.e-8 || (PetscRealPart(f[i]) < 0.0)) && ((PetscRealPart(x[i]) < PetscRealPart(xu[i]) - 1.e-8) || PetscRealPart(f[i]) > 0.0))) idx_act[i1++] = ilow+i; 78d0af7cd3SBarry Smith } 79d0af7cd3SBarry Smith 80d0af7cd3SBarry Smith /* Create inactive set IS */ 81d0af7cd3SBarry Smith ierr = ISCreateGeneral(((PetscObject)upper)->comm,nloc_isact,idx_act,PETSC_OWN_POINTER,inact);CHKERRQ(ierr); 82d0af7cd3SBarry Smith 83d0af7cd3SBarry Smith ierr = VecRestoreArrayRead(X,&x);CHKERRQ(ierr); 84d0af7cd3SBarry Smith ierr = VecRestoreArrayRead(lower,&xl);CHKERRQ(ierr); 85d0af7cd3SBarry Smith ierr = VecRestoreArrayRead(upper,&xu);CHKERRQ(ierr); 86d0af7cd3SBarry Smith ierr = VecRestoreArrayRead(F,&f);CHKERRQ(ierr); 87d0af7cd3SBarry Smith PetscFunctionReturn(0); 88d0af7cd3SBarry Smith } 89d0af7cd3SBarry Smith 903c0c59f3SBarry Smith /* --------------------------------------------------------------------------------------------------------*/ 912b4ed282SShri Abhyankar 929308c137SBarry Smith #undef __FUNCT__ 939308c137SBarry Smith #define __FUNCT__ "SNESMonitorVI" 947087cfbeSBarry Smith PetscErrorCode SNESMonitorVI(SNES snes,PetscInt its,PetscReal fgnorm,void *dummy) 959308c137SBarry Smith { 969308c137SBarry Smith PetscErrorCode ierr; 97649052a6SBarry Smith PetscViewer viewer = dummy ? (PetscViewer) dummy : PETSC_VIEWER_STDOUT_(((PetscObject)snes)->comm); 989308c137SBarry Smith const PetscScalar *x,*xl,*xu,*f; 996fd67740SBarry Smith PetscInt i,n,act[2] = {0,0},fact[2],N; 1006a9e2d46SJungho Lee /* Number of components that actually hit the bounds (c.f. active variables) */ 1016a9e2d46SJungho Lee PetscInt act_bound[2] = {0,0},fact_bound[2]; 1029308c137SBarry Smith PetscReal rnorm,fnorm; 1039308c137SBarry Smith 1049308c137SBarry Smith PetscFunctionBegin; 1059308c137SBarry Smith ierr = VecGetLocalSize(snes->vec_sol,&n);CHKERRQ(ierr); 1066fd67740SBarry Smith ierr = VecGetSize(snes->vec_sol,&N);CHKERRQ(ierr); 107*c2fc9fa9SBarry Smith ierr = VecGetArrayRead(snes->xl,&xl);CHKERRQ(ierr); 108*c2fc9fa9SBarry Smith ierr = VecGetArrayRead(snes->xu,&xu);CHKERRQ(ierr); 1099308c137SBarry Smith ierr = VecGetArrayRead(snes->vec_sol,&x);CHKERRQ(ierr); 1103f731af5SBarry Smith ierr = VecGetArrayRead(snes->vec_func,&f);CHKERRQ(ierr); 1119308c137SBarry Smith 1129308c137SBarry Smith rnorm = 0.0; 1139308c137SBarry Smith for (i=0; i<n; i++) { 11410f5ae6bSBarry Smith if (((PetscRealPart(x[i]) > PetscRealPart(xl[i]) + 1.e-8 || (PetscRealPart(f[i]) < 0.0)) && ((PetscRealPart(x[i]) < PetscRealPart(xu[i]) - 1.e-8) || PetscRealPart(f[i]) > 0.0))) rnorm += PetscRealPart(PetscConj(f[i])*f[i]); 115e400df7aSBarry Smith else if (PetscRealPart(x[i]) <= PetscRealPart(xl[i]) + 1.e-8 && PetscRealPart(f[i]) >= 0.0) act[0]++; 116e400df7aSBarry Smith else if (PetscRealPart(x[i]) >= PetscRealPart(xu[i]) - 1.e-8 && PetscRealPart(f[i]) <= 0.0) act[1]++; 117e400df7aSBarry Smith else SETERRQ(((PetscObject)snes)->comm,PETSC_ERR_PLIB,"Can never get here"); 1189308c137SBarry Smith } 1196a9e2d46SJungho Lee 1206a9e2d46SJungho Lee for (i=0; i<n; i++) { 1216a9e2d46SJungho Lee if (PetscRealPart(x[i]) <= PetscRealPart(xl[i]) + 1.e-8) act_bound[0]++; 1226a9e2d46SJungho Lee else if (PetscRealPart(x[i]) >= PetscRealPart(xu[i]) - 1.e-8) act_bound[1]++; 1236a9e2d46SJungho Lee } 1243f731af5SBarry Smith ierr = VecRestoreArrayRead(snes->vec_func,&f);CHKERRQ(ierr); 125*c2fc9fa9SBarry Smith ierr = VecRestoreArrayRead(snes->xl,&xl);CHKERRQ(ierr); 126*c2fc9fa9SBarry Smith ierr = VecRestoreArrayRead(snes->xu,&xu);CHKERRQ(ierr); 1279308c137SBarry Smith ierr = VecRestoreArrayRead(snes->vec_sol,&x);CHKERRQ(ierr); 128d9822059SBarry Smith ierr = MPI_Allreduce(&rnorm,&fnorm,1,MPIU_REAL,MPIU_SUM,((PetscObject)snes)->comm);CHKERRQ(ierr); 12921a4c9b1SBarry Smith ierr = MPI_Allreduce(act,fact,2,MPIU_INT,MPIU_SUM,((PetscObject)snes)->comm);CHKERRQ(ierr); 1306a9e2d46SJungho Lee ierr = MPI_Allreduce(act_bound,fact_bound,2,MPIU_INT,MPIU_SUM,((PetscObject)snes)->comm);CHKERRQ(ierr); 131f137e44dSBarry Smith fnorm = PetscSqrtReal(fnorm); 1326fd67740SBarry Smith 133649052a6SBarry Smith ierr = PetscViewerASCIIAddTab(viewer,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 134*c2fc9fa9SBarry Smith ierr = PetscViewerASCIIPrintf(viewer,"%3D SNES VI Function norm %14.12e Active lower constraints %D/%D upper constraints %D/%D Percent of total %g Percent of bounded %g\n",its,(double)fnorm,fact[0],fact_bound[0],fact[1],fact_bound[1],((double)(fact[0]+fact[1]))/((double)N),((double)(fact[0]+fact[1]))/((double)snes->ntruebounds));CHKERRQ(ierr); 1356a9e2d46SJungho Lee 136649052a6SBarry Smith ierr = PetscViewerASCIISubtractTab(viewer,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 1379308c137SBarry Smith PetscFunctionReturn(0); 1389308c137SBarry Smith } 1399308c137SBarry Smith 1402b4ed282SShri Abhyankar /* 1412b4ed282SShri Abhyankar Checks if J^T F = 0 which implies we've found a local minimum of the norm of the function, 1422b4ed282SShri Abhyankar || F(u) ||_2 but not a zero, F(u) = 0. In the case when one cannot compute J^T F we use the fact that 1432b4ed282SShri Abhyankar 0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More 1442b4ed282SShri Abhyankar for this trick. One assumes that the probability that W is in the null space of J is very, very small. 1452b4ed282SShri Abhyankar */ 1462b4ed282SShri Abhyankar #undef __FUNCT__ 1472b4ed282SShri Abhyankar #define __FUNCT__ "SNESVICheckLocalMin_Private" 148ace3abfcSBarry Smith PetscErrorCode SNESVICheckLocalMin_Private(SNES snes,Mat A,Vec F,Vec W,PetscReal fnorm,PetscBool *ismin) 1492b4ed282SShri Abhyankar { 1502b4ed282SShri Abhyankar PetscReal a1; 1512b4ed282SShri Abhyankar PetscErrorCode ierr; 152ace3abfcSBarry Smith PetscBool hastranspose; 1532b4ed282SShri Abhyankar 1542b4ed282SShri Abhyankar PetscFunctionBegin; 1552b4ed282SShri Abhyankar *ismin = PETSC_FALSE; 1562b4ed282SShri Abhyankar ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 1572b4ed282SShri Abhyankar if (hastranspose) { 1582b4ed282SShri Abhyankar /* Compute || J^T F|| */ 1592b4ed282SShri Abhyankar ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr); 1602b4ed282SShri Abhyankar ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr); 1614839bfe8SBarry Smith ierr = PetscInfo1(snes,"|| J^T F|| %g near zero implies found a local minimum\n",(double)(a1/fnorm));CHKERRQ(ierr); 1622b4ed282SShri Abhyankar if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE; 1632b4ed282SShri Abhyankar } else { 1642b4ed282SShri Abhyankar Vec work; 1652b4ed282SShri Abhyankar PetscScalar result; 1662b4ed282SShri Abhyankar PetscReal wnorm; 1672b4ed282SShri Abhyankar 1682b4ed282SShri Abhyankar ierr = VecSetRandom(W,PETSC_NULL);CHKERRQ(ierr); 1692b4ed282SShri Abhyankar ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr); 1702b4ed282SShri Abhyankar ierr = VecDuplicate(W,&work);CHKERRQ(ierr); 1712b4ed282SShri Abhyankar ierr = MatMult(A,W,work);CHKERRQ(ierr); 1722b4ed282SShri Abhyankar ierr = VecDot(F,work,&result);CHKERRQ(ierr); 1736bf464f9SBarry Smith ierr = VecDestroy(&work);CHKERRQ(ierr); 1742b4ed282SShri Abhyankar a1 = PetscAbsScalar(result)/(fnorm*wnorm); 1754839bfe8SBarry Smith ierr = PetscInfo1(snes,"(F^T J random)/(|| F ||*||random|| %g near zero implies found a local minimum\n",(double)a1);CHKERRQ(ierr); 1762b4ed282SShri Abhyankar if (a1 < 1.e-4) *ismin = PETSC_TRUE; 1772b4ed282SShri Abhyankar } 1782b4ed282SShri Abhyankar PetscFunctionReturn(0); 1792b4ed282SShri Abhyankar } 1802b4ed282SShri Abhyankar 1812b4ed282SShri Abhyankar /* 1822b4ed282SShri Abhyankar Checks if J^T(F - J*X) = 0 1832b4ed282SShri Abhyankar */ 1842b4ed282SShri Abhyankar #undef __FUNCT__ 1852b4ed282SShri Abhyankar #define __FUNCT__ "SNESVICheckResidual_Private" 1862b4ed282SShri Abhyankar PetscErrorCode SNESVICheckResidual_Private(SNES snes,Mat A,Vec F,Vec X,Vec W1,Vec W2) 1872b4ed282SShri Abhyankar { 1882b4ed282SShri Abhyankar PetscReal a1,a2; 1892b4ed282SShri Abhyankar PetscErrorCode ierr; 190ace3abfcSBarry Smith PetscBool hastranspose; 1912b4ed282SShri Abhyankar 1922b4ed282SShri Abhyankar PetscFunctionBegin; 1932b4ed282SShri Abhyankar ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 1942b4ed282SShri Abhyankar if (hastranspose) { 1952b4ed282SShri Abhyankar ierr = MatMult(A,X,W1);CHKERRQ(ierr); 1962b4ed282SShri Abhyankar ierr = VecAXPY(W1,-1.0,F);CHKERRQ(ierr); 1972b4ed282SShri Abhyankar 1982b4ed282SShri Abhyankar /* Compute || J^T W|| */ 1992b4ed282SShri Abhyankar ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr); 2002b4ed282SShri Abhyankar ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr); 2012b4ed282SShri Abhyankar ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr); 2022b4ed282SShri Abhyankar if (a1 != 0.0) { 2034839bfe8SBarry Smith ierr = PetscInfo1(snes,"||J^T(F-Ax)||/||F-AX|| %g near zero implies inconsistent rhs\n",(double)(a2/a1));CHKERRQ(ierr); 2042b4ed282SShri Abhyankar } 2052b4ed282SShri Abhyankar } 2062b4ed282SShri Abhyankar PetscFunctionReturn(0); 2072b4ed282SShri Abhyankar } 2082b4ed282SShri Abhyankar 2092b4ed282SShri Abhyankar /* 2102b4ed282SShri Abhyankar SNESDefaultConverged_VI - Checks the convergence of the semismooth newton algorithm. 2112b4ed282SShri Abhyankar 2122b4ed282SShri Abhyankar Notes: 2132b4ed282SShri Abhyankar The convergence criterion currently implemented is 2142b4ed282SShri Abhyankar merit < abstol 2152b4ed282SShri Abhyankar merit < rtol*merit_initial 2162b4ed282SShri Abhyankar */ 2172b4ed282SShri Abhyankar #undef __FUNCT__ 2182b4ed282SShri Abhyankar #define __FUNCT__ "SNESDefaultConverged_VI" 2197fe79bc4SShri Abhyankar PetscErrorCode SNESDefaultConverged_VI(SNES snes,PetscInt it,PetscReal xnorm,PetscReal gradnorm,PetscReal fnorm,SNESConvergedReason *reason,void *dummy) 2202b4ed282SShri Abhyankar { 2212b4ed282SShri Abhyankar PetscErrorCode ierr; 2222b4ed282SShri Abhyankar 2232b4ed282SShri Abhyankar PetscFunctionBegin; 2242b4ed282SShri Abhyankar PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 2252b4ed282SShri Abhyankar PetscValidPointer(reason,6); 2262b4ed282SShri Abhyankar 2272b4ed282SShri Abhyankar *reason = SNES_CONVERGED_ITERATING; 2282b4ed282SShri Abhyankar 2292b4ed282SShri Abhyankar if (!it) { 2302b4ed282SShri Abhyankar /* set parameter for default relative tolerance convergence test */ 2317fe79bc4SShri Abhyankar snes->ttol = fnorm*snes->rtol; 2322b4ed282SShri Abhyankar } 2337fe79bc4SShri Abhyankar if (fnorm != fnorm) { 2342b4ed282SShri Abhyankar ierr = PetscInfo(snes,"Failed to converged, function norm is NaN\n");CHKERRQ(ierr); 2352b4ed282SShri Abhyankar *reason = SNES_DIVERGED_FNORM_NAN; 2367fe79bc4SShri Abhyankar } else if (fnorm < snes->abstol) { 2374839bfe8SBarry Smith ierr = PetscInfo2(snes,"Converged due to function norm %g < %g\n",(double)fnorm,(double)snes->abstol);CHKERRQ(ierr); 2382b4ed282SShri Abhyankar *reason = SNES_CONVERGED_FNORM_ABS; 2392b4ed282SShri Abhyankar } else if (snes->nfuncs >= snes->max_funcs) { 2402b4ed282SShri Abhyankar ierr = PetscInfo2(snes,"Exceeded maximum number of function evaluations: %D > %D\n",snes->nfuncs,snes->max_funcs);CHKERRQ(ierr); 2412b4ed282SShri Abhyankar *reason = SNES_DIVERGED_FUNCTION_COUNT; 2422b4ed282SShri Abhyankar } 2432b4ed282SShri Abhyankar 2442b4ed282SShri Abhyankar if (it && !*reason) { 2457fe79bc4SShri Abhyankar if (fnorm < snes->ttol) { 2464839bfe8SBarry Smith ierr = PetscInfo2(snes,"Converged due to function norm %g < %g (relative tolerance)\n",(double)fnorm,(double)snes->ttol);CHKERRQ(ierr); 2472b4ed282SShri Abhyankar *reason = SNES_CONVERGED_FNORM_RELATIVE; 2482b4ed282SShri Abhyankar } 2492b4ed282SShri Abhyankar } 2502b4ed282SShri Abhyankar PetscFunctionReturn(0); 2512b4ed282SShri Abhyankar } 2522b4ed282SShri Abhyankar 253ee657d29SShri Abhyankar 254c1a5e521SShri Abhyankar /* -------------------------------------------------------------------------- */ 255c1a5e521SShri Abhyankar /* 256c1a5e521SShri Abhyankar SNESVIProjectOntoBounds - Projects X onto the feasible region so that Xl[i] <= X[i] <= Xu[i] for i = 1...n. 257c1a5e521SShri Abhyankar 258c1a5e521SShri Abhyankar Input Parameters: 259c1a5e521SShri Abhyankar . SNES - nonlinear solver context 260c1a5e521SShri Abhyankar 261c1a5e521SShri Abhyankar Output Parameters: 262c1a5e521SShri Abhyankar . X - Bound projected X 263c1a5e521SShri Abhyankar 264c1a5e521SShri Abhyankar */ 265c1a5e521SShri Abhyankar 266c1a5e521SShri Abhyankar #undef __FUNCT__ 267c1a5e521SShri Abhyankar #define __FUNCT__ "SNESVIProjectOntoBounds" 268c1a5e521SShri Abhyankar PetscErrorCode SNESVIProjectOntoBounds(SNES snes,Vec X) 269c1a5e521SShri Abhyankar { 270c1a5e521SShri Abhyankar PetscErrorCode ierr; 271c1a5e521SShri Abhyankar const PetscScalar *xl,*xu; 272c1a5e521SShri Abhyankar PetscScalar *x; 273c1a5e521SShri Abhyankar PetscInt i,n; 274c1a5e521SShri Abhyankar 275c1a5e521SShri Abhyankar PetscFunctionBegin; 276c1a5e521SShri Abhyankar ierr = VecGetLocalSize(X,&n);CHKERRQ(ierr); 277c1a5e521SShri Abhyankar ierr = VecGetArray(X,&x);CHKERRQ(ierr); 278*c2fc9fa9SBarry Smith ierr = VecGetArrayRead(snes->xl,&xl);CHKERRQ(ierr); 279*c2fc9fa9SBarry Smith ierr = VecGetArrayRead(snes->xu,&xu);CHKERRQ(ierr); 280c1a5e521SShri Abhyankar 281c1a5e521SShri Abhyankar for(i = 0;i<n;i++) { 28210f5ae6bSBarry Smith if (PetscRealPart(x[i]) < PetscRealPart(xl[i])) x[i] = xl[i]; 28310f5ae6bSBarry Smith else if (PetscRealPart(x[i]) > PetscRealPart(xu[i])) x[i] = xu[i]; 284c1a5e521SShri Abhyankar } 285c1a5e521SShri Abhyankar ierr = VecRestoreArray(X,&x);CHKERRQ(ierr); 286*c2fc9fa9SBarry Smith ierr = VecRestoreArrayRead(snes->xl,&xl);CHKERRQ(ierr); 287*c2fc9fa9SBarry Smith ierr = VecRestoreArrayRead(snes->xu,&xu);CHKERRQ(ierr); 288c1a5e521SShri Abhyankar PetscFunctionReturn(0); 289c1a5e521SShri Abhyankar } 290c1a5e521SShri Abhyankar 29169c03620SShri Abhyankar 29269c03620SShri Abhyankar #undef __FUNCT__ 293693ddf92SShri Abhyankar #define __FUNCT__ "SNESVIGetActiveSetIS" 294693ddf92SShri Abhyankar /* 295693ddf92SShri Abhyankar SNESVIGetActiveSetIndices - Gets the global indices for the active set variables 296693ddf92SShri Abhyankar 297693ddf92SShri Abhyankar Input parameter 298693ddf92SShri Abhyankar . snes - the SNES context 299693ddf92SShri Abhyankar . X - the snes solution vector 300693ddf92SShri Abhyankar . F - the nonlinear function vector 301693ddf92SShri Abhyankar 302693ddf92SShri Abhyankar Output parameter 303693ddf92SShri Abhyankar . ISact - active set index set 304693ddf92SShri Abhyankar */ 305693ddf92SShri Abhyankar PetscErrorCode SNESVIGetActiveSetIS(SNES snes,Vec X,Vec F,IS* ISact) 306d950fb63SShri Abhyankar { 307d950fb63SShri Abhyankar PetscErrorCode ierr; 308*c2fc9fa9SBarry Smith Vec Xl=snes->xl,Xu=snes->xu; 309693ddf92SShri Abhyankar const PetscScalar *x,*f,*xl,*xu; 310693ddf92SShri Abhyankar PetscInt *idx_act,i,nlocal,nloc_isact=0,ilow,ihigh,i1=0; 311d950fb63SShri Abhyankar 312d950fb63SShri Abhyankar PetscFunctionBegin; 313d950fb63SShri Abhyankar ierr = VecGetLocalSize(X,&nlocal);CHKERRQ(ierr); 314d950fb63SShri Abhyankar ierr = VecGetOwnershipRange(X,&ilow,&ihigh);CHKERRQ(ierr); 315fe835674SShri Abhyankar ierr = VecGetArrayRead(X,&x);CHKERRQ(ierr); 316fe835674SShri Abhyankar ierr = VecGetArrayRead(Xl,&xl);CHKERRQ(ierr); 317fe835674SShri Abhyankar ierr = VecGetArrayRead(Xu,&xu);CHKERRQ(ierr); 318fe835674SShri Abhyankar ierr = VecGetArrayRead(F,&f);CHKERRQ(ierr); 319693ddf92SShri Abhyankar /* Compute active set size */ 320d950fb63SShri Abhyankar for (i=0; i < nlocal;i++) { 32110f5ae6bSBarry Smith if (!((PetscRealPart(x[i]) > PetscRealPart(xl[i]) + 1.e-8 || (PetscRealPart(f[i]) < 0.0)) && ((PetscRealPart(x[i]) < PetscRealPart(xu[i]) - 1.e-8) || PetscRealPart(f[i]) > 0.0))) nloc_isact++; 322d950fb63SShri Abhyankar } 323693ddf92SShri Abhyankar 324d950fb63SShri Abhyankar ierr = PetscMalloc(nloc_isact*sizeof(PetscInt),&idx_act);CHKERRQ(ierr); 325d950fb63SShri Abhyankar 326693ddf92SShri Abhyankar /* Set active set indices */ 327d950fb63SShri Abhyankar for(i=0; i < nlocal; i++) { 32810f5ae6bSBarry Smith if (!((PetscRealPart(x[i]) > PetscRealPart(xl[i]) + 1.e-8 || (PetscRealPart(f[i]) < 0.0)) && ((PetscRealPart(x[i]) < PetscRealPart(xu[i]) - 1.e-8) || PetscRealPart(f[i]) > 0.0))) idx_act[i1++] = ilow+i; 329d950fb63SShri Abhyankar } 330d950fb63SShri Abhyankar 331693ddf92SShri Abhyankar /* Create active set IS */ 33262298a1eSBarry Smith ierr = ISCreateGeneral(((PetscObject)snes)->comm,nloc_isact,idx_act,PETSC_OWN_POINTER,ISact);CHKERRQ(ierr); 333d950fb63SShri Abhyankar 334fe835674SShri Abhyankar ierr = VecRestoreArrayRead(X,&x);CHKERRQ(ierr); 335fe835674SShri Abhyankar ierr = VecRestoreArrayRead(Xl,&xl);CHKERRQ(ierr); 336fe835674SShri Abhyankar ierr = VecRestoreArrayRead(Xu,&xu);CHKERRQ(ierr); 337fe835674SShri Abhyankar ierr = VecRestoreArrayRead(F,&f);CHKERRQ(ierr); 338d950fb63SShri Abhyankar PetscFunctionReturn(0); 339d950fb63SShri Abhyankar } 340d950fb63SShri Abhyankar 341693ddf92SShri Abhyankar #undef __FUNCT__ 342693ddf92SShri Abhyankar #define __FUNCT__ "SNESVICreateIndexSets_RS" 343693ddf92SShri Abhyankar PetscErrorCode SNESVICreateIndexSets_RS(SNES snes,Vec X,Vec F,IS* ISact,IS* ISinact) 344693ddf92SShri Abhyankar { 345693ddf92SShri Abhyankar PetscErrorCode ierr; 346693ddf92SShri Abhyankar 347693ddf92SShri Abhyankar PetscFunctionBegin; 348693ddf92SShri Abhyankar ierr = SNESVIGetActiveSetIS(snes,X,F,ISact);CHKERRQ(ierr); 349693ddf92SShri Abhyankar ierr = ISComplement(*ISact,X->map->rstart,X->map->rend,ISinact);CHKERRQ(ierr); 350693ddf92SShri Abhyankar PetscFunctionReturn(0); 351693ddf92SShri Abhyankar } 352693ddf92SShri Abhyankar 353fe835674SShri Abhyankar #undef __FUNCT__ 354fe835674SShri Abhyankar #define __FUNCT__ "SNESVIComputeInactiveSetFnorm" 35510f5ae6bSBarry Smith PetscErrorCode SNESVIComputeInactiveSetFnorm(SNES snes,Vec F,Vec X,PetscReal *fnorm) 356fe835674SShri Abhyankar { 357fe835674SShri Abhyankar PetscErrorCode ierr; 358fe835674SShri Abhyankar const PetscScalar *x,*xl,*xu,*f; 359fe835674SShri Abhyankar PetscInt i,n; 360fe835674SShri Abhyankar PetscReal rnorm; 361fe835674SShri Abhyankar 362fe835674SShri Abhyankar PetscFunctionBegin; 363fe835674SShri Abhyankar ierr = VecGetLocalSize(X,&n);CHKERRQ(ierr); 364*c2fc9fa9SBarry Smith ierr = VecGetArrayRead(snes->xl,&xl);CHKERRQ(ierr); 365*c2fc9fa9SBarry Smith ierr = VecGetArrayRead(snes->xu,&xu);CHKERRQ(ierr); 366fe835674SShri Abhyankar ierr = VecGetArrayRead(X,&x);CHKERRQ(ierr); 367fe835674SShri Abhyankar ierr = VecGetArrayRead(F,&f);CHKERRQ(ierr); 368fe835674SShri Abhyankar rnorm = 0.0; 369fe835674SShri Abhyankar for (i=0; i<n; i++) { 37010f5ae6bSBarry Smith if (((PetscRealPart(x[i]) > PetscRealPart(xl[i]) + 1.e-8 || (PetscRealPart(f[i]) < 0.0)) && ((PetscRealPart(x[i]) < PetscRealPart(xu[i]) - 1.e-8) || PetscRealPart(f[i]) > 0.0))) rnorm += PetscRealPart(PetscConj(f[i])*f[i]); 371fe835674SShri Abhyankar } 372fe835674SShri Abhyankar ierr = VecRestoreArrayRead(F,&f);CHKERRQ(ierr); 373*c2fc9fa9SBarry Smith ierr = VecRestoreArrayRead(snes->xl,&xl);CHKERRQ(ierr); 374*c2fc9fa9SBarry Smith ierr = VecRestoreArrayRead(snes->xu,&xu);CHKERRQ(ierr); 375fe835674SShri Abhyankar ierr = VecRestoreArrayRead(X,&x);CHKERRQ(ierr); 376d9822059SBarry Smith ierr = MPI_Allreduce(&rnorm,fnorm,1,MPIU_REAL,MPIU_SUM,((PetscObject)snes)->comm);CHKERRQ(ierr); 37762d1f40fSBarry Smith *fnorm = PetscSqrtReal(*fnorm); 378fe835674SShri Abhyankar PetscFunctionReturn(0); 379fe835674SShri Abhyankar } 380fe835674SShri Abhyankar 3812f63a38cSShri Abhyankar 3822b4ed282SShri Abhyankar /* -------------------------------------------------------------------------- */ 3832b4ed282SShri Abhyankar /* 384*c2fc9fa9SBarry Smith SNESSetUp_VI - Does setup common to all VI solvers -- basically makes sure bounds have been properly set up 3852b4ed282SShri Abhyankar of the SNESVI nonlinear solver. 3862b4ed282SShri Abhyankar 3872b4ed282SShri Abhyankar Input Parameter: 3882b4ed282SShri Abhyankar . snes - the SNES context 3892b4ed282SShri Abhyankar . x - the solution vector 3902b4ed282SShri Abhyankar 3912b4ed282SShri Abhyankar Application Interface Routine: SNESSetUp() 3922b4ed282SShri Abhyankar 3932b4ed282SShri Abhyankar Notes: 3942b4ed282SShri Abhyankar For basic use of the SNES solvers, the user need not explicitly call 3952b4ed282SShri Abhyankar SNESSetUp(), since these actions will automatically occur during 3962b4ed282SShri Abhyankar the call to SNESSolve(). 3972b4ed282SShri Abhyankar */ 3982b4ed282SShri Abhyankar #undef __FUNCT__ 3992b4ed282SShri Abhyankar #define __FUNCT__ "SNESSetUp_VI" 4002b4ed282SShri Abhyankar PetscErrorCode SNESSetUp_VI(SNES snes) 4012b4ed282SShri Abhyankar { 4022b4ed282SShri Abhyankar PetscErrorCode ierr; 4032b4ed282SShri Abhyankar PetscInt i_start[3],i_end[3]; 4042b4ed282SShri Abhyankar 4052b4ed282SShri Abhyankar PetscFunctionBegin; 40658c9b817SLisandro Dalcin 40758c9b817SLisandro Dalcin ierr = SNESDefaultGetWork(snes,3);CHKERRQ(ierr); 4082b4ed282SShri Abhyankar 409*c2fc9fa9SBarry Smith if (snes->ops->computevariablebounds) { 410*c2fc9fa9SBarry Smith if (!snes->xl) {ierr = VecDuplicate(snes->vec_sol,&snes->xl);CHKERRQ(ierr);} 411*c2fc9fa9SBarry Smith if (!snes->xu) {ierr = VecDuplicate(snes->vec_sol,&snes->xu);CHKERRQ(ierr);} 412*c2fc9fa9SBarry Smith ierr = (*snes->ops->computevariablebounds)(snes,snes->xl,snes->xu);CHKERRQ(ierr); 413*c2fc9fa9SBarry Smith } else if (!snes->xl && !snes->xu) { 4142176524cSBarry Smith /* If the lower and upper bound on variables are not set, set it to -Inf and Inf */ 415*c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &snes->xl);CHKERRQ(ierr); 416*c2fc9fa9SBarry Smith ierr = VecSet(snes->xl,SNES_VI_NINF);CHKERRQ(ierr); 417*c2fc9fa9SBarry Smith ierr = VecDuplicate(snes->vec_sol, &snes->xu);CHKERRQ(ierr); 418*c2fc9fa9SBarry Smith ierr = VecSet(snes->xu,SNES_VI_INF);CHKERRQ(ierr); 4192b4ed282SShri Abhyankar } else { 4202b4ed282SShri Abhyankar /* Check if lower bound, upper bound and solution vector distribution across the processors is identical */ 4212b4ed282SShri Abhyankar ierr = VecGetOwnershipRange(snes->vec_sol,i_start,i_end);CHKERRQ(ierr); 422*c2fc9fa9SBarry Smith ierr = VecGetOwnershipRange(snes->xl,i_start+1,i_end+1);CHKERRQ(ierr); 423*c2fc9fa9SBarry Smith ierr = VecGetOwnershipRange(snes->xu,i_start+2,i_end+2);CHKERRQ(ierr); 4242b4ed282SShri Abhyankar if ((i_start[0] != i_start[1]) || (i_start[0] != i_start[2]) || (i_end[0] != i_end[1]) || (i_end[0] != i_end[2])) 4252b4ed282SShri Abhyankar SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_SIZ,"Distribution of lower bound, upper bound and the solution vector should be identical across all the processors."); 4262b4ed282SShri Abhyankar } 427abcba341SShri Abhyankar 4282b4ed282SShri Abhyankar PetscFunctionReturn(0); 4292b4ed282SShri Abhyankar } 4302b4ed282SShri Abhyankar /* -------------------------------------------------------------------------- */ 4312176524cSBarry Smith #undef __FUNCT__ 4322176524cSBarry Smith #define __FUNCT__ "SNESReset_VI" 4332176524cSBarry Smith PetscErrorCode SNESReset_VI(SNES snes) 4342176524cSBarry Smith { 4352176524cSBarry Smith PetscErrorCode ierr; 4362176524cSBarry Smith 4372176524cSBarry Smith PetscFunctionBegin; 438*c2fc9fa9SBarry Smith ierr = VecDestroy(&snes->xl);CHKERRQ(ierr); 439*c2fc9fa9SBarry Smith ierr = VecDestroy(&snes->xu);CHKERRQ(ierr); 4402176524cSBarry Smith PetscFunctionReturn(0); 4412176524cSBarry Smith } 4422176524cSBarry Smith 4432b4ed282SShri Abhyankar /* 4442b4ed282SShri Abhyankar SNESDestroy_VI - Destroys the private SNES_VI context that was created 4452b4ed282SShri Abhyankar with SNESCreate_VI(). 4462b4ed282SShri Abhyankar 4472b4ed282SShri Abhyankar Input Parameter: 4482b4ed282SShri Abhyankar . snes - the SNES context 4492b4ed282SShri Abhyankar 4502b4ed282SShri Abhyankar Application Interface Routine: SNESDestroy() 4512b4ed282SShri Abhyankar */ 4522b4ed282SShri Abhyankar #undef __FUNCT__ 4532b4ed282SShri Abhyankar #define __FUNCT__ "SNESDestroy_VI" 4542b4ed282SShri Abhyankar PetscErrorCode SNESDestroy_VI(SNES snes) 4552b4ed282SShri Abhyankar { 4562b4ed282SShri Abhyankar PetscErrorCode ierr; 4572b4ed282SShri Abhyankar 4582b4ed282SShri Abhyankar PetscFunctionBegin; 4592b4ed282SShri Abhyankar ierr = PetscFree(snes->data);CHKERRQ(ierr); 4602b4ed282SShri Abhyankar 4612b4ed282SShri Abhyankar /* clear composed functions */ 4622b4ed282SShri Abhyankar ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","",PETSC_NULL);CHKERRQ(ierr); 463c92abb8aSShri Abhyankar ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetMonitor_C","",PETSC_NULL);CHKERRQ(ierr); 4642b4ed282SShri Abhyankar PetscFunctionReturn(0); 4652b4ed282SShri Abhyankar } 4667fe79bc4SShri Abhyankar 4672b4ed282SShri Abhyankar /* -------------------------------------------------------------------------- */ 468*c2fc9fa9SBarry Smith 469*c2fc9fa9SBarry Smith /* 470*c2fc9fa9SBarry Smith 471*c2fc9fa9SBarry Smith These line searches are common for all the VI solvers 472*c2fc9fa9SBarry Smith */ 473*c2fc9fa9SBarry Smith extern PetscErrorCode SNESSolve_VISS(SNES); 474*c2fc9fa9SBarry Smith 4752b4ed282SShri Abhyankar #undef __FUNCT__ 4762b4ed282SShri Abhyankar #define __FUNCT__ "SNESLineSearchNo_VI" 4772b4ed282SShri Abhyankar 4782b4ed282SShri Abhyankar /* 4797fe79bc4SShri Abhyankar This routine does not actually do a line search but it takes a full newton 4807fe79bc4SShri Abhyankar step while ensuring that the new iterates remain within the constraints. 4812b4ed282SShri Abhyankar 4822b4ed282SShri Abhyankar */ 4831e633543SBarry Smith PetscErrorCode SNESLineSearchNo_VI(SNES snes,void *lsctx,Vec x,Vec f,Vec y,PetscReal fnorm,PetscReal xnorm,Vec g,Vec w,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag) 4842b4ed282SShri Abhyankar { 4852b4ed282SShri Abhyankar PetscErrorCode ierr; 486ace3abfcSBarry Smith PetscBool changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 4872b4ed282SShri Abhyankar 4882b4ed282SShri Abhyankar PetscFunctionBegin; 4892b4ed282SShri Abhyankar *flag = PETSC_TRUE; 4902b4ed282SShri Abhyankar ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 4912b4ed282SShri Abhyankar ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); /* ynorm = || y || */ 4922b4ed282SShri Abhyankar ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 493c1a5e521SShri Abhyankar ierr = SNESVIProjectOntoBounds(snes,w);CHKERRQ(ierr); 4940661309fSPeter Brune if (snes->ops->postcheckstep) { 4950661309fSPeter Brune ierr = (*snes->ops->postcheckstep)(snes,x,y,w,snes->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 496c1a5e521SShri Abhyankar } 497c1a5e521SShri Abhyankar if (changed_y) { 498c1a5e521SShri Abhyankar ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 4997fe79bc4SShri Abhyankar ierr = SNESVIProjectOntoBounds(snes,w);CHKERRQ(ierr); 500c1a5e521SShri Abhyankar } 501c1a5e521SShri Abhyankar ierr = SNESVIProjectOntoBounds(snes,w);CHKERRQ(ierr); 502c1a5e521SShri Abhyankar ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 503c1a5e521SShri Abhyankar if (!snes->domainerror) { 504*c2fc9fa9SBarry Smith if (snes->ops->solve != SNESSolve_VISS) { 5057fe79bc4SShri Abhyankar ierr = SNESVIComputeInactiveSetFnorm(snes,g,w,gnorm);CHKERRQ(ierr); 5067fe79bc4SShri Abhyankar } else { 507c1a5e521SShri Abhyankar ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); /* gnorm = || g || */ 5087fe79bc4SShri Abhyankar } 50962cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 510c1a5e521SShri Abhyankar } 5110661309fSPeter Brune if (snes->ls_monitor) { 5120661309fSPeter Brune ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 5130661309fSPeter Brune ierr = PetscViewerASCIIPrintf(snes->ls_monitor," Line search: Using full step: fnorm %g gnorm %g\n",(double)fnorm,(double)*gnorm);CHKERRQ(ierr); 5140661309fSPeter Brune ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 515c1a5e521SShri Abhyankar } 516c1a5e521SShri Abhyankar ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 517c1a5e521SShri Abhyankar PetscFunctionReturn(0); 518c1a5e521SShri Abhyankar } 519c1a5e521SShri Abhyankar 520c1a5e521SShri Abhyankar /* -------------------------------------------------------------------------- */ 521c1a5e521SShri Abhyankar #undef __FUNCT__ 5222b4ed282SShri Abhyankar #define __FUNCT__ "SNESLineSearchNoNorms_VI" 5232b4ed282SShri Abhyankar 5242b4ed282SShri Abhyankar /* 5252b4ed282SShri Abhyankar This routine is a copy of SNESLineSearchNoNorms in snes/impls/ls/ls.c 5262b4ed282SShri Abhyankar */ 5271e633543SBarry Smith PetscErrorCode SNESLineSearchNoNorms_VI(SNES snes,void *lsctx,Vec x,Vec f,Vec y,PetscReal fnorm,PetscReal xnorm,Vec g,Vec w,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag) 5282b4ed282SShri Abhyankar { 5292b4ed282SShri Abhyankar PetscErrorCode ierr; 530ace3abfcSBarry Smith PetscBool changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 5312b4ed282SShri Abhyankar 5322b4ed282SShri Abhyankar PetscFunctionBegin; 5332b4ed282SShri Abhyankar *flag = PETSC_TRUE; 5342b4ed282SShri Abhyankar ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 5352b4ed282SShri Abhyankar ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 5367fe79bc4SShri Abhyankar ierr = SNESVIProjectOntoBounds(snes,w);CHKERRQ(ierr); 5370661309fSPeter Brune if (snes->ops->postcheckstep) { 5380661309fSPeter Brune ierr = (*snes->ops->postcheckstep)(snes,x,y,w,snes->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 5392b4ed282SShri Abhyankar } 5402b4ed282SShri Abhyankar if (changed_y) { 5412b4ed282SShri Abhyankar ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); /* w <- x - y */ 5427fe79bc4SShri Abhyankar ierr = SNESVIProjectOntoBounds(snes,w);CHKERRQ(ierr); 5432b4ed282SShri Abhyankar } 5442b4ed282SShri Abhyankar 5452b4ed282SShri Abhyankar /* don't evaluate function the last time through */ 5462b4ed282SShri Abhyankar if (snes->iter < snes->max_its-1) { 5472b4ed282SShri Abhyankar ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 5482b4ed282SShri Abhyankar } 5492b4ed282SShri Abhyankar ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 5502b4ed282SShri Abhyankar PetscFunctionReturn(0); 5512b4ed282SShri Abhyankar } 5527fe79bc4SShri Abhyankar 5532b4ed282SShri Abhyankar /* -------------------------------------------------------------------------- */ 554*c2fc9fa9SBarry Smith 5552b4ed282SShri Abhyankar #undef __FUNCT__ 5562b4ed282SShri Abhyankar #define __FUNCT__ "SNESLineSearchCubic_VI" 5572b4ed282SShri Abhyankar /* 5587fe79bc4SShri Abhyankar This routine implements a cubic line search while doing a projection on the variable bounds 5592b4ed282SShri Abhyankar */ 5601e633543SBarry Smith PetscErrorCode SNESLineSearchCubic_VI(SNES snes,void *lsctx,Vec x,Vec f,Vec y,PetscReal fnorm,PetscReal xnorm,Vec g,Vec w,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag) 5612b4ed282SShri Abhyankar { 562fe835674SShri Abhyankar PetscReal initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength; 563fe835674SShri Abhyankar PetscReal minlambda,lambda,lambdatemp; 564fe835674SShri Abhyankar #if defined(PETSC_USE_COMPLEX) 565fe835674SShri Abhyankar PetscScalar cinitslope; 566fe835674SShri Abhyankar #endif 567fe835674SShri Abhyankar PetscErrorCode ierr; 568fe835674SShri Abhyankar PetscInt count; 569fe835674SShri Abhyankar PetscBool changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 570fe835674SShri Abhyankar MPI_Comm comm; 571fe835674SShri Abhyankar 572fe835674SShri Abhyankar PetscFunctionBegin; 573fe835674SShri Abhyankar ierr = PetscObjectGetComm((PetscObject)snes,&comm);CHKERRQ(ierr); 574fe835674SShri Abhyankar ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 575fe835674SShri Abhyankar *flag = PETSC_TRUE; 576fe835674SShri Abhyankar 577fe835674SShri Abhyankar ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 578fe835674SShri Abhyankar if (*ynorm == 0.0) { 5790661309fSPeter Brune if (snes->ls_monitor) { 5800661309fSPeter Brune ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 5810661309fSPeter Brune ierr = PetscViewerASCIIPrintf(snes->ls_monitor," Line search: Initial direction and size is 0\n");CHKERRQ(ierr); 5820661309fSPeter Brune ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 583fe835674SShri Abhyankar } 584fe835674SShri Abhyankar *gnorm = fnorm; 585fe835674SShri Abhyankar ierr = VecCopy(x,w);CHKERRQ(ierr); 586fe835674SShri Abhyankar ierr = VecCopy(f,g);CHKERRQ(ierr); 587fe835674SShri Abhyankar *flag = PETSC_FALSE; 588fe835674SShri Abhyankar goto theend1; 589fe835674SShri Abhyankar } 5900661309fSPeter Brune if (*ynorm > snes->maxstep) { /* Step too big, so scale back */ 5910661309fSPeter Brune if (snes->ls_monitor) { 5920661309fSPeter Brune ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 59362d1f40fSBarry Smith ierr = PetscViewerASCIIPrintf(snes->ls_monitor," Line search: Scaling step by %g old ynorm %g\n",(double)(snes->maxstep/(*ynorm)),(double)(*ynorm));CHKERRQ(ierr); 5940661309fSPeter Brune ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 595fe835674SShri Abhyankar } 5960661309fSPeter Brune ierr = VecScale(y,snes->maxstep/(*ynorm));CHKERRQ(ierr); 5970661309fSPeter Brune *ynorm = snes->maxstep; 598fe835674SShri Abhyankar } 599fe835674SShri Abhyankar ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 6000661309fSPeter Brune minlambda = snes->steptol/rellength; 601fe835674SShri Abhyankar ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 602fe835674SShri Abhyankar #if defined(PETSC_USE_COMPLEX) 603fe835674SShri Abhyankar ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 604fe835674SShri Abhyankar initslope = PetscRealPart(cinitslope); 605fe835674SShri Abhyankar #else 606fe835674SShri Abhyankar ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 607fe835674SShri Abhyankar #endif 608fe835674SShri Abhyankar if (initslope > 0.0) initslope = -initslope; 609fe835674SShri Abhyankar if (initslope == 0.0) initslope = -1.0; 610fe835674SShri Abhyankar 611fe835674SShri Abhyankar ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 612fe835674SShri Abhyankar ierr = SNESVIProjectOntoBounds(snes,w);CHKERRQ(ierr); 613fe835674SShri Abhyankar if (snes->nfuncs >= snes->max_funcs) { 614fe835674SShri Abhyankar ierr = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr); 615fe835674SShri Abhyankar *flag = PETSC_FALSE; 616fe835674SShri Abhyankar snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 617fe835674SShri Abhyankar goto theend1; 618fe835674SShri Abhyankar } 619fe835674SShri Abhyankar ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 620*c2fc9fa9SBarry Smith if (snes->ops->solve != SNESSolve_VISS) { 621fe835674SShri Abhyankar ierr = SNESVIComputeInactiveSetFnorm(snes,g,w,gnorm);CHKERRQ(ierr); 6227fe79bc4SShri Abhyankar } else { 6237fe79bc4SShri Abhyankar ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 6247fe79bc4SShri Abhyankar } 625fe835674SShri Abhyankar if (snes->domainerror) { 626fe835674SShri Abhyankar ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 627fe835674SShri Abhyankar PetscFunctionReturn(0); 628fe835674SShri Abhyankar } 62962cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 6300661309fSPeter Brune ierr = PetscInfo4(snes,"Initial fnorm %g gnorm %g alpha %g initslope %g\n",(double)fnorm,(double)*gnorm,(double)snes->ls_alpha,(double)initslope);CHKERRQ(ierr); 6310661309fSPeter Brune if ((*gnorm)*(*gnorm) <= (1.0 - snes->ls_alpha)*fnorm*fnorm ) { /* Sufficient reduction */ 6320661309fSPeter Brune if (snes->ls_monitor) { 6330661309fSPeter Brune ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 63462d1f40fSBarry Smith ierr = PetscViewerASCIIPrintf(snes->ls_monitor," Line search: Using full step: fnorm %g gnorm %g\n",(double)fnorm,(double)(*gnorm));CHKERRQ(ierr); 6350661309fSPeter Brune ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 636fe835674SShri Abhyankar } 637fe835674SShri Abhyankar goto theend1; 638fe835674SShri Abhyankar } 639fe835674SShri Abhyankar 640fe835674SShri Abhyankar /* Fit points with quadratic */ 641fe835674SShri Abhyankar lambda = 1.0; 642fe835674SShri Abhyankar lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 643fe835674SShri Abhyankar lambdaprev = lambda; 644fe835674SShri Abhyankar gnormprev = *gnorm; 645fe835674SShri Abhyankar if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 646fe835674SShri Abhyankar if (lambdatemp <= .1*lambda) lambda = .1*lambda; 647fe835674SShri Abhyankar else lambda = lambdatemp; 648fe835674SShri Abhyankar 649fe835674SShri Abhyankar ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr); 650fe835674SShri Abhyankar ierr = SNESVIProjectOntoBounds(snes,w);CHKERRQ(ierr); 651fe835674SShri Abhyankar if (snes->nfuncs >= snes->max_funcs) { 652fe835674SShri Abhyankar ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr); 653fe835674SShri Abhyankar *flag = PETSC_FALSE; 654fe835674SShri Abhyankar snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 655fe835674SShri Abhyankar goto theend1; 656fe835674SShri Abhyankar } 657fe835674SShri Abhyankar ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 658*c2fc9fa9SBarry Smith if (snes->ops->solve != SNESSolve_VISS) { 659fe835674SShri Abhyankar ierr = SNESVIComputeInactiveSetFnorm(snes,g,w,gnorm);CHKERRQ(ierr); 6607fe79bc4SShri Abhyankar } else { 6617fe79bc4SShri Abhyankar ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 6627fe79bc4SShri Abhyankar } 663fe835674SShri Abhyankar if (snes->domainerror) { 664fe835674SShri Abhyankar ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 665fe835674SShri Abhyankar PetscFunctionReturn(0); 666fe835674SShri Abhyankar } 66762cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 6680661309fSPeter Brune if (snes->ls_monitor) { 6690661309fSPeter Brune ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 67062d1f40fSBarry Smith ierr = PetscViewerASCIIPrintf(snes->ls_monitor," Line search: gnorm after quadratic fit %g\n",(double)(*gnorm));CHKERRQ(ierr); 6710661309fSPeter Brune ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 672fe835674SShri Abhyankar } 6730661309fSPeter Brune if ((*gnorm)*(*gnorm) < (1.0 - snes->ls_alpha)*fnorm*fnorm ) { /* sufficient reduction */ 6740661309fSPeter Brune if (snes->ls_monitor) { 6750661309fSPeter Brune ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 6764839bfe8SBarry Smith ierr = PetscViewerASCIIPrintf(snes->ls_monitor," Line search: Quadratically determined step, lambda=%18.16e\n",(double)lambda);CHKERRQ(ierr); 6770661309fSPeter Brune ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 678fe835674SShri Abhyankar } 679fe835674SShri Abhyankar goto theend1; 680fe835674SShri Abhyankar } 681fe835674SShri Abhyankar 682fe835674SShri Abhyankar /* Fit points with cubic */ 683fe835674SShri Abhyankar count = 1; 684fe835674SShri Abhyankar while (PETSC_TRUE) { 685fe835674SShri Abhyankar if (lambda <= minlambda) { 6860661309fSPeter Brune if (snes->ls_monitor) { 6870661309fSPeter Brune ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 6880661309fSPeter Brune ierr = PetscViewerASCIIPrintf(snes->ls_monitor," Line search: unable to find good step length! After %D tries \n",count);CHKERRQ(ierr); 68962d1f40fSBarry Smith ierr = PetscViewerASCIIPrintf(snes->ls_monitor," Line search: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",(double)fnorm,(double)(*gnorm),(double)(*ynorm),(double)minlambda,(double)lambda,(double)initslope);CHKERRQ(ierr); 6900661309fSPeter Brune ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 691fe835674SShri Abhyankar } 692fe835674SShri Abhyankar *flag = PETSC_FALSE; 693fe835674SShri Abhyankar break; 694fe835674SShri Abhyankar } 695fe835674SShri Abhyankar t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope; 696fe835674SShri Abhyankar t2 = .5*(gnormprev*gnormprev - fnorm*fnorm) - lambdaprev*initslope; 697fe835674SShri Abhyankar a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 698fe835674SShri Abhyankar b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 699fe835674SShri Abhyankar d = b*b - 3*a*initslope; 700fe835674SShri Abhyankar if (d < 0.0) d = 0.0; 701fe835674SShri Abhyankar if (a == 0.0) { 702fe835674SShri Abhyankar lambdatemp = -initslope/(2.0*b); 703fe835674SShri Abhyankar } else { 70462d1f40fSBarry Smith lambdatemp = (-b + PetscSqrtReal(d))/(3.0*a); 705fe835674SShri Abhyankar } 706fe835674SShri Abhyankar lambdaprev = lambda; 707fe835674SShri Abhyankar gnormprev = *gnorm; 708fe835674SShri Abhyankar if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 709fe835674SShri Abhyankar if (lambdatemp <= .1*lambda) lambda = .1*lambda; 710fe835674SShri Abhyankar else lambda = lambdatemp; 711fe835674SShri Abhyankar ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr); 712fe835674SShri Abhyankar ierr = SNESVIProjectOntoBounds(snes,w);CHKERRQ(ierr); 713fe835674SShri Abhyankar if (snes->nfuncs >= snes->max_funcs) { 714fe835674SShri Abhyankar ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr); 7154839bfe8SBarry Smith ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",(double)fnorm,(double)(*gnorm),(double)(*ynorm),(double)lambda,(double)initslope);CHKERRQ(ierr); 716fe835674SShri Abhyankar *flag = PETSC_FALSE; 717fe835674SShri Abhyankar snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 718fe835674SShri Abhyankar break; 719fe835674SShri Abhyankar } 720fe835674SShri Abhyankar ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 721*c2fc9fa9SBarry Smith if (snes->ops->solve != SNESSolve_VISS) { 722fe835674SShri Abhyankar ierr = SNESVIComputeInactiveSetFnorm(snes,g,w,gnorm);CHKERRQ(ierr); 7237fe79bc4SShri Abhyankar } else { 7247fe79bc4SShri Abhyankar ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 7257fe79bc4SShri Abhyankar } 726fe835674SShri Abhyankar if (snes->domainerror) { 727fe835674SShri Abhyankar ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 728fe835674SShri Abhyankar PetscFunctionReturn(0); 729fe835674SShri Abhyankar } 73062cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 7310661309fSPeter Brune if ((*gnorm)*(*gnorm) < (1.0 - snes->ls_alpha)*fnorm*fnorm) { /* is reduction enough? */ 7320661309fSPeter Brune if (snes->ls_monitor) { 73362d1f40fSBarry Smith ierr = PetscPrintf(comm," Line search: Cubically determined step, current gnorm %g lambda=%18.16e\n",(double)(*gnorm),(double)lambda);CHKERRQ(ierr); 734fe835674SShri Abhyankar } 735fe835674SShri Abhyankar break; 736fe835674SShri Abhyankar } else { 7370661309fSPeter Brune if (snes->ls_monitor) { 73862d1f40fSBarry Smith ierr = PetscPrintf(comm," Line search: Cubic step no good, shrinking lambda, current gnorm %g lambda=%18.16e\n",(double)(*gnorm),(double)lambda);CHKERRQ(ierr); 739fe835674SShri Abhyankar } 740fe835674SShri Abhyankar } 741fe835674SShri Abhyankar count++; 742fe835674SShri Abhyankar } 743fe835674SShri Abhyankar theend1: 744fe835674SShri Abhyankar /* Optional user-defined check for line search step validity */ 7450661309fSPeter Brune if (snes->ops->postcheckstep && *flag) { 7460661309fSPeter Brune ierr = (*snes->ops->postcheckstep)(snes,x,y,w,snes->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 747fe835674SShri Abhyankar if (changed_y) { 748fe835674SShri Abhyankar ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 749fe835674SShri Abhyankar ierr = SNESVIProjectOntoBounds(snes,w);CHKERRQ(ierr); 750fe835674SShri Abhyankar } 751fe835674SShri Abhyankar if (changed_y || changed_w) { /* recompute the function if the step has changed */ 752fe835674SShri Abhyankar ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 753*c2fc9fa9SBarry Smith if (snes->ops->solve != SNESSolve_VISS) { 754fe835674SShri Abhyankar ierr = SNESVIComputeInactiveSetFnorm(snes,g,w,gnorm);CHKERRQ(ierr); 7557fe79bc4SShri Abhyankar } else { 7567fe79bc4SShri Abhyankar ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 7577fe79bc4SShri Abhyankar } 758fe835674SShri Abhyankar if (snes->domainerror) { 759fe835674SShri Abhyankar ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 760fe835674SShri Abhyankar PetscFunctionReturn(0); 761fe835674SShri Abhyankar } 76262cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 763fe835674SShri Abhyankar ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr); 764fe835674SShri Abhyankar ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr); 765fe835674SShri Abhyankar } 766fe835674SShri Abhyankar } 767fe835674SShri Abhyankar ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 768fe835674SShri Abhyankar PetscFunctionReturn(0); 769fe835674SShri Abhyankar } 770fe835674SShri Abhyankar 7712b4ed282SShri Abhyankar #undef __FUNCT__ 7722b4ed282SShri Abhyankar #define __FUNCT__ "SNESLineSearchQuadratic_VI" 7732b4ed282SShri Abhyankar /* 7747fe79bc4SShri Abhyankar This routine does a quadratic line search while keeping the iterates within the variable bounds 7752b4ed282SShri Abhyankar */ 7761e633543SBarry Smith PetscErrorCode SNESLineSearchQuadratic_VI(SNES snes,void *lsctx,Vec x,Vec f,Vec y,PetscReal fnorm,PetscReal xnorm,Vec g,Vec w,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag) 7772b4ed282SShri Abhyankar { 7782b4ed282SShri Abhyankar /* 7792b4ed282SShri Abhyankar Note that for line search purposes we work with with the related 7802b4ed282SShri Abhyankar minimization problem: 7812b4ed282SShri Abhyankar min z(x): R^n -> R, 7822b4ed282SShri Abhyankar where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2. 7832b4ed282SShri Abhyankar */ 7842b4ed282SShri Abhyankar PetscReal initslope,minlambda,lambda,lambdatemp,rellength; 7852b4ed282SShri Abhyankar #if defined(PETSC_USE_COMPLEX) 7862b4ed282SShri Abhyankar PetscScalar cinitslope; 7872b4ed282SShri Abhyankar #endif 7882b4ed282SShri Abhyankar PetscErrorCode ierr; 7892b4ed282SShri Abhyankar PetscInt count; 790ace3abfcSBarry Smith PetscBool changed_w = PETSC_FALSE,changed_y = PETSC_FALSE; 7912b4ed282SShri Abhyankar 7922b4ed282SShri Abhyankar PetscFunctionBegin; 7932b4ed282SShri Abhyankar ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 7942b4ed282SShri Abhyankar *flag = PETSC_TRUE; 7952b4ed282SShri Abhyankar 7962b4ed282SShri Abhyankar ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 7972b4ed282SShri Abhyankar if (*ynorm == 0.0) { 7980661309fSPeter Brune if (snes->ls_monitor) { 7990661309fSPeter Brune ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 8000661309fSPeter Brune ierr = PetscViewerASCIIPrintf(snes->ls_monitor,"Line search: Direction and size is 0\n");CHKERRQ(ierr); 8010661309fSPeter Brune ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 8022b4ed282SShri Abhyankar } 8032b4ed282SShri Abhyankar *gnorm = fnorm; 8042b4ed282SShri Abhyankar ierr = VecCopy(x,w);CHKERRQ(ierr); 8052b4ed282SShri Abhyankar ierr = VecCopy(f,g);CHKERRQ(ierr); 8062b4ed282SShri Abhyankar *flag = PETSC_FALSE; 8072b4ed282SShri Abhyankar goto theend2; 8082b4ed282SShri Abhyankar } 8090661309fSPeter Brune if (*ynorm > snes->maxstep) { /* Step too big, so scale back */ 8100661309fSPeter Brune ierr = VecScale(y,snes->maxstep/(*ynorm));CHKERRQ(ierr); 8110661309fSPeter Brune *ynorm = snes->maxstep; 8122b4ed282SShri Abhyankar } 8132b4ed282SShri Abhyankar ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 8140661309fSPeter Brune minlambda = snes->steptol/rellength; 8157fe79bc4SShri Abhyankar ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 8162b4ed282SShri Abhyankar #if defined(PETSC_USE_COMPLEX) 8177fe79bc4SShri Abhyankar ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 8182b4ed282SShri Abhyankar initslope = PetscRealPart(cinitslope); 8192b4ed282SShri Abhyankar #else 8207fe79bc4SShri Abhyankar ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 8212b4ed282SShri Abhyankar #endif 8222b4ed282SShri Abhyankar if (initslope > 0.0) initslope = -initslope; 8232b4ed282SShri Abhyankar if (initslope == 0.0) initslope = -1.0; 8244839bfe8SBarry Smith ierr = PetscInfo1(snes,"Initslope %g \n",(double)initslope);CHKERRQ(ierr); 8252b4ed282SShri Abhyankar 8262b4ed282SShri Abhyankar ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 8277fe79bc4SShri Abhyankar ierr = SNESVIProjectOntoBounds(snes,w);CHKERRQ(ierr); 8282b4ed282SShri Abhyankar if (snes->nfuncs >= snes->max_funcs) { 8292b4ed282SShri Abhyankar ierr = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr); 8302b4ed282SShri Abhyankar *flag = PETSC_FALSE; 8312b4ed282SShri Abhyankar snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 8322b4ed282SShri Abhyankar goto theend2; 8332b4ed282SShri Abhyankar } 8342b4ed282SShri Abhyankar ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 835*c2fc9fa9SBarry Smith if (snes->ops->solve != SNESSolve_VISS) { 8367fe79bc4SShri Abhyankar ierr = SNESVIComputeInactiveSetFnorm(snes,g,w,gnorm);CHKERRQ(ierr); 8377fe79bc4SShri Abhyankar } else { 8387fe79bc4SShri Abhyankar ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 8397fe79bc4SShri Abhyankar } 8402b4ed282SShri Abhyankar if (snes->domainerror) { 8412b4ed282SShri Abhyankar ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8422b4ed282SShri Abhyankar PetscFunctionReturn(0); 8432b4ed282SShri Abhyankar } 84462cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 8450661309fSPeter Brune if ((*gnorm)*(*gnorm) <= (1.0 - snes->ls_alpha)*fnorm*fnorm) { /* Sufficient reduction */ 8460661309fSPeter Brune if (snes->ls_monitor) { 8470661309fSPeter Brune ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 84862d1f40fSBarry Smith ierr = PetscViewerASCIIPrintf(snes->ls_monitor," Line search: Using full step: fnorm %g gnorm %g\n",(double)fnorm,(double)(*gnorm));CHKERRQ(ierr); 8490661309fSPeter Brune ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 8502b4ed282SShri Abhyankar } 8512b4ed282SShri Abhyankar goto theend2; 8522b4ed282SShri Abhyankar } 8532b4ed282SShri Abhyankar 8542b4ed282SShri Abhyankar /* Fit points with quadratic */ 8552b4ed282SShri Abhyankar lambda = 1.0; 8562b4ed282SShri Abhyankar count = 1; 8572b4ed282SShri Abhyankar while (PETSC_TRUE) { 8582b4ed282SShri Abhyankar if (lambda <= minlambda) { /* bad luck; use full step */ 8590661309fSPeter Brune if (snes->ls_monitor) { 8600661309fSPeter Brune ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 8610661309fSPeter Brune ierr = PetscViewerASCIIPrintf(snes->ls_monitor,"Line search: Unable to find good step length! %D \n",count);CHKERRQ(ierr); 86262d1f40fSBarry Smith ierr = PetscViewerASCIIPrintf(snes->ls_monitor,"Line search: fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",(double)fnorm,(double)(*gnorm),(double)(*ynorm),(double)lambda,(double)initslope);CHKERRQ(ierr); 8630661309fSPeter Brune ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 8642b4ed282SShri Abhyankar } 8652b4ed282SShri Abhyankar ierr = VecCopy(x,w);CHKERRQ(ierr); 8662b4ed282SShri Abhyankar *flag = PETSC_FALSE; 8672b4ed282SShri Abhyankar break; 8682b4ed282SShri Abhyankar } 8692b4ed282SShri Abhyankar lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 8702b4ed282SShri Abhyankar if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 8712b4ed282SShri Abhyankar if (lambdatemp <= .1*lambda) lambda = .1*lambda; 8722b4ed282SShri Abhyankar else lambda = lambdatemp; 8732b4ed282SShri Abhyankar 8742b4ed282SShri Abhyankar ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr); 8757fe79bc4SShri Abhyankar ierr = SNESVIProjectOntoBounds(snes,w);CHKERRQ(ierr); 8762b4ed282SShri Abhyankar if (snes->nfuncs >= snes->max_funcs) { 8772b4ed282SShri Abhyankar ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr); 8784839bfe8SBarry Smith ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",(double)fnorm,(double)(*gnorm),(double)(*ynorm),(double)lambda,(double)initslope);CHKERRQ(ierr); 8792b4ed282SShri Abhyankar *flag = PETSC_FALSE; 8802b4ed282SShri Abhyankar snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 8812b4ed282SShri Abhyankar break; 8822b4ed282SShri Abhyankar } 8832b4ed282SShri Abhyankar ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 8842b4ed282SShri Abhyankar if (snes->domainerror) { 8852b4ed282SShri Abhyankar ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 8862b4ed282SShri Abhyankar PetscFunctionReturn(0); 8872b4ed282SShri Abhyankar } 888*c2fc9fa9SBarry Smith if (snes->ops->solve != SNESSolve_VISS) { 8897fe79bc4SShri Abhyankar ierr = SNESVIComputeInactiveSetFnorm(snes,g,w,gnorm);CHKERRQ(ierr); 8907fe79bc4SShri Abhyankar } else { 8912b4ed282SShri Abhyankar ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 8927fe79bc4SShri Abhyankar } 89362cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 8940661309fSPeter Brune if ((*gnorm)*(*gnorm) < (1.0 - snes->ls_alpha)*fnorm*fnorm) { /* sufficient reduction */ 8950661309fSPeter Brune if (snes->ls_monitor) { 8960661309fSPeter Brune ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 89762d1f40fSBarry Smith ierr = PetscViewerASCIIPrintf(snes->ls_monitor," Line Search: Quadratically determined step, lambda=%g\n",(double)lambda);CHKERRQ(ierr); 8980661309fSPeter Brune ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr); 8992b4ed282SShri Abhyankar } 9002b4ed282SShri Abhyankar break; 9012b4ed282SShri Abhyankar } 9022b4ed282SShri Abhyankar count++; 9032b4ed282SShri Abhyankar } 9042b4ed282SShri Abhyankar theend2: 9052b4ed282SShri Abhyankar /* Optional user-defined check for line search step validity */ 9060661309fSPeter Brune if (snes->ops->postcheckstep) { 9070661309fSPeter Brune ierr = (*snes->ops->postcheckstep)(snes,x,y,w,snes->postcheck,&changed_y,&changed_w);CHKERRQ(ierr); 9082b4ed282SShri Abhyankar if (changed_y) { 9092b4ed282SShri Abhyankar ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr); 9107fe79bc4SShri Abhyankar ierr = SNESVIProjectOntoBounds(snes,w);CHKERRQ(ierr); 9112b4ed282SShri Abhyankar } 9122b4ed282SShri Abhyankar if (changed_y || changed_w) { /* recompute the function if the step has changed */ 9132b4ed282SShri Abhyankar ierr = SNESComputeFunction(snes,w,g); 9142b4ed282SShri Abhyankar if (snes->domainerror) { 9152b4ed282SShri Abhyankar ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 9162b4ed282SShri Abhyankar PetscFunctionReturn(0); 9172b4ed282SShri Abhyankar } 918*c2fc9fa9SBarry Smith if (snes->ops->solve != SNESSolve_VISS) { 9197fe79bc4SShri Abhyankar ierr = SNESVIComputeInactiveSetFnorm(snes,g,w,gnorm);CHKERRQ(ierr); 9207fe79bc4SShri Abhyankar } else { 9217fe79bc4SShri Abhyankar ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 9227fe79bc4SShri Abhyankar } 9237fe79bc4SShri Abhyankar 9242b4ed282SShri Abhyankar ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr); 9252b4ed282SShri Abhyankar ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr); 92662cbcd01SMatthew G Knepley if (PetscIsInfOrNanReal(*gnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number"); 9272b4ed282SShri Abhyankar } 9282b4ed282SShri Abhyankar } 9292b4ed282SShri Abhyankar ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 9302b4ed282SShri Abhyankar PetscFunctionReturn(0); 9312b4ed282SShri Abhyankar } 9322b4ed282SShri Abhyankar 9332b4ed282SShri Abhyankar 9345559b345SBarry Smith #undef __FUNCT__ 9355559b345SBarry Smith #define __FUNCT__ "SNESVISetVariableBounds" 9365559b345SBarry Smith /*@ 9372b4ed282SShri Abhyankar SNESVISetVariableBounds - Sets the lower and upper bounds for the solution vector. xl <= x <= xu. 9382b4ed282SShri Abhyankar 9392b4ed282SShri Abhyankar Input Parameters: 9402b4ed282SShri Abhyankar . snes - the SNES context. 9412b4ed282SShri Abhyankar . xl - lower bound. 9422b4ed282SShri Abhyankar . xu - upper bound. 9432b4ed282SShri Abhyankar 9442b4ed282SShri Abhyankar Notes: 9452b4ed282SShri Abhyankar If this routine is not called then the lower and upper bounds are set to 94601f0b76bSBarry Smith SNES_VI_INF and SNES_VI_NINF respectively during SNESSetUp(). 94784c105d7SBarry Smith 9482bd2b0e6SSatish Balay Level: advanced 9492bd2b0e6SSatish Balay 9505559b345SBarry Smith @*/ 95169c03620SShri Abhyankar PetscErrorCode SNESVISetVariableBounds(SNES snes, Vec xl, Vec xu) 9522b4ed282SShri Abhyankar { 95361589011SJed Brown PetscErrorCode ierr,(*f)(SNES,Vec,Vec); 9542b4ed282SShri Abhyankar 9552b4ed282SShri Abhyankar PetscFunctionBegin; 9562b4ed282SShri Abhyankar PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 9572b4ed282SShri Abhyankar PetscValidHeaderSpecific(xl,VEC_CLASSID,2); 9582b4ed282SShri Abhyankar PetscValidHeaderSpecific(xu,VEC_CLASSID,3); 95961589011SJed Brown ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESVISetVariableBounds_C",(PetscVoidStarFunction)&f);CHKERRQ(ierr); 96061589011SJed Brown if (!f) {ierr = SNESSetType(snes,SNESVIRS);CHKERRQ(ierr);} 96161589011SJed Brown ierr = PetscUseMethod(snes,"SNESVISetVariableBounds_C",(SNES,Vec,Vec),(snes,xl,xu));CHKERRQ(ierr); 96261589011SJed Brown PetscFunctionReturn(0); 96361589011SJed Brown } 96461589011SJed Brown 96561589011SJed Brown EXTERN_C_BEGIN 96661589011SJed Brown #undef __FUNCT__ 96761589011SJed Brown #define __FUNCT__ "SNESVISetVariableBounds_VI" 96861589011SJed Brown PetscErrorCode SNESVISetVariableBounds_VI(SNES snes,Vec xl,Vec xu) 96961589011SJed Brown { 97061589011SJed Brown PetscErrorCode ierr; 97161589011SJed Brown const PetscScalar *xxl,*xxu; 97261589011SJed Brown PetscInt i,n, cnt = 0; 97361589011SJed Brown 97461589011SJed Brown PetscFunctionBegin; 975a63bb30eSJed Brown ierr = SNESGetFunction(snes,&snes->vec_func,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr); 976a63bb30eSJed Brown if (!snes->vec_func) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call SNESSetFunction() or SNESSetDM() first"); 9772b4ed282SShri Abhyankar if (xl->map->N != snes->vec_func->map->N) SETERRQ2(PETSC_COMM_SELF,PETSC_ERR_ARG_INCOMP,"Incompatible vector lengths lower bound = %D solution vector = %D",xl->map->N,snes->vec_func->map->N); 9782b4ed282SShri Abhyankar if (xu->map->N != snes->vec_func->map->N) SETERRQ2(PETSC_COMM_SELF,PETSC_ERR_ARG_INCOMP,"Incompatible vector lengths: upper bound = %D solution vector = %D",xu->map->N,snes->vec_func->map->N); 979*c2fc9fa9SBarry Smith ierr = SNESSetType(snes,SNESVIRS);CHKERRQ(ierr); 9802176524cSBarry Smith ierr = PetscObjectReference((PetscObject)xl);CHKERRQ(ierr); 9812176524cSBarry Smith ierr = PetscObjectReference((PetscObject)xu);CHKERRQ(ierr); 982*c2fc9fa9SBarry Smith ierr = VecDestroy(&snes->xl);CHKERRQ(ierr); 983*c2fc9fa9SBarry Smith ierr = VecDestroy(&snes->xu);CHKERRQ(ierr); 984*c2fc9fa9SBarry Smith snes->xl = xl; 985*c2fc9fa9SBarry Smith snes->xu = xu; 9866fd67740SBarry Smith ierr = VecGetLocalSize(xl,&n);CHKERRQ(ierr); 9876fd67740SBarry Smith ierr = VecGetArrayRead(xl,&xxl);CHKERRQ(ierr); 9886fd67740SBarry Smith ierr = VecGetArrayRead(xu,&xxu);CHKERRQ(ierr); 9896fd67740SBarry Smith for (i=0; i<n; i++) { 9906fd67740SBarry Smith cnt += ((xxl[i] != SNES_VI_NINF) || (xxu[i] != SNES_VI_INF)); 9916fd67740SBarry Smith } 992*c2fc9fa9SBarry Smith ierr = MPI_Allreduce(&cnt,&snes->ntruebounds,1,MPIU_INT,MPI_SUM,((PetscObject)snes)->comm);CHKERRQ(ierr); 9936fd67740SBarry Smith ierr = VecRestoreArrayRead(xl,&xxl);CHKERRQ(ierr); 9946fd67740SBarry Smith ierr = VecRestoreArrayRead(xu,&xxu);CHKERRQ(ierr); 9952b4ed282SShri Abhyankar PetscFunctionReturn(0); 9962b4ed282SShri Abhyankar } 99761589011SJed Brown EXTERN_C_END 99892c02d66SPeter Brune 99992c02d66SPeter Brune EXTERN_C_BEGIN 100092c02d66SPeter Brune #undef __FUNCT__ 100192c02d66SPeter Brune #define __FUNCT__ "SNESLineSearchSetType_VI" 100292c02d66SPeter Brune PetscErrorCode SNESLineSearchSetType_VI(SNES snes, SNESLineSearchType type) 100392c02d66SPeter Brune { 100492c02d66SPeter Brune PetscErrorCode ierr; 100592c02d66SPeter Brune PetscFunctionBegin; 100692c02d66SPeter Brune 100792c02d66SPeter Brune switch (type) { 100892c02d66SPeter Brune case SNES_LS_BASIC: 100992c02d66SPeter Brune ierr = SNESLineSearchSet(snes,SNESLineSearchNo_VI,PETSC_NULL);CHKERRQ(ierr); 101092c02d66SPeter Brune break; 101192c02d66SPeter Brune case SNES_LS_BASIC_NONORMS: 101292c02d66SPeter Brune ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms_VI,PETSC_NULL);CHKERRQ(ierr); 101392c02d66SPeter Brune break; 101492c02d66SPeter Brune case SNES_LS_QUADRATIC: 101592c02d66SPeter Brune ierr = SNESLineSearchSet(snes,SNESLineSearchQuadratic_VI,PETSC_NULL);CHKERRQ(ierr); 101692c02d66SPeter Brune break; 101792c02d66SPeter Brune case SNES_LS_CUBIC: 101892c02d66SPeter Brune ierr = SNESLineSearchSet(snes,SNESLineSearchCubic_VI,PETSC_NULL);CHKERRQ(ierr); 101992c02d66SPeter Brune break; 102092c02d66SPeter Brune default: 102192c02d66SPeter Brune SETERRQ(PETSC_COMM_SELF, PETSC_ERR_SUP,"Unknown line search type"); 102292c02d66SPeter Brune break; 102392c02d66SPeter Brune } 102492c02d66SPeter Brune snes->ls_type = type; 102592c02d66SPeter Brune PetscFunctionReturn(0); 102692c02d66SPeter Brune } 102792c02d66SPeter Brune EXTERN_C_END 102892c02d66SPeter Brune 10292b4ed282SShri Abhyankar #undef __FUNCT__ 1030*c2fc9fa9SBarry Smith #define __FUNCT__ "SNESSetFromOptions_VI" 1031*c2fc9fa9SBarry Smith PetscErrorCode SNESSetFromOptions_VI(SNES snes) 10322b4ed282SShri Abhyankar { 10332b4ed282SShri Abhyankar PetscErrorCode ierr; 1034*c2fc9fa9SBarry Smith PetscBool flg; 10352b4ed282SShri Abhyankar 10362b4ed282SShri Abhyankar PetscFunctionBegin; 1037*c2fc9fa9SBarry Smith ierr = PetscOptionsHead("SNES VI options");CHKERRQ(ierr); 1038*c2fc9fa9SBarry Smith ierr = PetscOptionsBool("-snes_vi_monitor","Monitor all non-active variables","None",PETSC_FALSE,&flg,0);CHKERRQ(ierr); 1039*c2fc9fa9SBarry Smith if (flg) { 1040*c2fc9fa9SBarry Smith ierr = SNESMonitorSet(snes,SNESMonitorVI,0,0);CHKERRQ(ierr); 10412b4ed282SShri Abhyankar } 1042*c2fc9fa9SBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 1043ed70e96aSJungho Lee PetscFunctionReturn(0); 1044ed70e96aSJungho Lee } 1045