xref: /petsc/src/snes/impls/ls/ls.c (revision 84c569c9c1ea2bb7883298aed8eef2f0197fa5f5)
1a5eb4965SSatish Balay #ifdef PETSC_RCS_HEADER
2*84c569c9SBarry Smith static char vcid[] = "$Id: ls.c,v 1.123 1999/02/09 23:32:19 bsmith Exp bsmith $";
35e76c431SBarry Smith #endif
45e76c431SBarry Smith 
570f55243SBarry Smith #include "src/snes/impls/ls/ls.h"
65e42470aSBarry Smith 
704d965bbSLois Curfman McInnes /*  --------------------------------------------------------------------
804d965bbSLois Curfman McInnes 
904d965bbSLois Curfman McInnes      This file implements a truncated Newton method with a line search,
1004d965bbSLois Curfman McInnes      for solving a system of nonlinear equations, using the SLES, Vec,
1104d965bbSLois Curfman McInnes      and Mat interfaces for linear solvers, vectors, and matrices,
1204d965bbSLois Curfman McInnes      respectively.
1304d965bbSLois Curfman McInnes 
14fe6c6bacSLois Curfman McInnes      The following basic routines are required for each nonlinear solver:
1504d965bbSLois Curfman McInnes           SNESCreate_XXX()          - Creates a nonlinear solver context
1604d965bbSLois Curfman McInnes           SNESSetFromOptions_XXX()  - Sets runtime options
17fe6c6bacSLois Curfman McInnes           SNESSolve_XXX()           - Solves the nonlinear system
1804d965bbSLois Curfman McInnes           SNESDestroy_XXX()         - Destroys the nonlinear solver context
1904d965bbSLois Curfman McInnes      The suffix "_XXX" denotes a particular implementation, in this case
2004d965bbSLois Curfman McInnes      we use _EQ_LS (e.g., SNESCreate_EQ_LS, SNESSolve_EQ_LS) for solving
2104d965bbSLois Curfman McInnes      systems of nonlinear equations (EQ) with a line search (LS) method.
2204d965bbSLois Curfman McInnes      These routines are actually called via the common user interface
2304d965bbSLois Curfman McInnes      routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and
2404d965bbSLois Curfman McInnes      SNESDestroy(), so the application code interface remains identical
2504d965bbSLois Curfman McInnes      for all nonlinear solvers.
2604d965bbSLois Curfman McInnes 
2704d965bbSLois Curfman McInnes      Another key routine is:
2804d965bbSLois Curfman McInnes           SNESSetUp_XXX()           - Prepares for the use of a nonlinear solver
2904d965bbSLois Curfman McInnes      by setting data structures and options.   The interface routine SNESSetUp()
3004d965bbSLois Curfman McInnes      is not usually called directly by the user, but instead is called by
3104d965bbSLois Curfman McInnes      SNESSolve() if necessary.
3204d965bbSLois Curfman McInnes 
3304d965bbSLois Curfman McInnes      Additional basic routines are:
3404d965bbSLois Curfman McInnes           SNESPrintHelp_XXX()       - Prints nonlinear solver runtime options
3504d965bbSLois Curfman McInnes           SNESView_XXX()            - Prints details of runtime options that
3604d965bbSLois Curfman McInnes                                       have actually been used.
3704d965bbSLois Curfman McInnes      These are called by application codes via the interface routines
3804d965bbSLois Curfman McInnes      SNESPrintHelp() and SNESView().
3904d965bbSLois Curfman McInnes 
4004d965bbSLois Curfman McInnes      The various types of solvers (preconditioners, Krylov subspace methods,
4104d965bbSLois Curfman McInnes      nonlinear solvers, timesteppers) are all organized similarly, so the
4204d965bbSLois Curfman McInnes      above description applies to these categories also.
4304d965bbSLois Curfman McInnes 
4404d965bbSLois Curfman McInnes     -------------------------------------------------------------------- */
455e42470aSBarry Smith /*
4604d965bbSLois Curfman McInnes    SNESSolve_EQ_LS - Solves a nonlinear system with a truncated Newton
4704d965bbSLois Curfman McInnes    method with a line search.
485e76c431SBarry Smith 
4904d965bbSLois Curfman McInnes    Input Parameters:
5004d965bbSLois Curfman McInnes .  snes - the SNES context
515e76c431SBarry Smith 
5204d965bbSLois Curfman McInnes    Output Parameter:
53c2a78f1aSLois Curfman McInnes .  outits - number of iterations until termination
5404d965bbSLois Curfman McInnes 
5504d965bbSLois Curfman McInnes    Application Interface Routine: SNESSolve()
565e76c431SBarry Smith 
575e76c431SBarry Smith    Notes:
585e76c431SBarry Smith    This implements essentially a truncated Newton method with a
595e76c431SBarry Smith    line search.  By default a cubic backtracking line search
605e76c431SBarry Smith    is employed, as described in the text "Numerical Methods for
615e76c431SBarry Smith    Unconstrained Optimization and Nonlinear Equations" by Dennis
62393d2d9aSLois Curfman McInnes    and Schnabel.
635e76c431SBarry Smith */
645615d1e5SSatish Balay #undef __FUNC__
655615d1e5SSatish Balay #define __FUNC__ "SNESSolve_EQ_LS"
66f63b844aSLois Curfman McInnes int SNESSolve_EQ_LS(SNES snes,int *outits)
675e76c431SBarry Smith {
685e42470aSBarry Smith   SNES_LS       *neP = (SNES_LS *) snes->data;
69*84c569c9SBarry Smith   int           maxits, i, ierr, lits, lsfail;
70112a2221SBarry Smith   MatStructure  flg = DIFFERENT_NONZERO_PATTERN;
71*84c569c9SBarry Smith   double        fnorm, gnorm, xnorm, ynorm;
725e42470aSBarry Smith   Vec           Y, X, F, G, W, TMP;
735e76c431SBarry Smith 
743a40ed3dSBarry Smith   PetscFunctionBegin;
755e42470aSBarry Smith   maxits	= snes->max_its;	/* maximum number of iterations */
765e42470aSBarry Smith   X		= snes->vec_sol;	/* solution vector */
7739e2f89bSBarry Smith   F		= snes->vec_func;	/* residual vector */
785e42470aSBarry Smith   Y		= snes->work[0];	/* work vectors */
795e42470aSBarry Smith   G		= snes->work[1];
805e42470aSBarry Smith   W		= snes->work[2];
815e76c431SBarry Smith 
825334005bSBarry Smith   ierr = SNESComputeFunction(snes,X,F); CHKERRQ(ierr);  /*  F(X)      */
83cddf8d76SBarry Smith   ierr = VecNorm(F,NORM_2,&fnorm); CHKERRQ(ierr);	/* fnorm <- ||F||  */
8406d0569aSBarry Smith   PetscAMSTakeAccess(snes);
85*84c569c9SBarry Smith   snes->iter = 0;
865e42470aSBarry Smith   snes->norm = fnorm;
8706d0569aSBarry Smith   PetscAMSGrantAccess(snes);
88*84c569c9SBarry Smith   SNESLogConvHistory(snes,fnorm,0);
8994a424c1SBarry Smith   SNESMonitor(snes,0,fnorm);
905e76c431SBarry Smith 
913a40ed3dSBarry Smith   if (fnorm < snes->atol) {*outits = 0; PetscFunctionReturn(0);}
9294a9d846SBarry Smith 
93d034289bSBarry Smith   /* set parameter for default relative tolerance convergence test */
94d034289bSBarry Smith   snes->ttol = fnorm*snes->rtol;
95d034289bSBarry Smith 
965e76c431SBarry Smith   for ( i=0; i<maxits; i++ ) {
975e76c431SBarry Smith 
98ea4d3ed3SLois Curfman McInnes     /* Solve J Y = F, where J is Jacobian matrix */
995334005bSBarry Smith     ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg); CHKERRQ(ierr);
1005334005bSBarry Smith     ierr = SLESSetOperators(snes->sles,snes->jacobian,snes->jacobian_pre,flg); CHKERRQ(ierr);
10178b31e54SBarry Smith     ierr = SLESSolve(snes->sles,F,Y,&lits); CHKERRQ(ierr);
1027a00f4a9SLois Curfman McInnes     snes->linear_its += PetscAbsInt(lits);
103af1ccdebSLois Curfman McInnes     PLogInfo(snes,"SNESSolve_EQ_LS: iter=%d, linear solve iterations=%d\n",snes->iter,lits);
104ea4d3ed3SLois Curfman McInnes 
105ea4d3ed3SLois Curfman McInnes     /* Compute a (scaled) negative update in the line search routine:
106ea4d3ed3SLois Curfman McInnes          Y <- X - lambda*Y
107ea4d3ed3SLois Curfman McInnes        and evaluate G(Y) = function(Y))
108ea4d3ed3SLois Curfman McInnes     */
10981b6cf68SLois Curfman McInnes     ierr = VecCopy(Y,snes->vec_sol_update_always); CHKERRQ(ierr);
110ddd12767SBarry Smith     ierr = (*neP->LineSearch)(snes,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lsfail); CHKERRQ(ierr);
111af1ccdebSLois Curfman McInnes     PLogInfo(snes,"SNESSolve_EQ_LS: fnorm=%g, gnorm=%g, ynorm=%g, lsfail=%d\n",fnorm,gnorm,ynorm,lsfail);
112761aaf1bSLois Curfman McInnes     if (lsfail) snes->nfailures++;
1135e76c431SBarry Smith 
11439e2f89bSBarry Smith     TMP = F; F = G; snes->vec_func_always = F; G = TMP;
11539e2f89bSBarry Smith     TMP = X; X = Y; snes->vec_sol_always = X;  Y = TMP;
1165e76c431SBarry Smith     fnorm = gnorm;
1175e76c431SBarry Smith 
11806d0569aSBarry Smith     PetscAMSTakeAccess(snes);
119*84c569c9SBarry Smith     snes->iter = i+1;
1205e42470aSBarry Smith     snes->norm = fnorm;
12106d0569aSBarry Smith     PetscAMSGrantAccess(snes);
122*84c569c9SBarry Smith     SNESLogConvHistory(snes,fnorm,lits);
12394a424c1SBarry Smith     SNESMonitor(snes,i+1,fnorm);
1245e76c431SBarry Smith 
1255e76c431SBarry Smith     /* Test for convergence */
12629e0b56fSBarry Smith     if (snes->converged) {
12729e0b56fSBarry Smith       ierr = VecNorm(X,NORM_2,&xnorm); CHKERRQ(ierr);	/* xnorm = || X || */
128bbb6d6a8SBarry Smith       if ((*snes->converged)(snes,xnorm,ynorm,fnorm,snes->cnvP)) {
12916c95cacSBarry Smith         break;
13016c95cacSBarry Smith       }
13116c95cacSBarry Smith     }
13229e0b56fSBarry Smith   }
13339e2f89bSBarry Smith   if (X != snes->vec_sol) {
134393d2d9aSLois Curfman McInnes     ierr = VecCopy(X,snes->vec_sol); CHKERRQ(ierr);
13539e2f89bSBarry Smith     snes->vec_sol_always  = snes->vec_sol;
13639e2f89bSBarry Smith     snes->vec_func_always = snes->vec_func;
13739e2f89bSBarry Smith   }
13852392280SLois Curfman McInnes   if (i == maxits) {
139981c4779SBarry Smith     PLogInfo(snes,"SNESSolve_EQ_LS: Maximum number of iterations has been reached: %d\n",maxits);
14052392280SLois Curfman McInnes     i--;
14152392280SLois Curfman McInnes   }
1425e42470aSBarry Smith   *outits = i+1;
1433a40ed3dSBarry Smith   PetscFunctionReturn(0);
1445e76c431SBarry Smith }
14504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
14604d965bbSLois Curfman McInnes /*
14704d965bbSLois Curfman McInnes    SNESSetUp_EQ_LS - Sets up the internal data structures for the later use
14804d965bbSLois Curfman McInnes    of the SNES_EQ_LS nonlinear solver.
14904d965bbSLois Curfman McInnes 
15004d965bbSLois Curfman McInnes    Input Parameter:
15104d965bbSLois Curfman McInnes .  snes - the SNES context
15204d965bbSLois Curfman McInnes .  x - the solution vector
15304d965bbSLois Curfman McInnes 
15404d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetUp()
15504d965bbSLois Curfman McInnes 
15604d965bbSLois Curfman McInnes    Notes:
15704d965bbSLois Curfman McInnes    For basic use of the SNES solvers the user need not explicitly call
15804d965bbSLois Curfman McInnes    SNESSetUp(), since these actions will automatically occur during
15904d965bbSLois Curfman McInnes    the call to SNESSolve().
16004d965bbSLois Curfman McInnes  */
1615615d1e5SSatish Balay #undef __FUNC__
1625615d1e5SSatish Balay #define __FUNC__ "SNESSetUp_EQ_LS"
163f63b844aSLois Curfman McInnes int SNESSetUp_EQ_LS(SNES snes)
1645e76c431SBarry Smith {
1655e42470aSBarry Smith   int ierr;
1663a40ed3dSBarry Smith 
1673a40ed3dSBarry Smith   PetscFunctionBegin;
16881b6cf68SLois Curfman McInnes   snes->nwork = 4;
169d7e8b826SBarry Smith   ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr);
1705e42470aSBarry Smith   PLogObjectParents(snes,snes->nwork,snes->work);
17181b6cf68SLois Curfman McInnes   snes->vec_sol_update_always = snes->work[3];
1723a40ed3dSBarry Smith   PetscFunctionReturn(0);
1735e76c431SBarry Smith }
17404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
17504d965bbSLois Curfman McInnes /*
17604d965bbSLois Curfman McInnes    SNESDestroy_EQ_LS - Destroys the private SNES_LS context that was created
17704d965bbSLois Curfman McInnes    with SNESCreate_EQ_LS().
17804d965bbSLois Curfman McInnes 
17904d965bbSLois Curfman McInnes    Input Parameter:
18004d965bbSLois Curfman McInnes .  snes - the SNES context
18104d965bbSLois Curfman McInnes 
182de49b36dSLois Curfman McInnes    Application Interface Routine: SNESDestroy()
18304d965bbSLois Curfman McInnes  */
1845615d1e5SSatish Balay #undef __FUNC__
185d4bb536fSBarry Smith #define __FUNC__ "SNESDestroy_EQ_LS"
186e1311b90SBarry Smith int SNESDestroy_EQ_LS(SNES snes)
1875e76c431SBarry Smith {
188393d2d9aSLois Curfman McInnes   int  ierr;
1893a40ed3dSBarry Smith 
1903a40ed3dSBarry Smith   PetscFunctionBegin;
1915baf8537SBarry Smith   if (snes->nwork) {
1924b0e389bSBarry Smith     ierr = VecDestroyVecs(snes->work,snes->nwork); CHKERRQ(ierr);
19321c89e3eSBarry Smith   }
1940452661fSBarry Smith   PetscFree(snes->data);
1953a40ed3dSBarry Smith   PetscFunctionReturn(0);
1965e76c431SBarry Smith }
19704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
1985615d1e5SSatish Balay #undef __FUNC__
1995615d1e5SSatish Balay #define __FUNC__ "SNESNoLineSearch"
20082bf6240SBarry Smith 
2014b828684SBarry Smith /*@C
2025e42470aSBarry Smith    SNESNoLineSearch - This routine is not a line search at all;
2035e76c431SBarry Smith    it simply uses the full Newton step.  Thus, this routine is intended
2045e76c431SBarry Smith    to serve as a template and is not recommended for general use.
2055e76c431SBarry Smith 
206c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
207c7afd0dbSLois Curfman McInnes 
2085e76c431SBarry Smith    Input Parameters:
209c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
2105e76c431SBarry Smith .  x - current iterate
2115e76c431SBarry Smith .  f - residual evaluated at x
2125e76c431SBarry Smith .  y - search direction (contains new iterate on output)
2135e76c431SBarry Smith .  w - work vector
214c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
2155e76c431SBarry Smith 
216c4a48953SLois Curfman McInnes    Output Parameters:
217c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
2185e76c431SBarry Smith .  y - new iterate (contains search direction on input)
2195e76c431SBarry Smith .  gnorm - 2-norm of g
2205e76c431SBarry Smith .  ynorm - 2-norm of search length
221c7afd0dbSLois Curfman McInnes -  flag - set to 0, indicating a successful line search
222fee21e36SBarry Smith 
223c4a48953SLois Curfman McInnes    Options Database Key:
224c7afd0dbSLois Curfman McInnes .  -snes_eq_ls basic - Activates SNESNoLineSearch()
225c4a48953SLois Curfman McInnes 
22636851e7fSLois Curfman McInnes    Level: advanced
22736851e7fSLois Curfman McInnes 
22828ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
22928ae5a21SLois Curfman McInnes 
230f59ffdedSLois Curfman McInnes .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(),
23177c4ece6SBarry Smith           SNESSetLineSearch()
2325e76c431SBarry Smith @*/
2335e42470aSBarry Smith int SNESNoLineSearch(SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w,
234761aaf1bSLois Curfman McInnes                      double fnorm, double *ynorm, double *gnorm,int *flag )
2355e76c431SBarry Smith {
2365e42470aSBarry Smith   int    ierr;
2375334005bSBarry Smith   Scalar mone = -1.0;
2385334005bSBarry Smith 
2393a40ed3dSBarry Smith   PetscFunctionBegin;
240761aaf1bSLois Curfman McInnes   *flag = 0;
2417857610eSBarry Smith   PLogEventBegin(SNES_LineSearch,snes,x,f,g);
242cddf8d76SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm); CHKERRQ(ierr);       /* ynorm = || y || */
243ea4d3ed3SLois Curfman McInnes   ierr = VecAYPX(&mone,x,y); CHKERRQ(ierr);            /* y <- y - x      */
244ea4d3ed3SLois Curfman McInnes   ierr = SNESComputeFunction(snes,y,g); CHKERRQ(ierr); /* Compute F(y)    */
245cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr);       /* gnorm = || g || */
2467857610eSBarry Smith   PLogEventEnd(SNES_LineSearch,snes,x,f,g);
2473a40ed3dSBarry Smith   PetscFunctionReturn(0);
2485e76c431SBarry Smith }
24904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
2505615d1e5SSatish Balay #undef __FUNC__
25129e0b56fSBarry Smith #define __FUNC__ "SNESNoLineSearchNoNorms"
25282bf6240SBarry Smith 
25329e0b56fSBarry Smith /*@C
25429e0b56fSBarry Smith    SNESNoLineSearchNoNorms - This routine is not a line search at
25529e0b56fSBarry Smith    all; it simply uses the full Newton step. This version does not
25629e0b56fSBarry Smith    even compute the norm of the function or search direction; this
25729e0b56fSBarry Smith    is intended only when you know the full step is fine and are
25829e0b56fSBarry Smith    not checking for convergence of the nonlinear iteration (for
259c7afd0dbSLois Curfman McInnes    example, you are running always for a fixed number of Newton steps).
260c7afd0dbSLois Curfman McInnes 
261c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
26229e0b56fSBarry Smith 
26329e0b56fSBarry Smith    Input Parameters:
264c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
26529e0b56fSBarry Smith .  x - current iterate
26629e0b56fSBarry Smith .  f - residual evaluated at x
26729e0b56fSBarry Smith .  y - search direction (contains new iterate on output)
26829e0b56fSBarry Smith .  w - work vector
269c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
27029e0b56fSBarry Smith 
27129e0b56fSBarry Smith    Output Parameters:
272c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
27329e0b56fSBarry Smith .  gnorm - not changed
27429e0b56fSBarry Smith .  ynorm - not changed
275c7afd0dbSLois Curfman McInnes -  flag - set to 0, indicating a successful line search
276fee21e36SBarry Smith 
27729e0b56fSBarry Smith    Options Database Key:
278c7afd0dbSLois Curfman McInnes .  -snes_eq_ls basicnonorms - Activates SNESNoLineSearchNoNorms()
27929e0b56fSBarry Smith 
28036851e7fSLois Curfman McInnes    Level: advanced
28136851e7fSLois Curfman McInnes 
28229e0b56fSBarry Smith .keywords: SNES, nonlinear, line search, cubic
28329e0b56fSBarry Smith 
28429e0b56fSBarry Smith .seealso: SNESCubicLineSearch(), SNESQuadraticLineSearch(),
28529e0b56fSBarry Smith           SNESSetLineSearch(), SNESNoLineSearch()
28629e0b56fSBarry Smith @*/
28729e0b56fSBarry Smith int SNESNoLineSearchNoNorms(SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w,
28829e0b56fSBarry Smith                      double fnorm, double *ynorm, double *gnorm,int *flag )
28929e0b56fSBarry Smith {
29029e0b56fSBarry Smith   int    ierr;
29129e0b56fSBarry Smith   Scalar mone = -1.0;
29229e0b56fSBarry Smith 
2933a40ed3dSBarry Smith   PetscFunctionBegin;
29429e0b56fSBarry Smith   *flag = 0;
29529e0b56fSBarry Smith   PLogEventBegin(SNES_LineSearch,snes,x,f,g);
29629e0b56fSBarry Smith   ierr = VecAYPX(&mone,x,y); CHKERRQ(ierr);            /* y <- y - x      */
29729e0b56fSBarry Smith   ierr = SNESComputeFunction(snes,y,g); CHKERRQ(ierr); /* Compute F(y)    */
29829e0b56fSBarry Smith   PLogEventEnd(SNES_LineSearch,snes,x,f,g);
2993a40ed3dSBarry Smith   PetscFunctionReturn(0);
30029e0b56fSBarry Smith }
30104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
30229e0b56fSBarry Smith #undef __FUNC__
3035615d1e5SSatish Balay #define __FUNC__ "SNESCubicLineSearch"
3044b828684SBarry Smith /*@C
305f525115eSLois Curfman McInnes    SNESCubicLineSearch - Performs a cubic line search (default line search method).
3065e76c431SBarry Smith 
307c7afd0dbSLois Curfman McInnes    Collective on SNES
308c7afd0dbSLois Curfman McInnes 
3095e76c431SBarry Smith    Input Parameters:
310c7afd0dbSLois Curfman McInnes +  snes - nonlinear context
3115e76c431SBarry Smith .  x - current iterate
3125e76c431SBarry Smith .  f - residual evaluated at x
3135e76c431SBarry Smith .  y - search direction (contains new iterate on output)
3145e76c431SBarry Smith .  w - work vector
315c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
3165e76c431SBarry Smith 
317393d2d9aSLois Curfman McInnes    Output Parameters:
318c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
3195e76c431SBarry Smith .  y - new iterate (contains search direction on input)
3205e76c431SBarry Smith .  gnorm - 2-norm of g
3215e76c431SBarry Smith .  ynorm - 2-norm of search length
322c7afd0dbSLois Curfman McInnes -  flag - 0 if line search succeeds; -1 on failure.
323fee21e36SBarry Smith 
324c4a48953SLois Curfman McInnes    Options Database Key:
325c7afd0dbSLois Curfman McInnes $  -snes_eq_ls cubic - Activates SNESCubicLineSearch()
326c4a48953SLois Curfman McInnes 
3275e76c431SBarry Smith    Notes:
3285e76c431SBarry Smith    This line search is taken from "Numerical Methods for Unconstrained
3295e76c431SBarry Smith    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
3305e76c431SBarry Smith 
33136851e7fSLois Curfman McInnes    Level: advanced
33236851e7fSLois Curfman McInnes 
33328ae5a21SLois Curfman McInnes .keywords: SNES, nonlinear, line search, cubic
33428ae5a21SLois Curfman McInnes 
33577c4ece6SBarry Smith .seealso: SNESNoLineSearch(), SNESNoLineSearch(), SNESSetLineSearch()
3365e76c431SBarry Smith @*/
3375e42470aSBarry Smith int SNESCubicLineSearch(SNES snes,Vec x,Vec f,Vec g,Vec y,Vec w,
338761aaf1bSLois Curfman McInnes                         double fnorm,double *ynorm,double *gnorm,int *flag)
3395e76c431SBarry Smith {
340406556e6SLois Curfman McInnes   /*
341406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
342406556e6SLois Curfman McInnes      minimization problem:
343406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
344406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
345406556e6SLois Curfman McInnes    */
346406556e6SLois Curfman McInnes 
347ddd12767SBarry Smith   double  steptol, initslope, lambdaprev, gnormprev, a, b, d, t1, t2;
348ea4d3ed3SLois Curfman McInnes   double  maxstep, minlambda, alpha, lambda, lambdatemp, lambdaneg;
3493a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
3505e42470aSBarry Smith   Scalar  cinitslope, clambda;
3516b5873e3SBarry Smith #endif
3525e42470aSBarry Smith   int     ierr, count;
3535e42470aSBarry Smith   SNES_LS *neP = (SNES_LS *) snes->data;
3545334005bSBarry Smith   Scalar  mone = -1.0,scale;
3555e76c431SBarry Smith 
3563a40ed3dSBarry Smith   PetscFunctionBegin;
3577857610eSBarry Smith   PLogEventBegin(SNES_LineSearch,snes,x,f,g);
358761aaf1bSLois Curfman McInnes   *flag   = 0;
3595e76c431SBarry Smith   alpha   = neP->alpha;
3605e76c431SBarry Smith   maxstep = neP->maxstep;
3615e76c431SBarry Smith   steptol = neP->steptol;
3625e76c431SBarry Smith 
363cddf8d76SBarry Smith   ierr = VecNorm(y,NORM_2,ynorm); CHKERRQ(ierr);
364a1c2b6eeSLois Curfman McInnes   if (*ynorm < snes->atol) {
365a1c2b6eeSLois Curfman McInnes     PLogInfo(snes,"SNESCubicLineSearch: Search direction and size are nearly 0\n");
366a1c2b6eeSLois Curfman McInnes     *gnorm = fnorm;
367a1c2b6eeSLois Curfman McInnes     ierr = VecCopy(x,y); CHKERRQ(ierr);
368a1c2b6eeSLois Curfman McInnes     ierr = VecCopy(f,g); CHKERRQ(ierr);
369ad922ac9SBarry Smith     goto theend1;
37094a9d846SBarry Smith   }
3715e76c431SBarry Smith   if (*ynorm > maxstep) {	/* Step too big, so scale back */
3725e42470aSBarry Smith     scale = maxstep/(*ynorm);
3733a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
37492318cfeSSatish Balay     PLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g\n",PetscReal(scale));
3756b5873e3SBarry Smith #else
37694a424c1SBarry Smith     PLogInfo(snes,"SNESCubicLineSearch: Scaling step by %g\n",scale);
3776b5873e3SBarry Smith #endif
378393d2d9aSLois Curfman McInnes     ierr = VecScale(&scale,y); CHKERRQ(ierr);
3795e76c431SBarry Smith     *ynorm = maxstep;
3805e76c431SBarry Smith   }
3815e76c431SBarry Smith   minlambda = steptol/(*ynorm);
382a703fe33SLois Curfman McInnes   ierr = MatMult(snes->jacobian,y,w); CHKERRQ(ierr);
3833a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
384a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&cinitslope); CHKERRQ(ierr);
38592318cfeSSatish Balay   initslope = PetscReal(cinitslope);
3865e42470aSBarry Smith #else
387a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&initslope); CHKERRQ(ierr);
3885e42470aSBarry Smith #endif
3895e76c431SBarry Smith   if (initslope > 0.0) initslope = -initslope;
3905e76c431SBarry Smith   if (initslope == 0.0) initslope = -1.0;
3915e76c431SBarry Smith 
392393d2d9aSLois Curfman McInnes   ierr = VecCopy(y,w); CHKERRQ(ierr);
3935334005bSBarry Smith   ierr = VecAYPX(&mone,x,w); CHKERRQ(ierr);
39478b31e54SBarry Smith   ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr);
395cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm);
396406556e6SLois Curfman McInnes   if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* Sufficient reduction */
397393d2d9aSLois Curfman McInnes     ierr = VecCopy(w,y); CHKERRQ(ierr);
39894a424c1SBarry Smith     PLogInfo(snes,"SNESCubicLineSearch: Using full step\n");
399ad922ac9SBarry Smith     goto theend1;
4005e76c431SBarry Smith   }
4015e76c431SBarry Smith 
4025e76c431SBarry Smith   /* Fit points with quadratic */
4035e76c431SBarry Smith   lambda = 1.0; count = 0;
404a703fe33SLois Curfman McInnes   lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
4055e76c431SBarry Smith   lambdaprev = lambda;
4065e76c431SBarry Smith   gnormprev = *gnorm;
407ddd12767SBarry Smith   if (lambdatemp <= .1*lambda) lambda = .1*lambda;
408ddd12767SBarry Smith   else lambda = lambdatemp;
409393d2d9aSLois Curfman McInnes   ierr   = VecCopy(x,w); CHKERRQ(ierr);
410ea4d3ed3SLois Curfman McInnes   lambdaneg = -lambda;
4113a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
412ea4d3ed3SLois Curfman McInnes   clambda = lambdaneg; ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr);
4135e42470aSBarry Smith #else
414ea4d3ed3SLois Curfman McInnes   ierr = VecAXPY(&lambdaneg,y,w); CHKERRQ(ierr);
4155e42470aSBarry Smith #endif
41678b31e54SBarry Smith   ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr);
417cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr);
418406556e6SLois Curfman McInnes   if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* sufficient reduction */
419393d2d9aSLois Curfman McInnes     ierr = VecCopy(w,y); CHKERRQ(ierr);
420ea4d3ed3SLois Curfman McInnes     PLogInfo(snes,"SNESCubicLineSearch: Quadratically determined step, lambda=%g\n",lambda);
421ad922ac9SBarry Smith     goto theend1;
4225e76c431SBarry Smith   }
4235e76c431SBarry Smith 
4245e76c431SBarry Smith   /* Fit points with cubic */
4255e76c431SBarry Smith   count = 1;
4265e76c431SBarry Smith   while (1) {
4275e76c431SBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
4282b022350SLois Curfman McInnes       PLogInfo(snes,"SNESCubicLineSearch:Unable to find good step length! %d \n",count);
4292b022350SLois Curfman McInnes       PLogInfo(snes,"SNESCubicLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",
430ea4d3ed3SLois Curfman McInnes                fnorm,*gnorm,*ynorm,lambda,initslope);
431393d2d9aSLois Curfman McInnes       ierr = VecCopy(w,y); CHKERRQ(ierr);
432761aaf1bSLois Curfman McInnes       *flag = -1; break;
4335e76c431SBarry Smith     }
434406556e6SLois Curfman McInnes     t1 = ((*gnorm)*(*gnorm) - fnorm*fnorm)*0.5 - lambda*initslope;
435406556e6SLois Curfman McInnes     t2 = (gnormprev*gnormprev  - fnorm*fnorm)*0.5 - lambdaprev*initslope;
436ddd12767SBarry Smith     a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
4372b022350SLois Curfman McInnes     b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
4385e76c431SBarry Smith     d  = b*b - 3*a*initslope;
4395e76c431SBarry Smith     if (d < 0.0) d = 0.0;
4405e76c431SBarry Smith     if (a == 0.0) {
4415e76c431SBarry Smith       lambdatemp = -initslope/(2.0*b);
4425e76c431SBarry Smith     } else {
4435e76c431SBarry Smith       lambdatemp = (-b + sqrt(d))/(3.0*a);
4445e76c431SBarry Smith     }
4455e76c431SBarry Smith     if (lambdatemp > .5*lambda) {
4465e76c431SBarry Smith       lambdatemp = .5*lambda;
4475e76c431SBarry Smith     }
4485e76c431SBarry Smith     lambdaprev = lambda;
4495e76c431SBarry Smith     gnormprev = *gnorm;
4505e76c431SBarry Smith     if (lambdatemp <= .1*lambda) {
4515e76c431SBarry Smith       lambda = .1*lambda;
4525e76c431SBarry Smith     }
4535e76c431SBarry Smith     else lambda = lambdatemp;
454393d2d9aSLois Curfman McInnes     ierr = VecCopy( x, w ); CHKERRQ(ierr);
455ea4d3ed3SLois Curfman McInnes     lambdaneg = -lambda;
4563a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
457ea4d3ed3SLois Curfman McInnes     clambda = lambdaneg;
458393d2d9aSLois Curfman McInnes     ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr);
4595e42470aSBarry Smith #else
460ea4d3ed3SLois Curfman McInnes     ierr = VecAXPY(&lambdaneg,y,w); CHKERRQ(ierr);
4615e42470aSBarry Smith #endif
46278b31e54SBarry Smith     ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr);
463cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr);
464406556e6SLois Curfman McInnes     if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* is reduction enough? */
465393d2d9aSLois Curfman McInnes       ierr = VecCopy(w,y); CHKERRQ(ierr);
466ea4d3ed3SLois Curfman McInnes       PLogInfo(snes,"SNESCubicLineSearch: Cubically determined step, lambda=%g\n",lambda);
4672715565aSLois Curfman McInnes       goto theend1;
4682b022350SLois Curfman McInnes     } else {
4692b022350SLois Curfman McInnes       PLogInfo(snes,"SNESCubicLineSearch: Cubic step no good, shrinking lambda,  lambda=%g\n",lambda);
4705e76c431SBarry Smith     }
4715e76c431SBarry Smith     count++;
4725e76c431SBarry Smith   }
473ad922ac9SBarry Smith   theend1:
4747857610eSBarry Smith   PLogEventEnd(SNES_LineSearch,snes,x,f,g);
4753a40ed3dSBarry Smith   PetscFunctionReturn(0);
4765e76c431SBarry Smith }
47704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
4785615d1e5SSatish Balay #undef __FUNC__
4795615d1e5SSatish Balay #define __FUNC__ "SNESQuadraticLineSearch"
4804b828684SBarry Smith /*@C
481f525115eSLois Curfman McInnes    SNESQuadraticLineSearch - Performs a quadratic line search.
4825e76c431SBarry Smith 
483c7afd0dbSLois Curfman McInnes    Collective on SNES and Vec
484c7afd0dbSLois Curfman McInnes 
4855e42470aSBarry Smith    Input Parameters:
486c7afd0dbSLois Curfman McInnes +  snes - the SNES context
4875e42470aSBarry Smith .  x - current iterate
4885e42470aSBarry Smith .  f - residual evaluated at x
4895e42470aSBarry Smith .  y - search direction (contains new iterate on output)
4905e42470aSBarry Smith .  w - work vector
491c7afd0dbSLois Curfman McInnes -  fnorm - 2-norm of f
4925e42470aSBarry Smith 
493c4a48953SLois Curfman McInnes    Output Parameters:
494c7afd0dbSLois Curfman McInnes +  g - residual evaluated at new iterate y
4955e42470aSBarry Smith .  y - new iterate (contains search direction on input)
4965e42470aSBarry Smith .  gnorm - 2-norm of g
4975e42470aSBarry Smith .  ynorm - 2-norm of search length
498c7afd0dbSLois Curfman McInnes -  flag - 0 if line search succeeds; -1 on failure.
499fee21e36SBarry Smith 
500c4a48953SLois Curfman McInnes    Options Database Key:
501c7afd0dbSLois Curfman McInnes .  -snes_eq_ls quadratic - Activates SNESQuadraticLineSearch()
502c4a48953SLois Curfman McInnes 
5035e42470aSBarry Smith    Notes:
504c7afd0dbSLois Curfman McInnes    Use SNESSetLineSearch() to set this routine within the SNES_EQ_LS method.
5055e42470aSBarry Smith 
50636851e7fSLois Curfman McInnes    Level: advanced
50736851e7fSLois Curfman McInnes 
508f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, quadratic, line search
509f59ffdedSLois Curfman McInnes 
51077c4ece6SBarry Smith .seealso: SNESCubicLineSearch(), SNESNoLineSearch(), SNESSetLineSearch()
5115e42470aSBarry Smith @*/
5125e42470aSBarry Smith int SNESQuadraticLineSearch(SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w,
513761aaf1bSLois Curfman McInnes                            double fnorm, double *ynorm, double *gnorm,int *flag)
5145e76c431SBarry Smith {
515406556e6SLois Curfman McInnes   /*
516406556e6SLois Curfman McInnes      Note that for line search purposes we work with with the related
517406556e6SLois Curfman McInnes      minimization problem:
518406556e6SLois Curfman McInnes         min  z(x):  R^n -> R,
519406556e6SLois Curfman McInnes      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
520406556e6SLois Curfman McInnes    */
52140011551SBarry Smith   double  steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp;
5223a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
5235e42470aSBarry Smith   Scalar  cinitslope,clambda;
5246b5873e3SBarry Smith #endif
5255e42470aSBarry Smith   int     ierr,count;
5265e42470aSBarry Smith   SNES_LS *neP = (SNES_LS *) snes->data;
5275334005bSBarry Smith   Scalar  mone = -1.0,scale;
5285e76c431SBarry Smith 
5293a40ed3dSBarry Smith   PetscFunctionBegin;
5307857610eSBarry Smith   PLogEventBegin(SNES_LineSearch,snes,x,f,g);
531761aaf1bSLois Curfman McInnes   *flag   = 0;
5325e42470aSBarry Smith   alpha   = neP->alpha;
5335e42470aSBarry Smith   maxstep = neP->maxstep;
5345e42470aSBarry Smith   steptol = neP->steptol;
5355e76c431SBarry Smith 
536cddf8d76SBarry Smith   VecNorm(y, NORM_2,ynorm );
537b37302c6SLois Curfman McInnes   if (*ynorm < snes->atol) {
53894a9d846SBarry Smith     PLogInfo(snes,"SNESQuadraticLineSearch: Search direction and size is 0\n");
539b37302c6SLois Curfman McInnes     *gnorm = fnorm;
540b37302c6SLois Curfman McInnes     ierr = VecCopy(x,y); CHKERRQ(ierr);
541b37302c6SLois Curfman McInnes     ierr = VecCopy(f,g); CHKERRQ(ierr);
542ad922ac9SBarry Smith     goto theend2;
54394a9d846SBarry Smith   }
5445e42470aSBarry Smith   if (*ynorm > maxstep) {	/* Step too big, so scale back */
5455e42470aSBarry Smith     scale = maxstep/(*ynorm);
546393d2d9aSLois Curfman McInnes     ierr = VecScale(&scale,y); CHKERRQ(ierr);
5475e42470aSBarry Smith     *ynorm = maxstep;
5485e76c431SBarry Smith   }
5495e42470aSBarry Smith   minlambda = steptol/(*ynorm);
550a703fe33SLois Curfman McInnes   ierr = MatMult(snes->jacobian,y,w); CHKERRQ(ierr);
5513a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
552a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&cinitslope); CHKERRQ(ierr);
55392318cfeSSatish Balay   initslope = PetscReal(cinitslope);
5545e42470aSBarry Smith #else
555a703fe33SLois Curfman McInnes   ierr = VecDot(f,w,&initslope); CHKERRQ(ierr);
5565e42470aSBarry Smith #endif
5575e42470aSBarry Smith   if (initslope > 0.0) initslope = -initslope;
5585e42470aSBarry Smith   if (initslope == 0.0) initslope = -1.0;
5595e42470aSBarry Smith 
560393d2d9aSLois Curfman McInnes   ierr = VecCopy(y,w); CHKERRQ(ierr);
5615334005bSBarry Smith   ierr = VecAYPX(&mone,x,w); CHKERRQ(ierr);
56278b31e54SBarry Smith   ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr);
563cddf8d76SBarry Smith   ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr);
564406556e6SLois Curfman McInnes   if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* Sufficient reduction */
565393d2d9aSLois Curfman McInnes     ierr = VecCopy(w,y); CHKERRQ(ierr);
56694a424c1SBarry Smith     PLogInfo(snes,"SNESQuadraticLineSearch: Using full step\n");
567ad922ac9SBarry Smith     goto theend2;
5685e42470aSBarry Smith   }
5695e42470aSBarry Smith 
5705e42470aSBarry Smith   /* Fit points with quadratic */
5715e42470aSBarry Smith   lambda = 1.0; count = 0;
5725e42470aSBarry Smith   count = 1;
5735e42470aSBarry Smith   while (1) {
5745e42470aSBarry Smith     if (lambda <= minlambda) { /* bad luck; use full step */
575981c4779SBarry Smith       PLogInfo(snes,"SNESQuadraticLineSearch:Unable to find good step length! %d \n",count);
576981c4779SBarry Smith       PLogInfo(snes,"SNESQuadraticLineSearch:fnorm=%g, gnorm=%g, ynorm=%g, lambda=%g, initial slope=%g\n",
577ea4d3ed3SLois Curfman McInnes                fnorm,*gnorm,*ynorm,lambda,initslope);
578393d2d9aSLois Curfman McInnes       ierr = VecCopy(w,y); CHKERRQ(ierr);
579761aaf1bSLois Curfman McInnes       *flag = -1; break;
5805e42470aSBarry Smith     }
581a703fe33SLois Curfman McInnes     lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
5825e42470aSBarry Smith     if (lambdatemp <= .1*lambda) {
5835e42470aSBarry Smith       lambda = .1*lambda;
5845e42470aSBarry Smith     } else lambda = lambdatemp;
585393d2d9aSLois Curfman McInnes     ierr = VecCopy(x,w); CHKERRQ(ierr);
5865334005bSBarry Smith     lambda = -lambda;
5873a40ed3dSBarry Smith #if defined(USE_PETSC_COMPLEX)
588393d2d9aSLois Curfman McInnes     clambda = lambda; ierr = VecAXPY(&clambda,y,w); CHKERRQ(ierr);
5895e42470aSBarry Smith #else
590393d2d9aSLois Curfman McInnes     ierr = VecAXPY(&lambda,y,w); CHKERRQ(ierr);
5915e42470aSBarry Smith #endif
59278b31e54SBarry Smith     ierr = SNESComputeFunction(snes,w,g); CHKERRQ(ierr);
593cddf8d76SBarry Smith     ierr = VecNorm(g,NORM_2,gnorm); CHKERRQ(ierr);
594406556e6SLois Curfman McInnes     if ((*gnorm)*(*gnorm)*0.5 <= fnorm*fnorm*0.5 + alpha*initslope) { /* sufficient reduction */
595393d2d9aSLois Curfman McInnes       ierr = VecCopy(w,y); CHKERRQ(ierr);
596981c4779SBarry Smith       PLogInfo(snes,"SNESQuadraticLineSearch:Quadratically determined step, lambda=%g\n",lambda);
59706259719SBarry Smith       break;
5985e42470aSBarry Smith     }
5995e42470aSBarry Smith     count++;
6005e42470aSBarry Smith   }
601ad922ac9SBarry Smith   theend2:
6027857610eSBarry Smith   PLogEventEnd(SNES_LineSearch,snes,x,f,g);
6033a40ed3dSBarry Smith   PetscFunctionReturn(0);
6045e76c431SBarry Smith }
60504d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
6065615d1e5SSatish Balay #undef __FUNC__
607d4bb536fSBarry Smith #define __FUNC__ "SNESSetLineSearch"
608c9e6a524SLois Curfman McInnes /*@C
60977c4ece6SBarry Smith    SNESSetLineSearch - Sets the line search routine to be used
610f63b844aSLois Curfman McInnes    by the method SNES_EQ_LS.
6115e76c431SBarry Smith 
6125e76c431SBarry Smith    Input Parameters:
613c7afd0dbSLois Curfman McInnes +  snes - nonlinear context obtained from SNESCreate()
614c7afd0dbSLois Curfman McInnes -  func - pointer to int function
6155e76c431SBarry Smith 
616fee21e36SBarry Smith    Collective on SNES
617fee21e36SBarry Smith 
618c4a48953SLois Curfman McInnes    Available Routines:
619c7afd0dbSLois Curfman McInnes +  SNESCubicLineSearch() - default line search
620f59ffdedSLois Curfman McInnes .  SNESQuadraticLineSearch() - quadratic line search
621f59ffdedSLois Curfman McInnes .  SNESNoLineSearch() - the full Newton step (actually not a line search)
622c7afd0dbSLois Curfman McInnes -  SNESNoLineSearchNoNorms() - use the full Newton step (calculate no norms; faster in parallel)
6235e76c431SBarry Smith 
624c4a48953SLois Curfman McInnes     Options Database Keys:
625c7afd0dbSLois Curfman McInnes +   -snes_eq_ls [basic,quadratic,cubic] - Selects line search
626c7afd0dbSLois Curfman McInnes .   -snes_eq_ls_alpha <alpha> - Sets alpha
627c7afd0dbSLois Curfman McInnes .   -snes_eq_ls_maxstep <max> - Sets maxstep
628c7afd0dbSLois Curfman McInnes -   -snes_eq_ls_steptol <steptol> - Sets steptol
629c4a48953SLois Curfman McInnes 
6305e76c431SBarry Smith    Calling sequence of func:
631bd208895SLois Curfman McInnes .vb
632bd208895SLois Curfman McInnes    func (SNES snes, Vec x, Vec f, Vec g, Vec y, Vec w,
633bd208895SLois Curfman McInnes          double fnorm, double *ynorm, double *gnorm, *flag)
634bd208895SLois Curfman McInnes .ve
6355e76c431SBarry Smith 
6365e76c431SBarry Smith     Input parameters for func:
637c7afd0dbSLois Curfman McInnes +   snes - nonlinear context
6385e76c431SBarry Smith .   x - current iterate
6395e76c431SBarry Smith .   f - residual evaluated at x
6405e76c431SBarry Smith .   y - search direction (contains new iterate on output)
6415e76c431SBarry Smith .   w - work vector
642c7afd0dbSLois Curfman McInnes -   fnorm - 2-norm of f
6435e76c431SBarry Smith 
6445e76c431SBarry Smith     Output parameters for func:
645c7afd0dbSLois Curfman McInnes +   g - residual evaluated at new iterate y
6465e76c431SBarry Smith .   y - new iterate (contains search direction on input)
6475e76c431SBarry Smith .   gnorm - 2-norm of g
6485e76c431SBarry Smith .   ynorm - 2-norm of search length
649c7afd0dbSLois Curfman McInnes -   flag - set to 0 if the line search succeeds; a nonzero integer
650761aaf1bSLois Curfman McInnes            on failure.
651f59ffdedSLois Curfman McInnes 
65236851e7fSLois Curfman McInnes     Level: advanced
65336851e7fSLois Curfman McInnes 
654f59ffdedSLois Curfman McInnes .keywords: SNES, nonlinear, set, line search, routine
655f59ffdedSLois Curfman McInnes 
656f59ffdedSLois Curfman McInnes .seealso: SNESNoLineSearch(), SNESQuadraticLineSearch(), SNESCubicLineSearch()
6575e76c431SBarry Smith @*/
658*84c569c9SBarry Smith int SNESSetLineSearch(SNES snes,int (*func)(SNES,Vec,Vec,Vec,Vec,Vec,double,double*,double*,int*))
6595e76c431SBarry Smith {
660415aef20SBarry Smith   int ierr, (*f)(SNES,int (*)(SNES,Vec,Vec,Vec,Vec,Vec,double,double*,double*,int*));
66182bf6240SBarry Smith 
6623a40ed3dSBarry Smith   PetscFunctionBegin;
66394d884c6SBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESSetLineSearch_C",(void **)&f);CHKERRQ(ierr);
66482bf6240SBarry Smith   if (f) {
66582bf6240SBarry Smith     ierr = (*f)(snes,func);CHKERRQ(ierr);
66682bf6240SBarry Smith   }
6673a40ed3dSBarry Smith   PetscFunctionReturn(0);
6685e76c431SBarry Smith }
66904d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
670fb2e594dSBarry Smith EXTERN_C_BEGIN
67182bf6240SBarry Smith #undef __FUNC__
67282bf6240SBarry Smith #define __FUNC__ "SNESSetLineSearch_LS"
67382bf6240SBarry Smith int SNESSetLineSearch_LS(SNES snes,int (*func)(SNES,Vec,Vec,Vec,Vec,Vec,
67482bf6240SBarry Smith                          double,double*,double*,int*))
67582bf6240SBarry Smith {
67682bf6240SBarry Smith   PetscFunctionBegin;
67782bf6240SBarry Smith   ((SNES_LS *)(snes->data))->LineSearch = func;
67882bf6240SBarry Smith   PetscFunctionReturn(0);
67982bf6240SBarry Smith }
680fb2e594dSBarry Smith EXTERN_C_END
68104d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
68204d965bbSLois Curfman McInnes /*
68304d965bbSLois Curfman McInnes    SNESPrintHelp_EQ_LS - Prints all options for the SNES_EQ_LS method.
68482bf6240SBarry Smith 
68504d965bbSLois Curfman McInnes    Input Parameter:
68604d965bbSLois Curfman McInnes .  snes - the SNES context
68704d965bbSLois Curfman McInnes 
68804d965bbSLois Curfman McInnes    Application Interface Routine: SNESPrintHelp()
68904d965bbSLois Curfman McInnes */
6905615d1e5SSatish Balay #undef __FUNC__
691d4bb536fSBarry Smith #define __FUNC__ "SNESPrintHelp_EQ_LS"
692f63b844aSLois Curfman McInnes static int SNESPrintHelp_EQ_LS(SNES snes,char *p)
6935e42470aSBarry Smith {
6945e42470aSBarry Smith   SNES_LS *ls = (SNES_LS *)snes->data;
6956daaf66cSBarry Smith 
6963a40ed3dSBarry Smith   PetscFunctionBegin;
69776be9ce4SBarry Smith   (*PetscHelpPrintf)(snes->comm," method SNES_EQ_LS (ls) for systems of nonlinear equations:\n");
69876be9ce4SBarry Smith   (*PetscHelpPrintf)(snes->comm,"   %ssnes_eq_ls [basic,quadratic,cubic]\n",p);
69976be9ce4SBarry Smith   (*PetscHelpPrintf)(snes->comm,"   %ssnes_eq_ls_alpha <alpha> (default %g)\n",p,ls->alpha);
70076be9ce4SBarry Smith   (*PetscHelpPrintf)(snes->comm,"   %ssnes_eq_ls_maxstep <max> (default %g)\n",p,ls->maxstep);
70176be9ce4SBarry Smith   (*PetscHelpPrintf)(snes->comm,"   %ssnes_eq_ls_steptol <tol> (default %g)\n",p,ls->steptol);
7023a40ed3dSBarry Smith   PetscFunctionReturn(0);
7035e42470aSBarry Smith }
70404d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
70504d965bbSLois Curfman McInnes /*
706de49b36dSLois Curfman McInnes    SNESView_EQ_LS - Prints info from the SNES_EQ_LS data structure.
70704d965bbSLois Curfman McInnes 
70804d965bbSLois Curfman McInnes    Input Parameters:
70904d965bbSLois Curfman McInnes .  SNES - the SNES context
71004d965bbSLois Curfman McInnes .  viewer - visualization context
71104d965bbSLois Curfman McInnes 
71204d965bbSLois Curfman McInnes    Application Interface Routine: SNESView()
71304d965bbSLois Curfman McInnes */
7145615d1e5SSatish Balay #undef __FUNC__
715d4bb536fSBarry Smith #define __FUNC__ "SNESView_EQ_LS"
716e1311b90SBarry Smith static int SNESView_EQ_LS(SNES snes,Viewer viewer)
717a935fc98SLois Curfman McInnes {
718a935fc98SLois Curfman McInnes   SNES_LS    *ls = (SNES_LS *)snes->data;
71919bcc07fSBarry Smith   char       *cstr;
72051695f54SLois Curfman McInnes   int        ierr;
72119bcc07fSBarry Smith   ViewerType vtype;
722a935fc98SLois Curfman McInnes 
7233a40ed3dSBarry Smith   PetscFunctionBegin;
72419bcc07fSBarry Smith   ierr = ViewerGetType(viewer,&vtype); CHKERRQ(ierr);
7253f1db9ecSBarry Smith   if (PetscTypeCompare(vtype,ASCII_VIEWER)) {
72619bcc07fSBarry Smith     if (ls->LineSearch == SNESNoLineSearch)             cstr = "SNESNoLineSearch";
72719bcc07fSBarry Smith     else if (ls->LineSearch == SNESQuadraticLineSearch) cstr = "SNESQuadraticLineSearch";
72819bcc07fSBarry Smith     else if (ls->LineSearch == SNESCubicLineSearch)     cstr = "SNESCubicLineSearch";
72919bcc07fSBarry Smith     else                                                cstr = "unknown";
7300ef38995SBarry Smith     ViewerASCIIPrintf(viewer,"  line search variant: %s\n",cstr);
7310ef38995SBarry Smith     ViewerASCIIPrintf(viewer,"  alpha=%g, maxstep=%g, steptol=%g\n",ls->alpha,ls->maxstep,ls->steptol);
7325cd90555SBarry Smith   } else {
7335cd90555SBarry Smith     SETERRQ(1,1,"Viewer type not supported for this object");
73419bcc07fSBarry Smith   }
7353a40ed3dSBarry Smith   PetscFunctionReturn(0);
736a935fc98SLois Curfman McInnes }
73704d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
73804d965bbSLois Curfman McInnes /*
73904d965bbSLois Curfman McInnes    SNESSetFromOptions_EQ_LS - Sets various parameters for the SNES_EQ_LS method.
74004d965bbSLois Curfman McInnes 
74104d965bbSLois Curfman McInnes    Input Parameter:
74204d965bbSLois Curfman McInnes .  snes - the SNES context
74304d965bbSLois Curfman McInnes 
74404d965bbSLois Curfman McInnes    Application Interface Routine: SNESSetFromOptions()
74504d965bbSLois Curfman McInnes */
7465615d1e5SSatish Balay #undef __FUNC__
7475615d1e5SSatish Balay #define __FUNC__ "SNESSetFromOptions_EQ_LS"
748f63b844aSLois Curfman McInnes static int SNESSetFromOptions_EQ_LS(SNES snes)
7495e42470aSBarry Smith {
7505e42470aSBarry Smith   SNES_LS *ls = (SNES_LS *)snes->data;
7515e42470aSBarry Smith   char    ver[16];
7525e42470aSBarry Smith   double  tmp;
75325cdf11fSBarry Smith   int     ierr,flg;
7545e42470aSBarry Smith 
7553a40ed3dSBarry Smith   PetscFunctionBegin;
75609d61ba7SLois Curfman McInnes   ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_alpha",&tmp, &flg);CHKERRQ(ierr);
75725cdf11fSBarry Smith   if (flg) {
7585e42470aSBarry Smith     ls->alpha = tmp;
7595e42470aSBarry Smith   }
76009d61ba7SLois Curfman McInnes   ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_maxstep",&tmp, &flg);CHKERRQ(ierr);
76125cdf11fSBarry Smith   if (flg) {
7625e42470aSBarry Smith     ls->maxstep = tmp;
7635e42470aSBarry Smith   }
76409d61ba7SLois Curfman McInnes   ierr = OptionsGetDouble(snes->prefix,"-snes_eq_ls_steptol",&tmp, &flg);CHKERRQ(ierr);
76525cdf11fSBarry Smith   if (flg) {
7665e42470aSBarry Smith     ls->steptol = tmp;
7675e42470aSBarry Smith   }
76809d61ba7SLois Curfman McInnes   ierr = OptionsGetString(snes->prefix,"-snes_eq_ls",ver,16, &flg); CHKERRQ(ierr);
76925cdf11fSBarry Smith   if (flg) {
77048d91487SBarry Smith     if (!PetscStrcmp(ver,"basic")) {
771b2d88d52SBarry Smith       ierr = SNESSetLineSearch(snes,SNESNoLineSearch);CHKERRQ(ierr);
772b2d88d52SBarry Smith     } else if (!PetscStrcmp(ver,"basicnonorms")) {
773b2d88d52SBarry Smith       ierr = SNESSetLineSearch(snes,SNESNoLineSearchNoNorms);CHKERRQ(ierr);
774b2d88d52SBarry Smith     } else if (!PetscStrcmp(ver,"quadratic")) {
775b2d88d52SBarry Smith       ierr = SNESSetLineSearch(snes,SNESQuadraticLineSearch);CHKERRQ(ierr);
776b2d88d52SBarry Smith     } else if (!PetscStrcmp(ver,"cubic")) {
777b2d88d52SBarry Smith       ierr = SNESSetLineSearch(snes,SNESCubicLineSearch);CHKERRQ(ierr);
7785e42470aSBarry Smith     }
779a8c6a408SBarry Smith     else {SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,0,"Unknown line search");}
7805e42470aSBarry Smith   }
7813a40ed3dSBarry Smith   PetscFunctionReturn(0);
7825e42470aSBarry Smith }
78304d965bbSLois Curfman McInnes /* -------------------------------------------------------------------------- */
78404d965bbSLois Curfman McInnes /*
78504d965bbSLois Curfman McInnes    SNESCreate_EQ_LS - Creates a nonlinear solver context for the SNES_EQ_LS method,
78604d965bbSLois Curfman McInnes    SNES_LS, and sets this as the private data within the generic nonlinear solver
78704d965bbSLois Curfman McInnes    context, SNES, that was created within SNESCreate().
78804d965bbSLois Curfman McInnes 
78904d965bbSLois Curfman McInnes 
79004d965bbSLois Curfman McInnes    Input Parameter:
79104d965bbSLois Curfman McInnes .  snes - the SNES context
79204d965bbSLois Curfman McInnes 
79304d965bbSLois Curfman McInnes    Application Interface Routine: SNESCreate()
79404d965bbSLois Curfman McInnes  */
795fb2e594dSBarry Smith EXTERN_C_BEGIN
7965615d1e5SSatish Balay #undef __FUNC__
7975615d1e5SSatish Balay #define __FUNC__ "SNESCreate_EQ_LS"
798f63b844aSLois Curfman McInnes int SNESCreate_EQ_LS(SNES snes)
7995e42470aSBarry Smith {
80082bf6240SBarry Smith   int     ierr;
8015e42470aSBarry Smith   SNES_LS *neP;
8025e42470aSBarry Smith 
8033a40ed3dSBarry Smith   PetscFunctionBegin;
804a8c6a408SBarry Smith   if (snes->method_class != SNES_NONLINEAR_EQUATIONS) {
805a8c6a408SBarry Smith     SETERRQ(PETSC_ERR_ARG_WRONG,0,"For SNES_NONLINEAR_EQUATIONS only");
806a8c6a408SBarry Smith   }
80782bf6240SBarry Smith 
808f63b844aSLois Curfman McInnes   snes->setup		= SNESSetUp_EQ_LS;
809f63b844aSLois Curfman McInnes   snes->solve		= SNESSolve_EQ_LS;
810f63b844aSLois Curfman McInnes   snes->destroy		= SNESDestroy_EQ_LS;
811f63b844aSLois Curfman McInnes   snes->converged	= SNESConverged_EQ_LS;
812f63b844aSLois Curfman McInnes   snes->printhelp       = SNESPrintHelp_EQ_LS;
813f63b844aSLois Curfman McInnes   snes->setfromoptions  = SNESSetFromOptions_EQ_LS;
814f63b844aSLois Curfman McInnes   snes->view            = SNESView_EQ_LS;
8155baf8537SBarry Smith   snes->nwork           = 0;
8165e42470aSBarry Smith 
8170452661fSBarry Smith   neP			= PetscNew(SNES_LS);   CHKPTRQ(neP);
818ff782a9fSLois Curfman McInnes   PLogObjectMemory(snes,sizeof(SNES_LS));
8195e42470aSBarry Smith   snes->data    	= (void *) neP;
8205e42470aSBarry Smith   neP->alpha		= 1.e-4;
8215e42470aSBarry Smith   neP->maxstep		= 1.e8;
8225e42470aSBarry Smith   neP->steptol		= 1.e-12;
8235e42470aSBarry Smith   neP->LineSearch       = SNESCubicLineSearch;
82482bf6240SBarry Smith 
82594d884c6SBarry Smith   ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESSetLineSearch_C","SNESSetLineSearch_LS",
826e1311b90SBarry Smith                     (void*)SNESSetLineSearch_LS);CHKERRQ(ierr);
82782bf6240SBarry Smith 
8283a40ed3dSBarry Smith   PetscFunctionReturn(0);
8295e42470aSBarry Smith }
830fb2e594dSBarry Smith EXTERN_C_END
83182bf6240SBarry Smith 
83282bf6240SBarry Smith 
83382bf6240SBarry Smith 
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