xref: /petsc/src/snes/impls/ls/ls.c (revision 9afaeae2f87bb1e981c47bb9f31bd363e6e7d4da)
1 #define PETSCSNES_DLL
2 
3 #include "src/snes/impls/ls/ls.h"
4 
5 /*
6      Checks if J^T F = 0 which implies we've found a local minimum of the norm of the function,
7     || F(u) ||_2 but not a zero, F(u) = 0. In the case when one cannot compute J^T F we use the fact that
8     0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More
9     for this trick. One assumes that the probability that W is in the null space of J is very, very small.
10 */
11 #undef __FUNCT__
12 #define __FUNCT__ "SNESLSCheckLocalMin_Private"
13 PetscErrorCode SNESLSCheckLocalMin_Private(SNES snes,Mat A,Vec F,Vec W,PetscReal fnorm,PetscTruth *ismin)
14 {
15   PetscReal      a1;
16   PetscErrorCode ierr;
17   PetscTruth     hastranspose;
18 
19   PetscFunctionBegin;
20   *ismin = PETSC_FALSE;
21   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
22   if (hastranspose) {
23     /* Compute || J^T F|| */
24     ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr);
25     ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr);
26     ierr = PetscInfo1(snes,"|| J^T F|| %G near zero implies found a local minimum\n",a1/fnorm);CHKERRQ(ierr);
27     if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE;
28   } else {
29     Vec         work;
30     PetscScalar result;
31     PetscReal   wnorm;
32 
33     ierr = VecSetRandom(W,PETSC_NULL);CHKERRQ(ierr);
34     ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr);
35     ierr = VecDuplicate(W,&work);CHKERRQ(ierr);
36     ierr = MatMult(A,W,work);CHKERRQ(ierr);
37     ierr = VecDot(F,work,&result);CHKERRQ(ierr);
38     ierr = VecDestroy(work);CHKERRQ(ierr);
39     a1   = PetscAbsScalar(result)/(fnorm*wnorm);
40     ierr = PetscInfo1(snes,"(F^T J random)/(|| F ||*||random|| %G near zero implies found a local minimum\n",a1);CHKERRQ(ierr);
41     if (a1 < 1.e-4) *ismin = PETSC_TRUE;
42   }
43   PetscFunctionReturn(0);
44 }
45 
46 /*
47      Checks if J^T(F - J*X) = 0
48 */
49 #undef __FUNCT__
50 #define __FUNCT__ "SNESLSCheckResidual_Private"
51 PetscErrorCode SNESLSCheckResidual_Private(SNES snes,Mat A,Vec F,Vec X,Vec W1,Vec W2)
52 {
53   PetscReal      a1,a2;
54   PetscErrorCode ierr;
55   PetscTruth     hastranspose;
56 
57   PetscFunctionBegin;
58   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
59   if (hastranspose) {
60     ierr = MatMult(A,X,W1);CHKERRQ(ierr);
61     ierr = VecAXPY(W1,-1.0,F);CHKERRQ(ierr);
62 
63     /* Compute || J^T W|| */
64     ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr);
65     ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr);
66     ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr);
67     if (a1) {
68       ierr = PetscInfo1(snes,"||J^T(F-Ax)||/||F-AX|| %G near zero implies inconsistent rhs\n",a2/a1);CHKERRQ(ierr);
69     }
70   }
71   PetscFunctionReturn(0);
72 }
73 
74 /*  --------------------------------------------------------------------
75 
76      This file implements a truncated Newton method with a line search,
77      for solving a system of nonlinear equations, using the KSP, Vec,
78      and Mat interfaces for linear solvers, vectors, and matrices,
79      respectively.
80 
81      The following basic routines are required for each nonlinear solver:
82           SNESCreate_XXX()          - Creates a nonlinear solver context
83           SNESSetFromOptions_XXX()  - Sets runtime options
84           SNESSolve_XXX()           - Solves the nonlinear system
85           SNESDestroy_XXX()         - Destroys the nonlinear solver context
86      The suffix "_XXX" denotes a particular implementation, in this case
87      we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving
88      systems of nonlinear equations with a line search (LS) method.
89      These routines are actually called via the common user interface
90      routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and
91      SNESDestroy(), so the application code interface remains identical
92      for all nonlinear solvers.
93 
94      Another key routine is:
95           SNESSetUp_XXX()           - Prepares for the use of a nonlinear solver
96      by setting data structures and options.   The interface routine SNESSetUp()
97      is not usually called directly by the user, but instead is called by
98      SNESSolve() if necessary.
99 
100      Additional basic routines are:
101           SNESView_XXX()            - Prints details of runtime options that
102                                       have actually been used.
103      These are called by application codes via the interface routines
104      SNESView().
105 
106      The various types of solvers (preconditioners, Krylov subspace methods,
107      nonlinear solvers, timesteppers) are all organized similarly, so the
108      above description applies to these categories also.
109 
110     -------------------------------------------------------------------- */
111 /*
112    SNESSolve_LS - Solves a nonlinear system with a truncated Newton
113    method with a line search.
114 
115    Input Parameters:
116 .  snes - the SNES context
117 
118    Output Parameter:
119 .  outits - number of iterations until termination
120 
121    Application Interface Routine: SNESSolve()
122 
123    Notes:
124    This implements essentially a truncated Newton method with a
125    line search.  By default a cubic backtracking line search
126    is employed, as described in the text "Numerical Methods for
127    Unconstrained Optimization and Nonlinear Equations" by Dennis
128    and Schnabel.
129 */
130 #undef __FUNCT__
131 #define __FUNCT__ "SNESSolve_LS"
132 PetscErrorCode SNESSolve_LS(SNES snes)
133 {
134   SNES_LS            *neP = (SNES_LS*)snes->data;
135   PetscErrorCode     ierr;
136   PetscInt           maxits,i,lits;
137   PetscTruth         lssucceed;
138   MatStructure       flg = DIFFERENT_NONZERO_PATTERN;
139   PetscReal          fnorm,gnorm,xnorm=0,ynorm;
140   Vec                Y,X,F,G,W;
141   KSPConvergedReason kspreason;
142 
143   PetscFunctionBegin;
144   snes->numFailures            = 0;
145   snes->numLinearSolveFailures = 0;
146   snes->reason                 = SNES_CONVERGED_ITERATING;
147 
148   maxits	= snes->max_its;	/* maximum number of iterations */
149   X		= snes->vec_sol;	/* solution vector */
150   F		= snes->vec_func;	/* residual vector */
151   Y		= snes->work[0];	/* work vectors */
152   G		= snes->work[1];
153   W		= snes->work[2];
154 
155   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
156   snes->iter = 0;
157   snes->norm = 0;
158   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
159   ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
160   if (snes->domainerror) {
161     snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
162     PetscFunctionReturn(0);
163   }
164   ierr = VecNormBegin(F,NORM_2,&fnorm);CHKERRQ(ierr);	/* fnorm <- ||F||  */
165   ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr);	/* xnorm <- ||x||  */
166   ierr = VecNormEnd(F,NORM_2,&fnorm);CHKERRQ(ierr);
167   ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr);
168   if PetscIsInfOrNanReal(fnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
169   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
170   snes->norm = fnorm;
171   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
172   SNESLogConvHistory(snes,fnorm,0);
173   SNESMonitor(snes,0,fnorm);
174 
175   /* set parameter for default relative tolerance convergence test */
176   snes->ttol = fnorm*snes->rtol;
177   /* test convergence */
178   ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
179   if (snes->reason) PetscFunctionReturn(0);
180 
181   for (i=0; i<maxits; i++) {
182 
183     /* Call general purpose update function */
184     if (snes->ops->update) {
185       ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
186     }
187 
188     /* Solve J Y = F, where J is Jacobian matrix */
189     ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr);
190     ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr);
191     ierr = SNES_KSPSolve(snes,snes->ksp,F,Y);CHKERRQ(ierr);
192     ierr = KSPGetConvergedReason(snes->ksp,&kspreason);CHKERRQ(ierr);
193     if (kspreason < 0) {
194       if (++snes->numLinearSolveFailures >= snes->maxLinearSolveFailures) {
195         ierr = PetscInfo2(snes,"iter=%D, number linear solve failures %D greater than current SNES allowed, stopping solve\n",snes->iter,snes->numLinearSolveFailures);CHKERRQ(ierr);
196         snes->reason = SNES_DIVERGED_LINEAR_SOLVE;
197         break;
198       }
199     }
200     ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr);
201     snes->linear_its += lits;
202     ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr);
203 
204     if (neP->precheckstep) {
205       PetscTruth changed_y = PETSC_FALSE;
206       ierr = (*neP->precheckstep)(snes,X,Y,neP->precheck,&changed_y);CHKERRQ(ierr);
207     }
208 
209     if (PetscLogPrintInfo){
210       ierr = SNESLSCheckResidual_Private(snes,snes->jacobian,F,Y,G,W);CHKERRQ(ierr);
211     }
212 
213     /* Compute a (scaled) negative update in the line search routine:
214          Y <- X - lambda*Y
215        and evaluate G = function(Y) (depends on the line search).
216     */
217     ierr = VecCopy(Y,snes->vec_sol_update);CHKERRQ(ierr);
218     ynorm = 1; gnorm = fnorm;
219     ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,xnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr);
220     ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",fnorm,gnorm,ynorm,(int)lssucceed);CHKERRQ(ierr);
221     if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
222     if (snes->domainerror) {
223       snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
224       PetscFunctionReturn(0);
225     }
226     if (!lssucceed) {
227       if (++snes->numFailures >= snes->maxFailures) {
228 	PetscTruth ismin;
229         snes->reason = SNES_DIVERGED_LS_FAILURE;
230         ierr = SNESLSCheckLocalMin_Private(snes,snes->jacobian,G,W,gnorm,&ismin);CHKERRQ(ierr);
231         if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
232         break;
233       }
234     }
235     /* Update function and solution vectors */
236     fnorm = gnorm;
237     ierr = VecCopy(G,F);CHKERRQ(ierr);
238     ierr = VecCopy(W,X);CHKERRQ(ierr);
239     /* Monitor convergence */
240     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
241     snes->iter = i+1;
242     snes->norm = fnorm;
243     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
244     SNESLogConvHistory(snes,snes->norm,lits);
245     SNESMonitor(snes,snes->iter,snes->norm);
246     /* Test for convergence, xnorm = || X || */
247     if (snes->ops->converged != SNESSkipConverged) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); }
248     ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
249     if (snes->reason) break;
250   }
251   if (i == maxits) {
252     ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr);
253     if(!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
254   }
255   PetscFunctionReturn(0);
256 }
257 /* -------------------------------------------------------------------------- */
258 /*
259    SNESSetUp_LS - Sets up the internal data structures for the later use
260    of the SNESLS nonlinear solver.
261 
262    Input Parameter:
263 .  snes - the SNES context
264 .  x - the solution vector
265 
266    Application Interface Routine: SNESSetUp()
267 
268    Notes:
269    For basic use of the SNES solvers, the user need not explicitly call
270    SNESSetUp(), since these actions will automatically occur during
271    the call to SNESSolve().
272  */
273 #undef __FUNCT__
274 #define __FUNCT__ "SNESSetUp_LS"
275 PetscErrorCode SNESSetUp_LS(SNES snes)
276 {
277   PetscErrorCode ierr;
278 
279   PetscFunctionBegin;
280   if (!snes->vec_sol_update) {
281     ierr = VecDuplicate(snes->vec_sol,&snes->vec_sol_update);CHKERRQ(ierr);
282     ierr = PetscLogObjectParent(snes,snes->vec_sol_update);CHKERRQ(ierr);
283   }
284   if (!snes->work) {
285     snes->nwork = 3;
286     ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr);
287     ierr = PetscLogObjectParents(snes,snes->nwork,snes->work);CHKERRQ(ierr);
288   }
289   PetscFunctionReturn(0);
290 }
291 /* -------------------------------------------------------------------------- */
292 /*
293    SNESDestroy_LS - Destroys the private SNES_LS context that was created
294    with SNESCreate_LS().
295 
296    Input Parameter:
297 .  snes - the SNES context
298 
299    Application Interface Routine: SNESDestroy()
300  */
301 #undef __FUNCT__
302 #define __FUNCT__ "SNESDestroy_LS"
303 PetscErrorCode SNESDestroy_LS(SNES snes)
304 {
305   PetscErrorCode ierr;
306 
307   PetscFunctionBegin;
308   if (snes->vec_sol_update) {
309     ierr = VecDestroy(snes->vec_sol_update);CHKERRQ(ierr);
310     snes->vec_sol_update = PETSC_NULL;
311   }
312   if (snes->nwork) {
313     ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr);
314     snes->nwork = 0;
315     snes->work  = PETSC_NULL;
316   }
317   ierr = PetscFree(snes->data);CHKERRQ(ierr);
318 
319   /* clear composed functions */
320   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","",PETSC_NULL);CHKERRQ(ierr);
321   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","",PETSC_NULL);CHKERRQ(ierr);
322   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","",PETSC_NULL);CHKERRQ(ierr);
323 
324   PetscFunctionReturn(0);
325 }
326 /* -------------------------------------------------------------------------- */
327 #undef __FUNCT__
328 #define __FUNCT__ "SNESLineSearchNo"
329 
330 /*@C
331    SNESLineSearchNo - This routine is not a line search at all;
332    it simply uses the full Newton step.  Thus, this routine is intended
333    to serve as a template and is not recommended for general use.
334 
335    Collective on SNES and Vec
336 
337    Input Parameters:
338 +  snes - nonlinear context
339 .  lsctx - optional context for line search (not used here)
340 .  x - current iterate
341 .  f - residual evaluated at x
342 .  y - search direction
343 .  w - work vector
344 .  fnorm - 2-norm of f
345 -  xnorm - norm of x if known, otherwise 0
346 
347    Output Parameters:
348 +  g - residual evaluated at new iterate y
349 .  w - new iterate
350 .  gnorm - 2-norm of g
351 .  ynorm - 2-norm of search length
352 -  flag - PETSC_TRUE on success, PETSC_FALSE on failure
353 
354    Options Database Key:
355 .  -snes_ls basic - Activates SNESLineSearchNo()
356 
357    Level: advanced
358 
359 .keywords: SNES, nonlinear, line search, cubic
360 
361 .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
362           SNESLineSearchSet(), SNESLineSearchNoNorms()
363 @*/
364 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNo(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
365 {
366   PetscErrorCode ierr;
367   SNES_LS        *neP = (SNES_LS*)snes->data;
368   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
369 
370   PetscFunctionBegin;
371   *flag = PETSC_TRUE;
372   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
373   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);         /* ynorm = || y || */
374   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
375   if (neP->postcheckstep) {
376    ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
377   }
378   if (changed_y) {
379     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
380   }
381   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
382   if (!snes->domainerror) {
383     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);  /* gnorm = || g || */
384     if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
385   }
386   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
387   PetscFunctionReturn(0);
388 }
389 /* -------------------------------------------------------------------------- */
390 #undef __FUNCT__
391 #define __FUNCT__ "SNESLineSearchNoNorms"
392 
393 /*@C
394    SNESLineSearchNoNorms - This routine is not a line search at
395    all; it simply uses the full Newton step. This version does not
396    even compute the norm of the function or search direction; this
397    is intended only when you know the full step is fine and are
398    not checking for convergence of the nonlinear iteration (for
399    example, you are running always for a fixed number of Newton steps).
400 
401    Collective on SNES and Vec
402 
403    Input Parameters:
404 +  snes - nonlinear context
405 .  lsctx - optional context for line search (not used here)
406 .  x - current iterate
407 .  f - residual evaluated at x
408 .  y - search direction
409 .  w - work vector
410 .  fnorm - 2-norm of f
411 -  xnorm - norm of x if known, otherwise 0
412 
413    Output Parameters:
414 +  g - residual evaluated at new iterate y
415 .  w - new iterate
416 .  gnorm - not changed
417 .  ynorm - not changed
418 -  flag - set to PETSC_TRUE indicating a successful line search
419 
420    Options Database Key:
421 .  -snes_ls basicnonorms - Activates SNESLineSearchNoNorms()
422 
423    Notes:
424    SNESLineSearchNoNorms() must be used in conjunction with
425    either the options
426 $     -snes_no_convergence_test -snes_max_it <its>
427    or alternatively a user-defined custom test set via
428    SNESSetConvergenceTest(); or a -snes_max_it of 1,
429    otherwise, the SNES solver will generate an error.
430 
431    During the final iteration this will not evaluate the function at
432    the solution point. This is to save a function evaluation while
433    using pseudo-timestepping.
434 
435    The residual norms printed by monitoring routines such as
436    SNESMonitorDefault() (as activated via -snes_monitor) will not be
437    correct, since they are not computed.
438 
439    Level: advanced
440 
441 .keywords: SNES, nonlinear, line search, cubic
442 
443 .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
444           SNESLineSearchSet(), SNESLineSearchNo()
445 @*/
446 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
447 {
448   PetscErrorCode ierr;
449   SNES_LS        *neP = (SNES_LS*)snes->data;
450   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
451 
452   PetscFunctionBegin;
453   *flag = PETSC_TRUE;
454   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
455   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y      */
456   if (neP->postcheckstep) {
457    ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
458   }
459   if (changed_y) {
460     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
461   }
462 
463   /* don't evaluate function the last time through */
464   if (snes->iter < snes->max_its-1) {
465     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
466   }
467   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
468   PetscFunctionReturn(0);
469 }
470 /* -------------------------------------------------------------------------- */
471 #undef __FUNCT__
472 #define __FUNCT__ "SNESLineSearchCubic"
473 /*@C
474    SNESLineSearchCubic - Performs a cubic line search (default line search method).
475 
476    Collective on SNES
477 
478    Input Parameters:
479 +  snes - nonlinear context
480 .  lsctx - optional context for line search (not used here)
481 .  x - current iterate
482 .  f - residual evaluated at x
483 .  y - search direction
484 .  w - work vector
485 .  fnorm - 2-norm of f
486 -  xnorm - norm of x if known, otherwise 0
487 
488    Output Parameters:
489 +  g - residual evaluated at new iterate y
490 .  w - new iterate
491 .  gnorm - 2-norm of g
492 .  ynorm - 2-norm of search length
493 -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
494 
495    Options Database Key:
496 $  -snes_ls cubic - Activates SNESLineSearchCubic()
497 
498    Notes:
499    This line search is taken from "Numerical Methods for Unconstrained
500    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
501 
502    Level: advanced
503 
504 .keywords: SNES, nonlinear, line search, cubic
505 
506 .seealso: SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
507 @*/
508 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchCubic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
509 {
510   /*
511      Note that for line search purposes we work with with the related
512      minimization problem:
513         min  z(x):  R^n -> R,
514      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
515    */
516 
517   PetscReal      steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength;
518   PetscReal      maxstep,minlambda,alpha,lambda,lambdatemp;
519 #if defined(PETSC_USE_COMPLEX)
520   PetscScalar    cinitslope;
521 #endif
522   PetscErrorCode ierr;
523   PetscInt       count;
524   SNES_LS        *neP = (SNES_LS*)snes->data;
525   PetscScalar    scale;
526   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
527 
528   PetscFunctionBegin;
529   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
530   *flag   = PETSC_TRUE;
531   alpha   = neP->alpha;
532   maxstep = neP->maxstep;
533   steptol = snes->xtol;
534 
535   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
536   if (!*ynorm) {
537     ierr = PetscInfo(snes,"Search direction and size is 0\n");CHKERRQ(ierr);
538     *gnorm = fnorm;
539     ierr   = VecCopy(x,w);CHKERRQ(ierr);
540     ierr   = VecCopy(f,g);CHKERRQ(ierr);
541     *flag  = PETSC_FALSE;
542     goto theend1;
543   }
544   if (*ynorm > maxstep) {	/* Step too big, so scale back */
545     scale = maxstep/(*ynorm);
546     ierr = PetscInfo2(snes,"Scaling step by %G old ynorm %G\n",PetscRealPart(scale),*ynorm);CHKERRQ(ierr);
547     ierr = VecScale(y,scale);CHKERRQ(ierr);
548     *ynorm = maxstep;
549   }
550   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
551   minlambda = steptol/rellength;
552   ierr      = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
553 #if defined(PETSC_USE_COMPLEX)
554   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
555   initslope = PetscRealPart(cinitslope);
556 #else
557   ierr      = VecDot(f,w,&initslope);CHKERRQ(ierr);
558 #endif
559   if (initslope > 0.0)  initslope = -initslope;
560   if (initslope == 0.0) initslope = -1.0;
561 
562   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
563   if (snes->nfuncs >= snes->max_funcs) {
564     ierr  = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
565     *flag = PETSC_FALSE;
566     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
567     goto theend1;
568   }
569   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
570   if (snes->domainerror) {
571     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
572     PetscFunctionReturn(0);
573   }
574   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
575   if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
576   ierr = PetscInfo2(snes,"Initial fnorm %G gnorm %G\n",fnorm,*gnorm);CHKERRQ(ierr);
577   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */
578     ierr = PetscInfo2(snes,"Using full step: fnorm %G gnorm %G\n",fnorm,*gnorm);CHKERRQ(ierr);
579     goto theend1;
580   }
581   if (*ynorm < xnorm*snes->xtol) {
582     ierr = PetscInfo3(snes,"Using full step: because ynorm %G < xnorm %G * steptol %G (i.e. Newton step is below tolerance)\n",*ynorm,xnorm,snes->xtol);CHKERRQ(ierr);
583     *flag = PETSC_TRUE;
584     goto theend1;
585   }
586 
587 
588   /* Fit points with quadratic */
589   lambda     = 1.0;
590   lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
591   lambdaprev = lambda;
592   gnormprev  = *gnorm;
593   if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
594   if (lambdatemp <= .1*lambda) lambda = .1*lambda;
595   else                         lambda = lambdatemp;
596 
597   ierr  = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
598   if (snes->nfuncs >= snes->max_funcs) {
599     ierr  = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr);
600     *flag = PETSC_FALSE;
601     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
602     goto theend1;
603   }
604   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
605   if (snes->domainerror) {
606     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
607     PetscFunctionReturn(0);
608   }
609   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
610   if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
611   ierr = PetscInfo1(snes,"gnorm after quadratic fit %G\n",*gnorm);CHKERRQ(ierr);
612   if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */
613     ierr = PetscInfo1(snes,"Quadratically determined step, lambda=%18.16e\n",lambda);CHKERRQ(ierr);
614     goto theend1;
615   }
616 
617   /* Fit points with cubic */
618   count = 1;
619   while (count < 20) {
620     if (lambda <= minlambda) {
621       ierr = PetscInfo1(snes,"Unable to find good step length! After %D tries \n",count);CHKERRQ(ierr);
622       ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
623       *flag = PETSC_FALSE;
624       break;
625     }
626     t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope;
627     t2 = .5*(gnormprev*gnormprev  - fnorm*fnorm) - lambdaprev*initslope;
628     a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
629     b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
630     d  = b*b - 3*a*initslope;
631     if (d < 0.0) d = 0.0;
632     if (a == 0.0) {
633       lambdatemp = -initslope/(2.0*b);
634     } else {
635       lambdatemp = (-b + sqrt(d))/(3.0*a);
636     }
637     lambdaprev = lambda;
638     gnormprev  = *gnorm;
639     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
640     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
641     else                         lambda     = lambdatemp;
642     ierr  = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
643     if (snes->nfuncs >= snes->max_funcs) {
644       ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
645       ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
646       *flag = PETSC_FALSE;
647       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
648       break;
649     }
650     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
651     if (snes->domainerror) {
652       ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
653       PetscFunctionReturn(0);
654     }
655     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
656     if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
657     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */
658       ierr = PetscInfo2(snes,"Cubically determined step, current gnorm %G lambda=%18.16e\n",*gnorm,lambda);CHKERRQ(ierr);
659       break;
660     } else {
661       ierr = PetscInfo2(snes,"Cubic step no good, shrinking lambda, current gnorem %G lambda=%18.16e\n",*gnorm,lambda);CHKERRQ(ierr);
662     }
663     count++;
664   }
665   if (count >= 20) {
666     SETERRQ(PETSC_ERR_LIB, "Lambda was decreased more than 20 times, so something is probably wrong with the function evaluation");
667   }
668   theend1:
669   /* Optional user-defined check for line search step validity */
670   if (neP->postcheckstep && *flag) {
671     ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
672     if (changed_y) {
673       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
674     }
675     if (changed_y || changed_w) { /* recompute the function if the step has changed */
676       ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
677       if (snes->domainerror) {
678         ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
679         PetscFunctionReturn(0);
680       }
681       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
682       if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
683       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
684       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
685       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
686     }
687   }
688   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
689   PetscFunctionReturn(0);
690 }
691 /* -------------------------------------------------------------------------- */
692 #undef __FUNCT__
693 #define __FUNCT__ "SNESLineSearchQuadratic"
694 /*@C
695    SNESLineSearchQuadratic - Performs a quadratic line search.
696 
697    Collective on SNES and Vec
698 
699    Input Parameters:
700 +  snes - the SNES context
701 .  lsctx - optional context for line search (not used here)
702 .  x - current iterate
703 .  f - residual evaluated at x
704 .  y - search direction
705 .  w - work vector
706 .  fnorm - 2-norm of f
707 -  xnorm - norm of x if known, otherwise 0
708 
709    Output Parameters:
710 +  g - residual evaluated at new iterate w
711 .  w - new iterate (x + alpha*y)
712 .  gnorm - 2-norm of g
713 .  ynorm - 2-norm of search length
714 -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
715 
716    Options Database Keys:
717 +  -snes_ls quadratic - Activates SNESLineSearchQuadratic()
718 .   -snes_ls_alpha <alpha> - Sets alpha
719 .   -snes_ls_maxstep <max> - Sets maxstep
720 -   -snes_stol <steptol> - Sets steptol, this is the minimum step size that the line search code
721                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
722                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
723    Notes:
724    Use SNESLineSearchSet() to set this routine within the SNESLS method.
725 
726    Level: advanced
727 
728 .keywords: SNES, nonlinear, quadratic, line search
729 
730 .seealso: SNESLineSearchCubic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
731 @*/
732 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchQuadratic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
733 {
734   /*
735      Note that for line search purposes we work with with the related
736      minimization problem:
737         min  z(x):  R^n -> R,
738      where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2.
739    */
740   PetscReal      steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,rellength;
741 #if defined(PETSC_USE_COMPLEX)
742   PetscScalar    cinitslope;
743 #endif
744   PetscErrorCode ierr;
745   PetscInt       count;
746   SNES_LS        *neP = (SNES_LS*)snes->data;
747   PetscScalar    scale;
748   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
749 
750   PetscFunctionBegin;
751   ierr    = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
752   *flag   = PETSC_TRUE;
753   alpha   = neP->alpha;
754   maxstep = neP->maxstep;
755   steptol = snes->xtol;
756 
757   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
758   if (*ynorm == 0.0) {
759     ierr   = PetscInfo(snes,"Search direction and size is 0\n");CHKERRQ(ierr);
760     *gnorm = fnorm;
761     ierr   = VecCopy(x,w);CHKERRQ(ierr);
762     ierr   = VecCopy(f,g);CHKERRQ(ierr);
763     *flag  = PETSC_FALSE;
764     goto theend2;
765   }
766   if (*ynorm > maxstep) {	/* Step too big, so scale back */
767     scale  = maxstep/(*ynorm);
768     ierr   = VecScale(y,scale);CHKERRQ(ierr);
769     *ynorm = maxstep;
770   }
771   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
772   minlambda = steptol/rellength;
773   ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
774 #if defined(PETSC_USE_COMPLEX)
775   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
776   initslope = PetscRealPart(cinitslope);
777 #else
778   ierr = VecDot(f,w,&initslope);CHKERRQ(ierr);
779 #endif
780   if (initslope > 0.0)  initslope = -initslope;
781   if (initslope == 0.0) initslope = -1.0;
782   ierr = PetscInfo1(snes,"Initslope %G \n",initslope);CHKERRQ(ierr);
783 
784   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
785   if (snes->nfuncs >= snes->max_funcs) {
786     ierr  = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
787     *flag = PETSC_FALSE;
788     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
789     goto theend2;
790   }
791   ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
792   if (snes->domainerror) {
793     ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
794     PetscFunctionReturn(0);
795   }
796   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
797   if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
798   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */
799     ierr = PetscInfo(snes,"Using full step\n");CHKERRQ(ierr);
800     goto theend2;
801   }
802   if (*ynorm < xnorm*snes->xtol) {
803     ierr = PetscInfo3(snes,"Using full step: because ynorm %G < xnorm %G * steptol %G (i.e. Newton step is below tolerance)\n",*ynorm,xnorm,snes->xtol);CHKERRQ(ierr);
804     *flag = PETSC_TRUE;
805     goto theend2;
806   }
807 
808   /* Fit points with quadratic */
809   lambda = 1.0;
810   count = 1;
811   while (PETSC_TRUE) {
812     if (lambda <= minlambda) { /* bad luck; use full step */
813       ierr = PetscInfo1(snes,"Unable to find good step length! %D \n",count);CHKERRQ(ierr);
814       ierr = PetscInfo5(snes,"fnorm=%G, gnorm=%G, ynorm=%G, lambda=%G, initial slope=%G\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
815       ierr = VecCopy(x,w);CHKERRQ(ierr);
816       *flag = PETSC_FALSE;
817       break;
818     }
819     lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
820     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
821     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
822     else                         lambda     = lambdatemp;
823 
824     ierr = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
825     if (snes->nfuncs >= snes->max_funcs) {
826       ierr  = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
827       ierr  = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
828       *flag = PETSC_FALSE;
829       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
830       break;
831     }
832     ierr = SNESComputeFunction(snes,w,g);CHKERRQ(ierr);
833     if (snes->domainerror) {
834       ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
835       PetscFunctionReturn(0);
836     }
837     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
838     if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
839     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */
840       ierr = PetscInfo1(snes,"Quadratically determined step, lambda=%G\n",lambda);CHKERRQ(ierr);
841       break;
842     }
843     count++;
844   }
845   theend2:
846   /* Optional user-defined check for line search step validity */
847   if (neP->postcheckstep) {
848     ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
849     if (changed_y) {
850       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
851     }
852     if (changed_y || changed_w) { /* recompute the function if the step has changed */
853       ierr = SNESComputeFunction(snes,w,g);
854       if (snes->domainerror) {
855         ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
856         PetscFunctionReturn(0);
857       }
858       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
859       ierr = VecNormBegin(y,NORM_2,ynorm);CHKERRQ(ierr);
860       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
861       ierr = VecNormEnd(y,NORM_2,ynorm);CHKERRQ(ierr);
862       if PetscIsInfOrNanReal(*gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
863     }
864   }
865   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
866   PetscFunctionReturn(0);
867 }
868 
869 /* -------------------------------------------------------------------------- */
870 #undef __FUNCT__
871 #define __FUNCT__ "SNESLineSearchSet"
872 /*@C
873    SNESLineSearchSet - Sets the line search routine to be used
874    by the method SNESLS.
875 
876    Input Parameters:
877 +  snes - nonlinear context obtained from SNESCreate()
878 .  lsctx - optional user-defined context for use by line search
879 -  func - pointer to int function
880 
881    Collective on SNES
882 
883    Available Routines:
884 +  SNESLineSearchCubic() - default line search
885 .  SNESLineSearchQuadratic() - quadratic line search
886 .  SNESLineSearchNo() - the full Newton step (actually not a line search)
887 -  SNESLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel)
888 
889     Options Database Keys:
890 +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
891 .   -snes_ls_alpha <alpha> - Sets alpha
892 .   -snes_ls_maxstep <max> - Sets maxstep
893 -   -snes_xtol <steptol> - Sets steptol, this is the minimum step size that the line search code. This is the same as the minimum step length
894                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
895 
896    Calling sequence of func:
897 .vb
898    func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal xnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
899 .ve
900 
901     Input parameters for func:
902 +   snes - nonlinear context
903 .   lsctx - optional user-defined context for line search
904 .   x - current iterate
905 .   f - residual evaluated at x
906 .   y - search direction
907 .   w - work vector
908 -   fnorm - 2-norm of f
909 
910     Output parameters for func:
911 +   g - residual evaluated at new iterate y
912 .   w - new iterate
913 .   gnorm - 2-norm of g
914 .   ynorm - 2-norm of search length
915 -   flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure.
916 
917     Level: advanced
918 
919 .keywords: SNES, nonlinear, set, line search, routine
920 
921 .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchNoNorms(),
922           SNESLineSearchSetPostCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams(), SNESLineSearchSetPreCheck()
923 @*/
924 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void *lsctx)
925 {
926   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*);
927 
928   PetscFunctionBegin;
929   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSet_C",(void (**)(void))&f);CHKERRQ(ierr);
930   if (f) {
931     ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr);
932   }
933   PetscFunctionReturn(0);
934 }
935 
936 typedef PetscErrorCode (*FCN2)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscTruth*); /* force argument to next function to not be extern C*/
937 /* -------------------------------------------------------------------------- */
938 EXTERN_C_BEGIN
939 #undef __FUNCT__
940 #define __FUNCT__ "SNESLineSearchSet_LS"
941 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet_LS(SNES snes,FCN2 func,void *lsctx)
942 {
943   PetscFunctionBegin;
944   ((SNES_LS *)(snes->data))->LineSearch = func;
945   ((SNES_LS *)(snes->data))->lsP        = lsctx;
946   PetscFunctionReturn(0);
947 }
948 EXTERN_C_END
949 /* -------------------------------------------------------------------------- */
950 #undef __FUNCT__
951 #define __FUNCT__ "SNESLineSearchSetPostCheck"
952 /*@C
953    SNESLineSearchSetPostCheck - Sets a routine to check the validity of new iterate computed
954    by the line search routine in the Newton-based method SNESLS.
955 
956    Input Parameters:
957 +  snes - nonlinear context obtained from SNESCreate()
958 .  func - pointer to function
959 -  checkctx - optional user-defined context for use by step checking routine
960 
961    Collective on SNES
962 
963    Calling sequence of func:
964 .vb
965    int func (SNES snes, Vec x,Vec y,Vec w,void *checkctx, PetscTruth *changed_y,PetscTruth *changed_w)
966 .ve
967    where func returns an error code of 0 on success and a nonzero
968    on failure.
969 
970    Input parameters for func:
971 +  snes - nonlinear context
972 .  checkctx - optional user-defined context for use by step checking routine
973 .  x - previous iterate
974 .  y - new search direction and length
975 -  w - current candidate iterate
976 
977    Output parameters for func:
978 +  y - search direction (possibly changed)
979 .  w - current iterate (possibly modified)
980 .  changed_y - indicates search direction was changed by this routine
981 -  changed_w - indicates current iterate was changed by this routine
982 
983    Level: advanced
984 
985    Notes: All line searches accept the new iterate computed by the line search checking routine.
986 
987    Only one of changed_y and changed_w can  be PETSC_TRUE
988 
989    On input w = x + y
990 
991    SNESLineSearchNo() and SNESLineSearchNoNorms() (1) compute a candidate iterate u_{i+1}, (2) pass control
992    to the checking routine, and then (3) compute the corresponding nonlinear
993    function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}.
994 
995    SNESLineSearchQuadratic() and SNESLineSearchCubic() (1) compute a candidate iterate u_{i+1} as well as a
996    candidate nonlinear function f(u_{i+1}), (2) pass control to the checking
997    routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes
998    were made to the candidate iterate in the checking routine (as indicated
999    by flag=PETSC_TRUE).  The overhead of this extra function re-evaluation can be
1000    very costly, so use this feature with caution!
1001 
1002 .keywords: SNES, nonlinear, set, line search check, step check, routine
1003 
1004 .seealso: SNESLineSearchSet(), SNESLineSearchSetPreCheck()
1005 @*/
1006 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void *checkctx)
1007 {
1008   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void*);
1009 
1010   PetscFunctionBegin;
1011   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPostCheck_C",(void (**)(void))&f);CHKERRQ(ierr);
1012   if (f) {
1013     ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr);
1014   }
1015   PetscFunctionReturn(0);
1016 }
1017 #undef __FUNCT__
1018 #define __FUNCT__ "SNESLineSearchSetPreCheck"
1019 /*@C
1020    SNESLineSearchSetPreCheck - Sets a routine to check the validity of a new direction given by the linear solve
1021          before the line search is called.
1022 
1023    Input Parameters:
1024 +  snes - nonlinear context obtained from SNESCreate()
1025 .  func - pointer to function
1026 -  checkctx - optional user-defined context for use by step checking routine
1027 
1028    Collective on SNES
1029 
1030    Calling sequence of func:
1031 .vb
1032    int func (SNES snes, Vec x,Vec y,void *checkctx, PetscTruth *changed_y)
1033 .ve
1034    where func returns an error code of 0 on success and a nonzero
1035    on failure.
1036 
1037    Input parameters for func:
1038 +  snes - nonlinear context
1039 .  checkctx - optional user-defined context for use by step checking routine
1040 .  x - previous iterate
1041 -  y - new search direction and length
1042 
1043    Output parameters for func:
1044 +  y - search direction (possibly changed)
1045 -  changed_y - indicates search direction was changed by this routine
1046 
1047    Level: advanced
1048 
1049    Notes: All line searches accept the new iterate computed by the line search checking routine.
1050 
1051 .keywords: SNES, nonlinear, set, line search check, step check, routine
1052 
1053 .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck(), SNESSetUpdate()
1054 @*/
1055 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,void*,PetscTruth*),void *checkctx)
1056 {
1057   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,void*,PetscTruth*),void*);
1058 
1059   PetscFunctionBegin;
1060   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPreCheck_C",(void (**)(void))&f);CHKERRQ(ierr);
1061   if (f) {
1062     ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr);
1063   }
1064   PetscFunctionReturn(0);
1065 }
1066 
1067 /* -------------------------------------------------------------------------- */
1068 typedef PetscErrorCode (*FCN1)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*); /* force argument to next function to not be extern C*/
1069 typedef PetscErrorCode (*FCN3)(SNES,Vec,Vec,void*,PetscTruth*);                 /* force argument to next function to not be extern C*/
1070 EXTERN_C_BEGIN
1071 #undef __FUNCT__
1072 #define __FUNCT__ "SNESLineSearchSetPostCheck_LS"
1073 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck_LS(SNES snes,FCN1 func,void *checkctx)
1074 {
1075   PetscFunctionBegin;
1076   ((SNES_LS *)(snes->data))->postcheckstep = func;
1077   ((SNES_LS *)(snes->data))->postcheck     = checkctx;
1078   PetscFunctionReturn(0);
1079 }
1080 EXTERN_C_END
1081 
1082 EXTERN_C_BEGIN
1083 #undef __FUNCT__
1084 #define __FUNCT__ "SNESLineSearchSetPreCheck_LS"
1085 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck_LS(SNES snes,FCN3 func,void *checkctx)
1086 {
1087   PetscFunctionBegin;
1088   ((SNES_LS *)(snes->data))->precheckstep = func;
1089   ((SNES_LS *)(snes->data))->precheck     = checkctx;
1090   PetscFunctionReturn(0);
1091 }
1092 EXTERN_C_END
1093 
1094 /*
1095    SNESView_LS - Prints info from the SNESLS data structure.
1096 
1097    Input Parameters:
1098 .  SNES - the SNES context
1099 .  viewer - visualization context
1100 
1101    Application Interface Routine: SNESView()
1102 */
1103 #undef __FUNCT__
1104 #define __FUNCT__ "SNESView_LS"
1105 static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer)
1106 {
1107   SNES_LS        *ls = (SNES_LS *)snes->data;
1108   const char     *cstr;
1109   PetscErrorCode ierr;
1110   PetscTruth     iascii;
1111 
1112   PetscFunctionBegin;
1113   ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr);
1114   if (iascii) {
1115     if (ls->LineSearch == SNESLineSearchNo)             cstr = "SNESLineSearchNo";
1116     else if (ls->LineSearch == SNESLineSearchQuadratic) cstr = "SNESLineSearchQuadratic";
1117     else if (ls->LineSearch == SNESLineSearchCubic)     cstr = "SNESLineSearchCubic";
1118     else                                                cstr = "unknown";
1119     ierr = PetscViewerASCIIPrintf(viewer,"  line search variant: %s\n",cstr);CHKERRQ(ierr);
1120     ierr = PetscViewerASCIIPrintf(viewer,"  alpha=%G, maxstep=%G\n",ls->alpha,ls->maxstep);CHKERRQ(ierr);
1121   } else {
1122     SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name);
1123   }
1124   PetscFunctionReturn(0);
1125 }
1126 /* -------------------------------------------------------------------------- */
1127 /*
1128    SNESSetFromOptions_LS - Sets various parameters for the SNESLS method.
1129 
1130    Input Parameter:
1131 .  snes - the SNES context
1132 
1133    Application Interface Routine: SNESSetFromOptions()
1134 */
1135 #undef __FUNCT__
1136 #define __FUNCT__ "SNESSetFromOptions_LS"
1137 static PetscErrorCode SNESSetFromOptions_LS(SNES snes)
1138 {
1139   SNES_LS        *ls = (SNES_LS *)snes->data;
1140   const char     *lses[] = {"basic","basicnonorms","quadratic","cubic"};
1141   PetscErrorCode ierr;
1142   PetscInt       indx;
1143   PetscTruth     flg;
1144 
1145   PetscFunctionBegin;
1146   ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr);
1147     ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr);
1148     ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr);
1149 
1150     ierr = PetscOptionsEList("-snes_ls","Line search used","SNESLineSearchSet",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr);
1151     if (flg) {
1152       switch (indx) {
1153       case 0:
1154         ierr = SNESLineSearchSet(snes,SNESLineSearchNo,PETSC_NULL);CHKERRQ(ierr);
1155         break;
1156       case 1:
1157         ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr);
1158         break;
1159       case 2:
1160         ierr = SNESLineSearchSet(snes,SNESLineSearchQuadratic,PETSC_NULL);CHKERRQ(ierr);
1161         break;
1162       case 3:
1163         ierr = SNESLineSearchSet(snes,SNESLineSearchCubic,PETSC_NULL);CHKERRQ(ierr);
1164         break;
1165       }
1166     }
1167   ierr = PetscOptionsTail();CHKERRQ(ierr);
1168   PetscFunctionReturn(0);
1169 }
1170 /* -------------------------------------------------------------------------- */
1171 /*MC
1172       SNESLS - Newton based nonlinear solver that uses a line search
1173 
1174    Options Database:
1175 +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
1176 .   -snes_ls_alpha <alpha> - Sets alpha
1177 .   -snes_ls_maxstep <max> - Sets maxstep
1178 -   -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code
1179                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
1180                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
1181 
1182     Notes: This is the default nonlinear solver in SNES
1183 
1184    Level: beginner
1185 
1186 .seealso:  SNESCreate(), SNES, SNESSetType(), SNESTR, SNESLineSearchSet(),
1187            SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(),
1188           SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck()
1189 
1190 M*/
1191 EXTERN_C_BEGIN
1192 #undef __FUNCT__
1193 #define __FUNCT__ "SNESCreate_LS"
1194 PetscErrorCode PETSCSNES_DLLEXPORT SNESCreate_LS(SNES snes)
1195 {
1196   PetscErrorCode ierr;
1197   SNES_LS        *neP;
1198 
1199   PetscFunctionBegin;
1200   snes->ops->setup	     = SNESSetUp_LS;
1201   snes->ops->solve	     = SNESSolve_LS;
1202   snes->ops->destroy	     = SNESDestroy_LS;
1203   snes->ops->setfromoptions  = SNESSetFromOptions_LS;
1204   snes->ops->view            = SNESView_LS;
1205 
1206   ierr                  = PetscNewLog(snes,SNES_LS,&neP);CHKERRQ(ierr);
1207   snes->data    	= (void*)neP;
1208   neP->alpha		= 1.e-4;
1209   neP->maxstep		= 1.e8;
1210   neP->LineSearch       = SNESLineSearchCubic;
1211   neP->lsP              = PETSC_NULL;
1212   neP->postcheckstep    = PETSC_NULL;
1213   neP->postcheck        = PETSC_NULL;
1214   neP->precheckstep     = PETSC_NULL;
1215   neP->precheck         = PETSC_NULL;
1216 
1217   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C",
1218 					   "SNESLineSearchSet_LS",
1219 					   SNESLineSearchSet_LS);CHKERRQ(ierr);
1220   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C",
1221 					   "SNESLineSearchSetPostCheck_LS",
1222 					   SNESLineSearchSetPostCheck_LS);CHKERRQ(ierr);
1223   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C",
1224 					   "SNESLineSearchSetPreCheck_LS",
1225 					   SNESLineSearchSetPreCheck_LS);CHKERRQ(ierr);
1226 
1227   PetscFunctionReturn(0);
1228 }
1229 EXTERN_C_END
1230 
1231 
1232 
1233