1 2 #include <../src/snes/impls/ntrdc/ntrdcimpl.h> /*I "petscsnes.h" I*/ 3 4 typedef struct { 5 SNES snes; 6 /* Information on the regular SNES convergence test; which may have been user provided 7 Copied from tr.c (maybe able to disposed, but this is a private function) - Heeho 8 Same with SNESTR_KSPConverged_Private, SNESTR_KSPConverged_Destroy, and SNESTR_Converged_Private 9 */ 10 11 PetscErrorCode (*convtest)(KSP, PetscInt, PetscReal, KSPConvergedReason *, void *); 12 PetscErrorCode (*convdestroy)(void *); 13 void *convctx; 14 } SNES_TRDC_KSPConverged_Ctx; 15 16 static PetscErrorCode SNESTRDC_KSPConverged_Private(KSP ksp, PetscInt n, PetscReal rnorm, KSPConvergedReason *reason, void *cctx) { 17 SNES_TRDC_KSPConverged_Ctx *ctx = (SNES_TRDC_KSPConverged_Ctx *)cctx; 18 SNES snes = ctx->snes; 19 SNES_NEWTONTRDC *neP = (SNES_NEWTONTRDC *)snes->data; 20 Vec x; 21 PetscReal nrm; 22 23 PetscFunctionBegin; 24 PetscCall((*ctx->convtest)(ksp, n, rnorm, reason, ctx->convctx)); 25 if (*reason) { PetscCall(PetscInfo(snes, "Default or user provided convergence test KSP iterations=%" PetscInt_FMT ", rnorm=%g\n", n, (double)rnorm)); } 26 /* Determine norm of solution */ 27 PetscCall(KSPBuildSolution(ksp, NULL, &x)); 28 PetscCall(VecNorm(x, NORM_2, &nrm)); 29 if (nrm >= neP->delta) { 30 PetscCall(PetscInfo(snes, "Ending linear iteration early, delta=%g, length=%g\n", (double)neP->delta, (double)nrm)); 31 *reason = KSP_CONVERGED_STEP_LENGTH; 32 } 33 PetscFunctionReturn(0); 34 } 35 36 static PetscErrorCode SNESTRDC_KSPConverged_Destroy(void *cctx) { 37 SNES_TRDC_KSPConverged_Ctx *ctx = (SNES_TRDC_KSPConverged_Ctx *)cctx; 38 39 PetscFunctionBegin; 40 PetscCall((*ctx->convdestroy)(ctx->convctx)); 41 PetscCall(PetscFree(ctx)); 42 43 PetscFunctionReturn(0); 44 } 45 46 /* ---------------------------------------------------------------- */ 47 /* 48 SNESTRDC_Converged_Private -test convergence JUST for 49 the trust region tolerance. 50 51 */ 52 static PetscErrorCode SNESTRDC_Converged_Private(SNES snes, PetscInt it, PetscReal xnorm, PetscReal pnorm, PetscReal fnorm, SNESConvergedReason *reason, void *dummy) { 53 SNES_NEWTONTRDC *neP = (SNES_NEWTONTRDC *)snes->data; 54 55 PetscFunctionBegin; 56 *reason = SNES_CONVERGED_ITERATING; 57 if (neP->delta < xnorm * snes->deltatol) { 58 PetscCall(PetscInfo(snes, "Diverged due to too small a trust region %g<%g*%g\n", (double)neP->delta, (double)xnorm, (double)snes->deltatol)); 59 *reason = SNES_DIVERGED_TR_DELTA; 60 } else if (snes->nfuncs >= snes->max_funcs && snes->max_funcs >= 0) { 61 PetscCall(PetscInfo(snes, "Exceeded maximum number of function evaluations: %" PetscInt_FMT "\n", snes->max_funcs)); 62 *reason = SNES_DIVERGED_FUNCTION_COUNT; 63 } 64 PetscFunctionReturn(0); 65 } 66 67 /*@ 68 SNESNewtonTRDCGetRhoFlag - Get whether the solution update is within the trust-region. 69 70 Input Parameters: 71 . snes - the nonlinear solver object 72 73 Output Parameters: 74 . rho_flag: PETSC_TRUE if the solution update is in the trust-region; otherwise, PETSC_FALSE 75 76 Level: developer 77 78 @*/ 79 PetscErrorCode SNESNewtonTRDCGetRhoFlag(SNES snes, PetscBool *rho_flag) { 80 SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; 81 82 PetscFunctionBegin; 83 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); 84 PetscValidBoolPointer(rho_flag, 2); 85 *rho_flag = tr->rho_satisfied; 86 PetscFunctionReturn(0); 87 } 88 89 /*@C 90 SNESNewtonTRDCSetPreCheck - Sets a user function that is called before the search step has been determined. 91 Allows the user a chance to change or override the trust region decision. 92 93 Logically Collective on snes 94 95 Input Parameters: 96 + snes - the nonlinear solver object 97 . func - [optional] function evaluation routine, see SNESNewtonTRDCPreCheck() for the calling sequence 98 - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 99 100 Level: intermediate 101 102 Note: This function is called BEFORE the function evaluation within the SNESNEWTONTRDC solver. 103 104 .seealso: `SNESNewtonTRDCPreCheck()`, `SNESNewtonTRDCGetPreCheck()`, `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCGetPostCheck()` 105 @*/ 106 PetscErrorCode SNESNewtonTRDCSetPreCheck(SNES snes, PetscErrorCode (*func)(SNES, Vec, Vec, PetscBool *, void *), void *ctx) { 107 SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; 108 109 PetscFunctionBegin; 110 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); 111 if (func) tr->precheck = func; 112 if (ctx) tr->precheckctx = ctx; 113 PetscFunctionReturn(0); 114 } 115 116 /*@C 117 SNESNewtonTRDCGetPreCheck - Gets the pre-check function 118 119 Not collective 120 121 Input Parameter: 122 . snes - the nonlinear solver context 123 124 Output Parameters: 125 + func - [optional] function evaluation routine, see for the calling sequence SNESNewtonTRDCPreCheck() 126 - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 127 128 Level: intermediate 129 130 .seealso: `SNESNewtonTRDCSetPreCheck()`, `SNESNewtonTRDCPreCheck()` 131 @*/ 132 PetscErrorCode SNESNewtonTRDCGetPreCheck(SNES snes, PetscErrorCode (**func)(SNES, Vec, Vec, PetscBool *, void *), void **ctx) { 133 SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; 134 135 PetscFunctionBegin; 136 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); 137 if (func) *func = tr->precheck; 138 if (ctx) *ctx = tr->precheckctx; 139 PetscFunctionReturn(0); 140 } 141 142 /*@C 143 SNESNewtonTRDCSetPostCheck - Sets a user function that is called after the search step has been determined but before the next 144 function evaluation. Allows the user a chance to change or override the decision of the line search routine 145 146 Logically Collective on snes 147 148 Input Parameters: 149 + snes - the nonlinear solver object 150 . func - [optional] function evaluation routine, see SNESNewtonTRDCPostCheck() for the calling sequence 151 - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 152 153 Level: intermediate 154 155 Note: This function is called BEFORE the function evaluation within the SNESNEWTONTRDC solver while the function set in 156 SNESLineSearchSetPostCheck() is called AFTER the function evaluation. 157 158 .seealso: `SNESNewtonTRDCPostCheck()`, `SNESNewtonTRDCGetPostCheck()` 159 @*/ 160 PetscErrorCode SNESNewtonTRDCSetPostCheck(SNES snes, PetscErrorCode (*func)(SNES, Vec, Vec, Vec, PetscBool *, PetscBool *, void *), void *ctx) { 161 SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; 162 163 PetscFunctionBegin; 164 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); 165 if (func) tr->postcheck = func; 166 if (ctx) tr->postcheckctx = ctx; 167 PetscFunctionReturn(0); 168 } 169 170 /*@C 171 SNESNewtonTRDCGetPostCheck - Gets the post-check function 172 173 Not collective 174 175 Input Parameter: 176 . snes - the nonlinear solver context 177 178 Output Parameters: 179 + func - [optional] function evaluation routine, see for the calling sequence SNESNewtonTRDCPostCheck() 180 - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 181 182 Level: intermediate 183 184 .seealso: `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCPostCheck()` 185 @*/ 186 PetscErrorCode SNESNewtonTRDCGetPostCheck(SNES snes, PetscErrorCode (**func)(SNES, Vec, Vec, Vec, PetscBool *, PetscBool *, void *), void **ctx) { 187 SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; 188 189 PetscFunctionBegin; 190 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); 191 if (func) *func = tr->postcheck; 192 if (ctx) *ctx = tr->postcheckctx; 193 PetscFunctionReturn(0); 194 } 195 196 /*@C 197 SNESNewtonTRDCPreCheck - Called before the step has been determined in SNESNEWTONTRDC 198 199 Logically Collective on snes 200 201 Input Parameters: 202 + snes - the solver 203 . X - The last solution 204 - Y - The step direction 205 206 Output Parameters: 207 . changed_Y - Indicator that the step direction Y has been changed. 208 209 Level: developer 210 211 .seealso: `SNESNewtonTRDCSetPreCheck()`, `SNESNewtonTRDCGetPreCheck()` 212 @*/ 213 static PetscErrorCode SNESNewtonTRDCPreCheck(SNES snes, Vec X, Vec Y, PetscBool *changed_Y) { 214 SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; 215 216 PetscFunctionBegin; 217 *changed_Y = PETSC_FALSE; 218 if (tr->precheck) { 219 PetscCall((*tr->precheck)(snes, X, Y, changed_Y, tr->precheckctx)); 220 PetscValidLogicalCollectiveBool(snes, *changed_Y, 4); 221 } 222 PetscFunctionReturn(0); 223 } 224 225 /*@C 226 SNESNewtonTRDCPostCheck - Called after the step has been determined in SNESNEWTONTRDC but before the function evaluation 227 228 Logically Collective on snes 229 230 Input Parameters: 231 + snes - the solver 232 . X - The last solution 233 . Y - The full step direction 234 - W - The updated solution, W = X - Y 235 236 Output Parameters: 237 + changed_Y - indicator if step has been changed 238 - changed_W - Indicator if the new candidate solution W has been changed. 239 240 Notes: 241 If Y is changed then W is recomputed as X - Y 242 243 Level: developer 244 245 .seealso: `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCGetPostCheck()` 246 @*/ 247 static PetscErrorCode SNESNewtonTRDCPostCheck(SNES snes, Vec X, Vec Y, Vec W, PetscBool *changed_Y, PetscBool *changed_W) { 248 SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; 249 250 PetscFunctionBegin; 251 *changed_Y = PETSC_FALSE; 252 *changed_W = PETSC_FALSE; 253 if (tr->postcheck) { 254 PetscCall((*tr->postcheck)(snes, X, Y, W, changed_Y, changed_W, tr->postcheckctx)); 255 PetscValidLogicalCollectiveBool(snes, *changed_Y, 5); 256 PetscValidLogicalCollectiveBool(snes, *changed_W, 6); 257 } 258 PetscFunctionReturn(0); 259 } 260 261 /* 262 SNESSolve_NEWTONTRDC - Implements Newton's Method with trust-region subproblem and adds dogleg Cauchy 263 (Steepest Descent direction) step and direction if the trust region is not satisfied for solving system of 264 nonlinear equations 265 266 */ 267 static PetscErrorCode SNESSolve_NEWTONTRDC(SNES snes) { 268 SNES_NEWTONTRDC *neP = (SNES_NEWTONTRDC *)snes->data; 269 Vec X, F, Y, G, W, GradF, YNtmp; 270 Vec YCtmp; 271 Mat jac; 272 PetscInt maxits, i, j, lits, inner_count, bs; 273 PetscReal rho, fnorm, gnorm, xnorm = 0, delta, ynorm, temp_xnorm, temp_ynorm; /* TRDC inner iteration */ 274 PetscReal inorms[99]; /* need to make it dynamic eventually, fixed max block size of 99 for now */ 275 PetscReal deltaM, ynnorm, f0, mp, gTy, g, yTHy; /* rho calculation */ 276 PetscReal auk, gfnorm, ycnorm, c0, c1, c2, tau, tau_pos, tau_neg, gTBg; /* Cauchy Point */ 277 KSP ksp; 278 SNESConvergedReason reason = SNES_CONVERGED_ITERATING; 279 PetscBool breakout = PETSC_FALSE; 280 SNES_TRDC_KSPConverged_Ctx *ctx; 281 PetscErrorCode (*convtest)(KSP, PetscInt, PetscReal, KSPConvergedReason *, void *), (*convdestroy)(void *); 282 void *convctx; 283 284 PetscFunctionBegin; 285 maxits = snes->max_its; /* maximum number of iterations */ 286 X = snes->vec_sol; /* solution vector */ 287 F = snes->vec_func; /* residual vector */ 288 Y = snes->work[0]; /* update vector */ 289 G = snes->work[1]; /* updated residual */ 290 W = snes->work[2]; /* temporary vector */ 291 GradF = snes->work[3]; /* grad f = J^T F */ 292 YNtmp = snes->work[4]; /* Newton solution */ 293 YCtmp = snes->work[5]; /* Cauchy solution */ 294 295 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); 296 297 PetscCall(VecGetBlockSize(YNtmp, &bs)); 298 299 PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 300 snes->iter = 0; 301 PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 302 303 /* Set the linear stopping criteria to use the More' trick. From tr.c */ 304 PetscCall(SNESGetKSP(snes, &ksp)); 305 PetscCall(KSPGetConvergenceTest(ksp, &convtest, &convctx, &convdestroy)); 306 if (convtest != SNESTRDC_KSPConverged_Private) { 307 PetscCall(PetscNew(&ctx)); 308 ctx->snes = snes; 309 PetscCall(KSPGetAndClearConvergenceTest(ksp, &ctx->convtest, &ctx->convctx, &ctx->convdestroy)); 310 PetscCall(KSPSetConvergenceTest(ksp, SNESTRDC_KSPConverged_Private, ctx, SNESTRDC_KSPConverged_Destroy)); 311 PetscCall(PetscInfo(snes, "Using Krylov convergence test SNESTRDC_KSPConverged_Private\n")); 312 } 313 314 if (!snes->vec_func_init_set) { 315 PetscCall(SNESComputeFunction(snes, X, F)); /* F(X) */ 316 } else snes->vec_func_init_set = PETSC_FALSE; 317 318 PetscCall(VecNorm(F, NORM_2, &fnorm)); /* fnorm <- || F || */ 319 SNESCheckFunctionNorm(snes, fnorm); 320 PetscCall(VecNorm(X, NORM_2, &xnorm)); /* xnorm <- || X || */ 321 322 PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 323 snes->norm = fnorm; 324 PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 325 delta = xnorm ? neP->delta0 * xnorm : neP->delta0; /* initial trust region size scaled by xnorm */ 326 deltaM = xnorm ? neP->deltaM * xnorm : neP->deltaM; /* maximum trust region size scaled by xnorm */ 327 neP->delta = delta; 328 PetscCall(SNESLogConvergenceHistory(snes, fnorm, 0)); 329 PetscCall(SNESMonitor(snes, 0, fnorm)); 330 331 neP->rho_satisfied = PETSC_FALSE; 332 333 /* test convergence */ 334 PetscUseTypeMethod(snes, converged, snes->iter, 0.0, 0.0, fnorm, &snes->reason, snes->cnvP); 335 if (snes->reason) PetscFunctionReturn(0); 336 337 for (i = 0; i < maxits; i++) { 338 PetscBool changed_y; 339 PetscBool changed_w; 340 341 /* dogleg method */ 342 PetscCall(SNESComputeJacobian(snes, X, snes->jacobian, snes->jacobian_pre)); 343 SNESCheckJacobianDomainerror(snes); 344 PetscCall(KSPSetOperators(snes->ksp, snes->jacobian, snes->jacobian)); 345 PetscCall(KSPSolve(snes->ksp, F, YNtmp)); /* Quasi Newton Solution */ 346 SNESCheckKSPSolve(snes); /* this is necessary but old tr.c did not have it*/ 347 PetscCall(KSPGetIterationNumber(snes->ksp, &lits)); 348 PetscCall(SNESGetJacobian(snes, &jac, NULL, NULL, NULL)); 349 350 /* rescale Jacobian, Newton solution update, and re-calculate delta for multiphase (multivariable) 351 for inner iteration and Cauchy direction calculation 352 */ 353 if (bs > 1 && neP->auto_scale_multiphase) { 354 PetscCall(VecStrideNormAll(YNtmp, NORM_INFINITY, inorms)); 355 for (j = 0; j < bs; j++) { 356 if (neP->auto_scale_max > 1.0) { 357 if (inorms[j] < 1.0 / neP->auto_scale_max) { inorms[j] = 1.0 / neP->auto_scale_max; } 358 } 359 PetscCall(VecStrideSet(W, j, inorms[j])); 360 PetscCall(VecStrideScale(YNtmp, j, 1.0 / inorms[j])); 361 PetscCall(VecStrideScale(X, j, 1.0 / inorms[j])); 362 } 363 PetscCall(VecNorm(X, NORM_2, &xnorm)); 364 if (i == 0) { 365 delta = neP->delta0 * xnorm; 366 } else { 367 delta = neP->delta * xnorm; 368 } 369 deltaM = neP->deltaM * xnorm; 370 PetscCall(MatDiagonalScale(jac, PETSC_NULL, W)); 371 } 372 373 /* calculating GradF of minimization function */ 374 PetscCall(MatMultTranspose(jac, F, GradF)); /* grad f = J^T F */ 375 PetscCall(VecNorm(YNtmp, NORM_2, &ynnorm)); /* ynnorm <- || Y_newton || */ 376 377 inner_count = 0; 378 neP->rho_satisfied = PETSC_FALSE; 379 while (1) { 380 if (ynnorm <= delta) { /* see if the Newton solution is within the trust region */ 381 PetscCall(VecCopy(YNtmp, Y)); 382 } else if (neP->use_cauchy) { /* use Cauchy direction if enabled */ 383 PetscCall(MatMult(jac, GradF, W)); 384 PetscCall(VecDotRealPart(W, W, &gTBg)); /* completes GradF^T J^T J GradF */ 385 PetscCall(VecNorm(GradF, NORM_2, &gfnorm)); /* grad f norm <- || grad f || */ 386 if (gTBg <= 0.0) { 387 auk = PETSC_MAX_REAL; 388 } else { 389 auk = PetscSqr(gfnorm) / gTBg; 390 } 391 auk = PetscMin(delta / gfnorm, auk); 392 PetscCall(VecCopy(GradF, YCtmp)); /* this could be improved */ 393 PetscCall(VecScale(YCtmp, auk)); /* YCtmp, Cauchy solution*/ 394 PetscCall(VecNorm(YCtmp, NORM_2, &ycnorm)); /* ycnorm <- || Y_cauchy || */ 395 if (ycnorm >= delta) { /* see if the Cauchy solution meets the criteria */ 396 PetscCall(VecCopy(YCtmp, Y)); 397 PetscCall(PetscInfo(snes, "DL evaluated. delta: %8.4e, ynnorm: %8.4e, ycnorm: %8.4e\n", (double)delta, (double)ynnorm, (double)ycnorm)); 398 } else { /* take ratio, tau, of Cauchy and Newton direction and step */ 399 PetscCall(VecAXPY(YNtmp, -1.0, YCtmp)); /* YCtmp = A, YNtmp = B */ 400 PetscCall(VecNorm(YNtmp, NORM_2, &c0)); /* this could be improved */ 401 c0 = PetscSqr(c0); 402 PetscCall(VecDotRealPart(YCtmp, YNtmp, &c1)); 403 c1 = 2.0 * c1; 404 PetscCall(VecNorm(YCtmp, NORM_2, &c2)); /* this could be improved */ 405 c2 = PetscSqr(c2) - PetscSqr(delta); 406 tau_pos = (c1 + PetscSqrtReal(PetscSqr(c1) - 4. * c0 * c2)) / (2. * c0); /* quadratic formula */ 407 tau_neg = (c1 - PetscSqrtReal(PetscSqr(c1) - 4. * c0 * c2)) / (2. * c0); 408 tau = PetscMax(tau_pos, tau_neg); /* can tau_neg > tau_pos? I don't think so, but just in case. */ 409 PetscCall(PetscInfo(snes, "DL evaluated. tau: %8.4e, ynnorm: %8.4e, ycnorm: %8.4e\n", (double)tau, (double)ynnorm, (double)ycnorm)); 410 PetscCall(VecWAXPY(W, tau, YNtmp, YCtmp)); 411 PetscCall(VecAXPY(W, -tau, YCtmp)); 412 PetscCall(VecCopy(W, Y)); /* this could be improved */ 413 } 414 } else { 415 /* if Cauchy is disabled, only use Newton direction */ 416 auk = delta / ynnorm; 417 PetscCall(VecScale(YNtmp, auk)); 418 PetscCall(VecCopy(YNtmp, Y)); /* this could be improved (many VecCopy, VecNorm)*/ 419 } 420 421 PetscCall(VecNorm(Y, NORM_2, &ynorm)); /* compute the final ynorm */ 422 f0 = 0.5 * PetscSqr(fnorm); /* minimizing function f(X) */ 423 PetscCall(MatMult(jac, Y, W)); 424 PetscCall(VecDotRealPart(W, W, &yTHy)); /* completes GradY^T J^T J GradY */ 425 PetscCall(VecDotRealPart(GradF, Y, &gTy)); 426 mp = f0 - gTy + 0.5 * yTHy; /* quadratic model to satisfy, -gTy because our update is X-Y*/ 427 428 /* scale back solution update */ 429 if (bs > 1 && neP->auto_scale_multiphase) { 430 for (j = 0; j < bs; j++) { 431 PetscCall(VecStrideScale(Y, j, inorms[j])); 432 if (inner_count == 0) { 433 /* TRDC inner algorithm does not need scaled X after calculating delta in the outer iteration */ 434 /* need to scale back X to match Y and provide proper update to the external code */ 435 PetscCall(VecStrideScale(X, j, inorms[j])); 436 } 437 } 438 if (inner_count == 0) PetscCall(VecNorm(X, NORM_2, &temp_xnorm)); /* only in the first iteration */ 439 PetscCall(VecNorm(Y, NORM_2, &temp_ynorm)); 440 } else { 441 temp_xnorm = xnorm; 442 temp_ynorm = ynorm; 443 } 444 inner_count++; 445 446 /* Evaluate the solution to meet the improvement ratio criteria */ 447 PetscCall(SNESNewtonTRDCPreCheck(snes, X, Y, &changed_y)); 448 PetscCall(VecWAXPY(W, -1.0, Y, X)); 449 PetscCall(SNESNewtonTRDCPostCheck(snes, X, Y, W, &changed_y, &changed_w)); 450 if (changed_y) PetscCall(VecWAXPY(W, -1.0, Y, X)); 451 PetscCall(VecCopy(Y, snes->vec_sol_update)); 452 PetscCall(SNESComputeFunction(snes, W, G)); /* F(X-Y) = G */ 453 PetscCall(VecNorm(G, NORM_2, &gnorm)); /* gnorm <- || g || */ 454 SNESCheckFunctionNorm(snes, gnorm); 455 g = 0.5 * PetscSqr(gnorm); /* minimizing function g(W) */ 456 if (f0 == mp) rho = 0.0; 457 else rho = (f0 - g) / (f0 - mp); /* actual improvement over predicted improvement */ 458 459 if (rho < neP->eta2) { 460 delta *= neP->t1; /* shrink the region */ 461 } else if (rho > neP->eta3) { 462 delta = PetscMin(neP->t2 * delta, deltaM); /* expand the region, but not greater than deltaM */ 463 } 464 465 neP->delta = delta; 466 if (rho >= neP->eta1) { 467 /* unscale delta and xnorm before going to the next outer iteration */ 468 if (bs > 1 && neP->auto_scale_multiphase) { 469 neP->delta = delta / xnorm; 470 xnorm = temp_xnorm; 471 ynorm = temp_ynorm; 472 } 473 neP->rho_satisfied = PETSC_TRUE; 474 break; /* the improvement ratio is satisfactory */ 475 } 476 PetscCall(PetscInfo(snes, "Trying again in smaller region\n")); 477 478 /* check to see if progress is hopeless */ 479 neP->itflag = PETSC_FALSE; 480 /* both delta, ynorm, and xnorm are either scaled or unscaled */ 481 PetscCall(SNESTRDC_Converged_Private(snes, snes->iter, xnorm, ynorm, fnorm, &reason, snes->cnvP)); 482 if (!reason) { 483 /* temp_xnorm, temp_ynorm is always unscaled */ 484 /* also the inner iteration already calculated the Jacobian and solved the matrix */ 485 /* therefore, it should be passing iteration number of iter+1 instead of iter+0 in the first iteration and after */ 486 PetscCall((*snes->ops->converged)(snes, snes->iter + 1, temp_xnorm, temp_ynorm, fnorm, &reason, snes->cnvP)); 487 } 488 /* if multiphase state changes, break out inner iteration */ 489 if (reason == SNES_BREAKOUT_INNER_ITER) { 490 if (bs > 1 && neP->auto_scale_multiphase) { 491 /* unscale delta and xnorm before going to the next outer iteration */ 492 neP->delta = delta / xnorm; 493 xnorm = temp_xnorm; 494 ynorm = temp_ynorm; 495 } 496 reason = SNES_CONVERGED_ITERATING; 497 break; 498 } 499 if (reason == SNES_CONVERGED_SNORM_RELATIVE) reason = SNES_DIVERGED_INNER; 500 if (reason) { 501 if (reason < 0) { 502 /* We're not progressing, so return with the current iterate */ 503 PetscCall(SNESMonitor(snes, i + 1, fnorm)); 504 breakout = PETSC_TRUE; 505 break; 506 } else if (reason > 0) { 507 /* We're converged, so return with the current iterate and update solution */ 508 PetscCall(SNESMonitor(snes, i + 1, fnorm)); 509 breakout = PETSC_FALSE; 510 break; 511 } 512 } 513 snes->numFailures++; 514 } 515 if (!breakout) { 516 /* Update function and solution vectors */ 517 fnorm = gnorm; 518 PetscCall(VecCopy(G, F)); 519 PetscCall(VecCopy(W, X)); 520 /* Monitor convergence */ 521 PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 522 snes->iter = i + 1; 523 snes->norm = fnorm; 524 snes->xnorm = xnorm; 525 snes->ynorm = ynorm; 526 PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 527 PetscCall(SNESLogConvergenceHistory(snes, snes->norm, lits)); 528 PetscCall(SNESMonitor(snes, snes->iter, snes->norm)); 529 /* Test for convergence, xnorm = || X || */ 530 neP->itflag = PETSC_TRUE; 531 if (snes->ops->converged != SNESConvergedSkip) PetscCall(VecNorm(X, NORM_2, &xnorm)); 532 PetscUseTypeMethod(snes, converged, snes->iter, xnorm, ynorm, fnorm, &reason, snes->cnvP); 533 if (reason) break; 534 } else break; 535 } 536 537 /* PetscCall(PetscFree(inorms)); */ 538 if (i == maxits) { 539 PetscCall(PetscInfo(snes, "Maximum number of iterations has been reached: %" PetscInt_FMT "\n", maxits)); 540 if (!reason) reason = SNES_DIVERGED_MAX_IT; 541 } 542 PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 543 snes->reason = reason; 544 PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 545 if (convtest != SNESTRDC_KSPConverged_Private) { 546 PetscCall(KSPGetAndClearConvergenceTest(ksp, &ctx->convtest, &ctx->convctx, &ctx->convdestroy)); 547 PetscCall(PetscFree(ctx)); 548 PetscCall(KSPSetConvergenceTest(ksp, convtest, convctx, convdestroy)); 549 } 550 PetscFunctionReturn(0); 551 } 552 553 /*------------------------------------------------------------*/ 554 static PetscErrorCode SNESSetUp_NEWTONTRDC(SNES snes) { 555 PetscFunctionBegin; 556 PetscCall(SNESSetWorkVecs(snes, 6)); 557 PetscCall(SNESSetUpMatrices(snes)); 558 PetscFunctionReturn(0); 559 } 560 561 PetscErrorCode SNESReset_NEWTONTRDC(SNES snes) { 562 PetscFunctionBegin; 563 PetscFunctionReturn(0); 564 } 565 566 static PetscErrorCode SNESDestroy_NEWTONTRDC(SNES snes) { 567 PetscFunctionBegin; 568 PetscCall(SNESReset_NEWTONTRDC(snes)); 569 PetscCall(PetscFree(snes->data)); 570 PetscFunctionReturn(0); 571 } 572 /*------------------------------------------------------------*/ 573 574 static PetscErrorCode SNESSetFromOptions_NEWTONTRDC(SNES snes, PetscOptionItems *PetscOptionsObject) { 575 SNES_NEWTONTRDC *ctx = (SNES_NEWTONTRDC *)snes->data; 576 577 PetscFunctionBegin; 578 PetscOptionsHeadBegin(PetscOptionsObject, "SNES trust region options for nonlinear equations"); 579 PetscCall(PetscOptionsReal("-snes_trdc_tol", "Trust region tolerance", "SNESSetTrustRegionTolerance", snes->deltatol, &snes->deltatol, NULL)); 580 PetscCall(PetscOptionsReal("-snes_trdc_eta1", "eta1", "None", ctx->eta1, &ctx->eta1, NULL)); 581 PetscCall(PetscOptionsReal("-snes_trdc_eta2", "eta2", "None", ctx->eta2, &ctx->eta2, NULL)); 582 PetscCall(PetscOptionsReal("-snes_trdc_eta3", "eta3", "None", ctx->eta3, &ctx->eta3, NULL)); 583 PetscCall(PetscOptionsReal("-snes_trdc_t1", "t1", "None", ctx->t1, &ctx->t1, NULL)); 584 PetscCall(PetscOptionsReal("-snes_trdc_t2", "t2", "None", ctx->t2, &ctx->t2, NULL)); 585 PetscCall(PetscOptionsReal("-snes_trdc_deltaM", "deltaM", "None", ctx->deltaM, &ctx->deltaM, NULL)); 586 PetscCall(PetscOptionsReal("-snes_trdc_delta0", "delta0", "None", ctx->delta0, &ctx->delta0, NULL)); 587 PetscCall(PetscOptionsReal("-snes_trdc_auto_scale_max", "auto_scale_max", "None", ctx->auto_scale_max, &ctx->auto_scale_max, NULL)); 588 PetscCall(PetscOptionsBool("-snes_trdc_use_cauchy", "use_cauchy", "use Cauchy step and direction", ctx->use_cauchy, &ctx->use_cauchy, NULL)); 589 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)); 590 PetscOptionsHeadEnd(); 591 PetscFunctionReturn(0); 592 } 593 594 static PetscErrorCode SNESView_NEWTONTRDC(SNES snes, PetscViewer viewer) { 595 SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data; 596 PetscBool iascii; 597 598 PetscFunctionBegin; 599 PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &iascii)); 600 if (iascii) { 601 PetscCall(PetscViewerASCIIPrintf(viewer, " Trust region tolerance %g (-snes_trtol)\n", (double)snes->deltatol)); 602 PetscCall(PetscViewerASCIIPrintf(viewer, " eta1=%g, eta2=%g, eta3=%g\n", (double)tr->eta1, (double)tr->eta2, (double)tr->eta3)); 603 PetscCall(PetscViewerASCIIPrintf(viewer, " delta0=%g, t1=%g, t2=%g, deltaM=%g\n", (double)tr->delta0, (double)tr->t1, (double)tr->t2, (double)tr->deltaM)); 604 } 605 PetscFunctionReturn(0); 606 } 607 /* ------------------------------------------------------------ */ 608 /*MC 609 SNESNEWTONTRDC - Newton based nonlinear solver that uses trust-region dogleg method with Cauchy direction 610 611 Options Database: 612 + -snes_trdc_tol <tol> - trust region tolerance 613 . -snes_trdc_eta1 <eta1> - trust region parameter 0.0 <= eta1 <= eta2, rho >= eta1 breaks out of the inner iteration (default: eta1=0.001) 614 . -snes_trdc_eta2 <eta2> - trust region parameter 0.0 <= eta1 <= eta2, rho <= eta2 shrinks the trust region (default: eta2=0.25) 615 . -snes_trdc_eta3 <eta3> - trust region parameter eta3 > eta2, rho >= eta3 expands the trust region (default: eta3=0.75) 616 . -snes_trdc_t1 <t1> - trust region parameter, shrinking factor of trust region (default: 0.25) 617 . -snes_trdc_t2 <t2> - trust region parameter, expanding factor of trust region (default: 2.0) 618 . -snes_trdc_deltaM <deltaM> - trust region parameter, max size of trust region, deltaM*norm2(x) (default: 0.5) 619 . -snes_trdc_delta0 <delta0> - trust region parameter, initial size of trust region, delta0*norm2(x) (default: 0.1) 620 . -snes_trdc_auto_scale_max <auto_scale_max> - used with auto_scale_multiphase, caps the maximum auto-scaling factor 621 . -snes_trdc_use_cauchy <use_cauchy> - True uses dogleg Cauchy (Steepest Descent direction) step & direction in the trust region algorithm 622 - -snes_trdc_auto_scale_multiphase <auto_scale_multiphase> - True turns on auto-scaling for multivariable block matrix for Cauchy and trust region 623 624 Notes: 625 The algorithm is taken from "Linear and Nonlinear Solvers for Simulating Multiphase Flow 626 within Large-Scale Engineered Subsurface Systems" by Heeho D. Park, Glenn E. Hammond, 627 Albert J. Valocchi, Tara LaForce. 628 629 Level: intermediate 630 631 .seealso: `SNESCreate()`, `SNES`, `SNESSetType()`, `SNESNEWTONLS`, `SNESSetTrustRegionTolerance()`, `SNESNEWTONTRDC` 632 633 M*/ 634 PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONTRDC(SNES snes) { 635 SNES_NEWTONTRDC *neP; 636 637 PetscFunctionBegin; 638 snes->ops->setup = SNESSetUp_NEWTONTRDC; 639 snes->ops->solve = SNESSolve_NEWTONTRDC; 640 snes->ops->destroy = SNESDestroy_NEWTONTRDC; 641 snes->ops->setfromoptions = SNESSetFromOptions_NEWTONTRDC; 642 snes->ops->view = SNESView_NEWTONTRDC; 643 snes->ops->reset = SNESReset_NEWTONTRDC; 644 645 snes->usesksp = PETSC_TRUE; 646 snes->usesnpc = PETSC_FALSE; 647 648 snes->alwayscomputesfinalresidual = PETSC_TRUE; 649 650 PetscCall(PetscNewLog(snes, &neP)); 651 snes->data = (void *)neP; 652 neP->delta = 0.0; 653 neP->delta0 = 0.1; 654 neP->eta1 = 0.001; 655 neP->eta2 = 0.25; 656 neP->eta3 = 0.75; 657 neP->t1 = 0.25; 658 neP->t2 = 2.0; 659 neP->deltaM = 0.5; 660 neP->sigma = 0.0001; 661 neP->itflag = PETSC_FALSE; 662 neP->rnorm0 = 0.0; 663 neP->ttol = 0.0; 664 neP->use_cauchy = PETSC_TRUE; 665 neP->auto_scale_multiphase = PETSC_FALSE; 666 neP->auto_scale_max = -1.0; 667 neP->rho_satisfied = PETSC_FALSE; 668 snes->deltatol = 1.e-12; 669 670 /* for multiphase (multivariable) scaling */ 671 /* may be used for dynamic allocation of inorms, but it fails snes_tutorials-ex3_13 672 on test forced DIVERGED_JACOBIAN_DOMAIN test. I will use static array for now. 673 PetscCall(VecGetBlockSize(snes->work[0],&neP->bs)); 674 PetscCall(PetscCalloc1(neP->bs,&neP->inorms)); 675 */ 676 677 PetscFunctionReturn(0); 678 } 679