/*$Id: ls.c,v 1.164 2000/09/05 23:09:41 balay Exp balay $*/
#include "src/snes/impls/ls/ls.h"
/*
Checks if J^T F = 0 which implies we've found a local minimum of the function,
but not a zero. In the case when one cannot compute J^T F we use the fact that
0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More
for this trick.
*/
#undef __FUNC__
#define __FUNC__ /**/"SNESLSCheckLocalMin_Private"
int SNESLSCheckLocalMin_Private(Mat A,Vec F,Vec W,PetscReal fnorm,PetscTruth *ismin)
{
PetscReal a1;
int ierr;
PetscTruth hastranspose;
PetscFunctionBegin;
*ismin = PETSC_FALSE;
ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
if (hastranspose) {
/* Compute || J^T F|| */
ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr);
ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr);
PLogInfo(0,"SNESSolve_EQ_LS: || J^T F|| %g near zero implies found a local minimum\n",a1/fnorm);
if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE;
} else {
Vec work;
Scalar result;
PetscReal wnorm;
ierr = VecSetRandom(PETSC_NULL,W);CHKERRQ(ierr);
ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr);
ierr = VecDuplicate(W,&work);CHKERRQ(ierr);
ierr = MatMult(A,W,work);CHKERRQ(ierr);
ierr = VecDot(F,work,&result);CHKERRQ(ierr);
ierr = VecDestroy(work);CHKERRQ(ierr);
a1 = PetscAbsScalar(result)/(fnorm*wnorm);
PLogInfo(0,"SNESSolve_EQ_LS: (F^T J random)/(|| F ||*||random|| %g near zero implies found a local minimum\n",a1);
if (a1 < 1.e-4) *ismin = PETSC_TRUE;
}
PetscFunctionReturn(0);
}
/*
Checks if J^T(F - AX) = 0
*/
#undef __FUNC__
#define __FUNC__ /**/"SNESLSCheckResidual_Private"
int SNESLSCheckResidual_Private(Mat A,Vec F,Vec X,Vec W1,Vec W2)
{
PetscReal a1,a2;
int ierr;
PetscTruth hastranspose;
Scalar mone = -1.0;
PetscFunctionBegin;
ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
if (hastranspose) {
ierr = MatMult(A,X,W1);CHKERRQ(ierr);
ierr = VecAXPY(&mone,F,W1);CHKERRQ(ierr);
/* Compute || J^T W|| */
ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr);
ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr);
ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr);
if (a1 != 0) {
PLogInfo(0,"SNESSolve_EQ_LS: ||J^T(F-Ax)||/||F-AX|| %g near zero implies inconsistent rhs\n",a2/a1);
}
}
PetscFunctionReturn(0);
}
/* --------------------------------------------------------------------
This file implements a truncated Newton method with a line search,
for solving a system of nonlinear equations, using the SLES, Vec,
and Mat interfaces for linear solvers, vectors, and matrices,
respectively.
The following basic routines are required for each nonlinear solver:
SNESCreate_XXX() - Creates a nonlinear solver context
SNESSetFromOptions_XXX() - Sets runtime options
SNESSolve_XXX() - Solves the nonlinear system
SNESDestroy_XXX() - Destroys the nonlinear solver context
The suffix "_XXX" denotes a particular implementation, in this case
we use _EQ_LS (e.g., SNESCreate_EQ_LS, SNESSolve_EQ_LS) for solving
systems of nonlinear equations (EQ) with a line search (LS) method.
These routines are actually called via the common user interface
routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and
SNESDestroy(), so the application code interface remains identical
for all nonlinear solvers.
Another key routine is:
SNESSetUp_XXX() - Prepares for the use of a nonlinear solver
by setting data structures and options. The interface routine SNESSetUp()
is not usually called directly by the user, but instead is called by
SNESSolve() if necessary.
Additional basic routines are:
SNESView_XXX() - Prints details of runtime options that
have actually been used.
These are called by application codes via the interface routines
SNESView().
The various types of solvers (preconditioners, Krylov subspace methods,
nonlinear solvers, timesteppers) are all organized similarly, so the
above description applies to these categories also.
-------------------------------------------------------------------- */
/*
SNESSolve_EQ_LS - Solves a nonlinear system with a truncated Newton
method with a line search.
Input Parameters:
. snes - the SNES context
Output Parameter:
. outits - number of iterations until termination
Application Interface Routine: SNESSolve()
Notes:
This implements essentially a truncated Newton method with a
line search. By default a cubic backtracking line search
is employed, as described in the text "Numerical Methods for
Unconstrained Optimization and Nonlinear Equations" by Dennis
and Schnabel.
*/
#undef __FUNC__
#define __FUNC__ /**/"SNESSolve_EQ_LS"
int SNESSolve_EQ_LS(SNES snes,int *outits)
{
SNES_EQ_LS *neP = (SNES_EQ_LS*)snes->data;
int maxits,i,ierr,lits,lsfail;
MatStructure flg = DIFFERENT_NONZERO_PATTERN;
PetscReal fnorm,gnorm,xnorm,ynorm;
Vec Y,X,F,G,W,TMP;
PetscFunctionBegin;
snes->reason = SNES_CONVERGED_ITERATING;
maxits = snes->max_its; /* maximum number of iterations */
X = snes->vec_sol; /* solution vector */
F = snes->vec_func; /* residual vector */
Y = snes->work[0]; /* work vectors */
G = snes->work[1];
W = snes->work[2];
ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
snes->iter = 0;
ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); /* F(X) */
ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- ||F|| */
ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
snes->norm = fnorm;
ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
SNESLogConvHistory(snes,fnorm,0);
SNESMonitor(snes,0,fnorm);
if (fnorm < snes->atol) {*outits = 0; snes->reason = SNES_CONVERGED_FNORM_ABS; PetscFunctionReturn(0);}
/* set parameter for default relative tolerance convergence test */
snes->ttol = fnorm*snes->rtol;
for (i=0; ijacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr);
ierr = SLESSetOperators(snes->sles,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr);
ierr = SLESSolve(snes->sles,F,Y,&lits);CHKERRQ(ierr);
if (PLogPrintInfo){
ierr = SNESLSCheckResidual_Private(snes->jacobian,F,Y,G,W);CHKERRQ(ierr);
}
/* should check what happened to the linear solve? */
snes->linear_its += lits;
PLogInfo(snes,"SNESSolve_EQ_LS: iter=%d, linear solve iterations=%d\n",snes->iter,lits);
/* Compute a (scaled) negative update in the line search routine:
Y <- X - lambda*Y
and evaluate G(Y) = function(Y))
*/
ierr = VecCopy(Y,snes->vec_sol_update_always);CHKERRQ(ierr);
ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lsfail);CHKERRQ(ierr);
PLogInfo(snes,"SNESSolve_EQ_LS: fnorm=%g, gnorm=%g, ynorm=%g, lsfail=%d\n",fnorm,gnorm,ynorm,lsfail);
if (lsfail) {
PetscTruth ismin;
snes->nfailures++;
snes->reason = SNES_DIVERGED_LS_FAILURE;
ierr = SNESLSCheckLocalMin_Private(snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr);
if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
break;
}
TMP = F; F = G; snes->vec_func_always = F; G = TMP;
TMP = X; X = Y; snes->vec_sol_always = X; Y = TMP;
fnorm = gnorm;
ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
snes->iter = i+1;
snes->norm = fnorm;
ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
SNESLogConvHistory(snes,fnorm,lits);
SNESMonitor(snes,i+1,fnorm);
/* Test for convergence */
if (snes->converged) {
ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm = || X || */
ierr = (*snes->converged)(snes,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
if (snes->reason) {
break;
}
}
}
if (X != snes->vec_sol) {
ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr);
}
if (F != snes->vec_func) {
ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr);
}
snes->vec_sol_always = snes->vec_sol;
snes->vec_func_always = snes->vec_func;
if (i == maxits) {
PLogInfo(snes,"SNESSolve_EQ_LS: Maximum number of iterations has been reached: %d\n",maxits);
i--;
snes->reason = SNES_DIVERGED_MAX_IT;
}
ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
*outits = i+1;
PetscFunctionReturn(0);
}
/* -------------------------------------------------------------------------- */
/*
SNESSetUp_EQ_LS - Sets up the internal data structures for the later use
of the SNESEQLS nonlinear solver.
Input Parameter:
. snes - the SNES context
. x - the solution vector
Application Interface Routine: SNESSetUp()
Notes:
For basic use of the SNES solvers the user need not explicitly call
SNESSetUp(), since these actions will automatically occur during
the call to SNESSolve().
*/
#undef __FUNC__
#define __FUNC__ /**/"SNESSetUp_EQ_LS"
int SNESSetUp_EQ_LS(SNES snes)
{
int ierr;
PetscFunctionBegin;
snes->nwork = 4;
ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr);
PLogObjectParents(snes,snes->nwork,snes->work);
snes->vec_sol_update_always = snes->work[3];
PetscFunctionReturn(0);
}
/* -------------------------------------------------------------------------- */
/*
SNESDestroy_EQ_LS - Destroys the private SNESEQLS context that was created
with SNESCreate_EQ_LS().
Input Parameter:
. snes - the SNES context
Application Interface Routine: SNESDestroy()
*/
#undef __FUNC__
#define __FUNC__ /**/"SNESDestroy_EQ_LS"
int SNESDestroy_EQ_LS(SNES snes)
{
int ierr;
PetscFunctionBegin;
if (snes->nwork) {
ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr);
}
ierr = PetscFree(snes->data);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
/* -------------------------------------------------------------------------- */
#undef __FUNC__
#define __FUNC__ /**/"SNESNoLineSearch"
/*@C
SNESNoLineSearch - This routine is not a line search at all;
it simply uses the full Newton step. Thus, this routine is intended
to serve as a template and is not recommended for general use.
Collective on SNES and Vec
Input Parameters:
+ snes - nonlinear context
. lsctx - optional context for line search (not used here)
. x - current iterate
. f - residual evaluated at x
. y - search direction (contains new iterate on output)
. w - work vector
- fnorm - 2-norm of f
Output Parameters:
+ g - residual evaluated at new iterate y
. y - new iterate (contains search direction on input)
. gnorm - 2-norm of g
. ynorm - 2-norm of search length
- flag - set to 0, indicating a successful line search
Options Database Key:
. -snes_eq_ls basic - Activates SNESNoLineSearch()
Level: advanced
.keywords: SNES, nonlinear, line search, cubic
.seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(),
SNESSetLineSearch(), SNESNoLineSearchNoNorms()
@*/
int SNESNoLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag)
{
int ierr;
Scalar mone = -1.0;
SNES_EQ_LS *neP = (SNES_EQ_LS*)snes->data;
PetscTruth change_y = PETSC_FALSE;
PetscFunctionBegin;
*flag = 0;
ierr = PLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); /* ynorm = || y || */
ierr = VecAYPX(&mone,x,y);CHKERRQ(ierr); /* y <- y - x */
if (neP->CheckStep) {
ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr);
}
ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); /* Compute F(y) */
ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); /* gnorm = || g || */
ierr = PLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
/* -------------------------------------------------------------------------- */
#undef __FUNC__
#define __FUNC__ /**/"SNESNoLineSearchNoNorms"
/*@C
SNESNoLineSearchNoNorms - This routine is not a line search at
all; it simply uses the full Newton step. This version does not
even compute the norm of the function or search direction; this
is intended only when you know the full step is fine and are
not checking for convergence of the nonlinear iteration (for
example, you are running always for a fixed number of Newton steps).
Collective on SNES and Vec
Input Parameters:
+ snes - nonlinear context
. lsctx - optional context for line search (not used here)
. x - current iterate
. f - residual evaluated at x
. y - search direction (contains new iterate on output)
. w - work vector
- fnorm - 2-norm of f
Output Parameters:
+ g - residual evaluated at new iterate y
. gnorm - not changed
. ynorm - not changed
- flag - set to 0, indicating a successful line search
Options Database Key:
. -snes_eq_ls basicnonorms - Activates SNESNoLineSearchNoNorms()
Notes:
SNESNoLineSearchNoNorms() must be used in conjunction with
either the options
$ -snes_no_convergence_test -snes_max_it
or alternatively a user-defined custom test set via
SNESSetConvergenceTest(); or a -snes_max_it of 1,
otherwise, the SNES solver will generate an error.
During the final iteration this will not evaluate the function at
the solution point. This is to save a function evaluation while
using pseudo-timestepping.
The residual norms printed by monitoring routines such as
SNESDefaultMonitor() (as activated via -snes_monitor) will not be
correct, since they are not computed.
Level: advanced
.keywords: SNES, nonlinear, line search, cubic
.seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(),
SNESSetLineSearch(), SNESNoLineSearch()
@*/
int SNESNoLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag)
{
int ierr;
Scalar mone = -1.0;
SNES_EQ_LS *neP = (SNES_EQ_LS*)snes->data;
PetscTruth change_y = PETSC_FALSE;
PetscFunctionBegin;
*flag = 0;
ierr = PLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
ierr = VecAYPX(&mone,x,y);CHKERRQ(ierr); /* y <- y - x */
if (neP->CheckStep) {
ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr);
}
/* don't evaluate function the last time through */
if (snes->iter < snes->max_its-1) {
ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); /* Compute F(y) */
}
ierr = PLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
/* -------------------------------------------------------------------------- */
#undef __FUNC__
#define __FUNC__ /**/"SNESCubicLineSearch"
/*@C
SNESCubicLineSearch - Performs a cubic line search (default line search method).
Collective on SNES
Input Parameters:
+ snes - nonlinear context
. lsctx - optional context for line search (not used here)
. x - current iterate
. f - residual evaluated at x
. y - search direction (contains new iterate on output)
. w - work vector
- fnorm - 2-norm of f
Output Parameters:
+ g - residual evaluated at new iterate y
. y - new iterate (contains search direction on input)
. gnorm - 2-norm of g
. ynorm - 2-norm of search length
- flag - 0 if line search succeeds; -1 on failure.
Options Database Key:
$ -snes_eq_ls cubic - Activates SNESCubicLineSearch()
Notes:
This line search is taken from "Numerical Methods for Unconstrained
Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
Level: advanced
.keywords: SNES, nonlinear, line search, cubic
.seealso: SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms()
@*/
int SNESCubicLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag)
{
/*
Note that for line search purposes we work with with the related
minimization problem:
min z(x): R^n -> R,
where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
*/
PetscReal steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2;
PetscReal maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg;
#if defined(PETSC_USE_COMPLEX)
Scalar cinitslope,clambda;
#endif
int ierr,count;
SNES_EQ_LS *neP = (SNES_EQ_LS*)snes->data;
Scalar mone = -1.0,scale;
PetscTruth change_y = PETSC_FALSE;
PetscFunctionBegin;
ierr = PLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
*flag = 0;
alpha = neP->alpha;
maxstep = neP->maxstep;
steptol = neP->steptol;
ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
if (*ynorm < snes->atol) {
PLogInfo(snes,"SNESCubicLineSearch: Search direction and size are nearly 0\n");
*gnorm = fnorm;
ierr = VecCopy(x,y);CHKERRQ(ierr);
ierr = VecCopy(f,g);CHKERRQ(ierr);
goto theend1;
}
if (*ynorm > maxstep) { /* Step too big, so scale back */
scale = maxstep/(*ynorm);
#if defined(PETSC_USE_COMPLEX)
PLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g old ynorm %g\n",PetscRealPart(scale),*ynorm);
#else
PLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g old ynorm %g\n",scale,*ynorm);
#endif
ierr = VecScale(&scale,y);CHKERRQ(ierr);
*ynorm = maxstep;
}
minlambda = steptol/(*ynorm);
ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
#if defined(PETSC_USE_COMPLEX)
ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
initslope = PetscRealPart(cinitslope);
#else
ierr = VecDot(f,w,&initslope);CHKERRQ(ierr);
#endif
if (initslope > 0.0) initslope = -initslope;
if (initslope == 0.0) initslope = -1.0;
ierr = VecCopy(y,w);CHKERRQ(ierr);
ierr = VecAYPX(&mone,x,w);CHKERRQ(ierr);
ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */
ierr = VecCopy(w,y);CHKERRQ(ierr);
PLogInfo(snes,"SNESCubicLineSearch: Using full step\n");
goto theend1;
}
/* Fit points with quadratic */
lambda = 1.0;
lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
lambdaprev = lambda;
gnormprev = *gnorm;
if (lambdatemp > .5*lambda) lambdatemp = .5*lambda;
if (lambdatemp <= .1*lambda) lambda = .1*lambda;
else lambda = lambdatemp;
ierr = VecCopy(x,w);CHKERRQ(ierr);
lambdaneg = -lambda;
#if defined(PETSC_USE_COMPLEX)
clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr);
#else
ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr);
#endif
ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */
ierr = VecCopy(w,y);CHKERRQ(ierr);
PLogInfo(snes,"SNESCubicLineSearch: Quadratically determined step, lambda=%g\n",lambda);
goto theend1;
}
/* Fit points with cubic */
count = 1;
while (1) {
if (lambda <= minlambda) { /* bad luck; use full step */
PLogInfo(snes,"SNESCubicLineSearch:Unable to find good step length! %d \n",count);
PLogInfo(snes,"SNESCubicLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",fnorm,*gnorm,*ynorm,lambda,initslope);
ierr = VecCopy(w,y);CHKERRQ(ierr);
*flag = -1; break;
}
t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope;
t2 = .5*(gnormprev*gnormprev - fnorm*fnorm) - lambdaprev*initslope;
a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
d = b*b - 3*a*initslope;
if (d < 0.0) d = 0.0;
if (a == 0.0) {
lambdatemp = -initslope/(2.0*b);
} else {
lambdatemp = (-b + sqrt(d))/(3.0*a);
}
lambdaprev = lambda;
gnormprev = *gnorm;
if (lambdatemp > .5*lambda) lambdatemp = .5*lambda;
if (lambdatemp <= .1*lambda) lambda = .1*lambda;
else lambda = lambdatemp;
ierr = VecCopy(x,w);CHKERRQ(ierr);
lambdaneg = -lambda;
#if defined(PETSC_USE_COMPLEX)
clambda = lambdaneg;
ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr);
#else
ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr);
#endif
ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */
ierr = VecCopy(w,y);CHKERRQ(ierr);
PLogInfo(snes,"SNESCubicLineSearch: Cubically determined step, lambda=%g\n",lambda);
goto theend1;
} else {
PLogInfo(snes,"SNESCubicLineSearch: Cubic step no good, shrinking lambda, lambda=%g\n",lambda);
}
count++;
}
theend1:
/* Optional user-defined check for line search step validity */
if (neP->CheckStep) {
ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr);
if (change_y == PETSC_TRUE) { /* recompute the function if the step has changed */
ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr);
ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
}
}
ierr = PLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
/* -------------------------------------------------------------------------- */
#undef __FUNC__
#define __FUNC__ /**/"SNESQuadraticLineSearch"
/*@C
SNESQuadraticLineSearch - Performs a quadratic line search.
Collective on SNES and Vec
Input Parameters:
+ snes - the SNES context
. lsctx - optional context for line search (not used here)
. x - current iterate
. f - residual evaluated at x
. y - search direction (contains new iterate on output)
. w - work vector
- fnorm - 2-norm of f
Output Parameters:
+ g - residual evaluated at new iterate y
. y - new iterate (contains search direction on input)
. gnorm - 2-norm of g
. ynorm - 2-norm of search length
- flag - 0 if line search succeeds; -1 on failure.
Options Database Key:
. -snes_eq_ls quadratic - Activates SNESQuadraticLineSearch()
Notes:
Use SNESSetLineSearch() to set this routine within the SNESEQLS method.
Level: advanced
.keywords: SNES, nonlinear, quadratic, line search
.seealso: SNESCubicLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms()
@*/
int SNESQuadraticLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag)
{
/*
Note that for line search purposes we work with with the related
minimization problem:
min z(x): R^n -> R,
where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2.
*/
PetscReal steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg;
#if defined(PETSC_USE_COMPLEX)
Scalar cinitslope,clambda;
#endif
int ierr,count;
SNES_EQ_LS *neP = (SNES_EQ_LS*)snes->data;
Scalar mone = -1.0,scale;
PetscTruth change_y = PETSC_FALSE;
PetscFunctionBegin;
ierr = PLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
*flag = 0;
alpha = neP->alpha;
maxstep = neP->maxstep;
steptol = neP->steptol;
ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
if (*ynorm < snes->atol) {
PLogInfo(snes,"SNESQuadraticLineSearch: Search direction and size is 0\n");
*gnorm = fnorm;
ierr = VecCopy(x,y);CHKERRQ(ierr);
ierr = VecCopy(f,g);CHKERRQ(ierr);
goto theend2;
}
if (*ynorm > maxstep) { /* Step too big, so scale back */
scale = maxstep/(*ynorm);
ierr = VecScale(&scale,y);CHKERRQ(ierr);
*ynorm = maxstep;
}
minlambda = steptol/(*ynorm);
ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
#if defined(PETSC_USE_COMPLEX)
ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
initslope = PetscRealPart(cinitslope);
#else
ierr = VecDot(f,w,&initslope);CHKERRQ(ierr);
#endif
if (initslope > 0.0) initslope = -initslope;
if (initslope == 0.0) initslope = -1.0;
ierr = VecCopy(y,w);CHKERRQ(ierr);
ierr = VecAYPX(&mone,x,w);CHKERRQ(ierr);
ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */
ierr = VecCopy(w,y);CHKERRQ(ierr);
PLogInfo(snes,"SNESQuadraticLineSearch: Using full step\n");
goto theend2;
}
/* Fit points with quadratic */
lambda = 1.0;
count = 1;
while (1) {
if (lambda <= minlambda) { /* bad luck; use full step */
PLogInfo(snes,"SNESQuadraticLineSearch:Unable to find good step length! %d \n",count);
PLogInfo(snes,"SNESQuadraticLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",fnorm,*gnorm,*ynorm,lambda,initslope);
ierr = VecCopy(w,y);CHKERRQ(ierr);
*flag = -1; break;
}
lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
if (lambdatemp > .5*lambda) lambdatemp = .5*lambda;
if (lambdatemp <= .1*lambda) lambda = .1*lambda;
else lambda = lambdatemp;
ierr = VecCopy(x,w);CHKERRQ(ierr);
lambdaneg = -lambda;
#if defined(PETSC_USE_COMPLEX)
clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr);
#else
ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr);
#endif
ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */
ierr = VecCopy(w,y);CHKERRQ(ierr);
PLogInfo(snes,"SNESQuadraticLineSearch:Quadratically determined step, lambda=%g\n",lambda);
break;
}
count++;
}
theend2:
/* Optional user-defined check for line search step validity */
if (neP->CheckStep) {
ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr);
if (change_y == PETSC_TRUE) { /* recompute the function if the step has changed */
ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr);
ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
}
}
ierr = PLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
/* -------------------------------------------------------------------------- */
#undef __FUNC__
#define __FUNC__ /**/"SNESSetLineSearch"
/*@C
SNESSetLineSearch - Sets the line search routine to be used
by the method SNESEQLS.
Input Parameters:
+ snes - nonlinear context obtained from SNESCreate()
. lsctx - optional user-defined context for use by line search
- func - pointer to int function
Collective on SNES
Available Routines:
+ SNESCubicLineSearch() - default line search
. SNESQuadraticLineSearch() - quadratic line search
. SNESNoLineSearch() - the full Newton step (actually not a line search)
- SNESNoLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel)
Options Database Keys:
+ -snes_eq_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
. -snes_eq_ls_alpha - Sets alpha
. -snes_eq_ls_maxstep - Sets maxstep
- -snes_eq_ls_steptol - Sets steptol
Calling sequence of func:
.vb
func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,
PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,*flag)
.ve
Input parameters for func:
+ snes - nonlinear context
. lsctx - optional user-defined context for line search
. x - current iterate
. f - residual evaluated at x
. y - search direction (contains new iterate on output)
. w - work vector
- fnorm - 2-norm of f
Output parameters for func:
+ g - residual evaluated at new iterate y
. y - new iterate (contains search direction on input)
. gnorm - 2-norm of g
. ynorm - 2-norm of search length
- flag - set to 0 if the line search succeeds; a nonzero integer
on failure.
Level: advanced
.keywords: SNES, nonlinear, set, line search, routine
.seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESNoLineSearchNoNorms(),
SNESSetLineSearchCheck(), SNESSetLineSearchParams(), SNESGetLineSearchParams()
@*/
int SNESSetLineSearch(SNES snes,int (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,int*),void *lsctx)
{
int ierr,(*f)(SNES,int (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,int*),void*);
PetscFunctionBegin;
ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearch_C",(void **)&f);CHKERRQ(ierr);
if (f) {
ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr);
}
PetscFunctionReturn(0);
}
/* -------------------------------------------------------------------------- */
EXTERN_C_BEGIN
#undef __FUNC__
#define __FUNC__ /**/"SNESSetLineSearch_LS"
int SNESSetLineSearch_LS(SNES snes,int (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,
double,double*,double*,int*),void *lsctx)
{
PetscFunctionBegin;
((SNES_EQ_LS *)(snes->data))->LineSearch = func;
((SNES_EQ_LS *)(snes->data))->lsP = lsctx;
PetscFunctionReturn(0);
}
EXTERN_C_END
/* -------------------------------------------------------------------------- */
#undef __FUNC__
#define __FUNC__ /**/"SNESSetLineSearchCheck"
/*@C
SNESSetLineSearchCheck - Sets a routine to check the validity of new iterate computed
by the line search routine in the Newton-based method SNESEQLS.
Input Parameters:
+ snes - nonlinear context obtained from SNESCreate()
. func - pointer to int function
- checkctx - optional user-defined context for use by step checking routine
Collective on SNES
Calling sequence of func:
.vb
int func (SNES snes, void *checkctx, Vec x, PetscTruth *flag)
.ve
where func returns an error code of 0 on success and a nonzero
on failure.
Input parameters for func:
+ snes - nonlinear context
. checkctx - optional user-defined context for use by step checking routine
- x - current candidate iterate
Output parameters for func:
+ x - current iterate (possibly modified)
- flag - flag indicating whether x has been modified (either
PETSC_TRUE of PETSC_FALSE)
Level: advanced
Notes:
SNESNoLineSearch() and SNESNoLineSearchNoNorms() accept the new
iterate computed by the line search checking routine. In particular,
these routines (1) compute a candidate iterate u_{i+1}, (2) pass control
to the checking routine, and then (3) compute the corresponding nonlinear
function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}.
SNESQuadraticLineSearch() and SNESCubicLineSearch() also accept the
new iterate computed by the line search checking routine. In particular,
these routines (1) compute a candidate iterate u_{i+1} as well as a
candidate nonlinear function f(u_{i+1}), (2) pass control to the checking
routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes
were made to the candidate iterate in the checking routine (as indicated
by flag=PETSC_TRUE). The overhead of this function re-evaluation can be
very costly, so use this feature with caution!
.keywords: SNES, nonlinear, set, line search check, step check, routine
.seealso: SNESSetLineSearch()
@*/
int SNESSetLineSearchCheck(SNES snes,int (*func)(SNES,void*,Vec,PetscTruth*),void *checkctx)
{
int ierr,(*f)(SNES,int (*)(SNES,void*,Vec,PetscTruth*),void*);
PetscFunctionBegin;
ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearchCheck_C",(void **)&f);CHKERRQ(ierr);
if (f) {
ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr);
}
PetscFunctionReturn(0);
}
/* -------------------------------------------------------------------------- */
EXTERN_C_BEGIN
#undef __FUNC__
#define __FUNC__ /**/"SNESSetLineSearchCheck_LS"
int SNESSetLineSearchCheck_LS(SNES snes,int (*func)(SNES,void*,Vec,PetscTruth*),void *checkctx)
{
PetscFunctionBegin;
((SNES_EQ_LS *)(snes->data))->CheckStep = func;
((SNES_EQ_LS *)(snes->data))->checkP = checkctx;
PetscFunctionReturn(0);
}
EXTERN_C_END
/* -------------------------------------------------------------------------- */
/*
SNESView_EQ_LS - Prints info from the SNESEQLS data structure.
Input Parameters:
. SNES - the SNES context
. viewer - visualization context
Application Interface Routine: SNESView()
*/
#undef __FUNC__
#define __FUNC__ /**/"SNESView_EQ_LS"
static int SNESView_EQ_LS(SNES snes,Viewer viewer)
{
SNES_EQ_LS *ls = (SNES_EQ_LS *)snes->data;
char *cstr;
int ierr;
PetscTruth isascii;
PetscFunctionBegin;
ierr = PetscTypeCompare((PetscObject)viewer,ASCII_VIEWER,&isascii);CHKERRQ(ierr);
if (isascii) {
if (ls->LineSearch == SNESNoLineSearch) cstr = "SNESNoLineSearch";
else if (ls->LineSearch == SNESQuadraticLineSearch) cstr = "SNESQuadraticLineSearch";
else if (ls->LineSearch == SNESCubicLineSearch) cstr = "SNESCubicLineSearch";
else cstr = "unknown";
ierr = ViewerASCIIPrintf(viewer," line search variant: %s\n",cstr);CHKERRQ(ierr);
ierr = ViewerASCIIPrintf(viewer," alpha=%g, maxstep=%g, steptol=%g\n",ls->alpha,ls->maxstep,ls->steptol);CHKERRQ(ierr);
} else {
SETERRQ1(1,1,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name);
}
PetscFunctionReturn(0);
}
/* -------------------------------------------------------------------------- */
/*
SNESSetFromOptions_EQ_LS - Sets various parameters for the SNESEQLS method.
Input Parameter:
. snes - the SNES context
Application Interface Routine: SNESSetFromOptions()
*/
#undef __FUNC__
#define __FUNC__ /**/"SNESSetFromOptions_EQ_LS"
static int SNESSetFromOptions_EQ_LS(SNES snes)
{
SNES_EQ_LS *ls = (SNES_EQ_LS *)snes->data;
char ver[16],*lses[] = {"basic","basicnonorms","quadratic","cubic"};
int ierr;
PetscTruth flg;
PetscFunctionBegin;
ierr = OptionsHead("SNES Line search options");CHKERRQ(ierr);
ierr = OptionsDouble("-snes_eq_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr);
ierr = OptionsDouble("-snes_eq_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr);
ierr = OptionsDouble("-snes_eq_ls_steptol","Step must be greater than","None",ls->steptol,&ls->steptol,0);CHKERRQ(ierr);
ierr = OptionsEList("-snes_eq_ls","Line search used","SNESSetLineSearch",lses,4,"cubic",ver,16,&flg);CHKERRQ(ierr);
if (flg) {
PetscTruth isbasic,isnonorms,isquad,iscubic;
ierr = PetscStrcmp(ver,lses[0],&isbasic);CHKERRQ(ierr);
ierr = PetscStrcmp(ver,lses[1],&isnonorms);CHKERRQ(ierr);
ierr = PetscStrcmp(ver,lses[2],&isquad);CHKERRQ(ierr);
ierr = PetscStrcmp(ver,lses[3],&iscubic);CHKERRQ(ierr);
if (isbasic) {
ierr = SNESSetLineSearch(snes,SNESNoLineSearch,PETSC_NULL);CHKERRQ(ierr);
} else if (isnonorms) {
ierr = SNESSetLineSearch(snes,SNESNoLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr);
} else if (isquad) {
ierr = SNESSetLineSearch(snes,SNESQuadraticLineSearch,PETSC_NULL);CHKERRQ(ierr);
} else if (iscubic) {
ierr = SNESSetLineSearch(snes,SNESCubicLineSearch,PETSC_NULL);CHKERRQ(ierr);
}
else {SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,0,"Unknown line search");}
}
ierr = OptionsTail();CHKERRQ(ierr);
PetscFunctionReturn(0);
}
/* -------------------------------------------------------------------------- */
/*
SNESCreate_EQ_LS - Creates a nonlinear solver context for the SNESEQLS method,
SNES_EQ_LS, and sets this as the private data within the generic nonlinear solver
context, SNES, that was created within SNESCreate().
Input Parameter:
. snes - the SNES context
Application Interface Routine: SNESCreate()
*/
EXTERN_C_BEGIN
#undef __FUNC__
#define __FUNC__ /**/"SNESCreate_EQ_LS"
int SNESCreate_EQ_LS(SNES snes)
{
int ierr;
SNES_EQ_LS *neP;
PetscFunctionBegin;
if (snes->method_class != SNES_NONLINEAR_EQUATIONS) {
SETERRQ(PETSC_ERR_ARG_WRONG,0,"For SNES_NONLINEAR_EQUATIONS only");
}
snes->setup = SNESSetUp_EQ_LS;
snes->solve = SNESSolve_EQ_LS;
snes->destroy = SNESDestroy_EQ_LS;
snes->converged = SNESConverged_EQ_LS;
snes->setfromoptions = SNESSetFromOptions_EQ_LS;
snes->view = SNESView_EQ_LS;
snes->nwork = 0;
neP = PetscNew(SNES_EQ_LS);CHKPTRQ(neP);
PLogObjectMemory(snes,sizeof(SNES_EQ_LS));
snes->data = (void*)neP;
neP->alpha = 1.e-4;
neP->maxstep = 1.e8;
neP->steptol = 1.e-12;
neP->LineSearch = SNESCubicLineSearch;
neP->lsP = PETSC_NULL;
neP->CheckStep = PETSC_NULL;
neP->checkP = PETSC_NULL;
ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESSetLineSearch_C","SNESSetLineSearch_LS",SNESSetLineSearch_LS);CHKERRQ(ierr);
ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESSetLineSearchCheck_C","SNESSetLineSearchCheck_LS",SNESSetLineSearchCheck_LS);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
EXTERN_C_END