xref: /petsc/src/snes/impls/ngmres/anderson.c (revision b2533dd135ea7f448e4e4e0217f2fdc97271a7ce)
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(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("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   ierr = PetscCitationsRegister(SNESCitation,&SNEScite);CHKERRQ(ierr);
62   /* variable initialization */
63   snes->reason = SNES_CONVERGED_ITERATING;
64   X            = snes->vec_sol;
65   F            = snes->vec_func;
66   B            = snes->vec_rhs;
67   XA           = snes->vec_sol_update;
68   FA           = snes->work[0];
69   D            = snes->work[1];
70 
71   /* work for the line search */
72   XM = snes->work[3];
73   FM = snes->work[4];
74 
75   ierr       = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
76   snes->iter = 0;
77   snes->norm = 0.;
78   ierr       = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
79 
80   /* initialization */
81 
82   /* r = F(x) */
83 
84   if (snes->pc && snes->pcside == PC_LEFT) {
85     ierr = SNESApplyNPC(snes,X,NULL,F);CHKERRQ(ierr);
86     ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
87     if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
88       snes->reason = SNES_DIVERGED_INNER;
89       PetscFunctionReturn(0);
90     }
91     ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);
92   } else {
93     if (!snes->vec_func_init_set) {
94       ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
95       if (snes->domainerror) {
96         snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
97         PetscFunctionReturn(0);
98       }
99     } else snes->vec_func_init_set = PETSC_FALSE;
100 
101     ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);
102     if (PetscIsInfOrNanReal(fnorm)) {
103       snes->reason = SNES_DIVERGED_FNORM_NAN;
104       PetscFunctionReturn(0);
105     }
106   }
107   fminnorm = fnorm;
108 
109   ierr       = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
110   snes->norm = fnorm;
111   ierr       = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
112   ierr       = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr);
113   ierr       = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);
114   ierr       = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
115   if (snes->reason) PetscFunctionReturn(0);
116 
117   k_restart = 0;
118   l         = 0;
119   ivec      = 0;
120   for (k=1; k < snes->max_its+1; k++) {
121     /* select which vector of the stored subspace will be updated */
122     if (snes->pc && snes->pcside == PC_RIGHT) {
123       ierr = VecCopy(X,XM);CHKERRQ(ierr);
124       ierr = SNESSetInitialFunction(snes->pc,F);CHKERRQ(ierr);
125 
126       ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr);
127       ierr = SNESSolve(snes->pc,B,XM);CHKERRQ(ierr);
128       ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr);
129 
130       ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
131       if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
132         snes->reason = SNES_DIVERGED_INNER;
133         PetscFunctionReturn(0);
134       }
135       ierr = SNESGetNPCFunction(snes,FM,&fMnorm);CHKERRQ(ierr);
136       if (ngmres->andersonBeta != 1.0) {
137         VecAXPBY(XM,(1.0 - ngmres->andersonBeta),ngmres->andersonBeta,X);CHKERRQ(ierr);
138       }
139     } else {
140       ierr   = VecCopy(F,FM);CHKERRQ(ierr);
141       ierr   = VecCopy(X,XM);CHKERRQ(ierr);
142       ierr   = VecAXPY(XM,-ngmres->andersonBeta,FM);CHKERRQ(ierr);
143       fMnorm = fnorm;
144     }
145 
146     ierr = SNESNGMRESFormCombinedSolution_Private(snes,ivec,l,XM,FM,fMnorm,X,XA,FA);CHKERRQ(ierr);
147     ivec = k_restart % ngmres->msize;
148     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) {
149       ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);CHKERRQ(ierr);
150       ierr = SNESNGMRESSelectRestart_Private(snes,l,fnorm,dnorm,fminnorm,dminnorm,&selectRestart);CHKERRQ(ierr);
151       /* if the restart conditions persist for more than restart_it iterations, restart. */
152       if (selectRestart) restart_count++;
153       else restart_count = 0;
154     } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) {
155       ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);CHKERRQ(ierr);
156       if (k_restart > ngmres->restart_periodic) {
157         if (ngmres->monitor) ierr = PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);CHKERRQ(ierr);
158         restart_count = ngmres->restart_it;
159       }
160     } else {
161       ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);CHKERRQ(ierr);
162     }
163     /* restart after restart conditions have persisted for a fixed number of iterations */
164     if (restart_count >= ngmres->restart_it) {
165       if (ngmres->monitor) {
166         ierr = PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);CHKERRQ(ierr);
167       }
168       restart_count = 0;
169       k_restart     = 0;
170       l             = 0;
171       ivec          = 0;
172     } else {
173       if (l < ngmres->msize) l++;
174       k_restart++;
175       ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fnorm,XM);CHKERRQ(ierr);
176     }
177 
178     fnorm = fAnorm;
179     if (fminnorm > fnorm) fminnorm = fnorm;
180 
181     ierr = VecCopy(XA,X);CHKERRQ(ierr);
182     ierr = VecCopy(FA,F);CHKERRQ(ierr);
183 
184     ierr       = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
185     snes->iter = k;
186     snes->norm = fnorm;
187     ierr       = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
188     ierr       = SNESLogConvergenceHistory(snes,snes->norm,snes->iter);CHKERRQ(ierr);
189     ierr       = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
190     ierr       = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
191     if (snes->reason) PetscFunctionReturn(0);
192   }
193   snes->reason = SNES_DIVERGED_MAX_IT;
194   PetscFunctionReturn(0);
195 }
196 
197 /*MC
198   SNESAnderson - Anderson Mixing method.
199 
200    Level: beginner
201 
202    Options Database:
203 +  -snes_anderson_m                - Number of stored previous solutions and residuals
204 .  -snes_anderson_beta             - Relaxation parameter; X_{update} = X + \beta F
205 .  -snes_anderson_restart_type     - Type of restart (see SNESNGMRES)
206 .  -snes_anderson_restart_it       - Number of iterations of restart conditions before restart
207 .  -snes_anderson_restart          - Number of iterations before periodic restart
208 -  -snes_anderson_monitor          - Prints relevant information about the ngmres iteration
209 
210    Notes:
211 
212    The Anderson Mixing method combines m previous solutions into a minimum-residual solution by solving a small linearized
213    optimization problem at each iteration.
214 
215    References:
216 
217     "D. G. Anderson. Iterative procedures for nonlinear integral equations.
218     J. Assoc. Comput. Mach., 12:547-560, 1965."
219 
220 .seealso: SNESNGMRES, SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types)
221 M*/
222 
223 #undef __FUNCT__
224 #define __FUNCT__ "SNESCreate_Anderson"
225 PETSC_EXTERN PetscErrorCode SNESCreate_Anderson(SNES snes)
226 {
227   SNES_NGMRES    *ngmres;
228   PetscErrorCode ierr;
229 
230   PetscFunctionBegin;
231   snes->ops->destroy        = SNESDestroy_NGMRES;
232   snes->ops->setup          = SNESSetUp_NGMRES;
233   snes->ops->setfromoptions = SNESSetFromOptions_Anderson;
234   snes->ops->view           = SNESView_NGMRES;
235   snes->ops->solve          = SNESSolve_Anderson;
236   snes->ops->reset          = SNESReset_NGMRES;
237 
238   snes->usespc  = PETSC_TRUE;
239   snes->usesksp = PETSC_FALSE;
240   snes->pcside  = PC_RIGHT;
241 
242   ierr          = PetscNewLog(snes,&ngmres);CHKERRQ(ierr);
243   snes->data    = (void*) ngmres;
244   ngmres->msize = 30;
245 
246   if (!snes->tolerancesset) {
247     snes->max_funcs = 30000;
248     snes->max_its   = 10000;
249   }
250 
251   ngmres->additive_linesearch = NULL;
252   ngmres->approxfunc       = PETSC_FALSE;
253   ngmres->restart_type     = SNES_NGMRES_RESTART_NONE;
254   ngmres->restart_it       = 2;
255   ngmres->restart_periodic = 30;
256   ngmres->gammaA           = 2.0;
257   ngmres->gammaC           = 2.0;
258   ngmres->deltaB           = 0.9;
259   ngmres->epsilonB         = 0.1;
260 
261   ngmres->andersonBeta = 1.0;
262   PetscFunctionReturn(0);
263 }
264 
265