15e76c431SBarry Smith 270f55243SBarry Smith #include "src/snes/impls/ls/ls.h" 35e42470aSBarry Smith 48a5d9ee4SBarry Smith /* 58a5d9ee4SBarry Smith Checks if J^T F = 0 which implies we've found a local minimum of the function, 68a5d9ee4SBarry Smith but not a zero. In the case when one cannot compute J^T F we use the fact that 736669109SBarry Smith 0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More 836669109SBarry Smith for this trick. 98a5d9ee4SBarry Smith */ 104a2ae208SSatish Balay #undef __FUNCT__ 114a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckLocalMin_Private" 12dfbe8321SBarry Smith PetscErrorCode SNESLSCheckLocalMin_Private(Mat A,Vec F,Vec W,PetscReal fnorm,PetscTruth *ismin) 138a5d9ee4SBarry Smith { 148a5d9ee4SBarry Smith PetscReal a1; 15dfbe8321SBarry Smith PetscErrorCode ierr; 1636669109SBarry Smith PetscTruth hastranspose; 178a5d9ee4SBarry Smith 188a5d9ee4SBarry Smith PetscFunctionBegin; 198a5d9ee4SBarry Smith *ismin = PETSC_FALSE; 2036669109SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 2136669109SBarry Smith if (hastranspose) { 228a5d9ee4SBarry Smith /* Compute || J^T F|| */ 238a5d9ee4SBarry Smith ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr); 248a5d9ee4SBarry Smith ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr); 254b27c08aSLois Curfman McInnes PetscLogInfo(0,"SNESSolve_LS: || J^T F|| %g near zero implies found a local minimum\n",a1/fnorm); 268a5d9ee4SBarry Smith if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE; 2736669109SBarry Smith } else { 2836669109SBarry Smith Vec work; 29ea709b57SSatish Balay PetscScalar result; 3036669109SBarry Smith PetscReal wnorm; 3136669109SBarry Smith 3236669109SBarry Smith ierr = VecSetRandom(PETSC_NULL,W);CHKERRQ(ierr); 3336669109SBarry Smith ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr); 3436669109SBarry Smith ierr = VecDuplicate(W,&work);CHKERRQ(ierr); 3536669109SBarry Smith ierr = MatMult(A,W,work);CHKERRQ(ierr); 3636669109SBarry Smith ierr = VecDot(F,work,&result);CHKERRQ(ierr); 3736669109SBarry Smith ierr = VecDestroy(work);CHKERRQ(ierr); 3836669109SBarry Smith a1 = PetscAbsScalar(result)/(fnorm*wnorm); 394b27c08aSLois Curfman McInnes PetscLogInfo(0,"SNESSolve_LS: (F^T J random)/(|| F ||*||random|| %g near zero implies found a local minimum\n",a1); 4036669109SBarry Smith if (a1 < 1.e-4) *ismin = PETSC_TRUE; 4136669109SBarry Smith } 428a5d9ee4SBarry Smith PetscFunctionReturn(0); 438a5d9ee4SBarry Smith } 448a5d9ee4SBarry Smith 4574637425SBarry Smith /* 465ed2d596SBarry Smith Checks if J^T(F - J*X) = 0 4774637425SBarry Smith */ 484a2ae208SSatish Balay #undef __FUNCT__ 494a2ae208SSatish Balay #define __FUNCT__ "SNESLSCheckResidual_Private" 50dfbe8321SBarry Smith PetscErrorCode SNESLSCheckResidual_Private(Mat A,Vec F,Vec X,Vec W1,Vec W2) 5174637425SBarry Smith { 5274637425SBarry Smith PetscReal a1,a2; 53dfbe8321SBarry Smith PetscErrorCode ierr; 5474637425SBarry Smith PetscTruth hastranspose; 55ea709b57SSatish Balay PetscScalar mone = -1.0; 5674637425SBarry Smith 5774637425SBarry Smith PetscFunctionBegin; 5874637425SBarry Smith ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 5974637425SBarry Smith if (hastranspose) { 6074637425SBarry Smith ierr = MatMult(A,X,W1);CHKERRQ(ierr); 6174637425SBarry Smith ierr = VecAXPY(&mone,F,W1);CHKERRQ(ierr); 6274637425SBarry Smith 6374637425SBarry Smith /* Compute || J^T W|| */ 6474637425SBarry Smith ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr); 6574637425SBarry Smith ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr); 6674637425SBarry Smith ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr); 679994e62eSSatish Balay if (a1 != 0) { 684b27c08aSLois Curfman McInnes PetscLogInfo(0,"SNESSolve_LS: ||J^T(F-Ax)||/||F-AX|| %g near zero implies inconsistent rhs\n",a2/a1); 6985471664SBarry Smith } 7074637425SBarry Smith } 7174637425SBarry Smith PetscFunctionReturn(0); 7274637425SBarry Smith } 7374637425SBarry Smith 7404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------- 7504d965bbSLois Curfman McInnes 7604d965bbSLois Curfman McInnes This file implements a truncated Newton method with a line search, 7794b7f48cSBarry Smith for solving a system of nonlinear equations, using the KSP, Vec, 7804d965bbSLois Curfman McInnes and Mat interfaces for linear solvers, vectors, and matrices, 7904d965bbSLois Curfman McInnes respectively. 8004d965bbSLois Curfman McInnes 81fe6c6bacSLois Curfman McInnes The following basic routines are required for each nonlinear solver: 8204d965bbSLois Curfman McInnes SNESCreate_XXX() - Creates a nonlinear solver context 8304d965bbSLois Curfman McInnes SNESSetFromOptions_XXX() - Sets runtime options 84fe6c6bacSLois Curfman McInnes SNESSolve_XXX() - Solves the nonlinear system 8504d965bbSLois Curfman McInnes SNESDestroy_XXX() - Destroys the nonlinear solver context 8604d965bbSLois Curfman McInnes The suffix "_XXX" denotes a particular implementation, in this case 874b27c08aSLois Curfman McInnes we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving 884b27c08aSLois Curfman McInnes systems of nonlinear equations with a line search (LS) method. 8904d965bbSLois Curfman McInnes These routines are actually called via the common user interface 9004d965bbSLois Curfman McInnes routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and 9104d965bbSLois Curfman McInnes SNESDestroy(), so the application code interface remains identical 9204d965bbSLois Curfman McInnes for all nonlinear solvers. 9304d965bbSLois Curfman McInnes 9404d965bbSLois Curfman McInnes Another key routine is: 9504d965bbSLois Curfman McInnes SNESSetUp_XXX() - Prepares for the use of a nonlinear solver 9604d965bbSLois Curfman McInnes by setting data structures and options. The interface routine SNESSetUp() 9704d965bbSLois Curfman McInnes is not usually called directly by the user, but instead is called by 9804d965bbSLois Curfman McInnes SNESSolve() if necessary. 9904d965bbSLois Curfman McInnes 10004d965bbSLois Curfman McInnes Additional basic routines are: 10104d965bbSLois Curfman McInnes SNESView_XXX() - Prints details of runtime options that 10204d965bbSLois Curfman McInnes have actually been used. 10304d965bbSLois Curfman McInnes These are called by application codes via the interface routines 104186905e3SBarry Smith SNESView(). 10504d965bbSLois Curfman McInnes 10604d965bbSLois Curfman McInnes The various types of solvers (preconditioners, Krylov subspace methods, 10704d965bbSLois Curfman McInnes nonlinear solvers, timesteppers) are all organized similarly, so the 10804d965bbSLois Curfman McInnes above description applies to these categories also. 10904d965bbSLois Curfman McInnes 11004d965bbSLois Curfman McInnes -------------------------------------------------------------------- */ 1115e42470aSBarry Smith /* 1124b27c08aSLois Curfman McInnes SNESSolve_LS - Solves a nonlinear system with a truncated Newton 11304d965bbSLois Curfman McInnes method with a line search. 1145e76c431SBarry Smith 11504d965bbSLois Curfman McInnes Input Parameters: 11604d965bbSLois Curfman McInnes . snes - the SNES context 1175e76c431SBarry Smith 11804d965bbSLois Curfman McInnes Output Parameter: 119c2a78f1aSLois Curfman McInnes . outits - number of iterations until termination 12004d965bbSLois Curfman McInnes 12104d965bbSLois Curfman McInnes Application Interface Routine: SNESSolve() 1225e76c431SBarry Smith 1235e76c431SBarry Smith Notes: 1245e76c431SBarry Smith This implements essentially a truncated Newton method with a 1255e76c431SBarry Smith line search. By default a cubic backtracking line search 1265e76c431SBarry Smith is employed, as described in the text "Numerical Methods for 1275e76c431SBarry Smith Unconstrained Optimization and Nonlinear Equations" by Dennis 128393d2d9aSLois Curfman McInnes and Schnabel. 1295e76c431SBarry Smith */ 1304a2ae208SSatish Balay #undef __FUNCT__ 1314b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSolve_LS" 132dfbe8321SBarry Smith PetscErrorCode SNESSolve_LS(SNES snes) 1335e76c431SBarry Smith { 1344b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 135*6849ba73SBarry Smith PetscErrorCode ierr; 136*6849ba73SBarry Smith int maxits,i,lits,lsfail; 137112a2221SBarry Smith MatStructure flg = DIFFERENT_NONZERO_PATTERN; 138329f5518SBarry Smith PetscReal fnorm,gnorm,xnorm,ynorm; 1395e42470aSBarry Smith Vec Y,X,F,G,W,TMP; 140c293cc10SBarry Smith KSP ksp; 1415e76c431SBarry Smith 1423a40ed3dSBarry Smith PetscFunctionBegin; 14394b7f48cSBarry Smith ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr); 144184914b5SBarry Smith snes->reason = SNES_CONVERGED_ITERATING; 145184914b5SBarry Smith 1465e42470aSBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 1475e42470aSBarry Smith X = snes->vec_sol; /* solution vector */ 14839e2f89bSBarry Smith F = snes->vec_func; /* residual vector */ 1495e42470aSBarry Smith Y = snes->work[0]; /* work vectors */ 1505e42470aSBarry Smith G = snes->work[1]; 1515e42470aSBarry Smith W = snes->work[2]; 1525e76c431SBarry Smith 1534c49b128SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1544c49b128SBarry Smith snes->iter = 0; 1554c49b128SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 1565334005bSBarry Smith ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); /* F(X) */ 157cddf8d76SBarry Smith ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- ||F|| */ 1580f5bd95cSBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 1595e42470aSBarry Smith snes->norm = fnorm; 1600f5bd95cSBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 16184c569c9SBarry Smith SNESLogConvHistory(snes,fnorm,0); 16294a424c1SBarry Smith SNESMonitor(snes,0,fnorm); 1635e76c431SBarry Smith 164c9780b6fSBarry Smith if (fnorm < snes->atol) {snes->reason = SNES_CONVERGED_FNORM_ABS; PetscFunctionReturn(0);} 16594a9d846SBarry Smith 166d034289bSBarry Smith /* set parameter for default relative tolerance convergence test */ 167d034289bSBarry Smith snes->ttol = fnorm*snes->rtol; 168d034289bSBarry Smith 1695e76c431SBarry Smith for (i=0; i<maxits; i++) { 1705e76c431SBarry Smith 171329e7e40SMatthew Knepley /* Call general purpose update function */ 172de8cb200SMatthew Knepley if (snes->update != PETSC_NULL) { 173329e7e40SMatthew Knepley ierr = (*snes->update)(snes, snes->iter);CHKERRQ(ierr); 174de8cb200SMatthew Knepley } 175329e7e40SMatthew Knepley 176ea4d3ed3SLois Curfman McInnes /* Solve J Y = F, where J is Jacobian matrix */ 1775334005bSBarry Smith ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); 17894b7f48cSBarry Smith ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); 17923ce1328SBarry Smith ierr = KSPSolve(snes->ksp,F,Y);CHKERRQ(ierr); 180c293cc10SBarry Smith ierr = KSPGetIterationNumber(ksp,&lits);CHKERRQ(ierr); 18174637425SBarry Smith 182b0a32e0cSBarry Smith if (PetscLogPrintInfo){ 18374637425SBarry Smith ierr = SNESLSCheckResidual_Private(snes->jacobian,F,Y,G,W);CHKERRQ(ierr); 18485471664SBarry Smith } 18574637425SBarry Smith 18690cbd584SBarry Smith /* should check what happened to the linear solve? */ 1873505fcc1SBarry Smith snes->linear_its += lits; 1884b27c08aSLois Curfman McInnes PetscLogInfo(snes,"SNESSolve_LS: iter=%d, linear solve iterations=%d\n",snes->iter,lits); 189ea4d3ed3SLois Curfman McInnes 190ea4d3ed3SLois Curfman McInnes /* Compute a (scaled) negative update in the line search routine: 191ea4d3ed3SLois Curfman McInnes Y <- X - lambda*Y 192ea4d3ed3SLois Curfman McInnes and evaluate G(Y) = function(Y)) 193ea4d3ed3SLois Curfman McInnes */ 19481b6cf68SLois Curfman McInnes ierr = VecCopy(Y,snes->vec_sol_update_always);CHKERRQ(ierr); 195af2d14d2SLois Curfman McInnes ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lsfail);CHKERRQ(ierr); 1964b27c08aSLois Curfman McInnes PetscLogInfo(snes,"SNESSolve_LS: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lsfail=%d\n",fnorm,gnorm,ynorm,lsfail); 197a3b891d8SBarry Smith 198a3b891d8SBarry Smith TMP = F; F = G; snes->vec_func_always = F; G = TMP; 199a3b891d8SBarry Smith TMP = X; X = Y; snes->vec_sol_always = X; Y = TMP; 200a3b891d8SBarry Smith fnorm = gnorm; 201a3b891d8SBarry Smith 2025ed2d596SBarry Smith ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 2035ed2d596SBarry Smith snes->iter = i+1; 2045ed2d596SBarry Smith snes->norm = fnorm; 2055ed2d596SBarry Smith ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 2065ed2d596SBarry Smith SNESLogConvHistory(snes,fnorm,lits); 2075ed2d596SBarry Smith SNESMonitor(snes,i+1,fnorm); 2085ed2d596SBarry Smith 2093505fcc1SBarry Smith if (lsfail) { 2108a5d9ee4SBarry Smith PetscTruth ismin; 21150ffb88aSMatthew Knepley 21250ffb88aSMatthew Knepley if (++snes->numFailures >= snes->maxFailures) { 2133505fcc1SBarry Smith snes->reason = SNES_DIVERGED_LS_FAILURE; 2148a5d9ee4SBarry Smith ierr = SNESLSCheckLocalMin_Private(snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr); 2158a5d9ee4SBarry Smith if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN; 2163505fcc1SBarry Smith break; 2173505fcc1SBarry Smith } 21850ffb88aSMatthew Knepley } 2195e76c431SBarry Smith 2205e76c431SBarry Smith /* Test for convergence */ 22129e0b56fSBarry Smith if (snes->converged) { 22229e0b56fSBarry Smith ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm = || X || */ 2233505fcc1SBarry Smith ierr = (*snes->converged)(snes,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 2243505fcc1SBarry Smith if (snes->reason) { 22516c95cacSBarry Smith break; 22616c95cacSBarry Smith } 22716c95cacSBarry Smith } 22829e0b56fSBarry Smith } 22939e2f89bSBarry Smith if (X != snes->vec_sol) { 230393d2d9aSLois Curfman McInnes ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr); 231e15f7bb5SBarry Smith } 232e15f7bb5SBarry Smith if (F != snes->vec_func) { 233e15f7bb5SBarry Smith ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr); 234e15f7bb5SBarry Smith } 23539e2f89bSBarry Smith snes->vec_sol_always = snes->vec_sol; 23639e2f89bSBarry Smith snes->vec_func_always = snes->vec_func; 23752392280SLois Curfman McInnes if (i == maxits) { 2384b27c08aSLois Curfman McInnes PetscLogInfo(snes,"SNESSolve_LS: Maximum number of iterations has been reached: %d\n",maxits); 2393505fcc1SBarry Smith snes->reason = SNES_DIVERGED_MAX_IT; 24052392280SLois Curfman McInnes } 2413a40ed3dSBarry Smith PetscFunctionReturn(0); 2425e76c431SBarry Smith } 24304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 24404d965bbSLois Curfman McInnes /* 2454b27c08aSLois Curfman McInnes SNESSetUp_LS - Sets up the internal data structures for the later use 2464b27c08aSLois Curfman McInnes of the SNESLS nonlinear solver. 24704d965bbSLois Curfman McInnes 24804d965bbSLois Curfman McInnes Input Parameter: 24904d965bbSLois Curfman McInnes . snes - the SNES context 25004d965bbSLois Curfman McInnes . x - the solution vector 25104d965bbSLois Curfman McInnes 25204d965bbSLois Curfman McInnes Application Interface Routine: SNESSetUp() 25304d965bbSLois Curfman McInnes 25404d965bbSLois Curfman McInnes Notes: 2554b27c08aSLois Curfman McInnes For basic use of the SNES solvers, the user need not explicitly call 25604d965bbSLois Curfman McInnes SNESSetUp(), since these actions will automatically occur during 25704d965bbSLois Curfman McInnes the call to SNESSolve(). 25804d965bbSLois Curfman McInnes */ 2594a2ae208SSatish Balay #undef __FUNCT__ 2604b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetUp_LS" 261dfbe8321SBarry Smith PetscErrorCode SNESSetUp_LS(SNES snes) 2625e76c431SBarry Smith { 263dfbe8321SBarry Smith PetscErrorCode ierr; 2643a40ed3dSBarry Smith 2653a40ed3dSBarry Smith PetscFunctionBegin; 26681b6cf68SLois Curfman McInnes snes->nwork = 4; 267d7e8b826SBarry Smith ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr); 268b0a32e0cSBarry Smith PetscLogObjectParents(snes,snes->nwork,snes->work); 26981b6cf68SLois Curfman McInnes snes->vec_sol_update_always = snes->work[3]; 2703a40ed3dSBarry Smith PetscFunctionReturn(0); 2715e76c431SBarry Smith } 27204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 27304d965bbSLois Curfman McInnes /* 2744b27c08aSLois Curfman McInnes SNESDestroy_LS - Destroys the private SNES_LS context that was created 2754b27c08aSLois Curfman McInnes with SNESCreate_LS(). 27604d965bbSLois Curfman McInnes 27704d965bbSLois Curfman McInnes Input Parameter: 27804d965bbSLois Curfman McInnes . snes - the SNES context 27904d965bbSLois Curfman McInnes 280de49b36dSLois Curfman McInnes Application Interface Routine: SNESDestroy() 28104d965bbSLois Curfman McInnes */ 2824a2ae208SSatish Balay #undef __FUNCT__ 2834b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESDestroy_LS" 284dfbe8321SBarry Smith PetscErrorCode SNESDestroy_LS(SNES snes) 2855e76c431SBarry Smith { 286dfbe8321SBarry Smith PetscErrorCode ierr; 2873a40ed3dSBarry Smith 2883a40ed3dSBarry Smith PetscFunctionBegin; 2895baf8537SBarry Smith if (snes->nwork) { 2904b0e389bSBarry Smith ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr); 29121c89e3eSBarry Smith } 2925c704376SSatish Balay ierr = PetscFree(snes->data);CHKERRQ(ierr); 2933a40ed3dSBarry Smith PetscFunctionReturn(0); 2945e76c431SBarry Smith } 29504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 2964a2ae208SSatish Balay #undef __FUNCT__ 2974a2ae208SSatish Balay #define __FUNCT__ "SNESNoLineSearch" 29882bf6240SBarry Smith 2994b828684SBarry Smith /*@C 3005e42470aSBarry Smith SNESNoLineSearch - This routine is not a line search at all; 3015e76c431SBarry Smith it simply uses the full Newton step. Thus, this routine is intended 3025e76c431SBarry Smith to serve as a template and is not recommended for general use. 3035e76c431SBarry Smith 304c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 305c7afd0dbSLois Curfman McInnes 3065e76c431SBarry Smith Input Parameters: 307c7afd0dbSLois Curfman McInnes + snes - nonlinear context 308af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 3095e76c431SBarry Smith . x - current iterate 3105e76c431SBarry Smith . f - residual evaluated at x 3115e76c431SBarry Smith . y - search direction (contains new iterate on output) 3125e76c431SBarry Smith . w - work vector 313c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 3145e76c431SBarry Smith 315c4a48953SLois Curfman McInnes Output Parameters: 316c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 3175e76c431SBarry Smith . y - new iterate (contains search direction on input) 3185e76c431SBarry Smith . gnorm - 2-norm of g 3195e76c431SBarry Smith . ynorm - 2-norm of search length 320c7afd0dbSLois Curfman McInnes - flag - set to 0, indicating a successful line search 321fee21e36SBarry Smith 322c4a48953SLois Curfman McInnes Options Database Key: 3234b27c08aSLois Curfman McInnes . -snes_ls basic - Activates SNESNoLineSearch() 324c4a48953SLois Curfman McInnes 32536851e7fSLois Curfman McInnes Level: advanced 32636851e7fSLois Curfman McInnes 32728ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 32828ae5a21SLois Curfman McInnes 329f59ffdedSLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 330af2d14d2SLois Curfman McInnes SNESSetLineSearch(), SNESNoLineSearchNoNorms() 3315e76c431SBarry Smith @*/ 332dfbe8321SBarry Smith PetscErrorCode SNESNoLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag) 3335e76c431SBarry Smith { 334dfbe8321SBarry Smith PetscErrorCode ierr; 335ea709b57SSatish Balay PetscScalar mone = -1.0; 3364b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 3378f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 3385334005bSBarry Smith 3393a40ed3dSBarry Smith PetscFunctionBegin; 340761aaf1bSLois Curfman McInnes *flag = 0; 341d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 342a3b38805SLois Curfman McInnes ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); /* ynorm = || y || */ 343ea4d3ed3SLois Curfman McInnes ierr = VecAYPX(&mone,x,y);CHKERRQ(ierr); /* y <- y - x */ 3448f99978dSLois Curfman McInnes if (neP->CheckStep) { 3458f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 3468f99978dSLois Curfman McInnes } 347ea4d3ed3SLois Curfman McInnes ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); /* Compute F(y) */ 348a3b38805SLois Curfman McInnes ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); /* gnorm = || g || */ 349d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 3503a40ed3dSBarry Smith PetscFunctionReturn(0); 3515e76c431SBarry Smith } 35204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 3534a2ae208SSatish Balay #undef __FUNCT__ 3544a2ae208SSatish Balay #define __FUNCT__ "SNESNoLineSearchNoNorms" 35582bf6240SBarry Smith 35629e0b56fSBarry Smith /*@C 35729e0b56fSBarry Smith SNESNoLineSearchNoNorms - This routine is not a line search at 35829e0b56fSBarry Smith all; it simply uses the full Newton step. This version does not 35929e0b56fSBarry Smith even compute the norm of the function or search direction; this 36029e0b56fSBarry Smith is intended only when you know the full step is fine and are 36129e0b56fSBarry Smith not checking for convergence of the nonlinear iteration (for 362c7afd0dbSLois Curfman McInnes example, you are running always for a fixed number of Newton steps). 363c7afd0dbSLois Curfman McInnes 364c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 36529e0b56fSBarry Smith 36629e0b56fSBarry Smith Input Parameters: 367c7afd0dbSLois Curfman McInnes + snes - nonlinear context 368af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 36929e0b56fSBarry Smith . x - current iterate 37029e0b56fSBarry Smith . f - residual evaluated at x 37129e0b56fSBarry Smith . y - search direction (contains new iterate on output) 37229e0b56fSBarry Smith . w - work vector 373c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 37429e0b56fSBarry Smith 37529e0b56fSBarry Smith Output Parameters: 376c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 37729e0b56fSBarry Smith . gnorm - not changed 37829e0b56fSBarry Smith . ynorm - not changed 379c7afd0dbSLois Curfman McInnes - flag - set to 0, indicating a successful line search 380fee21e36SBarry Smith 38129e0b56fSBarry Smith Options Database Key: 3824b27c08aSLois Curfman McInnes . -snes_ls basicnonorms - Activates SNESNoLineSearchNoNorms() 38329e0b56fSBarry Smith 3848cbba510SBarry Smith Notes: 385ea56f5baSLois Curfman McInnes SNESNoLineSearchNoNorms() must be used in conjunction with 386ea56f5baSLois Curfman McInnes either the options 387ea56f5baSLois Curfman McInnes $ -snes_no_convergence_test -snes_max_it <its> 388ea56f5baSLois Curfman McInnes or alternatively a user-defined custom test set via 389329f5518SBarry Smith SNESSetConvergenceTest(); or a -snes_max_it of 1, 390329f5518SBarry Smith otherwise, the SNES solver will generate an error. 391329f5518SBarry Smith 392329f5518SBarry Smith During the final iteration this will not evaluate the function at 393329f5518SBarry Smith the solution point. This is to save a function evaluation while 394329f5518SBarry Smith using pseudo-timestepping. 3958cbba510SBarry Smith 396ea56f5baSLois Curfman McInnes The residual norms printed by monitoring routines such as 397ea56f5baSLois Curfman McInnes SNESDefaultMonitor() (as activated via -snes_monitor) will not be 398ea56f5baSLois Curfman McInnes correct, since they are not computed. 399ea56f5baSLois Curfman McInnes 400ea56f5baSLois Curfman McInnes Level: advanced 4018cbba510SBarry Smith 40229e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic 40329e0b56fSBarry Smith 40429e0b56fSBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), 40529e0b56fSBarry Smith SNESSetLineSearch(), SNESNoLineSearch() 40629e0b56fSBarry Smith @*/ 407dfbe8321SBarry Smith PetscErrorCode SNESNoLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag) 40829e0b56fSBarry Smith { 409dfbe8321SBarry Smith PetscErrorCode ierr; 410ea709b57SSatish Balay PetscScalar mone = -1.0; 4114b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 4128f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 41329e0b56fSBarry Smith 4143a40ed3dSBarry Smith PetscFunctionBegin; 4158cbba510SBarry Smith *flag = 0; 416d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 41729e0b56fSBarry Smith ierr = VecAYPX(&mone,x,y);CHKERRQ(ierr); /* y <- y - x */ 4188f99978dSLois Curfman McInnes if (neP->CheckStep) { 4198f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 4208f99978dSLois Curfman McInnes } 421329f5518SBarry Smith 422329f5518SBarry Smith /* don't evaluate function the last time through */ 423329f5518SBarry Smith if (snes->iter < snes->max_its-1) { 42429e0b56fSBarry Smith ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); /* Compute F(y) */ 425329f5518SBarry Smith } 426d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 4273a40ed3dSBarry Smith PetscFunctionReturn(0); 42829e0b56fSBarry Smith } 42904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 4304a2ae208SSatish Balay #undef __FUNCT__ 4314a2ae208SSatish Balay #define __FUNCT__ "SNESCubicLineSearch" 4324b828684SBarry Smith /*@C 433f525115eSLois Curfman McInnes SNESCubicLineSearch - Performs a cubic line search (default line search method). 4345e76c431SBarry Smith 435c7afd0dbSLois Curfman McInnes Collective on SNES 436c7afd0dbSLois Curfman McInnes 4375e76c431SBarry Smith Input Parameters: 438c7afd0dbSLois Curfman McInnes + snes - nonlinear context 439af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 4405e76c431SBarry Smith . x - current iterate 4415e76c431SBarry Smith . f - residual evaluated at x 4425e76c431SBarry Smith . y - search direction (contains new iterate on output) 4435e76c431SBarry Smith . w - work vector 444c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 4455e76c431SBarry Smith 446393d2d9aSLois Curfman McInnes Output Parameters: 447c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 4485e76c431SBarry Smith . y - new iterate (contains search direction on input) 4495e76c431SBarry Smith . gnorm - 2-norm of g 4505e76c431SBarry Smith . ynorm - 2-norm of search length 451c7afd0dbSLois Curfman McInnes - flag - 0 if line search succeeds; -1 on failure. 452fee21e36SBarry Smith 453c4a48953SLois Curfman McInnes Options Database Key: 4544b27c08aSLois Curfman McInnes $ -snes_ls cubic - Activates SNESCubicLineSearch() 455c4a48953SLois Curfman McInnes 4565e76c431SBarry Smith Notes: 4575e76c431SBarry Smith This line search is taken from "Numerical Methods for Unconstrained 4585e76c431SBarry Smith Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325. 4595e76c431SBarry Smith 46036851e7fSLois Curfman McInnes Level: advanced 46136851e7fSLois Curfman McInnes 46228ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic 46328ae5a21SLois Curfman McInnes 464af2d14d2SLois Curfman McInnes .seealso: SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms() 4655e76c431SBarry Smith @*/ 466dfbe8321SBarry Smith PetscErrorCode SNESCubicLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag) 4675e76c431SBarry Smith { 468406556e6SLois Curfman McInnes /* 469406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 470406556e6SLois Curfman McInnes minimization problem: 471406556e6SLois Curfman McInnes min z(x): R^n -> R, 472406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2. 473406556e6SLois Curfman McInnes */ 474406556e6SLois Curfman McInnes 4755ca10a37SBarry Smith PetscReal steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength; 476329f5518SBarry Smith PetscReal maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg; 477aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 478ea709b57SSatish Balay PetscScalar cinitslope,clambda; 4796b5873e3SBarry Smith #endif 480dfbe8321SBarry Smith PetscErrorCode ierr; 481dfbe8321SBarry Smith int count; 4824b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 483ea709b57SSatish Balay PetscScalar mone = -1.0,scale; 4848f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 4855e76c431SBarry Smith 4863a40ed3dSBarry Smith PetscFunctionBegin; 487d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 488761aaf1bSLois Curfman McInnes *flag = 0; 4895e76c431SBarry Smith alpha = neP->alpha; 4905e76c431SBarry Smith maxstep = neP->maxstep; 4915e76c431SBarry Smith steptol = neP->steptol; 4925e76c431SBarry Smith 493cddf8d76SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 49463b9fa5eSBarry Smith if (*ynorm == 0.0) { 49563b9fa5eSBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Search direction and size is 0\n"); 496a1c2b6eeSLois Curfman McInnes *gnorm = fnorm; 497a1c2b6eeSLois Curfman McInnes ierr = VecCopy(x,y);CHKERRQ(ierr); 498a1c2b6eeSLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 49963b9fa5eSBarry Smith *flag = -1; 500ad922ac9SBarry Smith goto theend1; 50194a9d846SBarry Smith } 5025e76c431SBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 5035e42470aSBarry Smith scale = maxstep/(*ynorm); 504aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 505b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g old ynorm %g\n",PetscRealPart(scale),*ynorm); 5066b5873e3SBarry Smith #else 507b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g old ynorm %g\n",scale,*ynorm); 5086b5873e3SBarry Smith #endif 509393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y);CHKERRQ(ierr); 5105e76c431SBarry Smith *ynorm = maxstep; 5115e76c431SBarry Smith } 512ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 5135ca10a37SBarry Smith minlambda = steptol/rellength; 514a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 515aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 516a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 517329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 5185e42470aSBarry Smith #else 519a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 5205e42470aSBarry Smith #endif 5215e76c431SBarry Smith if (initslope > 0.0) initslope = -initslope; 5225e76c431SBarry Smith if (initslope == 0.0) initslope = -1.0; 5235e76c431SBarry Smith 524393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w);CHKERRQ(ierr); 5255334005bSBarry Smith ierr = VecAYPX(&mone,x,w);CHKERRQ(ierr); 52678b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 527313b5538SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 5285d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 529393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 530b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Using full step\n"); 531ad922ac9SBarry Smith goto theend1; 5325e76c431SBarry Smith } 5335e76c431SBarry Smith 5345e76c431SBarry Smith /* Fit points with quadratic */ 535313b5538SBarry Smith lambda = 1.0; 536a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 5375e76c431SBarry Smith lambdaprev = lambda; 5385e76c431SBarry Smith gnormprev = *gnorm; 539329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 540ddd12767SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 541ddd12767SBarry Smith else lambda = lambdatemp; 542393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 543ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 544aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 545ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr); 5465e42470aSBarry Smith #else 547ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr); 5485e42470aSBarry Smith #endif 54978b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 550cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 5515ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 552393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 5535ed2d596SBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Quadratically determined step, lambda=%18.16e\n",lambda); 554ad922ac9SBarry Smith goto theend1; 5555e76c431SBarry Smith } 5565e76c431SBarry Smith 5575e76c431SBarry Smith /* Fit points with cubic */ 5585e76c431SBarry Smith count = 1; 5598229bfc2SMatthew Knepley while (count < 10000) { 5605e76c431SBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 561b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch:Unable to find good step length! %d \n",count); 5625ed2d596SBarry 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); 563f168f371SBarry Smith ierr = VecCopy(x,y);CHKERRQ(ierr); 564761aaf1bSLois Curfman McInnes *flag = -1; break; 5655e76c431SBarry Smith } 5665d1a10b1SBarry Smith t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope; 5675d1a10b1SBarry Smith t2 = .5*(gnormprev*gnormprev - fnorm*fnorm) - lambdaprev*initslope; 568ddd12767SBarry Smith a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 5692b022350SLois Curfman McInnes b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev); 5705e76c431SBarry Smith d = b*b - 3*a*initslope; 5715e76c431SBarry Smith if (d < 0.0) d = 0.0; 5725e76c431SBarry Smith if (a == 0.0) { 5735e76c431SBarry Smith lambdatemp = -initslope/(2.0*b); 5745e76c431SBarry Smith } else { 5755e76c431SBarry Smith lambdatemp = (-b + sqrt(d))/(3.0*a); 5765e76c431SBarry Smith } 5775e76c431SBarry Smith lambdaprev = lambda; 5785e76c431SBarry Smith gnormprev = *gnorm; 579329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 580329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 5815e76c431SBarry Smith else lambda = lambdatemp; 582393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 583ea4d3ed3SLois Curfman McInnes lambdaneg = -lambda; 584aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 585ea4d3ed3SLois Curfman McInnes clambda = lambdaneg; 586393d2d9aSLois Curfman McInnes ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr); 5875e42470aSBarry Smith #else 588ea4d3ed3SLois Curfman McInnes ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr); 5895e42470aSBarry Smith #endif 59078b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 591cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 5925ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */ 593393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 5945ed2d596SBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Cubically determined step, lambda=%18.16e\n",lambda); 5952715565aSLois Curfman McInnes goto theend1; 5962b022350SLois Curfman McInnes } else { 5975ed2d596SBarry Smith PetscLogInfo(snes,"SNESCubicLineSearch: Cubic step no good, shrinking lambda, lambda=%18.16e\n",lambda); 5985e76c431SBarry Smith } 5995e76c431SBarry Smith count++; 6005e76c431SBarry Smith } 6018229bfc2SMatthew Knepley if (count >= 10000) { 602cd7625f8SBarry Smith SETERRQ(PETSC_ERR_LIB, "Lambda was decreased more than 10,000 times, so something is probably wrong with the function evaluation"); 6038229bfc2SMatthew Knepley } 604ad922ac9SBarry Smith theend1: 6058f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 6068f99978dSLois Curfman McInnes if (neP->CheckStep) { 6078f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 6088f99978dSLois Curfman McInnes if (change_y == PETSC_TRUE) { /* recompute the function if the step has changed */ 6098f99978dSLois Curfman McInnes ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); 6108f99978dSLois Curfman McInnes ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr); 6118f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 6128f99978dSLois Curfman McInnes ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr); 6138f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 6148f99978dSLois Curfman McInnes } 6158f99978dSLois Curfman McInnes } 616d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 6173a40ed3dSBarry Smith PetscFunctionReturn(0); 6185e76c431SBarry Smith } 61904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 6204a2ae208SSatish Balay #undef __FUNCT__ 6214a2ae208SSatish Balay #define __FUNCT__ "SNESQuadraticLineSearch" 6224b828684SBarry Smith /*@C 623f525115eSLois Curfman McInnes SNESQuadraticLineSearch - Performs a quadratic line search. 6245e76c431SBarry Smith 625c7afd0dbSLois Curfman McInnes Collective on SNES and Vec 626c7afd0dbSLois Curfman McInnes 6275e42470aSBarry Smith Input Parameters: 628c7afd0dbSLois Curfman McInnes + snes - the SNES context 629af2d14d2SLois Curfman McInnes . lsctx - optional context for line search (not used here) 6305e42470aSBarry Smith . x - current iterate 6315e42470aSBarry Smith . f - residual evaluated at x 6325e42470aSBarry Smith . y - search direction (contains new iterate on output) 6335e42470aSBarry Smith . w - work vector 634c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 6355e42470aSBarry Smith 636c4a48953SLois Curfman McInnes Output Parameters: 637c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 6385e42470aSBarry Smith . y - new iterate (contains search direction on input) 6395e42470aSBarry Smith . gnorm - 2-norm of g 6405e42470aSBarry Smith . ynorm - 2-norm of search length 641c7afd0dbSLois Curfman McInnes - flag - 0 if line search succeeds; -1 on failure. 642fee21e36SBarry Smith 643c4a48953SLois Curfman McInnes Options Database Key: 6444b27c08aSLois Curfman McInnes . -snes_ls quadratic - Activates SNESQuadraticLineSearch() 645c4a48953SLois Curfman McInnes 6465e42470aSBarry Smith Notes: 6474b27c08aSLois Curfman McInnes Use SNESSetLineSearch() to set this routine within the SNESLS method. 6485e42470aSBarry Smith 64936851e7fSLois Curfman McInnes Level: advanced 65036851e7fSLois Curfman McInnes 651f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search 652f59ffdedSLois Curfman McInnes 653af2d14d2SLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESNoLineSearch(), SNESSetLineSearch(), SNESNoLineSearchNoNorms() 6545e42470aSBarry Smith @*/ 655dfbe8321SBarry Smith PetscErrorCode SNESQuadraticLineSearch(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,int *flag) 6565e76c431SBarry Smith { 657406556e6SLois Curfman McInnes /* 658406556e6SLois Curfman McInnes Note that for line search purposes we work with with the related 659406556e6SLois Curfman McInnes minimization problem: 660406556e6SLois Curfman McInnes min z(x): R^n -> R, 661406556e6SLois Curfman McInnes where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2. 662406556e6SLois Curfman McInnes */ 6635ca10a37SBarry Smith PetscReal steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,lambdaneg,rellength; 664aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 665ea709b57SSatish Balay PetscScalar cinitslope,clambda; 6666b5873e3SBarry Smith #endif 667dfbe8321SBarry Smith PetscErrorCode ierr; 668dfbe8321SBarry Smith int count; 6694b27c08aSLois Curfman McInnes SNES_LS *neP = (SNES_LS*)snes->data; 670ea709b57SSatish Balay PetscScalar mone = -1.0,scale; 6718f99978dSLois Curfman McInnes PetscTruth change_y = PETSC_FALSE; 6725e76c431SBarry Smith 6733a40ed3dSBarry Smith PetscFunctionBegin; 674d5ba7fb7SMatthew Knepley ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 675761aaf1bSLois Curfman McInnes *flag = 0; 6765e42470aSBarry Smith alpha = neP->alpha; 6775e42470aSBarry Smith maxstep = neP->maxstep; 6785e42470aSBarry Smith steptol = neP->steptol; 6795e76c431SBarry Smith 6803505fcc1SBarry Smith ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr); 68163b9fa5eSBarry Smith if (*ynorm == 0.0) { 682b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESQuadraticLineSearch: Search direction and size is 0\n"); 683b37302c6SLois Curfman McInnes *gnorm = fnorm; 684b37302c6SLois Curfman McInnes ierr = VecCopy(x,y);CHKERRQ(ierr); 685b37302c6SLois Curfman McInnes ierr = VecCopy(f,g);CHKERRQ(ierr); 68663b9fa5eSBarry Smith *flag = -1; 687ad922ac9SBarry Smith goto theend2; 68894a9d846SBarry Smith } 6895e42470aSBarry Smith if (*ynorm > maxstep) { /* Step too big, so scale back */ 6905e42470aSBarry Smith scale = maxstep/(*ynorm); 691393d2d9aSLois Curfman McInnes ierr = VecScale(&scale,y);CHKERRQ(ierr); 6925e42470aSBarry Smith *ynorm = maxstep; 6935e76c431SBarry Smith } 694ba6a83e5SMatthew Knepley ierr = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr); 6955ca10a37SBarry Smith minlambda = steptol/rellength; 696a703fe33SLois Curfman McInnes ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr); 697aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 698a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&cinitslope);CHKERRQ(ierr); 699329f5518SBarry Smith initslope = PetscRealPart(cinitslope); 7005e42470aSBarry Smith #else 701a703fe33SLois Curfman McInnes ierr = VecDot(f,w,&initslope);CHKERRQ(ierr); 7025e42470aSBarry Smith #endif 7035e42470aSBarry Smith if (initslope > 0.0) initslope = -initslope; 7045e42470aSBarry Smith if (initslope == 0.0) initslope = -1.0; 7055e42470aSBarry Smith 706393d2d9aSLois Curfman McInnes ierr = VecCopy(y,w);CHKERRQ(ierr); 7075334005bSBarry Smith ierr = VecAYPX(&mone,x,w);CHKERRQ(ierr); 70878b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 709cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 7105d1a10b1SBarry Smith if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */ 711393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 712b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESQuadraticLineSearch: Using full step\n"); 713ad922ac9SBarry Smith goto theend2; 7145e42470aSBarry Smith } 7155e42470aSBarry Smith 7165e42470aSBarry Smith /* Fit points with quadratic */ 717313b5538SBarry Smith lambda = 1.0; 7185e42470aSBarry Smith count = 1; 7195ca10a37SBarry Smith while (PETSC_TRUE) { 7205e42470aSBarry Smith if (lambda <= minlambda) { /* bad luck; use full step */ 721b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESQuadraticLineSearch:Unable to find good step length! %d \n",count); 722b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESQuadraticLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",fnorm,*gnorm,*ynorm,lambda,initslope); 723f168f371SBarry Smith ierr = VecCopy(x,y);CHKERRQ(ierr); 724761aaf1bSLois Curfman McInnes *flag = -1; break; 7255e42470aSBarry Smith } 726a703fe33SLois Curfman McInnes lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope); 727329f5518SBarry Smith if (lambdatemp > .5*lambda) lambdatemp = .5*lambda; 728329f5518SBarry Smith if (lambdatemp <= .1*lambda) lambda = .1*lambda; 729329f5518SBarry Smith else lambda = lambdatemp; 730393d2d9aSLois Curfman McInnes ierr = VecCopy(x,w);CHKERRQ(ierr); 7313505fcc1SBarry Smith lambdaneg = -lambda; 732aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX) 7333505fcc1SBarry Smith clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w);CHKERRQ(ierr); 7345e42470aSBarry Smith #else 7353505fcc1SBarry Smith ierr = VecAXPY(&lambdaneg,y,w);CHKERRQ(ierr); 7365e42470aSBarry Smith #endif 73778b31e54SBarry Smith ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr); 738cddf8d76SBarry Smith ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr); 7395ed2d596SBarry Smith if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */ 740393d2d9aSLois Curfman McInnes ierr = VecCopy(w,y);CHKERRQ(ierr); 741b0a32e0cSBarry Smith PetscLogInfo(snes,"SNESQuadraticLineSearch:Quadratically determined step, lambda=%g\n",lambda); 74206259719SBarry Smith break; 7435e42470aSBarry Smith } 7445e42470aSBarry Smith count++; 7455e42470aSBarry Smith } 746ad922ac9SBarry Smith theend2: 7478f99978dSLois Curfman McInnes /* Optional user-defined check for line search step validity */ 7488f99978dSLois Curfman McInnes if (neP->CheckStep) { 7498f99978dSLois Curfman McInnes ierr = (*neP->CheckStep)(snes,neP->checkP,y,&change_y);CHKERRQ(ierr); 7508f99978dSLois Curfman McInnes if (change_y == PETSC_TRUE) { /* recompute the function if the step has changed */ 7518f99978dSLois Curfman McInnes ierr = SNESComputeFunction(snes,y,g);CHKERRQ(ierr); 7528f99978dSLois Curfman McInnes ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr); 7538f99978dSLois Curfman McInnes ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr); 7548f99978dSLois Curfman McInnes ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr); 7558f99978dSLois Curfman McInnes ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr); 7568f99978dSLois Curfman McInnes } 7578f99978dSLois Curfman McInnes } 758d5ba7fb7SMatthew Knepley ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr); 7593a40ed3dSBarry Smith PetscFunctionReturn(0); 7605e76c431SBarry Smith } 7612343ba6eSBarry Smith 76204d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 7634a2ae208SSatish Balay #undef __FUNCT__ 7644a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearch" 765c9e6a524SLois Curfman McInnes /*@C 76677c4ece6SBarry Smith SNESSetLineSearch - Sets the line search routine to be used 7674b27c08aSLois Curfman McInnes by the method SNESLS. 7685e76c431SBarry Smith 7695e76c431SBarry Smith Input Parameters: 770c7afd0dbSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 771af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for use by line search 772c7afd0dbSLois Curfman McInnes - func - pointer to int function 7735e76c431SBarry Smith 774fee21e36SBarry Smith Collective on SNES 775fee21e36SBarry Smith 776c4a48953SLois Curfman McInnes Available Routines: 777c7afd0dbSLois Curfman McInnes + SNESCubicLineSearch() - default line search 778f59ffdedSLois Curfman McInnes . SNESQuadraticLineSearch() - quadratic line search 779f59ffdedSLois Curfman McInnes . SNESNoLineSearch() - the full Newton step (actually not a line search) 780af2d14d2SLois Curfman McInnes - SNESNoLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel) 7815e76c431SBarry Smith 782c4a48953SLois Curfman McInnes Options Database Keys: 7834b27c08aSLois Curfman McInnes + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 7844b27c08aSLois Curfman McInnes . -snes_ls_alpha <alpha> - Sets alpha 7854b27c08aSLois Curfman McInnes . -snes_ls_maxstep <max> - Sets maxstep 7864b27c08aSLois Curfman McInnes - -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 7873304466cSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 7883304466cSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 789c4a48953SLois Curfman McInnes 7905e76c431SBarry Smith Calling sequence of func: 791bd208895SLois Curfman McInnes .vb 792af2d14d2SLois Curfman McInnes func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w, 793329f5518SBarry Smith PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,*flag) 794bd208895SLois Curfman McInnes .ve 7955e76c431SBarry Smith 7965e76c431SBarry Smith Input parameters for func: 797c7afd0dbSLois Curfman McInnes + snes - nonlinear context 798af2d14d2SLois Curfman McInnes . lsctx - optional user-defined context for line search 7995e76c431SBarry Smith . x - current iterate 8005e76c431SBarry Smith . f - residual evaluated at x 8015e76c431SBarry Smith . y - search direction (contains new iterate on output) 8025e76c431SBarry Smith . w - work vector 803c7afd0dbSLois Curfman McInnes - fnorm - 2-norm of f 8045e76c431SBarry Smith 8055e76c431SBarry Smith Output parameters for func: 806c7afd0dbSLois Curfman McInnes + g - residual evaluated at new iterate y 8075e76c431SBarry Smith . y - new iterate (contains search direction on input) 8085e76c431SBarry Smith . gnorm - 2-norm of g 8095e76c431SBarry Smith . ynorm - 2-norm of search length 810c7afd0dbSLois Curfman McInnes - flag - set to 0 if the line search succeeds; a nonzero integer 811761aaf1bSLois Curfman McInnes on failure. 812f59ffdedSLois Curfman McInnes 81336851e7fSLois Curfman McInnes Level: advanced 81436851e7fSLois Curfman McInnes 815f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine 816f59ffdedSLois Curfman McInnes 8175d1a10b1SBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(), SNESNoLineSearch(), SNESNoLineSearchNoNorms(), 8185d1a10b1SBarry Smith SNESSetLineSearchCheck(), SNESSetLineSearchParams(), SNESGetLineSearchParams() 8195e76c431SBarry Smith @*/ 820*6849ba73SBarry Smith PetscErrorCode SNESSetLineSearch(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,int*),void *lsctx) 8215e76c431SBarry Smith { 822*6849ba73SBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,int*),void*); 82382bf6240SBarry Smith 8243a40ed3dSBarry Smith PetscFunctionBegin; 825c134de8dSSatish Balay ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearch_C",(void (**)(void))&f);CHKERRQ(ierr); 82682bf6240SBarry Smith if (f) { 827af2d14d2SLois Curfman McInnes ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr); 82882bf6240SBarry Smith } 8293a40ed3dSBarry Smith PetscFunctionReturn(0); 8305e76c431SBarry Smith } 8318e019c35SBarry Smith 832*6849ba73SBarry Smith typedef PetscErrorCode (*FCN2)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,int*); /* force argument to next function to not be extern C*/ 83304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 834fb2e594dSBarry Smith EXTERN_C_BEGIN 8354a2ae208SSatish Balay #undef __FUNCT__ 8364a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearch_LS" 837dfbe8321SBarry Smith PetscErrorCode SNESSetLineSearch_LS(SNES snes,FCN2 func,void *lsctx) 83882bf6240SBarry Smith { 83982bf6240SBarry Smith PetscFunctionBegin; 8404b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->LineSearch = func; 8414b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->lsP = lsctx; 84282bf6240SBarry Smith PetscFunctionReturn(0); 84382bf6240SBarry Smith } 844fb2e594dSBarry Smith EXTERN_C_END 84504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 8464a2ae208SSatish Balay #undef __FUNCT__ 8474a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearchCheck" 848c8dd0c0dSLois Curfman McInnes /*@C 849530e4296SLois Curfman McInnes SNESSetLineSearchCheck - Sets a routine to check the validity of new iterate computed 8504b27c08aSLois Curfman McInnes by the line search routine in the Newton-based method SNESLS. 851c8dd0c0dSLois Curfman McInnes 852c8dd0c0dSLois Curfman McInnes Input Parameters: 853c8dd0c0dSLois Curfman McInnes + snes - nonlinear context obtained from SNESCreate() 854c8dd0c0dSLois Curfman McInnes . func - pointer to int function 855c8dd0c0dSLois Curfman McInnes - checkctx - optional user-defined context for use by step checking routine 856c8dd0c0dSLois Curfman McInnes 857c8dd0c0dSLois Curfman McInnes Collective on SNES 858c8dd0c0dSLois Curfman McInnes 859c8dd0c0dSLois Curfman McInnes Calling sequence of func: 860c8dd0c0dSLois Curfman McInnes .vb 861b1ae27eaSLois Curfman McInnes int func (SNES snes, void *checkctx, Vec x, PetscTruth *flag) 862c8dd0c0dSLois Curfman McInnes .ve 863b1ae27eaSLois Curfman McInnes where func returns an error code of 0 on success and a nonzero 864b1ae27eaSLois Curfman McInnes on failure. 865c8dd0c0dSLois Curfman McInnes 866c8dd0c0dSLois Curfman McInnes Input parameters for func: 867c8dd0c0dSLois Curfman McInnes + snes - nonlinear context 868c8dd0c0dSLois Curfman McInnes . checkctx - optional user-defined context for use by step checking routine 8698f99978dSLois Curfman McInnes - x - current candidate iterate 870c8dd0c0dSLois Curfman McInnes 871c8dd0c0dSLois Curfman McInnes Output parameters for func: 872c8dd0c0dSLois Curfman McInnes + x - current iterate (possibly modified) 873c8dd0c0dSLois Curfman McInnes - flag - flag indicating whether x has been modified (either 874c8dd0c0dSLois Curfman McInnes PETSC_TRUE of PETSC_FALSE) 875c8dd0c0dSLois Curfman McInnes 876c8dd0c0dSLois Curfman McInnes Level: advanced 877c8dd0c0dSLois Curfman McInnes 8788f99978dSLois Curfman McInnes Notes: 879b1ae27eaSLois Curfman McInnes SNESNoLineSearch() and SNESNoLineSearchNoNorms() accept the new 880b1ae27eaSLois Curfman McInnes iterate computed by the line search checking routine. In particular, 881b1ae27eaSLois Curfman McInnes these routines (1) compute a candidate iterate u_{i+1}, (2) pass control 882b1ae27eaSLois Curfman McInnes to the checking routine, and then (3) compute the corresponding nonlinear 883ea56f5baSLois Curfman McInnes function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}. 8848f99978dSLois Curfman McInnes 885b1ae27eaSLois Curfman McInnes SNESQuadraticLineSearch() and SNESCubicLineSearch() also accept the 886b1ae27eaSLois Curfman McInnes new iterate computed by the line search checking routine. In particular, 887b1ae27eaSLois Curfman McInnes these routines (1) compute a candidate iterate u_{i+1} as well as a 888ea56f5baSLois Curfman McInnes candidate nonlinear function f(u_{i+1}), (2) pass control to the checking 889ea56f5baSLois Curfman McInnes routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes 890ea56f5baSLois Curfman McInnes were made to the candidate iterate in the checking routine (as indicated 891ea56f5baSLois Curfman McInnes by flag=PETSC_TRUE). The overhead of this function re-evaluation can be 892b1ae27eaSLois Curfman McInnes very costly, so use this feature with caution! 8938f99978dSLois Curfman McInnes 894c8dd0c0dSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search check, step check, routine 895c8dd0c0dSLois Curfman McInnes 896c8dd0c0dSLois Curfman McInnes .seealso: SNESSetLineSearch() 897c8dd0c0dSLois Curfman McInnes @*/ 898*6849ba73SBarry Smith PetscErrorCode SNESSetLineSearchCheck(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,PetscTruth*),void *checkctx) 899c8dd0c0dSLois Curfman McInnes { 900*6849ba73SBarry Smith PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,PetscTruth*),void*); 901c8dd0c0dSLois Curfman McInnes 902c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 903c134de8dSSatish Balay ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearchCheck_C",(void (**)(void))&f);CHKERRQ(ierr); 904c8dd0c0dSLois Curfman McInnes if (f) { 905c8dd0c0dSLois Curfman McInnes ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr); 906c8dd0c0dSLois Curfman McInnes } 907c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 908c8dd0c0dSLois Curfman McInnes } 909c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 910*6849ba73SBarry Smith typedef PetscErrorCode (*FCN)(SNES,void*,Vec,PetscTruth*); /* force argument to next function to not be extern C*/ 911c8dd0c0dSLois Curfman McInnes EXTERN_C_BEGIN 9124a2ae208SSatish Balay #undef __FUNCT__ 9134a2ae208SSatish Balay #define __FUNCT__ "SNESSetLineSearchCheck_LS" 914dfbe8321SBarry Smith PetscErrorCode SNESSetLineSearchCheck_LS(SNES snes,FCN func,void *checkctx) 915c8dd0c0dSLois Curfman McInnes { 916c8dd0c0dSLois Curfman McInnes PetscFunctionBegin; 9174b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->CheckStep = func; 9184b27c08aSLois Curfman McInnes ((SNES_LS *)(snes->data))->checkP = checkctx; 919c8dd0c0dSLois Curfman McInnes PetscFunctionReturn(0); 920c8dd0c0dSLois Curfman McInnes } 921c8dd0c0dSLois Curfman McInnes EXTERN_C_END 922c8dd0c0dSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 92304d965bbSLois Curfman McInnes /* 9244b27c08aSLois Curfman McInnes SNESPrintHelp_LS - Prints all options for the SNES_LS method. 925329e7e40SMatthew Knepley 926329e7e40SMatthew Knepley Input Parameter: 927329e7e40SMatthew Knepley . snes - the SNES context 928329e7e40SMatthew Knepley 929329e7e40SMatthew Knepley Application Interface Routine: SNESPrintHelp() 930329e7e40SMatthew Knepley */ 931329e7e40SMatthew Knepley #undef __FUNCT__ 9324b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESPrintHelp_LS" 933*6849ba73SBarry Smith static PetscErrorCode SNESPrintHelp_LS(SNES snes,char *p) 934329e7e40SMatthew Knepley { 9354b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 936329e7e40SMatthew Knepley 937329e7e40SMatthew Knepley PetscFunctionBegin; 9384b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," method SNES_LS (ls) for systems of nonlinear equations:\n"); 9394b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls [cubic,quadratic,basic,basicnonorms,...]\n",p); 9404b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_alpha <alpha> (default %g)\n",p,ls->alpha); 9414b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_maxstep <max> (default %g)\n",p,ls->maxstep); 9424b27c08aSLois Curfman McInnes (*PetscHelpPrintf)(snes->comm," %ssnes_ls_steptol <tol> (default %g)\n",p,ls->steptol); 943329e7e40SMatthew Knepley PetscFunctionReturn(0); 944329e7e40SMatthew Knepley } 945329e7e40SMatthew Knepley 946329e7e40SMatthew Knepley /* 9474b27c08aSLois Curfman McInnes SNESView_LS - Prints info from the SNESLS data structure. 94804d965bbSLois Curfman McInnes 94904d965bbSLois Curfman McInnes Input Parameters: 95004d965bbSLois Curfman McInnes . SNES - the SNES context 95104d965bbSLois Curfman McInnes . viewer - visualization context 95204d965bbSLois Curfman McInnes 95304d965bbSLois Curfman McInnes Application Interface Routine: SNESView() 95404d965bbSLois Curfman McInnes */ 9554a2ae208SSatish Balay #undef __FUNCT__ 9564b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESView_LS" 957*6849ba73SBarry Smith static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer) 958a935fc98SLois Curfman McInnes { 9594b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 9602fc52814SBarry Smith const char *cstr; 961dfbe8321SBarry Smith PetscErrorCode ierr; 96232077d6dSBarry Smith PetscTruth iascii; 963a935fc98SLois Curfman McInnes 9643a40ed3dSBarry Smith PetscFunctionBegin; 96532077d6dSBarry Smith ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr); 96632077d6dSBarry Smith if (iascii) { 96719bcc07fSBarry Smith if (ls->LineSearch == SNESNoLineSearch) cstr = "SNESNoLineSearch"; 96819bcc07fSBarry Smith else if (ls->LineSearch == SNESQuadraticLineSearch) cstr = "SNESQuadraticLineSearch"; 96919bcc07fSBarry Smith else if (ls->LineSearch == SNESCubicLineSearch) cstr = "SNESCubicLineSearch"; 97019bcc07fSBarry Smith else cstr = "unknown"; 971b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," line search variant: %s\n",cstr);CHKERRQ(ierr); 972b0a32e0cSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," alpha=%g, maxstep=%g, steptol=%g\n",ls->alpha,ls->maxstep,ls->steptol);CHKERRQ(ierr); 9735cd90555SBarry Smith } else { 97429bbc08cSBarry Smith SETERRQ1(1,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name); 97519bcc07fSBarry Smith } 9763a40ed3dSBarry Smith PetscFunctionReturn(0); 977a935fc98SLois Curfman McInnes } 97804d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 97904d965bbSLois Curfman McInnes /* 9804b27c08aSLois Curfman McInnes SNESSetFromOptions_LS - Sets various parameters for the SNESLS method. 98104d965bbSLois Curfman McInnes 98204d965bbSLois Curfman McInnes Input Parameter: 98304d965bbSLois Curfman McInnes . snes - the SNES context 98404d965bbSLois Curfman McInnes 98504d965bbSLois Curfman McInnes Application Interface Routine: SNESSetFromOptions() 98604d965bbSLois Curfman McInnes */ 9874a2ae208SSatish Balay #undef __FUNCT__ 9884b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESSetFromOptions_LS" 989*6849ba73SBarry Smith static PetscErrorCode SNESSetFromOptions_LS(SNES snes) 9905e42470aSBarry Smith { 9914b27c08aSLois Curfman McInnes SNES_LS *ls = (SNES_LS *)snes->data; 992e5999256SBarry Smith const char *lses[] = {"basic","basicnonorms","quadratic","cubic"}; 993dfbe8321SBarry Smith PetscErrorCode ierr; 994dfbe8321SBarry Smith int indx; 995f1af5d2fSBarry Smith PetscTruth flg; 9965e42470aSBarry Smith 9973a40ed3dSBarry Smith PetscFunctionBegin; 998b0a32e0cSBarry Smith ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr); 9994b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr); 10004b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr); 10014b27c08aSLois Curfman McInnes ierr = PetscOptionsReal("-snes_ls_steptol","Step must be greater than","None",ls->steptol,&ls->steptol,0);CHKERRQ(ierr); 1002186905e3SBarry Smith 100322e36657SBarry Smith ierr = PetscOptionsEList("-snes_ls","Line search used","SNESSetLineSearch",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr); 100425cdf11fSBarry Smith if (flg) { 100522e36657SBarry Smith switch (indx) { 1006b49fd9e1SBarry Smith case 0: 1007af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESNoLineSearch,PETSC_NULL);CHKERRQ(ierr); 1008b49fd9e1SBarry Smith break; 1009b49fd9e1SBarry Smith case 1: 1010af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESNoLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr); 1011b49fd9e1SBarry Smith break; 1012b49fd9e1SBarry Smith case 2: 1013af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESQuadraticLineSearch,PETSC_NULL);CHKERRQ(ierr); 1014b49fd9e1SBarry Smith break; 1015b49fd9e1SBarry Smith case 3: 1016af2d14d2SLois Curfman McInnes ierr = SNESSetLineSearch(snes,SNESCubicLineSearch,PETSC_NULL);CHKERRQ(ierr); 1017b49fd9e1SBarry Smith break; 10185e42470aSBarry Smith } 10195e42470aSBarry Smith } 1020b0a32e0cSBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 10213a40ed3dSBarry Smith PetscFunctionReturn(0); 10225e42470aSBarry Smith } 102304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */ 1024ebe3b25bSBarry Smith /*MC 1025ebe3b25bSBarry Smith SNESLS - Newton based nonlinear solver that uses a line search 102604d965bbSLois Curfman McInnes 1027ebe3b25bSBarry Smith Options Database: 1028ebe3b25bSBarry Smith + -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search 1029ebe3b25bSBarry Smith . -snes_ls_alpha <alpha> - Sets alpha 1030ebe3b25bSBarry Smith . -snes_ls_maxstep <max> - Sets maxstep 1031ebe3b25bSBarry Smith - -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code 1032ebe3b25bSBarry Smith will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length 1033ebe3b25bSBarry Smith the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x) 103404d965bbSLois Curfman McInnes 1035ebe3b25bSBarry Smith Notes: This is the default nonlinear solver in SNES 103604d965bbSLois Curfman McInnes 1037ee3001cbSBarry Smith Level: beginner 1038ee3001cbSBarry Smith 1039ebe3b25bSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESTR, SNESSetLineSearch(), 1040ebe3b25bSBarry Smith SNESSetLineSearchCheck(), SNESNoLineSearch(), SNESCubicLineSearch(), SNESQuadraticLineSearch(), 1041ebe3b25bSBarry Smith SNESSetLineSearch(), SNESNoLineSearchNoNorms() 1042ebe3b25bSBarry Smith 1043ebe3b25bSBarry Smith M*/ 1044fb2e594dSBarry Smith EXTERN_C_BEGIN 10454a2ae208SSatish Balay #undef __FUNCT__ 10464b27c08aSLois Curfman McInnes #define __FUNCT__ "SNESCreate_LS" 1047dfbe8321SBarry Smith PetscErrorCode SNESCreate_LS(SNES snes) 10485e42470aSBarry Smith { 1049dfbe8321SBarry Smith PetscErrorCode ierr; 10504b27c08aSLois Curfman McInnes SNES_LS *neP; 10515e42470aSBarry Smith 10523a40ed3dSBarry Smith PetscFunctionBegin; 10534b27c08aSLois Curfman McInnes snes->setup = SNESSetUp_LS; 10544b27c08aSLois Curfman McInnes snes->solve = SNESSolve_LS; 10554b27c08aSLois Curfman McInnes snes->destroy = SNESDestroy_LS; 10564b27c08aSLois Curfman McInnes snes->converged = SNESConverged_LS; 10574b27c08aSLois Curfman McInnes snes->printhelp = SNESPrintHelp_LS; 10584b27c08aSLois Curfman McInnes snes->setfromoptions = SNESSetFromOptions_LS; 10594b27c08aSLois Curfman McInnes snes->view = SNESView_LS; 10605baf8537SBarry Smith snes->nwork = 0; 10615e42470aSBarry Smith 10624b27c08aSLois Curfman McInnes ierr = PetscNew(SNES_LS,&neP);CHKERRQ(ierr); 10634b27c08aSLois Curfman McInnes PetscLogObjectMemory(snes,sizeof(SNES_LS)); 10645e42470aSBarry Smith snes->data = (void*)neP; 10655e42470aSBarry Smith neP->alpha = 1.e-4; 10665e42470aSBarry Smith neP->maxstep = 1.e8; 10675e42470aSBarry Smith neP->steptol = 1.e-12; 10685e42470aSBarry Smith neP->LineSearch = SNESCubicLineSearch; 1069c8dd0c0dSLois Curfman McInnes neP->lsP = PETSC_NULL; 1070c8dd0c0dSLois Curfman McInnes neP->CheckStep = PETSC_NULL; 1071c8dd0c0dSLois Curfman McInnes neP->checkP = PETSC_NULL; 107282bf6240SBarry Smith 10735d1a10b1SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESSetLineSearch_C","SNESSetLineSearch_LS",SNESSetLineSearch_LS);CHKERRQ(ierr); 10745d1a10b1SBarry Smith ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESSetLineSearchCheck_C","SNESSetLineSearchCheck_LS",SNESSetLineSearchCheck_LS);CHKERRQ(ierr); 107582bf6240SBarry Smith 10763a40ed3dSBarry Smith PetscFunctionReturn(0); 10775e42470aSBarry Smith } 1078fb2e594dSBarry Smith EXTERN_C_END 107982bf6240SBarry Smith 108082bf6240SBarry Smith 108182bf6240SBarry Smith 1082