141ba4c6cSHeeho Park #include <../src/snes/impls/ntrdc/ntrdcimpl.h> /*I "petscsnes.h" I*/ 241ba4c6cSHeeho Park 341ba4c6cSHeeho Park typedef struct { 441ba4c6cSHeeho Park SNES snes; 541ba4c6cSHeeho Park /* Information on the regular SNES convergence test; which may have been user provided 641ba4c6cSHeeho Park Copied from tr.c (maybe able to disposed, but this is a private function) - Heeho 741ba4c6cSHeeho Park Same with SNESTR_KSPConverged_Private, SNESTR_KSPConverged_Destroy, and SNESTR_Converged_Private 841ba4c6cSHeeho Park */ 941ba4c6cSHeeho Park 10*4d4d2bdcSBarry Smith KSPConvergenceTestFn *convtest; 11*4d4d2bdcSBarry Smith PetscCtxDestroyFn *convdestroy; 1241ba4c6cSHeeho Park void *convctx; 1341ba4c6cSHeeho Park } SNES_TRDC_KSPConverged_Ctx; 1441ba4c6cSHeeho Park 153201ab8dSStefano Zampini static PetscErrorCode SNESNewtonTRSetTolerances_TRDC(SNES snes, PetscReal delta_min, PetscReal delta_max, PetscReal delta_0) 163201ab8dSStefano Zampini { 173201ab8dSStefano Zampini SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; 183201ab8dSStefano Zampini 193201ab8dSStefano Zampini PetscFunctionBegin; 203201ab8dSStefano Zampini if (delta_min == PETSC_DETERMINE) delta_min = 1.e-12; 213201ab8dSStefano Zampini if (delta_max == PETSC_DETERMINE) delta_max = 0.5; 223201ab8dSStefano Zampini if (delta_0 == PETSC_DETERMINE) delta_0 = 0.1; 233201ab8dSStefano Zampini if (delta_min != PETSC_CURRENT) tr->deltatol = delta_min; 243201ab8dSStefano Zampini if (delta_max != PETSC_CURRENT) tr->deltaM = delta_max; 253201ab8dSStefano Zampini if (delta_0 != PETSC_CURRENT) tr->delta0 = delta_0; 263201ab8dSStefano Zampini PetscFunctionReturn(PETSC_SUCCESS); 273201ab8dSStefano Zampini } 283201ab8dSStefano Zampini 29d71ae5a4SJacob Faibussowitsch static PetscErrorCode SNESTRDC_KSPConverged_Private(KSP ksp, PetscInt n, PetscReal rnorm, KSPConvergedReason *reason, void *cctx) 30d71ae5a4SJacob Faibussowitsch { 3141ba4c6cSHeeho Park SNES_TRDC_KSPConverged_Ctx *ctx = (SNES_TRDC_KSPConverged_Ctx *)cctx; 3241ba4c6cSHeeho Park SNES snes = ctx->snes; 3341ba4c6cSHeeho Park SNES_NEWTONTRDC *neP = (SNES_NEWTONTRDC *)snes->data; 3441ba4c6cSHeeho Park Vec x; 3541ba4c6cSHeeho Park PetscReal nrm; 3641ba4c6cSHeeho Park 3741ba4c6cSHeeho Park PetscFunctionBegin; 389566063dSJacob Faibussowitsch PetscCall((*ctx->convtest)(ksp, n, rnorm, reason, ctx->convctx)); 3948a46eb9SPierre Jolivet if (*reason) PetscCall(PetscInfo(snes, "Default or user provided convergence test KSP iterations=%" PetscInt_FMT ", rnorm=%g\n", n, (double)rnorm)); 4041ba4c6cSHeeho Park /* Determine norm of solution */ 419566063dSJacob Faibussowitsch PetscCall(KSPBuildSolution(ksp, NULL, &x)); 429566063dSJacob Faibussowitsch PetscCall(VecNorm(x, NORM_2, &nrm)); 4341ba4c6cSHeeho Park if (nrm >= neP->delta) { 449566063dSJacob Faibussowitsch PetscCall(PetscInfo(snes, "Ending linear iteration early, delta=%g, length=%g\n", (double)neP->delta, (double)nrm)); 4541ba4c6cSHeeho Park *reason = KSP_CONVERGED_STEP_LENGTH; 4641ba4c6cSHeeho Park } 473ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 4841ba4c6cSHeeho Park } 4941ba4c6cSHeeho Park 50*4d4d2bdcSBarry Smith static PetscErrorCode SNESTRDC_KSPConverged_Destroy(void **cctx) 51d71ae5a4SJacob Faibussowitsch { 52*4d4d2bdcSBarry Smith SNES_TRDC_KSPConverged_Ctx *ctx = (SNES_TRDC_KSPConverged_Ctx *)*cctx; 5341ba4c6cSHeeho Park 5441ba4c6cSHeeho Park PetscFunctionBegin; 55*4d4d2bdcSBarry Smith PetscCall((*ctx->convdestroy)(&ctx->convctx)); 569566063dSJacob Faibussowitsch PetscCall(PetscFree(ctx)); 573ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 5841ba4c6cSHeeho Park } 5941ba4c6cSHeeho Park 6041ba4c6cSHeeho Park /* 61*4d4d2bdcSBarry Smith SNESTRDC_Converged_Private -test convergence JUST for the trust region tolerance. 6241ba4c6cSHeeho Park */ 63d71ae5a4SJacob Faibussowitsch static PetscErrorCode SNESTRDC_Converged_Private(SNES snes, PetscInt it, PetscReal xnorm, PetscReal pnorm, PetscReal fnorm, SNESConvergedReason *reason, void *dummy) 64d71ae5a4SJacob Faibussowitsch { 6541ba4c6cSHeeho Park SNES_NEWTONTRDC *neP = (SNES_NEWTONTRDC *)snes->data; 6641ba4c6cSHeeho Park 6741ba4c6cSHeeho Park PetscFunctionBegin; 6841ba4c6cSHeeho Park *reason = SNES_CONVERGED_ITERATING; 693201ab8dSStefano Zampini if (neP->delta < xnorm * neP->deltatol) { 703201ab8dSStefano Zampini PetscCall(PetscInfo(snes, "Diverged due to too small a trust region %g<%g*%g\n", (double)neP->delta, (double)xnorm, (double)neP->deltatol)); 7141ba4c6cSHeeho Park *reason = SNES_DIVERGED_TR_DELTA; 7241ba4c6cSHeeho Park } else if (snes->nfuncs >= snes->max_funcs && snes->max_funcs >= 0) { 739566063dSJacob Faibussowitsch PetscCall(PetscInfo(snes, "Exceeded maximum number of function evaluations: %" PetscInt_FMT "\n", snes->max_funcs)); 7441ba4c6cSHeeho Park *reason = SNES_DIVERGED_FUNCTION_COUNT; 7541ba4c6cSHeeho Park } 763ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 7741ba4c6cSHeeho Park } 7841ba4c6cSHeeho Park 7941ba4c6cSHeeho Park /*@ 80f6dfbefdSBarry Smith SNESNewtonTRDCGetRhoFlag - Get whether the current solution update is within the trust-region. 8141ba4c6cSHeeho Park 8220f4b53cSBarry Smith Logically Collective 8320f4b53cSBarry Smith 84f6dfbefdSBarry Smith Input Parameter: 8541ba4c6cSHeeho Park . snes - the nonlinear solver object 8641ba4c6cSHeeho Park 87f6dfbefdSBarry Smith Output Parameter: 88420bcc1bSBarry Smith . rho_flag - `PETSC_FALSE` or `PETSC_TRUE` 8941ba4c6cSHeeho Park 9041ba4c6cSHeeho Park Level: developer 9141ba4c6cSHeeho Park 92420bcc1bSBarry Smith .seealso: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNewtonTRDCPreCheck()`, `SNESNewtonTRDCGetPreCheck()`, `SNESNewtonTRDCSetPreCheck()`, 93f6dfbefdSBarry Smith `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCGetPostCheck()` 9441ba4c6cSHeeho Park @*/ 95d71ae5a4SJacob Faibussowitsch PetscErrorCode SNESNewtonTRDCGetRhoFlag(SNES snes, PetscBool *rho_flag) 96d71ae5a4SJacob Faibussowitsch { 9741ba4c6cSHeeho Park SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; 9841ba4c6cSHeeho Park 9941ba4c6cSHeeho Park PetscFunctionBegin; 10041ba4c6cSHeeho Park PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); 1014f572ea9SToby Isaac PetscAssertPointer(rho_flag, 2); 10241ba4c6cSHeeho Park *rho_flag = tr->rho_satisfied; 1033ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 10441ba4c6cSHeeho Park } 10541ba4c6cSHeeho Park 10641ba4c6cSHeeho Park /*@C 10741ba4c6cSHeeho Park SNESNewtonTRDCSetPreCheck - Sets a user function that is called before the search step has been determined. 10841ba4c6cSHeeho Park Allows the user a chance to change or override the trust region decision. 10941ba4c6cSHeeho Park 110c3339decSBarry Smith Logically Collective 11141ba4c6cSHeeho Park 11241ba4c6cSHeeho Park Input Parameters: 11341ba4c6cSHeeho Park + snes - the nonlinear solver object 11420f4b53cSBarry Smith . func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRDCPreCheck()` 11520f4b53cSBarry Smith - ctx - [optional] user-defined context for private data for the function evaluation routine (may be `NULL`) 11641ba4c6cSHeeho Park 11741ba4c6cSHeeho Park Level: intermediate 11841ba4c6cSHeeho Park 119f6dfbefdSBarry Smith Note: 120f6dfbefdSBarry Smith This function is called BEFORE the function evaluation within the `SNESNEWTONTRDC` solver. 12141ba4c6cSHeeho Park 122420bcc1bSBarry Smith .seealso: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNewtonTRDCPreCheck()`, `SNESNewtonTRDCGetPreCheck()`, `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCGetPostCheck()`, 123f6dfbefdSBarry Smith `SNESNewtonTRDCGetRhoFlag()` 12441ba4c6cSHeeho Park @*/ 125d71ae5a4SJacob Faibussowitsch PetscErrorCode SNESNewtonTRDCSetPreCheck(SNES snes, PetscErrorCode (*func)(SNES, Vec, Vec, PetscBool *, void *), void *ctx) 126d71ae5a4SJacob Faibussowitsch { 12741ba4c6cSHeeho Park SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; 12841ba4c6cSHeeho Park 12941ba4c6cSHeeho Park PetscFunctionBegin; 13041ba4c6cSHeeho Park PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); 13141ba4c6cSHeeho Park if (func) tr->precheck = func; 13241ba4c6cSHeeho Park if (ctx) tr->precheckctx = ctx; 1333ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 13441ba4c6cSHeeho Park } 13541ba4c6cSHeeho Park 13641ba4c6cSHeeho Park /*@C 137420bcc1bSBarry Smith SNESNewtonTRDCGetPreCheck - Gets the pre-check function optionally set with `SNESNewtonTRDCSetPreCheck()` 13841ba4c6cSHeeho Park 13920f4b53cSBarry Smith Not Collective 14041ba4c6cSHeeho Park 14141ba4c6cSHeeho Park Input Parameter: 14241ba4c6cSHeeho Park . snes - the nonlinear solver context 14341ba4c6cSHeeho Park 14441ba4c6cSHeeho Park Output Parameters: 14520f4b53cSBarry Smith + func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRDCPreCheck()` 14620f4b53cSBarry Smith - ctx - [optional] user-defined context for private data for the function evaluation routine (may be `NULL`) 14741ba4c6cSHeeho Park 14841ba4c6cSHeeho Park Level: intermediate 14941ba4c6cSHeeho Park 150420bcc1bSBarry Smith .seealso: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNewtonTRDCSetPreCheck()`, `SNESNewtonTRDCPreCheck()` 15141ba4c6cSHeeho Park @*/ 152d71ae5a4SJacob Faibussowitsch PetscErrorCode SNESNewtonTRDCGetPreCheck(SNES snes, PetscErrorCode (**func)(SNES, Vec, Vec, PetscBool *, void *), void **ctx) 153d71ae5a4SJacob Faibussowitsch { 15441ba4c6cSHeeho Park SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; 15541ba4c6cSHeeho Park 15641ba4c6cSHeeho Park PetscFunctionBegin; 15741ba4c6cSHeeho Park PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); 15841ba4c6cSHeeho Park if (func) *func = tr->precheck; 15941ba4c6cSHeeho Park if (ctx) *ctx = tr->precheckctx; 1603ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 16141ba4c6cSHeeho Park } 16241ba4c6cSHeeho Park 16341ba4c6cSHeeho Park /*@C 16441ba4c6cSHeeho Park SNESNewtonTRDCSetPostCheck - Sets a user function that is called after the search step has been determined but before the next 16541ba4c6cSHeeho Park function evaluation. Allows the user a chance to change or override the decision of the line search routine 16641ba4c6cSHeeho Park 167c3339decSBarry Smith Logically Collective 16841ba4c6cSHeeho Park 16941ba4c6cSHeeho Park Input Parameters: 17041ba4c6cSHeeho Park + snes - the nonlinear solver object 17120f4b53cSBarry Smith . func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRDCPostCheck()` 17220f4b53cSBarry Smith - ctx - [optional] user-defined context for private data for the function evaluation routine (may be `NULL`) 17341ba4c6cSHeeho Park 17441ba4c6cSHeeho Park Level: intermediate 17541ba4c6cSHeeho Park 176f6dfbefdSBarry Smith Note: 177f6dfbefdSBarry Smith This function is called BEFORE the function evaluation within the `SNESNEWTONTRDC` solver while the function set in 178f6dfbefdSBarry Smith `SNESLineSearchSetPostCheck()` is called AFTER the function evaluation. 17941ba4c6cSHeeho Park 180420bcc1bSBarry Smith .seealso: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNewtonTRDCPostCheck()`, `SNESNewtonTRDCGetPostCheck()`, `SNESNewtonTRDCSetPreCheck()`, `SNESNewtonTRDCGetPreCheck()` 18141ba4c6cSHeeho Park @*/ 182d71ae5a4SJacob Faibussowitsch PetscErrorCode SNESNewtonTRDCSetPostCheck(SNES snes, PetscErrorCode (*func)(SNES, Vec, Vec, Vec, PetscBool *, PetscBool *, void *), void *ctx) 183d71ae5a4SJacob Faibussowitsch { 18441ba4c6cSHeeho Park SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; 18541ba4c6cSHeeho Park 18641ba4c6cSHeeho Park PetscFunctionBegin; 18741ba4c6cSHeeho Park PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); 18841ba4c6cSHeeho Park if (func) tr->postcheck = func; 18941ba4c6cSHeeho Park if (ctx) tr->postcheckctx = ctx; 1903ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 19141ba4c6cSHeeho Park } 19241ba4c6cSHeeho Park 19341ba4c6cSHeeho Park /*@C 194420bcc1bSBarry Smith SNESNewtonTRDCGetPostCheck - Gets the post-check function optionally set with `SNESNewtonTRDCSetPostCheck()` 19541ba4c6cSHeeho Park 19620f4b53cSBarry Smith Not Collective 19741ba4c6cSHeeho Park 19841ba4c6cSHeeho Park Input Parameter: 19941ba4c6cSHeeho Park . snes - the nonlinear solver context 20041ba4c6cSHeeho Park 20141ba4c6cSHeeho Park Output Parameters: 20220f4b53cSBarry Smith + func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRDCPostCheck()` 20320f4b53cSBarry Smith - ctx - [optional] user-defined context for private data for the function evaluation routine (may be `NULL`) 20441ba4c6cSHeeho Park 20541ba4c6cSHeeho Park Level: intermediate 20641ba4c6cSHeeho Park 207420bcc1bSBarry Smith .seealso: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCPostCheck()`, `SNESNewtonTRDCSetPreCheck()`, `SNESNewtonTRDCGetPreCheck()` 20841ba4c6cSHeeho Park @*/ 209d71ae5a4SJacob Faibussowitsch PetscErrorCode SNESNewtonTRDCGetPostCheck(SNES snes, PetscErrorCode (**func)(SNES, Vec, Vec, Vec, PetscBool *, PetscBool *, void *), void **ctx) 210d71ae5a4SJacob Faibussowitsch { 21141ba4c6cSHeeho Park SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; 21241ba4c6cSHeeho Park 21341ba4c6cSHeeho Park PetscFunctionBegin; 21441ba4c6cSHeeho Park PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); 21541ba4c6cSHeeho Park if (func) *func = tr->postcheck; 21641ba4c6cSHeeho Park if (ctx) *ctx = tr->postcheckctx; 2173ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 21841ba4c6cSHeeho Park } 21941ba4c6cSHeeho Park 220ceaaa498SBarry Smith // PetscClangLinter pragma disable: -fdoc-internal-linkage 22141ba4c6cSHeeho Park /*@C 222f6dfbefdSBarry Smith SNESNewtonTRDCPreCheck - Called before the step has been determined in `SNESNEWTONTRDC` 22341ba4c6cSHeeho Park 224c3339decSBarry Smith Logically Collective 22541ba4c6cSHeeho Park 22641ba4c6cSHeeho Park Input Parameters: 22741ba4c6cSHeeho Park + snes - the solver 22841ba4c6cSHeeho Park . X - The last solution 22941ba4c6cSHeeho Park - Y - The step direction 23041ba4c6cSHeeho Park 2312fe279fdSBarry Smith Output Parameter: 23220f4b53cSBarry Smith . changed_Y - Indicator that the step direction `Y` has been changed. 23341ba4c6cSHeeho Park 23441ba4c6cSHeeho Park Level: developer 23541ba4c6cSHeeho Park 236420bcc1bSBarry Smith .seealso: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNewtonTRDCSetPreCheck()`, `SNESNewtonTRDCGetPreCheck()`, `SNESNewtonTRDCPostCheck()` 23741ba4c6cSHeeho Park @*/ 238d71ae5a4SJacob Faibussowitsch static PetscErrorCode SNESNewtonTRDCPreCheck(SNES snes, Vec X, Vec Y, PetscBool *changed_Y) 239d71ae5a4SJacob Faibussowitsch { 24041ba4c6cSHeeho Park SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; 24141ba4c6cSHeeho Park 24241ba4c6cSHeeho Park PetscFunctionBegin; 24341ba4c6cSHeeho Park *changed_Y = PETSC_FALSE; 24441ba4c6cSHeeho Park if (tr->precheck) { 2459566063dSJacob Faibussowitsch PetscCall((*tr->precheck)(snes, X, Y, changed_Y, tr->precheckctx)); 24641ba4c6cSHeeho Park PetscValidLogicalCollectiveBool(snes, *changed_Y, 4); 24741ba4c6cSHeeho Park } 2483ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 24941ba4c6cSHeeho Park } 25041ba4c6cSHeeho Park 251ceaaa498SBarry Smith // PetscClangLinter pragma disable: -fdoc-internal-linkage 25241ba4c6cSHeeho Park /*@C 253f6dfbefdSBarry Smith SNESNewtonTRDCPostCheck - Called after the step has been determined in `SNESNEWTONTRDC` but before the function evaluation at that step 25441ba4c6cSHeeho Park 255c3339decSBarry Smith Logically Collective 25641ba4c6cSHeeho Park 25741ba4c6cSHeeho Park Input Parameters: 258f1a722f8SMatthew G. Knepley + snes - the solver 259f1a722f8SMatthew G. Knepley . X - The last solution 26041ba4c6cSHeeho Park . Y - The full step direction 26141ba4c6cSHeeho Park - W - The updated solution, W = X - Y 26241ba4c6cSHeeho Park 26341ba4c6cSHeeho Park Output Parameters: 26441ba4c6cSHeeho Park + changed_Y - indicator if step has been changed 26520f4b53cSBarry Smith - changed_W - Indicator if the new candidate solution `W` has been changed. 26641ba4c6cSHeeho Park 2672fe279fdSBarry Smith Level: developer 2682fe279fdSBarry Smith 269f6dfbefdSBarry Smith Note: 27020f4b53cSBarry Smith If `Y` is changed then `W` is recomputed as `X` - `Y` 27141ba4c6cSHeeho Park 272420bcc1bSBarry Smith .seealso: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNEWTONTRDC`, `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCGetPostCheck()`, `SNESNewtonTRDCPreCheck() 27341ba4c6cSHeeho Park @*/ 274d71ae5a4SJacob Faibussowitsch static PetscErrorCode SNESNewtonTRDCPostCheck(SNES snes, Vec X, Vec Y, Vec W, PetscBool *changed_Y, PetscBool *changed_W) 275d71ae5a4SJacob Faibussowitsch { 27641ba4c6cSHeeho Park SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; 27741ba4c6cSHeeho Park 27841ba4c6cSHeeho Park PetscFunctionBegin; 27941ba4c6cSHeeho Park *changed_Y = PETSC_FALSE; 28041ba4c6cSHeeho Park *changed_W = PETSC_FALSE; 28141ba4c6cSHeeho Park if (tr->postcheck) { 2829566063dSJacob Faibussowitsch PetscCall((*tr->postcheck)(snes, X, Y, W, changed_Y, changed_W, tr->postcheckctx)); 28341ba4c6cSHeeho Park PetscValidLogicalCollectiveBool(snes, *changed_Y, 5); 28441ba4c6cSHeeho Park PetscValidLogicalCollectiveBool(snes, *changed_W, 6); 28541ba4c6cSHeeho Park } 2863ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 28741ba4c6cSHeeho Park } 28841ba4c6cSHeeho Park 28941ba4c6cSHeeho Park /* 29041ba4c6cSHeeho Park SNESSolve_NEWTONTRDC - Implements Newton's Method with trust-region subproblem and adds dogleg Cauchy 29141ba4c6cSHeeho Park (Steepest Descent direction) step and direction if the trust region is not satisfied for solving system of 29241ba4c6cSHeeho Park nonlinear equations 29341ba4c6cSHeeho Park 29441ba4c6cSHeeho Park */ 295d71ae5a4SJacob Faibussowitsch static PetscErrorCode SNESSolve_NEWTONTRDC(SNES snes) 296d71ae5a4SJacob Faibussowitsch { 29741ba4c6cSHeeho Park SNES_NEWTONTRDC *neP = (SNES_NEWTONTRDC *)snes->data; 29841ba4c6cSHeeho Park Vec X, F, Y, G, W, GradF, YNtmp; 29941ba4c6cSHeeho Park Vec YCtmp; 30041ba4c6cSHeeho Park Mat jac; 30141ba4c6cSHeeho Park PetscInt maxits, i, j, lits, inner_count, bs; 30241ba4c6cSHeeho Park PetscReal rho, fnorm, gnorm, xnorm = 0, delta, ynorm, temp_xnorm, temp_ynorm; /* TRDC inner iteration */ 30341ba4c6cSHeeho Park PetscReal inorms[99]; /* need to make it dynamic eventually, fixed max block size of 99 for now */ 30441ba4c6cSHeeho Park PetscReal deltaM, ynnorm, f0, mp, gTy, g, yTHy; /* rho calculation */ 30541ba4c6cSHeeho Park PetscReal auk, gfnorm, ycnorm, c0, c1, c2, tau, tau_pos, tau_neg, gTBg; /* Cauchy Point */ 30641ba4c6cSHeeho Park KSP ksp; 30741ba4c6cSHeeho Park SNESConvergedReason reason = SNES_CONVERGED_ITERATING; 30841ba4c6cSHeeho Park PetscBool breakout = PETSC_FALSE; 30941ba4c6cSHeeho Park SNES_TRDC_KSPConverged_Ctx *ctx; 310*4d4d2bdcSBarry Smith KSPConvergenceTestFn *convtest; 311*4d4d2bdcSBarry Smith PetscCtxDestroyFn *convdestroy; 31241ba4c6cSHeeho Park void *convctx; 31341ba4c6cSHeeho Park 31441ba4c6cSHeeho Park PetscFunctionBegin; 31541ba4c6cSHeeho Park maxits = snes->max_its; /* maximum number of iterations */ 31641ba4c6cSHeeho Park X = snes->vec_sol; /* solution vector */ 31741ba4c6cSHeeho Park F = snes->vec_func; /* residual vector */ 31841ba4c6cSHeeho Park Y = snes->work[0]; /* update vector */ 31941ba4c6cSHeeho Park G = snes->work[1]; /* updated residual */ 32041ba4c6cSHeeho Park W = snes->work[2]; /* temporary vector */ 32141ba4c6cSHeeho Park GradF = snes->work[3]; /* grad f = J^T F */ 32241ba4c6cSHeeho Park YNtmp = snes->work[4]; /* Newton solution */ 32341ba4c6cSHeeho Park YCtmp = snes->work[5]; /* Cauchy solution */ 32441ba4c6cSHeeho Park 3250b121fc5SBarry Smith 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); 32641ba4c6cSHeeho Park 3279566063dSJacob Faibussowitsch PetscCall(VecGetBlockSize(YNtmp, &bs)); 32841ba4c6cSHeeho Park 3299566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 33041ba4c6cSHeeho Park snes->iter = 0; 3319566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 33241ba4c6cSHeeho Park 33341ba4c6cSHeeho Park /* Set the linear stopping criteria to use the More' trick. From tr.c */ 3349566063dSJacob Faibussowitsch PetscCall(SNESGetKSP(snes, &ksp)); 3359566063dSJacob Faibussowitsch PetscCall(KSPGetConvergenceTest(ksp, &convtest, &convctx, &convdestroy)); 33641ba4c6cSHeeho Park if (convtest != SNESTRDC_KSPConverged_Private) { 3379566063dSJacob Faibussowitsch PetscCall(PetscNew(&ctx)); 33841ba4c6cSHeeho Park ctx->snes = snes; 3399566063dSJacob Faibussowitsch PetscCall(KSPGetAndClearConvergenceTest(ksp, &ctx->convtest, &ctx->convctx, &ctx->convdestroy)); 3409566063dSJacob Faibussowitsch PetscCall(KSPSetConvergenceTest(ksp, SNESTRDC_KSPConverged_Private, ctx, SNESTRDC_KSPConverged_Destroy)); 3419566063dSJacob Faibussowitsch PetscCall(PetscInfo(snes, "Using Krylov convergence test SNESTRDC_KSPConverged_Private\n")); 34241ba4c6cSHeeho Park } 34341ba4c6cSHeeho Park 34441ba4c6cSHeeho Park if (!snes->vec_func_init_set) { 3459566063dSJacob Faibussowitsch PetscCall(SNESComputeFunction(snes, X, F)); /* F(X) */ 34641ba4c6cSHeeho Park } else snes->vec_func_init_set = PETSC_FALSE; 34741ba4c6cSHeeho Park 3489566063dSJacob Faibussowitsch PetscCall(VecNorm(F, NORM_2, &fnorm)); /* fnorm <- || F || */ 34941ba4c6cSHeeho Park SNESCheckFunctionNorm(snes, fnorm); 3509566063dSJacob Faibussowitsch PetscCall(VecNorm(X, NORM_2, &xnorm)); /* xnorm <- || X || */ 35141ba4c6cSHeeho Park 3529566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 35341ba4c6cSHeeho Park snes->norm = fnorm; 3549566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 35541ba4c6cSHeeho Park delta = xnorm ? neP->delta0 * xnorm : neP->delta0; /* initial trust region size scaled by xnorm */ 35641ba4c6cSHeeho Park deltaM = xnorm ? neP->deltaM * xnorm : neP->deltaM; /* maximum trust region size scaled by xnorm */ 35741ba4c6cSHeeho Park neP->delta = delta; 3589566063dSJacob Faibussowitsch PetscCall(SNESLogConvergenceHistory(snes, fnorm, 0)); 3599566063dSJacob Faibussowitsch PetscCall(SNESMonitor(snes, 0, fnorm)); 36041ba4c6cSHeeho Park 36141ba4c6cSHeeho Park neP->rho_satisfied = PETSC_FALSE; 36241ba4c6cSHeeho Park 36341ba4c6cSHeeho Park /* test convergence */ 364dbbe0bcdSBarry Smith PetscUseTypeMethod(snes, converged, snes->iter, 0.0, 0.0, fnorm, &snes->reason, snes->cnvP); 3653ba16761SJacob Faibussowitsch if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS); 36641ba4c6cSHeeho Park 36741ba4c6cSHeeho Park for (i = 0; i < maxits; i++) { 36841ba4c6cSHeeho Park PetscBool changed_y; 36941ba4c6cSHeeho Park PetscBool changed_w; 37041ba4c6cSHeeho Park 37141ba4c6cSHeeho Park /* dogleg method */ 3729566063dSJacob Faibussowitsch PetscCall(SNESComputeJacobian(snes, X, snes->jacobian, snes->jacobian_pre)); 37341ba4c6cSHeeho Park SNESCheckJacobianDomainerror(snes); 3749566063dSJacob Faibussowitsch PetscCall(KSPSetOperators(snes->ksp, snes->jacobian, snes->jacobian)); 3759566063dSJacob Faibussowitsch PetscCall(KSPSolve(snes->ksp, F, YNtmp)); /* Quasi Newton Solution */ 37641ba4c6cSHeeho Park SNESCheckKSPSolve(snes); /* this is necessary but old tr.c did not have it*/ 3779566063dSJacob Faibussowitsch PetscCall(KSPGetIterationNumber(snes->ksp, &lits)); 3789566063dSJacob Faibussowitsch PetscCall(SNESGetJacobian(snes, &jac, NULL, NULL, NULL)); 37941ba4c6cSHeeho Park 38041ba4c6cSHeeho Park /* rescale Jacobian, Newton solution update, and re-calculate delta for multiphase (multivariable) 38141ba4c6cSHeeho Park for inner iteration and Cauchy direction calculation 38241ba4c6cSHeeho Park */ 38341ba4c6cSHeeho Park if (bs > 1 && neP->auto_scale_multiphase) { 3849566063dSJacob Faibussowitsch PetscCall(VecStrideNormAll(YNtmp, NORM_INFINITY, inorms)); 38541ba4c6cSHeeho Park for (j = 0; j < bs; j++) { 38641ba4c6cSHeeho Park if (neP->auto_scale_max > 1.0) { 387ad540459SPierre Jolivet if (inorms[j] < 1.0 / neP->auto_scale_max) inorms[j] = 1.0 / neP->auto_scale_max; 38841ba4c6cSHeeho Park } 3899566063dSJacob Faibussowitsch PetscCall(VecStrideSet(W, j, inorms[j])); 3909566063dSJacob Faibussowitsch PetscCall(VecStrideScale(YNtmp, j, 1.0 / inorms[j])); 3919566063dSJacob Faibussowitsch PetscCall(VecStrideScale(X, j, 1.0 / inorms[j])); 39241ba4c6cSHeeho Park } 3939566063dSJacob Faibussowitsch PetscCall(VecNorm(X, NORM_2, &xnorm)); 39441ba4c6cSHeeho Park if (i == 0) { 39541ba4c6cSHeeho Park delta = neP->delta0 * xnorm; 39641ba4c6cSHeeho Park } else { 39741ba4c6cSHeeho Park delta = neP->delta * xnorm; 39841ba4c6cSHeeho Park } 39941ba4c6cSHeeho Park deltaM = neP->deltaM * xnorm; 400f3fa974cSJacob Faibussowitsch PetscCall(MatDiagonalScale(jac, NULL, W)); 40141ba4c6cSHeeho Park } 40241ba4c6cSHeeho Park 40341ba4c6cSHeeho Park /* calculating GradF of minimization function */ 4049566063dSJacob Faibussowitsch PetscCall(MatMultTranspose(jac, F, GradF)); /* grad f = J^T F */ 4059566063dSJacob Faibussowitsch PetscCall(VecNorm(YNtmp, NORM_2, &ynnorm)); /* ynnorm <- || Y_newton || */ 40641ba4c6cSHeeho Park 40741ba4c6cSHeeho Park inner_count = 0; 40841ba4c6cSHeeho Park neP->rho_satisfied = PETSC_FALSE; 40941ba4c6cSHeeho Park while (1) { 41041ba4c6cSHeeho Park if (ynnorm <= delta) { /* see if the Newton solution is within the trust region */ 4119566063dSJacob Faibussowitsch PetscCall(VecCopy(YNtmp, Y)); 41241ba4c6cSHeeho Park } else if (neP->use_cauchy) { /* use Cauchy direction if enabled */ 4139566063dSJacob Faibussowitsch PetscCall(MatMult(jac, GradF, W)); 4149566063dSJacob Faibussowitsch PetscCall(VecDotRealPart(W, W, &gTBg)); /* completes GradF^T J^T J GradF */ 4159566063dSJacob Faibussowitsch PetscCall(VecNorm(GradF, NORM_2, &gfnorm)); /* grad f norm <- || grad f || */ 41641ba4c6cSHeeho Park if (gTBg <= 0.0) { 41741ba4c6cSHeeho Park auk = PETSC_MAX_REAL; 41841ba4c6cSHeeho Park } else { 41941ba4c6cSHeeho Park auk = PetscSqr(gfnorm) / gTBg; 42041ba4c6cSHeeho Park } 42141ba4c6cSHeeho Park auk = PetscMin(delta / gfnorm, auk); 4229566063dSJacob Faibussowitsch PetscCall(VecCopy(GradF, YCtmp)); /* this could be improved */ 4239566063dSJacob Faibussowitsch PetscCall(VecScale(YCtmp, auk)); /* YCtmp, Cauchy solution*/ 4249566063dSJacob Faibussowitsch PetscCall(VecNorm(YCtmp, NORM_2, &ycnorm)); /* ycnorm <- || Y_cauchy || */ 42541ba4c6cSHeeho Park if (ycnorm >= delta) { /* see if the Cauchy solution meets the criteria */ 4269566063dSJacob Faibussowitsch PetscCall(VecCopy(YCtmp, Y)); 4279566063dSJacob Faibussowitsch PetscCall(PetscInfo(snes, "DL evaluated. delta: %8.4e, ynnorm: %8.4e, ycnorm: %8.4e\n", (double)delta, (double)ynnorm, (double)ycnorm)); 42841ba4c6cSHeeho Park } else { /* take ratio, tau, of Cauchy and Newton direction and step */ 4299566063dSJacob Faibussowitsch PetscCall(VecAXPY(YNtmp, -1.0, YCtmp)); /* YCtmp = A, YNtmp = B */ 4309566063dSJacob Faibussowitsch PetscCall(VecNorm(YNtmp, NORM_2, &c0)); /* this could be improved */ 43141ba4c6cSHeeho Park c0 = PetscSqr(c0); 4329566063dSJacob Faibussowitsch PetscCall(VecDotRealPart(YCtmp, YNtmp, &c1)); 43341ba4c6cSHeeho Park c1 = 2.0 * c1; 4349566063dSJacob Faibussowitsch PetscCall(VecNorm(YCtmp, NORM_2, &c2)); /* this could be improved */ 43541ba4c6cSHeeho Park c2 = PetscSqr(c2) - PetscSqr(delta); 43641ba4c6cSHeeho Park tau_pos = (c1 + PetscSqrtReal(PetscSqr(c1) - 4. * c0 * c2)) / (2. * c0); /* quadratic formula */ 43741ba4c6cSHeeho Park tau_neg = (c1 - PetscSqrtReal(PetscSqr(c1) - 4. * c0 * c2)) / (2. * c0); 43841ba4c6cSHeeho Park tau = PetscMax(tau_pos, tau_neg); /* can tau_neg > tau_pos? I don't think so, but just in case. */ 4399566063dSJacob Faibussowitsch PetscCall(PetscInfo(snes, "DL evaluated. tau: %8.4e, ynnorm: %8.4e, ycnorm: %8.4e\n", (double)tau, (double)ynnorm, (double)ycnorm)); 4409566063dSJacob Faibussowitsch PetscCall(VecWAXPY(W, tau, YNtmp, YCtmp)); 4419566063dSJacob Faibussowitsch PetscCall(VecAXPY(W, -tau, YCtmp)); 4429566063dSJacob Faibussowitsch PetscCall(VecCopy(W, Y)); /* this could be improved */ 44341ba4c6cSHeeho Park } 44441ba4c6cSHeeho Park } else { 44541ba4c6cSHeeho Park /* if Cauchy is disabled, only use Newton direction */ 44641ba4c6cSHeeho Park auk = delta / ynnorm; 4479566063dSJacob Faibussowitsch PetscCall(VecScale(YNtmp, auk)); 4489566063dSJacob Faibussowitsch PetscCall(VecCopy(YNtmp, Y)); /* this could be improved (many VecCopy, VecNorm)*/ 44941ba4c6cSHeeho Park } 45041ba4c6cSHeeho Park 4519566063dSJacob Faibussowitsch PetscCall(VecNorm(Y, NORM_2, &ynorm)); /* compute the final ynorm */ 45241ba4c6cSHeeho Park f0 = 0.5 * PetscSqr(fnorm); /* minimizing function f(X) */ 4539566063dSJacob Faibussowitsch PetscCall(MatMult(jac, Y, W)); 4549566063dSJacob Faibussowitsch PetscCall(VecDotRealPart(W, W, &yTHy)); /* completes GradY^T J^T J GradY */ 4559566063dSJacob Faibussowitsch PetscCall(VecDotRealPart(GradF, Y, &gTy)); 45641ba4c6cSHeeho Park mp = f0 - gTy + 0.5 * yTHy; /* quadratic model to satisfy, -gTy because our update is X-Y*/ 45741ba4c6cSHeeho Park 45841ba4c6cSHeeho Park /* scale back solution update */ 45941ba4c6cSHeeho Park if (bs > 1 && neP->auto_scale_multiphase) { 46041ba4c6cSHeeho Park for (j = 0; j < bs; j++) { 4619566063dSJacob Faibussowitsch PetscCall(VecStrideScale(Y, j, inorms[j])); 46241ba4c6cSHeeho Park if (inner_count == 0) { 46341ba4c6cSHeeho Park /* TRDC inner algorithm does not need scaled X after calculating delta in the outer iteration */ 46441ba4c6cSHeeho Park /* need to scale back X to match Y and provide proper update to the external code */ 4659566063dSJacob Faibussowitsch PetscCall(VecStrideScale(X, j, inorms[j])); 46641ba4c6cSHeeho Park } 46741ba4c6cSHeeho Park } 4689566063dSJacob Faibussowitsch if (inner_count == 0) PetscCall(VecNorm(X, NORM_2, &temp_xnorm)); /* only in the first iteration */ 4699566063dSJacob Faibussowitsch PetscCall(VecNorm(Y, NORM_2, &temp_ynorm)); 47041ba4c6cSHeeho Park } else { 47141ba4c6cSHeeho Park temp_xnorm = xnorm; 47241ba4c6cSHeeho Park temp_ynorm = ynorm; 47341ba4c6cSHeeho Park } 47441ba4c6cSHeeho Park inner_count++; 47541ba4c6cSHeeho Park 47641ba4c6cSHeeho Park /* Evaluate the solution to meet the improvement ratio criteria */ 4779566063dSJacob Faibussowitsch PetscCall(SNESNewtonTRDCPreCheck(snes, X, Y, &changed_y)); 4789566063dSJacob Faibussowitsch PetscCall(VecWAXPY(W, -1.0, Y, X)); 4799566063dSJacob Faibussowitsch PetscCall(SNESNewtonTRDCPostCheck(snes, X, Y, W, &changed_y, &changed_w)); 4809566063dSJacob Faibussowitsch if (changed_y) PetscCall(VecWAXPY(W, -1.0, Y, X)); 4819566063dSJacob Faibussowitsch PetscCall(VecCopy(Y, snes->vec_sol_update)); 4829566063dSJacob Faibussowitsch PetscCall(SNESComputeFunction(snes, W, G)); /* F(X-Y) = G */ 4839566063dSJacob Faibussowitsch PetscCall(VecNorm(G, NORM_2, &gnorm)); /* gnorm <- || g || */ 48441ba4c6cSHeeho Park SNESCheckFunctionNorm(snes, gnorm); 48541ba4c6cSHeeho Park g = 0.5 * PetscSqr(gnorm); /* minimizing function g(W) */ 48641ba4c6cSHeeho Park if (f0 == mp) rho = 0.0; 48741ba4c6cSHeeho Park else rho = (f0 - g) / (f0 - mp); /* actual improvement over predicted improvement */ 48841ba4c6cSHeeho Park 48941ba4c6cSHeeho Park if (rho < neP->eta2) { 49041ba4c6cSHeeho Park delta *= neP->t1; /* shrink the region */ 49141ba4c6cSHeeho Park } else if (rho > neP->eta3) { 49241ba4c6cSHeeho Park delta = PetscMin(neP->t2 * delta, deltaM); /* expand the region, but not greater than deltaM */ 49341ba4c6cSHeeho Park } 49441ba4c6cSHeeho Park 49541ba4c6cSHeeho Park neP->delta = delta; 49641ba4c6cSHeeho Park if (rho >= neP->eta1) { 49741ba4c6cSHeeho Park /* unscale delta and xnorm before going to the next outer iteration */ 49841ba4c6cSHeeho Park if (bs > 1 && neP->auto_scale_multiphase) { 49941ba4c6cSHeeho Park neP->delta = delta / xnorm; 50041ba4c6cSHeeho Park xnorm = temp_xnorm; 50141ba4c6cSHeeho Park ynorm = temp_ynorm; 50241ba4c6cSHeeho Park } 50341ba4c6cSHeeho Park neP->rho_satisfied = PETSC_TRUE; 50441ba4c6cSHeeho Park break; /* the improvement ratio is satisfactory */ 50541ba4c6cSHeeho Park } 5069566063dSJacob Faibussowitsch PetscCall(PetscInfo(snes, "Trying again in smaller region\n")); 50741ba4c6cSHeeho Park 50841ba4c6cSHeeho Park /* check to see if progress is hopeless */ 50941ba4c6cSHeeho Park neP->itflag = PETSC_FALSE; 51041ba4c6cSHeeho Park /* both delta, ynorm, and xnorm are either scaled or unscaled */ 5119566063dSJacob Faibussowitsch PetscCall(SNESTRDC_Converged_Private(snes, snes->iter, xnorm, ynorm, fnorm, &reason, snes->cnvP)); 51241ba4c6cSHeeho Park /* if multiphase state changes, break out inner iteration */ 51341ba4c6cSHeeho Park if (reason == SNES_BREAKOUT_INNER_ITER) { 51441ba4c6cSHeeho Park if (bs > 1 && neP->auto_scale_multiphase) { 51541ba4c6cSHeeho Park /* unscale delta and xnorm before going to the next outer iteration */ 51641ba4c6cSHeeho Park neP->delta = delta / xnorm; 51741ba4c6cSHeeho Park xnorm = temp_xnorm; 51841ba4c6cSHeeho Park ynorm = temp_ynorm; 51941ba4c6cSHeeho Park } 52041ba4c6cSHeeho Park reason = SNES_CONVERGED_ITERATING; 52141ba4c6cSHeeho Park break; 52241ba4c6cSHeeho Park } 52341ba4c6cSHeeho Park if (reason == SNES_CONVERGED_SNORM_RELATIVE) reason = SNES_DIVERGED_INNER; 52441ba4c6cSHeeho Park if (reason) { 52541ba4c6cSHeeho Park if (reason < 0) { 52641ba4c6cSHeeho Park /* We're not progressing, so return with the current iterate */ 5279566063dSJacob Faibussowitsch PetscCall(SNESMonitor(snes, i + 1, fnorm)); 52841ba4c6cSHeeho Park breakout = PETSC_TRUE; 52941ba4c6cSHeeho Park break; 53041ba4c6cSHeeho Park } else if (reason > 0) { 53141ba4c6cSHeeho Park /* We're converged, so return with the current iterate and update solution */ 5329566063dSJacob Faibussowitsch PetscCall(SNESMonitor(snes, i + 1, fnorm)); 53341ba4c6cSHeeho Park breakout = PETSC_FALSE; 53441ba4c6cSHeeho Park break; 53541ba4c6cSHeeho Park } 53641ba4c6cSHeeho Park } 53741ba4c6cSHeeho Park snes->numFailures++; 53841ba4c6cSHeeho Park } 53941ba4c6cSHeeho Park if (!breakout) { 54041ba4c6cSHeeho Park /* Update function and solution vectors */ 54141ba4c6cSHeeho Park fnorm = gnorm; 5429566063dSJacob Faibussowitsch PetscCall(VecCopy(G, F)); 5439566063dSJacob Faibussowitsch PetscCall(VecCopy(W, X)); 54441ba4c6cSHeeho Park /* Monitor convergence */ 5459566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 54641ba4c6cSHeeho Park snes->iter = i + 1; 54741ba4c6cSHeeho Park snes->norm = fnorm; 54841ba4c6cSHeeho Park snes->xnorm = xnorm; 54941ba4c6cSHeeho Park snes->ynorm = ynorm; 5509566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 5519566063dSJacob Faibussowitsch PetscCall(SNESLogConvergenceHistory(snes, snes->norm, lits)); 5529566063dSJacob Faibussowitsch PetscCall(SNESMonitor(snes, snes->iter, snes->norm)); 55341ba4c6cSHeeho Park /* Test for convergence, xnorm = || X || */ 55441ba4c6cSHeeho Park neP->itflag = PETSC_TRUE; 5559566063dSJacob Faibussowitsch if (snes->ops->converged != SNESConvergedSkip) PetscCall(VecNorm(X, NORM_2, &xnorm)); 556dbbe0bcdSBarry Smith PetscUseTypeMethod(snes, converged, snes->iter, xnorm, ynorm, fnorm, &reason, snes->cnvP); 55741ba4c6cSHeeho Park if (reason) break; 55841ba4c6cSHeeho Park } else break; 55941ba4c6cSHeeho Park } 56041ba4c6cSHeeho Park 5619566063dSJacob Faibussowitsch /* PetscCall(PetscFree(inorms)); */ 56241ba4c6cSHeeho Park if (i == maxits) { 5639566063dSJacob Faibussowitsch PetscCall(PetscInfo(snes, "Maximum number of iterations has been reached: %" PetscInt_FMT "\n", maxits)); 56441ba4c6cSHeeho Park if (!reason) reason = SNES_DIVERGED_MAX_IT; 56541ba4c6cSHeeho Park } 5669566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 56741ba4c6cSHeeho Park snes->reason = reason; 5689566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 56941ba4c6cSHeeho Park if (convtest != SNESTRDC_KSPConverged_Private) { 5709566063dSJacob Faibussowitsch PetscCall(KSPGetAndClearConvergenceTest(ksp, &ctx->convtest, &ctx->convctx, &ctx->convdestroy)); 5719566063dSJacob Faibussowitsch PetscCall(PetscFree(ctx)); 5729566063dSJacob Faibussowitsch PetscCall(KSPSetConvergenceTest(ksp, convtest, convctx, convdestroy)); 57341ba4c6cSHeeho Park } 5743ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 57541ba4c6cSHeeho Park } 57641ba4c6cSHeeho Park 577d71ae5a4SJacob Faibussowitsch static PetscErrorCode SNESSetUp_NEWTONTRDC(SNES snes) 578d71ae5a4SJacob Faibussowitsch { 57941ba4c6cSHeeho Park PetscFunctionBegin; 5809566063dSJacob Faibussowitsch PetscCall(SNESSetWorkVecs(snes, 6)); 5819566063dSJacob Faibussowitsch PetscCall(SNESSetUpMatrices(snes)); 5823ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 58341ba4c6cSHeeho Park } 58441ba4c6cSHeeho Park 585d71ae5a4SJacob Faibussowitsch static PetscErrorCode SNESDestroy_NEWTONTRDC(SNES snes) 586d71ae5a4SJacob Faibussowitsch { 58741ba4c6cSHeeho Park PetscFunctionBegin; 5883201ab8dSStefano Zampini PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNewtonTRSetTolerances_C", NULL)); 5899566063dSJacob Faibussowitsch PetscCall(PetscFree(snes->data)); 5903ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 59141ba4c6cSHeeho Park } 59241ba4c6cSHeeho Park 593ce78bad3SBarry Smith static PetscErrorCode SNESSetFromOptions_NEWTONTRDC(SNES snes, PetscOptionItems PetscOptionsObject) 594d71ae5a4SJacob Faibussowitsch { 59541ba4c6cSHeeho Park SNES_NEWTONTRDC *ctx = (SNES_NEWTONTRDC *)snes->data; 59641ba4c6cSHeeho Park 59741ba4c6cSHeeho Park PetscFunctionBegin; 598d0609cedSBarry Smith PetscOptionsHeadBegin(PetscOptionsObject, "SNES trust region options for nonlinear equations"); 5993201ab8dSStefano Zampini PetscCall(PetscOptionsReal("-snes_trdc_tol", "Trust region tolerance", "SNESNewtonTRSetTolerances", ctx->deltatol, &ctx->deltatol, NULL)); 6009566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_trdc_eta1", "eta1", "None", ctx->eta1, &ctx->eta1, NULL)); 6019566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_trdc_eta2", "eta2", "None", ctx->eta2, &ctx->eta2, NULL)); 6029566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_trdc_eta3", "eta3", "None", ctx->eta3, &ctx->eta3, NULL)); 6039566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_trdc_t1", "t1", "None", ctx->t1, &ctx->t1, NULL)); 6049566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_trdc_t2", "t2", "None", ctx->t2, &ctx->t2, NULL)); 6059566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_trdc_deltaM", "deltaM", "None", ctx->deltaM, &ctx->deltaM, NULL)); 6069566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_trdc_delta0", "delta0", "None", ctx->delta0, &ctx->delta0, NULL)); 6079566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_trdc_auto_scale_max", "auto_scale_max", "None", ctx->auto_scale_max, &ctx->auto_scale_max, NULL)); 6089566063dSJacob Faibussowitsch PetscCall(PetscOptionsBool("-snes_trdc_use_cauchy", "use_cauchy", "use Cauchy step and direction", ctx->use_cauchy, &ctx->use_cauchy, NULL)); 6099566063dSJacob Faibussowitsch PetscCall(PetscOptionsBool("-snes_trdc_auto_scale_multiphase", "auto_scale_multiphase", "Auto scaling for proper cauchy direction", ctx->auto_scale_multiphase, &ctx->auto_scale_multiphase, NULL)); 610d0609cedSBarry Smith PetscOptionsHeadEnd(); 6113ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 61241ba4c6cSHeeho Park } 61341ba4c6cSHeeho Park 614d71ae5a4SJacob Faibussowitsch static PetscErrorCode SNESView_NEWTONTRDC(SNES snes, PetscViewer viewer) 615d71ae5a4SJacob Faibussowitsch { 61641ba4c6cSHeeho Park SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; 61741ba4c6cSHeeho Park PetscBool iascii; 61841ba4c6cSHeeho Park 61941ba4c6cSHeeho Park PetscFunctionBegin; 6209566063dSJacob Faibussowitsch PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &iascii)); 62141ba4c6cSHeeho Park if (iascii) { 6223201ab8dSStefano Zampini PetscCall(PetscViewerASCIIPrintf(viewer, " Trust region tolerance %g\n", (double)tr->deltatol)); 6239566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, " eta1=%g, eta2=%g, eta3=%g\n", (double)tr->eta1, (double)tr->eta2, (double)tr->eta3)); 6249566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, " delta0=%g, t1=%g, t2=%g, deltaM=%g\n", (double)tr->delta0, (double)tr->t1, (double)tr->t2, (double)tr->deltaM)); 62541ba4c6cSHeeho Park } 6263ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 62741ba4c6cSHeeho Park } 628f6dfbefdSBarry Smith 62941ba4c6cSHeeho Park /*MC 63041ba4c6cSHeeho Park SNESNEWTONTRDC - Newton based nonlinear solver that uses trust-region dogleg method with Cauchy direction 63141ba4c6cSHeeho Park 632f6dfbefdSBarry Smith Options Database Keys: 63341ba4c6cSHeeho Park + -snes_trdc_tol <tol> - trust region tolerance 63441ba4c6cSHeeho Park . -snes_trdc_eta1 <eta1> - trust region parameter 0.0 <= eta1 <= eta2, rho >= eta1 breaks out of the inner iteration (default: eta1=0.001) 63541ba4c6cSHeeho Park . -snes_trdc_eta2 <eta2> - trust region parameter 0.0 <= eta1 <= eta2, rho <= eta2 shrinks the trust region (default: eta2=0.25) 63641ba4c6cSHeeho Park . -snes_trdc_eta3 <eta3> - trust region parameter eta3 > eta2, rho >= eta3 expands the trust region (default: eta3=0.75) 63741ba4c6cSHeeho Park . -snes_trdc_t1 <t1> - trust region parameter, shrinking factor of trust region (default: 0.25) 63841ba4c6cSHeeho Park . -snes_trdc_t2 <t2> - trust region parameter, expanding factor of trust region (default: 2.0) 6391d27aa22SBarry Smith . -snes_trdc_deltaM <deltaM> - trust region parameter, max size of trust region, $deltaM*norm2(x)$ (default: 0.5) 6401d27aa22SBarry Smith . -snes_trdc_delta0 <delta0> - trust region parameter, initial size of trust region, $delta0*norm2(x)$ (default: 0.1) 64141ba4c6cSHeeho Park . -snes_trdc_auto_scale_max <auto_scale_max> - used with auto_scale_multiphase, caps the maximum auto-scaling factor 64241ba4c6cSHeeho Park . -snes_trdc_use_cauchy <use_cauchy> - True uses dogleg Cauchy (Steepest Descent direction) step & direction in the trust region algorithm 64341ba4c6cSHeeho Park - -snes_trdc_auto_scale_multiphase <auto_scale_multiphase> - True turns on auto-scaling for multivariable block matrix for Cauchy and trust region 64441ba4c6cSHeeho Park 6453201ab8dSStefano Zampini Level: advanced 64620f4b53cSBarry Smith 6473201ab8dSStefano Zampini Notes: 6483201ab8dSStefano Zampini `SNESNEWTONTRDC` only works for root-finding problems and does not support objective functions. 6493201ab8dSStefano Zampini The main difference with respect to `SNESNEWTONTR` is that `SNESNEWTONTRDC` scales the trust region by the norm of the current linearization point. 6503201ab8dSStefano Zampini Future version may extend the `SNESNEWTONTR` code and deprecate `SNESNEWTONTRDC`. 65141ba4c6cSHeeho Park 6523201ab8dSStefano Zampini For details, see {cite}`park2021linear` 6533201ab8dSStefano Zampini 6543201ab8dSStefano Zampini .seealso: [](ch_snes), `SNESCreate()`, `SNES`, `SNESSetType()`, `SNESNEWTONLS`, `SNESNewtonTRSetTolerances()`, 655f6dfbefdSBarry Smith `SNESNewtonTRDCPreCheck()`, `SNESNewtonTRDCGetPreCheck()`, `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCGetPostCheck()`, 656f6dfbefdSBarry Smith `SNESNewtonTRDCGetRhoFlag()`, `SNESNewtonTRDCSetPreCheck()` 65741ba4c6cSHeeho Park M*/ 658d71ae5a4SJacob Faibussowitsch PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONTRDC(SNES snes) 659d71ae5a4SJacob Faibussowitsch { 66041ba4c6cSHeeho Park SNES_NEWTONTRDC *neP; 66141ba4c6cSHeeho Park 66241ba4c6cSHeeho Park PetscFunctionBegin; 66341ba4c6cSHeeho Park snes->ops->setup = SNESSetUp_NEWTONTRDC; 66441ba4c6cSHeeho Park snes->ops->solve = SNESSolve_NEWTONTRDC; 66541ba4c6cSHeeho Park snes->ops->destroy = SNESDestroy_NEWTONTRDC; 66641ba4c6cSHeeho Park snes->ops->setfromoptions = SNESSetFromOptions_NEWTONTRDC; 66741ba4c6cSHeeho Park snes->ops->view = SNESView_NEWTONTRDC; 66841ba4c6cSHeeho Park 66941ba4c6cSHeeho Park snes->usesksp = PETSC_TRUE; 67041ba4c6cSHeeho Park snes->usesnpc = PETSC_FALSE; 67141ba4c6cSHeeho Park 67241ba4c6cSHeeho Park snes->alwayscomputesfinalresidual = PETSC_TRUE; 67341ba4c6cSHeeho Park 67477e5a1f9SBarry Smith PetscCall(SNESParametersInitialize(snes)); 67577e5a1f9SBarry Smith 6764dfa11a4SJacob Faibussowitsch PetscCall(PetscNew(&neP)); 67741ba4c6cSHeeho Park snes->data = (void *)neP; 67841ba4c6cSHeeho Park neP->eta1 = 0.001; 67941ba4c6cSHeeho Park neP->eta2 = 0.25; 68041ba4c6cSHeeho Park neP->eta3 = 0.75; 68141ba4c6cSHeeho Park neP->t1 = 0.25; 68241ba4c6cSHeeho Park neP->t2 = 2.0; 68341ba4c6cSHeeho Park neP->sigma = 0.0001; 68441ba4c6cSHeeho Park neP->itflag = PETSC_FALSE; 68541ba4c6cSHeeho Park neP->rnorm0 = 0.0; 68641ba4c6cSHeeho Park neP->ttol = 0.0; 68741ba4c6cSHeeho Park neP->use_cauchy = PETSC_TRUE; 68841ba4c6cSHeeho Park neP->auto_scale_multiphase = PETSC_FALSE; 68941ba4c6cSHeeho Park neP->auto_scale_max = -1.0; 69041ba4c6cSHeeho Park neP->rho_satisfied = PETSC_FALSE; 6913201ab8dSStefano Zampini neP->delta = 0.0; 6923201ab8dSStefano Zampini neP->deltaM = 0.5; 6933201ab8dSStefano Zampini neP->delta0 = 0.1; 6943201ab8dSStefano Zampini neP->deltatol = 1.e-12; 69541ba4c6cSHeeho Park 69641ba4c6cSHeeho Park /* for multiphase (multivariable) scaling */ 69741ba4c6cSHeeho Park /* may be used for dynamic allocation of inorms, but it fails snes_tutorials-ex3_13 69841ba4c6cSHeeho Park on test forced DIVERGED_JACOBIAN_DOMAIN test. I will use static array for now. 6999566063dSJacob Faibussowitsch PetscCall(VecGetBlockSize(snes->work[0],&neP->bs)); 7009566063dSJacob Faibussowitsch PetscCall(PetscCalloc1(neP->bs,&neP->inorms)); 70141ba4c6cSHeeho Park */ 7023201ab8dSStefano Zampini PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNewtonTRSetTolerances_C", SNESNewtonTRSetTolerances_TRDC)); 7033ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 70441ba4c6cSHeeho Park } 705