xref: /petsc/src/snes/impls/ls/ls.c (revision 6849ba73f22fecb8f92ef896a42e4e8bd4cd6965)
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