1 #include <../src/snes/impls/ngmres/snesngmres.h> /*I "petscsnes.h" I*/ 2 3 extern PetscErrorCode SNESDestroy_NGMRES(SNES); 4 extern PetscErrorCode SNESReset_NGMRES(SNES); 5 extern PetscErrorCode SNESSetUp_NGMRES(SNES); 6 extern PetscErrorCode SNESView_NGMRES(SNES,PetscViewer); 7 8 PETSC_EXTERN const char *const SNESNGMRESRestartTypes[]; 9 10 #undef __FUNCT__ 11 #define __FUNCT__ "SNESSetFromOptions_Anderson" 12 PetscErrorCode SNESSetFromOptions_Anderson(PetscOptions *PetscOptionsObject,SNES snes) 13 { 14 SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 15 PetscErrorCode ierr; 16 PetscBool debug; 17 SNESLineSearch linesearch; 18 19 PetscFunctionBegin; 20 ierr = PetscOptionsHead(PetscOptionsObject,"SNES NGMRES options");CHKERRQ(ierr); 21 ierr = PetscOptionsInt("-snes_anderson_m", "Number of directions","SNES",ngmres->msize,&ngmres->msize,NULL);CHKERRQ(ierr); 22 ierr = PetscOptionsReal("-snes_anderson_beta", "Mixing parameter","SNES",ngmres->andersonBeta,&ngmres->andersonBeta,NULL);CHKERRQ(ierr); 23 ierr = PetscOptionsBool("-snes_anderson_monitor", "Monitor steps of Anderson Mixing","SNES",ngmres->monitor ? PETSC_TRUE : PETSC_FALSE,&debug,NULL);CHKERRQ(ierr); 24 ierr = PetscOptionsInt("-snes_anderson_restart", "Iterations before forced restart", "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,NULL);CHKERRQ(ierr); 25 ierr = PetscOptionsInt("-snes_anderson_restart_it", "Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,NULL);CHKERRQ(ierr); 26 ierr = PetscOptionsEnum("-snes_anderson_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes, 27 (PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,NULL);CHKERRQ(ierr); 28 if (debug) { 29 ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));CHKERRQ(ierr); 30 } 31 ierr = PetscOptionsTail();CHKERRQ(ierr); 32 /* set the default type of the line search if the user hasn't already. */ 33 if (!snes->linesearch) { 34 ierr = SNESGetLineSearch(snes,&linesearch);CHKERRQ(ierr); 35 ierr = SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);CHKERRQ(ierr); 36 } 37 PetscFunctionReturn(0); 38 } 39 40 #undef __FUNCT__ 41 #define __FUNCT__ "SNESSolve_Anderson" 42 PetscErrorCode SNESSolve_Anderson(SNES snes) 43 { 44 SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 45 /* present solution, residual, and preconditioned residual */ 46 Vec X,F,B,D; 47 /* candidate linear combination answers */ 48 Vec XA,FA,XM,FM; 49 50 /* coefficients and RHS to the minimization problem */ 51 PetscReal fnorm,fMnorm,fAnorm; 52 PetscReal xnorm,ynorm; 53 PetscReal dnorm,dminnorm=0.0,fminnorm; 54 PetscInt restart_count=0; 55 PetscInt k,k_restart,l,ivec; 56 PetscBool selectRestart; 57 SNESConvergedReason reason; 58 PetscErrorCode ierr; 59 60 PetscFunctionBegin; 61 62 if (snes->xl || snes->xu || snes->ops->computevariablebounds) { 63 SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name); 64 } 65 66 ierr = PetscCitationsRegister(SNESCitation,&SNEScite);CHKERRQ(ierr); 67 /* variable initialization */ 68 snes->reason = SNES_CONVERGED_ITERATING; 69 X = snes->vec_sol; 70 F = snes->vec_func; 71 B = snes->vec_rhs; 72 XA = snes->vec_sol_update; 73 FA = snes->work[0]; 74 D = snes->work[1]; 75 76 /* work for the line search */ 77 XM = snes->work[3]; 78 FM = snes->work[4]; 79 80 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 81 snes->iter = 0; 82 snes->norm = 0.; 83 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 84 85 /* initialization */ 86 87 /* r = F(x) */ 88 89 if (snes->pc && snes->pcside == PC_LEFT) { 90 ierr = SNESApplyNPC(snes,X,NULL,F);CHKERRQ(ierr); 91 ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); 92 if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 93 snes->reason = SNES_DIVERGED_INNER; 94 PetscFunctionReturn(0); 95 } 96 ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); 97 } else { 98 if (!snes->vec_func_init_set) { 99 ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 100 if (snes->domainerror) { 101 snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 102 PetscFunctionReturn(0); 103 } 104 } else snes->vec_func_init_set = PETSC_FALSE; 105 106 ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); 107 if (PetscIsInfOrNanReal(fnorm)) { 108 snes->reason = SNES_DIVERGED_FNORM_NAN; 109 PetscFunctionReturn(0); 110 } 111 } 112 fminnorm = fnorm; 113 114 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 115 snes->norm = fnorm; 116 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 117 ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr); 118 ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 119 ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 120 if (snes->reason) PetscFunctionReturn(0); 121 122 k_restart = 0; 123 l = 0; 124 ivec = 0; 125 for (k=1; k < snes->max_its+1; k++) { 126 /* select which vector of the stored subspace will be updated */ 127 if (snes->pc && snes->pcside == PC_RIGHT) { 128 ierr = VecCopy(X,XM);CHKERRQ(ierr); 129 ierr = SNESSetInitialFunction(snes->pc,F);CHKERRQ(ierr); 130 131 ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr); 132 ierr = SNESSolve(snes->pc,B,XM);CHKERRQ(ierr); 133 ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr); 134 135 ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); 136 if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 137 snes->reason = SNES_DIVERGED_INNER; 138 PetscFunctionReturn(0); 139 } 140 ierr = SNESGetNPCFunction(snes,FM,&fMnorm);CHKERRQ(ierr); 141 if (ngmres->andersonBeta != 1.0) { 142 VecAXPBY(XM,(1.0 - ngmres->andersonBeta),ngmres->andersonBeta,X);CHKERRQ(ierr); 143 } 144 } else { 145 ierr = VecCopy(F,FM);CHKERRQ(ierr); 146 ierr = VecCopy(X,XM);CHKERRQ(ierr); 147 ierr = VecAXPY(XM,-ngmres->andersonBeta,FM);CHKERRQ(ierr); 148 fMnorm = fnorm; 149 } 150 151 ierr = SNESNGMRESFormCombinedSolution_Private(snes,ivec,l,XM,FM,fMnorm,X,XA,FA);CHKERRQ(ierr); 152 ivec = k_restart % ngmres->msize; 153 if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) { 154 ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);CHKERRQ(ierr); 155 ierr = SNESNGMRESSelectRestart_Private(snes,l,fnorm,dnorm,fminnorm,dminnorm,&selectRestart);CHKERRQ(ierr); 156 /* if the restart conditions persist for more than restart_it iterations, restart. */ 157 if (selectRestart) restart_count++; 158 else restart_count = 0; 159 } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) { 160 ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);CHKERRQ(ierr); 161 if (k_restart > ngmres->restart_periodic) { 162 if (ngmres->monitor) ierr = PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);CHKERRQ(ierr); 163 restart_count = ngmres->restart_it; 164 } 165 } else { 166 ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);CHKERRQ(ierr); 167 } 168 /* restart after restart conditions have persisted for a fixed number of iterations */ 169 if (restart_count >= ngmres->restart_it) { 170 if (ngmres->monitor) { 171 ierr = PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);CHKERRQ(ierr); 172 } 173 restart_count = 0; 174 k_restart = 0; 175 l = 0; 176 ivec = 0; 177 } else { 178 if (l < ngmres->msize) l++; 179 k_restart++; 180 ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fnorm,XM);CHKERRQ(ierr); 181 } 182 183 fnorm = fAnorm; 184 if (fminnorm > fnorm) fminnorm = fnorm; 185 186 ierr = VecCopy(XA,X);CHKERRQ(ierr); 187 ierr = VecCopy(FA,F);CHKERRQ(ierr); 188 189 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 190 snes->iter = k; 191 snes->norm = fnorm; 192 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 193 ierr = SNESLogConvergenceHistory(snes,snes->norm,snes->iter);CHKERRQ(ierr); 194 ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 195 ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 196 if (snes->reason) PetscFunctionReturn(0); 197 } 198 snes->reason = SNES_DIVERGED_MAX_IT; 199 PetscFunctionReturn(0); 200 } 201 202 /*MC 203 SNESAnderson - Anderson Mixing method. 204 205 Level: beginner 206 207 Options Database: 208 + -snes_anderson_m - Number of stored previous solutions and residuals 209 . -snes_anderson_beta - Relaxation parameter; X_{update} = X + \beta F 210 . -snes_anderson_restart_type - Type of restart (see SNESNGMRES) 211 . -snes_anderson_restart_it - Number of iterations of restart conditions before restart 212 . -snes_anderson_restart - Number of iterations before periodic restart 213 - -snes_anderson_monitor - Prints relevant information about the ngmres iteration 214 215 Notes: 216 217 The Anderson Mixing method combines m previous solutions into a minimum-residual solution by solving a small linearized 218 optimization problem at each iteration. 219 220 References: 221 222 "D. G. Anderson. Iterative procedures for nonlinear integral equations. 223 J. Assoc. Comput. Mach., 12:547-560, 1965." 224 225 .seealso: SNESNGMRES, SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types) 226 M*/ 227 228 #undef __FUNCT__ 229 #define __FUNCT__ "SNESCreate_Anderson" 230 PETSC_EXTERN PetscErrorCode SNESCreate_Anderson(SNES snes) 231 { 232 SNES_NGMRES *ngmres; 233 PetscErrorCode ierr; 234 235 PetscFunctionBegin; 236 snes->ops->destroy = SNESDestroy_NGMRES; 237 snes->ops->setup = SNESSetUp_NGMRES; 238 snes->ops->setfromoptions = SNESSetFromOptions_Anderson; 239 snes->ops->view = SNESView_NGMRES; 240 snes->ops->solve = SNESSolve_Anderson; 241 snes->ops->reset = SNESReset_NGMRES; 242 243 snes->usespc = PETSC_TRUE; 244 snes->usesksp = PETSC_FALSE; 245 snes->pcside = PC_RIGHT; 246 247 ierr = PetscNewLog(snes,&ngmres);CHKERRQ(ierr); 248 snes->data = (void*) ngmres; 249 ngmres->msize = 30; 250 251 if (!snes->tolerancesset) { 252 snes->max_funcs = 30000; 253 snes->max_its = 10000; 254 } 255 256 ngmres->additive_linesearch = NULL; 257 ngmres->approxfunc = PETSC_FALSE; 258 ngmres->restart_type = SNES_NGMRES_RESTART_NONE; 259 ngmres->restart_it = 2; 260 ngmres->restart_periodic = 30; 261 ngmres->gammaA = 2.0; 262 ngmres->gammaC = 2.0; 263 ngmres->deltaB = 0.9; 264 ngmres->epsilonB = 0.1; 265 266 ngmres->andersonBeta = 1.0; 267 PetscFunctionReturn(0); 268 } 269 270