xref: /petsc/src/snes/impls/ngmres/anderson.c (revision 6a4a1270853b5b1995c94de98f44d28bec57470a)
1 #include <../src/snes/impls/ngmres/snesngmres.h> /*I "petscsnes.h" I*/
2 
3 static PetscErrorCode SNESSetFromOptions_Anderson(SNES snes, PetscOptionItems *PetscOptionsObject) {
4   SNES_NGMRES *ngmres  = (SNES_NGMRES *)snes->data;
5   PetscBool    monitor = PETSC_FALSE;
6 
7   PetscFunctionBegin;
8   PetscOptionsHeadBegin(PetscOptionsObject, "SNES NGMRES options");
9   PetscCall(PetscOptionsInt("-snes_anderson_m", "Number of directions", "SNES", ngmres->msize, &ngmres->msize, NULL));
10   PetscCall(PetscOptionsReal("-snes_anderson_beta", "Mixing parameter", "SNES", ngmres->andersonBeta, &ngmres->andersonBeta, NULL));
11   PetscCall(PetscOptionsInt("-snes_anderson_restart", "Iterations before forced restart", "SNES", ngmres->restart_periodic, &ngmres->restart_periodic, NULL));
12   PetscCall(PetscOptionsInt("-snes_anderson_restart_it", "Tolerance iterations before restart", "SNES", ngmres->restart_it, &ngmres->restart_it, NULL));
13   PetscCall(PetscOptionsEnum("-snes_anderson_restart_type", "Restart type", "SNESNGMRESSetRestartType", SNESNGMRESRestartTypes, (PetscEnum)ngmres->restart_type, (PetscEnum *)&ngmres->restart_type, NULL));
14   PetscCall(PetscOptionsBool("-snes_anderson_monitor", "Monitor steps of Anderson Mixing", "SNES", ngmres->monitor ? PETSC_TRUE : PETSC_FALSE, &monitor, NULL));
15   if (monitor) ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
16   PetscOptionsHeadEnd();
17   PetscFunctionReturn(0);
18 }
19 
20 static PetscErrorCode SNESSolve_Anderson(SNES snes) {
21   SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data;
22   /* present solution, residual, and preconditioned residual */
23   Vec          X, F, B, D;
24   /* candidate linear combination answers */
25   Vec          XA, FA, XM, FM;
26 
27   /* coefficients and RHS to the minimization problem */
28   PetscReal           fnorm, fMnorm, fAnorm;
29   PetscReal           xnorm, ynorm;
30   PetscReal           dnorm, dminnorm = 0.0, fminnorm;
31   PetscInt            restart_count = 0;
32   PetscInt            k, k_restart, l, ivec;
33   PetscBool           selectRestart;
34   SNESConvergedReason reason;
35 
36   PetscFunctionBegin;
37   PetscCheck(!snes->xl && !snes->xu && !snes->ops->computevariablebounds, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name);
38 
39   PetscCall(PetscCitationsRegister(SNESCitation, &SNEScite));
40   /* variable initialization */
41   snes->reason = SNES_CONVERGED_ITERATING;
42   X            = snes->vec_sol;
43   F            = snes->vec_func;
44   B            = snes->vec_rhs;
45   XA           = snes->vec_sol_update;
46   FA           = snes->work[0];
47   D            = snes->work[1];
48 
49   /* work for the line search */
50   XM = snes->work[3];
51   FM = snes->work[4];
52 
53   PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
54   snes->iter = 0;
55   snes->norm = 0.;
56   PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
57 
58   /* initialization */
59 
60   /* r = F(x) */
61 
62   if (snes->npc && snes->npcside == PC_LEFT) {
63     PetscCall(SNESApplyNPC(snes, X, NULL, F));
64     PetscCall(SNESGetConvergedReason(snes->npc, &reason));
65     if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
66       snes->reason = SNES_DIVERGED_INNER;
67       PetscFunctionReturn(0);
68     }
69     PetscCall(VecNorm(F, NORM_2, &fnorm));
70   } else {
71     if (!snes->vec_func_init_set) {
72       PetscCall(SNESComputeFunction(snes, X, F));
73     } else snes->vec_func_init_set = PETSC_FALSE;
74 
75     PetscCall(VecNorm(F, NORM_2, &fnorm));
76     SNESCheckFunctionNorm(snes, fnorm);
77   }
78   fminnorm = fnorm;
79 
80   PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
81   snes->norm = fnorm;
82   PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
83   PetscCall(SNESLogConvergenceHistory(snes, fnorm, 0));
84   PetscCall(SNESMonitor(snes, 0, fnorm));
85   PetscUseTypeMethod(snes, converged, 0, 0.0, 0.0, fnorm, &snes->reason, snes->cnvP);
86   if (snes->reason) PetscFunctionReturn(0);
87 
88   k_restart = 0;
89   l         = 0;
90   ivec      = 0;
91   for (k = 1; k < snes->max_its + 1; k++) {
92     /* select which vector of the stored subspace will be updated */
93     if (snes->npc && snes->npcside == PC_RIGHT) {
94       PetscCall(VecCopy(X, XM));
95       PetscCall(SNESSetInitialFunction(snes->npc, F));
96 
97       PetscCall(PetscLogEventBegin(SNES_NPCSolve, snes->npc, XM, B, 0));
98       PetscCall(SNESSolve(snes->npc, B, XM));
99       PetscCall(PetscLogEventEnd(SNES_NPCSolve, snes->npc, XM, B, 0));
100 
101       PetscCall(SNESGetConvergedReason(snes->npc, &reason));
102       if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
103         snes->reason = SNES_DIVERGED_INNER;
104         PetscFunctionReturn(0);
105       }
106       PetscCall(SNESGetNPCFunction(snes, FM, &fMnorm));
107       if (ngmres->andersonBeta != 1.0) PetscCall(VecAXPBY(XM, (1.0 - ngmres->andersonBeta), ngmres->andersonBeta, X));
108     } else {
109       PetscCall(VecCopy(F, FM));
110       PetscCall(VecCopy(X, XM));
111       PetscCall(VecAXPY(XM, -ngmres->andersonBeta, FM));
112       fMnorm = fnorm;
113     }
114 
115     PetscCall(SNESNGMRESFormCombinedSolution_Private(snes, ivec, l, XM, FM, fMnorm, X, XA, FA));
116     ivec = k_restart % ngmres->msize;
117     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) {
118       PetscCall(SNESNGMRESNorms_Private(snes, l, X, F, XM, FM, XA, FA, D, &dnorm, &dminnorm, NULL, NULL, NULL, &xnorm, &fAnorm, &ynorm));
119       PetscCall(SNESNGMRESSelectRestart_Private(snes, l, fMnorm, fnorm, dnorm, fminnorm, dminnorm, &selectRestart));
120       /* if the restart conditions persist for more than restart_it iterations, restart. */
121       if (selectRestart) restart_count++;
122       else restart_count = 0;
123     } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) {
124       PetscCall(SNESNGMRESNorms_Private(snes, l, X, F, XM, FM, XA, FA, D, NULL, NULL, NULL, NULL, NULL, &xnorm, &fAnorm, &ynorm));
125       if (k_restart > ngmres->restart_periodic) {
126         if (ngmres->monitor) PetscCall(PetscViewerASCIIPrintf(ngmres->monitor, "periodic restart after %" PetscInt_FMT " iterations\n", k_restart));
127         restart_count = ngmres->restart_it;
128       }
129     } else {
130       PetscCall(SNESNGMRESNorms_Private(snes, l, X, F, XM, FM, XA, FA, D, NULL, NULL, NULL, NULL, NULL, &xnorm, &fAnorm, &ynorm));
131     }
132     /* restart after restart conditions have persisted for a fixed number of iterations */
133     if (restart_count >= ngmres->restart_it) {
134       if (ngmres->monitor) PetscCall(PetscViewerASCIIPrintf(ngmres->monitor, "Restarted at iteration %" PetscInt_FMT "\n", k_restart));
135       restart_count = 0;
136       k_restart     = 0;
137       l             = 0;
138       ivec          = 0;
139     } else {
140       if (l < ngmres->msize) l++;
141       k_restart++;
142       PetscCall(SNESNGMRESUpdateSubspace_Private(snes, ivec, l, FM, fnorm, XM));
143     }
144 
145     fnorm = fAnorm;
146     if (fminnorm > fnorm) fminnorm = fnorm;
147 
148     PetscCall(VecCopy(XA, X));
149     PetscCall(VecCopy(FA, F));
150 
151     PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
152     snes->iter  = k;
153     snes->norm  = fnorm;
154     snes->xnorm = xnorm;
155     snes->ynorm = ynorm;
156     PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
157     PetscCall(SNESLogConvergenceHistory(snes, snes->norm, snes->iter));
158     PetscCall(SNESMonitor(snes, snes->iter, snes->norm));
159     PetscUseTypeMethod(snes, converged, snes->iter, xnorm, ynorm, fnorm, &snes->reason, snes->cnvP);
160     if (snes->reason) PetscFunctionReturn(0);
161   }
162   snes->reason = SNES_DIVERGED_MAX_IT;
163   PetscFunctionReturn(0);
164 }
165 
166 /*MC
167   SNESANDERSON - Anderson Mixing nonlinear solver
168 
169    Level: beginner
170 
171    Options Database Keys:
172 +  -snes_anderson_m                - Number of stored previous solutions and residuals
173 .  -snes_anderson_beta             - Anderson mixing parameter
174 .  -snes_anderson_restart_type     - Type of restart (see SNESNGMRES)
175 .  -snes_anderson_restart_it       - Number of iterations of restart conditions before restart
176 .  -snes_anderson_restart          - Number of iterations before periodic restart
177 -  -snes_anderson_monitor          - Prints relevant information about the ngmres iteration
178 
179    Notes:
180    The Anderson Mixing method combines m previous solutions into a minimum-residual solution by solving a small linearized
181    optimization problem at each iteration.
182 
183    Very similar to the `SNESNGMRES` algorithm.
184 
185    References:
186 +  * -  D. G. Anderson. Iterative procedures for nonlinear integral equations.
187     J. Assoc. Comput. Mach., 12, 1965."
188 -  * - Peter R. Brune, Matthew G. Knepley, Barry F. Smith, and Xuemin Tu,"Composing Scalable Nonlinear Algebraic Solvers",
189    SIAM Review, 57(4), 2015
190 
191 .seealso: `SNESNGMRES`, `SNESCreate()`, `SNES`, `SNESSetType()`, `SNESType`
192 M*/
193 
194 PETSC_EXTERN PetscErrorCode SNESCreate_Anderson(SNES snes) {
195   SNES_NGMRES   *ngmres;
196   SNESLineSearch linesearch;
197 
198   PetscFunctionBegin;
199   snes->ops->destroy        = SNESDestroy_NGMRES;
200   snes->ops->setup          = SNESSetUp_NGMRES;
201   snes->ops->setfromoptions = SNESSetFromOptions_Anderson;
202   snes->ops->view           = SNESView_NGMRES;
203   snes->ops->solve          = SNESSolve_Anderson;
204   snes->ops->reset          = SNESReset_NGMRES;
205 
206   snes->usesnpc = PETSC_TRUE;
207   snes->usesksp = PETSC_FALSE;
208   snes->npcside = PC_RIGHT;
209 
210   snes->alwayscomputesfinalresidual = PETSC_TRUE;
211 
212   PetscCall(PetscNewLog(snes, &ngmres));
213   snes->data    = (void *)ngmres;
214   ngmres->msize = 30;
215 
216   if (!snes->tolerancesset) {
217     snes->max_funcs = 30000;
218     snes->max_its   = 10000;
219   }
220 
221   PetscCall(SNESGetLineSearch(snes, &linesearch));
222   if (!((PetscObject)linesearch)->type_name) PetscCall(SNESLineSearchSetType(linesearch, SNESLINESEARCHBASIC));
223 
224   ngmres->additive_linesearch = NULL;
225   ngmres->approxfunc          = PETSC_FALSE;
226   ngmres->restart_type        = SNES_NGMRES_RESTART_NONE;
227   ngmres->restart_it          = 2;
228   ngmres->restart_periodic    = 30;
229   ngmres->gammaA              = 2.0;
230   ngmres->gammaC              = 2.0;
231   ngmres->deltaB              = 0.9;
232   ngmres->epsilonB            = 0.1;
233 
234   ngmres->andersonBeta = 1.0;
235   PetscFunctionReturn(0);
236 }
237