1 #include <../src/snes/impls/ngmres/snesngmres.h> /*I "petscsnes.h" I*/ 2 3 static PetscErrorCode SNESSetFromOptions_Anderson(PetscOptionItems *PetscOptionsObject,SNES snes) 4 { 5 SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 6 PetscErrorCode ierr; 7 PetscBool monitor = PETSC_FALSE; 8 9 PetscFunctionBegin; 10 ierr = PetscOptionsHead(PetscOptionsObject,"SNES NGMRES options");CHKERRQ(ierr); 11 ierr = PetscOptionsInt("-snes_anderson_m", "Number of directions","SNES",ngmres->msize,&ngmres->msize,NULL);CHKERRQ(ierr); 12 ierr = PetscOptionsReal("-snes_anderson_beta", "Mixing parameter","SNES",ngmres->andersonBeta,&ngmres->andersonBeta,NULL);CHKERRQ(ierr); 13 ierr = PetscOptionsInt("-snes_anderson_restart", "Iterations before forced restart", "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,NULL);CHKERRQ(ierr); 14 ierr = PetscOptionsInt("-snes_anderson_restart_it", "Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,NULL);CHKERRQ(ierr); 15 ierr = PetscOptionsEnum("-snes_anderson_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes,(PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,NULL);CHKERRQ(ierr); 16 ierr = PetscOptionsBool("-snes_anderson_monitor", "Monitor steps of Anderson Mixing","SNES",ngmres->monitor ? PETSC_TRUE : PETSC_FALSE,&monitor,NULL);CHKERRQ(ierr); 17 if (monitor) { 18 ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));CHKERRQ(ierr); 19 } 20 ierr = PetscOptionsTail();CHKERRQ(ierr); 21 PetscFunctionReturn(0); 22 } 23 24 static PetscErrorCode SNESSolve_Anderson(SNES snes) 25 { 26 SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 27 /* present solution, residual, and preconditioned residual */ 28 Vec X,F,B,D; 29 /* candidate linear combination answers */ 30 Vec XA,FA,XM,FM; 31 32 /* coefficients and RHS to the minimization problem */ 33 PetscReal fnorm,fMnorm,fAnorm; 34 PetscReal xnorm,ynorm; 35 PetscReal dnorm,dminnorm=0.0,fminnorm; 36 PetscInt restart_count=0; 37 PetscInt k,k_restart,l,ivec; 38 PetscBool selectRestart; 39 SNESConvergedReason reason; 40 PetscErrorCode ierr; 41 42 PetscFunctionBegin; 43 if (snes->xl || snes->xu || snes->ops->computevariablebounds) SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name); 44 45 ierr = PetscCitationsRegister(SNESCitation,&SNEScite);CHKERRQ(ierr); 46 /* variable initialization */ 47 snes->reason = SNES_CONVERGED_ITERATING; 48 X = snes->vec_sol; 49 F = snes->vec_func; 50 B = snes->vec_rhs; 51 XA = snes->vec_sol_update; 52 FA = snes->work[0]; 53 D = snes->work[1]; 54 55 /* work for the line search */ 56 XM = snes->work[3]; 57 FM = snes->work[4]; 58 59 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 60 snes->iter = 0; 61 snes->norm = 0.; 62 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 63 64 /* initialization */ 65 66 /* r = F(x) */ 67 68 if (snes->npc && snes->npcside== PC_LEFT) { 69 ierr = SNESApplyNPC(snes,X,NULL,F);CHKERRQ(ierr); 70 ierr = SNESGetConvergedReason(snes->npc,&reason);CHKERRQ(ierr); 71 if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 72 snes->reason = SNES_DIVERGED_INNER; 73 PetscFunctionReturn(0); 74 } 75 ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); 76 } else { 77 if (!snes->vec_func_init_set) { 78 ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 79 } else snes->vec_func_init_set = PETSC_FALSE; 80 81 ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); 82 SNESCheckFunctionNorm(snes,fnorm); 83 } 84 fminnorm = fnorm; 85 86 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 87 snes->norm = fnorm; 88 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 89 ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr); 90 ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 91 ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 92 if (snes->reason) PetscFunctionReturn(0); 93 94 k_restart = 0; 95 l = 0; 96 ivec = 0; 97 for (k=1; k < snes->max_its+1; k++) { 98 /* select which vector of the stored subspace will be updated */ 99 if (snes->npc && snes->npcside== PC_RIGHT) { 100 ierr = VecCopy(X,XM);CHKERRQ(ierr); 101 ierr = SNESSetInitialFunction(snes->npc,F);CHKERRQ(ierr); 102 103 ierr = PetscLogEventBegin(SNES_NPCSolve,snes->npc,XM,B,0);CHKERRQ(ierr); 104 ierr = SNESSolve(snes->npc,B,XM);CHKERRQ(ierr); 105 ierr = PetscLogEventEnd(SNES_NPCSolve,snes->npc,XM,B,0);CHKERRQ(ierr); 106 107 ierr = SNESGetConvergedReason(snes->npc,&reason);CHKERRQ(ierr); 108 if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 109 snes->reason = SNES_DIVERGED_INNER; 110 PetscFunctionReturn(0); 111 } 112 ierr = SNESGetNPCFunction(snes,FM,&fMnorm);CHKERRQ(ierr); 113 if (ngmres->andersonBeta != 1.0) { 114 ierr = VecAXPBY(XM,(1.0 - ngmres->andersonBeta),ngmres->andersonBeta,X);CHKERRQ(ierr); 115 } 116 } else { 117 ierr = VecCopy(F,FM);CHKERRQ(ierr); 118 ierr = VecCopy(X,XM);CHKERRQ(ierr); 119 ierr = VecAXPY(XM,-ngmres->andersonBeta,FM);CHKERRQ(ierr); 120 fMnorm = fnorm; 121 } 122 123 ierr = SNESNGMRESFormCombinedSolution_Private(snes,ivec,l,XM,FM,fMnorm,X,XA,FA);CHKERRQ(ierr); 124 ivec = k_restart % ngmres->msize; 125 if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) { 126 ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);CHKERRQ(ierr); 127 ierr = SNESNGMRESSelectRestart_Private(snes,l,fMnorm,fnorm,dnorm,fminnorm,dminnorm,&selectRestart);CHKERRQ(ierr); 128 /* if the restart conditions persist for more than restart_it iterations, restart. */ 129 if (selectRestart) restart_count++; 130 else restart_count = 0; 131 } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) { 132 ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);CHKERRQ(ierr); 133 if (k_restart > ngmres->restart_periodic) { 134 if (ngmres->monitor) {ierr = PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);CHKERRQ(ierr);} 135 restart_count = ngmres->restart_it; 136 } 137 } else { 138 ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);CHKERRQ(ierr); 139 } 140 /* restart after restart conditions have persisted for a fixed number of iterations */ 141 if (restart_count >= ngmres->restart_it) { 142 if (ngmres->monitor) { 143 ierr = PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);CHKERRQ(ierr); 144 } 145 restart_count = 0; 146 k_restart = 0; 147 l = 0; 148 ivec = 0; 149 } else { 150 if (l < ngmres->msize) l++; 151 k_restart++; 152 ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fnorm,XM);CHKERRQ(ierr); 153 } 154 155 fnorm = fAnorm; 156 if (fminnorm > fnorm) fminnorm = fnorm; 157 158 ierr = VecCopy(XA,X);CHKERRQ(ierr); 159 ierr = VecCopy(FA,F);CHKERRQ(ierr); 160 161 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 162 snes->iter = k; 163 snes->norm = fnorm; 164 snes->xnorm = xnorm; 165 snes->ynorm = ynorm; 166 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 167 ierr = SNESLogConvergenceHistory(snes,snes->norm,snes->iter);CHKERRQ(ierr); 168 ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 169 ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 170 if (snes->reason) PetscFunctionReturn(0); 171 } 172 snes->reason = SNES_DIVERGED_MAX_IT; 173 PetscFunctionReturn(0); 174 } 175 176 /*MC 177 SNESANDERSON - Anderson Mixing method. 178 179 Level: beginner 180 181 Options Database: 182 + -snes_anderson_m - Number of stored previous solutions and residuals 183 . -snes_anderson_beta - Anderson mixing parameter 184 . -snes_anderson_restart_type - Type of restart (see SNESNGMRES) 185 . -snes_anderson_restart_it - Number of iterations of restart conditions before restart 186 . -snes_anderson_restart - Number of iterations before periodic restart 187 - -snes_anderson_monitor - Prints relevant information about the ngmres iteration 188 189 Notes: 190 191 The Anderson Mixing method combines m previous solutions into a minimum-residual solution by solving a small linearized 192 optimization problem at each iteration. 193 194 Very similar to the SNESNGMRES algorithm. 195 196 References: 197 + 1. - D. G. Anderson. Iterative procedures for nonlinear integral equations. 198 J. Assoc. Comput. Mach., 12, 1965." 199 - 2. - Peter R. Brune, Matthew G. Knepley, Barry F. Smith, and Xuemin Tu,"Composing Scalable Nonlinear Algebraic Solvers", 200 SIAM Review, 57(4), 2015 201 202 .seealso: SNESNGMRES, SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types) 203 M*/ 204 205 PETSC_EXTERN PetscErrorCode SNESCreate_Anderson(SNES snes) 206 { 207 SNES_NGMRES *ngmres; 208 PetscErrorCode ierr; 209 SNESLineSearch linesearch; 210 211 PetscFunctionBegin; 212 snes->ops->destroy = SNESDestroy_NGMRES; 213 snes->ops->setup = SNESSetUp_NGMRES; 214 snes->ops->setfromoptions = SNESSetFromOptions_Anderson; 215 snes->ops->view = SNESView_NGMRES; 216 snes->ops->solve = SNESSolve_Anderson; 217 snes->ops->reset = SNESReset_NGMRES; 218 219 snes->usesnpc = PETSC_TRUE; 220 snes->usesksp = PETSC_FALSE; 221 snes->npcside = PC_RIGHT; 222 223 snes->alwayscomputesfinalresidual = PETSC_TRUE; 224 225 ierr = PetscNewLog(snes,&ngmres);CHKERRQ(ierr); 226 snes->data = (void*) ngmres; 227 ngmres->msize = 30; 228 229 if (!snes->tolerancesset) { 230 snes->max_funcs = 30000; 231 snes->max_its = 10000; 232 } 233 234 ierr = SNESGetLineSearch(snes,&linesearch);CHKERRQ(ierr); 235 if (!((PetscObject)linesearch)->type_name) { 236 ierr = SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);CHKERRQ(ierr); 237 } 238 239 ngmres->additive_linesearch = NULL; 240 ngmres->approxfunc = PETSC_FALSE; 241 ngmres->restart_type = SNES_NGMRES_RESTART_NONE; 242 ngmres->restart_it = 2; 243 ngmres->restart_periodic = 30; 244 ngmres->gammaA = 2.0; 245 ngmres->gammaC = 2.0; 246 ngmres->deltaB = 0.9; 247 ngmres->epsilonB = 0.1; 248 249 ngmres->andersonBeta = 1.0; 250 PetscFunctionReturn(0); 251 } 252