#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 */ KSPConvergenceTestFn *convtest; PetscCtxDestroyFn *convdestroy; void *convctx; } SNES_TRDC_KSPConverged_Ctx; static PetscErrorCode SNESNewtonTRSetTolerances_TRDC(SNES snes, PetscReal delta_min, PetscReal delta_max, PetscReal delta_0) { SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; PetscFunctionBegin; if (delta_min == PETSC_DETERMINE) delta_min = 1.e-12; if (delta_max == PETSC_DETERMINE) delta_max = 0.5; if (delta_0 == PETSC_DETERMINE) delta_0 = 0.1; if (delta_min != PETSC_CURRENT) tr->deltatol = delta_min; if (delta_max != PETSC_CURRENT) tr->deltaM = delta_max; if (delta_0 != PETSC_CURRENT) tr->delta0 = delta_0; PetscFunctionReturn(PETSC_SUCCESS); } 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(PETSC_SUCCESS); } 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(PETSC_SUCCESS); } /* 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 * neP->deltatol) { PetscCall(PetscInfo(snes, "Diverged due to too small a trust region %g<%g*%g\n", (double)neP->delta, (double)xnorm, (double)neP->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(PETSC_SUCCESS); } /*@ SNESNewtonTRDCGetRhoFlag - Get whether the current solution update is within the trust-region. Logically Collective Input Parameter: . snes - the nonlinear solver object Output Parameter: . rho_flag - `PETSC_FALSE` or `PETSC_TRUE` Level: developer .seealso: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNewtonTRDCPreCheck()`, `SNESNewtonTRDCGetPreCheck()`, `SNESNewtonTRDCSetPreCheck()`, `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCGetPostCheck()` @*/ PetscErrorCode SNESNewtonTRDCGetRhoFlag(SNES snes, PetscBool *rho_flag) { SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; PetscFunctionBegin; PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); PetscAssertPointer(rho_flag, 2); *rho_flag = tr->rho_satisfied; PetscFunctionReturn(PETSC_SUCCESS); } /*@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 Input Parameters: + snes - the nonlinear solver object . func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRDCPreCheck()` - 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: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNewtonTRDCPreCheck()`, `SNESNewtonTRDCGetPreCheck()`, `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCGetPostCheck()`, `SNESNewtonTRDCGetRhoFlag()` @*/ 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(PETSC_SUCCESS); } /*@C SNESNewtonTRDCGetPreCheck - Gets the pre-check function optionally set with `SNESNewtonTRDCSetPreCheck()` Not Collective Input Parameter: . snes - the nonlinear solver context Output Parameters: + func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRDCPreCheck()` - ctx - [optional] user-defined context for private data for the function evaluation routine (may be `NULL`) Level: intermediate .seealso: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `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(PETSC_SUCCESS); } /*@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 Input Parameters: + snes - the nonlinear solver object . func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRDCPostCheck()` - 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: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNewtonTRDCPostCheck()`, `SNESNewtonTRDCGetPostCheck()`, `SNESNewtonTRDCSetPreCheck()`, `SNESNewtonTRDCGetPreCheck()` @*/ 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(PETSC_SUCCESS); } /*@C SNESNewtonTRDCGetPostCheck - Gets the post-check function optionally set with `SNESNewtonTRDCSetPostCheck()` Not Collective Input Parameter: . snes - the nonlinear solver context Output Parameters: + func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRDCPostCheck()` - ctx - [optional] user-defined context for private data for the function evaluation routine (may be `NULL`) Level: intermediate .seealso: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCPostCheck()`, `SNESNewtonTRDCSetPreCheck()`, `SNESNewtonTRDCGetPreCheck()` @*/ 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(PETSC_SUCCESS); } // PetscClangLinter pragma disable: -fdoc-internal-linkage /*@C SNESNewtonTRDCPreCheck - Called before the step has been determined in `SNESNEWTONTRDC` Logically Collective Input Parameters: + snes - the solver . X - The last solution - Y - The step direction Output Parameter: . changed_Y - Indicator that the step direction `Y` has been changed. Level: developer .seealso: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNewtonTRDCSetPreCheck()`, `SNESNewtonTRDCGetPreCheck()`, `SNESNewtonTRDCPostCheck()` @*/ 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(PETSC_SUCCESS); } // PetscClangLinter pragma disable: -fdoc-internal-linkage /*@C SNESNewtonTRDCPostCheck - Called after the step has been determined in `SNESNEWTONTRDC` but before the function evaluation at that step Logically Collective 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. Level: developer Note: If `Y` is changed then `W` is recomputed as `X` - `Y` .seealso: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNEWTONTRDC`, `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCGetPostCheck()`, `SNESNewtonTRDCPreCheck() @*/ 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(PETSC_SUCCESS); } /* 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; KSPConvergenceTestFn *convtest; PetscCtxDestroyFn *convdestroy; 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 || */ SNESCheckFunctionDomainError(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 */ PetscUseTypeMethod(snes, converged, snes->iter, 0.0, 0.0, fnorm, &snes->reason, snes->cnvP); if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS); for (i = 0; i < maxits; i++) { PetscBool changed_y; PetscBool changed_w; /* dogleg method */ PetscCall(SNESComputeJacobian(snes, X, snes->jacobian, 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; j < bs; j++) { if (neP->auto_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, 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; j < bs; j++) { PetscCall(VecStrideScale(Y, j, inorms[j])); if (inner_count == 0) { /* TRDC inner algorithm does not need scaled X after calculating delta in the outer iteration */ /* need to scale back X to match Y and provide proper update to the external code */ PetscCall(VecStrideScale(X, j, inorms[j])); } } if (inner_count == 0) PetscCall(VecNorm(X, NORM_2, &temp_xnorm)); /* only in the first iteration */ PetscCall(VecNorm(Y, NORM_2, &temp_ynorm)); } else { temp_xnorm = xnorm; temp_ynorm = ynorm; } inner_count++; /* Evaluate the solution to meet the improvement ratio criteria */ PetscCall(SNESNewtonTRDCPreCheck(snes, X, Y, &changed_y)); PetscCall(VecWAXPY(W, -1.0, Y, X)); PetscCall(SNESNewtonTRDCPostCheck(snes, X, Y, W, &changed_y, &changed_w)); if (changed_y) PetscCall(VecWAXPY(W, -1.0, Y, X)); PetscCall(VecCopy(Y, snes->vec_sol_update)); PetscCall(SNESComputeFunction(snes, W, G)); /* F(X-Y) = G */ PetscCall(VecNorm(G, NORM_2, &gnorm)); /* gnorm <- || g || */ SNESCheckFunctionDomainError(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 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)); PetscUseTypeMethod(snes, converged, 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(PETSC_SUCCESS); } static PetscErrorCode SNESSetUp_NEWTONTRDC(SNES snes) { PetscFunctionBegin; PetscCall(SNESSetWorkVecs(snes, 6)); PetscCall(SNESSetUpMatrices(snes)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode SNESDestroy_NEWTONTRDC(SNES snes) { PetscFunctionBegin; PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNewtonTRSetTolerances_C", NULL)); PetscCall(PetscFree(snes->data)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode SNESSetFromOptions_NEWTONTRDC(SNES snes, PetscOptionItems PetscOptionsObject) { 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", "SNESNewtonTRSetTolerances", ctx->deltatol, &ctx->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(PETSC_SUCCESS); } static PetscErrorCode SNESView_NEWTONTRDC(SNES snes, PetscViewer viewer) { SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; PetscBool isascii; PetscFunctionBegin; PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &isascii)); if (isascii) { PetscCall(PetscViewerASCIIPrintf(viewer, " Trust region tolerance %g\n", (double)tr->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(PETSC_SUCCESS); } /*MC SNESNEWTONTRDC - Newton based nonlinear solver that uses trust-region dogleg method with Cauchy direction Options Database Keys: + -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 Level: advanced Notes: `SNESNEWTONTRDC` only works for root-finding problems and does not support objective functions. The main difference with respect to `SNESNEWTONTR` is that `SNESNEWTONTRDC` scales the trust region by the norm of the current linearization point. Future version may extend the `SNESNEWTONTR` code and deprecate `SNESNEWTONTRDC`. For details, see {cite}`park2021linear` .seealso: [](ch_snes), `SNESCreate()`, `SNES`, `SNESSetType()`, `SNESNEWTONLS`, `SNESNewtonTRSetTolerances()`, `SNESNewtonTRDCPreCheck()`, `SNESNewtonTRDCGetPreCheck()`, `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCGetPostCheck()`, `SNESNewtonTRDCGetRhoFlag()`, `SNESNewtonTRDCSetPreCheck()` 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->usesksp = PETSC_TRUE; snes->usesnpc = PETSC_FALSE; snes->alwayscomputesfinalresidual = PETSC_TRUE; PetscCall(SNESParametersInitialize(snes)); PetscCall(PetscNew(&neP)); snes->data = (void *)neP; neP->eta1 = 0.001; neP->eta2 = 0.25; neP->eta3 = 0.75; neP->t1 = 0.25; neP->t2 = 2.0; 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; neP->delta = 0.0; neP->deltaM = 0.5; neP->delta0 = 0.1; neP->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)); */ PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNewtonTRSetTolerances_C", SNESNewtonTRSetTolerances_TRDC)); PetscFunctionReturn(PETSC_SUCCESS); }