14800dd8cSBarry Smith 2c6db04a5SJed Brown #include <../src/snes/impls/tr/trimpl.h> /*I "petscsnes.h" I*/ 34800dd8cSBarry Smith 4971273eeSBarry Smith typedef struct { 5971273eeSBarry Smith SNES snes; 6df8705c3SBarry Smith /* Information on the regular SNES convergence test; which may have been user provided */ 7df8705c3SBarry Smith PetscErrorCode (*convtest)(KSP,PetscInt,PetscReal,KSPConvergedReason*,void*); 8df8705c3SBarry Smith PetscErrorCode (*convdestroy)(void*); 9df8705c3SBarry Smith void *convctx; 10971273eeSBarry Smith } SNES_TR_KSPConverged_Ctx; 11971273eeSBarry Smith 12470880abSPatrick Sanan static PetscErrorCode SNESTR_KSPConverged_Private(KSP ksp,PetscInt n,PetscReal rnorm,KSPConvergedReason *reason,void *cctx) 13df60cc22SBarry Smith { 14971273eeSBarry Smith SNES_TR_KSPConverged_Ctx *ctx = (SNES_TR_KSPConverged_Ctx*)cctx; 15971273eeSBarry Smith SNES snes = ctx->snes; 1604d7464bSBarry Smith SNES_NEWTONTR *neP = (SNES_NEWTONTR*)snes->data; 17df60cc22SBarry Smith Vec x; 18064f8208SBarry Smith PetscReal nrm; 19dfbe8321SBarry Smith PetscErrorCode ierr; 20df60cc22SBarry Smith 213a40ed3dSBarry Smith PetscFunctionBegin; 22df8705c3SBarry Smith ierr = (*ctx->convtest)(ksp,n,rnorm,reason,ctx->convctx);CHKERRQ(ierr); 23329f5518SBarry Smith if (*reason) { 24df8705c3SBarry Smith ierr = PetscInfo2(snes,"Default or user provided convergence test KSP iterations=%D, rnorm=%g\n",n,(double)rnorm);CHKERRQ(ierr); 259b04593eSLois Curfman McInnes } 26a935fc98SLois Curfman McInnes /* Determine norm of solution */ 2778b31e54SBarry Smith ierr = KSPBuildSolution(ksp,0,&x);CHKERRQ(ierr); 28064f8208SBarry Smith ierr = VecNorm(x,NORM_2,&nrm);CHKERRQ(ierr); 29064f8208SBarry Smith if (nrm >= neP->delta) { 3057622a8eSBarry Smith ierr = PetscInfo2(snes,"Ending linear iteration early, delta=%g, length=%g\n",(double)neP->delta,(double)nrm);CHKERRQ(ierr); 31329f5518SBarry Smith *reason = KSP_CONVERGED_STEP_LENGTH; 32df60cc22SBarry Smith } 333a40ed3dSBarry Smith PetscFunctionReturn(0); 34df60cc22SBarry Smith } 3582bf6240SBarry Smith 36470880abSPatrick Sanan static PetscErrorCode SNESTR_KSPConverged_Destroy(void *cctx) 37971273eeSBarry Smith { 38971273eeSBarry Smith SNES_TR_KSPConverged_Ctx *ctx = (SNES_TR_KSPConverged_Ctx*)cctx; 39971273eeSBarry Smith PetscErrorCode ierr; 40971273eeSBarry Smith 41971273eeSBarry Smith PetscFunctionBegin; 42df8705c3SBarry Smith ierr = (*ctx->convdestroy)(ctx->convctx);CHKERRQ(ierr); 43971273eeSBarry Smith ierr = PetscFree(ctx);CHKERRQ(ierr); 44971273eeSBarry Smith PetscFunctionReturn(0); 45971273eeSBarry Smith } 46971273eeSBarry Smith 4785385478SLisandro Dalcin /* ---------------------------------------------------------------- */ 4885385478SLisandro Dalcin /* 49470880abSPatrick Sanan SNESTR_Converged_Private -test convergence JUST for 5085385478SLisandro Dalcin the trust region tolerance. 5185385478SLisandro Dalcin 5285385478SLisandro Dalcin */ 53470880abSPatrick Sanan static PetscErrorCode SNESTR_Converged_Private(SNES snes,PetscInt it,PetscReal xnorm,PetscReal pnorm,PetscReal fnorm,SNESConvergedReason *reason,void *dummy) 5485385478SLisandro Dalcin { 5504d7464bSBarry Smith SNES_NEWTONTR *neP = (SNES_NEWTONTR*)snes->data; 5685385478SLisandro Dalcin PetscErrorCode ierr; 5785385478SLisandro Dalcin 5885385478SLisandro Dalcin PetscFunctionBegin; 5985385478SLisandro Dalcin *reason = SNES_CONVERGED_ITERATING; 6085385478SLisandro Dalcin if (neP->delta < xnorm * snes->deltatol) { 6157622a8eSBarry Smith ierr = PetscInfo3(snes,"Converged due to trust region param %g<%g*%g\n",(double)neP->delta,(double)xnorm,(double)snes->deltatol);CHKERRQ(ierr); 621c6b2ff8SBarry Smith *reason = SNES_DIVERGED_TR_DELTA; 63e71169deSBarry Smith } else if (snes->nfuncs >= snes->max_funcs && snes->max_funcs >= 0) { 6485385478SLisandro Dalcin ierr = PetscInfo1(snes,"Exceeded maximum number of function evaluations: %D\n",snes->max_funcs);CHKERRQ(ierr); 6585385478SLisandro Dalcin *reason = SNES_DIVERGED_FUNCTION_COUNT; 6685385478SLisandro Dalcin } 6785385478SLisandro Dalcin PetscFunctionReturn(0); 6885385478SLisandro Dalcin } 6985385478SLisandro Dalcin 707cb011f5SBarry Smith /*@C 71c9368356SGlenn Hammond SNESNewtonTRSetPreCheck - Sets a user function that is called before the search step has been determined. 72c9368356SGlenn Hammond Allows the user a chance to change or override the decision of the line search routine. 73c9368356SGlenn Hammond 74c9368356SGlenn Hammond Logically Collective on snes 75c9368356SGlenn Hammond 76c9368356SGlenn Hammond Input Parameters: 77c9368356SGlenn Hammond + snes - the nonlinear solver object 78c9368356SGlenn Hammond . func - [optional] function evaluation routine, see SNESNewtonTRPreCheck() for the calling sequence 79c9368356SGlenn Hammond - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 80c9368356SGlenn Hammond 81c9368356SGlenn Hammond Level: intermediate 82c9368356SGlenn Hammond 83c9368356SGlenn Hammond Note: This function is called BEFORE the function evaluation within the SNESNEWTONTR solver. 84c9368356SGlenn Hammond 853312a946SBarry Smith .seealso: SNESNewtonTRPreCheck(), SNESNewtonTRGetPreCheck(), SNESNewtonTRSetPostCheck(), SNESNewtonTRGetPostCheck() 86c9368356SGlenn Hammond @*/ 87c9368356SGlenn Hammond PetscErrorCode SNESNewtonTRSetPreCheck(SNES snes, PetscErrorCode (*func)(SNES,Vec,Vec,PetscBool*,void*),void *ctx) 88c9368356SGlenn Hammond { 89c9368356SGlenn Hammond SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 90c9368356SGlenn Hammond 91c9368356SGlenn Hammond PetscFunctionBegin; 92c9368356SGlenn Hammond PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 93c9368356SGlenn Hammond if (func) tr->precheck = func; 94c9368356SGlenn Hammond if (ctx) tr->precheckctx = ctx; 95c9368356SGlenn Hammond PetscFunctionReturn(0); 96c9368356SGlenn Hammond } 97c9368356SGlenn Hammond 98c9368356SGlenn Hammond /*@C 99c9368356SGlenn Hammond SNESNewtonTRGetPreCheck - Gets the pre-check function 100c9368356SGlenn Hammond 101c9368356SGlenn Hammond Not collective 102c9368356SGlenn Hammond 103c9368356SGlenn Hammond Input Parameter: 104c9368356SGlenn Hammond . snes - the nonlinear solver context 105c9368356SGlenn Hammond 106c9368356SGlenn Hammond Output Parameters: 107c9368356SGlenn Hammond + func - [optional] function evaluation routine, see for the calling sequence SNESNewtonTRPreCheck() 108c9368356SGlenn Hammond - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 109c9368356SGlenn Hammond 110c9368356SGlenn Hammond Level: intermediate 111c9368356SGlenn Hammond 112c9368356SGlenn Hammond .seealso: SNESNewtonTRSetPreCheck(), SNESNewtonTRPreCheck() 113c9368356SGlenn Hammond @*/ 114c9368356SGlenn Hammond PetscErrorCode SNESNewtonTRGetPreCheck(SNES snes, PetscErrorCode (**func)(SNES,Vec,Vec,PetscBool*,void*),void **ctx) 115c9368356SGlenn Hammond { 116c9368356SGlenn Hammond SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 117c9368356SGlenn Hammond 118c9368356SGlenn Hammond PetscFunctionBegin; 119c9368356SGlenn Hammond PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 120c9368356SGlenn Hammond if (func) *func = tr->precheck; 121c9368356SGlenn Hammond if (ctx) *ctx = tr->precheckctx; 122c9368356SGlenn Hammond PetscFunctionReturn(0); 123c9368356SGlenn Hammond } 124c9368356SGlenn Hammond 125c9368356SGlenn Hammond /*@C 1267cb011f5SBarry Smith SNESNewtonTRSetPostCheck - Sets a user function that is called after the search step has been determined but before the next 1277cb011f5SBarry Smith function evaluation. Allows the user a chance to change or override the decision of the line search routine 1287cb011f5SBarry Smith 1297cb011f5SBarry Smith Logically Collective on snes 1307cb011f5SBarry Smith 1317cb011f5SBarry Smith Input Parameters: 1327cb011f5SBarry Smith + snes - the nonlinear solver object 1337cb011f5SBarry Smith . func - [optional] function evaluation routine, see SNESNewtonTRPostCheck() for the calling sequence 1347cb011f5SBarry Smith - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 1357cb011f5SBarry Smith 1367cb011f5SBarry Smith Level: intermediate 1377cb011f5SBarry Smith 138c9368356SGlenn Hammond Note: This function is called BEFORE the function evaluation within the SNESNEWTONTR solver while the function set in 1397cb011f5SBarry Smith SNESLineSearchSetPostCheck() is called AFTER the function evaluation. 1407cb011f5SBarry Smith 1417cb011f5SBarry Smith .seealso: SNESNewtonTRPostCheck(), SNESNewtonTRGetPostCheck() 1427cb011f5SBarry Smith @*/ 143c9368356SGlenn Hammond PetscErrorCode SNESNewtonTRSetPostCheck(SNES snes, PetscErrorCode (*func)(SNES,Vec,Vec,Vec,PetscBool*,PetscBool*,void*),void *ctx) 1447cb011f5SBarry Smith { 1457cb011f5SBarry Smith SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 1467cb011f5SBarry Smith 1477cb011f5SBarry Smith PetscFunctionBegin; 1487cb011f5SBarry Smith PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 1497cb011f5SBarry Smith if (func) tr->postcheck = func; 1507cb011f5SBarry Smith if (ctx) tr->postcheckctx = ctx; 1517cb011f5SBarry Smith PetscFunctionReturn(0); 1527cb011f5SBarry Smith } 1537cb011f5SBarry Smith 1547cb011f5SBarry Smith /*@C 1557cb011f5SBarry Smith SNESNewtonTRGetPostCheck - Gets the post-check function 1567cb011f5SBarry Smith 1577cb011f5SBarry Smith Not collective 1587cb011f5SBarry Smith 1597cb011f5SBarry Smith Input Parameter: 1607cb011f5SBarry Smith . snes - the nonlinear solver context 1617cb011f5SBarry Smith 1627cb011f5SBarry Smith Output Parameters: 1637cb011f5SBarry Smith + func - [optional] function evaluation routine, see for the calling sequence SNESNewtonTRPostCheck() 1647cb011f5SBarry Smith - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 1657cb011f5SBarry Smith 1667cb011f5SBarry Smith Level: intermediate 1677cb011f5SBarry Smith 1687cb011f5SBarry Smith .seealso: SNESNewtonTRSetPostCheck(), SNESNewtonTRPostCheck() 1697cb011f5SBarry Smith @*/ 170c9368356SGlenn Hammond PetscErrorCode SNESNewtonTRGetPostCheck(SNES snes, PetscErrorCode (**func)(SNES,Vec,Vec,Vec,PetscBool*,PetscBool*,void*),void **ctx) 1717cb011f5SBarry Smith { 1727cb011f5SBarry Smith SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 1737cb011f5SBarry Smith 1747cb011f5SBarry Smith PetscFunctionBegin; 1757cb011f5SBarry Smith PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 1767cb011f5SBarry Smith if (func) *func = tr->postcheck; 1777cb011f5SBarry Smith if (ctx) *ctx = tr->postcheckctx; 1787cb011f5SBarry Smith PetscFunctionReturn(0); 1797cb011f5SBarry Smith } 1807cb011f5SBarry Smith 1817cb011f5SBarry Smith /*@C 182c9368356SGlenn Hammond SNESNewtonTRPreCheck - Called before the step has been determined in SNESNEWTONTR 183c9368356SGlenn Hammond 184c9368356SGlenn Hammond Logically Collective on snes 185c9368356SGlenn Hammond 186c9368356SGlenn Hammond Input Parameters: 187c9368356SGlenn Hammond + snes - the solver 188c9368356SGlenn Hammond . X - The last solution 189c9368356SGlenn Hammond - Y - The step direction 190c9368356SGlenn Hammond 191c9368356SGlenn Hammond Output Parameters: 192c9368356SGlenn Hammond . changed_Y - Indicator that the step direction Y has been changed. 193c9368356SGlenn Hammond 194c9368356SGlenn Hammond Level: developer 195c9368356SGlenn Hammond 196c9368356SGlenn Hammond .seealso: SNESNewtonTRSetPreCheck(), SNESNewtonTRGetPreCheck() 197c9368356SGlenn Hammond @*/ 198c9368356SGlenn Hammond static PetscErrorCode SNESNewtonTRPreCheck(SNES snes,Vec X,Vec Y,PetscBool *changed_Y) 199c9368356SGlenn Hammond { 200c9368356SGlenn Hammond SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 201c9368356SGlenn Hammond PetscErrorCode ierr; 202c9368356SGlenn Hammond 203c9368356SGlenn Hammond PetscFunctionBegin; 204c9368356SGlenn Hammond *changed_Y = PETSC_FALSE; 205c9368356SGlenn Hammond if (tr->precheck) { 206c9368356SGlenn Hammond ierr = (*tr->precheck)(snes,X,Y,changed_Y,tr->precheckctx);CHKERRQ(ierr); 207c9368356SGlenn Hammond PetscValidLogicalCollectiveBool(snes,*changed_Y,4); 208c9368356SGlenn Hammond } 209c9368356SGlenn Hammond PetscFunctionReturn(0); 210c9368356SGlenn Hammond } 211c9368356SGlenn Hammond 212c9368356SGlenn Hammond /*@C 2137cb011f5SBarry Smith SNESNewtonTRPostCheck - Called after the step has been determined in SNESNEWTONTR but before the function evaluation 2147cb011f5SBarry Smith 2157cb011f5SBarry Smith Logically Collective on snes 2167cb011f5SBarry Smith 2177cb011f5SBarry Smith Input Parameters: 2187cb011f5SBarry Smith + snes - the solver. X - The last solution 2197cb011f5SBarry Smith . Y - The full step direction 2203312a946SBarry Smith - W - The updated solution, W = X - Y 2217cb011f5SBarry Smith 2227cb011f5SBarry Smith Output Parameters: 2233312a946SBarry Smith + changed_Y - indicator if step has been changed 2243312a946SBarry Smith - changed_W - Indicator if the new candidate solution W has been changed. 2257cb011f5SBarry Smith 2267cb011f5SBarry Smith Notes: 2273312a946SBarry Smith If Y is changed then W is recomputed as X - Y 2287cb011f5SBarry Smith 2297cb011f5SBarry Smith Level: developer 2307cb011f5SBarry Smith 2317cb011f5SBarry Smith .seealso: SNESNewtonTRSetPostCheck(), SNESNewtonTRGetPostCheck() 2327cb011f5SBarry Smith @*/ 233c9368356SGlenn Hammond static PetscErrorCode SNESNewtonTRPostCheck(SNES snes,Vec X,Vec Y,Vec W,PetscBool *changed_Y,PetscBool *changed_W) 2347cb011f5SBarry Smith { 2357cb011f5SBarry Smith SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 2367cb011f5SBarry Smith PetscErrorCode ierr; 2377cb011f5SBarry Smith 2387cb011f5SBarry Smith PetscFunctionBegin; 239c9368356SGlenn Hammond *changed_Y = PETSC_FALSE; 2407cb011f5SBarry Smith *changed_W = PETSC_FALSE; 2417cb011f5SBarry Smith if (tr->postcheck) { 242c9368356SGlenn Hammond ierr = (*tr->postcheck)(snes,X,Y,W,changed_Y,changed_W,tr->postcheckctx);CHKERRQ(ierr); 243c9368356SGlenn Hammond PetscValidLogicalCollectiveBool(snes,*changed_Y,5); 2447cb011f5SBarry Smith PetscValidLogicalCollectiveBool(snes,*changed_W,6); 2457cb011f5SBarry Smith } 2467cb011f5SBarry Smith PetscFunctionReturn(0); 2477cb011f5SBarry Smith } 24885385478SLisandro Dalcin 249df60cc22SBarry Smith /* 25004d7464bSBarry Smith SNESSolve_NEWTONTR - Implements Newton's Method with a very simple trust 251ddbbdb52SLois Curfman McInnes region approach for solving systems of nonlinear equations. 2524800dd8cSBarry Smith 253ddbbdb52SLois Curfman McInnes 2544800dd8cSBarry Smith */ 25504d7464bSBarry Smith static PetscErrorCode SNESSolve_NEWTONTR(SNES snes) 2564800dd8cSBarry Smith { 25704d7464bSBarry Smith SNES_NEWTONTR *neP = (SNES_NEWTONTR*)snes->data; 258c9368356SGlenn Hammond Vec X,F,Y,G,Ytmp,W; 2596849ba73SBarry Smith PetscErrorCode ierr; 260a7cc72afSBarry Smith PetscInt maxits,i,lits; 26185385478SLisandro Dalcin PetscReal rho,fnorm,gnorm,gpnorm,xnorm=0,delta,nrm,ynorm,norm1; 26279f36460SBarry Smith PetscScalar cnorm; 263df60cc22SBarry Smith KSP ksp; 2643f149594SLisandro Dalcin SNESConvergedReason reason = SNES_CONVERGED_ITERATING; 265df8705c3SBarry Smith PetscBool breakout = PETSC_FALSE; 266df8705c3SBarry Smith SNES_TR_KSPConverged_Ctx *ctx; 267*5e28bcb6Sprj- PetscErrorCode (*convtest)(KSP,PetscInt,PetscReal,KSPConvergedReason*,void*),(*convdestroy)(void*); 268*5e28bcb6Sprj- void *convctx; 2694800dd8cSBarry Smith 2703a40ed3dSBarry Smith PetscFunctionBegin; 2716c4ed002SBarry Smith if (snes->xl || snes->xu || snes->ops->computevariablebounds) SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name); 272c579b300SPatrick Farrell 273fbe28522SBarry Smith maxits = snes->max_its; /* maximum number of iterations */ 274fbe28522SBarry Smith X = snes->vec_sol; /* solution vector */ 27539e2f89bSBarry Smith F = snes->vec_func; /* residual vector */ 276fbe28522SBarry Smith Y = snes->work[0]; /* work vectors */ 277fbe28522SBarry Smith G = snes->work[1]; 2786b5873e3SBarry Smith Ytmp = snes->work[2]; 279c9368356SGlenn Hammond W = snes->work[3]; 2804800dd8cSBarry Smith 281e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 2824c49b128SBarry Smith snes->iter = 0; 283e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 2844800dd8cSBarry Smith 285df8705c3SBarry Smith /* Set the linear stopping criteria to use the More' trick. */ 286df8705c3SBarry Smith ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr); 287*5e28bcb6Sprj- ierr = KSPGetConvergenceTest(ksp,&convtest,&convctx,&convdestroy);CHKERRQ(ierr); 288df8705c3SBarry Smith if (convtest != SNESTR_KSPConverged_Private) { 289df8705c3SBarry Smith ierr = PetscNew(&ctx);CHKERRQ(ierr); 290df8705c3SBarry Smith ctx->snes = snes; 291df8705c3SBarry Smith ierr = KSPGetAndClearConvergenceTest(ksp,&ctx->convtest,&ctx->convctx,&ctx->convdestroy);CHKERRQ(ierr); 292df8705c3SBarry Smith ierr = KSPSetConvergenceTest(ksp,SNESTR_KSPConverged_Private,ctx,SNESTR_KSPConverged_Destroy);CHKERRQ(ierr); 293df8705c3SBarry Smith ierr = PetscInfo(snes,"Using Krylov convergence test SNESTR_KSPConverged_Private\n");CHKERRQ(ierr); 294df8705c3SBarry Smith } 295df8705c3SBarry Smith 296e4ed7901SPeter Brune if (!snes->vec_func_init_set) { 2975334005bSBarry Smith ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); /* F(X) */ 2981aa26658SKarl Rupp } else snes->vec_func_init_set = PETSC_FALSE; 299e4ed7901SPeter Brune 300cddf8d76SBarry Smith ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- || F || */ 301422a814eSBarry Smith SNESCheckFunctionNorm(snes,fnorm); 3028b84755bSBarry Smith ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* fnorm <- || F || */ 303e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 304fbe28522SBarry Smith snes->norm = fnorm; 305e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 3068b84755bSBarry Smith delta = xnorm ? neP->delta0*xnorm : neP->delta0; 3074800dd8cSBarry Smith neP->delta = delta; 308a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr); 3097a03ce2fSLisandro Dalcin ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 310b37302c6SLois Curfman McInnes 31185385478SLisandro Dalcin /* test convergence */ 31285385478SLisandro Dalcin ierr = (*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 31385385478SLisandro Dalcin if (snes->reason) PetscFunctionReturn(0); 3143f149594SLisandro Dalcin 315df60cc22SBarry Smith 3164800dd8cSBarry Smith for (i=0; i<maxits; i++) { 31799a96b7cSMatthew Knepley 31899a96b7cSMatthew Knepley /* Call general purpose update function */ 319e7788613SBarry Smith if (snes->ops->update) { 320e7788613SBarry Smith ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 32199a96b7cSMatthew Knepley } 32299a96b7cSMatthew Knepley 32385385478SLisandro Dalcin /* Solve J Y = F, where J is Jacobian matrix */ 324d1e9a80fSBarry Smith ierr = SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); 32507b62357SFande Kong SNESCheckJacobianDomainerror(snes); 32623ee1639SBarry Smith ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); 327d4211eb9SBarry Smith ierr = KSPSolve(snes->ksp,F,Ytmp);CHKERRQ(ierr); 3283f149594SLisandro Dalcin ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr); 3291aa26658SKarl Rupp 330329f5518SBarry Smith snes->linear_its += lits; 3311aa26658SKarl Rupp 332ae15b995SBarry Smith ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr); 333064f8208SBarry Smith ierr = VecNorm(Ytmp,NORM_2,&nrm);CHKERRQ(ierr); 334064f8208SBarry Smith norm1 = nrm; 3356b5873e3SBarry Smith while (1) { 336c9368356SGlenn Hammond PetscBool changed_y; 3377cb011f5SBarry Smith PetscBool changed_w; 338393d2d9aSLois Curfman McInnes ierr = VecCopy(Ytmp,Y);CHKERRQ(ierr); 339064f8208SBarry Smith nrm = norm1; 3406b5873e3SBarry Smith 3412deea200SLois Curfman McInnes /* Scale Y if need be and predict new value of F norm */ 342064f8208SBarry Smith if (nrm >= delta) { 343064f8208SBarry Smith nrm = delta/nrm; 344064f8208SBarry Smith gpnorm = (1.0 - nrm)*fnorm; 345064f8208SBarry Smith cnorm = nrm; 34657622a8eSBarry Smith ierr = PetscInfo1(snes,"Scaling direction by %g\n",(double)nrm);CHKERRQ(ierr); 3472dcb1b2aSMatthew Knepley ierr = VecScale(Y,cnorm);CHKERRQ(ierr); 348064f8208SBarry Smith nrm = gpnorm; 349fbe28522SBarry Smith ynorm = delta; 350fbe28522SBarry Smith } else { 351fbe28522SBarry Smith gpnorm = 0.0; 352ae15b995SBarry Smith ierr = PetscInfo(snes,"Direction is in Trust Region\n");CHKERRQ(ierr); 353064f8208SBarry Smith ynorm = nrm; 354fbe28522SBarry Smith } 355c9368356SGlenn Hammond /* PreCheck() allows for updates to Y prior to W <- X - Y */ 356c9368356SGlenn Hammond ierr = SNESNewtonTRPreCheck(snes,X,Y,&changed_y);CHKERRQ(ierr); 357c9368356SGlenn Hammond ierr = VecWAXPY(W,-1.0,Y,X);CHKERRQ(ierr); /* W <- X - Y */ 358c9368356SGlenn Hammond ierr = SNESNewtonTRPostCheck(snes,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr); 359c9368356SGlenn Hammond if (changed_y) ierr = VecWAXPY(W,-1.0,Y,X);CHKERRQ(ierr); 360c1cd17f6SGlenn Hammond ierr = VecCopy(Y,snes->vec_sol_update);CHKERRQ(ierr); 361c9368356SGlenn Hammond ierr = SNESComputeFunction(snes,W,G);CHKERRQ(ierr); /* F(X) */ 362cddf8d76SBarry Smith ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr); /* gnorm <- || g || */ 3637551ef16SBarry Smith SNESCheckFunctionNorm(snes,gnorm); 3644800dd8cSBarry Smith if (fnorm == gpnorm) rho = 0.0; 365fbe28522SBarry Smith else rho = (fnorm*fnorm - gnorm*gnorm)/(fnorm*fnorm - gpnorm*gpnorm); 3664800dd8cSBarry Smith 3674800dd8cSBarry Smith /* Update size of trust region */ 3684800dd8cSBarry Smith if (rho < neP->mu) delta *= neP->delta1; 3694800dd8cSBarry Smith else if (rho < neP->eta) delta *= neP->delta2; 3704800dd8cSBarry Smith else delta *= neP->delta3; 37157622a8eSBarry Smith ierr = PetscInfo3(snes,"fnorm=%g, gnorm=%g, ynorm=%g\n",(double)fnorm,(double)gnorm,(double)ynorm);CHKERRQ(ierr); 37257622a8eSBarry Smith ierr = PetscInfo3(snes,"gpred=%g, rho=%g, delta=%g\n",(double)gpnorm,(double)rho,(double)delta);CHKERRQ(ierr); 3731aa26658SKarl Rupp 3744800dd8cSBarry Smith neP->delta = delta; 3754800dd8cSBarry Smith if (rho > neP->sigma) break; 376ae15b995SBarry Smith ierr = PetscInfo(snes,"Trying again in smaller region\n");CHKERRQ(ierr); 3776b5873e3SBarry Smith /* check to see if progress is hopeless */ 378ef87ac0dSKris Buschelman neP->itflag = PETSC_FALSE; 379470880abSPatrick Sanan ierr = SNESTR_Converged_Private(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); 38085385478SLisandro Dalcin if (!reason) {ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr);} 3817cb011f5SBarry Smith if (reason == SNES_CONVERGED_SNORM_RELATIVE) reason = SNES_DIVERGED_INNER; 382184914b5SBarry Smith if (reason) { 38352392280SLois Curfman McInnes /* We're not progressing, so return with the current iterate */ 3847a03ce2fSLisandro Dalcin ierr = SNESMonitor(snes,i+1,fnorm);CHKERRQ(ierr); 385a7cc72afSBarry Smith breakout = PETSC_TRUE; 386454a90a3SBarry Smith break; 38752392280SLois Curfman McInnes } 38850ffb88aSMatthew Knepley snes->numFailures++; 3894800dd8cSBarry Smith } 3901acabf8cSLois Curfman McInnes if (!breakout) { 39185385478SLisandro Dalcin /* Update function and solution vectors */ 3924800dd8cSBarry Smith fnorm = gnorm; 39385385478SLisandro Dalcin ierr = VecCopy(G,F);CHKERRQ(ierr); 394c9368356SGlenn Hammond ierr = VecCopy(W,X);CHKERRQ(ierr); 39585385478SLisandro Dalcin /* Monitor convergence */ 396e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 397c509a162SBarry Smith snes->iter = i+1; 398fbe28522SBarry Smith snes->norm = fnorm; 399c1e67a49SFande Kong snes->xnorm = xnorm; 400c1e67a49SFande Kong snes->ynorm = ynorm; 401e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 402a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,snes->norm,lits);CHKERRQ(ierr); 4037a03ce2fSLisandro Dalcin ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 40485385478SLisandro Dalcin /* Test for convergence, xnorm = || X || */ 405ef87ac0dSKris Buschelman neP->itflag = PETSC_TRUE; 406e2a6519dSDmitry Karpeev if (snes->ops->converged != SNESConvergedSkip) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); } 407e7788613SBarry Smith ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); 4083f149594SLisandro Dalcin if (reason) break; 4091aa26658SKarl Rupp } else break; 41038442cffSBarry Smith } 41152392280SLois Curfman McInnes if (i == maxits) { 412ae15b995SBarry Smith ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr); 41385385478SLisandro Dalcin if (!reason) reason = SNES_DIVERGED_MAX_IT; 41452392280SLois Curfman McInnes } 415e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 416184914b5SBarry Smith snes->reason = reason; 417e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 418*5e28bcb6Sprj- if (convtest != SNESTR_KSPConverged_Private) { 419*5e28bcb6Sprj- ierr = KSPGetAndClearConvergenceTest(ksp,&ctx->convtest,&ctx->convctx,&ctx->convdestroy);CHKERRQ(ierr); 420*5e28bcb6Sprj- ierr = PetscFree(ctx);CHKERRQ(ierr); 421*5e28bcb6Sprj- ierr = KSPSetConvergenceTest(ksp,convtest,convctx,convdestroy);CHKERRQ(ierr); 422*5e28bcb6Sprj- } 4233a40ed3dSBarry Smith PetscFunctionReturn(0); 4244800dd8cSBarry Smith } 4254800dd8cSBarry Smith /*------------------------------------------------------------*/ 42604d7464bSBarry Smith static PetscErrorCode SNESSetUp_NEWTONTR(SNES snes) 4274800dd8cSBarry Smith { 428dfbe8321SBarry Smith PetscErrorCode ierr; 4293a40ed3dSBarry Smith 4303a40ed3dSBarry Smith PetscFunctionBegin; 431c9368356SGlenn Hammond ierr = SNESSetWorkVecs(snes,4);CHKERRQ(ierr); 4326cab3a1bSJed Brown ierr = SNESSetUpMatrices(snes);CHKERRQ(ierr); 4333a40ed3dSBarry Smith PetscFunctionReturn(0); 4344800dd8cSBarry Smith } 4356b8b9a38SLisandro Dalcin 43604d7464bSBarry Smith PetscErrorCode SNESReset_NEWTONTR(SNES snes) 4376b8b9a38SLisandro Dalcin { 4386b8b9a38SLisandro Dalcin 4396b8b9a38SLisandro Dalcin PetscFunctionBegin; 4406b8b9a38SLisandro Dalcin PetscFunctionReturn(0); 4416b8b9a38SLisandro Dalcin } 4426b8b9a38SLisandro Dalcin 44304d7464bSBarry Smith static PetscErrorCode SNESDestroy_NEWTONTR(SNES snes) 4444800dd8cSBarry Smith { 445dfbe8321SBarry Smith PetscErrorCode ierr; 4465baf8537SBarry Smith 4473a40ed3dSBarry Smith PetscFunctionBegin; 44804d7464bSBarry Smith ierr = SNESReset_NEWTONTR(snes);CHKERRQ(ierr); 449606d414cSSatish Balay ierr = PetscFree(snes->data);CHKERRQ(ierr); 4503a40ed3dSBarry Smith PetscFunctionReturn(0); 4514800dd8cSBarry Smith } 4524800dd8cSBarry Smith /*------------------------------------------------------------*/ 4534800dd8cSBarry Smith 4544416b707SBarry Smith static PetscErrorCode SNESSetFromOptions_NEWTONTR(PetscOptionItems *PetscOptionsObject,SNES snes) 4554800dd8cSBarry Smith { 45604d7464bSBarry Smith SNES_NEWTONTR *ctx = (SNES_NEWTONTR*)snes->data; 457dfbe8321SBarry Smith PetscErrorCode ierr; 4584800dd8cSBarry Smith 4593a40ed3dSBarry Smith PetscFunctionBegin; 460e55864a3SBarry Smith ierr = PetscOptionsHead(PetscOptionsObject,"SNES trust region options for nonlinear equations");CHKERRQ(ierr); 46194ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_trtol","Trust region tolerance","SNESSetTrustRegionTolerance",snes->deltatol,&snes->deltatol,NULL);CHKERRQ(ierr); 46294ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_mu","mu","None",ctx->mu,&ctx->mu,NULL);CHKERRQ(ierr); 46394ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_eta","eta","None",ctx->eta,&ctx->eta,NULL);CHKERRQ(ierr); 46494ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_sigma","sigma","None",ctx->sigma,&ctx->sigma,NULL);CHKERRQ(ierr); 46594ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_delta0","delta0","None",ctx->delta0,&ctx->delta0,NULL);CHKERRQ(ierr); 46694ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_delta1","delta1","None",ctx->delta1,&ctx->delta1,NULL);CHKERRQ(ierr); 46794ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_delta2","delta2","None",ctx->delta2,&ctx->delta2,NULL);CHKERRQ(ierr); 46894ae4db5SBarry Smith ierr = PetscOptionsReal("-snes_tr_delta3","delta3","None",ctx->delta3,&ctx->delta3,NULL);CHKERRQ(ierr); 469b0a32e0cSBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 4703a40ed3dSBarry Smith PetscFunctionReturn(0); 4714800dd8cSBarry Smith } 4724800dd8cSBarry Smith 47304d7464bSBarry Smith static PetscErrorCode SNESView_NEWTONTR(SNES snes,PetscViewer viewer) 474a935fc98SLois Curfman McInnes { 47504d7464bSBarry Smith SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 476dfbe8321SBarry Smith PetscErrorCode ierr; 477ace3abfcSBarry Smith PetscBool iascii; 478a935fc98SLois Curfman McInnes 4793a40ed3dSBarry Smith PetscFunctionBegin; 480251f4c67SDmitry Karpeev ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr); 48132077d6dSBarry Smith if (iascii) { 48254fe5c21SBarry Smith ierr = PetscViewerASCIIPrintf(viewer," Trust region tolerance (-snes_trtol)\n",(double)snes->deltatol);CHKERRQ(ierr); 48357622a8eSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," mu=%g, eta=%g, sigma=%g\n",(double)tr->mu,(double)tr->eta,(double)tr->sigma);CHKERRQ(ierr); 48457622a8eSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," delta0=%g, delta1=%g, delta2=%g, delta3=%g\n",(double)tr->delta0,(double)tr->delta1,(double)tr->delta2,(double)tr->delta3);CHKERRQ(ierr); 48519bcc07fSBarry Smith } 4863a40ed3dSBarry Smith PetscFunctionReturn(0); 487a935fc98SLois Curfman McInnes } 48852392280SLois Curfman McInnes /* ------------------------------------------------------------ */ 489ebe3b25bSBarry Smith /*MC 49004d7464bSBarry Smith SNESNEWTONTR - Newton based nonlinear solver that uses a trust region 491ebe3b25bSBarry Smith 492ebe3b25bSBarry Smith Options Database: 4938e434772SBarry Smith + -snes_trtol <tol> - trust region tolerance 4948e434772SBarry Smith . -snes_tr_mu <mu> - trust region parameter 4958e434772SBarry Smith . -snes_tr_eta <eta> - trust region parameter 4968e434772SBarry Smith . -snes_tr_sigma <sigma> - trust region parameter 4978b84755bSBarry Smith . -snes_tr_delta0 <delta0> - initial size of the trust region is delta0*norm2(x) 4988e434772SBarry Smith . -snes_tr_delta1 <delta1> - trust region parameter 4998e434772SBarry Smith . -snes_tr_delta2 <delta2> - trust region parameter 5008e434772SBarry Smith - -snes_tr_delta3 <delta3> - trust region parameter 501ebe3b25bSBarry Smith 502ebe3b25bSBarry Smith The basic algorithm is taken from "The Minpack Project", by More', 503ebe3b25bSBarry Smith Sorensen, Garbow, Hillstrom, pages 88-111 of "Sources and Development 504ebe3b25bSBarry Smith of Mathematical Software", Wayne Cowell, editor. 505ebe3b25bSBarry Smith 506ee3001cbSBarry Smith Level: intermediate 507ee3001cbSBarry Smith 50804d7464bSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESSetTrustRegionTolerance() 509ebe3b25bSBarry Smith 510ebe3b25bSBarry Smith M*/ 5118cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONTR(SNES snes) 5124800dd8cSBarry Smith { 51304d7464bSBarry Smith SNES_NEWTONTR *neP; 514dfbe8321SBarry Smith PetscErrorCode ierr; 5154800dd8cSBarry Smith 5163a40ed3dSBarry Smith PetscFunctionBegin; 51704d7464bSBarry Smith snes->ops->setup = SNESSetUp_NEWTONTR; 51804d7464bSBarry Smith snes->ops->solve = SNESSolve_NEWTONTR; 51904d7464bSBarry Smith snes->ops->destroy = SNESDestroy_NEWTONTR; 52004d7464bSBarry Smith snes->ops->setfromoptions = SNESSetFromOptions_NEWTONTR; 52104d7464bSBarry Smith snes->ops->view = SNESView_NEWTONTR; 52204d7464bSBarry Smith snes->ops->reset = SNESReset_NEWTONTR; 523fbe28522SBarry Smith 52442f4f86dSBarry Smith snes->usesksp = PETSC_TRUE; 525efd4aadfSBarry Smith snes->usesnpc = PETSC_FALSE; 52642f4f86dSBarry Smith 5274fc747eaSLawrence Mitchell snes->alwayscomputesfinalresidual = PETSC_TRUE; 5284fc747eaSLawrence Mitchell 529b00a9115SJed Brown ierr = PetscNewLog(snes,&neP);CHKERRQ(ierr); 530fbe28522SBarry Smith snes->data = (void*)neP; 531fbe28522SBarry Smith neP->mu = 0.25; 532fbe28522SBarry Smith neP->eta = 0.75; 533fbe28522SBarry Smith neP->delta = 0.0; 534fbe28522SBarry Smith neP->delta0 = 0.2; 535fbe28522SBarry Smith neP->delta1 = 0.3; 536fbe28522SBarry Smith neP->delta2 = 0.75; 537fbe28522SBarry Smith neP->delta3 = 2.0; 538fbe28522SBarry Smith neP->sigma = 0.0001; 539ef87ac0dSKris Buschelman neP->itflag = PETSC_FALSE; 54075567043SBarry Smith neP->rnorm0 = 0.0; 54175567043SBarry Smith neP->ttol = 0.0; 5423a40ed3dSBarry Smith PetscFunctionReturn(0); 5434800dd8cSBarry Smith } 54482bf6240SBarry Smith 545