xref: /petsc/src/snes/impls/vi/vi.c (revision a79edbef9e693da3f78450db6f40863c07a6856b)
12b4ed282SShri Abhyankar #define PETSCSNES_DLL
22b4ed282SShri Abhyankar 
32b4ed282SShri Abhyankar #include "../src/snes/impls/vi/viimpl.h"
42b4ed282SShri Abhyankar 
52b4ed282SShri Abhyankar /*
62b4ed282SShri Abhyankar      Checks if J^T F = 0 which implies we've found a local minimum of the norm of the function,
72b4ed282SShri 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
82b4ed282SShri Abhyankar     0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More
92b4ed282SShri Abhyankar     for this trick. One assumes that the probability that W is in the null space of J is very, very small.
102b4ed282SShri Abhyankar */
112b4ed282SShri Abhyankar #undef __FUNCT__
122b4ed282SShri Abhyankar #define __FUNCT__ "SNESVICheckLocalMin_Private"
13ace3abfcSBarry Smith PetscErrorCode SNESVICheckLocalMin_Private(SNES snes,Mat A,Vec F,Vec W,PetscReal fnorm,PetscBool *ismin)
142b4ed282SShri Abhyankar {
152b4ed282SShri Abhyankar   PetscReal      a1;
162b4ed282SShri Abhyankar   PetscErrorCode ierr;
17ace3abfcSBarry Smith   PetscBool     hastranspose;
182b4ed282SShri Abhyankar 
192b4ed282SShri Abhyankar   PetscFunctionBegin;
202b4ed282SShri Abhyankar   *ismin = PETSC_FALSE;
212b4ed282SShri Abhyankar   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
222b4ed282SShri Abhyankar   if (hastranspose) {
232b4ed282SShri Abhyankar     /* Compute || J^T F|| */
242b4ed282SShri Abhyankar     ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr);
252b4ed282SShri Abhyankar     ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr);
262b4ed282SShri Abhyankar     ierr = PetscInfo1(snes,"|| J^T F|| %G near zero implies found a local minimum\n",a1/fnorm);CHKERRQ(ierr);
272b4ed282SShri Abhyankar     if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE;
282b4ed282SShri Abhyankar   } else {
292b4ed282SShri Abhyankar     Vec         work;
302b4ed282SShri Abhyankar     PetscScalar result;
312b4ed282SShri Abhyankar     PetscReal   wnorm;
322b4ed282SShri Abhyankar 
332b4ed282SShri Abhyankar     ierr = VecSetRandom(W,PETSC_NULL);CHKERRQ(ierr);
342b4ed282SShri Abhyankar     ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr);
352b4ed282SShri Abhyankar     ierr = VecDuplicate(W,&work);CHKERRQ(ierr);
362b4ed282SShri Abhyankar     ierr = MatMult(A,W,work);CHKERRQ(ierr);
372b4ed282SShri Abhyankar     ierr = VecDot(F,work,&result);CHKERRQ(ierr);
382b4ed282SShri Abhyankar     ierr = VecDestroy(work);CHKERRQ(ierr);
392b4ed282SShri Abhyankar     a1   = PetscAbsScalar(result)/(fnorm*wnorm);
402b4ed282SShri Abhyankar     ierr = PetscInfo1(snes,"(F^T J random)/(|| F ||*||random|| %G near zero implies found a local minimum\n",a1);CHKERRQ(ierr);
412b4ed282SShri Abhyankar     if (a1 < 1.e-4) *ismin = PETSC_TRUE;
422b4ed282SShri Abhyankar   }
432b4ed282SShri Abhyankar   PetscFunctionReturn(0);
442b4ed282SShri Abhyankar }
452b4ed282SShri Abhyankar 
462b4ed282SShri Abhyankar /*
472b4ed282SShri Abhyankar      Checks if J^T(F - J*X) = 0
482b4ed282SShri Abhyankar */
492b4ed282SShri Abhyankar #undef __FUNCT__
502b4ed282SShri Abhyankar #define __FUNCT__ "SNESVICheckResidual_Private"
512b4ed282SShri Abhyankar PetscErrorCode SNESVICheckResidual_Private(SNES snes,Mat A,Vec F,Vec X,Vec W1,Vec W2)
522b4ed282SShri Abhyankar {
532b4ed282SShri Abhyankar   PetscReal      a1,a2;
542b4ed282SShri Abhyankar   PetscErrorCode ierr;
55ace3abfcSBarry Smith   PetscBool     hastranspose;
562b4ed282SShri Abhyankar 
572b4ed282SShri Abhyankar   PetscFunctionBegin;
582b4ed282SShri Abhyankar   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
592b4ed282SShri Abhyankar   if (hastranspose) {
602b4ed282SShri Abhyankar     ierr = MatMult(A,X,W1);CHKERRQ(ierr);
612b4ed282SShri Abhyankar     ierr = VecAXPY(W1,-1.0,F);CHKERRQ(ierr);
622b4ed282SShri Abhyankar 
632b4ed282SShri Abhyankar     /* Compute || J^T W|| */
642b4ed282SShri Abhyankar     ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr);
652b4ed282SShri Abhyankar     ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr);
662b4ed282SShri Abhyankar     ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr);
672b4ed282SShri Abhyankar     if (a1 != 0.0) {
682b4ed282SShri Abhyankar       ierr = PetscInfo1(snes,"||J^T(F-Ax)||/||F-AX|| %G near zero implies inconsistent rhs\n",a2/a1);CHKERRQ(ierr);
692b4ed282SShri Abhyankar     }
702b4ed282SShri Abhyankar   }
712b4ed282SShri Abhyankar   PetscFunctionReturn(0);
722b4ed282SShri Abhyankar }
732b4ed282SShri Abhyankar 
742b4ed282SShri Abhyankar /*
752b4ed282SShri Abhyankar   SNESDefaultConverged_VI - Checks the convergence of the semismooth newton algorithm.
762b4ed282SShri Abhyankar 
772b4ed282SShri Abhyankar   Notes:
782b4ed282SShri Abhyankar   The convergence criterion currently implemented is
792b4ed282SShri Abhyankar   merit < abstol
802b4ed282SShri Abhyankar   merit < rtol*merit_initial
812b4ed282SShri Abhyankar */
822b4ed282SShri Abhyankar #undef __FUNCT__
832b4ed282SShri Abhyankar #define __FUNCT__ "SNESDefaultConverged_VI"
842b4ed282SShri Abhyankar PetscErrorCode SNESDefaultConverged_VI(SNES snes,PetscInt it,PetscReal xnorm,PetscReal gradnorm,PetscReal merit,SNESConvergedReason *reason,void *dummy)
852b4ed282SShri Abhyankar {
862b4ed282SShri Abhyankar   PetscErrorCode ierr;
872b4ed282SShri Abhyankar 
882b4ed282SShri Abhyankar   PetscFunctionBegin;
892b4ed282SShri Abhyankar   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
902b4ed282SShri Abhyankar   PetscValidPointer(reason,6);
912b4ed282SShri Abhyankar 
922b4ed282SShri Abhyankar   *reason = SNES_CONVERGED_ITERATING;
932b4ed282SShri Abhyankar 
942b4ed282SShri Abhyankar   if (!it) {
952b4ed282SShri Abhyankar     /* set parameter for default relative tolerance convergence test */
962b4ed282SShri Abhyankar     snes->ttol = merit*snes->rtol;
972b4ed282SShri Abhyankar   }
982b4ed282SShri Abhyankar   if (merit != merit) {
992b4ed282SShri Abhyankar     ierr = PetscInfo(snes,"Failed to converged, function norm is NaN\n");CHKERRQ(ierr);
1002b4ed282SShri Abhyankar     *reason = SNES_DIVERGED_FNORM_NAN;
1012b4ed282SShri Abhyankar   } else if (merit < snes->abstol) {
1022b4ed282SShri Abhyankar     ierr = PetscInfo2(snes,"Converged due to merit function %G < %G\n",merit,snes->abstol);CHKERRQ(ierr);
1032b4ed282SShri Abhyankar     *reason = SNES_CONVERGED_FNORM_ABS;
1042b4ed282SShri Abhyankar   } else if (snes->nfuncs >= snes->max_funcs) {
1052b4ed282SShri Abhyankar     ierr = PetscInfo2(snes,"Exceeded maximum number of function evaluations: %D > %D\n",snes->nfuncs,snes->max_funcs);CHKERRQ(ierr);
1062b4ed282SShri Abhyankar     *reason = SNES_DIVERGED_FUNCTION_COUNT;
1072b4ed282SShri Abhyankar   }
1082b4ed282SShri Abhyankar 
1092b4ed282SShri Abhyankar   if (it && !*reason) {
1102b4ed282SShri Abhyankar     if (merit < snes->ttol) {
1112b4ed282SShri Abhyankar       ierr = PetscInfo2(snes,"Converged due to merit function %G < %G (relative tolerance)\n",merit,snes->ttol);CHKERRQ(ierr);
1122b4ed282SShri Abhyankar       *reason = SNES_CONVERGED_FNORM_RELATIVE;
1132b4ed282SShri Abhyankar     }
1142b4ed282SShri Abhyankar   }
1152b4ed282SShri Abhyankar   PetscFunctionReturn(0);
1162b4ed282SShri Abhyankar }
1172b4ed282SShri Abhyankar 
1182b4ed282SShri Abhyankar /*
1192b4ed282SShri Abhyankar   SNESVIComputeMeritFunction - Evaluates the merit function for the mixed complementarity problem.
1202b4ed282SShri Abhyankar 
1212b4ed282SShri Abhyankar   Input Parameter:
1222b4ed282SShri Abhyankar . phi - the semismooth function
1232b4ed282SShri Abhyankar 
1242b4ed282SShri Abhyankar   Output Parameter:
1252b4ed282SShri Abhyankar . merit - the merit function
1262b4ed282SShri Abhyankar . phinorm - ||phi||
1272b4ed282SShri Abhyankar 
1282b4ed282SShri Abhyankar   Notes:
1292b4ed282SShri Abhyankar   The merit function for the mixed complementarity problem is defined as
1302b4ed282SShri Abhyankar      merit = 0.5*phi^T*phi
1312b4ed282SShri Abhyankar */
1322b4ed282SShri Abhyankar #undef __FUNCT__
1332b4ed282SShri Abhyankar #define __FUNCT__ "SNESVIComputeMeritFunction"
1342b4ed282SShri Abhyankar static PetscErrorCode SNESVIComputeMeritFunction(Vec phi, PetscReal* merit,PetscReal* phinorm)
1352b4ed282SShri Abhyankar {
1362b4ed282SShri Abhyankar   PetscErrorCode ierr;
1372b4ed282SShri Abhyankar 
1382b4ed282SShri Abhyankar   PetscFunctionBegin;
1392b4ed282SShri Abhyankar   ierr = VecNormBegin(phi,NORM_2,phinorm);
1402b4ed282SShri Abhyankar   ierr = VecNormEnd(phi,NORM_2,phinorm);
1412b4ed282SShri Abhyankar 
1422b4ed282SShri Abhyankar   *merit = 0.5*(*phinorm)*(*phinorm);
1432b4ed282SShri Abhyankar   PetscFunctionReturn(0);
1442b4ed282SShri Abhyankar }
1452b4ed282SShri Abhyankar 
1462b4ed282SShri Abhyankar /*
1472b4ed282SShri Abhyankar   ComputeFischerFunction - Computes the semismooth fischer burmeister function for a mixed complementarity equation.
1482b4ed282SShri Abhyankar 
1492b4ed282SShri Abhyankar   Notes:
1502b4ed282SShri Abhyankar   The Fischer-Burmeister function is defined as
1512b4ed282SShri Abhyankar        ff(a,b) := sqrt(a*a + b*b) - a - b
1522b4ed282SShri Abhyankar   and is used reformulate a complementarity equation  as a semismooth equation.
1532b4ed282SShri Abhyankar */
1542b4ed282SShri Abhyankar 
1552b4ed282SShri Abhyankar #undef __FUNCT__
1562b4ed282SShri Abhyankar #define __FUNCT__ "ComputeFischerFunction"
1572b4ed282SShri Abhyankar static PetscErrorCode ComputeFischerFunction(PetscScalar a, PetscScalar b, PetscScalar* ff)
1582b4ed282SShri Abhyankar {
1592b4ed282SShri Abhyankar   PetscFunctionBegin;
1602b4ed282SShri Abhyankar   *ff = sqrt(a*a + b*b) - a - b;
1612b4ed282SShri Abhyankar   PetscFunctionReturn(0);
1622b4ed282SShri Abhyankar }
1632b4ed282SShri Abhyankar 
1642b4ed282SShri Abhyankar /*
1651f79c099SShri Abhyankar    SNESVIComputeFunction - Reformulates a system of nonlinear equations in mixed complementarity form to a system of nonlinear equations in semismooth form.
1662b4ed282SShri Abhyankar 
1672b4ed282SShri Abhyankar    Input Parameters:
1682b4ed282SShri Abhyankar .  snes - the SNES context
1692b4ed282SShri Abhyankar .  x - current iterate
1702b4ed282SShri Abhyankar .  functx - user defined function context
1712b4ed282SShri Abhyankar 
1722b4ed282SShri Abhyankar    Output Parameters:
1732b4ed282SShri Abhyankar .  phi - Semismooth function
1742b4ed282SShri Abhyankar 
1752b4ed282SShri Abhyankar    Notes:
1762b4ed282SShri Abhyankar    The result of this function is done by cases:
1772b4ed282SShri Abhyankar +  l[i] == -infinity, u[i] == infinity  -- phi[i] = -f[i]
1782b4ed282SShri Abhyankar .  l[i] == -infinity, u[i] finite       -- phi[i] = ss(u[i]-x[i], -f[i])
1792b4ed282SShri Abhyankar .  l[i] finite,       u[i] == infinity  -- phi[i] = ss(x[i]-l[i],  f[i])
1802b4ed282SShri Abhyankar .  l[i] finite < u[i] finite -- phi[i] = phi(x[i]-l[i], ss(u[i]-x[i], -f[u]))
1812b4ed282SShri Abhyankar -  otherwise l[i] == u[i] -- phi[i] = l[i] - x[i]
1822b4ed282SShri Abhyankar    ss is the semismoothing function used to reformulate the nonlinear equation in complementarity
1832b4ed282SShri Abhyankar    form to semismooth form
1842b4ed282SShri Abhyankar 
1852b4ed282SShri Abhyankar */
1862b4ed282SShri Abhyankar #undef __FUNCT__
1871f79c099SShri Abhyankar #define __FUNCT__ "SNESVIComputeFunction"
1881f79c099SShri Abhyankar static PetscErrorCode SNESVIComputeFunction(SNES snes,Vec X,Vec phi,void* functx)
1892b4ed282SShri Abhyankar {
1902b4ed282SShri Abhyankar   PetscErrorCode  ierr;
1912b4ed282SShri Abhyankar   SNES_VI       *vi = (SNES_VI*)snes->data;
1922b4ed282SShri Abhyankar   Vec             Xl = vi->xl,Xu = vi->xu,F = snes->vec_func;
1932b4ed282SShri Abhyankar   PetscScalar     *phi_arr,*x_arr,*f_arr,*l,*u,t;
1942b4ed282SShri Abhyankar   PetscInt        i,nlocal;
1952b4ed282SShri Abhyankar 
1962b4ed282SShri Abhyankar   PetscFunctionBegin;
1972b4ed282SShri Abhyankar   ierr = (*vi->computeuserfunction)(snes,X,F,functx);CHKERRQ(ierr);
1982b4ed282SShri Abhyankar   ierr = VecGetLocalSize(X,&nlocal);CHKERRQ(ierr);
1992b4ed282SShri Abhyankar 
2002b4ed282SShri Abhyankar   ierr = VecGetArray(X,&x_arr);CHKERRQ(ierr);
2012b4ed282SShri Abhyankar   ierr = VecGetArray(F,&f_arr);CHKERRQ(ierr);
2022b4ed282SShri Abhyankar   ierr = VecGetArray(Xl,&l);CHKERRQ(ierr);
2032b4ed282SShri Abhyankar   ierr = VecGetArray(Xu,&u);CHKERRQ(ierr);
2042b4ed282SShri Abhyankar   ierr = VecGetArray(phi,&phi_arr);CHKERRQ(ierr);
2052b4ed282SShri Abhyankar 
2062b4ed282SShri Abhyankar   for (i=0;i < nlocal;i++) {
2072b4ed282SShri Abhyankar     if ((l[i] <= PETSC_VI_NINF) && (u[i] >= PETSC_VI_INF)) {
2082b4ed282SShri Abhyankar       phi_arr[i] = -f_arr[i];
2092b4ed282SShri Abhyankar     }
2102b4ed282SShri Abhyankar     else if (l[i] <= PETSC_VI_NINF) {
2112b4ed282SShri Abhyankar       t = u[i] - x_arr[i];
2122b4ed282SShri Abhyankar       ierr = ComputeFischerFunction(t,-f_arr[i],&phi_arr[i]);CHKERRQ(ierr);
2132b4ed282SShri Abhyankar       phi_arr[i] = -phi_arr[i];
2142b4ed282SShri Abhyankar     }
2152b4ed282SShri Abhyankar     else if (u[i] >= PETSC_VI_INF) {
2162b4ed282SShri Abhyankar       t = x_arr[i] - l[i];
2172b4ed282SShri Abhyankar       ierr = ComputeFischerFunction(t,f_arr[i],&phi_arr[i]);CHKERRQ(ierr);
2182b4ed282SShri Abhyankar     }
2192b4ed282SShri Abhyankar     else if (l[i] == u[i]) {
2202b4ed282SShri Abhyankar       phi_arr[i] = l[i] - x_arr[i];
2212b4ed282SShri Abhyankar     }
2222b4ed282SShri Abhyankar     else {
2232b4ed282SShri Abhyankar       t = u[i] - x_arr[i];
2242b4ed282SShri Abhyankar       ierr = ComputeFischerFunction(t,-f_arr[i],&phi_arr[i]);
2252b4ed282SShri Abhyankar       t = x_arr[i] - l[i];
2262b4ed282SShri Abhyankar       ierr = ComputeFischerFunction(t,phi_arr[i],&phi_arr[i]);
2272b4ed282SShri Abhyankar     }
2282b4ed282SShri Abhyankar   }
2292b4ed282SShri Abhyankar 
2302b4ed282SShri Abhyankar   ierr = VecRestoreArray(X,&x_arr);CHKERRQ(ierr);
2312b4ed282SShri Abhyankar   ierr = VecRestoreArray(F,&f_arr);CHKERRQ(ierr);
2322b4ed282SShri Abhyankar   ierr = VecRestoreArray(Xl,&l);CHKERRQ(ierr);
2332b4ed282SShri Abhyankar   ierr = VecRestoreArray(Xu,&u);CHKERRQ(ierr);
2342b4ed282SShri Abhyankar   ierr = VecRestoreArray(phi,&phi_arr);CHKERRQ(ierr);
2352b4ed282SShri Abhyankar 
2362b4ed282SShri Abhyankar   PetscFunctionReturn(0);
2372b4ed282SShri Abhyankar }
2382b4ed282SShri Abhyankar 
2392b4ed282SShri Abhyankar /*
240*a79edbefSShri Abhyankar    SNESVIComputeBsubdifferentialVectors - Computes the diagonal shift (Da) and row scaling (Db) vectors needed for the
241*a79edbefSShri Abhyankar                                           the semismooth jacobian.
2422b4ed282SShri Abhyankar */
2432b4ed282SShri Abhyankar #undef __FUNCT__
244*a79edbefSShri Abhyankar #define __FUNCT__ "SNESVIComputeBsubdifferentialVectors"
245*a79edbefSShri Abhyankar PetscErrorCode SNESVIComputeBsubdifferentialVectors(SNES snes,Vec X,Vec F,Mat jac,Vec Da,Vec Db)
2462b4ed282SShri Abhyankar {
2472b4ed282SShri Abhyankar   PetscErrorCode ierr;
2482b4ed282SShri Abhyankar   SNES_VI      *vi = (SNES_VI*)snes->data;
2492b4ed282SShri Abhyankar   PetscScalar    *l,*u,*x,*f,*da,*db,*z,*t,t1,t2,ci,di,ei;
2502b4ed282SShri Abhyankar   PetscInt       i,nlocal;
2512b4ed282SShri Abhyankar 
2522b4ed282SShri Abhyankar   PetscFunctionBegin;
2532b4ed282SShri Abhyankar 
2542b4ed282SShri Abhyankar   ierr = VecGetArray(X,&x);CHKERRQ(ierr);
2552b4ed282SShri Abhyankar   ierr = VecGetArray(F,&f);CHKERRQ(ierr);
2562b4ed282SShri Abhyankar   ierr = VecGetArray(vi->xl,&l);CHKERRQ(ierr);
2572b4ed282SShri Abhyankar   ierr = VecGetArray(vi->xu,&u);CHKERRQ(ierr);
258*a79edbefSShri Abhyankar   ierr = VecGetArray(Da,&da);CHKERRQ(ierr);
259*a79edbefSShri Abhyankar   ierr = VecGetArray(Db,&db);CHKERRQ(ierr);
2602b4ed282SShri Abhyankar   ierr = VecGetArray(vi->z,&z);CHKERRQ(ierr);
2612b4ed282SShri Abhyankar 
2622b4ed282SShri Abhyankar   ierr = VecGetLocalSize(X,&nlocal);CHKERRQ(ierr);
2632b4ed282SShri Abhyankar   /* Set the elements of the vector z:
2642b4ed282SShri Abhyankar      z[i] = 1 if (x[i] - l[i],f[i]) = (0,0) or (u[i] - x[i],f[i]) = (0,0)
2652b4ed282SShri Abhyankar      else z[i] = 0
2662b4ed282SShri Abhyankar   */
2672b4ed282SShri Abhyankar   for(i=0;i < nlocal;i++) {
2682b4ed282SShri Abhyankar     da[i] = db[i] = z[i] = 0;
2692b4ed282SShri Abhyankar     if(PetscAbsScalar(f[i]) <= vi->const_tol) {
2702b4ed282SShri Abhyankar       if ((l[i] > PETSC_VI_NINF) && (PetscAbsScalar(x[i]-l[i]) <= vi->const_tol)) {
2712b4ed282SShri Abhyankar 	da[i] = 1;
2722b4ed282SShri Abhyankar 	z[i]  = 1;
2732b4ed282SShri Abhyankar       }
2742b4ed282SShri Abhyankar       if ((u[i] < PETSC_VI_INF) && (PetscAbsScalar(u[i]-x[i]) <= vi->const_tol)) {
2752b4ed282SShri Abhyankar 	db[i] = 1;
2762b4ed282SShri Abhyankar 	z[i]  = 1;
2772b4ed282SShri Abhyankar       }
2782b4ed282SShri Abhyankar     }
2792b4ed282SShri Abhyankar   }
2802b4ed282SShri Abhyankar   ierr = VecRestoreArray(vi->z,&z);CHKERRQ(ierr);
281*a79edbefSShri Abhyankar   ierr = MatMult(jac,vi->z,vi->t);CHKERRQ(ierr);
2822b4ed282SShri Abhyankar   ierr = VecGetArray(vi->t,&t);CHKERRQ(ierr);
2832b4ed282SShri Abhyankar   /* Compute the elements of the diagonal perturbation vector Da and row scaling vector Db */
2842b4ed282SShri Abhyankar   for(i=0;i< nlocal;i++) {
2852b4ed282SShri Abhyankar     /* Free variables */
2862b4ed282SShri Abhyankar     if ((l[i] <= PETSC_VI_NINF) && (u[i] >= PETSC_VI_INF)) {
2872b4ed282SShri Abhyankar       da[i] = 0; db[i] = -1;
2882b4ed282SShri Abhyankar     }
2892b4ed282SShri Abhyankar     /* lower bounded variables */
2902b4ed282SShri Abhyankar     else if (u[i] >= PETSC_VI_INF) {
2912b4ed282SShri Abhyankar       if (da[i] >= 1) {
2922b4ed282SShri Abhyankar 	t2 = PetscScalarNorm(1,t[i]);
2932b4ed282SShri Abhyankar 	da[i] = 1/t2 - 1;
2942b4ed282SShri Abhyankar 	db[i] = t[i]/t2 - 1;
2952b4ed282SShri Abhyankar       } else {
2962b4ed282SShri Abhyankar 	t1 = x[i] - l[i];
2972b4ed282SShri Abhyankar 	t2 = PetscScalarNorm(t1,f[i]);
2982b4ed282SShri Abhyankar 	da[i] = t1/t2 - 1;
2992b4ed282SShri Abhyankar 	db[i] = f[i]/t2 - 1;
3002b4ed282SShri Abhyankar       }
3012b4ed282SShri Abhyankar     }
3022b4ed282SShri Abhyankar     /* upper bounded variables */
3032b4ed282SShri Abhyankar     else if (l[i] <= PETSC_VI_NINF) {
3042b4ed282SShri Abhyankar       if (db[i] >= 1) {
3052b4ed282SShri Abhyankar 	t2 = PetscScalarNorm(1,t[i]);
3062b4ed282SShri Abhyankar 	da[i] = -1/t2 -1;
3072b4ed282SShri Abhyankar 	db[i] = -t[i]/t2 - 1;
3082b4ed282SShri Abhyankar       }
3092b4ed282SShri Abhyankar       else {
3102b4ed282SShri Abhyankar 	t1 = u[i] - x[i];
3112b4ed282SShri Abhyankar 	t2 = PetscScalarNorm(t1,f[i]);
3122b4ed282SShri Abhyankar 	da[i] = t1/t2 - 1;
3132b4ed282SShri Abhyankar 	db[i] = -f[i]/t2 - 1;
3142b4ed282SShri Abhyankar       }
3152b4ed282SShri Abhyankar     }
3162b4ed282SShri Abhyankar     /* Fixed variables */
3172b4ed282SShri Abhyankar     else if (l[i] == u[i]) {
3182b4ed282SShri Abhyankar       da[i] = -1;
3192b4ed282SShri Abhyankar       db[i] = 0;
3202b4ed282SShri Abhyankar     }
3212b4ed282SShri Abhyankar     /* Box constrained variables */
3222b4ed282SShri Abhyankar     else {
3232b4ed282SShri Abhyankar       if (db[i] >= 1) {
3242b4ed282SShri Abhyankar 	t2 = PetscScalarNorm(1,t[i]);
3252b4ed282SShri Abhyankar 	ci = 1/t2 + 1;
3262b4ed282SShri Abhyankar 	di = t[i]/t2 + 1;
3272b4ed282SShri Abhyankar       }
3282b4ed282SShri Abhyankar       else {
3292b4ed282SShri Abhyankar 	t1 = x[i] - u[i];
3302b4ed282SShri Abhyankar 	t2 = PetscScalarNorm(t1,f[i]);
3312b4ed282SShri Abhyankar 	ci = t1/t2 + 1;
3322b4ed282SShri Abhyankar 	di = f[i]/t2 + 1;
3332b4ed282SShri Abhyankar       }
3342b4ed282SShri Abhyankar 
3352b4ed282SShri Abhyankar       if (da[i] >= 1) {
3362b4ed282SShri Abhyankar 	t1 = ci + di*t[i];
3372b4ed282SShri Abhyankar 	t2 = PetscScalarNorm(1,t1);
3382b4ed282SShri Abhyankar 	t1 = t1/t2 - 1;
3392b4ed282SShri Abhyankar 	t2 = 1/t2  - 1;
3402b4ed282SShri Abhyankar       }
3412b4ed282SShri Abhyankar       else {
3422b4ed282SShri Abhyankar 	ierr = ComputeFischerFunction(u[i]-x[i],-f[i],&ei);CHKERRQ(ierr);
3432b4ed282SShri Abhyankar 	t2 = PetscScalarNorm(x[i]-l[i],ei);
3442b4ed282SShri Abhyankar 	t1 = ei/t2 - 1;
3452b4ed282SShri Abhyankar 	t2 = (x[i] - l[i])/t2 - 1;
3462b4ed282SShri Abhyankar       }
3472b4ed282SShri Abhyankar 
3482b4ed282SShri Abhyankar       da[i] = t2 + t1*ci;
3492b4ed282SShri Abhyankar       db[i] = t1*di;
3502b4ed282SShri Abhyankar     }
3512b4ed282SShri Abhyankar   }
3522b4ed282SShri Abhyankar   ierr = VecRestoreArray(X,&x);CHKERRQ(ierr);
3532b4ed282SShri Abhyankar   ierr = VecRestoreArray(F,&f);CHKERRQ(ierr);
3542b4ed282SShri Abhyankar   ierr = VecRestoreArray(vi->xl,&l);CHKERRQ(ierr);
3552b4ed282SShri Abhyankar   ierr = VecRestoreArray(vi->xu,&u);CHKERRQ(ierr);
356*a79edbefSShri Abhyankar   ierr = VecRestoreArray(Da,&da);CHKERRQ(ierr);
357*a79edbefSShri Abhyankar   ierr = VecRestoreArray(Db,&db);CHKERRQ(ierr);
3582b4ed282SShri Abhyankar   ierr = VecRestoreArray(vi->t,&t);CHKERRQ(ierr);
3592b4ed282SShri Abhyankar 
360*a79edbefSShri Abhyankar   PetscFunctionReturn(0);
361*a79edbefSShri Abhyankar }
362*a79edbefSShri Abhyankar 
363*a79edbefSShri Abhyankar /*
364*a79edbefSShri Abhyankar    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.
365*a79edbefSShri Abhyankar 
366*a79edbefSShri Abhyankar    Input Parameters:
367*a79edbefSShri Abhyankar .  Da       - Diagonal shift vector for the semismooth jacobian.
368*a79edbefSShri Abhyankar .  Db       - Row scaling vector for the semismooth jacobian.
369*a79edbefSShri Abhyankar 
370*a79edbefSShri Abhyankar    Output Parameters:
371*a79edbefSShri Abhyankar .  jac      - semismooth jacobian
372*a79edbefSShri Abhyankar .  jac_pre  - optional preconditioning matrix
373*a79edbefSShri Abhyankar 
374*a79edbefSShri Abhyankar    Notes:
375*a79edbefSShri Abhyankar    The semismooth jacobian matrix is given by
376*a79edbefSShri Abhyankar    jac = Da + Db*jacfun
377*a79edbefSShri Abhyankar    where Db is the row scaling matrix stored as a vector,
378*a79edbefSShri Abhyankar          Da is the diagonal perturbation matrix stored as a vector
379*a79edbefSShri Abhyankar    and   jacfun is the jacobian of the original nonlinear function.
380*a79edbefSShri Abhyankar */
381*a79edbefSShri Abhyankar #undef __FUNCT__
382*a79edbefSShri Abhyankar #define __FUNCT__ "SNESVIComputeJacobian"
383*a79edbefSShri Abhyankar PetscErrorCode SNESVIComputeJacobian(Mat jac, Mat jac_pre,Vec Da, Vec Db)
384*a79edbefSShri Abhyankar {
385*a79edbefSShri Abhyankar   PetscErrorCode ierr;
386*a79edbefSShri Abhyankar 
3872b4ed282SShri Abhyankar   /* Do row scaling  and add diagonal perturbation */
388*a79edbefSShri Abhyankar   ierr = MatDiagonalScale(jac,Db,PETSC_NULL);CHKERRQ(ierr);
389*a79edbefSShri Abhyankar   ierr = MatDiagonalSet(jac,Da,ADD_VALUES);CHKERRQ(ierr);
390*a79edbefSShri Abhyankar   if (jac != jac_pre) { /* If jac and jac_pre are different */
391*a79edbefSShri Abhyankar     ierr = MatDiagonalScale(jac_pre,Db,PETSC_NULL);
392*a79edbefSShri Abhyankar     ierr = MatDiagonalSet(jac_pre,Da,ADD_VALUES);CHKERRQ(ierr);
3932b4ed282SShri Abhyankar   }
3942b4ed282SShri Abhyankar 
3952b4ed282SShri Abhyankar   PetscFunctionReturn(0);
3962b4ed282SShri Abhyankar }
3972b4ed282SShri Abhyankar 
3982b4ed282SShri Abhyankar /*
3992b4ed282SShri Abhyankar    SNESVIComputeMeritFunctionGradient - Computes the gradient of the merit function psi.
4002b4ed282SShri Abhyankar 
4012b4ed282SShri Abhyankar    Input Parameters:
4022b4ed282SShri Abhyankar .  phi - semismooth function.
4032b4ed282SShri Abhyankar .  H   - semismooth jacobian
4042b4ed282SShri Abhyankar 
4052b4ed282SShri Abhyankar    Output Parameters:
4062b4ed282SShri Abhyankar .  dpsi - merit function gradient
4072b4ed282SShri Abhyankar 
4082b4ed282SShri Abhyankar    Notes:
4092b4ed282SShri Abhyankar    The merit function gradient is computed as follows
4102b4ed282SShri Abhyankar    dpsi = H^T*phi
4112b4ed282SShri Abhyankar */
4122b4ed282SShri Abhyankar #undef __FUNCT__
4132b4ed282SShri Abhyankar #define __FUNCT__ "SNESVIComputeMeritFunctionGradient"
4142b4ed282SShri Abhyankar PetscErrorCode SNESVIComputeMeritFunctionGradient(Mat H, Vec phi, Vec dpsi)
4152b4ed282SShri Abhyankar {
4162b4ed282SShri Abhyankar   PetscErrorCode ierr;
4172b4ed282SShri Abhyankar 
4182b4ed282SShri Abhyankar   PetscFunctionBegin;
4192b4ed282SShri Abhyankar   ierr = MatMultTranspose(H,phi,dpsi);
4202b4ed282SShri Abhyankar 
4212b4ed282SShri Abhyankar   PetscFunctionReturn(0);
4222b4ed282SShri Abhyankar }
4232b4ed282SShri Abhyankar 
4242b4ed282SShri Abhyankar /*
4252b4ed282SShri Abhyankar    SNESVISetDescentDirection - Sets the descent direction for the semismooth algorithm
4262b4ed282SShri Abhyankar 
4272b4ed282SShri Abhyankar    Input Parameters:
4282b4ed282SShri Abhyankar .  snes - the SNES context.
4292b4ed282SShri Abhyankar .  dpsi - gradient of the merit function.
4302b4ed282SShri Abhyankar 
4312b4ed282SShri Abhyankar    Output Parameters:
4322b4ed282SShri Abhyankar .  flg  - PETSC_TRUE if the sufficient descent condition is not satisfied.
4332b4ed282SShri Abhyankar 
4342b4ed282SShri Abhyankar    Notes:
4352b4ed282SShri Abhyankar    The condition for the sufficient descent direction is
4362b4ed282SShri Abhyankar         dpsi^T*Y > delta*||Y||^rho
4372b4ed282SShri Abhyankar    where rho, delta are as defined in the SNES_VI structure.
4382b4ed282SShri Abhyankar    If this condition is satisfied then the existing descent direction i.e.
4392b4ed282SShri Abhyankar    the direction given by the linear solve should be used otherwise it should be set to the negative of the merit function gradient i.e -dpsi.
4402b4ed282SShri Abhyankar */
4412b4ed282SShri Abhyankar #undef __FUNCT__
4422b4ed282SShri Abhyankar #define __FUNCT__ "SNESVICheckDescentDirection"
443ace3abfcSBarry Smith PetscErrorCode SNESVICheckDescentDirection(SNES snes,Vec dpsi, Vec Y,PetscBool* flg)
4442b4ed282SShri Abhyankar {
4452b4ed282SShri Abhyankar   PetscErrorCode  ierr;
4462b4ed282SShri Abhyankar   SNES_VI       *vi = (SNES_VI*)snes->data;
4472b4ed282SShri Abhyankar   PetscScalar     dpsidotY;
4482b4ed282SShri Abhyankar   PetscReal       norm_Y,rhs;
4492b4ed282SShri Abhyankar   const PetscReal rho = vi->rho,delta=vi->delta;
4502b4ed282SShri Abhyankar 
4512b4ed282SShri Abhyankar   PetscFunctionBegin;
4522b4ed282SShri Abhyankar 
4532b4ed282SShri Abhyankar   *flg = PETSC_FALSE;
4542b4ed282SShri Abhyankar   ierr = VecDot(dpsi,Y,&dpsidotY);CHKERRQ(ierr);
4552b4ed282SShri Abhyankar   ierr = VecNormBegin(Y,NORM_2,&norm_Y);CHKERRQ(ierr);
4562b4ed282SShri Abhyankar   ierr = VecNormEnd(Y,NORM_2,&norm_Y);CHKERRQ(ierr);
4572b4ed282SShri Abhyankar 
4582b4ed282SShri Abhyankar   rhs = delta*PetscPowScalar(norm_Y,rho);
4592b4ed282SShri Abhyankar 
4602b4ed282SShri Abhyankar   if (dpsidotY <= rhs) *flg = PETSC_TRUE;
4612b4ed282SShri Abhyankar 
4622b4ed282SShri Abhyankar   PetscFunctionReturn(0);
4632b4ed282SShri Abhyankar }
4642b4ed282SShri Abhyankar 
4652b4ed282SShri Abhyankar /*
4662b4ed282SShri Abhyankar    SNESVIAdjustInitialGuess - Readjusts the initial guess to the SNES solver supplied by the user so that the initial guess lies inside the feasible region .
4672b4ed282SShri Abhyankar 
4682b4ed282SShri Abhyankar    Input Parameters:
4692b4ed282SShri Abhyankar .  lb - lower bound.
4702b4ed282SShri Abhyankar .  ub - upper bound.
4712b4ed282SShri Abhyankar 
4722b4ed282SShri Abhyankar    Output Parameters:
4732b4ed282SShri Abhyankar .  X - the readjusted initial guess.
4742b4ed282SShri Abhyankar 
4752b4ed282SShri Abhyankar    Notes:
4762b4ed282SShri Abhyankar    The readjusted initial guess X[i] = max(max(min(l[i],X[i]),min(X[i],u[i])),min(l[i],u[i]))
4772b4ed282SShri Abhyankar */
4782b4ed282SShri Abhyankar #undef __FUNCT__
4792b4ed282SShri Abhyankar #define __FUNCT__ "SNESVIAdjustInitialGuess"
4802b4ed282SShri Abhyankar PetscErrorCode SNESVIAdjustInitialGuess(Vec X, Vec lb, Vec ub)
4812b4ed282SShri Abhyankar {
4822b4ed282SShri Abhyankar   PetscErrorCode ierr;
4832b4ed282SShri Abhyankar   PetscInt       i,nlocal;
4842b4ed282SShri Abhyankar   PetscScalar    *x,*l,*u;
4852b4ed282SShri Abhyankar 
4862b4ed282SShri Abhyankar   PetscFunctionBegin;
4872b4ed282SShri Abhyankar 
4882b4ed282SShri Abhyankar   ierr = VecGetLocalSize(X,&nlocal);CHKERRQ(ierr);
4892b4ed282SShri Abhyankar   ierr = VecGetArray(X,&x);CHKERRQ(ierr);
4902b4ed282SShri Abhyankar   ierr = VecGetArray(lb,&l);CHKERRQ(ierr);
4912b4ed282SShri Abhyankar   ierr = VecGetArray(ub,&u);CHKERRQ(ierr);
4922b4ed282SShri Abhyankar 
4932b4ed282SShri Abhyankar   for(i = 0; i < nlocal; i++) {
4942b4ed282SShri Abhyankar     x[i] = PetscMax(PetscMax(PetscMin(x[i],l[i]),PetscMin(x[i],u[i])),PetscMin(l[i],u[i]));
4952b4ed282SShri Abhyankar   }
4962b4ed282SShri Abhyankar 
4972b4ed282SShri Abhyankar   ierr = VecRestoreArray(X,&x);CHKERRQ(ierr);
4982b4ed282SShri Abhyankar   ierr = VecRestoreArray(lb,&l);CHKERRQ(ierr);
4992b4ed282SShri Abhyankar   ierr = VecRestoreArray(ub,&u);CHKERRQ(ierr);
5002b4ed282SShri Abhyankar 
5012b4ed282SShri Abhyankar   PetscFunctionReturn(0);
5022b4ed282SShri Abhyankar }
5032b4ed282SShri Abhyankar 
5042b4ed282SShri Abhyankar /*  --------------------------------------------------------------------
5052b4ed282SShri Abhyankar 
5062b4ed282SShri Abhyankar      This file implements a semismooth truncated Newton method with a line search,
5072b4ed282SShri Abhyankar      for solving a system of nonlinear equations in complementarity form, using the KSP, Vec,
5082b4ed282SShri Abhyankar      and Mat interfaces for linear solvers, vectors, and matrices,
5092b4ed282SShri Abhyankar      respectively.
5102b4ed282SShri Abhyankar 
5112b4ed282SShri Abhyankar      The following basic routines are required for each nonlinear solver:
5122b4ed282SShri Abhyankar           SNESCreate_XXX()          - Creates a nonlinear solver context
5132b4ed282SShri Abhyankar           SNESSetFromOptions_XXX()  - Sets runtime options
5142b4ed282SShri Abhyankar           SNESSolve_XXX()           - Solves the nonlinear system
5152b4ed282SShri Abhyankar           SNESDestroy_XXX()         - Destroys the nonlinear solver context
5162b4ed282SShri Abhyankar      The suffix "_XXX" denotes a particular implementation, in this case
5172b4ed282SShri Abhyankar      we use _VI (e.g., SNESCreate_VI, SNESSolve_VI) for solving
5182b4ed282SShri Abhyankar      systems of nonlinear equations with a line search (LS) method.
5192b4ed282SShri Abhyankar      These routines are actually called via the common user interface
5202b4ed282SShri Abhyankar      routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and
5212b4ed282SShri Abhyankar      SNESDestroy(), so the application code interface remains identical
5222b4ed282SShri Abhyankar      for all nonlinear solvers.
5232b4ed282SShri Abhyankar 
5242b4ed282SShri Abhyankar      Another key routine is:
5252b4ed282SShri Abhyankar           SNESSetUp_XXX()           - Prepares for the use of a nonlinear solver
5262b4ed282SShri Abhyankar      by setting data structures and options.   The interface routine SNESSetUp()
5272b4ed282SShri Abhyankar      is not usually called directly by the user, but instead is called by
5282b4ed282SShri Abhyankar      SNESSolve() if necessary.
5292b4ed282SShri Abhyankar 
5302b4ed282SShri Abhyankar      Additional basic routines are:
5312b4ed282SShri Abhyankar           SNESView_XXX()            - Prints details of runtime options that
5322b4ed282SShri Abhyankar                                       have actually been used.
5332b4ed282SShri Abhyankar      These are called by application codes via the interface routines
5342b4ed282SShri Abhyankar      SNESView().
5352b4ed282SShri Abhyankar 
5362b4ed282SShri Abhyankar      The various types of solvers (preconditioners, Krylov subspace methods,
5372b4ed282SShri Abhyankar      nonlinear solvers, timesteppers) are all organized similarly, so the
5382b4ed282SShri Abhyankar      above description applies to these categories also.
5392b4ed282SShri Abhyankar 
5402b4ed282SShri Abhyankar     -------------------------------------------------------------------- */
5412b4ed282SShri Abhyankar /*
54269c03620SShri Abhyankar    SNESSolveVI_SS - Solves the complementarity problem with a semismooth Newton
5432b4ed282SShri Abhyankar    method using a line search.
5442b4ed282SShri Abhyankar 
5452b4ed282SShri Abhyankar    Input Parameters:
5462b4ed282SShri Abhyankar .  snes - the SNES context
5472b4ed282SShri Abhyankar 
5482b4ed282SShri Abhyankar    Output Parameter:
5492b4ed282SShri Abhyankar .  outits - number of iterations until termination
5502b4ed282SShri Abhyankar 
5512b4ed282SShri Abhyankar    Application Interface Routine: SNESSolve()
5522b4ed282SShri Abhyankar 
5532b4ed282SShri Abhyankar    Notes:
5542b4ed282SShri Abhyankar    This implements essentially a semismooth Newton method with a
5552b4ed282SShri Abhyankar    line search.  By default a cubic backtracking line search
5562b4ed282SShri Abhyankar    is employed, as described in the text "Numerical Methods for
5572b4ed282SShri Abhyankar    Unconstrained Optimization and Nonlinear Equations" by Dennis
5582b4ed282SShri Abhyankar    and Schnabel.
5592b4ed282SShri Abhyankar */
5602b4ed282SShri Abhyankar #undef __FUNCT__
56169c03620SShri Abhyankar #define __FUNCT__ "SNESSolveVI_SS"
56269c03620SShri Abhyankar PetscErrorCode SNESSolveVI_SS(SNES snes)
5632b4ed282SShri Abhyankar {
5642b4ed282SShri Abhyankar   SNES_VI            *vi = (SNES_VI*)snes->data;
5652b4ed282SShri Abhyankar   PetscErrorCode     ierr;
5662b4ed282SShri Abhyankar   PetscInt           maxits,i,lits;
567ace3abfcSBarry Smith   PetscBool          lssucceed,changedir;
5682b4ed282SShri Abhyankar   MatStructure       flg = DIFFERENT_NONZERO_PATTERN;
5692b4ed282SShri Abhyankar   PetscReal          gnorm,xnorm=0,ynorm;
5702b4ed282SShri Abhyankar   Vec                Y,X,F,G,W;
5712b4ed282SShri Abhyankar   KSPConvergedReason kspreason;
5722b4ed282SShri Abhyankar 
5732b4ed282SShri Abhyankar   PetscFunctionBegin;
5742b4ed282SShri Abhyankar   snes->numFailures            = 0;
5752b4ed282SShri Abhyankar   snes->numLinearSolveFailures = 0;
5762b4ed282SShri Abhyankar   snes->reason                 = SNES_CONVERGED_ITERATING;
5772b4ed282SShri Abhyankar 
5782b4ed282SShri Abhyankar   maxits	= snes->max_its;	/* maximum number of iterations */
5792b4ed282SShri Abhyankar   X		= snes->vec_sol;	/* solution vector */
5802b4ed282SShri Abhyankar   F		= snes->vec_func;	/* residual vector */
5812b4ed282SShri Abhyankar   Y		= snes->work[0];	/* work vectors */
5822b4ed282SShri Abhyankar   G		= snes->work[1];
5832b4ed282SShri Abhyankar   W		= snes->work[2];
5842b4ed282SShri Abhyankar 
5852b4ed282SShri Abhyankar   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
5862b4ed282SShri Abhyankar   snes->iter = 0;
5872b4ed282SShri Abhyankar   snes->norm = 0.0;
5882b4ed282SShri Abhyankar   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
5892b4ed282SShri Abhyankar 
5902b4ed282SShri Abhyankar   ierr = SNESVIAdjustInitialGuess(X,vi->xl,vi->xu);CHKERRQ(ierr);
5912b4ed282SShri Abhyankar   ierr = SNESComputeFunction(snes,X,vi->phi);CHKERRQ(ierr);
5922b4ed282SShri Abhyankar   if (snes->domainerror) {
5932b4ed282SShri Abhyankar     snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
5942b4ed282SShri Abhyankar     PetscFunctionReturn(0);
5952b4ed282SShri Abhyankar   }
5962b4ed282SShri Abhyankar    /* Compute Merit function */
5972b4ed282SShri Abhyankar   ierr = SNESVIComputeMeritFunction(vi->phi,&vi->merit,&vi->phinorm);CHKERRQ(ierr);
5982b4ed282SShri Abhyankar 
5992b4ed282SShri Abhyankar   ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr);	/* xnorm <- ||x||  */
6002b4ed282SShri Abhyankar   ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr);
6012b4ed282SShri Abhyankar   if PetscIsInfOrNanReal(vi->merit) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
6022b4ed282SShri Abhyankar 
6032b4ed282SShri Abhyankar   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
6042b4ed282SShri Abhyankar   snes->norm = vi->phinorm;
6052b4ed282SShri Abhyankar   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
6062b4ed282SShri Abhyankar   SNESLogConvHistory(snes,vi->phinorm,0);
6072b4ed282SShri Abhyankar   SNESMonitor(snes,0,vi->phinorm);
6082b4ed282SShri Abhyankar 
6092b4ed282SShri Abhyankar   /* set parameter for default relative tolerance convergence test */
6102b4ed282SShri Abhyankar   snes->ttol = vi->phinorm*snes->rtol;
6112b4ed282SShri Abhyankar   /* test convergence */
6122b4ed282SShri Abhyankar   ierr = (*snes->ops->converged)(snes,0,0.0,0.0,vi->phinorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
6132b4ed282SShri Abhyankar   if (snes->reason) PetscFunctionReturn(0);
6142b4ed282SShri Abhyankar 
6152b4ed282SShri Abhyankar   for (i=0; i<maxits; i++) {
6162b4ed282SShri Abhyankar 
6172b4ed282SShri Abhyankar     /* Call general purpose update function */
6182b4ed282SShri Abhyankar     if (snes->ops->update) {
6192b4ed282SShri Abhyankar       ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
6202b4ed282SShri Abhyankar     }
6212b4ed282SShri Abhyankar 
6222b4ed282SShri Abhyankar     /* Solve J Y = Phi, where J is the semismooth jacobian */
623*a79edbefSShri Abhyankar     /* Get the nonlinear function jacobian */
6242b4ed282SShri Abhyankar     ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr);
625*a79edbefSShri Abhyankar     /* Get the diagonal shift and row scaling vectors */
626*a79edbefSShri Abhyankar     ierr = SNESVIComputeBsubdifferentialVectors(snes,X,F,snes->jacobian,vi->Da,vi->Db);CHKERRQ(ierr);
627*a79edbefSShri Abhyankar     /* Compute the semismooth jacobian */
628*a79edbefSShri Abhyankar     ierr = SNESVIComputeJacobian(snes->jacobian,snes->jacobian_pre,vi->Da,vi->Db);CHKERRQ(ierr);
6292b4ed282SShri Abhyankar 
6302b4ed282SShri Abhyankar     ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr);
6312b4ed282SShri Abhyankar     ierr = SNES_KSPSolve(snes,snes->ksp,vi->phi,Y);CHKERRQ(ierr);
6322b4ed282SShri Abhyankar     ierr = KSPGetConvergedReason(snes->ksp,&kspreason);CHKERRQ(ierr);
6332b4ed282SShri Abhyankar     ierr = SNESVIComputeMeritFunctionGradient(snes->jacobian,vi->phi,vi->dpsi);CHKERRQ(ierr);
6342b4ed282SShri Abhyankar     ierr = SNESVICheckDescentDirection(snes,vi->dpsi,Y,&changedir);CHKERRQ(ierr);
6352b4ed282SShri Abhyankar     if (kspreason < 0 || changedir) {
6362b4ed282SShri Abhyankar       if (++snes->numLinearSolveFailures >= snes->maxLinearSolveFailures) {
6372b4ed282SShri Abhyankar         ierr = PetscInfo2(snes,"iter=%D, number linear solve failures %D greater than current SNES allowed, stopping solve\n",snes->iter,snes->numLinearSolveFailures);CHKERRQ(ierr);
6382b4ed282SShri Abhyankar         snes->reason = SNES_DIVERGED_LINEAR_SOLVE;
6392b4ed282SShri Abhyankar         break;
6402b4ed282SShri Abhyankar       }
6412b4ed282SShri Abhyankar       ierr = VecCopy(vi->dpsi,Y);CHKERRQ(ierr);
6422b4ed282SShri Abhyankar     }
6432b4ed282SShri Abhyankar     ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr);
6442b4ed282SShri Abhyankar     snes->linear_its += lits;
6452b4ed282SShri Abhyankar     ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr);
6462b4ed282SShri Abhyankar     /*
6472b4ed282SShri Abhyankar     if (vi->precheckstep) {
648ace3abfcSBarry Smith       PetscBool changed_y = PETSC_FALSE;
6492b4ed282SShri Abhyankar       ierr = (*vi->precheckstep)(snes,X,Y,vi->precheck,&changed_y);CHKERRQ(ierr);
6502b4ed282SShri Abhyankar     }
6512b4ed282SShri Abhyankar 
6522b4ed282SShri Abhyankar     if (PetscLogPrintInfo){
6532b4ed282SShri Abhyankar       ierr = SNESVICheckResidual_Private(snes,snes->jacobian,F,Y,G,W);CHKERRQ(ierr);
6542b4ed282SShri Abhyankar     }
6552b4ed282SShri Abhyankar     */
6562b4ed282SShri Abhyankar     /* Compute a (scaled) negative update in the line search routine:
6572b4ed282SShri Abhyankar          Y <- X - lambda*Y
6582b4ed282SShri Abhyankar        and evaluate G = function(Y) (depends on the line search).
6592b4ed282SShri Abhyankar     */
6602b4ed282SShri Abhyankar     ierr = VecCopy(Y,snes->vec_sol_update);CHKERRQ(ierr);
6612b4ed282SShri Abhyankar     ynorm = 1; gnorm = vi->phinorm;
6622b4ed282SShri Abhyankar     ierr = (*vi->LineSearch)(snes,vi->lsP,X,vi->phi,G,Y,W,vi->phinorm,xnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr);
6632b4ed282SShri Abhyankar     ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",vi->phinorm,gnorm,ynorm,(int)lssucceed);CHKERRQ(ierr);
6642b4ed282SShri Abhyankar     if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
6652b4ed282SShri Abhyankar     if (snes->domainerror) {
6662b4ed282SShri Abhyankar       snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
6672b4ed282SShri Abhyankar       PetscFunctionReturn(0);
6682b4ed282SShri Abhyankar     }
6692b4ed282SShri Abhyankar     if (!lssucceed) {
6702b4ed282SShri Abhyankar       if (++snes->numFailures >= snes->maxFailures) {
671ace3abfcSBarry Smith 	PetscBool ismin;
6722b4ed282SShri Abhyankar         snes->reason = SNES_DIVERGED_LINE_SEARCH;
6732b4ed282SShri Abhyankar         ierr = SNESVICheckLocalMin_Private(snes,snes->jacobian,G,W,gnorm,&ismin);CHKERRQ(ierr);
6742b4ed282SShri Abhyankar         if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
6752b4ed282SShri Abhyankar         break;
6762b4ed282SShri Abhyankar       }
6772b4ed282SShri Abhyankar     }
6782b4ed282SShri Abhyankar     /* Update function and solution vectors */
6792b4ed282SShri Abhyankar     vi->phinorm = gnorm;
6802b4ed282SShri Abhyankar     vi->merit = 0.5*vi->phinorm*vi->phinorm;
6812b4ed282SShri Abhyankar     ierr = VecCopy(G,vi->phi);CHKERRQ(ierr);
6822b4ed282SShri Abhyankar     ierr = VecCopy(W,X);CHKERRQ(ierr);
6832b4ed282SShri Abhyankar     /* Monitor convergence */
6842b4ed282SShri Abhyankar     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
6852b4ed282SShri Abhyankar     snes->iter = i+1;
6862b4ed282SShri Abhyankar     snes->norm = vi->phinorm;
6872b4ed282SShri Abhyankar     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
6882b4ed282SShri Abhyankar     SNESLogConvHistory(snes,snes->norm,lits);
6892b4ed282SShri Abhyankar     SNESMonitor(snes,snes->iter,snes->norm);
6902b4ed282SShri Abhyankar     /* Test for convergence, xnorm = || X || */
6912b4ed282SShri Abhyankar     if (snes->ops->converged != SNESSkipConverged) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); }
6922b4ed282SShri Abhyankar     ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,vi->phinorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
6932b4ed282SShri Abhyankar     if (snes->reason) break;
6942b4ed282SShri Abhyankar   }
6952b4ed282SShri Abhyankar   if (i == maxits) {
6962b4ed282SShri Abhyankar     ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr);
6972b4ed282SShri Abhyankar     if(!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
6982b4ed282SShri Abhyankar   }
6992b4ed282SShri Abhyankar   PetscFunctionReturn(0);
7002b4ed282SShri Abhyankar }
70169c03620SShri Abhyankar 
70269c03620SShri Abhyankar #undef __FUNCT__
70369c03620SShri Abhyankar #define __FUNCT__ "SNESVICreateIndexSets_AS"
704*a79edbefSShri Abhyankar PetscErrorCode SNESVICreateIndexSets_AS(SNES snes,Vec Db,PetscReal thresh,IS* ISact,IS* ISinact)
70569c03620SShri Abhyankar {
70669c03620SShri Abhyankar   PetscErrorCode ierr;
70769c03620SShri Abhyankar   PetscInt       i,nlocal,ilow,ihigh,nloc_isact=0,nloc_isinact=0;
70869c03620SShri Abhyankar   PetscInt       *idx_act,*idx_inact,i1=0,i2=0;
70969c03620SShri Abhyankar   PetscScalar    *db;
71069c03620SShri Abhyankar 
71169c03620SShri Abhyankar   PetscFunctionBegin;
71269c03620SShri Abhyankar 
71369c03620SShri Abhyankar   ierr = VecGetLocalSize(Db,&nlocal);CHKERRQ(ierr);
71469c03620SShri Abhyankar   ierr = VecGetOwnershipRange(Db,&ilow,&ihigh);CHKERRQ(ierr);
71569c03620SShri Abhyankar   ierr = VecGetArray(Db,&db);CHKERRQ(ierr);
71669c03620SShri Abhyankar   /* Compute the sizes of the active and inactive sets */
71769c03620SShri Abhyankar   for (i=0; i < nlocal;i++) {
71869c03620SShri Abhyankar     if (db[i] <= thresh) nloc_isact++;
71969c03620SShri Abhyankar     else nloc_isact++;
72069c03620SShri Abhyankar   }
72169c03620SShri Abhyankar 
72269c03620SShri Abhyankar   ierr = PetscMalloc(nloc_isact*sizeof(PetscInt),&idx_act);CHKERRQ(ierr);
72369c03620SShri Abhyankar   ierr = PetscMalloc(nloc_isinact*sizeof(PetscInt),&idx_inact);CHKERRQ(ierr);
72469c03620SShri Abhyankar 
72569c03620SShri Abhyankar   /* Creating the indexing arrays */
72669c03620SShri Abhyankar   for(i=ilow; i < ihigh; i++) {
72769c03620SShri Abhyankar     if (db[i] <= thresh) idx_act[i1++] = i;
72869c03620SShri Abhyankar     else idx_inact[i2++] = i;
72969c03620SShri Abhyankar   }
73069c03620SShri Abhyankar 
73169c03620SShri Abhyankar   /* Create the index sets */
73269c03620SShri Abhyankar   ierr = ISCreateGeneral(((PetscObject)snes)->comm,nloc_isact,idx_act,PETSC_COPY_VALUES,ISact);CHKERRQ(ierr);
73369c03620SShri Abhyankar   ierr = ISCreateGeneral(((PetscObject)snes)->comm,nloc_isinact,idx_inact,PETSC_COPY_VALUES,ISinact);CHKERRQ(ierr);
73469c03620SShri Abhyankar 
73569c03620SShri Abhyankar   ierr = VecRestoreArray(Db,&db);CHKERRQ(ierr);
73669c03620SShri Abhyankar   ierr = PetscFree(idx_act);CHKERRQ(ierr);
73769c03620SShri Abhyankar   ierr = PetscFree(idx_inact);CHKERRQ(ierr);
73869c03620SShri Abhyankar   PetscFunctionReturn(0);
73969c03620SShri Abhyankar }
74069c03620SShri Abhyankar 
74169c03620SShri Abhyankar /* Variational Inequality solver using active set method */
74269c03620SShri Abhyankar #undef __FUNCT__
74369c03620SShri Abhyankar #define __FUNCT__ "SNESSolveVI_AS"
74469c03620SShri Abhyankar PetscErrorCode SNESSolveVI_AS(SNES snes)
74569c03620SShri Abhyankar {
74669c03620SShri Abhyankar   SNES_VI          *vi = (SNES_VI*)snes->data;
74769c03620SShri Abhyankar   PetscErrorCode     ierr;
74869c03620SShri Abhyankar   PetscInt           maxits,i,lits;
74969c03620SShri Abhyankar   PetscBool         lssucceed,changedir;
75069c03620SShri Abhyankar   MatStructure       flg = DIFFERENT_NONZERO_PATTERN;
75169c03620SShri Abhyankar   PetscReal          gnorm,xnorm=0,ynorm;
75269c03620SShri Abhyankar   Vec                Y,X,F,G,W;
75369c03620SShri Abhyankar   KSPConvergedReason kspreason;
75469c03620SShri Abhyankar 
75569c03620SShri Abhyankar   PetscFunctionBegin;
75669c03620SShri Abhyankar   snes->numFailures            = 0;
75769c03620SShri Abhyankar   snes->numLinearSolveFailures = 0;
75869c03620SShri Abhyankar   snes->reason                 = SNES_CONVERGED_ITERATING;
75969c03620SShri Abhyankar 
76069c03620SShri Abhyankar   maxits	= snes->max_its;	/* maximum number of iterations */
76169c03620SShri Abhyankar   X		= snes->vec_sol;	/* solution vector */
76269c03620SShri Abhyankar   F		= snes->vec_func;	/* residual vector */
76369c03620SShri Abhyankar   Y		= snes->work[0];	/* work vectors */
76469c03620SShri Abhyankar   G		= snes->work[1];
76569c03620SShri Abhyankar   W		= snes->work[2];
76669c03620SShri Abhyankar 
76769c03620SShri Abhyankar   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
76869c03620SShri Abhyankar   snes->iter = 0;
76969c03620SShri Abhyankar   snes->norm = 0.0;
77069c03620SShri Abhyankar   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
77169c03620SShri Abhyankar 
77269c03620SShri Abhyankar   ierr = SNESVIAdjustInitialGuess(X,vi->xl,vi->xu);CHKERRQ(ierr);
77369c03620SShri Abhyankar   ierr = SNESComputeFunction(snes,X,vi->phi);CHKERRQ(ierr);
77469c03620SShri Abhyankar   if (snes->domainerror) {
77569c03620SShri Abhyankar     snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
77669c03620SShri Abhyankar     PetscFunctionReturn(0);
77769c03620SShri Abhyankar   }
77869c03620SShri Abhyankar    /* Compute Merit function */
77969c03620SShri Abhyankar   ierr = SNESVIComputeMeritFunction(vi->phi,&vi->merit,&vi->phinorm);CHKERRQ(ierr);
78069c03620SShri Abhyankar 
78169c03620SShri Abhyankar   ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr);	/* xnorm <- ||x||  */
78269c03620SShri Abhyankar   ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr);
78369c03620SShri Abhyankar   if PetscIsInfOrNanReal(vi->merit) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
78469c03620SShri Abhyankar 
78569c03620SShri Abhyankar   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
78669c03620SShri Abhyankar   snes->norm = vi->phinorm;
78769c03620SShri Abhyankar   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
78869c03620SShri Abhyankar   SNESLogConvHistory(snes,vi->phinorm,0);
78969c03620SShri Abhyankar   SNESMonitor(snes,0,vi->phinorm);
79069c03620SShri Abhyankar 
79169c03620SShri Abhyankar   /* set parameter for default relative tolerance convergence test */
79269c03620SShri Abhyankar   snes->ttol = vi->phinorm*snes->rtol;
79369c03620SShri Abhyankar   /* test convergence */
79469c03620SShri Abhyankar   ierr = (*snes->ops->converged)(snes,0,0.0,0.0,vi->phinorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
79569c03620SShri Abhyankar   if (snes->reason) PetscFunctionReturn(0);
79669c03620SShri Abhyankar 
79769c03620SShri Abhyankar   for (i=0; i<maxits; i++) {
79869c03620SShri Abhyankar 
799*a79edbefSShri Abhyankar     IS                 IS_act,IS_inact; /* _act -> active set _inact -> inactive set */
800*a79edbefSShri Abhyankar     PetscReal          thresh,J_norm1;
801*a79edbefSShri Abhyankar 
80269c03620SShri Abhyankar     /* Call general purpose update function */
80369c03620SShri Abhyankar     if (snes->ops->update) {
80469c03620SShri Abhyankar       ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
80569c03620SShri Abhyankar     }
80669c03620SShri Abhyankar     ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr);
80769c03620SShri Abhyankar     /* Compute the threshold value for creating active and inactive sets */
80869c03620SShri Abhyankar     ierr = MatNorm(snes->jacobian,NORM_1,&J_norm1);CHKERRQ(ierr);
80969c03620SShri Abhyankar     thresh = PetscMin(vi->merit,1e-2)/(1+J_norm1);
810*a79edbefSShri Abhyankar 
811*a79edbefSShri Abhyankar     /* Compute B-subdifferential vectors Da and Db */
812*a79edbefSShri Abhyankar     ierr = SNESVIComputeBsubdifferentialVectors(snes,X,F,snes->jacobian,vi->Da,vi->Db);CHKERRQ(ierr);
81369c03620SShri Abhyankar     /* Create active and inactive index sets */
81469c03620SShri Abhyankar     ierr = SNESVICreateIndexSets_AS(snes,vi->Db,thresh,&IS_act,&IS_inact);CHKERRQ(ierr);
81569c03620SShri Abhyankar     ierr = VecView(vi->Db,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
81669c03620SShri Abhyankar     ierr = ISView(IS_act,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
81769c03620SShri Abhyankar     ierr = ISView(IS_inact,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
818*a79edbefSShri Abhyankar     SETERRQ(PETSC_COMM_SELF,PETSC_ERR_SUP,"Active set semismooth algorithm not implemented yet");
81969c03620SShri Abhyankar 
820730c24dcSShri Abhyankar     ierr = ISDestroy(IS_act);CHKERRQ(ierr);
821730c24dcSShri Abhyankar     ierr = ISDestroy(IS_inact);CHKERRQ(ierr);
822730c24dcSShri Abhyankar 
82369c03620SShri Abhyankar     ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr);
82469c03620SShri Abhyankar     ierr = SNES_KSPSolve(snes,snes->ksp,vi->phi,Y);CHKERRQ(ierr);
82569c03620SShri Abhyankar     ierr = KSPGetConvergedReason(snes->ksp,&kspreason);CHKERRQ(ierr);
82669c03620SShri Abhyankar     ierr = SNESVIComputeMeritFunctionGradient(snes->jacobian,vi->phi,vi->dpsi);CHKERRQ(ierr);
82769c03620SShri Abhyankar     ierr = SNESVICheckDescentDirection(snes,vi->dpsi,Y,&changedir);CHKERRQ(ierr);
82869c03620SShri Abhyankar     if (kspreason < 0 || changedir) {
82969c03620SShri Abhyankar       if (++snes->numLinearSolveFailures >= snes->maxLinearSolveFailures) {
83069c03620SShri Abhyankar         ierr = PetscInfo2(snes,"iter=%D, number linear solve failures %D greater than current SNES allowed, stopping solve\n",snes->iter,snes->numLinearSolveFailures);CHKERRQ(ierr);
83169c03620SShri Abhyankar         snes->reason = SNES_DIVERGED_LINEAR_SOLVE;
83269c03620SShri Abhyankar         break;
83369c03620SShri Abhyankar       }
83469c03620SShri Abhyankar       ierr = VecCopy(vi->dpsi,Y);CHKERRQ(ierr);
83569c03620SShri Abhyankar     }
83669c03620SShri Abhyankar     ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr);
83769c03620SShri Abhyankar     snes->linear_its += lits;
83869c03620SShri Abhyankar     ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr);
83969c03620SShri Abhyankar     /*
84069c03620SShri Abhyankar     if (vi->precheckstep) {
84169c03620SShri Abhyankar       PetscBool changed_y = PETSC_FALSE;
84269c03620SShri Abhyankar       ierr = (*vi->precheckstep)(snes,X,Y,vi->precheck,&changed_y);CHKERRQ(ierr);
84369c03620SShri Abhyankar     }
84469c03620SShri Abhyankar 
84569c03620SShri Abhyankar     if (PetscLogPrintInfo){
84669c03620SShri Abhyankar       ierr = SNESVICheckResidual_Private(snes,snes->jacobian,F,Y,G,W);CHKERRQ(ierr);
84769c03620SShri Abhyankar     }
84869c03620SShri Abhyankar     */
84969c03620SShri Abhyankar     /* Compute a (scaled) negative update in the line search routine:
85069c03620SShri Abhyankar          Y <- X - lambda*Y
85169c03620SShri Abhyankar        and evaluate G = function(Y) (depends on the line search).
85269c03620SShri Abhyankar     */
85369c03620SShri Abhyankar     ierr = VecCopy(Y,snes->vec_sol_update);CHKERRQ(ierr);
85469c03620SShri Abhyankar     ynorm = 1; gnorm = vi->phinorm;
85569c03620SShri Abhyankar     ierr = (*vi->LineSearch)(snes,vi->lsP,X,vi->phi,G,Y,W,vi->phinorm,xnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr);
85669c03620SShri Abhyankar     ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",vi->phinorm,gnorm,ynorm,(int)lssucceed);CHKERRQ(ierr);
85769c03620SShri Abhyankar     if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
85869c03620SShri Abhyankar     if (snes->domainerror) {
85969c03620SShri Abhyankar       snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
86069c03620SShri Abhyankar       PetscFunctionReturn(0);
86169c03620SShri Abhyankar     }
86269c03620SShri Abhyankar     if (!lssucceed) {
86369c03620SShri Abhyankar       if (++snes->numFailures >= snes->maxFailures) {
86469c03620SShri Abhyankar 	PetscBool ismin;
86569c03620SShri Abhyankar         snes->reason = SNES_DIVERGED_LINE_SEARCH;
86669c03620SShri Abhyankar         ierr = SNESVICheckLocalMin_Private(snes,snes->jacobian,G,W,gnorm,&ismin);CHKERRQ(ierr);
86769c03620SShri Abhyankar         if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
86869c03620SShri Abhyankar         break;
86969c03620SShri Abhyankar       }
87069c03620SShri Abhyankar     }
87169c03620SShri Abhyankar     /* Update function and solution vectors */
87269c03620SShri Abhyankar     vi->phinorm = gnorm;
87369c03620SShri Abhyankar     vi->merit = 0.5*vi->phinorm*vi->phinorm;
87469c03620SShri Abhyankar     ierr = VecCopy(G,vi->phi);CHKERRQ(ierr);
87569c03620SShri Abhyankar     ierr = VecCopy(W,X);CHKERRQ(ierr);
87669c03620SShri Abhyankar     /* Monitor convergence */
87769c03620SShri Abhyankar     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
87869c03620SShri Abhyankar     snes->iter = i+1;
87969c03620SShri Abhyankar     snes->norm = vi->phinorm;
88069c03620SShri Abhyankar     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
88169c03620SShri Abhyankar     SNESLogConvHistory(snes,snes->norm,lits);
88269c03620SShri Abhyankar     SNESMonitor(snes,snes->iter,snes->norm);
88369c03620SShri Abhyankar     /* Test for convergence, xnorm = || X || */
88469c03620SShri Abhyankar     if (snes->ops->converged != SNESSkipConverged) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); }
88569c03620SShri Abhyankar     ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,vi->phinorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
88669c03620SShri Abhyankar     if (snes->reason) break;
88769c03620SShri Abhyankar   }
88869c03620SShri Abhyankar   if (i == maxits) {
88969c03620SShri Abhyankar     ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr);
89069c03620SShri Abhyankar     if(!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
89169c03620SShri Abhyankar   }
89269c03620SShri Abhyankar   PetscFunctionReturn(0);
89369c03620SShri Abhyankar }
89469c03620SShri Abhyankar 
8952b4ed282SShri Abhyankar /* -------------------------------------------------------------------------- */
8962b4ed282SShri Abhyankar /*
8972b4ed282SShri Abhyankar    SNESSetUp_VI - Sets up the internal data structures for the later use
8982b4ed282SShri Abhyankar    of the SNESVI nonlinear solver.
8992b4ed282SShri Abhyankar 
9002b4ed282SShri Abhyankar    Input Parameter:
9012b4ed282SShri Abhyankar .  snes - the SNES context
9022b4ed282SShri Abhyankar .  x - the solution vector
9032b4ed282SShri Abhyankar 
9042b4ed282SShri Abhyankar    Application Interface Routine: SNESSetUp()
9052b4ed282SShri Abhyankar 
9062b4ed282SShri Abhyankar    Notes:
9072b4ed282SShri Abhyankar    For basic use of the SNES solvers, the user need not explicitly call
9082b4ed282SShri Abhyankar    SNESSetUp(), since these actions will automatically occur during
9092b4ed282SShri Abhyankar    the call to SNESSolve().
9102b4ed282SShri Abhyankar  */
9112b4ed282SShri Abhyankar #undef __FUNCT__
9122b4ed282SShri Abhyankar #define __FUNCT__ "SNESSetUp_VI"
9132b4ed282SShri Abhyankar PetscErrorCode SNESSetUp_VI(SNES snes)
9142b4ed282SShri Abhyankar {
9152b4ed282SShri Abhyankar   PetscErrorCode ierr;
9162b4ed282SShri Abhyankar   SNES_VI      *vi = (SNES_VI*) snes->data;
9172b4ed282SShri Abhyankar   PetscInt       i_start[3],i_end[3];
9182b4ed282SShri Abhyankar 
9192b4ed282SShri Abhyankar   PetscFunctionBegin;
9202b4ed282SShri Abhyankar   if (!snes->vec_sol_update) {
9212b4ed282SShri Abhyankar     ierr = VecDuplicate(snes->vec_sol,&snes->vec_sol_update);CHKERRQ(ierr);
9222b4ed282SShri Abhyankar     ierr = PetscLogObjectParent(snes,snes->vec_sol_update);CHKERRQ(ierr);
9232b4ed282SShri Abhyankar   }
9242b4ed282SShri Abhyankar   if (!snes->work) {
9252b4ed282SShri Abhyankar     snes->nwork = 3;
9262b4ed282SShri Abhyankar     ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr);
9272b4ed282SShri Abhyankar     ierr = PetscLogObjectParents(snes,snes->nwork,snes->work);CHKERRQ(ierr);
9282b4ed282SShri Abhyankar   }
9292b4ed282SShri Abhyankar 
9302b4ed282SShri Abhyankar   ierr = VecDuplicate(snes->vec_sol, &vi->phi); CHKERRQ(ierr);
9312b4ed282SShri Abhyankar   ierr = VecDuplicate(snes->vec_sol, &vi->dpsi); CHKERRQ(ierr);
9322b4ed282SShri Abhyankar   ierr = VecDuplicate(snes->vec_sol, &vi->Da); CHKERRQ(ierr);
9332b4ed282SShri Abhyankar   ierr = VecDuplicate(snes->vec_sol, &vi->Db); CHKERRQ(ierr);
9342b4ed282SShri Abhyankar   ierr = VecDuplicate(snes->vec_sol, &vi->z);CHKERRQ(ierr);
9352b4ed282SShri Abhyankar   ierr = VecDuplicate(snes->vec_sol, &vi->t); CHKERRQ(ierr);
9362b4ed282SShri Abhyankar 
9372b4ed282SShri Abhyankar   /* If the lower and upper bound on variables are not set, set it to
9382b4ed282SShri Abhyankar      -Inf and Inf */
9392b4ed282SShri Abhyankar   if (!vi->xl && !vi->xu) {
9402b4ed282SShri Abhyankar     vi->usersetxbounds = PETSC_FALSE;
9412b4ed282SShri Abhyankar     ierr = VecDuplicate(snes->vec_sol, &vi->xl); CHKERRQ(ierr);
9422b4ed282SShri Abhyankar     ierr = VecSet(vi->xl,PETSC_VI_NINF);CHKERRQ(ierr);
9432b4ed282SShri Abhyankar     ierr = VecDuplicate(snes->vec_sol, &vi->xu); CHKERRQ(ierr);
9442b4ed282SShri Abhyankar     ierr = VecSet(vi->xu,PETSC_VI_INF);CHKERRQ(ierr);
9452b4ed282SShri Abhyankar   } else {
9462b4ed282SShri Abhyankar     /* Check if lower bound, upper bound and solution vector distribution across the processors is identical */
9472b4ed282SShri Abhyankar     ierr = VecGetOwnershipRange(snes->vec_sol,i_start,i_end);CHKERRQ(ierr);
9482b4ed282SShri Abhyankar     ierr = VecGetOwnershipRange(vi->xl,i_start+1,i_end+1);CHKERRQ(ierr);
9492b4ed282SShri Abhyankar     ierr = VecGetOwnershipRange(vi->xu,i_start+2,i_end+2);CHKERRQ(ierr);
9502b4ed282SShri 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]))
9512b4ed282SShri 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.");
9522b4ed282SShri Abhyankar   }
9532b4ed282SShri Abhyankar 
9542b4ed282SShri Abhyankar   vi->computeuserfunction = snes->ops->computefunction;
9551f79c099SShri Abhyankar   snes->ops->computefunction = SNESVIComputeFunction;
956*a79edbefSShri Abhyankar 
9572b4ed282SShri Abhyankar   PetscFunctionReturn(0);
9582b4ed282SShri Abhyankar }
9592b4ed282SShri Abhyankar /* -------------------------------------------------------------------------- */
9602b4ed282SShri Abhyankar /*
9612b4ed282SShri Abhyankar    SNESDestroy_VI - Destroys the private SNES_VI context that was created
9622b4ed282SShri Abhyankar    with SNESCreate_VI().
9632b4ed282SShri Abhyankar 
9642b4ed282SShri Abhyankar    Input Parameter:
9652b4ed282SShri Abhyankar .  snes - the SNES context
9662b4ed282SShri Abhyankar 
9672b4ed282SShri Abhyankar    Application Interface Routine: SNESDestroy()
9682b4ed282SShri Abhyankar  */
9692b4ed282SShri Abhyankar #undef __FUNCT__
9702b4ed282SShri Abhyankar #define __FUNCT__ "SNESDestroy_VI"
9712b4ed282SShri Abhyankar PetscErrorCode SNESDestroy_VI(SNES snes)
9722b4ed282SShri Abhyankar {
9732b4ed282SShri Abhyankar   SNES_VI        *vi = (SNES_VI*) snes->data;
9742b4ed282SShri Abhyankar   PetscErrorCode ierr;
9752b4ed282SShri Abhyankar 
9762b4ed282SShri Abhyankar   PetscFunctionBegin;
9772b4ed282SShri Abhyankar   if (snes->vec_sol_update) {
9782b4ed282SShri Abhyankar     ierr = VecDestroy(snes->vec_sol_update);CHKERRQ(ierr);
9792b4ed282SShri Abhyankar     snes->vec_sol_update = PETSC_NULL;
9802b4ed282SShri Abhyankar   }
9812b4ed282SShri Abhyankar   if (snes->nwork) {
9822b4ed282SShri Abhyankar     ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr);
9832b4ed282SShri Abhyankar     snes->nwork = 0;
9842b4ed282SShri Abhyankar     snes->work  = PETSC_NULL;
9852b4ed282SShri Abhyankar   }
9862b4ed282SShri Abhyankar 
9872b4ed282SShri Abhyankar   /* clear vectors */
9882b4ed282SShri Abhyankar   ierr = VecDestroy(vi->phi); CHKERRQ(ierr);
9892b4ed282SShri Abhyankar   ierr = VecDestroy(vi->dpsi); CHKERRQ(ierr);
9902b4ed282SShri Abhyankar   ierr = VecDestroy(vi->Da); CHKERRQ(ierr);
9912b4ed282SShri Abhyankar   ierr = VecDestroy(vi->Db); CHKERRQ(ierr);
9922b4ed282SShri Abhyankar   ierr = VecDestroy(vi->z); CHKERRQ(ierr);
9932b4ed282SShri Abhyankar   ierr = VecDestroy(vi->t); CHKERRQ(ierr);
9942b4ed282SShri Abhyankar   if (!vi->usersetxbounds) {
9952b4ed282SShri Abhyankar     ierr = VecDestroy(vi->xl); CHKERRQ(ierr);
9962b4ed282SShri Abhyankar     ierr = VecDestroy(vi->xu); CHKERRQ(ierr);
9972b4ed282SShri Abhyankar   }
998c92abb8aSShri Abhyankar   if (vi->lsmonitor) {
999c92abb8aSShri Abhyankar     ierr = PetscViewerASCIIMonitorDestroy(vi->lsmonitor);CHKERRQ(ierr);
10002b4ed282SShri Abhyankar   }
10012b4ed282SShri Abhyankar   ierr = PetscFree(snes->data);CHKERRQ(ierr);
10022b4ed282SShri Abhyankar 
10032b4ed282SShri Abhyankar   /* clear composed functions */
10042b4ed282SShri Abhyankar   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","",PETSC_NULL);CHKERRQ(ierr);
1005c92abb8aSShri Abhyankar   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetMonitor_C","",PETSC_NULL);CHKERRQ(ierr);
10062b4ed282SShri Abhyankar   PetscFunctionReturn(0);
10072b4ed282SShri Abhyankar }
10082b4ed282SShri Abhyankar /* -------------------------------------------------------------------------- */
10092b4ed282SShri Abhyankar #undef __FUNCT__
10102b4ed282SShri Abhyankar #define __FUNCT__ "SNESLineSearchNo_VI"
10112b4ed282SShri Abhyankar 
10122b4ed282SShri Abhyankar /*
10132b4ed282SShri Abhyankar   This routine is a copy of SNESLineSearchNo routine in snes/impls/ls/ls.c
10142b4ed282SShri Abhyankar 
10152b4ed282SShri Abhyankar */
1016ace3abfcSBarry Smith PetscErrorCode SNESLineSearchNo_VI(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag)
10172b4ed282SShri Abhyankar {
10182b4ed282SShri Abhyankar   PetscErrorCode ierr;
10192b4ed282SShri Abhyankar   SNES_VI        *vi = (SNES_VI*)snes->data;
1020ace3abfcSBarry Smith   PetscBool     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
10212b4ed282SShri Abhyankar 
10222b4ed282SShri Abhyankar   PetscFunctionBegin;
10232b4ed282SShri Abhyankar   *flag = PETSC_TRUE;
10242b4ed282SShri Abhyankar   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
10252b4ed282SShri Abhyankar   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);         /* ynorm = || y || */
10262b4ed282SShri Abhyankar   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
10272b4ed282SShri Abhyankar   if (vi->postcheckstep) {
10282b4ed282SShri Abhyankar    ierr = (*vi->postcheckstep)(snes,x,y,w,vi->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
10292b4ed282SShri Abhyankar   }
10302b4ed282SShri Abhyankar   if (changed_y) {
10312b4ed282SShri Abhyankar     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
10322b4ed282SShri Abhyankar   }
10332b4ed282SShri Abhyankar   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
10342b4ed282SShri Abhyankar   if (!snes->domainerror) {
10352b4ed282SShri Abhyankar     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);  /* gnorm = || g || */
10362b4ed282SShri Abhyankar     if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
10372b4ed282SShri Abhyankar   }
1038c92abb8aSShri Abhyankar   if (vi->lsmonitor) {
1039c92abb8aSShri Abhyankar     ierr = PetscViewerASCIIMonitorPrintf(vi->lsmonitor,"    Line search: Using full step: fnorm %G gnorm %G\n",fnorm,*gnorm);CHKERRQ(ierr);
1040c92abb8aSShri Abhyankar   }
10412b4ed282SShri Abhyankar   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
10422b4ed282SShri Abhyankar   PetscFunctionReturn(0);
10432b4ed282SShri Abhyankar }
10442b4ed282SShri Abhyankar 
10452b4ed282SShri Abhyankar /* -------------------------------------------------------------------------- */
10462b4ed282SShri Abhyankar #undef __FUNCT__
10472b4ed282SShri Abhyankar #define __FUNCT__ "SNESLineSearchNoNorms_VI"
10482b4ed282SShri Abhyankar 
10492b4ed282SShri Abhyankar /*
10502b4ed282SShri Abhyankar   This routine is a copy of SNESLineSearchNoNorms in snes/impls/ls/ls.c
10512b4ed282SShri Abhyankar */
1052ace3abfcSBarry Smith PetscErrorCode SNESLineSearchNoNorms_VI(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag)
10532b4ed282SShri Abhyankar {
10542b4ed282SShri Abhyankar   PetscErrorCode ierr;
10552b4ed282SShri Abhyankar   SNES_VI        *vi = (SNES_VI*)snes->data;
1056ace3abfcSBarry Smith   PetscBool     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
10572b4ed282SShri Abhyankar 
10582b4ed282SShri Abhyankar   PetscFunctionBegin;
10592b4ed282SShri Abhyankar   *flag = PETSC_TRUE;
10602b4ed282SShri Abhyankar   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
10612b4ed282SShri Abhyankar   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y      */
10622b4ed282SShri Abhyankar   if (vi->postcheckstep) {
10632b4ed282SShri Abhyankar    ierr = (*vi->postcheckstep)(snes,x,y,w,vi->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
10642b4ed282SShri Abhyankar   }
10652b4ed282SShri Abhyankar   if (changed_y) {
10662b4ed282SShri Abhyankar     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
10672b4ed282SShri Abhyankar   }
10682b4ed282SShri Abhyankar 
10692b4ed282SShri Abhyankar   /* don't evaluate function the last time through */
10702b4ed282SShri Abhyankar   if (snes->iter < snes->max_its-1) {
10712b4ed282SShri Abhyankar     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
10722b4ed282SShri Abhyankar   }
10732b4ed282SShri Abhyankar   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
10742b4ed282SShri Abhyankar   PetscFunctionReturn(0);
10752b4ed282SShri Abhyankar }
10762b4ed282SShri Abhyankar /* -------------------------------------------------------------------------- */
10772b4ed282SShri Abhyankar #undef __FUNCT__
10782b4ed282SShri Abhyankar #define __FUNCT__ "SNESLineSearchCubic_VI"
10792b4ed282SShri Abhyankar /*
10802b4ed282SShri Abhyankar   This routine is a copy of SNESLineSearchCubic in snes/impls/ls/ls.c
10812b4ed282SShri Abhyankar */
1082ace3abfcSBarry Smith PetscErrorCode SNESLineSearchCubic_VI(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag)
10832b4ed282SShri Abhyankar {
10842b4ed282SShri Abhyankar   /*
10852b4ed282SShri Abhyankar      Note that for line search purposes we work with with the related
10862b4ed282SShri Abhyankar      minimization problem:
10872b4ed282SShri Abhyankar         min  z(x):  R^n -> R,
10882b4ed282SShri Abhyankar      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
10892b4ed282SShri Abhyankar      This function z(x) is same as the merit function for the complementarity problem.
10902b4ed282SShri Abhyankar    */
10912b4ed282SShri Abhyankar 
10922b4ed282SShri Abhyankar   PetscReal      initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength;
10932b4ed282SShri Abhyankar   PetscReal      minlambda,lambda,lambdatemp;
10942b4ed282SShri Abhyankar #if defined(PETSC_USE_COMPLEX)
10952b4ed282SShri Abhyankar   PetscScalar    cinitslope;
10962b4ed282SShri Abhyankar #endif
10972b4ed282SShri Abhyankar   PetscErrorCode ierr;
10982b4ed282SShri Abhyankar   PetscInt       count;
10992b4ed282SShri Abhyankar   SNES_VI      *vi = (SNES_VI*)snes->data;
1100ace3abfcSBarry Smith   PetscBool     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
11012b4ed282SShri Abhyankar   MPI_Comm       comm;
11022b4ed282SShri Abhyankar 
11032b4ed282SShri Abhyankar   PetscFunctionBegin;
11042b4ed282SShri Abhyankar   ierr = PetscObjectGetComm((PetscObject)snes,&comm);CHKERRQ(ierr);
11052b4ed282SShri Abhyankar   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
11062b4ed282SShri Abhyankar   *flag   = PETSC_TRUE;
11072b4ed282SShri Abhyankar 
11082b4ed282SShri Abhyankar   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
11092b4ed282SShri Abhyankar   if (*ynorm == 0.0) {
1110c92abb8aSShri Abhyankar     if (vi->lsmonitor) {
1111c92abb8aSShri Abhyankar       ierr = PetscViewerASCIIMonitorPrintf(vi->lsmonitor,"    Line search: Initial direction and size is 0\n");CHKERRQ(ierr);
11122b4ed282SShri Abhyankar     }
11132b4ed282SShri Abhyankar     *gnorm = fnorm;
11142b4ed282SShri Abhyankar     ierr   = VecCopy(x,w);CHKERRQ(ierr);
11152b4ed282SShri Abhyankar     ierr   = VecCopy(f,g);CHKERRQ(ierr);
11162b4ed282SShri Abhyankar     *flag  = PETSC_FALSE;
11172b4ed282SShri Abhyankar     goto theend1;
11182b4ed282SShri Abhyankar   }
11192b4ed282SShri Abhyankar   if (*ynorm > vi->maxstep) {	/* Step too big, so scale back */
1120c92abb8aSShri Abhyankar     if (vi->lsmonitor) {
1121c92abb8aSShri Abhyankar       ierr = PetscViewerASCIIMonitorPrintf(vi->lsmonitor,"    Line search: Scaling step by %G old ynorm %G\n",vi->maxstep/(*ynorm),*ynorm);CHKERRQ(ierr);
11222b4ed282SShri Abhyankar     }
11232b4ed282SShri Abhyankar     ierr = VecScale(y,vi->maxstep/(*ynorm));CHKERRQ(ierr);
11242b4ed282SShri Abhyankar     *ynorm = vi->maxstep;
11252b4ed282SShri Abhyankar   }
11262b4ed282SShri Abhyankar   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
11272b4ed282SShri Abhyankar   minlambda = vi->minlambda/rellength;
11282b4ed282SShri Abhyankar   /*  ierr      = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); */
11292b4ed282SShri Abhyankar #if defined(PETSC_USE_COMPLEX)
11302b4ed282SShri Abhyankar   ierr      = VecDot(vi->dpsi,y,&cinitslope);CHKERRQ(ierr);
11312b4ed282SShri Abhyankar   initslope = PetscRealPart(cinitslope);
11322b4ed282SShri Abhyankar #else
11332b4ed282SShri Abhyankar   ierr      = VecDot(vi->dpsi,y,&initslope);CHKERRQ(ierr);
11342b4ed282SShri Abhyankar #endif
11352b4ed282SShri Abhyankar   if (initslope > 0.0)  initslope = -initslope;
11362b4ed282SShri Abhyankar   if (initslope == 0.0) initslope = -1.0;
11372b4ed282SShri Abhyankar 
11382b4ed282SShri Abhyankar   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
11392b4ed282SShri Abhyankar   if (snes->nfuncs >= snes->max_funcs) {
11402b4ed282SShri Abhyankar     ierr  = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
11412b4ed282SShri Abhyankar     *flag = PETSC_FALSE;
11422b4ed282SShri Abhyankar     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
11432b4ed282SShri Abhyankar     goto theend1;
11442b4ed282SShri Abhyankar   }
11452b4ed282SShri Abhyankar   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
11462b4ed282SShri Abhyankar   if (snes->domainerror) {
11472b4ed282SShri Abhyankar     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
11482b4ed282SShri Abhyankar     PetscFunctionReturn(0);
11492b4ed282SShri Abhyankar   }
11502b4ed282SShri Abhyankar   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
11512b4ed282SShri Abhyankar   if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
11522b4ed282SShri Abhyankar   ierr = PetscInfo2(snes,"Initial fnorm %G gnorm %G\n",fnorm,*gnorm);CHKERRQ(ierr);
11532b4ed282SShri Abhyankar   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + vi->alpha*initslope) { /* Sufficient reduction */
1154c92abb8aSShri Abhyankar     if (vi->lsmonitor) {
1155c92abb8aSShri Abhyankar       ierr = PetscViewerASCIIMonitorPrintf(vi->lsmonitor,"    Line search: Using full step: fnorm %G gnorm %G\n",fnorm,*gnorm);CHKERRQ(ierr);
11562b4ed282SShri Abhyankar     }
11572b4ed282SShri Abhyankar     goto theend1;
11582b4ed282SShri Abhyankar   }
11592b4ed282SShri Abhyankar 
11602b4ed282SShri Abhyankar   /* Fit points with quadratic */
11612b4ed282SShri Abhyankar   lambda     = 1.0;
11622b4ed282SShri Abhyankar   lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
11632b4ed282SShri Abhyankar   lambdaprev = lambda;
11642b4ed282SShri Abhyankar   gnormprev  = *gnorm;
11652b4ed282SShri Abhyankar   if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
11662b4ed282SShri Abhyankar   if (lambdatemp <= .1*lambda) lambda = .1*lambda;
11672b4ed282SShri Abhyankar   else                         lambda = lambdatemp;
11682b4ed282SShri Abhyankar 
11692b4ed282SShri Abhyankar   ierr  = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
11702b4ed282SShri Abhyankar   if (snes->nfuncs >= snes->max_funcs) {
11712b4ed282SShri Abhyankar     ierr  = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr);
11722b4ed282SShri Abhyankar     *flag = PETSC_FALSE;
11732b4ed282SShri Abhyankar     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
11742b4ed282SShri Abhyankar     goto theend1;
11752b4ed282SShri Abhyankar   }
11762b4ed282SShri Abhyankar   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
11772b4ed282SShri Abhyankar   if (snes->domainerror) {
11782b4ed282SShri Abhyankar     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
11792b4ed282SShri Abhyankar     PetscFunctionReturn(0);
11802b4ed282SShri Abhyankar   }
11812b4ed282SShri Abhyankar   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
11822b4ed282SShri Abhyankar   if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
1183c92abb8aSShri Abhyankar   if (vi->lsmonitor) {
1184c92abb8aSShri Abhyankar     ierr = PetscViewerASCIIMonitorPrintf(vi->lsmonitor,"    Line search: gnorm after quadratic fit %G\n",*gnorm);CHKERRQ(ierr);
11852b4ed282SShri Abhyankar   }
11862b4ed282SShri Abhyankar   if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*vi->alpha*initslope) { /* sufficient reduction */
1187c92abb8aSShri Abhyankar     if (vi->lsmonitor) {
1188c92abb8aSShri Abhyankar       ierr = PetscViewerASCIIMonitorPrintf(vi->lsmonitor,"    Line search: Quadratically determined step, lambda=%18.16e\n",lambda);CHKERRQ(ierr);
11892b4ed282SShri Abhyankar     }
11902b4ed282SShri Abhyankar     goto theend1;
11912b4ed282SShri Abhyankar   }
11922b4ed282SShri Abhyankar 
11932b4ed282SShri Abhyankar   /* Fit points with cubic */
11942b4ed282SShri Abhyankar   count = 1;
11952b4ed282SShri Abhyankar   while (PETSC_TRUE) {
11962b4ed282SShri Abhyankar     if (lambda <= minlambda) {
1197c92abb8aSShri Abhyankar       if (vi->lsmonitor) {
1198c92abb8aSShri Abhyankar 	ierr = PetscViewerASCIIMonitorPrintf(vi->lsmonitor,"    Line search: unable to find good step length! After %D tries \n",count);CHKERRQ(ierr);
1199c92abb8aSShri Abhyankar 	ierr = PetscViewerASCIIMonitorPrintf(vi->lsmonitor,"    Line search: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,minlambda,lambda,initslope);CHKERRQ(ierr);
12002b4ed282SShri Abhyankar       }
12012b4ed282SShri Abhyankar       *flag = PETSC_FALSE;
12022b4ed282SShri Abhyankar       break;
12032b4ed282SShri Abhyankar     }
12042b4ed282SShri Abhyankar     t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope;
12052b4ed282SShri Abhyankar     t2 = .5*(gnormprev*gnormprev  - fnorm*fnorm) - lambdaprev*initslope;
12062b4ed282SShri Abhyankar     a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
12072b4ed282SShri Abhyankar     b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
12082b4ed282SShri Abhyankar     d  = b*b - 3*a*initslope;
12092b4ed282SShri Abhyankar     if (d < 0.0) d = 0.0;
12102b4ed282SShri Abhyankar     if (a == 0.0) {
12112b4ed282SShri Abhyankar       lambdatemp = -initslope/(2.0*b);
12122b4ed282SShri Abhyankar     } else {
12132b4ed282SShri Abhyankar       lambdatemp = (-b + sqrt(d))/(3.0*a);
12142b4ed282SShri Abhyankar     }
12152b4ed282SShri Abhyankar     lambdaprev = lambda;
12162b4ed282SShri Abhyankar     gnormprev  = *gnorm;
12172b4ed282SShri Abhyankar     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
12182b4ed282SShri Abhyankar     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
12192b4ed282SShri Abhyankar     else                         lambda     = lambdatemp;
12202b4ed282SShri Abhyankar     ierr  = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
12212b4ed282SShri Abhyankar     if (snes->nfuncs >= snes->max_funcs) {
12222b4ed282SShri Abhyankar       ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
12232b4ed282SShri Abhyankar       ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
12242b4ed282SShri Abhyankar       *flag = PETSC_FALSE;
12252b4ed282SShri Abhyankar       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
12262b4ed282SShri Abhyankar       break;
12272b4ed282SShri Abhyankar     }
12282b4ed282SShri Abhyankar     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
12292b4ed282SShri Abhyankar     if (snes->domainerror) {
12302b4ed282SShri Abhyankar       ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
12312b4ed282SShri Abhyankar       PetscFunctionReturn(0);
12322b4ed282SShri Abhyankar     }
12332b4ed282SShri Abhyankar     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
12342b4ed282SShri Abhyankar     if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
12352b4ed282SShri Abhyankar     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*vi->alpha*initslope) { /* is reduction enough? */
1236c92abb8aSShri Abhyankar       if (vi->lsmonitor) {
12372b4ed282SShri Abhyankar 	ierr = PetscPrintf(comm,"    Line search: Cubically determined step, current gnorm %G lambda=%18.16e\n",*gnorm,lambda);CHKERRQ(ierr);
12382b4ed282SShri Abhyankar       }
12392b4ed282SShri Abhyankar       break;
12402b4ed282SShri Abhyankar     } else {
1241c92abb8aSShri Abhyankar       if (vi->lsmonitor) {
12422b4ed282SShri Abhyankar         ierr = PetscPrintf(comm,"    Line search: Cubic step no good, shrinking lambda, current gnorm %G lambda=%18.16e\n",*gnorm,lambda);CHKERRQ(ierr);
12432b4ed282SShri Abhyankar       }
12442b4ed282SShri Abhyankar     }
12452b4ed282SShri Abhyankar     count++;
12462b4ed282SShri Abhyankar   }
12472b4ed282SShri Abhyankar   theend1:
12482b4ed282SShri Abhyankar   /* Optional user-defined check for line search step validity */
12492b4ed282SShri Abhyankar   if (vi->postcheckstep && *flag) {
12502b4ed282SShri Abhyankar     ierr = (*vi->postcheckstep)(snes,x,y,w,vi->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
12512b4ed282SShri Abhyankar     if (changed_y) {
12522b4ed282SShri Abhyankar       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
12532b4ed282SShri Abhyankar     }
12542b4ed282SShri Abhyankar     if (changed_y || changed_w) { /* recompute the function if the step has changed */
12552b4ed282SShri Abhyankar       ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
12562b4ed282SShri Abhyankar       if (snes->domainerror) {
12572b4ed282SShri Abhyankar         ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
12582b4ed282SShri Abhyankar         PetscFunctionReturn(0);
12592b4ed282SShri Abhyankar       }
12602b4ed282SShri Abhyankar       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
12612b4ed282SShri Abhyankar       if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
12622b4ed282SShri Abhyankar       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
12632b4ed282SShri Abhyankar       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
12642b4ed282SShri Abhyankar       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
12652b4ed282SShri Abhyankar     }
12662b4ed282SShri Abhyankar   }
12672b4ed282SShri Abhyankar   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
12682b4ed282SShri Abhyankar   PetscFunctionReturn(0);
12692b4ed282SShri Abhyankar }
12702b4ed282SShri Abhyankar /* -------------------------------------------------------------------------- */
12712b4ed282SShri Abhyankar #undef __FUNCT__
12722b4ed282SShri Abhyankar #define __FUNCT__ "SNESLineSearchQuadratic_VI"
12732b4ed282SShri Abhyankar /*
12742b4ed282SShri Abhyankar   This routine is a copy of SNESLineSearchQuadratic in snes/impls/ls/ls.c
12752b4ed282SShri Abhyankar */
1276ace3abfcSBarry Smith PetscErrorCode SNESLineSearchQuadratic_VI(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscBool *flag)
12772b4ed282SShri Abhyankar {
12782b4ed282SShri Abhyankar   /*
12792b4ed282SShri Abhyankar      Note that for line search purposes we work with with the related
12802b4ed282SShri Abhyankar      minimization problem:
12812b4ed282SShri Abhyankar         min  z(x):  R^n -> R,
12822b4ed282SShri Abhyankar      where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2.
12832b4ed282SShri Abhyankar      z(x) is the same as the merit function for the complementarity problem
12842b4ed282SShri Abhyankar    */
12852b4ed282SShri Abhyankar   PetscReal      initslope,minlambda,lambda,lambdatemp,rellength;
12862b4ed282SShri Abhyankar #if defined(PETSC_USE_COMPLEX)
12872b4ed282SShri Abhyankar   PetscScalar    cinitslope;
12882b4ed282SShri Abhyankar #endif
12892b4ed282SShri Abhyankar   PetscErrorCode ierr;
12902b4ed282SShri Abhyankar   PetscInt       count;
12912b4ed282SShri Abhyankar   SNES_VI        *vi = (SNES_VI*)snes->data;
1292ace3abfcSBarry Smith   PetscBool     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
12932b4ed282SShri Abhyankar 
12942b4ed282SShri Abhyankar   PetscFunctionBegin;
12952b4ed282SShri Abhyankar   ierr    = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
12962b4ed282SShri Abhyankar   *flag   = PETSC_TRUE;
12972b4ed282SShri Abhyankar 
12982b4ed282SShri Abhyankar   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
12992b4ed282SShri Abhyankar   if (*ynorm == 0.0) {
1300c92abb8aSShri Abhyankar     if (vi->lsmonitor) {
1301c92abb8aSShri Abhyankar       ierr = PetscViewerASCIIMonitorPrintf(vi->lsmonitor,"Line search: Direction and size is 0\n");CHKERRQ(ierr);
13022b4ed282SShri Abhyankar     }
13032b4ed282SShri Abhyankar     *gnorm = fnorm;
13042b4ed282SShri Abhyankar     ierr   = VecCopy(x,w);CHKERRQ(ierr);
13052b4ed282SShri Abhyankar     ierr   = VecCopy(f,g);CHKERRQ(ierr);
13062b4ed282SShri Abhyankar     *flag  = PETSC_FALSE;
13072b4ed282SShri Abhyankar     goto theend2;
13082b4ed282SShri Abhyankar   }
13092b4ed282SShri Abhyankar   if (*ynorm > vi->maxstep) {	/* Step too big, so scale back */
13102b4ed282SShri Abhyankar     ierr   = VecScale(y,vi->maxstep/(*ynorm));CHKERRQ(ierr);
13112b4ed282SShri Abhyankar     *ynorm = vi->maxstep;
13122b4ed282SShri Abhyankar   }
13132b4ed282SShri Abhyankar   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
13142b4ed282SShri Abhyankar   minlambda = vi->minlambda/rellength;
13152b4ed282SShri Abhyankar   /*  ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); */
13162b4ed282SShri Abhyankar #if defined(PETSC_USE_COMPLEX)
13172b4ed282SShri Abhyankar   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
13182b4ed282SShri Abhyankar   initslope = PetscRealPart(cinitslope);
13192b4ed282SShri Abhyankar #else
13202b4ed282SShri Abhyankar   ierr = VecDot(vi->dpsi,y,&initslope);CHKERRQ(ierr);
13212b4ed282SShri Abhyankar #endif
13222b4ed282SShri Abhyankar   if (initslope > 0.0)  initslope = -initslope;
13232b4ed282SShri Abhyankar   if (initslope == 0.0) initslope = -1.0;
13242b4ed282SShri Abhyankar   ierr = PetscInfo1(snes,"Initslope %G \n",initslope);CHKERRQ(ierr);
13252b4ed282SShri Abhyankar 
13262b4ed282SShri Abhyankar   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
13272b4ed282SShri Abhyankar   if (snes->nfuncs >= snes->max_funcs) {
13282b4ed282SShri Abhyankar     ierr  = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
13292b4ed282SShri Abhyankar     *flag = PETSC_FALSE;
13302b4ed282SShri Abhyankar     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
13312b4ed282SShri Abhyankar     goto theend2;
13322b4ed282SShri Abhyankar   }
13332b4ed282SShri Abhyankar   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
13342b4ed282SShri Abhyankar   if (snes->domainerror) {
13352b4ed282SShri Abhyankar     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
13362b4ed282SShri Abhyankar     PetscFunctionReturn(0);
13372b4ed282SShri Abhyankar   }
13382b4ed282SShri Abhyankar   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
13392b4ed282SShri Abhyankar   if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
13402b4ed282SShri Abhyankar   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + vi->alpha*initslope) { /* Sufficient reduction */
1341c92abb8aSShri Abhyankar     if (vi->lsmonitor) {
1342c92abb8aSShri Abhyankar       ierr = PetscViewerASCIIMonitorPrintf(vi->lsmonitor,"    Line search: Using full step: fnorm %G gnorm %G\n",fnorm,*gnorm);CHKERRQ(ierr);
13432b4ed282SShri Abhyankar     }
13442b4ed282SShri Abhyankar     goto theend2;
13452b4ed282SShri Abhyankar   }
13462b4ed282SShri Abhyankar 
13472b4ed282SShri Abhyankar   /* Fit points with quadratic */
13482b4ed282SShri Abhyankar   lambda = 1.0;
13492b4ed282SShri Abhyankar   count = 1;
13502b4ed282SShri Abhyankar   while (PETSC_TRUE) {
13512b4ed282SShri Abhyankar     if (lambda <= minlambda) { /* bad luck; use full step */
1352c92abb8aSShri Abhyankar       if (vi->lsmonitor) {
1353c92abb8aSShri Abhyankar         ierr = PetscViewerASCIIMonitorPrintf(vi->lsmonitor,"Line search: Unable to find good step length! %D \n",count);CHKERRQ(ierr);
1354c92abb8aSShri Abhyankar         ierr = PetscViewerASCIIMonitorPrintf(vi->lsmonitor,"Line search: fnorm=%G, gnorm=%G, ynorm=%G, lambda=%G, initial slope=%G\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
13552b4ed282SShri Abhyankar       }
13562b4ed282SShri Abhyankar       ierr = VecCopy(x,w);CHKERRQ(ierr);
13572b4ed282SShri Abhyankar       *flag = PETSC_FALSE;
13582b4ed282SShri Abhyankar       break;
13592b4ed282SShri Abhyankar     }
13602b4ed282SShri Abhyankar     lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
13612b4ed282SShri Abhyankar     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
13622b4ed282SShri Abhyankar     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
13632b4ed282SShri Abhyankar     else                         lambda     = lambdatemp;
13642b4ed282SShri Abhyankar 
13652b4ed282SShri Abhyankar     ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
13662b4ed282SShri Abhyankar     if (snes->nfuncs >= snes->max_funcs) {
13672b4ed282SShri Abhyankar       ierr  = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
13682b4ed282SShri Abhyankar       ierr  = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
13692b4ed282SShri Abhyankar       *flag = PETSC_FALSE;
13702b4ed282SShri Abhyankar       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
13712b4ed282SShri Abhyankar       break;
13722b4ed282SShri Abhyankar     }
13732b4ed282SShri Abhyankar     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
13742b4ed282SShri Abhyankar     if (snes->domainerror) {
13752b4ed282SShri Abhyankar       ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
13762b4ed282SShri Abhyankar       PetscFunctionReturn(0);
13772b4ed282SShri Abhyankar     }
13782b4ed282SShri Abhyankar     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
13792b4ed282SShri Abhyankar     if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
13802b4ed282SShri Abhyankar     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*vi->alpha*initslope) { /* sufficient reduction */
1381c92abb8aSShri Abhyankar       if (vi->lsmonitor) {
1382c92abb8aSShri Abhyankar         ierr = PetscViewerASCIIMonitorPrintf(vi->lsmonitor,"    Line Search: Quadratically determined step, lambda=%G\n",lambda);CHKERRQ(ierr);
13832b4ed282SShri Abhyankar       }
13842b4ed282SShri Abhyankar       break;
13852b4ed282SShri Abhyankar     }
13862b4ed282SShri Abhyankar     count++;
13872b4ed282SShri Abhyankar   }
13882b4ed282SShri Abhyankar   theend2:
13892b4ed282SShri Abhyankar   /* Optional user-defined check for line search step validity */
13902b4ed282SShri Abhyankar   if (vi->postcheckstep) {
13912b4ed282SShri Abhyankar     ierr = (*vi->postcheckstep)(snes,x,y,w,vi->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
13922b4ed282SShri Abhyankar     if (changed_y) {
13932b4ed282SShri Abhyankar       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
13942b4ed282SShri Abhyankar     }
13952b4ed282SShri Abhyankar     if (changed_y || changed_w) { /* recompute the function if the step has changed */
13962b4ed282SShri Abhyankar       ierr = SNESComputeFunction(snes,w,g);
13972b4ed282SShri Abhyankar       if (snes->domainerror) {
13982b4ed282SShri Abhyankar         ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
13992b4ed282SShri Abhyankar         PetscFunctionReturn(0);
14002b4ed282SShri Abhyankar       }
14012b4ed282SShri Abhyankar       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
14022b4ed282SShri Abhyankar       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
14032b4ed282SShri Abhyankar       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
14042b4ed282SShri Abhyankar       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
14052b4ed282SShri Abhyankar       if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
14062b4ed282SShri Abhyankar     }
14072b4ed282SShri Abhyankar   }
14082b4ed282SShri Abhyankar   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
14092b4ed282SShri Abhyankar   PetscFunctionReturn(0);
14102b4ed282SShri Abhyankar }
14112b4ed282SShri Abhyankar 
1412ace3abfcSBarry Smith typedef PetscErrorCode (*FCN2)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool*); /* force argument to next function to not be extern C*/
14132b4ed282SShri Abhyankar /* -------------------------------------------------------------------------- */
14142b4ed282SShri Abhyankar EXTERN_C_BEGIN
14152b4ed282SShri Abhyankar #undef __FUNCT__
14162b4ed282SShri Abhyankar #define __FUNCT__ "SNESLineSearchSet_VI"
14172b4ed282SShri Abhyankar PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet_VI(SNES snes,FCN2 func,void *lsctx)
14182b4ed282SShri Abhyankar {
14192b4ed282SShri Abhyankar   PetscFunctionBegin;
14202b4ed282SShri Abhyankar   ((SNES_VI *)(snes->data))->LineSearch = func;
14212b4ed282SShri Abhyankar   ((SNES_VI *)(snes->data))->lsP        = lsctx;
14222b4ed282SShri Abhyankar   PetscFunctionReturn(0);
14232b4ed282SShri Abhyankar }
14242b4ed282SShri Abhyankar EXTERN_C_END
14252b4ed282SShri Abhyankar 
14262b4ed282SShri Abhyankar /* -------------------------------------------------------------------------- */
14272b4ed282SShri Abhyankar EXTERN_C_BEGIN
14282b4ed282SShri Abhyankar #undef __FUNCT__
14292b4ed282SShri Abhyankar #define __FUNCT__ "SNESLineSearchSetMonitor_VI"
1430ace3abfcSBarry Smith PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetMonitor_VI(SNES snes,PetscBool flg)
14312b4ed282SShri Abhyankar {
14322b4ed282SShri Abhyankar   SNES_VI        *vi = (SNES_VI*)snes->data;
14332b4ed282SShri Abhyankar   PetscErrorCode ierr;
14342b4ed282SShri Abhyankar 
14352b4ed282SShri Abhyankar   PetscFunctionBegin;
1436c92abb8aSShri Abhyankar   if (flg && !vi->lsmonitor) {
1437c92abb8aSShri Abhyankar     ierr = PetscViewerASCIIMonitorCreate(((PetscObject)snes)->comm,"stdout",((PetscObject)snes)->tablevel,&vi->lsmonitor);CHKERRQ(ierr);
1438c92abb8aSShri Abhyankar   } else if (!flg && vi->lsmonitor) {
1439c92abb8aSShri Abhyankar     ierr = PetscViewerASCIIMonitorDestroy(vi->lsmonitor);CHKERRQ(ierr);
14402b4ed282SShri Abhyankar   }
14412b4ed282SShri Abhyankar   PetscFunctionReturn(0);
14422b4ed282SShri Abhyankar }
14432b4ed282SShri Abhyankar EXTERN_C_END
14442b4ed282SShri Abhyankar 
14452b4ed282SShri Abhyankar /*
14462b4ed282SShri Abhyankar    SNESView_VI - Prints info from the SNESVI data structure.
14472b4ed282SShri Abhyankar 
14482b4ed282SShri Abhyankar    Input Parameters:
14492b4ed282SShri Abhyankar .  SNES - the SNES context
14502b4ed282SShri Abhyankar .  viewer - visualization context
14512b4ed282SShri Abhyankar 
14522b4ed282SShri Abhyankar    Application Interface Routine: SNESView()
14532b4ed282SShri Abhyankar */
14542b4ed282SShri Abhyankar #undef __FUNCT__
14552b4ed282SShri Abhyankar #define __FUNCT__ "SNESView_VI"
14562b4ed282SShri Abhyankar static PetscErrorCode SNESView_VI(SNES snes,PetscViewer viewer)
14572b4ed282SShri Abhyankar {
14582b4ed282SShri Abhyankar   SNES_VI        *vi = (SNES_VI *)snes->data;
14592b4ed282SShri Abhyankar   const char     *cstr;
14602b4ed282SShri Abhyankar   PetscErrorCode ierr;
1461ace3abfcSBarry Smith   PetscBool     iascii;
14622b4ed282SShri Abhyankar 
14632b4ed282SShri Abhyankar   PetscFunctionBegin;
14642b4ed282SShri Abhyankar   ierr = PetscTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
14652b4ed282SShri Abhyankar   if (iascii) {
14662b4ed282SShri Abhyankar     if (vi->LineSearch == SNESLineSearchNo_VI)             cstr = "SNESLineSearchNo";
14672b4ed282SShri Abhyankar     else if (vi->LineSearch == SNESLineSearchQuadratic_VI) cstr = "SNESLineSearchQuadratic";
14682b4ed282SShri Abhyankar     else if (vi->LineSearch == SNESLineSearchCubic_VI)     cstr = "SNESLineSearchCubic";
14692b4ed282SShri Abhyankar     else                                                cstr = "unknown";
14702b4ed282SShri Abhyankar     ierr = PetscViewerASCIIPrintf(viewer,"  line search variant: %s\n",cstr);CHKERRQ(ierr);
14712b4ed282SShri Abhyankar     ierr = PetscViewerASCIIPrintf(viewer,"  alpha=%G, maxstep=%G, minlambda=%G\n",vi->alpha,vi->maxstep,vi->minlambda);CHKERRQ(ierr);
14722b4ed282SShri Abhyankar   } else {
14732b4ed282SShri Abhyankar     SETERRQ1(PETSC_COMM_SELF,PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ VI",((PetscObject)viewer)->type_name);
14742b4ed282SShri Abhyankar   }
14752b4ed282SShri Abhyankar   PetscFunctionReturn(0);
14762b4ed282SShri Abhyankar }
14772b4ed282SShri Abhyankar 
14782b4ed282SShri Abhyankar /*
14792b4ed282SShri Abhyankar    SNESVISetVariableBounds - Sets the lower and upper bounds for the solution vector. xl <= x <= xu.
14802b4ed282SShri Abhyankar 
14812b4ed282SShri Abhyankar    Input Parameters:
14822b4ed282SShri Abhyankar .  snes - the SNES context.
14832b4ed282SShri Abhyankar .  xl   - lower bound.
14842b4ed282SShri Abhyankar .  xu   - upper bound.
14852b4ed282SShri Abhyankar 
14862b4ed282SShri Abhyankar    Notes:
14872b4ed282SShri Abhyankar    If this routine is not called then the lower and upper bounds are set to
14882b4ed282SShri Abhyankar    -Infinity and Infinity respectively during SNESSetUp.
14892b4ed282SShri Abhyankar */
14902b4ed282SShri Abhyankar 
14912b4ed282SShri Abhyankar #undef __FUNCT__
14922b4ed282SShri Abhyankar #define __FUNCT__ "SNESVISetVariableBounds"
149369c03620SShri Abhyankar PetscErrorCode SNESVISetVariableBounds(SNES snes, Vec xl, Vec xu)
14942b4ed282SShri Abhyankar {
14952b4ed282SShri Abhyankar   SNES_VI        *vi = (SNES_VI*)snes->data;
14962b4ed282SShri Abhyankar 
14972b4ed282SShri Abhyankar   PetscFunctionBegin;
14982b4ed282SShri Abhyankar   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
14992b4ed282SShri Abhyankar   PetscValidHeaderSpecific(xl,VEC_CLASSID,2);
15002b4ed282SShri Abhyankar   PetscValidHeaderSpecific(xu,VEC_CLASSID,3);
15012b4ed282SShri Abhyankar 
15022b4ed282SShri Abhyankar   /* Check if SNESSetFunction is called */
15032b4ed282SShri Abhyankar   if(!snes->vec_func) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call SNESSetFunction() first");
15042b4ed282SShri Abhyankar 
15052b4ed282SShri Abhyankar   /* Check if the vector sizes are compatible for lower and upper bounds */
15062b4ed282SShri 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);
15072b4ed282SShri 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);
15082b4ed282SShri Abhyankar   vi->usersetxbounds = PETSC_TRUE;
15092b4ed282SShri Abhyankar   vi->xl = xl;
15102b4ed282SShri Abhyankar   vi->xu = xu;
15112b4ed282SShri Abhyankar 
15122b4ed282SShri Abhyankar   PetscFunctionReturn(0);
15132b4ed282SShri Abhyankar }
15142b4ed282SShri Abhyankar /* -------------------------------------------------------------------------- */
15152b4ed282SShri Abhyankar /*
15162b4ed282SShri Abhyankar    SNESSetFromOptions_VI - Sets various parameters for the SNESVI method.
15172b4ed282SShri Abhyankar 
15182b4ed282SShri Abhyankar    Input Parameter:
15192b4ed282SShri Abhyankar .  snes - the SNES context
15202b4ed282SShri Abhyankar 
15212b4ed282SShri Abhyankar    Application Interface Routine: SNESSetFromOptions()
15222b4ed282SShri Abhyankar */
15232b4ed282SShri Abhyankar #undef __FUNCT__
15242b4ed282SShri Abhyankar #define __FUNCT__ "SNESSetFromOptions_VI"
15252b4ed282SShri Abhyankar static PetscErrorCode SNESSetFromOptions_VI(SNES snes)
15262b4ed282SShri Abhyankar {
15272b4ed282SShri Abhyankar   SNES_VI        *vi = (SNES_VI *)snes->data;
15282b4ed282SShri Abhyankar   const char     *lses[] = {"basic","basicnonorms","quadratic","cubic"};
152969c03620SShri Abhyankar   const char     *vies[] = {"ss","as"};
15302b4ed282SShri Abhyankar   PetscErrorCode ierr;
15312b4ed282SShri Abhyankar   PetscInt       indx;
153269c03620SShri Abhyankar   PetscBool     flg,set,flg2;
15332b4ed282SShri Abhyankar 
15342b4ed282SShri Abhyankar   PetscFunctionBegin;
15352b4ed282SShri Abhyankar     ierr = PetscOptionsHead("SNES semismooth method options");CHKERRQ(ierr);
15362b4ed282SShri Abhyankar     ierr = PetscOptionsReal("-snes_vi_alpha","Function norm must decrease by","None",vi->alpha,&vi->alpha,0);CHKERRQ(ierr);
15372b4ed282SShri Abhyankar     ierr = PetscOptionsReal("-snes_vi_maxstep","Step must be less than","None",vi->maxstep,&vi->maxstep,0);CHKERRQ(ierr);
15382b4ed282SShri Abhyankar     ierr = PetscOptionsReal("-snes_vi_minlambda","Minimum lambda allowed","None",vi->minlambda,&vi->minlambda,0);CHKERRQ(ierr);
15392b4ed282SShri Abhyankar     ierr = PetscOptionsReal("-snes_vi_delta","descent test fraction","None",vi->delta,&vi->delta,0);CHKERRQ(ierr);
15402b4ed282SShri Abhyankar     ierr = PetscOptionsReal("-snes_vi_rho","descent test power","None",vi->rho,&vi->rho,0);CHKERRQ(ierr);
15412b4ed282SShri Abhyankar     ierr = PetscOptionsReal("-snes_vi_const_tol","constraint tolerance","None",vi->const_tol,&vi->const_tol,0);CHKERRQ(ierr);
1542acfcf0e5SJed Brown     ierr = PetscOptionsBool("-snes_vi_lsmonitor","Print progress of line searches","SNESLineSearchSetMonitor",vi->lsmonitor ? PETSC_TRUE : PETSC_FALSE,&flg,&set);CHKERRQ(ierr);
15432b4ed282SShri Abhyankar     if (set) {ierr = SNESLineSearchSetMonitor(snes,flg);CHKERRQ(ierr);}
154469c03620SShri Abhyankar     ierr = PetscOptionsEList("-snes_vi_type","Semismooth algorithm used","",vies,2,"ss",&indx,&flg2);CHKERRQ(ierr);
154569c03620SShri Abhyankar     if (flg2) {
154669c03620SShri Abhyankar       switch (indx) {
154769c03620SShri Abhyankar       case 0:
154869c03620SShri Abhyankar 	snes->ops->solve = SNESSolveVI_SS;
154969c03620SShri Abhyankar 	break;
155069c03620SShri Abhyankar       case 1:
155169c03620SShri Abhyankar 	snes->ops->solve = SNESSolveVI_AS;
155269c03620SShri Abhyankar 	break;
155369c03620SShri Abhyankar       }
155469c03620SShri Abhyankar     }
1555c92abb8aSShri Abhyankar     ierr = PetscOptionsEList("-snes_vi_ls","Line search used","SNESLineSearchSet",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr);
15562b4ed282SShri Abhyankar     if (flg) {
15572b4ed282SShri Abhyankar       switch (indx) {
15582b4ed282SShri Abhyankar       case 0:
15592b4ed282SShri Abhyankar         ierr = SNESLineSearchSet(snes,SNESLineSearchNo_VI,PETSC_NULL);CHKERRQ(ierr);
15602b4ed282SShri Abhyankar         break;
15612b4ed282SShri Abhyankar       case 1:
15622b4ed282SShri Abhyankar         ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms_VI,PETSC_NULL);CHKERRQ(ierr);
15632b4ed282SShri Abhyankar         break;
15642b4ed282SShri Abhyankar       case 2:
15652b4ed282SShri Abhyankar         ierr = SNESLineSearchSet(snes,SNESLineSearchQuadratic_VI,PETSC_NULL);CHKERRQ(ierr);
15662b4ed282SShri Abhyankar         break;
15672b4ed282SShri Abhyankar       case 3:
15682b4ed282SShri Abhyankar         ierr = SNESLineSearchSet(snes,SNESLineSearchCubic_VI,PETSC_NULL);CHKERRQ(ierr);
15692b4ed282SShri Abhyankar         break;
15702b4ed282SShri Abhyankar       }
15712b4ed282SShri Abhyankar     }
15722b4ed282SShri Abhyankar   ierr = PetscOptionsTail();CHKERRQ(ierr);
15732b4ed282SShri Abhyankar   PetscFunctionReturn(0);
15742b4ed282SShri Abhyankar }
15752b4ed282SShri Abhyankar /* -------------------------------------------------------------------------- */
15762b4ed282SShri Abhyankar /*MC
15772b4ed282SShri Abhyankar       SNESVI - Semismooth newton method based nonlinear solver that uses a line search
15782b4ed282SShri Abhyankar 
15792b4ed282SShri Abhyankar    Options Database:
15802b4ed282SShri Abhyankar +   -snes_vi [cubic,quadratic,basic,basicnonorms] - Selects line search
15812b4ed282SShri Abhyankar .   -snes_vi_alpha <alpha> - Sets alpha
15822b4ed282SShri Abhyankar .   -snes_vi_maxstep <maxstep> - Sets the maximum stepsize the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y)
15832b4ed282SShri Abhyankar .   -snes_vi_minlambda <minlambda>  - Sets the minimum lambda the line search will use  minlambda / max_i ( y[i]/x[i] )
15842b4ed282SShri Abhyankar     -snes_vi_delta <delta> - Sets the fraction used in the descent test.
15852b4ed282SShri Abhyankar     -snes_vi_rho <rho> - Sets the power used in the descent test.
15862b4ed282SShri Abhyankar      For a descent direction to be accepted it has to satisfy the condition dpsi^T*d <= -delta*||d||^rho
15872b4ed282SShri Abhyankar -   -snes_vi_monitor - print information about progress of line searches
15882b4ed282SShri Abhyankar 
15892b4ed282SShri Abhyankar 
15902b4ed282SShri Abhyankar    Level: beginner
15912b4ed282SShri Abhyankar 
15922b4ed282SShri Abhyankar .seealso:  SNESCreate(), SNES, SNESSetType(), SNESTR, SNESLineSearchSet(),
15932b4ed282SShri Abhyankar            SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(),
15942b4ed282SShri Abhyankar            SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams()
15952b4ed282SShri Abhyankar 
15962b4ed282SShri Abhyankar M*/
15972b4ed282SShri Abhyankar EXTERN_C_BEGIN
15982b4ed282SShri Abhyankar #undef __FUNCT__
15992b4ed282SShri Abhyankar #define __FUNCT__ "SNESCreate_VI"
16002b4ed282SShri Abhyankar PetscErrorCode PETSCSNES_DLLEXPORT SNESCreate_VI(SNES snes)
16012b4ed282SShri Abhyankar {
16022b4ed282SShri Abhyankar   PetscErrorCode ierr;
16032b4ed282SShri Abhyankar   SNES_VI      *vi;
16042b4ed282SShri Abhyankar 
16052b4ed282SShri Abhyankar   PetscFunctionBegin;
16062b4ed282SShri Abhyankar   snes->ops->setup	     = SNESSetUp_VI;
160769c03620SShri Abhyankar   snes->ops->solve	     = SNESSolveVI_SS;
16082b4ed282SShri Abhyankar   snes->ops->destroy	     = SNESDestroy_VI;
16092b4ed282SShri Abhyankar   snes->ops->setfromoptions  = SNESSetFromOptions_VI;
16102b4ed282SShri Abhyankar   snes->ops->view            = SNESView_VI;
16112b4ed282SShri Abhyankar   snes->ops->converged       = SNESDefaultConverged_VI;
16122b4ed282SShri Abhyankar 
16132b4ed282SShri Abhyankar   ierr                   = PetscNewLog(snes,SNES_VI,&vi);CHKERRQ(ierr);
16142b4ed282SShri Abhyankar   snes->data    	 = (void*)vi;
16152b4ed282SShri Abhyankar   vi->alpha		 = 1.e-4;
16162b4ed282SShri Abhyankar   vi->maxstep		 = 1.e8;
16172b4ed282SShri Abhyankar   vi->minlambda         = 1.e-12;
16182b4ed282SShri Abhyankar   vi->LineSearch        = SNESLineSearchCubic_VI;
16192b4ed282SShri Abhyankar   vi->lsP               = PETSC_NULL;
16202b4ed282SShri Abhyankar   vi->postcheckstep     = PETSC_NULL;
16212b4ed282SShri Abhyankar   vi->postcheck         = PETSC_NULL;
16222b4ed282SShri Abhyankar   vi->precheckstep      = PETSC_NULL;
16232b4ed282SShri Abhyankar   vi->precheck          = PETSC_NULL;
16242b4ed282SShri Abhyankar   vi->rho               = 2.1;
16252b4ed282SShri Abhyankar   vi->delta             = 1e-10;
16262b4ed282SShri Abhyankar   vi->const_tol         =  2.2204460492503131e-16;
16272b4ed282SShri Abhyankar   vi->computessfunction = ComputeFischerFunction;
16282b4ed282SShri Abhyankar 
16292b4ed282SShri Abhyankar   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetMonitor_C","SNESLineSearchSetMonitor_VI",SNESLineSearchSetMonitor_VI);CHKERRQ(ierr);
16302b4ed282SShri Abhyankar   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","SNESLineSearchSet_VI",SNESLineSearchSet_VI);CHKERRQ(ierr);
16312b4ed282SShri Abhyankar 
16322b4ed282SShri Abhyankar   PetscFunctionReturn(0);
16332b4ed282SShri Abhyankar }
16342b4ed282SShri Abhyankar EXTERN_C_END
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