1 #include <../src/snes/impls/tr/trimpl.h> /*I "petscsnes.h" I*/
2
3 typedef struct {
4 SNES snes;
5 KSPConvergenceTestFn *convtest;
6 PetscCtxDestroyFn *convdestroy;
7 void *convctx;
8 } SNES_TR_KSPConverged_Ctx;
9
10 const char *const SNESNewtonTRFallbackTypes[] = {"NEWTON", "CAUCHY", "DOGLEG", "SNESNewtonTRFallbackType", "SNES_TR_FALLBACK_", NULL};
11 const char *const SNESNewtonTRQNTypes[] = {"NONE", "SAME", "DIFFERENT", "SNESNewtonTRQNType", "SNES_TR_QN_", NULL};
12
SNESNewtonTRSetTolerances_TR(SNES snes,PetscReal delta_min,PetscReal delta_max,PetscReal delta_0)13 static PetscErrorCode SNESNewtonTRSetTolerances_TR(SNES snes, PetscReal delta_min, PetscReal delta_max, PetscReal delta_0)
14 {
15 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
16
17 PetscFunctionBegin;
18 if (delta_min == PETSC_DETERMINE) delta_min = tr->default_deltam;
19 if (delta_max == PETSC_DETERMINE) delta_max = tr->default_deltaM;
20 if (delta_0 == PETSC_DETERMINE) delta_0 = tr->default_delta0;
21 if (delta_min != PETSC_CURRENT) tr->deltam = delta_min;
22 if (delta_max != PETSC_CURRENT) tr->deltaM = delta_max;
23 if (delta_0 != PETSC_CURRENT) tr->delta0 = delta_0;
24 PetscFunctionReturn(PETSC_SUCCESS);
25 }
26
SNESNewtonTRGetTolerances_TR(SNES snes,PetscReal * delta_min,PetscReal * delta_max,PetscReal * delta_0)27 static PetscErrorCode SNESNewtonTRGetTolerances_TR(SNES snes, PetscReal *delta_min, PetscReal *delta_max, PetscReal *delta_0)
28 {
29 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
30
31 PetscFunctionBegin;
32 if (delta_min) *delta_min = tr->deltam;
33 if (delta_max) *delta_max = tr->deltaM;
34 if (delta_0) *delta_0 = tr->delta0;
35 PetscFunctionReturn(PETSC_SUCCESS);
36 }
37
SNESComputeJacobian_MATLMVM(SNES snes,Vec X,Mat J,Mat B,void * dummy)38 static PetscErrorCode SNESComputeJacobian_MATLMVM(SNES snes, Vec X, Mat J, Mat B, void *dummy)
39 {
40 PetscFunctionBegin;
41 // PetscCall(MatLMVMSymBroydenSetDelta(B, _some_delta));
42 PetscCall(MatLMVMUpdate(B, X, snes->vec_func));
43 PetscCall(MatAssemblyBegin(B, MAT_FINAL_ASSEMBLY));
44 PetscCall(MatAssemblyEnd(B, MAT_FINAL_ASSEMBLY));
45 if (J != B) {
46 // PetscCall(MatLMVMSymBroydenSetDelta(J, _some_delta));
47 PetscCall(MatLMVMUpdate(J, X, snes->vec_func));
48 PetscCall(MatAssemblyBegin(J, MAT_FINAL_ASSEMBLY));
49 PetscCall(MatAssemblyEnd(J, MAT_FINAL_ASSEMBLY));
50 }
51 PetscFunctionReturn(PETSC_SUCCESS);
52 }
53
SNESTR_KSPConverged_Private(KSP ksp,PetscInt n,PetscReal rnorm,KSPConvergedReason * reason,void * cctx)54 static PetscErrorCode SNESTR_KSPConverged_Private(KSP ksp, PetscInt n, PetscReal rnorm, KSPConvergedReason *reason, void *cctx)
55 {
56 SNES_TR_KSPConverged_Ctx *ctx = (SNES_TR_KSPConverged_Ctx *)cctx;
57 SNES snes = ctx->snes;
58 SNES_NEWTONTR *neP = (SNES_NEWTONTR *)snes->data;
59 Vec x;
60 PetscReal nrm;
61
62 PetscFunctionBegin;
63 /* Determine norm of solution */
64 PetscCall(KSPBuildSolution(ksp, NULL, &x));
65 PetscCall(VecNorm(x, neP->norm, &nrm));
66 if (nrm >= neP->delta) {
67 PetscCall(PetscInfo(snes, "Ending linear iteration early due to exiting trust region, delta=%g, length=%g\n", (double)neP->delta, (double)nrm));
68 *reason = KSP_CONVERGED_STEP_LENGTH;
69 PetscFunctionReturn(PETSC_SUCCESS);
70 }
71 PetscCall((*ctx->convtest)(ksp, n, rnorm, reason, ctx->convctx));
72 if (*reason) PetscCall(PetscInfo(snes, "Default or user provided convergence test KSP iterations=%" PetscInt_FMT ", rnorm=%g\n", n, (double)rnorm));
73 PetscFunctionReturn(PETSC_SUCCESS);
74 }
75
SNESTR_KSPConverged_Destroy(PetscCtxRt cctx)76 static PetscErrorCode SNESTR_KSPConverged_Destroy(PetscCtxRt cctx)
77 {
78 SNES_TR_KSPConverged_Ctx *ctx = *(SNES_TR_KSPConverged_Ctx **)cctx;
79
80 PetscFunctionBegin;
81 PetscCall((*ctx->convdestroy)(&ctx->convctx));
82 PetscCall(PetscFree(ctx));
83 PetscFunctionReturn(PETSC_SUCCESS);
84 }
85
SNESTR_Converged_Private(SNES snes,PetscInt it,PetscReal xnorm,PetscReal pnorm,PetscReal fnorm,SNESConvergedReason * reason,void * dummy)86 static PetscErrorCode SNESTR_Converged_Private(SNES snes, PetscInt it, PetscReal xnorm, PetscReal pnorm, PetscReal fnorm, SNESConvergedReason *reason, void *dummy)
87 {
88 SNES_NEWTONTR *neP = (SNES_NEWTONTR *)snes->data;
89
90 PetscFunctionBegin;
91 *reason = SNES_CONVERGED_ITERATING;
92 if (neP->delta < neP->deltam) {
93 PetscCall(PetscInfo(snes, "Diverged due to too small a trust region %g<%g\n", (double)neP->delta, (double)neP->deltam));
94 *reason = SNES_DIVERGED_TR_DELTA;
95 } else if (snes->nfuncs >= snes->max_funcs && snes->max_funcs >= 0) {
96 PetscCall(PetscInfo(snes, "Exceeded maximum number of function evaluations: %" PetscInt_FMT "\n", snes->max_funcs));
97 *reason = SNES_DIVERGED_FUNCTION_COUNT;
98 }
99 PetscFunctionReturn(PETSC_SUCCESS);
100 }
101
102 /*@
103 SNESNewtonTRSetNormType - Specify the type of norm to use for the computation of the trust region.
104
105 Input Parameters:
106 + snes - the nonlinear solver object
107 - norm - the norm type
108
109 Level: intermediate
110
111 .seealso: `SNESNEWTONTR`, `NormType`
112 @*/
SNESNewtonTRSetNormType(SNES snes,NormType norm)113 PetscErrorCode SNESNewtonTRSetNormType(SNES snes, NormType norm)
114 {
115 PetscBool flg;
116
117 PetscFunctionBegin;
118 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
119 PetscValidLogicalCollectiveEnum(snes, norm, 2);
120 PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
121 if (flg) {
122 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
123
124 tr->norm = norm;
125 }
126 PetscFunctionReturn(PETSC_SUCCESS);
127 }
128
129 /*@
130 SNESNewtonTRSetQNType - Specify to use a quasi-Newton model.
131
132 Input Parameters:
133 + snes - the nonlinear solver object
134 - use - the type of approximations to be used
135
136 Level: intermediate
137
138 Notes:
139 Options for the approximations can be set with the `snes_tr_qn_` and `snes_tr_qn_pre_` prefixes.
140
141 .seealso: `SNESNEWTONTR`, `SNESNewtonTRQNType`, `MATLMVM`
142 @*/
SNESNewtonTRSetQNType(SNES snes,SNESNewtonTRQNType use)143 PetscErrorCode SNESNewtonTRSetQNType(SNES snes, SNESNewtonTRQNType use)
144 {
145 PetscBool flg;
146
147 PetscFunctionBegin;
148 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
149 PetscValidLogicalCollectiveEnum(snes, use, 2);
150 PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
151 if (flg) {
152 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
153
154 tr->qn = use;
155 }
156 PetscFunctionReturn(PETSC_SUCCESS);
157 }
158
159 /*@
160 SNESNewtonTRSetFallbackType - Set the type of fallback to use if the solution of the trust region subproblem is outside the radius
161
162 Input Parameters:
163 + snes - the nonlinear solver object
164 - ftype - the fallback type, see `SNESNewtonTRFallbackType`
165
166 Level: intermediate
167
168 .seealso: [](ch_snes), `SNESNEWTONTR`, `SNESNewtonTRPreCheck()`, `SNESNewtonTRGetPreCheck()`, `SNESNewtonTRSetPreCheck()`,
169 `SNESNewtonTRSetPostCheck()`, `SNESNewtonTRGetPostCheck()`
170 @*/
SNESNewtonTRSetFallbackType(SNES snes,SNESNewtonTRFallbackType ftype)171 PetscErrorCode SNESNewtonTRSetFallbackType(SNES snes, SNESNewtonTRFallbackType ftype)
172 {
173 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
174 PetscBool flg;
175
176 PetscFunctionBegin;
177 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
178 PetscValidLogicalCollectiveEnum(snes, ftype, 2);
179 PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
180 if (flg) tr->fallback = ftype;
181 PetscFunctionReturn(PETSC_SUCCESS);
182 }
183
184 /*@C
185 SNESNewtonTRSetPreCheck - Sets a user function that is called before the search step has been determined.
186 Allows the user a chance to change or override the trust region decision.
187
188 Logically Collective
189
190 Input Parameters:
191 + snes - the nonlinear solver object
192 . func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRPreCheck()`
193 - ctx - [optional] user-defined context for private data for the function evaluation routine (may be `NULL`)
194
195 Level: intermediate
196
197 Note:
198 This function is called BEFORE the function evaluation within the solver.
199
200 .seealso: [](ch_snes), `SNESNEWTONTR`, `SNESNewtonTRPreCheck()`, `SNESNewtonTRGetPreCheck()`, `SNESNewtonTRSetPostCheck()`, `SNESNewtonTRGetPostCheck()`,
201 @*/
SNESNewtonTRSetPreCheck(SNES snes,PetscErrorCode (* func)(SNES,Vec,Vec,PetscBool *,void *),PetscCtx ctx)202 PetscErrorCode SNESNewtonTRSetPreCheck(SNES snes, PetscErrorCode (*func)(SNES, Vec, Vec, PetscBool *, void *), PetscCtx ctx)
203 {
204 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
205 PetscBool flg;
206
207 PetscFunctionBegin;
208 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
209 PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
210 if (flg) {
211 if (func) tr->precheck = func;
212 if (ctx) tr->precheckctx = ctx;
213 }
214 PetscFunctionReturn(PETSC_SUCCESS);
215 }
216
217 /*@C
218 SNESNewtonTRGetPreCheck - Gets the pre-check function
219
220 Not Collective
221
222 Input Parameter:
223 . snes - the nonlinear solver context
224
225 Output Parameters:
226 + func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRPreCheck()`
227 - ctx - [optional] user-defined context for private data for the function evaluation routine (may be `NULL`)
228
229 Level: intermediate
230
231 .seealso: [](ch_snes), `SNESNEWTONTR`, `SNESNewtonTRSetPreCheck()`, `SNESNewtonTRPreCheck()`
232 @*/
SNESNewtonTRGetPreCheck(SNES snes,PetscErrorCode (** func)(SNES,Vec,Vec,PetscBool *,void *),PetscCtxRt ctx)233 PetscErrorCode SNESNewtonTRGetPreCheck(SNES snes, PetscErrorCode (**func)(SNES, Vec, Vec, PetscBool *, void *), PetscCtxRt ctx)
234 {
235 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
236 PetscBool flg;
237
238 PetscFunctionBegin;
239 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
240 PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
241 PetscAssert(flg, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONG, "Not for type %s", ((PetscObject)snes)->type_name);
242 if (func) *func = tr->precheck;
243 if (ctx) *(void **)ctx = tr->precheckctx;
244 PetscFunctionReturn(PETSC_SUCCESS);
245 }
246
247 /*@C
248 SNESNewtonTRSetPostCheck - Sets a user function that is called after the search step has been determined but before the next
249 function evaluation. Allows the user a chance to change or override the internal decision of the solver
250
251 Logically Collective
252
253 Input Parameters:
254 + snes - the nonlinear solver object
255 . func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRPostCheck()`
256 - ctx - [optional] user-defined context for private data for the function evaluation routine (may be `NULL`)
257
258 Level: intermediate
259
260 Note:
261 This function is called BEFORE the function evaluation within the solver while the function set in
262 `SNESLineSearchSetPostCheck()` is called AFTER the function evaluation.
263
264 .seealso: [](ch_snes), `SNESNEWTONTR`, `SNESNewtonTRPostCheck()`, `SNESNewtonTRGetPostCheck()`, `SNESNewtonTRSetPreCheck()`, `SNESNewtonTRGetPreCheck()`
265 @*/
SNESNewtonTRSetPostCheck(SNES snes,PetscErrorCode (* func)(SNES,Vec,Vec,Vec,PetscBool *,PetscBool *,void *),PetscCtx ctx)266 PetscErrorCode SNESNewtonTRSetPostCheck(SNES snes, PetscErrorCode (*func)(SNES, Vec, Vec, Vec, PetscBool *, PetscBool *, void *), PetscCtx ctx)
267 {
268 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
269 PetscBool flg;
270
271 PetscFunctionBegin;
272 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
273 PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
274 if (flg) {
275 if (func) tr->postcheck = func;
276 if (ctx) tr->postcheckctx = ctx;
277 }
278 PetscFunctionReturn(PETSC_SUCCESS);
279 }
280
281 /*@C
282 SNESNewtonTRGetPostCheck - Gets the post-check function
283
284 Not Collective
285
286 Input Parameter:
287 . snes - the nonlinear solver context
288
289 Output Parameters:
290 + func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRPostCheck()`
291 - ctx - [optional] user-defined context for private data for the function evaluation routine (may be `NULL`)
292
293 Level: intermediate
294
295 .seealso: [](ch_snes), `SNESNEWTONTR`, `SNESNewtonTRSetPostCheck()`, `SNESNewtonTRPostCheck()`
296 @*/
SNESNewtonTRGetPostCheck(SNES snes,PetscErrorCode (** func)(SNES,Vec,Vec,Vec,PetscBool *,PetscBool *,void *),PetscCtxRt ctx)297 PetscErrorCode SNESNewtonTRGetPostCheck(SNES snes, PetscErrorCode (**func)(SNES, Vec, Vec, Vec, PetscBool *, PetscBool *, void *), PetscCtxRt ctx)
298 {
299 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
300 PetscBool flg;
301
302 PetscFunctionBegin;
303 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
304 PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
305 PetscAssert(flg, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONG, "Not for type %s", ((PetscObject)snes)->type_name);
306 if (func) *func = tr->postcheck;
307 if (ctx) *(void **)ctx = tr->postcheckctx;
308 PetscFunctionReturn(PETSC_SUCCESS);
309 }
310
311 /*@C
312 SNESNewtonTRPreCheck - Runs the precheck routine
313
314 Logically Collective
315
316 Input Parameters:
317 + snes - the solver
318 . X - The last solution
319 - Y - The step direction
320
321 Output Parameter:
322 . changed_Y - Indicator that the step direction `Y` has been changed.
323
324 Level: intermediate
325
326 .seealso: [](ch_snes), `SNESNEWTONTR`, `SNESNewtonTRSetPreCheck()`, `SNESNewtonTRGetPreCheck()`, `SNESNewtonTRPostCheck()`
327 @*/
SNESNewtonTRPreCheck(SNES snes,Vec X,Vec Y,PetscBool * changed_Y)328 PetscErrorCode SNESNewtonTRPreCheck(SNES snes, Vec X, Vec Y, PetscBool *changed_Y)
329 {
330 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
331 PetscBool flg;
332
333 PetscFunctionBegin;
334 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
335 PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
336 PetscAssert(flg, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONG, "Not for type %s", ((PetscObject)snes)->type_name);
337 *changed_Y = PETSC_FALSE;
338 if (tr->precheck) {
339 PetscCall((*tr->precheck)(snes, X, Y, changed_Y, tr->precheckctx));
340 PetscValidLogicalCollectiveBool(snes, *changed_Y, 4);
341 }
342 PetscFunctionReturn(PETSC_SUCCESS);
343 }
344
345 /*@C
346 SNESNewtonTRPostCheck - Runs the postcheck routine
347
348 Logically Collective
349
350 Input Parameters:
351 + snes - the solver
352 . X - The last solution
353 . Y - The full step direction
354 - W - The updated solution, W = X - Y
355
356 Output Parameters:
357 + changed_Y - indicator if step has been changed
358 - changed_W - Indicator if the new candidate solution W has been changed.
359
360 Note:
361 If Y is changed then W is recomputed as X - Y
362
363 Level: intermediate
364
365 .seealso: [](ch_snes), `SNESNEWTONTR`, `SNESNewtonTRSetPostCheck()`, `SNESNewtonTRGetPostCheck()`, `SNESNewtonTRPreCheck()`
366 @*/
SNESNewtonTRPostCheck(SNES snes,Vec X,Vec Y,Vec W,PetscBool * changed_Y,PetscBool * changed_W)367 PetscErrorCode SNESNewtonTRPostCheck(SNES snes, Vec X, Vec Y, Vec W, PetscBool *changed_Y, PetscBool *changed_W)
368 {
369 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
370 PetscBool flg;
371
372 PetscFunctionBegin;
373 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
374 PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
375 PetscAssert(flg, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONG, "Not for type %s", ((PetscObject)snes)->type_name);
376 *changed_Y = PETSC_FALSE;
377 *changed_W = PETSC_FALSE;
378 if (tr->postcheck) {
379 PetscCall((*tr->postcheck)(snes, X, Y, W, changed_Y, changed_W, tr->postcheckctx));
380 PetscValidLogicalCollectiveBool(snes, *changed_Y, 5);
381 PetscValidLogicalCollectiveBool(snes, *changed_W, 6);
382 }
383 PetscFunctionReturn(PETSC_SUCCESS);
384 }
385
386 /* stable implementation of roots of a*x^2 + b*x + c = 0 */
PetscQuadraticRoots(PetscReal a,PetscReal b,PetscReal c,PetscReal * xm,PetscReal * xp)387 static inline void PetscQuadraticRoots(PetscReal a, PetscReal b, PetscReal c, PetscReal *xm, PetscReal *xp)
388 {
389 PetscReal temp = -0.5 * (b + PetscCopysignReal(1.0, b) * PetscSqrtReal(b * b - 4 * a * c));
390 PetscReal x1 = temp / a;
391 PetscReal x2 = c / temp;
392 *xm = PetscMin(x1, x2);
393 *xp = PetscMax(x1, x2);
394 }
395
396 /* Computes the quadratic model difference */
SNESNewtonTRQuadraticDelta(SNES snes,Mat J,PetscBool has_objective,Vec Y,Vec GradF,Vec W,PetscReal * yTHy_,PetscReal * gTy_,PetscReal * deltaqm)397 static PetscErrorCode SNESNewtonTRQuadraticDelta(SNES snes, Mat J, PetscBool has_objective, Vec Y, Vec GradF, Vec W, PetscReal *yTHy_, PetscReal *gTy_, PetscReal *deltaqm)
398 {
399 PetscReal yTHy, gTy;
400
401 PetscFunctionBegin;
402 PetscCall(MatMult(J, Y, W));
403 if (has_objective) PetscCall(VecDotRealPart(Y, W, &yTHy));
404 else PetscCall(VecDotRealPart(W, W, &yTHy)); /* Gauss-Newton approximation J^t * J */
405 PetscCall(VecDotRealPart(GradF, Y, &gTy));
406 *deltaqm = -(-(gTy) + 0.5 * (yTHy)); /* difference in quadratic model, -gTy because SNES solves it this way */
407 if (yTHy_) *yTHy_ = yTHy;
408 if (gTy_) *gTy_ = gTy;
409 PetscFunctionReturn(PETSC_SUCCESS);
410 }
411
412 /* Computes the new objective given X = Xk, Y = direction
413 W work vector, on output W = X - Y
414 G work vector, on output G = SNESFunction(W) */
SNESNewtonTRObjective(SNES snes,PetscBool has_objective,Vec X,Vec Y,Vec W,Vec G,PetscReal * gnorm,PetscReal * fkp1)415 static PetscErrorCode SNESNewtonTRObjective(SNES snes, PetscBool has_objective, Vec X, Vec Y, Vec W, Vec G, PetscReal *gnorm, PetscReal *fkp1)
416 {
417 PetscBool changed_y, changed_w;
418
419 PetscFunctionBegin;
420 /* TODO: we can add a linesearch here */
421 PetscCall(SNESNewtonTRPreCheck(snes, X, Y, &changed_y));
422 PetscCall(VecWAXPY(W, -1.0, Y, X)); /* Xkp1 */
423 PetscCall(SNESNewtonTRPostCheck(snes, X, Y, W, &changed_y, &changed_w));
424 if (changed_y && !changed_w) PetscCall(VecWAXPY(W, -1.0, Y, X));
425
426 PetscCall(SNESComputeFunction(snes, W, G)); /* F(Xkp1) = G */
427 PetscCall(VecNorm(G, NORM_2, gnorm));
428 SNESCheckFunctionDomainError(snes, *gnorm);
429 if (has_objective) {
430 PetscCall(SNESComputeObjective(snes, W, fkp1));
431 SNESCheckObjectiveDomainError(snes, *fkp1);
432 } else *fkp1 = 0.5 * PetscSqr(*gnorm);
433 PetscFunctionReturn(PETSC_SUCCESS);
434 }
435
SNESSetUpQN_NEWTONTR(SNES snes)436 static PetscErrorCode SNESSetUpQN_NEWTONTR(SNES snes)
437 {
438 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
439
440 PetscFunctionBegin;
441 PetscCall(MatDestroy(&tr->qnB));
442 PetscCall(MatDestroy(&tr->qnB_pre));
443 if (tr->qn) {
444 PetscInt n, N;
445 const char *optionsprefix;
446 Mat B;
447
448 PetscCall(MatCreate(PetscObjectComm((PetscObject)snes), &B));
449 PetscCall(SNESGetOptionsPrefix(snes, &optionsprefix));
450 PetscCall(MatSetOptionsPrefix(B, "snes_tr_qn_"));
451 PetscCall(MatAppendOptionsPrefix(B, optionsprefix));
452 PetscCall(MatSetType(B, MATLMVMBFGS));
453 PetscCall(VecGetLocalSize(snes->vec_sol, &n));
454 PetscCall(VecGetSize(snes->vec_sol, &N));
455 PetscCall(MatSetSizes(B, n, n, N, N));
456 PetscCall(MatSetUp(B));
457 PetscCall(MatSetFromOptions(B));
458 PetscCall(MatLMVMAllocate(B, snes->vec_sol, snes->vec_func));
459 tr->qnB = B;
460 if (tr->qn == SNES_TR_QN_DIFFERENT) {
461 PetscCall(MatCreate(PetscObjectComm((PetscObject)snes), &B));
462 PetscCall(SNESGetOptionsPrefix(snes, &optionsprefix));
463 PetscCall(MatSetOptionsPrefix(B, "snes_tr_qn_pre_"));
464 PetscCall(MatAppendOptionsPrefix(B, optionsprefix));
465 PetscCall(MatSetType(B, MATLMVMBFGS));
466 PetscCall(MatSetSizes(B, n, n, N, N));
467 PetscCall(MatSetUp(B));
468 PetscCall(MatSetFromOptions(B));
469 PetscCall(MatLMVMAllocate(B, snes->vec_sol, snes->vec_func));
470 tr->qnB_pre = B;
471 } else {
472 PetscCall(PetscObjectReference((PetscObject)tr->qnB));
473 tr->qnB_pre = tr->qnB;
474 }
475 }
476 PetscFunctionReturn(PETSC_SUCCESS);
477 }
478
479 /*
480 SNESSolve_NEWTONTR - Implements Newton's Method with trust-region subproblem and adds dogleg Cauchy
481 (Steepest Descent direction) step and direction if the trust region is not satisfied for solving system of
482 nonlinear equations
483
484 */
SNESSolve_NEWTONTR(SNES snes)485 static PetscErrorCode SNESSolve_NEWTONTR(SNES snes)
486 {
487 SNES_NEWTONTR *neP = (SNES_NEWTONTR *)snes->data;
488 Vec X, F, Y, G, W, GradF, YU, Yc;
489 PetscInt maxits, lits;
490 PetscReal rho, fnorm, gnorm = 0.0, xnorm = 0.0, delta, ynorm;
491 PetscReal fk, fkp1, deltaqm = 0.0, gTy = 0.0, yTHy = 0.0;
492 PetscReal auk, tauk, gfnorm, gfnorm_k, ycnorm, gTBg, objmin = 0.0, beta_k = 1.0;
493 PC pc;
494 Mat J, Jp;
495 PetscBool already_done = PETSC_FALSE, on_boundary, use_cauchy;
496 PetscBool clear_converged_test, rho_satisfied, has_objective;
497 SNES_TR_KSPConverged_Ctx *ctx;
498 void *convctx;
499 SNESObjectiveFn *objective;
500 KSPConvergenceTestFn *convtest;
501 PetscCtxDestroyFn *convdestroy;
502
503 PetscFunctionBegin;
504 PetscCall(SNESGetObjective(snes, &objective, NULL));
505 has_objective = objective ? PETSC_TRUE : PETSC_FALSE;
506
507 maxits = snes->max_its; /* maximum number of iterations */
508 X = snes->vec_sol; /* solution vector */
509 F = snes->vec_func; /* residual vector */
510 Y = snes->vec_sol_update; /* update vector */
511 G = snes->work[0]; /* updated residual */
512 W = snes->work[1]; /* temporary vector */
513 GradF = !has_objective ? snes->work[2] : snes->vec_func; /* grad f = J^T F */
514 YU = snes->work[3]; /* work vector for dogleg method */
515 Yc = snes->work[4]; /* Cauchy point */
516
517 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);
518
519 PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
520 snes->iter = 0;
521 PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
522
523 /* setup QN matrices if needed */
524 PetscCall(SNESSetUpQN_NEWTONTR(snes));
525
526 /* Set the linear stopping criteria to use the More' trick if needed */
527 clear_converged_test = PETSC_FALSE;
528 PetscCall(SNESGetKSP(snes, &snes->ksp));
529 PetscCall(KSPGetConvergenceTest(snes->ksp, &convtest, &convctx, &convdestroy));
530 if (convtest != SNESTR_KSPConverged_Private) {
531 clear_converged_test = PETSC_TRUE;
532 PetscCall(PetscNew(&ctx));
533 ctx->snes = snes;
534 PetscCall(KSPGetAndClearConvergenceTest(snes->ksp, &ctx->convtest, &ctx->convctx, &ctx->convdestroy));
535 PetscCall(KSPSetConvergenceTest(snes->ksp, SNESTR_KSPConverged_Private, ctx, SNESTR_KSPConverged_Destroy));
536 PetscCall(PetscInfo(snes, "Using Krylov convergence test SNESTR_KSPConverged_Private\n"));
537 }
538
539 if (!snes->vec_func_init_set) {
540 PetscCall(SNESComputeFunction(snes, X, F)); /* F(X) */
541 } else snes->vec_func_init_set = PETSC_FALSE;
542
543 PetscCall(VecNorm(F, NORM_2, &fnorm)); /* fnorm <- || F || */
544 SNESCheckFunctionDomainError(snes, fnorm);
545 PetscCall(VecNorm(X, NORM_2, &xnorm)); /* xnorm <- || X || */
546
547 PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
548 snes->norm = fnorm;
549 PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
550 delta = neP->delta0;
551 neP->delta = delta;
552 PetscCall(SNESLogConvergenceHistory(snes, fnorm, 0));
553
554 /* test convergence */
555 rho_satisfied = PETSC_FALSE;
556 PetscCall(SNESConverged(snes, 0, 0.0, 0.0, fnorm));
557 PetscCall(SNESMonitor(snes, 0, fnorm));
558 if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS);
559
560 if (has_objective) {
561 PetscCall(SNESComputeObjective(snes, X, &fk));
562 SNESCheckObjectiveDomainError(snes, fk);
563 } else fk = 0.5 * PetscSqr(fnorm); /* obj(x) = 0.5 * ||F(x)||^2 */
564
565 /* hook state vector to BFGS preconditioner */
566 PetscCall(KSPGetPC(snes->ksp, &pc));
567 PetscCall(PCLMVMSetUpdateVec(pc, X));
568
569 if (neP->kmdc) PetscCall(KSPSetComputeEigenvalues(snes->ksp, PETSC_TRUE));
570
571 while (snes->iter < maxits) {
572 /* calculating Jacobian and GradF of minimization function only once */
573 if (!already_done) {
574 /* Call general purpose update function */
575 PetscTryTypeMethod(snes, update, snes->iter);
576
577 /* apply the nonlinear preconditioner */
578 if (snes->npc && snes->npcside == PC_RIGHT) {
579 SNESConvergedReason reason;
580
581 PetscCall(SNESSetInitialFunction(snes->npc, F));
582 PetscCall(PetscLogEventBegin(SNES_NPCSolve, snes->npc, X, snes->vec_rhs, 0));
583 PetscCall(SNESSolve(snes->npc, snes->vec_rhs, X));
584 PetscCall(PetscLogEventEnd(SNES_NPCSolve, snes->npc, X, snes->vec_rhs, 0));
585 PetscCall(SNESGetConvergedReason(snes->npc, &reason));
586 if (reason < 0 && reason != SNES_DIVERGED_MAX_IT && reason != SNES_DIVERGED_TR_DELTA) {
587 snes->reason = SNES_DIVERGED_INNER;
588 PetscFunctionReturn(PETSC_SUCCESS);
589 }
590 // XXX
591 PetscCall(SNESGetNPCFunction(snes, F, &fnorm));
592 }
593
594 /* Jacobian */
595 J = NULL;
596 Jp = NULL;
597 if (!neP->qnB) {
598 PetscCall(SNESComputeJacobian(snes, X, snes->jacobian, snes->jacobian_pre));
599 SNESCheckJacobianDomainError(snes);
600 J = snes->jacobian;
601 Jp = snes->jacobian_pre;
602 } else { /* QN model */
603 PetscCall(SNESComputeJacobian_MATLMVM(snes, X, neP->qnB, neP->qnB_pre, NULL));
604 J = neP->qnB;
605 Jp = neP->qnB_pre;
606 }
607 SNESCheckJacobianDomainError(snes);
608
609 /* objective function */
610 PetscCall(VecNorm(F, NORM_2, &fnorm));
611 SNESCheckFunctionDomainError(snes, fnorm);
612 if (has_objective) {
613 PetscCall(SNESComputeObjective(snes, X, &fk));
614 SNESCheckObjectiveDomainError(snes, fk);
615 } else fk = 0.5 * PetscSqr(fnorm); /* obj(x) = 0.5 * ||F(x)||^2 */
616
617 /* GradF */
618 if (has_objective) gfnorm = fnorm;
619 else {
620 PetscCall(MatMultTranspose(J, F, GradF)); /* grad f = J^T F */
621 PetscCall(VecNorm(GradF, NORM_2, &gfnorm));
622 }
623 PetscCall(VecNorm(GradF, neP->norm, &gfnorm_k));
624 }
625 already_done = PETSC_TRUE;
626
627 /* solve trust-region subproblem */
628
629 /* first compute Cauchy Point */
630 PetscCall(MatMult(J, GradF, W));
631 if (has_objective) PetscCall(VecDotRealPart(GradF, W, &gTBg));
632 else PetscCall(VecDotRealPart(W, W, &gTBg)); /* B = J^t * J */
633 /* Eqs 4.11 and 4.12 in Nocedal and Wright 2nd Edition (4.7 and 4.8 in 1st Edition) */
634 auk = delta / gfnorm_k;
635 if (gTBg < 0.0) tauk = 1.0;
636 else tauk = PetscMin(gfnorm * gfnorm * gfnorm_k / (delta * gTBg), 1);
637 auk *= tauk;
638 ycnorm = auk * gfnorm;
639 PetscCall(VecAXPBY(Yc, auk, 0.0, GradF));
640
641 on_boundary = PETSC_FALSE;
642 use_cauchy = (PetscBool)(tauk == 1.0 && has_objective);
643 if (!use_cauchy) {
644 KSPConvergedReason reason;
645
646 /* sufficient decrease (see 6.3.27 in Conn, Gould, Toint "Trust Region Methods")
647 beta_k the largest eigenvalue of the Hessian. Here we use the previous estimated value */
648 objmin = -neP->kmdc * gnorm * PetscMin(gnorm / beta_k, delta);
649 PetscCall(KSPCGSetObjectiveTarget(snes->ksp, objmin));
650
651 /* specify radius if looking for Newton step and trust region norm is the l2 norm */
652 PetscCall(KSPCGSetRadius(snes->ksp, neP->fallback == SNES_TR_FALLBACK_NEWTON && neP->norm == NORM_2 ? delta : 0.0));
653 PetscCall(KSPSetOperators(snes->ksp, J, Jp));
654 PetscCall(KSPSolve(snes->ksp, F, Y));
655 SNESCheckKSPSolve(snes);
656 PetscCall(KSPGetIterationNumber(snes->ksp, &lits));
657 PetscCall(KSPGetConvergedReason(snes->ksp, &reason));
658 on_boundary = (PetscBool)(reason == KSP_CONVERGED_STEP_LENGTH);
659 PetscCall(PetscInfo(snes, "iter=%" PetscInt_FMT ", linear solve iterations=%" PetscInt_FMT "\n", snes->iter, lits));
660 if (neP->kmdc) { /* update estimated Hessian largest eigenvalue */
661 PetscReal emax, emin;
662 PetscCall(KSPComputeExtremeSingularValues(snes->ksp, &emax, &emin));
663 if (emax > 0.0) beta_k = emax + 1;
664 }
665 } else { /* Cauchy point is on the boundary, accept it */
666 on_boundary = PETSC_TRUE;
667 PetscCall(VecCopy(Yc, Y));
668 PetscCall(PetscInfo(snes, "CP evaluated on boundary. delta: %g, ycnorm: %g, gTBg: %g\n", (double)delta, (double)ycnorm, (double)gTBg));
669 }
670 PetscCall(VecNorm(Y, neP->norm, &ynorm));
671
672 /* decide what to do when the update is outside of trust region */
673 if (!use_cauchy && (ynorm > delta || ynorm == 0.0)) {
674 SNESNewtonTRFallbackType fallback = ynorm > 0.0 ? neP->fallback : SNES_TR_FALLBACK_CAUCHY;
675
676 PetscCheck(neP->norm == NORM_2 || fallback != SNES_TR_FALLBACK_DOGLEG, PetscObjectComm((PetscObject)snes), PETSC_ERR_SUP, "DOGLEG without l2 norm not implemented");
677 switch (fallback) {
678 case SNES_TR_FALLBACK_NEWTON:
679 auk = delta / ynorm;
680 PetscCall(VecScale(Y, auk));
681 PetscCall(PetscInfo(snes, "SN evaluated. delta: %g, ynorm: %g\n", (double)delta, (double)ynorm));
682 break;
683 case SNES_TR_FALLBACK_CAUCHY:
684 case SNES_TR_FALLBACK_DOGLEG:
685 if (fallback == SNES_TR_FALLBACK_CAUCHY || gTBg <= 0.0) {
686 PetscCall(VecCopy(Yc, Y));
687 PetscCall(PetscInfo(snes, "CP evaluated. delta: %g, ynorm: %g, ycnorm: %g, gTBg: %g\n", (double)delta, (double)ynorm, (double)ycnorm, (double)gTBg));
688 } else { /* take linear combination of Cauchy and Newton direction and step */
689 auk = gfnorm * gfnorm / gTBg;
690 if (gfnorm_k * auk >= delta) { /* first leg: Cauchy point outside of trust region */
691 PetscCall(VecAXPBY(Y, delta / gfnorm_k, 0.0, GradF));
692 PetscCall(PetscInfo(snes, "CP evaluated (outside region). delta: %g, ynorm: %g, ycnorm: %g\n", (double)delta, (double)ynorm, (double)ycnorm));
693 } else { /* second leg */
694 PetscReal c0, c1, c2, tau = 0.0, tpos, tneg;
695 PetscBool noroots;
696
697 /* Find solutions of (Eq. 4.16 in Nocedal and Wright)
698 ||p_U + lambda * (p_B - p_U)||^2 - delta^2 = 0,
699 where p_U the Cauchy direction, p_B the Newton direction */
700 PetscCall(VecAXPBY(YU, auk, 0.0, GradF));
701 PetscCall(VecAXPY(Y, -1.0, YU));
702 PetscCall(VecNorm(Y, NORM_2, &c0));
703 PetscCall(VecDotRealPart(YU, Y, &c1));
704 c0 = PetscSqr(c0);
705 c2 = PetscSqr(ycnorm) - PetscSqr(delta);
706 PetscQuadraticRoots(c0, 2 * c1, c2, &tneg, &tpos);
707
708 /* In principle the DL strategy as a unique solution in [0,1]
709 here we check that for some reason we numerically failed
710 to compute it. In that case, we use the Cauchy point */
711 noroots = PetscIsInfOrNanReal(tneg);
712 if (!noroots) {
713 if (tpos > 1) {
714 if (tneg >= 0 && tneg <= 1) {
715 tau = tneg;
716 } else noroots = PETSC_TRUE;
717 } else if (tpos >= 0) {
718 tau = tpos;
719 } else noroots = PETSC_TRUE;
720 }
721 if (noroots) { /* No roots, select Cauchy point */
722 PetscCall(VecCopy(Yc, Y));
723 } else {
724 PetscCall(VecAXPBY(Y, 1.0, tau, YU));
725 }
726 PetscCall(PetscInfo(snes, "%s evaluated. roots: (%g, %g), tau %g, ynorm: %g, ycnorm: %g, gTBg: %g\n", noroots ? "CP" : "DL", (double)tneg, (double)tpos, (double)tau, (double)ynorm, (double)ycnorm, (double)gTBg));
727 }
728 }
729 break;
730 default:
731 SETERRQ(PetscObjectComm((PetscObject)snes), PETSC_ERR_SUP, "Unknown fallback mode");
732 break;
733 }
734 }
735
736 /* compute the quadratic model difference */
737 PetscCall(SNESNewtonTRQuadraticDelta(snes, J, has_objective, Y, GradF, W, &yTHy, &gTy, &deltaqm));
738
739 /* Compute new objective function */
740 PetscCall(SNESNewtonTRObjective(snes, has_objective, X, Y, W, G, &gnorm, &fkp1));
741 if (PetscIsInfOrNanReal(fkp1)) rho = neP->eta1;
742 else {
743 if (deltaqm > 0.0) rho = (fk - fkp1) / deltaqm; /* actual improvement over predicted improvement */
744 else rho = neP->eta1; /* no reduction in quadratic model, step must be rejected */
745 }
746
747 PetscCall(VecNorm(Y, neP->norm, &ynorm));
748 PetscCall(PetscInfo(snes, "rho=%g, delta=%g, fk=%g, fkp1=%g, deltaqm=%g, gTy=%g, yTHy=%g, ynormk=%g\n", (double)rho, (double)delta, (double)fk, (double)fkp1, (double)deltaqm, (double)gTy, (double)yTHy, (double)ynorm));
749
750 /* update the size of the trust region */
751 if (rho < neP->eta2) delta *= neP->t1; /* shrink the region */
752 else if (rho > neP->eta3 && on_boundary) delta *= neP->t2; /* expand the region */
753 delta = PetscMin(delta, neP->deltaM); /* but not greater than deltaM */
754
755 /* log 2-norm of update for moniroting routines */
756 PetscCall(VecNorm(Y, NORM_2, &ynorm));
757
758 /* decide on new step */
759 neP->delta = delta;
760 if (rho > neP->eta1) {
761 rho_satisfied = PETSC_TRUE;
762 } else {
763 rho_satisfied = PETSC_FALSE;
764 PetscCall(PetscInfo(snes, "Trying again in smaller region\n"));
765 /* check to see if progress is hopeless */
766 PetscCall(SNESTR_Converged_Private(snes, snes->iter, xnorm, ynorm, fnorm, &snes->reason, snes->cnvP));
767 if (!snes->reason) PetscCall(SNESConverged(snes, snes->iter, xnorm, ynorm, fnorm));
768 if (snes->reason == SNES_CONVERGED_SNORM_RELATIVE) snes->reason = SNES_DIVERGED_TR_DELTA;
769 snes->numFailures++;
770 /* We're not progressing, so return with the current iterate */
771 if (snes->reason) break;
772 }
773 if (rho_satisfied) {
774 /* Update function values */
775 already_done = PETSC_FALSE;
776 fnorm = gnorm;
777 fk = fkp1;
778
779 /* New residual and linearization point */
780 PetscCall(VecCopy(G, F));
781 PetscCall(VecCopy(W, X));
782
783 /* Monitor convergence */
784 PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
785 snes->iter++;
786 snes->norm = fnorm;
787 snes->xnorm = xnorm;
788 snes->ynorm = ynorm;
789 PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
790 PetscCall(SNESLogConvergenceHistory(snes, snes->norm, lits));
791
792 /* Test for convergence, xnorm = || X || */
793 PetscCall(VecNorm(X, NORM_2, &xnorm));
794 PetscCall(SNESConverged(snes, snes->iter, xnorm, ynorm, fnorm));
795 PetscCall(SNESMonitor(snes, snes->iter, snes->norm));
796 if (snes->reason) break;
797 }
798 }
799
800 if (clear_converged_test) {
801 PetscCall(KSPGetAndClearConvergenceTest(snes->ksp, &ctx->convtest, &ctx->convctx, &ctx->convdestroy));
802 PetscCall(PetscFree(ctx));
803 PetscCall(KSPSetConvergenceTest(snes->ksp, convtest, convctx, convdestroy));
804 }
805 PetscFunctionReturn(PETSC_SUCCESS);
806 }
807
SNESSetUp_NEWTONTR(SNES snes)808 static PetscErrorCode SNESSetUp_NEWTONTR(SNES snes)
809 {
810 PetscFunctionBegin;
811 PetscCall(SNESSetWorkVecs(snes, 5));
812 PetscCall(SNESSetUpMatrices(snes));
813 PetscFunctionReturn(PETSC_SUCCESS);
814 }
815
SNESReset_NEWTONTR(SNES snes)816 static PetscErrorCode SNESReset_NEWTONTR(SNES snes)
817 {
818 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
819
820 PetscFunctionBegin;
821 PetscCall(MatDestroy(&tr->qnB));
822 PetscCall(MatDestroy(&tr->qnB_pre));
823 PetscFunctionReturn(PETSC_SUCCESS);
824 }
825
SNESDestroy_NEWTONTR(SNES snes)826 static PetscErrorCode SNESDestroy_NEWTONTR(SNES snes)
827 {
828 PetscFunctionBegin;
829 PetscCall(SNESReset_NEWTONTR(snes));
830 PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNewtonTRSetTolerances_C", NULL));
831 PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNewtonTRGetTolerances_C", NULL));
832 PetscCall(PetscFree(snes->data));
833 PetscFunctionReturn(PETSC_SUCCESS);
834 }
835
SNESSetFromOptions_NEWTONTR(SNES snes,PetscOptionItems PetscOptionsObject)836 static PetscErrorCode SNESSetFromOptions_NEWTONTR(SNES snes, PetscOptionItems PetscOptionsObject)
837 {
838 SNES_NEWTONTR *ctx = (SNES_NEWTONTR *)snes->data;
839 SNESNewtonTRQNType qn;
840 SNESNewtonTRFallbackType fallback;
841 NormType norm;
842 PetscBool flg;
843
844 PetscFunctionBegin;
845 PetscOptionsHeadBegin(PetscOptionsObject, "SNES trust region options for nonlinear equations");
846 PetscCall(PetscOptionsDeprecated("-snes_tr_deltaM", "-snes_tr_deltamax", "3.22", NULL));
847 PetscCall(PetscOptionsReal("-snes_tr_eta1", "eta1", "SNESNewtonTRSetUpdateParameters", ctx->eta1, &ctx->eta1, NULL));
848 PetscCall(PetscOptionsReal("-snes_tr_eta2", "eta2", "SNESNewtonTRSetUpdateParameters", ctx->eta2, &ctx->eta2, NULL));
849 PetscCall(PetscOptionsReal("-snes_tr_eta3", "eta3", "SNESNewtonTRSetUpdateParameters", ctx->eta3, &ctx->eta3, NULL));
850 PetscCall(PetscOptionsReal("-snes_tr_t1", "t1", "SNESNewtonTRSetUpdateParameters", ctx->t1, &ctx->t1, NULL));
851 PetscCall(PetscOptionsReal("-snes_tr_t2", "t2", "SNESNewtonTRSetUpdateParameters", ctx->t2, &ctx->t2, NULL));
852 PetscCall(PetscOptionsReal("-snes_tr_delta0", "Initial trust region size", "SNESNewtonTRSetTolerances", ctx->delta0, &ctx->delta0, NULL));
853 PetscCall(PetscOptionsReal("-snes_tr_deltamin", "Minimum allowed trust region size", "SNESNewtonTRSetTolerances", ctx->deltam, &ctx->deltam, NULL));
854 PetscCall(PetscOptionsReal("-snes_tr_deltamax", "Maximum allowed trust region size", "SNESNewtonTRSetTolerances", ctx->deltaM, &ctx->deltaM, NULL));
855 PetscCall(PetscOptionsReal("-snes_tr_kmdc", "sufficient decrease parameter", "None", ctx->kmdc, &ctx->kmdc, NULL));
856
857 fallback = ctx->fallback;
858 PetscCall(PetscOptionsEnum("-snes_tr_fallback_type", "Type of fallback if subproblem solution is outside of the trust region", "SNESNewtonTRSetFallbackType", SNESNewtonTRFallbackTypes, (PetscEnum)fallback, (PetscEnum *)&fallback, &flg));
859 if (flg) PetscCall(SNESNewtonTRSetFallbackType(snes, fallback));
860
861 qn = ctx->qn;
862 PetscCall(PetscOptionsEnum("-snes_tr_qn", "Use Quasi-Newton approximations for the model", "SNESNewtonTRSetQNType", SNESNewtonTRQNTypes, (PetscEnum)qn, (PetscEnum *)&qn, &flg));
863 if (flg) PetscCall(SNESNewtonTRSetQNType(snes, qn));
864
865 norm = ctx->norm;
866 PetscCall(PetscOptionsEnum("-snes_tr_norm_type", "Type of norm for trust region bounds", "SNESNewtonTRSetNormType", NormTypes, (PetscEnum)norm, (PetscEnum *)&norm, &flg));
867 if (flg) PetscCall(SNESNewtonTRSetNormType(snes, norm));
868
869 PetscOptionsHeadEnd();
870 PetscFunctionReturn(PETSC_SUCCESS);
871 }
872
SNESView_NEWTONTR(SNES snes,PetscViewer viewer)873 static PetscErrorCode SNESView_NEWTONTR(SNES snes, PetscViewer viewer)
874 {
875 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
876 PetscBool isascii;
877
878 PetscFunctionBegin;
879 PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &isascii));
880 if (isascii) {
881 PetscCall(PetscViewerASCIIPrintf(viewer, " Trust region parameters:\n"));
882 PetscCall(PetscViewerASCIIPrintf(viewer, " eta1=%g, eta2=%g, eta3=%g\n", (double)tr->eta1, (double)tr->eta2, (double)tr->eta3));
883 PetscCall(PetscViewerASCIIPrintf(viewer, " t1=%g, t2=%g\n", (double)tr->t1, (double)tr->t2));
884 PetscCall(PetscViewerASCIIPrintf(viewer, " delta_min=%g, delta_0=%g, delta_max=%g\n", (double)tr->deltam, (double)tr->delta0, (double)tr->deltaM));
885 PetscCall(PetscViewerASCIIPrintf(viewer, " kmdc=%g\n", (double)tr->kmdc));
886 PetscCall(PetscViewerASCIIPrintf(viewer, " fallback=%s\n", SNESNewtonTRFallbackTypes[tr->fallback]));
887 if (tr->qn) PetscCall(PetscViewerASCIIPrintf(viewer, " qn=%s\n", SNESNewtonTRQNTypes[tr->qn]));
888 if (tr->norm != NORM_2) PetscCall(PetscViewerASCIIPrintf(viewer, " norm=%s\n", NormTypes[tr->norm]));
889 }
890 PetscFunctionReturn(PETSC_SUCCESS);
891 }
892
893 /*@
894 SNESSetTrustRegionTolerance - Sets the trust region parameter tolerance.
895
896 Logically Collective
897
898 Input Parameters:
899 + snes - the `SNES` context
900 - tol - tolerance
901
902 Level: deprecated
903
904 .seealso: [](ch_snes), `SNES`, `SNESNEWTONTR`, `SNESSetTolerances()`
905 @*/
SNESSetTrustRegionTolerance(SNES snes,PetscReal tol)906 PetscErrorCode SNESSetTrustRegionTolerance(SNES snes, PetscReal tol)
907 {
908 return SNESNewtonTRSetTolerances(snes, tol, PETSC_CURRENT, PETSC_CURRENT);
909 }
910
911 /*@
912 SNESNewtonTRSetTolerances - Sets the trust region parameter tolerances.
913
914 Logically Collective
915
916 Input Parameters:
917 + snes - the `SNES` context
918 . delta_min - minimum allowed trust region size
919 . delta_max - maximum allowed trust region size
920 - delta_0 - initial trust region size
921
922 Options Database Key:
923 + -snes_tr_deltamin <tol> - Set minimum size
924 . -snes_tr_deltamax <tol> - Set maximum size
925 - -snes_tr_delta0 <tol> - Set initial size
926
927 Note:
928 Use `PETSC_DETERMINE` to use the default value for the given `SNES`.
929 Use `PETSC_CURRENT` to retain a value.
930
931 Fortran Note:
932 Use `PETSC_DETERMINE_REAL`, `PETSC_CURRENT_REAL`
933
934 Level: intermediate
935
936 .seealso: [](ch_snes), `SNES`, `SNESNEWTONTR`, `SNESNewtonTRGetTolerances()`
937 @*/
SNESNewtonTRSetTolerances(SNES snes,PetscReal delta_min,PetscReal delta_max,PetscReal delta_0)938 PetscErrorCode SNESNewtonTRSetTolerances(SNES snes, PetscReal delta_min, PetscReal delta_max, PetscReal delta_0)
939 {
940 PetscFunctionBegin;
941 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
942 PetscValidLogicalCollectiveReal(snes, delta_min, 2);
943 PetscValidLogicalCollectiveReal(snes, delta_max, 3);
944 PetscValidLogicalCollectiveReal(snes, delta_0, 4);
945 PetscTryMethod(snes, "SNESNewtonTRSetTolerances_C", (SNES, PetscReal, PetscReal, PetscReal), (snes, delta_min, delta_max, delta_0));
946 PetscFunctionReturn(PETSC_SUCCESS);
947 }
948
949 /*@
950 SNESNewtonTRGetTolerances - Gets the trust region parameter tolerances.
951
952 Not Collective
953
954 Input Parameter:
955 . snes - the `SNES` context
956
957 Output Parameters:
958 + delta_min - minimum allowed trust region size or `NULL`
959 . delta_max - maximum allowed trust region size or `NULL`
960 - delta_0 - initial trust region size or `NULL`
961
962 Level: intermediate
963
964 .seealso: [](ch_snes), `SNES`, `SNESNEWTONTR`, `SNESNewtonTRSetTolerances()`
965 @*/
SNESNewtonTRGetTolerances(SNES snes,PetscReal * delta_min,PetscReal * delta_max,PetscReal * delta_0)966 PetscErrorCode SNESNewtonTRGetTolerances(SNES snes, PetscReal *delta_min, PetscReal *delta_max, PetscReal *delta_0)
967 {
968 PetscFunctionBegin;
969 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
970 if (delta_min) PetscAssertPointer(delta_min, 2);
971 if (delta_max) PetscAssertPointer(delta_max, 3);
972 if (delta_0) PetscAssertPointer(delta_0, 4);
973 PetscUseMethod(snes, "SNESNewtonTRGetTolerances_C", (SNES, PetscReal *, PetscReal *, PetscReal *), (snes, delta_min, delta_max, delta_0));
974 PetscFunctionReturn(PETSC_SUCCESS);
975 }
976
977 /*@
978 SNESNewtonTRSetUpdateParameters - Sets the trust region update parameters.
979
980 Logically Collective
981
982 Input Parameters:
983 + snes - the `SNES` context
984 . eta1 - acceptance tolerance
985 . eta2 - shrinking tolerance
986 . eta3 - enlarging tolerance
987 . t1 - shrink factor
988 - t2 - enlarge factor
989
990 Options Database Key:
991 + -snes_tr_eta1 <tol> - Set `eta1`
992 . -snes_tr_eta2 <tol> - Set `eta2`
993 . -snes_tr_eta3 <tol> - Set `eta3`
994 . -snes_tr_t1 <tol> - Set `t1`
995 - -snes_tr_t2 <tol> - Set `t2`
996
997 Notes:
998 Given the ratio $\rho = \frac{f(x_k) - f(x_k+s_k)}{m(0) - m(s_k)}$, with $x_k$ the current iterate,
999 $s_k$ the computed step, $f$ the objective function, and $m$ the quadratic model, the trust region
1000 radius is modified as follows
1001
1002 $
1003 \delta =
1004 \begin{cases}
1005 \delta * t_1 ,& \rho < \eta_2 \\
1006 \delta * t_2 ,& \rho > \eta_3 \\
1007 \end{cases}
1008 $
1009
1010 The step is accepted if $\rho > \eta_1$.
1011 Use `PETSC_DETERMINE` to use the default value for the given `SNES`.
1012 Use `PETSC_CURRENT` to retain a value.
1013
1014 Fortran Note:
1015 Use `PETSC_DETERMINE_REAL`, `PETSC_CURRENT_REAL`
1016
1017 Level: intermediate
1018
1019 .seealso: [](ch_snes), `SNES`, `SNESNEWTONTR`, `SNESSetObjective()`, `SNESNewtonTRGetUpdateParameters()`
1020 @*/
SNESNewtonTRSetUpdateParameters(SNES snes,PetscReal eta1,PetscReal eta2,PetscReal eta3,PetscReal t1,PetscReal t2)1021 PetscErrorCode SNESNewtonTRSetUpdateParameters(SNES snes, PetscReal eta1, PetscReal eta2, PetscReal eta3, PetscReal t1, PetscReal t2)
1022 {
1023 PetscBool flg;
1024
1025 PetscFunctionBegin;
1026 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
1027 PetscValidLogicalCollectiveReal(snes, eta1, 2);
1028 PetscValidLogicalCollectiveReal(snes, eta2, 3);
1029 PetscValidLogicalCollectiveReal(snes, eta3, 4);
1030 PetscValidLogicalCollectiveReal(snes, t1, 5);
1031 PetscValidLogicalCollectiveReal(snes, t2, 6);
1032 PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
1033 if (flg) {
1034 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
1035
1036 if (eta1 == PETSC_DETERMINE) eta1 = tr->default_eta1;
1037 if (eta2 == PETSC_DETERMINE) eta2 = tr->default_eta2;
1038 if (eta3 == PETSC_DETERMINE) eta3 = tr->default_eta3;
1039 if (t1 == PETSC_DETERMINE) t1 = tr->default_t1;
1040 if (t2 == PETSC_DETERMINE) t2 = tr->default_t2;
1041 if (eta1 != PETSC_CURRENT) tr->eta1 = eta1;
1042 if (eta2 != PETSC_CURRENT) tr->eta2 = eta2;
1043 if (eta3 != PETSC_CURRENT) tr->eta3 = eta3;
1044 if (t1 != PETSC_CURRENT) tr->t1 = t1;
1045 if (t2 != PETSC_CURRENT) tr->t2 = t2;
1046 }
1047 PetscFunctionReturn(PETSC_SUCCESS);
1048 }
1049
1050 /*@
1051 SNESNewtonTRGetUpdateParameters - Gets the trust region update parameters.
1052
1053 Not Collective
1054
1055 Input Parameter:
1056 . snes - the `SNES` context
1057
1058 Output Parameters:
1059 + eta1 - acceptance tolerance
1060 . eta2 - shrinking tolerance
1061 . eta3 - enlarging tolerance
1062 . t1 - shrink factor
1063 - t2 - enlarge factor
1064
1065 Level: intermediate
1066
1067 .seealso: [](ch_snes), `SNES`, `SNESNEWTONTR`, `SNESNewtonTRSetUpdateParameters()`
1068 @*/
SNESNewtonTRGetUpdateParameters(SNES snes,PetscReal * eta1,PetscReal * eta2,PetscReal * eta3,PetscReal * t1,PetscReal * t2)1069 PetscErrorCode SNESNewtonTRGetUpdateParameters(SNES snes, PetscReal *eta1, PetscReal *eta2, PetscReal *eta3, PetscReal *t1, PetscReal *t2)
1070 {
1071 SNES_NEWTONTR *tr;
1072 PetscBool flg;
1073
1074 PetscFunctionBegin;
1075 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
1076 if (eta1) PetscAssertPointer(eta1, 2);
1077 if (eta2) PetscAssertPointer(eta2, 3);
1078 if (eta3) PetscAssertPointer(eta3, 4);
1079 if (t1) PetscAssertPointer(t1, 5);
1080 if (t2) PetscAssertPointer(t2, 6);
1081 PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
1082 PetscAssert(flg, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONG, "Not for type %s", ((PetscObject)snes)->type_name);
1083 tr = (SNES_NEWTONTR *)snes->data;
1084 if (eta1) *eta1 = tr->eta1;
1085 if (eta2) *eta2 = tr->eta2;
1086 if (eta3) *eta3 = tr->eta3;
1087 if (t1) *t1 = tr->t1;
1088 if (t2) *t2 = tr->t2;
1089 PetscFunctionReturn(PETSC_SUCCESS);
1090 }
1091
1092 /*MC
1093 SNESNEWTONTR - Newton based nonlinear solver that uses a trust-region strategy
1094
1095 Options Database Keys:
1096 + -snes_tr_deltamin <deltamin> - trust region parameter, minimum size of trust region
1097 . -snes_tr_deltamax <deltamax> - trust region parameter, max size of trust region (default: 1e10)
1098 . -snes_tr_delta0 <delta0> - trust region parameter, initial size of trust region (default: 0.2)
1099 . -snes_tr_eta1 <eta1> - trust region parameter $eta1 \le eta2$, $rho > eta1$ breaks out of the inner iteration (default: 0.001)
1100 . -snes_tr_eta2 <eta2> - trust region parameter, $rho \le eta2$ shrinks the trust region (default: 0.25)
1101 . -snes_tr_eta3 <eta3> - trust region parameter $eta3 > eta2$, $rho \ge eta3$ expands the trust region (default: 0.75)
1102 . -snes_tr_t1 <t1> - trust region parameter, shrinking factor of trust region (default: 0.25)
1103 . -snes_tr_t2 <t2> - trust region parameter, expanding factor of trust region (default: 2.0)
1104 . -snes_tr_norm_type <1,2,infinity> - Type of norm for trust region bounds (default: 2)
1105 - -snes_tr_fallback_type <newton,cauchy,dogleg> - Solution strategy to test reduction when step is outside of trust region. Can use scaled Newton direction, Cauchy point (Steepest Descent direction) or dogleg method.
1106
1107 Level: beginner
1108
1109 Notes:
1110 The code is largely based on the book {cite}`nocedal2006numerical` and supports minimizing objective functions using a quadratic model.
1111 Quasi-Newton models are also supported.
1112
1113 Default step computation uses the Newton direction, but a dogleg type update is also supported.
1114 The 1- and infinity-norms are also supported when computing the trust region bounds.
1115
1116 .seealso: [](ch_snes), `SNESCreate()`, `SNES`, `SNESSetType()`, `SNESSetObjective()`,
1117 `SNESNewtonTRSetTolerances()`, `SNESNewtonTRSetUpdateParameters()`
1118 `SNESNewtonTRSetNormType()`, `SNESNewtonTRSetFallbackType()`, `SNESNewtonTRSetQNType()`
1119 `SNESNewtonTRSetPostCheck()`, `SNESNewtonTRSetPreCheck()`,
1120 M*/
SNESCreate_NEWTONTR(SNES snes)1121 PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONTR(SNES snes)
1122 {
1123 SNES_NEWTONTR *neP;
1124
1125 PetscFunctionBegin;
1126 snes->ops->setup = SNESSetUp_NEWTONTR;
1127 snes->ops->solve = SNESSolve_NEWTONTR;
1128 snes->ops->reset = SNESReset_NEWTONTR;
1129 snes->ops->destroy = SNESDestroy_NEWTONTR;
1130 snes->ops->setfromoptions = SNESSetFromOptions_NEWTONTR;
1131 snes->ops->view = SNESView_NEWTONTR;
1132
1133 PetscCall(SNESParametersInitialize(snes));
1134 PetscObjectParameterSetDefault(snes, stol, 0.0);
1135
1136 snes->usesksp = PETSC_TRUE;
1137 snes->npcside = PC_RIGHT;
1138 snes->usesnpc = PETSC_TRUE;
1139
1140 snes->alwayscomputesfinalresidual = PETSC_TRUE;
1141
1142 PetscCall(PetscNew(&neP));
1143 snes->data = (void *)neP;
1144
1145 PetscObjectParameterSetDefault(neP, eta1, 0.001);
1146 PetscObjectParameterSetDefault(neP, eta2, 0.25);
1147 PetscObjectParameterSetDefault(neP, eta3, 0.75);
1148 PetscObjectParameterSetDefault(neP, t1, 0.25);
1149 PetscObjectParameterSetDefault(neP, t2, 2.0);
1150 PetscObjectParameterSetDefault(neP, deltam, PetscDefined(USE_REAL_SINGLE) ? 1.e-6 : 1.e-12);
1151 PetscObjectParameterSetDefault(neP, delta0, 0.2);
1152 PetscObjectParameterSetDefault(neP, deltaM, 1.e10);
1153
1154 neP->norm = NORM_2;
1155 neP->fallback = SNES_TR_FALLBACK_NEWTON;
1156 neP->kmdc = 0.0; /* by default do not use sufficient decrease */
1157
1158 PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNewtonTRSetTolerances_C", SNESNewtonTRSetTolerances_TR));
1159 PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNewtonTRGetTolerances_C", SNESNewtonTRGetTolerances_TR));
1160 PetscFunctionReturn(PETSC_SUCCESS);
1161 }
1162