#include <../src/snes/impls/ntrdc/ntrdcimpl.h> /*I "petscsnes.h" I*/ typedef struct { SNES snes; /* Information on the regular SNES convergence test; which may have been user provided Copied from tr.c (maybe able to disposed, but this is a private function) - Heeho Same with SNESTR_KSPConverged_Private, SNESTR_KSPConverged_Destroy, and SNESTR_Converged_Private */ PetscErrorCode (*convtest)(KSP,PetscInt,PetscReal,KSPConvergedReason*,void*); PetscErrorCode (*convdestroy)(void*); void *convctx; } SNES_TRDC_KSPConverged_Ctx; static PetscErrorCode SNESTRDC_KSPConverged_Private(KSP ksp,PetscInt n,PetscReal rnorm,KSPConvergedReason *reason,void *cctx) { SNES_TRDC_KSPConverged_Ctx *ctx = (SNES_TRDC_KSPConverged_Ctx*)cctx; SNES snes = ctx->snes; SNES_NEWTONTRDC *neP = (SNES_NEWTONTRDC*)snes->data; Vec x; PetscReal nrm; PetscFunctionBegin; PetscCall((*ctx->convtest)(ksp,n,rnorm,reason,ctx->convctx)); if (*reason) { PetscCall(PetscInfo(snes,"Default or user provided convergence test KSP iterations=%" PetscInt_FMT ", rnorm=%g\n",n,(double)rnorm)); } /* Determine norm of solution */ PetscCall(KSPBuildSolution(ksp,NULL,&x)); PetscCall(VecNorm(x,NORM_2,&nrm)); if (nrm >= neP->delta) { PetscCall(PetscInfo(snes,"Ending linear iteration early, delta=%g, length=%g\n",(double)neP->delta,(double)nrm)); *reason = KSP_CONVERGED_STEP_LENGTH; } PetscFunctionReturn(0); } static PetscErrorCode SNESTRDC_KSPConverged_Destroy(void *cctx) { SNES_TRDC_KSPConverged_Ctx *ctx = (SNES_TRDC_KSPConverged_Ctx*)cctx; PetscFunctionBegin; PetscCall((*ctx->convdestroy)(ctx->convctx)); PetscCall(PetscFree(ctx)); PetscFunctionReturn(0); } /* ---------------------------------------------------------------- */ /* SNESTRDC_Converged_Private -test convergence JUST for the trust region tolerance. */ static PetscErrorCode SNESTRDC_Converged_Private(SNES snes,PetscInt it,PetscReal xnorm,PetscReal pnorm,PetscReal fnorm,SNESConvergedReason *reason,void *dummy) { SNES_NEWTONTRDC *neP = (SNES_NEWTONTRDC*)snes->data; PetscFunctionBegin; *reason = SNES_CONVERGED_ITERATING; if (neP->delta < xnorm * snes->deltatol) { PetscCall(PetscInfo(snes,"Diverged due to too small a trust region %g<%g*%g\n",(double)neP->delta,(double)xnorm,(double)snes->deltatol)); *reason = SNES_DIVERGED_TR_DELTA; } else if (snes->nfuncs >= snes->max_funcs && snes->max_funcs >= 0) { PetscCall(PetscInfo(snes,"Exceeded maximum number of function evaluations: %" PetscInt_FMT "\n",snes->max_funcs)); *reason = SNES_DIVERGED_FUNCTION_COUNT; } PetscFunctionReturn(0); } /*@ SNESNewtonTRDCGetRhoFlag - Get whether the solution update is within the trust-region. Input Parameters: . snes - the nonlinear solver object Output Parameters: . rho_flag: PETSC_TRUE if the solution update is in the trust-region; otherwise, PETSC_FALSE Level: developer @*/ PetscErrorCode SNESNewtonTRDCGetRhoFlag(SNES snes,PetscBool *rho_flag) { SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC*)snes->data; PetscFunctionBegin; PetscValidHeaderSpecific(snes,SNES_CLASSID,1); PetscValidBoolPointer(rho_flag,2); *rho_flag = tr->rho_satisfied; PetscFunctionReturn(0); } /*@C SNESNewtonTRDCSetPreCheck - Sets a user function that is called before the search step has been determined. Allows the user a chance to change or override the trust region decision. Logically Collective on snes Input Parameters: + snes - the nonlinear solver object . func - [optional] function evaluation routine, see SNESNewtonTRDCPreCheck() for the calling sequence - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) Level: intermediate Note: This function is called BEFORE the function evaluation within the SNESNEWTONTRDC solver. .seealso: `SNESNewtonTRDCPreCheck()`, `SNESNewtonTRDCGetPreCheck()`, `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCGetPostCheck()` @*/ PetscErrorCode SNESNewtonTRDCSetPreCheck(SNES snes, PetscErrorCode (*func)(SNES,Vec,Vec,PetscBool*,void*),void *ctx) { SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC*)snes->data; PetscFunctionBegin; PetscValidHeaderSpecific(snes,SNES_CLASSID,1); if (func) tr->precheck = func; if (ctx) tr->precheckctx = ctx; PetscFunctionReturn(0); } /*@C SNESNewtonTRDCGetPreCheck - Gets the pre-check function Not collective Input Parameter: . snes - the nonlinear solver context Output Parameters: + func - [optional] function evaluation routine, see for the calling sequence SNESNewtonTRDCPreCheck() - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) Level: intermediate .seealso: `SNESNewtonTRDCSetPreCheck()`, `SNESNewtonTRDCPreCheck()` @*/ PetscErrorCode SNESNewtonTRDCGetPreCheck(SNES snes, PetscErrorCode (**func)(SNES,Vec,Vec,PetscBool*,void*),void **ctx) { SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC*)snes->data; PetscFunctionBegin; PetscValidHeaderSpecific(snes,SNES_CLASSID,1); if (func) *func = tr->precheck; if (ctx) *ctx = tr->precheckctx; PetscFunctionReturn(0); } /*@C SNESNewtonTRDCSetPostCheck - Sets a user function that is called after the search step has been determined but before the next function evaluation. Allows the user a chance to change or override the decision of the line search routine Logically Collective on snes Input Parameters: + snes - the nonlinear solver object . func - [optional] function evaluation routine, see SNESNewtonTRDCPostCheck() for the calling sequence - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) Level: intermediate Note: This function is called BEFORE the function evaluation within the SNESNEWTONTRDC solver while the function set in SNESLineSearchSetPostCheck() is called AFTER the function evaluation. .seealso: `SNESNewtonTRDCPostCheck()`, `SNESNewtonTRDCGetPostCheck()` @*/ PetscErrorCode SNESNewtonTRDCSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,PetscBool*,PetscBool*,void*),void *ctx) { SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC*)snes->data; PetscFunctionBegin; PetscValidHeaderSpecific(snes,SNES_CLASSID,1); if (func) tr->postcheck = func; if (ctx) tr->postcheckctx = ctx; PetscFunctionReturn(0); } /*@C SNESNewtonTRDCGetPostCheck - Gets the post-check function Not collective Input Parameter: . snes - the nonlinear solver context Output Parameters: + func - [optional] function evaluation routine, see for the calling sequence SNESNewtonTRDCPostCheck() - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) Level: intermediate .seealso: `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCPostCheck()` @*/ PetscErrorCode SNESNewtonTRDCGetPostCheck(SNES snes,PetscErrorCode (**func)(SNES,Vec,Vec,Vec,PetscBool*,PetscBool*,void*),void **ctx) { SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC*)snes->data; PetscFunctionBegin; PetscValidHeaderSpecific(snes,SNES_CLASSID,1); if (func) *func = tr->postcheck; if (ctx) *ctx = tr->postcheckctx; PetscFunctionReturn(0); } /*@C SNESNewtonTRDCPreCheck - Called before the step has been determined in SNESNEWTONTRDC Logically Collective on snes Input Parameters: + snes - the solver . X - The last solution - Y - The step direction Output Parameters: . changed_Y - Indicator that the step direction Y has been changed. Level: developer .seealso: `SNESNewtonTRDCSetPreCheck()`, `SNESNewtonTRDCGetPreCheck()` @*/ static PetscErrorCode SNESNewtonTRDCPreCheck(SNES snes,Vec X,Vec Y,PetscBool *changed_Y) { SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC*)snes->data; PetscFunctionBegin; *changed_Y = PETSC_FALSE; if (tr->precheck) { PetscCall((*tr->precheck)(snes,X,Y,changed_Y,tr->precheckctx)); PetscValidLogicalCollectiveBool(snes,*changed_Y,4); } PetscFunctionReturn(0); } /*@C SNESNewtonTRDCPostCheck - Called after the step has been determined in SNESNEWTONTRDC but before the function evaluation Logically Collective on snes Input Parameters: + snes - the solver . X - The last solution . Y - The full step direction - W - The updated solution, W = X - Y Output Parameters: + changed_Y - indicator if step has been changed - changed_W - Indicator if the new candidate solution W has been changed. Notes: If Y is changed then W is recomputed as X - Y Level: developer .seealso: `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCGetPostCheck()` @*/ static PetscErrorCode SNESNewtonTRDCPostCheck(SNES snes,Vec X,Vec Y,Vec W,PetscBool *changed_Y,PetscBool *changed_W) { SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC*)snes->data; PetscFunctionBegin; *changed_Y = PETSC_FALSE; *changed_W = PETSC_FALSE; if (tr->postcheck) { PetscCall((*tr->postcheck)(snes,X,Y,W,changed_Y,changed_W,tr->postcheckctx)); PetscValidLogicalCollectiveBool(snes,*changed_Y,5); PetscValidLogicalCollectiveBool(snes,*changed_W,6); } PetscFunctionReturn(0); } /* SNESSolve_NEWTONTRDC - Implements Newton's Method with trust-region subproblem and adds dogleg Cauchy (Steepest Descent direction) step and direction if the trust region is not satisfied for solving system of nonlinear equations */ static PetscErrorCode SNESSolve_NEWTONTRDC(SNES snes) { SNES_NEWTONTRDC *neP = (SNES_NEWTONTRDC*)snes->data; Vec X,F,Y,G,W,GradF,YNtmp; Vec YCtmp; Mat jac; PetscInt maxits,i,j,lits,inner_count,bs; PetscReal rho,fnorm,gnorm,xnorm=0,delta,ynorm,temp_xnorm,temp_ynorm; /* TRDC inner iteration */ PetscReal inorms[99]; /* need to make it dynamic eventually, fixed max block size of 99 for now */ PetscReal deltaM,ynnorm,f0,mp,gTy,g,yTHy; /* rho calculation */ PetscReal auk,gfnorm,ycnorm,c0,c1,c2,tau,tau_pos,tau_neg,gTBg; /* Cauchy Point */ KSP ksp; SNESConvergedReason reason = SNES_CONVERGED_ITERATING; PetscBool breakout = PETSC_FALSE; SNES_TRDC_KSPConverged_Ctx *ctx; PetscErrorCode (*convtest)(KSP,PetscInt,PetscReal,KSPConvergedReason*,void*),(*convdestroy)(void*); void *convctx; PetscFunctionBegin; maxits = snes->max_its; /* maximum number of iterations */ X = snes->vec_sol; /* solution vector */ F = snes->vec_func; /* residual vector */ Y = snes->work[0]; /* update vector */ G = snes->work[1]; /* updated residual */ W = snes->work[2]; /* temporary vector */ GradF = snes->work[3]; /* grad f = J^T F */ YNtmp = snes->work[4]; /* Newton solution */ YCtmp = snes->work[5]; /* Cauchy solution */ PetscCheck(!snes->xl && !snes->xu && !snes->ops->computevariablebounds,PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name); PetscCall(VecGetBlockSize(YNtmp,&bs)); PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); snes->iter = 0; PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); /* Set the linear stopping criteria to use the More' trick. From tr.c */ PetscCall(SNESGetKSP(snes,&ksp)); PetscCall(KSPGetConvergenceTest(ksp,&convtest,&convctx,&convdestroy)); if (convtest != SNESTRDC_KSPConverged_Private) { PetscCall(PetscNew(&ctx)); ctx->snes = snes; PetscCall(KSPGetAndClearConvergenceTest(ksp,&ctx->convtest,&ctx->convctx,&ctx->convdestroy)); PetscCall(KSPSetConvergenceTest(ksp,SNESTRDC_KSPConverged_Private,ctx,SNESTRDC_KSPConverged_Destroy)); PetscCall(PetscInfo(snes,"Using Krylov convergence test SNESTRDC_KSPConverged_Private\n")); } if (!snes->vec_func_init_set) { PetscCall(SNESComputeFunction(snes,X,F)); /* F(X) */ } else snes->vec_func_init_set = PETSC_FALSE; PetscCall(VecNorm(F,NORM_2,&fnorm)); /* fnorm <- || F || */ SNESCheckFunctionNorm(snes,fnorm); PetscCall(VecNorm(X,NORM_2,&xnorm)); /* xnorm <- || X || */ PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); snes->norm = fnorm; PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); delta = xnorm ? neP->delta0*xnorm : neP->delta0; /* initial trust region size scaled by xnorm */ deltaM = xnorm ? neP->deltaM*xnorm : neP->deltaM; /* maximum trust region size scaled by xnorm */ neP->delta = delta; PetscCall(SNESLogConvergenceHistory(snes,fnorm,0)); PetscCall(SNESMonitor(snes,0,fnorm)); neP->rho_satisfied = PETSC_FALSE; /* test convergence */ PetscCall((*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP)); if (snes->reason) PetscFunctionReturn(0); for (i=0; ijacobian,snes->jacobian_pre)); SNESCheckJacobianDomainerror(snes); PetscCall(KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian)); PetscCall(KSPSolve(snes->ksp,F,YNtmp)); /* Quasi Newton Solution */ SNESCheckKSPSolve(snes); /* this is necessary but old tr.c did not have it*/ PetscCall(KSPGetIterationNumber(snes->ksp,&lits)); PetscCall(SNESGetJacobian(snes,&jac,NULL,NULL,NULL)); /* rescale Jacobian, Newton solution update, and re-calculate delta for multiphase (multivariable) for inner iteration and Cauchy direction calculation */ if (bs > 1 && neP->auto_scale_multiphase) { PetscCall(VecStrideNormAll(YNtmp,NORM_INFINITY,inorms)); for (j=0; jauto_scale_max > 1.0) { if (inorms[j] < 1.0/neP->auto_scale_max) { inorms[j] = 1.0/neP->auto_scale_max; } } PetscCall(VecStrideSet(W,j,inorms[j])); PetscCall(VecStrideScale(YNtmp,j,1.0/inorms[j])); PetscCall(VecStrideScale(X,j,1.0/inorms[j])); } PetscCall(VecNorm(X,NORM_2,&xnorm)); if (i == 0) { delta = neP->delta0*xnorm; } else { delta = neP->delta*xnorm; } deltaM = neP->deltaM*xnorm; PetscCall(MatDiagonalScale(jac,PETSC_NULL,W)); } /* calculating GradF of minimization function */ PetscCall(MatMultTranspose(jac,F,GradF)); /* grad f = J^T F */ PetscCall(VecNorm(YNtmp,NORM_2,&ynnorm)); /* ynnorm <- || Y_newton || */ inner_count = 0; neP->rho_satisfied = PETSC_FALSE; while (1) { if (ynnorm <= delta) { /* see if the Newton solution is within the trust region */ PetscCall(VecCopy(YNtmp,Y)); } else if (neP->use_cauchy) { /* use Cauchy direction if enabled */ PetscCall(MatMult(jac,GradF,W)); PetscCall(VecDotRealPart(W,W,&gTBg)); /* completes GradF^T J^T J GradF */ PetscCall(VecNorm(GradF,NORM_2,&gfnorm)); /* grad f norm <- || grad f || */ if (gTBg <= 0.0) { auk = PETSC_MAX_REAL; } else { auk = PetscSqr(gfnorm)/gTBg; } auk = PetscMin(delta/gfnorm,auk); PetscCall(VecCopy(GradF,YCtmp)); /* this could be improved */ PetscCall(VecScale(YCtmp,auk)); /* YCtmp, Cauchy solution*/ PetscCall(VecNorm(YCtmp,NORM_2,&ycnorm)); /* ycnorm <- || Y_cauchy || */ if (ycnorm >= delta) { /* see if the Cauchy solution meets the criteria */ PetscCall(VecCopy(YCtmp,Y)); PetscCall(PetscInfo(snes,"DL evaluated. delta: %8.4e, ynnorm: %8.4e, ycnorm: %8.4e\n",(double)delta,(double)ynnorm,(double)ycnorm)); } else { /* take ratio, tau, of Cauchy and Newton direction and step */ PetscCall(VecAXPY(YNtmp,-1.0,YCtmp)); /* YCtmp = A, YNtmp = B */ PetscCall(VecNorm(YNtmp,NORM_2,&c0)); /* this could be improved */ c0 = PetscSqr(c0); PetscCall(VecDotRealPart(YCtmp,YNtmp,&c1)); c1 = 2.0*c1; PetscCall(VecNorm(YCtmp,NORM_2,&c2)); /* this could be improved */ c2 = PetscSqr(c2) - PetscSqr(delta); tau_pos = (c1 + PetscSqrtReal(PetscSqr(c1) - 4.*c0*c2))/(2.*c0); /* quadratic formula */ tau_neg = (c1 - PetscSqrtReal(PetscSqr(c1) - 4.*c0*c2))/(2.*c0); tau = PetscMax(tau_pos, tau_neg); /* can tau_neg > tau_pos? I don't think so, but just in case. */ PetscCall(PetscInfo(snes,"DL evaluated. tau: %8.4e, ynnorm: %8.4e, ycnorm: %8.4e\n",(double)tau,(double)ynnorm,(double)ycnorm)); PetscCall(VecWAXPY(W,tau,YNtmp,YCtmp)); PetscCall(VecAXPY(W,-tau,YCtmp)); PetscCall(VecCopy(W, Y)); /* this could be improved */ } } else { /* if Cauchy is disabled, only use Newton direction */ auk = delta/ynnorm; PetscCall(VecScale(YNtmp,auk)); PetscCall(VecCopy(YNtmp,Y)); /* this could be improved (many VecCopy, VecNorm)*/ } PetscCall(VecNorm(Y,NORM_2,&ynorm)); /* compute the final ynorm */ f0 = 0.5*PetscSqr(fnorm); /* minimizing function f(X) */ PetscCall(MatMult(jac,Y,W)); PetscCall(VecDotRealPart(W,W,&yTHy)); /* completes GradY^T J^T J GradY */ PetscCall(VecDotRealPart(GradF,Y,&gTy)); mp = f0 - gTy + 0.5*yTHy; /* quadratic model to satisfy, -gTy because our update is X-Y*/ /* scale back solution update */ if (bs > 1 && neP->auto_scale_multiphase) { for (j=0; jvec_sol_update)); PetscCall(SNESComputeFunction(snes,W,G)); /* F(X-Y) = G */ PetscCall(VecNorm(G,NORM_2,&gnorm)); /* gnorm <- || g || */ SNESCheckFunctionNorm(snes,gnorm); g = 0.5*PetscSqr(gnorm); /* minimizing function g(W) */ if (f0 == mp) rho = 0.0; else rho = (f0 - g)/(f0 - mp); /* actual improvement over predicted improvement */ if (rho < neP->eta2) { delta *= neP->t1; /* shrink the region */ } else if (rho > neP->eta3) { delta = PetscMin(neP->t2*delta,deltaM); /* expand the region, but not greater than deltaM */ } neP->delta = delta; if (rho >= neP->eta1) { /* unscale delta and xnorm before going to the next outer iteration */ if (bs > 1 && neP->auto_scale_multiphase) { neP->delta = delta/xnorm; xnorm = temp_xnorm; ynorm = temp_ynorm; } neP->rho_satisfied = PETSC_TRUE; break; /* the improvement ratio is satisfactory */ } PetscCall(PetscInfo(snes,"Trying again in smaller region\n")); /* check to see if progress is hopeless */ neP->itflag = PETSC_FALSE; /* both delta, ynorm, and xnorm are either scaled or unscaled */ PetscCall(SNESTRDC_Converged_Private(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP)); if (!reason) { /* temp_xnorm, temp_ynorm is always unscaled */ /* also the inner iteration already calculated the Jacobian and solved the matrix */ /* therefore, it should be passing iteration number of iter+1 instead of iter+0 in the first iteration and after */ PetscCall((*snes->ops->converged)(snes,snes->iter+1,temp_xnorm,temp_ynorm,fnorm,&reason,snes->cnvP)); } /* if multiphase state changes, break out inner iteration */ if (reason == SNES_BREAKOUT_INNER_ITER) { if (bs > 1 && neP->auto_scale_multiphase) { /* unscale delta and xnorm before going to the next outer iteration */ neP->delta = delta/xnorm; xnorm = temp_xnorm; ynorm = temp_ynorm; } reason = SNES_CONVERGED_ITERATING; break; } if (reason == SNES_CONVERGED_SNORM_RELATIVE) reason = SNES_DIVERGED_INNER; if (reason) { if (reason < 0) { /* We're not progressing, so return with the current iterate */ PetscCall(SNESMonitor(snes,i+1,fnorm)); breakout = PETSC_TRUE; break; } else if (reason > 0) { /* We're converged, so return with the current iterate and update solution */ PetscCall(SNESMonitor(snes,i+1,fnorm)); breakout = PETSC_FALSE; break; } } snes->numFailures++; } if (!breakout) { /* Update function and solution vectors */ fnorm = gnorm; PetscCall(VecCopy(G,F)); PetscCall(VecCopy(W,X)); /* Monitor convergence */ PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); snes->iter = i+1; snes->norm = fnorm; snes->xnorm = xnorm; snes->ynorm = ynorm; PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); PetscCall(SNESLogConvergenceHistory(snes,snes->norm,lits)); PetscCall(SNESMonitor(snes,snes->iter,snes->norm)); /* Test for convergence, xnorm = || X || */ neP->itflag = PETSC_TRUE; if (snes->ops->converged != SNESConvergedSkip) PetscCall(VecNorm(X,NORM_2,&xnorm)); PetscCall((*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP)); if (reason) break; } else break; } /* PetscCall(PetscFree(inorms)); */ if (i == maxits) { PetscCall(PetscInfo(snes,"Maximum number of iterations has been reached: %" PetscInt_FMT "\n",maxits)); if (!reason) reason = SNES_DIVERGED_MAX_IT; } PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); snes->reason = reason; PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); if (convtest != SNESTRDC_KSPConverged_Private) { PetscCall(KSPGetAndClearConvergenceTest(ksp,&ctx->convtest,&ctx->convctx,&ctx->convdestroy)); PetscCall(PetscFree(ctx)); PetscCall(KSPSetConvergenceTest(ksp,convtest,convctx,convdestroy)); } PetscFunctionReturn(0); } /*------------------------------------------------------------*/ static PetscErrorCode SNESSetUp_NEWTONTRDC(SNES snes) { PetscFunctionBegin; PetscCall(SNESSetWorkVecs(snes,6)); PetscCall(SNESSetUpMatrices(snes)); PetscFunctionReturn(0); } PetscErrorCode SNESReset_NEWTONTRDC(SNES snes) { PetscFunctionBegin; PetscFunctionReturn(0); } static PetscErrorCode SNESDestroy_NEWTONTRDC(SNES snes) { PetscFunctionBegin; PetscCall(SNESReset_NEWTONTRDC(snes)); PetscCall(PetscFree(snes->data)); PetscFunctionReturn(0); } /*------------------------------------------------------------*/ static PetscErrorCode SNESSetFromOptions_NEWTONTRDC(PetscOptionItems *PetscOptionsObject,SNES snes) { SNES_NEWTONTRDC *ctx = (SNES_NEWTONTRDC*)snes->data; PetscFunctionBegin; PetscOptionsHeadBegin(PetscOptionsObject,"SNES trust region options for nonlinear equations"); PetscCall(PetscOptionsReal("-snes_trdc_tol","Trust region tolerance","SNESSetTrustRegionTolerance",snes->deltatol,&snes->deltatol,NULL)); PetscCall(PetscOptionsReal("-snes_trdc_eta1","eta1","None",ctx->eta1,&ctx->eta1,NULL)); PetscCall(PetscOptionsReal("-snes_trdc_eta2","eta2","None",ctx->eta2,&ctx->eta2,NULL)); PetscCall(PetscOptionsReal("-snes_trdc_eta3","eta3","None",ctx->eta3,&ctx->eta3,NULL)); PetscCall(PetscOptionsReal("-snes_trdc_t1","t1","None",ctx->t1,&ctx->t1,NULL)); PetscCall(PetscOptionsReal("-snes_trdc_t2","t2","None",ctx->t2,&ctx->t2,NULL)); PetscCall(PetscOptionsReal("-snes_trdc_deltaM","deltaM","None",ctx->deltaM,&ctx->deltaM,NULL)); PetscCall(PetscOptionsReal("-snes_trdc_delta0","delta0","None",ctx->delta0,&ctx->delta0,NULL)); PetscCall(PetscOptionsReal("-snes_trdc_auto_scale_max","auto_scale_max","None",ctx->auto_scale_max,&ctx->auto_scale_max,NULL)); PetscCall(PetscOptionsBool("-snes_trdc_use_cauchy","use_cauchy","use Cauchy step and direction",ctx->use_cauchy,&ctx->use_cauchy,NULL)); PetscCall(PetscOptionsBool("-snes_trdc_auto_scale_multiphase","auto_scale_multiphase","Auto scaling for proper cauchy direction",ctx->auto_scale_multiphase,&ctx->auto_scale_multiphase,NULL)); PetscOptionsHeadEnd(); PetscFunctionReturn(0); } static PetscErrorCode SNESView_NEWTONTRDC(SNES snes,PetscViewer viewer) { SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC*)snes->data; PetscBool iascii; PetscFunctionBegin; PetscCall(PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii)); if (iascii) { PetscCall(PetscViewerASCIIPrintf(viewer," Trust region tolerance %g (-snes_trtol)\n",(double)snes->deltatol)); PetscCall(PetscViewerASCIIPrintf(viewer," eta1=%g, eta2=%g, eta3=%g\n",(double)tr->eta1,(double)tr->eta2,(double)tr->eta3)); PetscCall(PetscViewerASCIIPrintf(viewer," delta0=%g, t1=%g, t2=%g, deltaM=%g\n",(double)tr->delta0,(double)tr->t1,(double)tr->t2,(double)tr->deltaM)); } PetscFunctionReturn(0); } /* ------------------------------------------------------------ */ /*MC SNESNEWTONTRDC - Newton based nonlinear solver that uses trust-region dogleg method with Cauchy direction Options Database: + -snes_trdc_tol - trust region tolerance . -snes_trdc_eta1 - trust region parameter 0.0 <= eta1 <= eta2, rho >= eta1 breaks out of the inner iteration (default: eta1=0.001) . -snes_trdc_eta2 - trust region parameter 0.0 <= eta1 <= eta2, rho <= eta2 shrinks the trust region (default: eta2=0.25) . -snes_trdc_eta3 - trust region parameter eta3 > eta2, rho >= eta3 expands the trust region (default: eta3=0.75) . -snes_trdc_t1 - trust region parameter, shrinking factor of trust region (default: 0.25) . -snes_trdc_t2 - trust region parameter, expanding factor of trust region (default: 2.0) . -snes_trdc_deltaM - trust region parameter, max size of trust region, deltaM*norm2(x) (default: 0.5) . -snes_trdc_delta0 - trust region parameter, initial size of trust region, delta0*norm2(x) (default: 0.1) . -snes_trdc_auto_scale_max - used with auto_scale_multiphase, caps the maximum auto-scaling factor . -snes_trdc_use_cauchy - True uses dogleg Cauchy (Steepest Descent direction) step & direction in the trust region algorithm - -snes_trdc_auto_scale_multiphase - True turns on auto-scaling for multivariable block matrix for Cauchy and trust region Notes: The algorithm is taken from "Linear and Nonlinear Solvers for Simulating Multiphase Flow within Large-Scale Engineered Subsurface Systems" by Heeho D. Park, Glenn E. Hammond, Albert J. Valocchi, Tara LaForce. Level: intermediate .seealso: `SNESCreate()`, `SNES`, `SNESSetType()`, `SNESNEWTONLS`, `SNESSetTrustRegionTolerance()`, `SNESNEWTONTRDC` M*/ PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONTRDC(SNES snes) { SNES_NEWTONTRDC *neP; PetscFunctionBegin; snes->ops->setup = SNESSetUp_NEWTONTRDC; snes->ops->solve = SNESSolve_NEWTONTRDC; snes->ops->destroy = SNESDestroy_NEWTONTRDC; snes->ops->setfromoptions = SNESSetFromOptions_NEWTONTRDC; snes->ops->view = SNESView_NEWTONTRDC; snes->ops->reset = SNESReset_NEWTONTRDC; snes->usesksp = PETSC_TRUE; snes->usesnpc = PETSC_FALSE; snes->alwayscomputesfinalresidual = PETSC_TRUE; PetscCall(PetscNewLog(snes,&neP)); snes->data = (void*)neP; neP->delta = 0.0; neP->delta0 = 0.1; neP->eta1 = 0.001; neP->eta2 = 0.25; neP->eta3 = 0.75; neP->t1 = 0.25; neP->t2 = 2.0; neP->deltaM = 0.5; neP->sigma = 0.0001; neP->itflag = PETSC_FALSE; neP->rnorm0 = 0.0; neP->ttol = 0.0; neP->use_cauchy = PETSC_TRUE; neP->auto_scale_multiphase = PETSC_FALSE; neP->auto_scale_max = -1.0; neP->rho_satisfied = PETSC_FALSE; snes->deltatol = 1.e-12; /* for multiphase (multivariable) scaling */ /* may be used for dynamic allocation of inorms, but it fails snes_tutorials-ex3_13 on test forced DIVERGED_JACOBIAN_DOMAIN test. I will use static array for now. PetscCall(VecGetBlockSize(snes->work[0],&neP->bs)); PetscCall(PetscCalloc1(neP->bs,&neP->inorms)); */ PetscFunctionReturn(0); }