173f4d377SMatthew Knepley /*$Id: ls.c,v 1.172 2001/08/07 03:04:11 balay Exp $*/ 25e76c431SBarry Smith 370f55243SBarry Smith #include "src/snes/impls/ls/ls.h" 45e42470aSBarry Smith 55ca10a37SBarry Smith 65ca10a37SBarry Smith #undef __FUNCT__ 75ca10a37SBarry Smith #define __FUNCT__ "VecMaxScale_SNES" 85ca10a37SBarry Smith /* 95ca10a37SBarry Smith max { p[i]/x[i] } 105ca10a37SBarry Smith */ 115ca10a37SBarry Smith int VecMaxScale_SNES(Vec p,Vec x,PetscReal *m) 125ca10a37SBarry Smith { 135ca10a37SBarry Smith int ierr,i,n; 145ca10a37SBarry Smith PetscScalar *pa,*xa; 155ca10a37SBarry Smith PetscReal t; 165ca10a37SBarry Smith MPI_Comm comm; 175ca10a37SBarry Smith 185ca10a37SBarry Smith PetscFunctionBegin; 195ca10a37SBarry Smith ierr = VecGetLocalSize(p,&n);CHKERRQ(ierr); 205ca10a37SBarry Smith ierr = PetscObjectGetComm((PetscObject)p,&comm);CHKERRQ(ierr); 215ca10a37SBarry Smith 225ca10a37SBarry Smith ierr = VecGetArray(p,&pa);CHKERRQ(ierr); 235ca10a37SBarry Smith ierr = VecGetArray(x,&xa);CHKERRQ(ierr); 245ca10a37SBarry Smith t = 0.0; 255ca10a37SBarry Smith for ( i=0; i<n; i++) { 265ca10a37SBarry Smith if (xa[i] != 0.0) { 275ca10a37SBarry Smith t = PetscMax(PetscAbsScalar(pa[i]/xa[i]),t); 285ca10a37SBarry Smith } else { 295ca10a37SBarry Smith t = PetscMax(PetscAbsScalar(pa[i]),t); 305ca10a37SBarry Smith } 315ca10a37SBarry Smith } 325ca10a37SBarry Smith ierr = MPI_Allreduce(&t,m,1,MPI_DOUBLE,MPI_MAX,comm);CHKERRQ(ierr); 335ca10a37SBarry Smith ierr = VecRestoreArray(p,&pa);CHKERRQ(ierr); 345ca10a37SBarry Smith ierr = VecRestoreArray(x,&xa);CHKERRQ(ierr); 355ca10a37SBarry Smith PetscFunctionReturn(0); 365ca10a37SBarry Smith } 375ca10a37SBarry Smith 388a5d9ee4SBarry Smith /* 398a5d9ee4SBarry Smith Checks if J^T F = 0 which implies we've found a local minimum of the function, 408a5d9ee4SBarry Smith but not a zero. In the case when one cannot compute J^T F we use the fact that 4136669109SBarry Smith 0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More 4236669109SBarry Smith for this trick. 438a5d9ee4SBarry Smith */ 444a2ae208SSatish Balay #undef __FUNCT__ 454a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckLocalMin_Private" 468a5d9ee4SBarry Smith int SNESLSCheckLocalMin_Private(Mat A,Vec F,Vec W,PetscReal fnorm,PetscTruth *ismin) 478a5d9ee4SBarry Smith { 488a5d9ee4SBarry Smith PetscReal a1; 498a5d9ee4SBarry Smith int ierr; 5036669109SBarry Smith PetscTruth hastranspose; 518a5d9ee4SBarry Smith 528a5d9ee4SBarry Smith PetscFunctionBegin; 538a5d9ee4SBarry Smith *ismin = PETSC_FALSE; 5436669109SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 5536669109SBarry Smith if (hastranspose) { 568a5d9ee4SBarry Smith /* Compute || J^T F|| */ 578a5d9ee4SBarry Smith ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr); 588a5d9ee4SBarry Smith ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr); 59b0a32e0cSBarry Smith PetscLogInfo(0,"SNESSolve_EQ_LS: || J^T F|| %g near zero implies found a local minimum\n",a1/fnorm); 608a5d9ee4SBarry Smith if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE; 6136669109SBarry Smith } else { 6236669109SBarry Smith Vec work; 63ea709b57SSatish Balay PetscScalar result; 6436669109SBarry Smith PetscReal wnorm; 6536669109SBarry Smith 6636669109SBarry Smith ierr = VecSetRandom(PETSC_NULL,W);CHKERRQ(ierr); 6736669109SBarry Smith ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr); 6836669109SBarry Smith ierr = VecDuplicate(W,&work);CHKERRQ(ierr); 6936669109SBarry Smith ierr = MatMult(A,W,work);CHKERRQ(ierr); 7036669109SBarry Smith ierr = VecDot(F,work,&result);CHKERRQ(ierr); 7136669109SBarry Smith ierr = VecDestroy(work);CHKERRQ(ierr); 7236669109SBarry Smith a1 = PetscAbsScalar(result)/(fnorm*wnorm); 73b0a32e0cSBarry Smith PetscLogInfo(0,"SNESSolve_EQ_LS: (F^T J random)/(|| F ||*||random|| %g near zero implies found a local minimum\n",a1); 7436669109SBarry Smith if (a1 < 1.e-4) *ismin = PETSC_TRUE; 7536669109SBarry Smith } 768a5d9ee4SBarry Smith PetscFunctionReturn(0); 778a5d9ee4SBarry Smith } 788a5d9ee4SBarry Smith 7974637425SBarry Smith /* 80*5ed2d596SBarry Smith Checks if J^T(F - J*X) = 0 8174637425SBarry Smith */ 824a2ae208SSatish Balay #undef __FUNCT__ 834a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckResidual_Private" 8474637425SBarry Smith int SNESLSCheckResidual_Private(Mat A,Vec F,Vec X,Vec W1,Vec W2) 8574637425SBarry Smith { 8674637425SBarry Smith PetscReal a1,a2; 8774637425SBarry Smith int ierr; 8874637425SBarry Smith PetscTruth hastranspose; 89ea709b57SSatish Balay PetscScalar mone = -1.0; 9074637425SBarry Smith 9174637425SBarry Smith PetscFunctionBegin; 9274637425SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 9374637425SBarry Smith if (hastranspose) { 9474637425SBarry Smith ierr = MatMult(A,X,W1);CHKERRQ(ierr); 9574637425SBarry Smith ierr = VecAXPY(&mone,F,W1);CHKERRQ(ierr); 9674637425SBarry Smith 9774637425SBarry Smith /* Compute || J^T W|| */ 9874637425SBarry Smith ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr); 9974637425SBarry Smith ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr); 10074637425SBarry Smith ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr); 1019994e62eSSatish Balay if (a1 != 0) { 102b0a32e0cSBarry Smith PetscLogInfo(0,"SNESSolve_EQ_LS: ||J^T(F-Ax)||/||F-AX|| %g near zero implies inconsistent rhs\n",a2/a1); 10385471664SBarry Smith } 10474637425SBarry Smith } 10574637425SBarry Smith PetscFunctionReturn(0); 10674637425SBarry Smith } 10774637425SBarry Smith 10804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------- 10904d965bbSLois Curfman McInnes 11004d965bbSLois Curfman McInnes This file implements a truncated Newton method with a line search, 11104d965bbSLois Curfman McInnes for solving a system of nonlinear equations, using the SLES, Vec, 11204d965bbSLois Curfman McInnes and Mat interfaces for linear solvers, vectors, and matrices, 11304d965bbSLois Curfman McInnes respectively. 11404d965bbSLois Curfman McInnes 115fe6c6bacSLois Curfman McInnes The following basic routines are required for each nonlinear solver: 11604d965bbSLois Curfman McInnes SNESCreate_XXX() - Creates a nonlinear solver context 11704d965bbSLois Curfman McInnes SNESSetFromOptions_XXX() - Sets runtime options 118fe6c6bacSLois Curfman McInnes SNESSolve_XXX() - Solves the nonlinear system 11904d965bbSLois Curfman McInnes SNESDestroy_XXX() - Destroys the nonlinear solver context 12004d965bbSLois Curfman McInnes The suffix "_XXX" denotes a particular implementation, in this case 12104d965bbSLois Curfman McInnes we use _EQ_LS (e.g., SNESCreate_EQ_LS, SNESSolve_EQ_LS) for solving 12204d965bbSLois Curfman McInnes systems of nonlinear equations (EQ) with a line search (LS) method. 12304d965bbSLois Curfman McInnes These routines are actually called via the common user interface 12404d965bbSLois Curfman McInnes routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and 12504d965bbSLois Curfman McInnes SNESDestroy(), so the application code interface remains identical 12604d965bbSLois Curfman McInnes for all nonlinear solvers. 12704d965bbSLois Curfman McInnes 12804d965bbSLois Curfman McInnes Another key routine is: 12904d965bbSLois Curfman McInnes SNESSetUp_XXX() - Prepares for the use of a nonlinear solver 13004d965bbSLois Curfman McInnes by setting data structures and options. The interface routine SNESSetUp() 13104d965bbSLois Curfman McInnes is not usually called directly by the user, but instead is called by 13204d965bbSLois Curfman McInnes SNESSolve() if necessary. 13304d965bbSLois Curfman McInnes 13404d965bbSLois Curfman McInnes Additional basic routines are: 13504d965bbSLois Curfman McInnes SNESView_XXX() - Prints details of runtime options that 13604d965bbSLois Curfman McInnes have actually been used. 13704d965bbSLois Curfman McInnes These are called by application codes via the interface routines 138186905e3SBarry Smith SNESView(). 13904d965bbSLois Curfman McInnes 14004d965bbSLois Curfman McInnes The various types of solvers (preconditioners, Krylov subspace methods, 14104d965bbSLois Curfman McInnes nonlinear solvers, timesteppers) are all organized similarly, so the 14204d965bbSLois Curfman McInnes above description applies to these categories also. 14304d965bbSLois Curfman McInnes 14404d965bbSLois Curfman McInnes -------------------------------------------------------------------- */ 1455e42470aSBarry Smith /* 14604d965bbSLois Curfman McInnes SNESSolve_EQ_LS - Solves a nonlinear system with a truncated Newton 14704d965bbSLois Curfman McInnes method with a line search. 1485e76c431SBarry Smith 14904d965bbSLois Curfman McInnes Input Parameters: 15004d965bbSLois Curfman McInnes . snes - the SNES context 1515e76c431SBarry Smith 15204d965bbSLois Curfman McInnes Output Parameter: 153c2a78f1aSLois Curfman McInnes . outits - number of iterations until termination 15404d965bbSLois Curfman McInnes 15504d965bbSLois Curfman McInnes Application Interface Routine: SNESSolve() 1565e76c431SBarry Smith 1575e76c431SBarry Smith Notes: 1585e76c431SBarry Smith This implements essentially a truncated Newton method with a 1595e76c431SBarry Smith line search. By default a cubic backtracking line search 1605e76c431SBarry Smith is employed, as described in the text "Numerical Methods for 1615e76c431SBarry Smith Unconstrained Optimization and Nonlinear Equations" by Dennis 162393d2d9aSLois Curfman McInnes and Schnabel. 1635e76c431SBarry Smith */ 1644a2ae208SSatish Balay #undef __FUNCT__ 1654a2ae208SSatish Balay #define __FUNCT__ "SNESSolve_EQ_LS" 166f63b844aSLois Curfman McInnes int SNESSolve_EQ_LS(SNES snes,int *outits) 1675e76c431SBarry Smith { 1686831982aSBarry Smith SNES_EQ_LS *neP = (SNES_EQ_LS*)snes->data; 16984c569c9SBarry Smith int maxits,i,ierr,lits,lsfail; 170112a2221SBarry Smith MatStructure flg = DIFFERENT_NONZERO_PATTERN; 171329f5518SBarry Smith PetscReal fnorm,gnorm,xnorm,ynorm; 1725e42470aSBarry Smith Vec Y,X,F,G,W,TMP; 1735e76c431SBarry Smith 1743a40ed3dSBarry Smith PetscFunctionBegin; 175184914b5SBarry Smith snes->reason = SNES_CONVERGED_ITERATING; 176184914b5SBarry Smith 1775e42470aSBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 1785e42470aSBarry Smith X = snes->vec_sol; /* solution vector */ 17939e2f89bSBarry Smith F = snes->vec_func; /* residual vector */ 1805e42470aSBarry Smith Y = snes->work[0]; /* work vectors */ 1815e42470aSBarry Smith G = snes->work[1]; 1825e42470aSBarry Smith W = snes->work[2]; 1835e76c431SBarry Smith 1844c49b128SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1854c49b128SBarry Smith snes->iter = 0; 1864c49b128SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 1875334005bSBarry Smith ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); /* F(X) */ 188cddf8d76SBarry Smith ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- ||F|| */ 1890f5bd95cSBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1905e42470aSBarry Smith snes->norm = fnorm; 1910f5bd95cSBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 19284c569c9SBarry Smith SNESLogConvHistory(snes,fnorm,0); 19394a424c1SBarry Smith SNESMonitor(snes,0,fnorm); 1945e76c431SBarry Smith 195184914b5SBarry Smith if (fnorm < snes->atol) {*outits = 0; snes->reason = SNES_CONVERGED_FNORM_ABS; PetscFunctionReturn(0);} 19694a9d846SBarry Smith 197d034289bSBarry Smith /* set parameter for default relative tolerance convergence test */ 198d034289bSBarry Smith snes->ttol = fnorm*snes->rtol; 199d034289bSBarry Smith 2005e76c431SBarry Smith for (i=0; i<maxits; i++) { 2015e76c431SBarry Smith 202329e7e40SMatthew Knepley /* Call general purpose update function */ 203de8cb200SMatthew Knepley if (snes->update != PETSC_NULL) { 204329e7e40SMatthew Knepley ierr = (*snes->update)(snes, snes->iter);CHKERRQ(ierr); 205de8cb200SMatthew Knepley } 206329e7e40SMatthew Knepley 207ea4d3ed3SLois Curfman McInnes /* Solve J Y = F, where J is Jacobian matrix */ 2085334005bSBarry Smith ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); 2095334005bSBarry Smith ierr = SLESSetOperators(snes->sles,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); 21078b31e54SBarry Smith ierr = SLESSolve(snes->sles,F,Y,&lits);CHKERRQ(ierr); 21174637425SBarry Smith 212b0a32e0cSBarry Smith if (PetscLogPrintInfo){ 21374637425SBarry Smith ierr = SNESLSCheckResidual_Private(snes->jacobian,F,Y,G,W);CHKERRQ(ierr); 21485471664SBarry Smith } 21574637425SBarry Smith 21690cbd584SBarry Smith /* should check what happened to the linear solve? */ 2173505fcc1SBarry Smith snes->linear_its += lits; 218b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESSolve_EQ_LS: iter=%d, linear solve iterations=%d\n",snes->iter,lits); 219ea4d3ed3SLois Curfman McInnes 220ea4d3ed3SLois Curfman McInnes /* Compute a (scaled) negative update in the line search routine: 221ea4d3ed3SLois Curfman McInnes Y <- X - lambda*Y 222ea4d3ed3SLois Curfman McInnes and evaluate G(Y) = function(Y)) 223ea4d3ed3SLois Curfman McInnes */ 22481b6cf68SLois Curfman McInnes ierr = VecCopy(Y,snes->vec_sol_update_always);CHKERRQ(ierr); 225af2d14d2SLois Curfman McInnes ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lsfail);CHKERRQ(ierr); 226*5ed2d596SBarry Smith PetscLogInfo(snes,"SNESSolve_EQ_LS: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lsfail=%d\n",fnorm,gnorm,ynorm,lsfail); 227a3b891d8SBarry Smith 228a3b891d8SBarry Smith TMP = F; F = G; snes->vec_func_always = F; G = TMP; 229a3b891d8SBarry Smith TMP = X; X = Y; snes->vec_sol_always = X; Y = TMP; 230a3b891d8SBarry Smith fnorm = gnorm; 231a3b891d8SBarry Smith 232*5ed2d596SBarry Smith 233*5ed2d596SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 234*5ed2d596SBarry Smith snes->iter = i+1; 235*5ed2d596SBarry Smith snes->norm = fnorm; 236*5ed2d596SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 237*5ed2d596SBarry Smith SNESLogConvHistory(snes,fnorm,lits); 238*5ed2d596SBarry Smith SNESMonitor(snes,i+1,fnorm); 239*5ed2d596SBarry Smith 2403505fcc1SBarry Smith if (lsfail) { 2418a5d9ee4SBarry Smith PetscTruth ismin; 24250ffb88aSMatthew Knepley 24350ffb88aSMatthew Knepley if (++snes->numFailures >= snes->maxFailures) { 2443505fcc1SBarry Smith snes->reason = SNES_DIVERGED_LS_FAILURE; 2458a5d9ee4SBarry Smith ierr = SNESLSCheckLocalMin_Private(snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr); 2468a5d9ee4SBarry Smith if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN; 2473505fcc1SBarry Smith break; 2483505fcc1SBarry Smith } 24950ffb88aSMatthew Knepley } 2505e76c431SBarry Smith 2515e76c431SBarry Smith /* Test for convergence */ 25229e0b56fSBarry Smith if (snes->converged) { 25329e0b56fSBarry Smith ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm = || X || */ 2543505fcc1SBarry Smith ierr = (*snes->converged)(snes,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 2553505fcc1SBarry Smith if (snes->reason) { 25616c95cacSBarry Smith break; 25716c95cacSBarry Smith } 25816c95cacSBarry Smith } 25929e0b56fSBarry Smith } 26039e2f89bSBarry Smith if (X != snes->vec_sol) { 261393d2d9aSLois Curfman McInnes ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr); 262e15f7bb5SBarry Smith } 263e15f7bb5SBarry Smith if (F != snes->vec_func) { 264e15f7bb5SBarry Smith ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr); 265e15f7bb5SBarry Smith } 26639e2f89bSBarry Smith snes->vec_sol_always = snes->vec_sol; 26739e2f89bSBarry Smith snes->vec_func_always = snes->vec_func; 26852392280SLois Curfman McInnes if (i == maxits) { 269b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESSolve_EQ_LS: Maximum number of iterations has been reached: %d\n",maxits); 27052392280SLois Curfman McInnes i--; 2713505fcc1SBarry Smith snes->reason = SNES_DIVERGED_MAX_IT; 27252392280SLois Curfman McInnes } 2730f5bd95cSBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 2740f5bd95cSBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 2755e42470aSBarry Smith *outits = i+1; 2763a40ed3dSBarry Smith PetscFunctionReturn(0); 2775e76c431SBarry Smith } 27804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 27904d965bbSLois Curfman McInnes /* 28004d965bbSLois Curfman McInnes SNESSetUp_EQ_LS - Sets up the internal data structures for the later use 2816831982aSBarry Smith of the SNESEQLS nonlinear solver. 28204d965bbSLois Curfman McInnes 28304d965bbSLois Curfman McInnes Input Parameter: 28404d965bbSLois Curfman McInnes . snes - the SNES context 28504d965bbSLois Curfman McInnes . x - the solution vector 28604d965bbSLois Curfman McInnes 28704d965bbSLois Curfman McInnes Application Interface Routine: SNESSetUp() 28804d965bbSLois Curfman McInnes 28904d965bbSLois Curfman McInnes Notes: 29004d965bbSLois Curfman McInnes For basic use of the SNES solvers the user need not explicitly call 29104d965bbSLois Curfman McInnes SNESSetUp(), since these actions will automatically occur during 29204d965bbSLois Curfman McInnes the call to SNESSolve(). 29304d965bbSLois Curfman McInnes */ 2944a2ae208SSatish Balay #undef __FUNCT__ 2954a2ae208SSatish Balay #define __FUNCT__ "SNESSetUp_EQ_LS" 296f63b844aSLois Curfman McInnes int SNESSetUp_EQ_LS(SNES snes) 2975e76c431SBarry Smith { 2985e42470aSBarry Smith int ierr; 2993a40ed3dSBarry Smith 3003a40ed3dSBarry Smith PetscFunctionBegin; 30181b6cf68SLois Curfman McInnes snes->nwork = 4; 302d7e8b826SBarry Smith ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr); 303b0a32e0cSBarry Smith PetscLogObjectParents(snes,snes->nwork,snes->work); 30481b6cf68SLois Curfman McInnes snes->vec_sol_update_always = snes->work[3]; 3053a40ed3dSBarry Smith PetscFunctionReturn(0); 3065e76c431SBarry Smith } 30704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 30804d965bbSLois Curfman McInnes /* 3096831982aSBarry Smith SNESDestroy_EQ_LS - Destroys the private SNESEQLS context that was created 31004d965bbSLois Curfman McInnes with SNESCreate_EQ_LS(). 31104d965bbSLois Curfman McInnes 31204d965bbSLois Curfman McInnes Input Parameter: 31304d965bbSLois Curfman McInnes . snes - the SNES context 31404d965bbSLois Curfman McInnes 315de49b36dSLois Curfman McInnes Application Interface Routine: SNESDestroy() 31604d965bbSLois Curfman McInnes */ 3174a2ae208SSatish Balay #undef __FUNCT__ 3184a2ae208SSatish Balay #define __FUNCT__ "SNESDestroy_EQ_LS" 319e1311b90SBarry Smith int SNESDestroy_EQ_LS(SNES snes) 3205e76c431SBarry Smith { 321393d2d9aSLois Curfman McInnes int ierr; 3223a40ed3dSBarry Smith 3233a40ed3dSBarry Smith PetscFunctionBegin; 3245baf8537SBarry Smith if (snes->nwork) { 3254b0e389bSBarry Smith ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr); 32621c89e3eSBarry Smith } 3275c704376SSatish Balay ierr = PetscFree(snes->data);CHKERRQ(ierr); 3283a40ed3dSBarry Smith PetscFunctionReturn(0); 3295e76c431SBarry Smith } 33004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3314a2ae208SSatish Balay #undef __FUNCT__ 3324a2ae208SSatish Balay #define __FUNCT__ "SNESNoLineSearch" 33382bf6240SBarry Smith 3344b828684SBarry Smith /*@C 3355e42470aSBarry Smith SNESNoLineSearch - This routine is not a line search at all; 3365e76c431SBarry Smith it simply uses the full Newton step. Thus, this routine is intended 3375e76c431SBarry Smith to serve as a template and is not recommended for general use. 3385e76c431SBarry Smith 339c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 340c7afd0dbSLois Curfman McInnes 3415e76c431SBarry Smith Input Parameters: 342c7afd0dbSLois Curfman McInnes + snes - nonlinear context 343af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 3445e76c431SBarry Smith . x - current iterate 3455e76c431SBarry Smith . f - residual evaluated at x 3465e76c431SBarry Smith . y - search direction (contains new iterate on output) 3475e76c431SBarry Smith . w - work vector 348c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 3495e76c431SBarry Smith 350c4a48953SLois Curfman McInnes Output Parameters: 351c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 3525e76c431SBarry Smith . y - new iterate (contains search direction on input) 3535e76c431SBarry Smith . gnorm - 2-norm of g 3545e76c431SBarry Smith . ynorm - 2-norm of search length 355c7afd0dbSLois Curfman McInnes - flag - set to 0, indicating a successful line search 356fee21e36SBarry Smith 357c4a48953SLois Curfman McInnes Options Database Key: 358c7afd0dbSLois Curfman McInnes . -snes_eq_ls basic - Activates SNESNoLineSearch() 359c4a48953SLois Curfman McInnes 36036851e7fSLois Curfman McInnes Level: advanced 36136851e7fSLois Curfman McInnes 36228ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 36328ae5a21SLois Curfman McInnes 364f59ffdedSLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 365af2d14d2SLois Curfman McInnes SNESSetLineSearch(), SNESNoLineSearchNoNorms() 3665e76c431SBarry Smith @*/ 3675d1a10b1SBarry Smith int SNESNoLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag) 3685e76c431SBarry Smith { 3695e42470aSBarry Smith int ierr; 370ea709b57SSatish Balay PetscScalar mone = -1.0; 3716831982aSBarry Smith SNES_EQ_LS *neP = (SNES_EQ_LS*)snes->data; 3728f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 3735334005bSBarry Smith 3743a40ed3dSBarry Smith PetscFunctionBegin; 375761aaf1bSLois Curfman McInnes *flag = 0; 376d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 377a3b38805SLois Curfman McInnes ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); /* ynorm = || y || */ 378ea4d3ed3SLois Curfman McInnes ierr = VecAYPX(&mone,x,y);CHKERRQ(ierr); /* y <- y - x */ 3798f99978dSLois Curfman McInnes if (neP->CheckStep) { 3808f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 3818f99978dSLois Curfman McInnes } 382ea4d3ed3SLois Curfman McInnes ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); /* Compute F(y) */ 383a3b38805SLois Curfman McInnes ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); /* gnorm = || g || */ 384d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 3853a40ed3dSBarry Smith PetscFunctionReturn(0); 3865e76c431SBarry Smith } 38704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3884a2ae208SSatish Balay #undef __FUNCT__ 3894a2ae208SSatish Balay #define __FUNCT__ "SNESNoLineSearchNoNorms" 39082bf6240SBarry Smith 39129e0b56fSBarry Smith /*@C 39229e0b56fSBarry Smith SNESNoLineSearchNoNorms - This routine is not a line search at 39329e0b56fSBarry Smith all; it simply uses the full Newton step. This version does not 39429e0b56fSBarry Smith even compute the norm of the function or search direction; this 39529e0b56fSBarry Smith is intended only when you know the full step is fine and are 39629e0b56fSBarry Smith not checking for convergence of the nonlinear iteration (for 397c7afd0dbSLois Curfman McInnes example, you are running always for a fixed number of Newton steps). 398c7afd0dbSLois Curfman McInnes 399c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 40029e0b56fSBarry Smith 40129e0b56fSBarry Smith Input Parameters: 402c7afd0dbSLois Curfman McInnes + snes - nonlinear context 403af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 40429e0b56fSBarry Smith . x - current iterate 40529e0b56fSBarry Smith . f - residual evaluated at x 40629e0b56fSBarry Smith . y - search direction (contains new iterate on output) 40729e0b56fSBarry Smith . w - work vector 408c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 40929e0b56fSBarry Smith 41029e0b56fSBarry Smith Output Parameters: 411c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 41229e0b56fSBarry Smith . gnorm - not changed 41329e0b56fSBarry Smith . ynorm - not changed 414c7afd0dbSLois Curfman McInnes - flag - set to 0, indicating a successful line search 415fee21e36SBarry Smith 41629e0b56fSBarry Smith Options Database Key: 417c7afd0dbSLois Curfman McInnes . -snes_eq_ls basicnonorms - Activates SNESNoLineSearchNoNorms() 41829e0b56fSBarry Smith 4198cbba510SBarry Smith Notes: 420ea56f5baSLois Curfman McInnes SNESNoLineSearchNoNorms() must be used in conjunction with 421ea56f5baSLois Curfman McInnes either the options 422ea56f5baSLois Curfman McInnes $ -snes_no_convergence_test -snes_max_it <its> 423ea56f5baSLois Curfman McInnes or alternatively a user-defined custom test set via 424329f5518SBarry Smith SNESSetConvergenceTest(); or a -snes_max_it of 1, 425329f5518SBarry Smith otherwise, the SNES solver will generate an error. 426329f5518SBarry Smith 427329f5518SBarry Smith During the final iteration this will not evaluate the function at 428329f5518SBarry Smith the solution point. This is to save a function evaluation while 429329f5518SBarry Smith using pseudo-timestepping. 4308cbba510SBarry Smith 431ea56f5baSLois Curfman McInnes The residual norms printed by monitoring routines such as 432ea56f5baSLois Curfman McInnes SNESDefaultMonitor() (as activated via -snes_monitor) will not be 433ea56f5baSLois Curfman McInnes correct, since they are not computed. 434ea56f5baSLois Curfman McInnes 435ea56f5baSLois Curfman McInnes Level: advanced 4368cbba510SBarry Smith 43729e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic 43829e0b56fSBarry Smith 43929e0b56fSBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 44029e0b56fSBarry Smith SNESSetLineSearch(), SNESNoLineSearch() 44129e0b56fSBarry Smith @*/ 4425d1a10b1SBarry Smith int SNESNoLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag) 44329e0b56fSBarry Smith { 44429e0b56fSBarry Smith int ierr; 445ea709b57SSatish Balay PetscScalar mone = -1.0; 4466831982aSBarry Smith SNES_EQ_LS *neP = (SNES_EQ_LS*)snes->data; 4478f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 44829e0b56fSBarry Smith 4493a40ed3dSBarry Smith PetscFunctionBegin; 4508cbba510SBarry Smith *flag = 0; 451d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 45229e0b56fSBarry Smith ierr = VecAYPX(&mone,x,y);CHKERRQ(ierr); /* y <- y - x */ 4538f99978dSLois Curfman McInnes if (neP->CheckStep) { 4548f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 4558f99978dSLois Curfman McInnes } 456329f5518SBarry Smith 457329f5518SBarry Smith /* don't evaluate function the last time through */ 458329f5518SBarry Smith if (snes->iter < snes->max_its-1) { 45929e0b56fSBarry Smith ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); /* Compute F(y) */ 460329f5518SBarry Smith } 461d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 4623a40ed3dSBarry Smith PetscFunctionReturn(0); 46329e0b56fSBarry Smith } 46404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 4654a2ae208SSatish Balay #undef __FUNCT__ 4664a2ae208SSatish Balay #define __FUNCT__ "SNESCubicLineSearch" 4674b828684SBarry Smith /*@C 468f525115eSLois Curfman McInnes SNESCubicLineSearch - Performs a cubic line search (default line search method). 4695e76c431SBarry Smith 470c7afd0dbSLois Curfman McInnes Collective on SNES 471c7afd0dbSLois Curfman McInnes 4725e76c431SBarry Smith Input Parameters: 473c7afd0dbSLois Curfman McInnes + snes - nonlinear context 474af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 4755e76c431SBarry Smith . x - current iterate 4765e76c431SBarry Smith . f - residual evaluated at x 4775e76c431SBarry Smith . y - search direction (contains new iterate on output) 4785e76c431SBarry Smith . w - work vector 479c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 4805e76c431SBarry Smith 481393d2d9aSLois Curfman McInnes Output Parameters: 482c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4835e76c431SBarry Smith . y - new iterate (contains search direction on input) 4845e76c431SBarry Smith . gnorm - 2-norm of g 4855e76c431SBarry Smith . ynorm - 2-norm of search length 486c7afd0dbSLois Curfman McInnes - flag - 0 if line search succeeds; -1 on failure. 487fee21e36SBarry Smith 488c4a48953SLois Curfman McInnes Options Database Key: 489c7afd0dbSLois Curfman McInnes $ -snes_eq_ls cubic - Activates SNESCubicLineSearch() 490c4a48953SLois Curfman McInnes 4915e76c431SBarry Smith Notes: 4925e76c431SBarry Smith This line search is taken from "Numerical Methods for Unconstrained 4935e76c431SBarry Smith Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 4945e76c431SBarry Smith 49536851e7fSLois Curfman McInnes Level: advanced 49636851e7fSLois Curfman McInnes 49728ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 49828ae5a21SLois Curfman McInnes 499af2d14d2SLois Curfman McInnes .seealso: SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms() 5005e76c431SBarry Smith @*/ 5015d1a10b1SBarry Smith int SNESCubicLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag) 5025e76c431SBarry Smith { 503406556e6SLois Curfman McInnes /* 504406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 505406556e6SLois Curfman McInnes minimization problem: 506406556e6SLois Curfman McInnes min z(x): R^n -> R, 507406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 508406556e6SLois Curfman McInnes */ 509406556e6SLois Curfman McInnes 5105ca10a37SBarry Smith PetscReal steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength; 511329f5518SBarry Smith PetscReal maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg; 512aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 513ea709b57SSatish Balay PetscScalar cinitslope,clambda; 5146b5873e3SBarry Smith #endif 5155e42470aSBarry Smith int ierr,count; 5166831982aSBarry Smith SNES_EQ_LS *neP = (SNES_EQ_LS*)snes->data; 517ea709b57SSatish Balay PetscScalar mone = -1.0,scale; 5188f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 5195e76c431SBarry Smith 5203a40ed3dSBarry Smith PetscFunctionBegin; 521d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 522761aaf1bSLois Curfman McInnes *flag = 0; 5235e76c431SBarry Smith alpha = neP->alpha; 5245e76c431SBarry Smith maxstep = neP->maxstep; 5255e76c431SBarry Smith steptol = neP->steptol; 5265e76c431SBarry Smith 527cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 528a1c2b6eeSLois Curfman McInnes if (*ynorm < snes->atol) { 529b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Search direction and size are nearly 0\n"); 530a1c2b6eeSLois Curfman McInnes *gnorm = fnorm; 531a1c2b6eeSLois Curfman McInnes ierr = VecCopy(x,y);CHKERRQ(ierr); 532a1c2b6eeSLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 533ad922ac9SBarry Smith goto theend1; 53494a9d846SBarry Smith } 5355e76c431SBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 5365e42470aSBarry Smith scale = maxstep/(*ynorm); 537aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 538b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g old ynorm %g\n",PetscRealPart(scale),*ynorm); 5396b5873e3SBarry Smith #else 540b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g old ynorm %g\n",scale,*ynorm); 5416b5873e3SBarry Smith #endif 542393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y);CHKERRQ(ierr); 5435e76c431SBarry Smith *ynorm = maxstep; 5445e76c431SBarry Smith } 5455ca10a37SBarry Smith ierr = VecMaxScale_SNES(y,x,&rellength);CHKERRQ(ierr); 5465ca10a37SBarry Smith minlambda = steptol/rellength; 547a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 548aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 549a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 550329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 5515e42470aSBarry Smith #else 552a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 5535e42470aSBarry Smith #endif 5545e76c431SBarry Smith if (initslope > 0.0) initslope = -initslope; 5555e76c431SBarry Smith if (initslope == 0.0) initslope = -1.0; 5565e76c431SBarry Smith 557393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w);CHKERRQ(ierr); 5585334005bSBarry Smith ierr = VecAYPX(&mone,x,w);CHKERRQ(ierr); 55978b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 560313b5538SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 5615d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 562393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 563b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Using full step\n"); 564ad922ac9SBarry Smith goto theend1; 5655e76c431SBarry Smith } 5665e76c431SBarry Smith 5675e76c431SBarry Smith /* Fit points with quadratic */ 568313b5538SBarry Smith lambda = 1.0; 569a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 5705e76c431SBarry Smith lambdaprev = lambda; 5715e76c431SBarry Smith gnormprev = *gnorm; 572329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 573ddd12767SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 574ddd12767SBarry Smith else lambda = lambdatemp; 575393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 576ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 577aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 578ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr); 5795e42470aSBarry Smith #else 580ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr); 5815e42470aSBarry Smith #endif 58278b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 583cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 584*5ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 585393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 586*5ed2d596SBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Quadratically determined step, lambda=%18.16e\n",lambda); 587ad922ac9SBarry Smith goto theend1; 5885e76c431SBarry Smith } 5895e76c431SBarry Smith 5905e76c431SBarry Smith /* Fit points with cubic */ 5915e76c431SBarry Smith count = 1; 5925ca10a37SBarry Smith while (PETSC_TRUE) { 5935e76c431SBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 594b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch:Unable to find good step length! %d \n",count); 595*5ed2d596SBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch:fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope); 596f168f371SBarry Smith ierr = VecCopy(x,y);CHKERRQ(ierr); 597761aaf1bSLois Curfman McInnes *flag = -1; break; 5985e76c431SBarry Smith } 5995d1a10b1SBarry Smith t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope; 6005d1a10b1SBarry Smith t2 = .5*(gnormprev*gnormprev - fnorm*fnorm) - lambdaprev*initslope; 601ddd12767SBarry Smith a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6022b022350SLois Curfman McInnes b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 6035e76c431SBarry Smith d = b*b - 3*a*initslope; 6045e76c431SBarry Smith if (d < 0.0) d = 0.0; 6055e76c431SBarry Smith if (a == 0.0) { 6065e76c431SBarry Smith lambdatemp = -initslope/(2.0*b); 6075e76c431SBarry Smith } else { 6085e76c431SBarry Smith lambdatemp = (-b + sqrt(d))/(3.0*a); 6095e76c431SBarry Smith } 6105e76c431SBarry Smith lambdaprev = lambda; 6115e76c431SBarry Smith gnormprev = *gnorm; 612329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 613329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 6145e76c431SBarry Smith else lambda = lambdatemp; 615393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 616ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 617aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 618ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; 619393d2d9aSLois Curfman McInnes ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr); 6205e42470aSBarry Smith #else 621ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr); 6225e42470aSBarry Smith #endif 62378b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 624cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 625*5ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */ 626393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 627*5ed2d596SBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Cubically determined step, lambda=%18.16e\n",lambda); 6282715565aSLois Curfman McInnes goto theend1; 6292b022350SLois Curfman McInnes } else { 630*5ed2d596SBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Cubic step no good, shrinking lambda, lambda=%18.16e\n",lambda); 6315e76c431SBarry Smith } 6325e76c431SBarry Smith count++; 6335e76c431SBarry Smith } 634ad922ac9SBarry Smith theend1: 6358f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 6368f99978dSLois Curfman McInnes if (neP->CheckStep) { 6378f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 6388f99978dSLois Curfman McInnes if (change_y == PETSC_TRUE) { /* recompute the function if the step has changed */ 6398f99978dSLois Curfman McInnes ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); 6408f99978dSLois Curfman McInnes ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr); 6418f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 6428f99978dSLois Curfman McInnes ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr); 6438f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 6448f99978dSLois Curfman McInnes } 6458f99978dSLois Curfman McInnes } 646d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 6473a40ed3dSBarry Smith PetscFunctionReturn(0); 6485e76c431SBarry Smith } 64904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 6504a2ae208SSatish Balay #undef __FUNCT__ 6514a2ae208SSatish Balay #define __FUNCT__ "SNESQuadraticLineSearch" 6524b828684SBarry Smith /*@C 653f525115eSLois Curfman McInnes SNESQuadraticLineSearch - Performs a quadratic line search. 6545e76c431SBarry Smith 655c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 656c7afd0dbSLois Curfman McInnes 6575e42470aSBarry Smith Input Parameters: 658c7afd0dbSLois Curfman McInnes + snes - the SNES context 659af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 6605e42470aSBarry Smith . x - current iterate 6615e42470aSBarry Smith . f - residual evaluated at x 6625e42470aSBarry Smith . y - search direction (contains new iterate on output) 6635e42470aSBarry Smith . w - work vector 664c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 6655e42470aSBarry Smith 666c4a48953SLois Curfman McInnes Output Parameters: 667c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 6685e42470aSBarry Smith . y - new iterate (contains search direction on input) 6695e42470aSBarry Smith . gnorm - 2-norm of g 6705e42470aSBarry Smith . ynorm - 2-norm of search length 671c7afd0dbSLois Curfman McInnes - flag - 0 if line search succeeds; -1 on failure. 672fee21e36SBarry Smith 673c4a48953SLois Curfman McInnes Options Database Key: 674c7afd0dbSLois Curfman McInnes . -snes_eq_ls quadratic - Activates SNESQuadraticLineSearch() 675c4a48953SLois Curfman McInnes 6765e42470aSBarry Smith Notes: 6776831982aSBarry Smith Use SNESSetLineSearch() to set this routine within the SNESEQLS method. 6785e42470aSBarry Smith 67936851e7fSLois Curfman McInnes Level: advanced 68036851e7fSLois Curfman McInnes 681f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search 682f59ffdedSLois Curfman McInnes 683af2d14d2SLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms() 6845e42470aSBarry Smith @*/ 6855d1a10b1SBarry Smith int SNESQuadraticLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag) 6865e76c431SBarry Smith { 687406556e6SLois Curfman McInnes /* 688406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 689406556e6SLois Curfman McInnes minimization problem: 690406556e6SLois Curfman McInnes min z(x): R^n -> R, 691406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2. 692406556e6SLois Curfman McInnes */ 6935ca10a37SBarry Smith PetscReal steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg,rellength; 694aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 695ea709b57SSatish Balay PetscScalar cinitslope,clambda; 6966b5873e3SBarry Smith #endif 6975e42470aSBarry Smith int ierr,count; 6986831982aSBarry Smith SNES_EQ_LS *neP = (SNES_EQ_LS*)snes->data; 699ea709b57SSatish Balay PetscScalar mone = -1.0,scale; 7008f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 7015e76c431SBarry Smith 7023a40ed3dSBarry Smith PetscFunctionBegin; 703d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 704761aaf1bSLois Curfman McInnes *flag = 0; 7055e42470aSBarry Smith alpha = neP->alpha; 7065e42470aSBarry Smith maxstep = neP->maxstep; 7075e42470aSBarry Smith steptol = neP->steptol; 7085e76c431SBarry Smith 7093505fcc1SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 710b37302c6SLois Curfman McInnes if (*ynorm < snes->atol) { 711b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESQuadraticLineSearch: Search direction and size is 0\n"); 712b37302c6SLois Curfman McInnes *gnorm = fnorm; 713b37302c6SLois Curfman McInnes ierr = VecCopy(x,y);CHKERRQ(ierr); 714b37302c6SLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 715ad922ac9SBarry Smith goto theend2; 71694a9d846SBarry Smith } 7175e42470aSBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 7185e42470aSBarry Smith scale = maxstep/(*ynorm); 719393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y);CHKERRQ(ierr); 7205e42470aSBarry Smith *ynorm = maxstep; 7215e76c431SBarry Smith } 7225ca10a37SBarry Smith ierr = VecMaxScale_SNES(y,x,&rellength);CHKERRQ(ierr); 7235ca10a37SBarry Smith minlambda = steptol/rellength; 724a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 725aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 726a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 727329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 7285e42470aSBarry Smith #else 729a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 7305e42470aSBarry Smith #endif 7315e42470aSBarry Smith if (initslope > 0.0) initslope = -initslope; 7325e42470aSBarry Smith if (initslope == 0.0) initslope = -1.0; 7335e42470aSBarry Smith 734393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w);CHKERRQ(ierr); 7355334005bSBarry Smith ierr = VecAYPX(&mone,x,w);CHKERRQ(ierr); 73678b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 737cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 7385d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 739393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 740b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESQuadraticLineSearch: Using full step\n"); 741ad922ac9SBarry Smith goto theend2; 7425e42470aSBarry Smith } 7435e42470aSBarry Smith 7445e42470aSBarry Smith /* Fit points with quadratic */ 745313b5538SBarry Smith lambda = 1.0; 7465e42470aSBarry Smith count = 1; 7475ca10a37SBarry Smith while (PETSC_TRUE) { 7485e42470aSBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 749b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESQuadraticLineSearch:Unable to find good step length! %d \n",count); 750b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESQuadraticLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",fnorm,*gnorm,*ynorm,lambda,initslope); 751f168f371SBarry Smith ierr = VecCopy(x,y);CHKERRQ(ierr); 752761aaf1bSLois Curfman McInnes *flag = -1; break; 7535e42470aSBarry Smith } 754a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 755329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 756329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 757329f5518SBarry Smith else lambda = lambdatemp; 758393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 7593505fcc1SBarry Smith lambdaneg = -lambda; 760aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 7613505fcc1SBarry Smith clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr); 7625e42470aSBarry Smith #else 7633505fcc1SBarry Smith ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr); 7645e42470aSBarry Smith #endif 76578b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 766cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 767*5ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 768393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 769b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESQuadraticLineSearch:Quadratically determined step, lambda=%g\n",lambda); 77006259719SBarry Smith break; 7715e42470aSBarry Smith } 7725e42470aSBarry Smith count++; 7735e42470aSBarry Smith } 774ad922ac9SBarry Smith theend2: 7758f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 7768f99978dSLois Curfman McInnes if (neP->CheckStep) { 7778f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 7788f99978dSLois Curfman McInnes if (change_y == PETSC_TRUE) { /* recompute the function if the step has changed */ 7798f99978dSLois Curfman McInnes ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); 7808f99978dSLois Curfman McInnes ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr); 7818f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 7828f99978dSLois Curfman McInnes ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr); 7838f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 7848f99978dSLois Curfman McInnes } 7858f99978dSLois Curfman McInnes } 786d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 7873a40ed3dSBarry Smith PetscFunctionReturn(0); 7885e76c431SBarry Smith } 78904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 7904a2ae208SSatish Balay #undef __FUNCT__ 7914a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearch" 792c9e6a524SLois Curfman McInnes /*@C 79377c4ece6SBarry Smith SNESSetLineSearch - Sets the line search routine to be used 7946831982aSBarry Smith by the method SNESEQLS. 7955e76c431SBarry Smith 7965e76c431SBarry Smith Input Parameters: 797c7afd0dbSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 798af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for use by line search 799c7afd0dbSLois Curfman McInnes - func - pointer to int function 8005e76c431SBarry Smith 801fee21e36SBarry Smith Collective on SNES 802fee21e36SBarry Smith 803c4a48953SLois Curfman McInnes Available Routines: 804c7afd0dbSLois Curfman McInnes + SNESCubicLineSearch() - default line search 805f59ffdedSLois Curfman McInnes . SNESQuadraticLineSearch() - quadratic line search 806f59ffdedSLois Curfman McInnes . SNESNoLineSearch() - the full Newton step (actually not a line search) 807af2d14d2SLois Curfman McInnes - SNESNoLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel) 8085e76c431SBarry Smith 809c4a48953SLois Curfman McInnes Options Database Keys: 810af2d14d2SLois Curfman McInnes + -snes_eq_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 811c7afd0dbSLois Curfman McInnes . -snes_eq_ls_alpha <alpha> - Sets alpha 812c7afd0dbSLois Curfman McInnes . -snes_eq_ls_maxstep <max> - Sets maxstep 8133304466cSBarry Smith - -snes_eq_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 8143304466cSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 8153304466cSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 816c4a48953SLois Curfman McInnes 8175e76c431SBarry Smith Calling sequence of func: 818bd208895SLois Curfman McInnes .vb 819af2d14d2SLois Curfman McInnes func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w, 820329f5518SBarry Smith PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,*flag) 821bd208895SLois Curfman McInnes .ve 8225e76c431SBarry Smith 8235e76c431SBarry Smith Input parameters for func: 824c7afd0dbSLois Curfman McInnes + snes - nonlinear context 825af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for line search 8265e76c431SBarry Smith . x - current iterate 8275e76c431SBarry Smith . f - residual evaluated at x 8285e76c431SBarry Smith . y - search direction (contains new iterate on output) 8295e76c431SBarry Smith . w - work vector 830c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 8315e76c431SBarry Smith 8325e76c431SBarry Smith Output parameters for func: 833c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 8345e76c431SBarry Smith . y - new iterate (contains search direction on input) 8355e76c431SBarry Smith . gnorm - 2-norm of g 8365e76c431SBarry Smith . ynorm - 2-norm of search length 837c7afd0dbSLois Curfman McInnes - flag - set to 0 if the line search succeeds; a nonzero integer 838761aaf1bSLois Curfman McInnes on failure. 839f59ffdedSLois Curfman McInnes 84036851e7fSLois Curfman McInnes Level: advanced 84136851e7fSLois Curfman McInnes 842f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine 843f59ffdedSLois Curfman McInnes 8445d1a10b1SBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESNoLineSearchNoNorms(), 8455d1a10b1SBarry Smith SNESSetLineSearchCheck(), SNESSetLineSearchParams(), SNESGetLineSearchParams() 8465e76c431SBarry Smith @*/ 847329f5518SBarry Smith int SNESSetLineSearch(SNES snes,int (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,int*),void *lsctx) 8485e76c431SBarry Smith { 849329f5518SBarry Smith int ierr,(*f)(SNES,int (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,int*),void*); 85082bf6240SBarry Smith 8513a40ed3dSBarry Smith PetscFunctionBegin; 852c134de8dSSatish Balay ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearch_C",(void (**)(void))&f);CHKERRQ(ierr); 85382bf6240SBarry Smith if (f) { 854af2d14d2SLois Curfman McInnes ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr); 85582bf6240SBarry Smith } 8563a40ed3dSBarry Smith PetscFunctionReturn(0); 8575e76c431SBarry Smith } 85804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 859fb2e594dSBarry Smith EXTERN_C_BEGIN 8604a2ae208SSatish Balay #undef __FUNCT__ 8614a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearch_LS" 862af2d14d2SLois Curfman McInnes int SNESSetLineSearch_LS(SNES snes,int (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec, 86387828ca2SBarry Smith PetscReal,PetscReal*,PetscReal*,int*),void *lsctx) 86482bf6240SBarry Smith { 86582bf6240SBarry Smith PetscFunctionBegin; 8666831982aSBarry Smith ((SNES_EQ_LS *)(snes->data))->LineSearch = func; 8676831982aSBarry Smith ((SNES_EQ_LS *)(snes->data))->lsP = lsctx; 86882bf6240SBarry Smith PetscFunctionReturn(0); 86982bf6240SBarry Smith } 870fb2e594dSBarry Smith EXTERN_C_END 87104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 8724a2ae208SSatish Balay #undef __FUNCT__ 8734a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearchCheck" 874c8dd0c0dSLois Curfman McInnes /*@C 875530e4296SLois Curfman McInnes SNESSetLineSearchCheck - Sets a routine to check the validity of new iterate computed 8766831982aSBarry Smith by the line search routine in the Newton-based method SNESEQLS. 877c8dd0c0dSLois Curfman McInnes 878c8dd0c0dSLois Curfman McInnes Input Parameters: 879c8dd0c0dSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 880c8dd0c0dSLois Curfman McInnes . func - pointer to int function 881c8dd0c0dSLois Curfman McInnes - checkctx - optional user-defined context for use by step checking routine 882c8dd0c0dSLois Curfman McInnes 883c8dd0c0dSLois Curfman McInnes Collective on SNES 884c8dd0c0dSLois Curfman McInnes 885c8dd0c0dSLois Curfman McInnes Calling sequence of func: 886c8dd0c0dSLois Curfman McInnes .vb 887b1ae27eaSLois Curfman McInnes int func (SNES snes, void *checkctx, Vec x, PetscTruth *flag) 888c8dd0c0dSLois Curfman McInnes .ve 889b1ae27eaSLois Curfman McInnes where func returns an error code of 0 on success and a nonzero 890b1ae27eaSLois Curfman McInnes on failure. 891c8dd0c0dSLois Curfman McInnes 892c8dd0c0dSLois Curfman McInnes Input parameters for func: 893c8dd0c0dSLois Curfman McInnes + snes - nonlinear context 894c8dd0c0dSLois Curfman McInnes . checkctx - optional user-defined context for use by step checking routine 8958f99978dSLois Curfman McInnes - x - current candidate iterate 896c8dd0c0dSLois Curfman McInnes 897c8dd0c0dSLois Curfman McInnes Output parameters for func: 898c8dd0c0dSLois Curfman McInnes + x - current iterate (possibly modified) 899c8dd0c0dSLois Curfman McInnes - flag - flag indicating whether x has been modified (either 900c8dd0c0dSLois Curfman McInnes PETSC_TRUE of PETSC_FALSE) 901c8dd0c0dSLois Curfman McInnes 902c8dd0c0dSLois Curfman McInnes Level: advanced 903c8dd0c0dSLois Curfman McInnes 9048f99978dSLois Curfman McInnes Notes: 905b1ae27eaSLois Curfman McInnes SNESNoLineSearch() and SNESNoLineSearchNoNorms() accept the new 906b1ae27eaSLois Curfman McInnes iterate computed by the line search checking routine. In particular, 907b1ae27eaSLois Curfman McInnes these routines (1) compute a candidate iterate u_{i+1}, (2) pass control 908b1ae27eaSLois Curfman McInnes to the checking routine, and then (3) compute the corresponding nonlinear 909ea56f5baSLois Curfman McInnes function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}. 9108f99978dSLois Curfman McInnes 911b1ae27eaSLois Curfman McInnes SNESQuadraticLineSearch() and SNESCubicLineSearch() also accept the 912b1ae27eaSLois Curfman McInnes new iterate computed by the line search checking routine. In particular, 913b1ae27eaSLois Curfman McInnes these routines (1) compute a candidate iterate u_{i+1} as well as a 914ea56f5baSLois Curfman McInnes candidate nonlinear function f(u_{i+1}), (2) pass control to the checking 915ea56f5baSLois Curfman McInnes routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes 916ea56f5baSLois Curfman McInnes were made to the candidate iterate in the checking routine (as indicated 917ea56f5baSLois Curfman McInnes by flag=PETSC_TRUE). The overhead of this function re-evaluation can be 918b1ae27eaSLois Curfman McInnes very costly, so use this feature with caution! 9198f99978dSLois Curfman McInnes 920c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine 921c8dd0c0dSLois Curfman McInnes 922c8dd0c0dSLois Curfman McInnes .seealso: SNESSetLineSearch() 923c8dd0c0dSLois Curfman McInnes @*/ 9248f99978dSLois Curfman McInnes int SNESSetLineSearchCheck(SNES snes,int (*func)(SNES,void*,Vec,PetscTruth*),void *checkctx) 925c8dd0c0dSLois Curfman McInnes { 9268f99978dSLois Curfman McInnes int ierr,(*f)(SNES,int (*)(SNES,void*,Vec,PetscTruth*),void*); 927c8dd0c0dSLois Curfman McInnes 928c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 929c134de8dSSatish Balay ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearchCheck_C",(void (**)(void))&f);CHKERRQ(ierr); 930c8dd0c0dSLois Curfman McInnes if (f) { 931c8dd0c0dSLois Curfman McInnes ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr); 932c8dd0c0dSLois Curfman McInnes } 933c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 934c8dd0c0dSLois Curfman McInnes } 935c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 936c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN 9374a2ae208SSatish Balay #undef __FUNCT__ 9384a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearchCheck_LS" 9398f99978dSLois Curfman McInnes int SNESSetLineSearchCheck_LS(SNES snes,int (*func)(SNES,void*,Vec,PetscTruth*),void *checkctx) 940c8dd0c0dSLois Curfman McInnes { 941c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 9426831982aSBarry Smith ((SNES_EQ_LS *)(snes->data))->CheckStep = func; 9436831982aSBarry Smith ((SNES_EQ_LS *)(snes->data))->checkP = checkctx; 944c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 945c8dd0c0dSLois Curfman McInnes } 946c8dd0c0dSLois Curfman McInnes EXTERN_C_END 947c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 94804d965bbSLois Curfman McInnes /* 949329e7e40SMatthew Knepley SNESPrintHelp_EQ_LS - Prints all options for the SNES_EQ_LS method. 950329e7e40SMatthew Knepley 951329e7e40SMatthew Knepley Input Parameter: 952329e7e40SMatthew Knepley . snes - the SNES context 953329e7e40SMatthew Knepley 954329e7e40SMatthew Knepley Application Interface Routine: SNESPrintHelp() 955329e7e40SMatthew Knepley */ 956329e7e40SMatthew Knepley #undef __FUNCT__ 957329e7e40SMatthew Knepley #define __FUNCT__ "SNESPrintHelp_EQ_LS" 958329e7e40SMatthew Knepley static int SNESPrintHelp_EQ_LS(SNES snes,char *p) 959329e7e40SMatthew Knepley { 960329e7e40SMatthew Knepley SNES_EQ_LS *ls = (SNES_EQ_LS *)snes->data; 961329e7e40SMatthew Knepley 962329e7e40SMatthew Knepley PetscFunctionBegin; 963329e7e40SMatthew Knepley (*PetscHelpPrintf)(snes->comm," method SNES_EQ_LS (ls) for systems of nonlinear equations:\n"); 964329e7e40SMatthew Knepley (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls [cubic,quadratic,basic,basicnonorms,...]\n",p); 965329e7e40SMatthew Knepley (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls_alpha <alpha> (default %g)\n",p,ls->alpha); 966329e7e40SMatthew Knepley (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls_maxstep <max> (default %g)\n",p,ls->maxstep); 967329e7e40SMatthew Knepley (*PetscHelpPrintf)(snes->comm," %ssnes_eq_ls_steptol <tol> (default %g)\n",p,ls->steptol); 968329e7e40SMatthew Knepley PetscFunctionReturn(0); 969329e7e40SMatthew Knepley } 970329e7e40SMatthew Knepley 971329e7e40SMatthew Knepley /* 9726831982aSBarry Smith SNESView_EQ_LS - Prints info from the SNESEQLS data structure. 97304d965bbSLois Curfman McInnes 97404d965bbSLois Curfman McInnes Input Parameters: 97504d965bbSLois Curfman McInnes . SNES - the SNES context 97604d965bbSLois Curfman McInnes . viewer - visualization context 97704d965bbSLois Curfman McInnes 97804d965bbSLois Curfman McInnes Application Interface Routine: SNESView() 97904d965bbSLois Curfman McInnes */ 9804a2ae208SSatish Balay #undef __FUNCT__ 9814a2ae208SSatish Balay #define __FUNCT__ "SNESView_EQ_LS" 982b0a32e0cSBarry Smith static int SNESView_EQ_LS(SNES snes,PetscViewer viewer) 983a935fc98SLois Curfman McInnes { 9846831982aSBarry Smith SNES_EQ_LS *ls = (SNES_EQ_LS *)snes->data; 98519bcc07fSBarry Smith char *cstr; 98651695f54SLois Curfman McInnes int ierr; 9876831982aSBarry Smith PetscTruth isascii; 988a935fc98SLois Curfman McInnes 9893a40ed3dSBarry Smith PetscFunctionBegin; 990b0a32e0cSBarry Smith ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&isascii);CHKERRQ(ierr); 9910f5bd95cSBarry Smith if (isascii) { 99219bcc07fSBarry Smith if (ls->LineSearch == SNESNoLineSearch) cstr = "SNESNoLineSearch"; 99319bcc07fSBarry Smith else if (ls->LineSearch == SNESQuadraticLineSearch) cstr = "SNESQuadraticLineSearch"; 99419bcc07fSBarry Smith else if (ls->LineSearch == SNESCubicLineSearch) cstr = "SNESCubicLineSearch"; 99519bcc07fSBarry Smith else cstr = "unknown"; 996b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," line search variant: %s\n",cstr);CHKERRQ(ierr); 997b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," alpha=%g, maxstep=%g, steptol=%g\n",ls->alpha,ls->maxstep,ls->steptol);CHKERRQ(ierr); 9985cd90555SBarry Smith } else { 99929bbc08cSBarry Smith SETERRQ1(1,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name); 100019bcc07fSBarry Smith } 10013a40ed3dSBarry Smith PetscFunctionReturn(0); 1002a935fc98SLois Curfman McInnes } 100304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 100404d965bbSLois Curfman McInnes /* 10056831982aSBarry Smith SNESSetFromOptions_EQ_LS - Sets various parameters for the SNESEQLS method. 100604d965bbSLois Curfman McInnes 100704d965bbSLois Curfman McInnes Input Parameter: 100804d965bbSLois Curfman McInnes . snes - the SNES context 100904d965bbSLois Curfman McInnes 101004d965bbSLois Curfman McInnes Application Interface Routine: SNESSetFromOptions() 101104d965bbSLois Curfman McInnes */ 10124a2ae208SSatish Balay #undef __FUNCT__ 10134a2ae208SSatish Balay #define __FUNCT__ "SNESSetFromOptions_EQ_LS" 1014f63b844aSLois Curfman McInnes static int SNESSetFromOptions_EQ_LS(SNES snes) 10155e42470aSBarry Smith { 10166831982aSBarry Smith SNES_EQ_LS *ls = (SNES_EQ_LS *)snes->data; 1017186905e3SBarry Smith char ver[16],*lses[] = {"basic","basicnonorms","quadratic","cubic"}; 1018f1af5d2fSBarry Smith int ierr; 1019f1af5d2fSBarry Smith PetscTruth flg; 10205e42470aSBarry Smith 10213a40ed3dSBarry Smith PetscFunctionBegin; 1022b0a32e0cSBarry Smith ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr); 102387828ca2SBarry Smith ierr = PetscOptionsReal("-snes_eq_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr); 102487828ca2SBarry Smith ierr = PetscOptionsReal("-snes_eq_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr); 102587828ca2SBarry Smith ierr = PetscOptionsReal("-snes_eq_ls_steptol","Step must be greater than","None",ls->steptol,&ls->steptol,0);CHKERRQ(ierr); 1026186905e3SBarry Smith 1027b0a32e0cSBarry Smith ierr = PetscOptionsEList("-snes_eq_ls","Line search used","SNESSetLineSearch",lses,4,"cubic",ver,16,&flg);CHKERRQ(ierr); 102825cdf11fSBarry Smith if (flg) { 1029c38d4ed2SBarry Smith PetscTruth isbasic,isnonorms,isquad,iscubic; 10300f5bd95cSBarry Smith 1031186905e3SBarry Smith ierr = PetscStrcmp(ver,lses[0],&isbasic);CHKERRQ(ierr); 1032186905e3SBarry Smith ierr = PetscStrcmp(ver,lses[1],&isnonorms);CHKERRQ(ierr); 1033186905e3SBarry Smith ierr = PetscStrcmp(ver,lses[2],&isquad);CHKERRQ(ierr); 1034186905e3SBarry Smith ierr = PetscStrcmp(ver,lses[3],&iscubic);CHKERRQ(ierr); 10350f5bd95cSBarry Smith 10360f5bd95cSBarry Smith if (isbasic) { 1037af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESNoLineSearch,PETSC_NULL);CHKERRQ(ierr); 10380f5bd95cSBarry Smith } else if (isnonorms) { 1039af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESNoLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr); 10400f5bd95cSBarry Smith } else if (isquad) { 1041af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESQuadraticLineSearch,PETSC_NULL);CHKERRQ(ierr); 10420f5bd95cSBarry Smith } else if (iscubic) { 1043af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESCubicLineSearch,PETSC_NULL);CHKERRQ(ierr); 10445e42470aSBarry Smith } 104529bbc08cSBarry Smith else {SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,"Unknown line search");} 10465e42470aSBarry Smith } 1047b0a32e0cSBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 10483a40ed3dSBarry Smith PetscFunctionReturn(0); 10495e42470aSBarry Smith } 105004d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 105104d965bbSLois Curfman McInnes /* 10526831982aSBarry Smith SNESCreate_EQ_LS - Creates a nonlinear solver context for the SNESEQLS method, 10536831982aSBarry Smith SNES_EQ_LS, and sets this as the private data within the generic nonlinear solver 105404d965bbSLois Curfman McInnes context, SNES, that was created within SNESCreate(). 105504d965bbSLois Curfman McInnes 105604d965bbSLois Curfman McInnes 105704d965bbSLois Curfman McInnes Input Parameter: 105804d965bbSLois Curfman McInnes . snes - the SNES context 105904d965bbSLois Curfman McInnes 106004d965bbSLois Curfman McInnes Application Interface Routine: SNESCreate() 106104d965bbSLois Curfman McInnes */ 1062fb2e594dSBarry Smith EXTERN_C_BEGIN 10634a2ae208SSatish Balay #undef __FUNCT__ 10644a2ae208SSatish Balay #define __FUNCT__ "SNESCreate_EQ_LS" 1065f63b844aSLois Curfman McInnes int SNESCreate_EQ_LS(SNES snes) 10665e42470aSBarry Smith { 106782bf6240SBarry Smith int ierr; 10686831982aSBarry Smith SNES_EQ_LS *neP; 10695e42470aSBarry Smith 10703a40ed3dSBarry Smith PetscFunctionBegin; 1071a8c6a408SBarry Smith if (snes->method_class != SNES_NONLINEAR_EQUATIONS) { 107229bbc08cSBarry Smith SETERRQ(PETSC_ERR_ARG_WRONG,"For SNES_NONLINEAR_EQUATIONS only"); 1073a8c6a408SBarry Smith } 107482bf6240SBarry Smith 1075f63b844aSLois Curfman McInnes snes->setup = SNESSetUp_EQ_LS; 1076f63b844aSLois Curfman McInnes snes->solve = SNESSolve_EQ_LS; 1077f63b844aSLois Curfman McInnes snes->destroy = SNESDestroy_EQ_LS; 1078f63b844aSLois Curfman McInnes snes->converged = SNESConverged_EQ_LS; 1079329e7e40SMatthew Knepley snes->printhelp = SNESPrintHelp_EQ_LS; 1080f63b844aSLois Curfman McInnes snes->setfromoptions = SNESSetFromOptions_EQ_LS; 1081f63b844aSLois Curfman McInnes snes->view = SNESView_EQ_LS; 10825baf8537SBarry Smith snes->nwork = 0; 10835e42470aSBarry Smith 1084b0a32e0cSBarry Smith ierr = PetscNew(SNES_EQ_LS,&neP);CHKERRQ(ierr); 1085b0a32e0cSBarry Smith PetscLogObjectMemory(snes,sizeof(SNES_EQ_LS)); 10865e42470aSBarry Smith snes->data = (void*)neP; 10875e42470aSBarry Smith neP->alpha = 1.e-4; 10885e42470aSBarry Smith neP->maxstep = 1.e8; 10895e42470aSBarry Smith neP->steptol = 1.e-12; 10905e42470aSBarry Smith neP->LineSearch = SNESCubicLineSearch; 1091c8dd0c0dSLois Curfman McInnes neP->lsP = PETSC_NULL; 1092c8dd0c0dSLois Curfman McInnes neP->CheckStep = PETSC_NULL; 1093c8dd0c0dSLois Curfman McInnes neP->checkP = PETSC_NULL; 109482bf6240SBarry Smith 10955d1a10b1SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESSetLineSearch_C","SNESSetLineSearch_LS",SNESSetLineSearch_LS);CHKERRQ(ierr); 10965d1a10b1SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESSetLineSearchCheck_C","SNESSetLineSearchCheck_LS",SNESSetLineSearchCheck_LS);CHKERRQ(ierr); 109782bf6240SBarry Smith 10983a40ed3dSBarry Smith PetscFunctionReturn(0); 10995e42470aSBarry Smith } 1100fb2e594dSBarry Smith EXTERN_C_END 110182bf6240SBarry Smith 110282bf6240SBarry Smith 110382bf6240SBarry Smith 1104