#ifndef lint static char vcid[] = "$Id: tr.c,v 1.55 1996/08/12 03:43:01 bsmith Exp bsmith $"; #endif #include #include "src/snes/impls/tr/tr.h" /*I "snes.h" I*/ #include "pinclude/pviewer.h" /* This convergence test determines if the two norm of the solution lies outside the trust region, if so it halts. */ int SNES_TR_KSPConverged_Private(KSP ksp,int n, double rnorm, void *ctx) { SNES snes = (SNES) ctx; SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx; SNES_TR *neP = (SNES_TR*)snes->data; Vec x; double norm; int ierr, convinfo; if (snes->ksp_ewconv) { if (!kctx) SETERRQ(1,"SNES_KSP_EW_Converged_Private:Convergence context does not exist"); if (n == 0) SNES_KSP_EW_ComputeRelativeTolerance_Private(snes,ksp); kctx->lresid_last = rnorm; } convinfo = KSPDefaultConverged(ksp,n,rnorm,ctx); if (convinfo) { PLogInfo(snes,"SNES: KSP iterations=%d, rnorm=%g\n",n,rnorm); return convinfo; } /* Determine norm of solution */ ierr = KSPBuildSolution(ksp,0,&x); CHKERRQ(ierr); ierr = VecNorm(x,NORM_2,&norm); CHKERRQ(ierr); if (norm >= neP->delta) { PLogInfo(snes,"SNES: KSP iterations=%d, rnorm=%g\n",n,rnorm); PLogInfo(snes, "SNES: Ending linear iteration early, delta %g length %g\n",neP->delta,norm); return 1; } return(0); } /* SNESSolve_EQ_TR - Implements Newton's Method with a very simple trust region approach for solving systems of nonlinear equations. The basic algorithm is taken from "The Minpack Project", by More', Sorensen, Garbow, Hillstrom, pages 88-111 of "Sources and Development of Mathematical Software", Wayne Cowell, editor. This is intended as a model implementation, since it does not necessarily have many of the bells and whistles of other implementations. */ static int SNESSolve_EQ_TR(SNES snes,int *its) { SNES_TR *neP = (SNES_TR *) snes->data; Vec X, F, Y, G, TMP, Ytmp; int maxits, i, history_len, ierr, lits; MatStructure flg = DIFFERENT_NONZERO_PATTERN; double rho, fnorm, gnorm, gpnorm, xnorm, delta,norm,*history, ynorm; Scalar mone = -1.0,cnorm; KSP ksp; SLES sles; history = snes->conv_hist; /* convergence history */ history_len = snes->conv_hist_len; /* convergence history length */ 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]; Ytmp = snes->work[2]; ierr = VecNorm(X,NORM_2,&xnorm); CHKERRQ(ierr); /* xnorm = || X || */ snes->iter = 0; ierr = SNESComputeFunction(snes,X,F); CHKERRQ(ierr); /* F(X) */ ierr = VecNorm(F, NORM_2,&fnorm ); CHKERRQ(ierr); /* fnorm <- || F || */ snes->norm = fnorm; if (history && history_len > 0) history[0] = fnorm; delta = neP->delta0*fnorm; neP->delta = delta; SNESMonitor(snes,0,fnorm); /* set parameter for default relative tolerance convergence test */ snes->ttol = fnorm*snes->rtol; /* Set the stopping criteria to use the More' trick. */ ierr = SNESGetSLES(snes,&sles); CHKERRQ(ierr); ierr = SLESGetKSP(sles,&ksp); CHKERRQ(ierr); ierr = KSPSetConvergenceTest(ksp,SNES_TR_KSPConverged_Private,(void *)snes);CHKERRQ(ierr); for ( i=0; iiter = i+1; ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); ierr = SLESSetOperators(snes->sles,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); ierr = SLESSolve(snes->sles,F,Ytmp,&lits); CHKERRQ(ierr); ierr = VecNorm(Ytmp,NORM_2,&norm); CHKERRQ(ierr); while(1) { ierr = VecCopy(Ytmp,Y); CHKERRQ(ierr); /* Scale Y if need be and predict new value of F norm */ if (norm >= delta) { norm = delta/norm; gpnorm = (1.0 - norm)*fnorm; cnorm = norm; PLogInfo(snes, "Scaling direction by %g \n",norm ); ierr = VecScale(&cnorm,Y); CHKERRQ(ierr); norm = gpnorm; ynorm = delta; } else { gpnorm = 0.0; PLogInfo(snes,"Direction is in Trust Region \n" ); ynorm = norm; } ierr = VecAYPX(&mone,X,Y); CHKERRQ(ierr); /* Y <- X + Y */ ierr = VecCopy(X,snes->vec_sol_update_always); CHKERRQ(ierr); ierr = SNESComputeFunction(snes,Y,G); CHKERRQ(ierr); /* F(X) */ ierr = VecNorm(G,NORM_2,&gnorm); CHKERRQ(ierr); /* gnorm <- || g || */ if (fnorm == gpnorm) rho = 0.0; else rho = (fnorm*fnorm - gnorm*gnorm)/(fnorm*fnorm - gpnorm*gpnorm); /* Update size of trust region */ if (rho < neP->mu) delta *= neP->delta1; else if (rho < neP->eta) delta *= neP->delta2; else delta *= neP->delta3; PLogInfo(snes,"%d: f_norm=%g, g_norm=%g, ynorm=%g\n", i, fnorm, gnorm, ynorm ); PLogInfo(snes,"gpred=%g, rho=%g, delta=%g,iters=%d\n", gpnorm, rho, delta, lits); neP->delta = delta; if (rho > neP->sigma) break; PLogInfo(snes,"Trying again in smaller region\n"); /* check to see if progress is hopeless */ neP->itflag = 0; if ((*snes->converged)(snes,xnorm,ynorm,fnorm,snes->cnvP)) { /* We're not progressing, so return with the current iterate */ if (X != snes->vec_sol) { ierr = VecCopy(X,snes->vec_sol); CHKERRQ(ierr); snes->vec_sol_always = snes->vec_sol; snes->vec_func_always = snes->vec_func; } } snes->nfailures++; } fnorm = gnorm; snes->norm = fnorm; if (history && history_len > i+1) history[i+1] = fnorm; TMP = F; F = G; snes->vec_func_always = F; G = TMP; TMP = X; X = Y; snes->vec_sol_always = X; Y = TMP; VecNorm(X, NORM_2,&xnorm ); /* xnorm = || X || */ SNESMonitor(snes,i+1,fnorm); /* Test for convergence */ neP->itflag = 1; if ((*snes->converged)( snes, xnorm, ynorm, fnorm,snes->cnvP )) { /* Verify solution is in corect location */ if (X != snes->vec_sol) { ierr = VecCopy(X,snes->vec_sol); CHKERRQ(ierr); snes->vec_sol_always = snes->vec_sol; snes->vec_func_always = snes->vec_func; } break; } } if (i == maxits) { PLogInfo(snes,"Maximum number of iterations has been reached: %d\n",maxits); i--; } *its = i+1; return 0; } /*------------------------------------------------------------*/ static int SNESSetUp_EQ_TR( SNES snes ) { int ierr; 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]; return 0; } /*------------------------------------------------------------*/ static int SNESDestroy_EQ_TR(PetscObject obj ) { SNES snes = (SNES) obj; int ierr; if (snes->nwork) { ierr = VecDestroyVecs(snes->work,snes->nwork); CHKERRQ(ierr); } PetscFree(snes->data); return 0; } /*------------------------------------------------------------*/ static int SNESSetFromOptions_EQ_TR(SNES snes) { SNES_TR *ctx = (SNES_TR *)snes->data; double tmp; int ierr,flg; ierr = OptionsGetDouble(snes->prefix,"-mu",&tmp, &flg); CHKERRQ(ierr); if (flg) {ctx->mu = tmp;} ierr = OptionsGetDouble(snes->prefix,"-eta",&tmp, &flg); CHKERRQ(ierr); if (flg) {ctx->eta = tmp;} ierr = OptionsGetDouble(snes->prefix,"-sigma",&tmp, &flg); CHKERRQ(ierr); if (flg) {ctx->sigma = tmp;} ierr = OptionsGetDouble(snes->prefix,"-delta0",&tmp, &flg); CHKERRQ(ierr); if (flg) {ctx->delta0 = tmp;} ierr = OptionsGetDouble(snes->prefix,"-delta1",&tmp, &flg); CHKERRQ(ierr); if (flg) {ctx->delta1 = tmp;} ierr = OptionsGetDouble(snes->prefix,"-delta2",&tmp, &flg); CHKERRQ(ierr); if (flg) {ctx->delta2 = tmp;} ierr = OptionsGetDouble(snes->prefix,"-delta3",&tmp, &flg); CHKERRQ(ierr); if (flg) {ctx->delta3 = tmp;} return 0; } static int SNESPrintHelp_EQ_TR(SNES snes,char *p) { SNES_TR *ctx = (SNES_TR *)snes->data; PetscFPrintf(snes->comm,stdout," method SNES_EQ_TR (tr) for systems of nonlinear equations:\n"); PetscFPrintf(snes->comm,stdout," %ssnes_trust_region_mu (default %g)\n",p,ctx->mu); PetscFPrintf(snes->comm,stdout," %ssnes_trust_region_eta (default %g)\n",p,ctx->eta); PetscFPrintf(snes->comm,stdout," %ssnes_trust_region_sigma (default %g)\n",p,ctx->sigma); PetscFPrintf(snes->comm,stdout," %ssnes_trust_region_delta0 (default %g)\n",p,ctx->delta0); PetscFPrintf(snes->comm,stdout," %ssnes_trust_region_delta1 (default %g)\n",p,ctx->delta1); PetscFPrintf(snes->comm,stdout," %ssnes_trust_region_delta2 (default %g)\n",p,ctx->delta2); PetscFPrintf(snes->comm,stdout," %ssnes_trust_region_delta3 (default %g)\n",p,ctx->delta3); return 0; } static int SNESView_EQ_TR(PetscObject obj,Viewer viewer) { SNES snes = (SNES)obj; SNES_TR *tr = (SNES_TR *)snes->data; FILE *fd; int ierr; ViewerType vtype; ierr = ViewerGetType(viewer,&vtype); CHKERRQ(ierr); if (vtype == ASCII_FILE_VIEWER || vtype == ASCII_FILES_VIEWER) { ierr = ViewerASCIIGetPointer(viewer,&fd); CHKERRQ(ierr); PetscFPrintf(snes->comm,fd," mu=%g, eta=%g, sigma=%g\n",tr->mu,tr->eta,tr->sigma); PetscFPrintf(snes->comm,fd," delta0=%g, delta1=%g, delta2=%g, delta3=%g\n", tr->delta0,tr->delta1,tr->delta2,tr->delta3); } return 0; } /* ---------------------------------------------------------------- */ /*@ SNESConverged_EQ_TR - Default test for monitoring the convergence of the trust region method SNES_EQ_TR for solving systems of nonlinear equations. Input Parameters: . snes - the SNES context . xnorm - 2-norm of current iterate . pnorm - 2-norm of current step . fnorm - 2-norm of function . dummy - unused context Returns: $ 1 if ( delta < xnorm*deltatol ), $ 2 if ( fnorm < atol ), $ 3 if ( pnorm < xtol*xnorm ), $ -2 if ( nfct > maxf ), $ -1 if ( delta < xnorm*epsmch ), $ 0 otherwise, where $ delta - trust region paramenter $ deltatol - trust region size tolerance, $ set with SNESSetTrustRegionTolerance() $ maxf - maximum number of function evaluations, $ set with SNESSetTolerances() $ nfct - number of function evaluations, $ atol - absolute function norm tolerance, $ set with SNESSetTolerances() $ xtol - relative function norm tolerance, $ set with SNESSetTolerances() .keywords: SNES, nonlinear, default, converged, convergence .seealso: SNESSetConvergenceTest(), SNESEisenstatWalkerConverged() @*/ int SNESConverged_EQ_TR(SNES snes,double xnorm,double pnorm,double fnorm,void *dummy) { SNES_TR *neP = (SNES_TR *)snes->data; double epsmch = 1.0e-14; /* This must be fixed */ int info; if (snes->method_class != SNES_NONLINEAR_EQUATIONS) SETERRQ(1,"SNESConverged_EQ_LS:For SNES_NONLINEAR_EQUATIONS only"); if (neP->delta < xnorm * snes->deltatol) { PLogInfo(snes, "SNES: Converged due to trust region param %g<%g*%g\n",neP->delta,xnorm,snes->deltatol); return 1; } if (neP->itflag) { info = SNESConverged_EQ_LS(snes,xnorm,pnorm,fnorm,dummy); if (info) return info; } if (neP->delta < xnorm * epsmch) { PLogInfo(snes, "SNES: Converged due to trust region param %g < %g * %g\n",neP->delta,xnorm, epsmch); return -1; } return 0; } /* ------------------------------------------------------------ */ int SNESCreate_EQ_TR(SNES snes ) { SNES_TR *neP; if (snes->method_class != SNES_NONLINEAR_EQUATIONS) SETERRQ(1,"SNESCreate_EQ_TR:For SNES_NONLINEAR_EQUATIONS only"); snes->type = SNES_EQ_TR; snes->setup = SNESSetUp_EQ_TR; snes->solve = SNESSolve_EQ_TR; snes->destroy = SNESDestroy_EQ_TR; snes->converged = SNESConverged_EQ_TR; snes->printhelp = SNESPrintHelp_EQ_TR; snes->setfromoptions = SNESSetFromOptions_EQ_TR; snes->view = SNESView_EQ_TR; snes->nwork = 0; neP = PetscNew(SNES_TR); CHKPTRQ(neP); PLogObjectMemory(snes,sizeof(SNES_TR)); snes->data = (void *) neP; neP->mu = 0.25; neP->eta = 0.75; neP->delta = 0.0; neP->delta0 = 0.2; neP->delta1 = 0.3; neP->delta2 = 0.75; neP->delta3 = 2.0; neP->sigma = 0.0001; neP->itflag = 0; neP->rnorm0 = 0; neP->ttol = 0; return 0; }