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