xref: /petsc/src/snes/impls/tr/tr.c (revision ac84dfd5778759083efa0c46d3820bac8a11500e)
1c6db04a5SJed Brown #include <../src/snes/impls/tr/trimpl.h> /*I   "petscsnes.h"   I*/
24800dd8cSBarry Smith 
3971273eeSBarry Smith typedef struct {
4971273eeSBarry Smith   SNES snes;
5df8705c3SBarry Smith   PetscErrorCode (*convtest)(KSP, PetscInt, PetscReal, KSPConvergedReason *, void *);
6df8705c3SBarry Smith   PetscErrorCode (*convdestroy)(void *);
7df8705c3SBarry Smith   void *convctx;
8971273eeSBarry Smith } SNES_TR_KSPConverged_Ctx;
9971273eeSBarry Smith 
104a221d59SStefano Zampini const char *const SNESNewtonTRFallbackTypes[] = {"NEWTON", "CAUCHY", "DOGLEG", "SNESNewtonTRFallbackType", "SNES_TR_FALLBACK_", NULL};
1124fb275aSStefano Zampini const char *const SNESNewtonTRQNTypes[]       = {"NONE", "SAME", "DIFFERENT", "SNESNewtonTRQNType", "SNES_TR_QN_", NULL};
1224fb275aSStefano Zampini 
133201ab8dSStefano Zampini static PetscErrorCode SNESNewtonTRSetTolerances_TR(SNES snes, PetscReal delta_min, PetscReal delta_max, PetscReal delta_0)
143201ab8dSStefano Zampini {
153201ab8dSStefano Zampini   SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
163201ab8dSStefano Zampini 
173201ab8dSStefano Zampini   PetscFunctionBegin;
183201ab8dSStefano Zampini   if (delta_min == PETSC_DETERMINE) delta_min = tr->default_deltam;
193201ab8dSStefano Zampini   if (delta_max == PETSC_DETERMINE) delta_max = tr->default_deltaM;
203201ab8dSStefano Zampini   if (delta_0 == PETSC_DETERMINE) delta_0 = tr->default_delta0;
213201ab8dSStefano Zampini   if (delta_min != PETSC_CURRENT) tr->deltam = delta_min;
223201ab8dSStefano Zampini   if (delta_max != PETSC_CURRENT) tr->deltaM = delta_max;
233201ab8dSStefano Zampini   if (delta_0 != PETSC_CURRENT) tr->delta0 = delta_0;
243201ab8dSStefano Zampini   PetscFunctionReturn(PETSC_SUCCESS);
253201ab8dSStefano Zampini }
263201ab8dSStefano Zampini 
273201ab8dSStefano Zampini static PetscErrorCode SNESNewtonTRGetTolerances_TR(SNES snes, PetscReal *delta_min, PetscReal *delta_max, PetscReal *delta_0)
283201ab8dSStefano Zampini {
293201ab8dSStefano Zampini   SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
303201ab8dSStefano Zampini 
313201ab8dSStefano Zampini   PetscFunctionBegin;
323201ab8dSStefano Zampini   if (delta_min) *delta_min = tr->deltam;
333201ab8dSStefano Zampini   if (delta_max) *delta_max = tr->deltaM;
343201ab8dSStefano Zampini   if (delta_0) *delta_0 = tr->delta0;
353201ab8dSStefano Zampini   PetscFunctionReturn(PETSC_SUCCESS);
363201ab8dSStefano Zampini }
373201ab8dSStefano Zampini 
3824fb275aSStefano Zampini static PetscErrorCode SNESComputeJacobian_MATLMVM(SNES snes, Vec X, Mat J, Mat B, void *dummy)
3924fb275aSStefano Zampini {
4024fb275aSStefano Zampini   PetscFunctionBegin;
4124fb275aSStefano Zampini   // PetscCall(MatLMVMSymBroydenSetDelta(B, _some_delta));
4224fb275aSStefano Zampini   PetscCall(MatLMVMUpdate(B, X, snes->vec_func));
4324fb275aSStefano Zampini   PetscCall(MatAssemblyBegin(B, MAT_FINAL_ASSEMBLY));
4424fb275aSStefano Zampini   PetscCall(MatAssemblyEnd(B, MAT_FINAL_ASSEMBLY));
4524fb275aSStefano Zampini   if (J != B) {
4624fb275aSStefano Zampini     // PetscCall(MatLMVMSymBroydenSetDelta(J, _some_delta));
4724fb275aSStefano Zampini     PetscCall(MatLMVMUpdate(J, X, snes->vec_func));
4824fb275aSStefano Zampini     PetscCall(MatAssemblyBegin(J, MAT_FINAL_ASSEMBLY));
4924fb275aSStefano Zampini     PetscCall(MatAssemblyEnd(J, MAT_FINAL_ASSEMBLY));
5024fb275aSStefano Zampini   }
5124fb275aSStefano Zampini   PetscFunctionReturn(PETSC_SUCCESS);
5224fb275aSStefano Zampini }
534a221d59SStefano Zampini 
54d71ae5a4SJacob Faibussowitsch static PetscErrorCode SNESTR_KSPConverged_Private(KSP ksp, PetscInt n, PetscReal rnorm, KSPConvergedReason *reason, void *cctx)
55d71ae5a4SJacob Faibussowitsch {
56971273eeSBarry Smith   SNES_TR_KSPConverged_Ctx *ctx  = (SNES_TR_KSPConverged_Ctx *)cctx;
57971273eeSBarry Smith   SNES                      snes = ctx->snes;
5804d7464bSBarry Smith   SNES_NEWTONTR            *neP  = (SNES_NEWTONTR *)snes->data;
59df60cc22SBarry Smith   Vec                       x;
60064f8208SBarry Smith   PetscReal                 nrm;
61df60cc22SBarry Smith 
623a40ed3dSBarry Smith   PetscFunctionBegin;
63a935fc98SLois Curfman McInnes   /* Determine norm of solution */
649566063dSJacob Faibussowitsch   PetscCall(KSPBuildSolution(ksp, NULL, &x));
6524fb275aSStefano Zampini   PetscCall(VecNorm(x, neP->norm, &nrm));
66064f8208SBarry Smith   if (nrm >= neP->delta) {
676d51442aSBarry Smith     PetscCall(PetscInfo(snes, "Ending linear iteration early due to exiting trust region, delta=%g, length=%g\n", (double)neP->delta, (double)nrm));
68329f5518SBarry Smith     *reason = KSP_CONVERGED_STEP_LENGTH;
696d51442aSBarry Smith     PetscFunctionReturn(PETSC_SUCCESS);
70df60cc22SBarry Smith   }
716d51442aSBarry Smith   PetscCall((*ctx->convtest)(ksp, n, rnorm, reason, ctx->convctx));
726d51442aSBarry Smith   if (*reason) PetscCall(PetscInfo(snes, "Default or user provided convergence test KSP iterations=%" PetscInt_FMT ", rnorm=%g\n", n, (double)rnorm));
733ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
74df60cc22SBarry Smith }
7582bf6240SBarry Smith 
76d71ae5a4SJacob Faibussowitsch static PetscErrorCode SNESTR_KSPConverged_Destroy(void *cctx)
77d71ae5a4SJacob Faibussowitsch {
78971273eeSBarry Smith   SNES_TR_KSPConverged_Ctx *ctx = (SNES_TR_KSPConverged_Ctx *)cctx;
79971273eeSBarry Smith 
80971273eeSBarry Smith   PetscFunctionBegin;
819566063dSJacob Faibussowitsch   PetscCall((*ctx->convdestroy)(ctx->convctx));
829566063dSJacob Faibussowitsch   PetscCall(PetscFree(ctx));
833ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
84971273eeSBarry Smith }
85971273eeSBarry Smith 
86d71ae5a4SJacob Faibussowitsch static PetscErrorCode SNESTR_Converged_Private(SNES snes, PetscInt it, PetscReal xnorm, PetscReal pnorm, PetscReal fnorm, SNESConvergedReason *reason, void *dummy)
87d71ae5a4SJacob Faibussowitsch {
8804d7464bSBarry Smith   SNES_NEWTONTR *neP = (SNES_NEWTONTR *)snes->data;
8985385478SLisandro Dalcin 
9085385478SLisandro Dalcin   PetscFunctionBegin;
9185385478SLisandro Dalcin   *reason = SNES_CONVERGED_ITERATING;
923201ab8dSStefano Zampini   if (neP->delta < neP->deltam) {
933201ab8dSStefano Zampini     PetscCall(PetscInfo(snes, "Diverged due to too small a trust region %g<%g\n", (double)neP->delta, (double)neP->deltam));
941c6b2ff8SBarry Smith     *reason = SNES_DIVERGED_TR_DELTA;
95e71169deSBarry Smith   } else if (snes->nfuncs >= snes->max_funcs && snes->max_funcs >= 0) {
9663a3b9bcSJacob Faibussowitsch     PetscCall(PetscInfo(snes, "Exceeded maximum number of function evaluations: %" PetscInt_FMT "\n", snes->max_funcs));
9785385478SLisandro Dalcin     *reason = SNES_DIVERGED_FUNCTION_COUNT;
9885385478SLisandro Dalcin   }
993ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
10085385478SLisandro Dalcin }
10185385478SLisandro Dalcin 
1024a221d59SStefano Zampini /*@
10324fb275aSStefano Zampini   SNESNewtonTRSetNormType - Specify the type of norm to use for the computation of the trust region.
10424fb275aSStefano Zampini 
10524fb275aSStefano Zampini   Input Parameters:
10624fb275aSStefano Zampini + snes - the nonlinear solver object
10724fb275aSStefano Zampini - norm - the norm type
10824fb275aSStefano Zampini 
10924fb275aSStefano Zampini   Level: intermediate
11024fb275aSStefano Zampini 
11124fb275aSStefano Zampini .seealso: `SNESNEWTONTR`, `NormType`
11224fb275aSStefano Zampini @*/
11324fb275aSStefano Zampini PetscErrorCode SNESNewtonTRSetNormType(SNES snes, NormType norm)
11424fb275aSStefano Zampini {
11524fb275aSStefano Zampini   PetscBool flg;
11624fb275aSStefano Zampini 
11724fb275aSStefano Zampini   PetscFunctionBegin;
11824fb275aSStefano Zampini   PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
11924fb275aSStefano Zampini   PetscValidLogicalCollectiveEnum(snes, norm, 2);
12024fb275aSStefano Zampini   PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
12124fb275aSStefano Zampini   if (flg) {
12224fb275aSStefano Zampini     SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
12324fb275aSStefano Zampini 
12424fb275aSStefano Zampini     tr->norm = norm;
12524fb275aSStefano Zampini   }
12624fb275aSStefano Zampini   PetscFunctionReturn(PETSC_SUCCESS);
12724fb275aSStefano Zampini }
12824fb275aSStefano Zampini 
12924fb275aSStefano Zampini /*@
13024fb275aSStefano Zampini   SNESNewtonTRSetQNType - Specify to use a quasi-Newton model.
13124fb275aSStefano Zampini 
13224fb275aSStefano Zampini   Input Parameters:
13324fb275aSStefano Zampini + snes - the nonlinear solver object
13424fb275aSStefano Zampini - use  - the type of approximations to be used
13524fb275aSStefano Zampini 
13624fb275aSStefano Zampini   Level: intermediate
13724fb275aSStefano Zampini 
13824fb275aSStefano Zampini   Notes:
139*ac84dfd5SBarry Smith   Options for the approximations can be set with the `snes_tr_qn_` and `snes_tr_qn_pre_` prefixes.
14024fb275aSStefano Zampini 
14124fb275aSStefano Zampini .seealso: `SNESNEWTONTR`, `SNESNewtonTRQNType`, `MATLMVM`
14224fb275aSStefano Zampini @*/
14324fb275aSStefano Zampini PetscErrorCode SNESNewtonTRSetQNType(SNES snes, SNESNewtonTRQNType use)
14424fb275aSStefano Zampini {
14524fb275aSStefano Zampini   PetscBool flg;
14624fb275aSStefano Zampini 
14724fb275aSStefano Zampini   PetscFunctionBegin;
14824fb275aSStefano Zampini   PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
14924fb275aSStefano Zampini   PetscValidLogicalCollectiveEnum(snes, use, 2);
15024fb275aSStefano Zampini   PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
15124fb275aSStefano Zampini   if (flg) {
15224fb275aSStefano Zampini     SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
15324fb275aSStefano Zampini 
15424fb275aSStefano Zampini     tr->qn = use;
15524fb275aSStefano Zampini   }
15624fb275aSStefano Zampini   PetscFunctionReturn(PETSC_SUCCESS);
15724fb275aSStefano Zampini }
15824fb275aSStefano Zampini 
15924fb275aSStefano Zampini /*@
160420bcc1bSBarry Smith   SNESNewtonTRSetFallbackType - Set the type of fallback to use if the solution of the trust region subproblem is outside the radius
1614a221d59SStefano Zampini 
1624a221d59SStefano Zampini   Input Parameters:
1634a221d59SStefano Zampini + snes  - the nonlinear solver object
1644a221d59SStefano Zampini - ftype - the fallback type, see `SNESNewtonTRFallbackType`
1654a221d59SStefano Zampini 
1664a221d59SStefano Zampini   Level: intermediate
1674a221d59SStefano Zampini 
168420bcc1bSBarry Smith .seealso: [](ch_snes), `SNESNEWTONTR`, `SNESNewtonTRPreCheck()`, `SNESNewtonTRGetPreCheck()`, `SNESNewtonTRSetPreCheck()`,
1694a221d59SStefano Zampini           `SNESNewtonTRSetPostCheck()`, `SNESNewtonTRGetPostCheck()`
1704a221d59SStefano Zampini @*/
1714a221d59SStefano Zampini PetscErrorCode SNESNewtonTRSetFallbackType(SNES snes, SNESNewtonTRFallbackType ftype)
1724a221d59SStefano Zampini {
1734a221d59SStefano Zampini   SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
1744a221d59SStefano Zampini   PetscBool      flg;
1754a221d59SStefano Zampini 
1764a221d59SStefano Zampini   PetscFunctionBegin;
1774a221d59SStefano Zampini   PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
1784a221d59SStefano Zampini   PetscValidLogicalCollectiveEnum(snes, ftype, 2);
1794a221d59SStefano Zampini   PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
1804a221d59SStefano Zampini   if (flg) tr->fallback = ftype;
1814a221d59SStefano Zampini   PetscFunctionReturn(PETSC_SUCCESS);
1824a221d59SStefano Zampini }
1834a221d59SStefano Zampini 
1847cb011f5SBarry Smith /*@C
185c9368356SGlenn Hammond   SNESNewtonTRSetPreCheck - Sets a user function that is called before the search step has been determined.
1864a221d59SStefano Zampini   Allows the user a chance to change or override the trust region decision.
187f6dfbefdSBarry Smith 
188c3339decSBarry Smith   Logically Collective
189c9368356SGlenn Hammond 
190c9368356SGlenn Hammond   Input Parameters:
191c9368356SGlenn Hammond + snes - the nonlinear solver object
19220f4b53cSBarry Smith . func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRPreCheck()`
19320f4b53cSBarry Smith - ctx  - [optional] user-defined context for private data for the function evaluation routine (may be `NULL`)
194c9368356SGlenn Hammond 
195acba1f63SStefano Zampini   Level: intermediate
196c9368356SGlenn Hammond 
197f6dfbefdSBarry Smith   Note:
1984a221d59SStefano Zampini   This function is called BEFORE the function evaluation within the solver.
199c9368356SGlenn Hammond 
200420bcc1bSBarry Smith .seealso: [](ch_snes), `SNESNEWTONTR`, `SNESNewtonTRPreCheck()`, `SNESNewtonTRGetPreCheck()`, `SNESNewtonTRSetPostCheck()`, `SNESNewtonTRGetPostCheck()`,
201c9368356SGlenn Hammond @*/
202d71ae5a4SJacob Faibussowitsch PetscErrorCode SNESNewtonTRSetPreCheck(SNES snes, PetscErrorCode (*func)(SNES, Vec, Vec, PetscBool *, void *), void *ctx)
203d71ae5a4SJacob Faibussowitsch {
204c9368356SGlenn Hammond   SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
2054a221d59SStefano Zampini   PetscBool      flg;
206c9368356SGlenn Hammond 
207c9368356SGlenn Hammond   PetscFunctionBegin;
208c9368356SGlenn Hammond   PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
2094a221d59SStefano Zampini   PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
2104a221d59SStefano Zampini   if (flg) {
211c9368356SGlenn Hammond     if (func) tr->precheck = func;
212c9368356SGlenn Hammond     if (ctx) tr->precheckctx = ctx;
2134a221d59SStefano Zampini   }
2143ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
215c9368356SGlenn Hammond }
216c9368356SGlenn Hammond 
217c9368356SGlenn Hammond /*@C
218c9368356SGlenn Hammond   SNESNewtonTRGetPreCheck - Gets the pre-check function
219c9368356SGlenn Hammond 
22020f4b53cSBarry Smith   Not Collective
221c9368356SGlenn Hammond 
222c9368356SGlenn Hammond   Input Parameter:
223c9368356SGlenn Hammond . snes - the nonlinear solver context
224c9368356SGlenn Hammond 
225c9368356SGlenn Hammond   Output Parameters:
22620f4b53cSBarry Smith + func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRPreCheck()`
22720f4b53cSBarry Smith - ctx  - [optional] user-defined context for private data for the function evaluation routine (may be `NULL`)
228c9368356SGlenn Hammond 
229acba1f63SStefano Zampini   Level: intermediate
230c9368356SGlenn Hammond 
231420bcc1bSBarry Smith .seealso: [](ch_snes), `SNESNEWTONTR`, `SNESNewtonTRSetPreCheck()`, `SNESNewtonTRPreCheck()`
232c9368356SGlenn Hammond @*/
233d71ae5a4SJacob Faibussowitsch PetscErrorCode SNESNewtonTRGetPreCheck(SNES snes, PetscErrorCode (**func)(SNES, Vec, Vec, PetscBool *, void *), void **ctx)
234d71ae5a4SJacob Faibussowitsch {
235c9368356SGlenn Hammond   SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
2364a221d59SStefano Zampini   PetscBool      flg;
237c9368356SGlenn Hammond 
238c9368356SGlenn Hammond   PetscFunctionBegin;
239c9368356SGlenn Hammond   PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
2404a221d59SStefano Zampini   PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
2414a221d59SStefano Zampini   PetscAssert(flg, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONG, "Not for type %s", ((PetscObject)snes)->type_name);
242c9368356SGlenn Hammond   if (func) *func = tr->precheck;
243c9368356SGlenn Hammond   if (ctx) *ctx = tr->precheckctx;
2443ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
245c9368356SGlenn Hammond }
246c9368356SGlenn Hammond 
247c9368356SGlenn Hammond /*@C
2487cb011f5SBarry Smith   SNESNewtonTRSetPostCheck - Sets a user function that is called after the search step has been determined but before the next
2494a221d59SStefano Zampini   function evaluation. Allows the user a chance to change or override the internal decision of the solver
250f6dfbefdSBarry Smith 
251c3339decSBarry Smith   Logically Collective
2527cb011f5SBarry Smith 
2537cb011f5SBarry Smith   Input Parameters:
2547cb011f5SBarry Smith + snes - the nonlinear solver object
25520f4b53cSBarry Smith . func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRPostCheck()`
25620f4b53cSBarry Smith - ctx  - [optional] user-defined context for private data for the function evaluation routine (may be `NULL`)
2577cb011f5SBarry Smith 
258acba1f63SStefano Zampini   Level: intermediate
2597cb011f5SBarry Smith 
260f6dfbefdSBarry Smith   Note:
2614a221d59SStefano Zampini   This function is called BEFORE the function evaluation within the solver while the function set in
262f6dfbefdSBarry Smith   `SNESLineSearchSetPostCheck()` is called AFTER the function evaluation.
2637cb011f5SBarry Smith 
264420bcc1bSBarry Smith .seealso: [](ch_snes), `SNESNEWTONTR`, `SNESNewtonTRPostCheck()`, `SNESNewtonTRGetPostCheck()`, `SNESNewtonTRSetPreCheck()`, `SNESNewtonTRGetPreCheck()`
2657cb011f5SBarry Smith @*/
266d71ae5a4SJacob Faibussowitsch PetscErrorCode SNESNewtonTRSetPostCheck(SNES snes, PetscErrorCode (*func)(SNES, Vec, Vec, Vec, PetscBool *, PetscBool *, void *), void *ctx)
267d71ae5a4SJacob Faibussowitsch {
2687cb011f5SBarry Smith   SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
2694a221d59SStefano Zampini   PetscBool      flg;
2707cb011f5SBarry Smith 
2717cb011f5SBarry Smith   PetscFunctionBegin;
2727cb011f5SBarry Smith   PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
2734a221d59SStefano Zampini   PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
2744a221d59SStefano Zampini   if (flg) {
2757cb011f5SBarry Smith     if (func) tr->postcheck = func;
2767cb011f5SBarry Smith     if (ctx) tr->postcheckctx = ctx;
2774a221d59SStefano Zampini   }
2783ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
2797cb011f5SBarry Smith }
2807cb011f5SBarry Smith 
2817cb011f5SBarry Smith /*@C
2827cb011f5SBarry Smith   SNESNewtonTRGetPostCheck - Gets the post-check function
2837cb011f5SBarry Smith 
28420f4b53cSBarry Smith   Not Collective
2857cb011f5SBarry Smith 
2867cb011f5SBarry Smith   Input Parameter:
2877cb011f5SBarry Smith . snes - the nonlinear solver context
2887cb011f5SBarry Smith 
2897cb011f5SBarry Smith   Output Parameters:
29020f4b53cSBarry Smith + func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRPostCheck()`
29120f4b53cSBarry Smith - ctx  - [optional] user-defined context for private data for the function evaluation routine (may be `NULL`)
2927cb011f5SBarry Smith 
2937cb011f5SBarry Smith   Level: intermediate
2947cb011f5SBarry Smith 
295420bcc1bSBarry Smith .seealso: [](ch_snes), `SNESNEWTONTR`, `SNESNewtonTRSetPostCheck()`, `SNESNewtonTRPostCheck()`
2967cb011f5SBarry Smith @*/
297d71ae5a4SJacob Faibussowitsch PetscErrorCode SNESNewtonTRGetPostCheck(SNES snes, PetscErrorCode (**func)(SNES, Vec, Vec, Vec, PetscBool *, PetscBool *, void *), void **ctx)
298d71ae5a4SJacob Faibussowitsch {
2997cb011f5SBarry Smith   SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
3004a221d59SStefano Zampini   PetscBool      flg;
3017cb011f5SBarry Smith 
3027cb011f5SBarry Smith   PetscFunctionBegin;
3037cb011f5SBarry Smith   PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
3044a221d59SStefano Zampini   PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
3054a221d59SStefano Zampini   PetscAssert(flg, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONG, "Not for type %s", ((PetscObject)snes)->type_name);
3067cb011f5SBarry Smith   if (func) *func = tr->postcheck;
3077cb011f5SBarry Smith   if (ctx) *ctx = tr->postcheckctx;
3083ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
3097cb011f5SBarry Smith }
3107cb011f5SBarry Smith 
3117cb011f5SBarry Smith /*@C
3124a221d59SStefano Zampini   SNESNewtonTRPreCheck - Runs the precheck routine
313c9368356SGlenn Hammond 
314c3339decSBarry Smith   Logically Collective
315c9368356SGlenn Hammond 
316c9368356SGlenn Hammond   Input Parameters:
317c9368356SGlenn Hammond + snes - the solver
318c9368356SGlenn Hammond . X    - The last solution
319c9368356SGlenn Hammond - Y    - The step direction
320c9368356SGlenn Hammond 
3212fe279fdSBarry Smith   Output Parameter:
3222fe279fdSBarry Smith . changed_Y - Indicator that the step direction `Y` has been changed.
323c9368356SGlenn Hammond 
3244a221d59SStefano Zampini   Level: intermediate
325c9368356SGlenn Hammond 
326420bcc1bSBarry Smith .seealso: [](ch_snes), `SNESNEWTONTR`, `SNESNewtonTRSetPreCheck()`, `SNESNewtonTRGetPreCheck()`, `SNESNewtonTRPostCheck()`
327c9368356SGlenn Hammond @*/
3284a221d59SStefano Zampini PetscErrorCode SNESNewtonTRPreCheck(SNES snes, Vec X, Vec Y, PetscBool *changed_Y)
329d71ae5a4SJacob Faibussowitsch {
330c9368356SGlenn Hammond   SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
3314a221d59SStefano Zampini   PetscBool      flg;
332c9368356SGlenn Hammond 
333c9368356SGlenn Hammond   PetscFunctionBegin;
3344a221d59SStefano Zampini   PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
3354a221d59SStefano Zampini   PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
3364a221d59SStefano Zampini   PetscAssert(flg, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONG, "Not for type %s", ((PetscObject)snes)->type_name);
337c9368356SGlenn Hammond   *changed_Y = PETSC_FALSE;
338c9368356SGlenn Hammond   if (tr->precheck) {
3399566063dSJacob Faibussowitsch     PetscCall((*tr->precheck)(snes, X, Y, changed_Y, tr->precheckctx));
340c9368356SGlenn Hammond     PetscValidLogicalCollectiveBool(snes, *changed_Y, 4);
341c9368356SGlenn Hammond   }
3423ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
343c9368356SGlenn Hammond }
344c9368356SGlenn Hammond 
345c9368356SGlenn Hammond /*@C
3464a221d59SStefano Zampini   SNESNewtonTRPostCheck - Runs the postcheck routine
3477cb011f5SBarry Smith 
348c3339decSBarry Smith   Logically Collective
3497cb011f5SBarry Smith 
3507cb011f5SBarry Smith   Input Parameters:
3516b867d5aSJose E. Roman + snes - the solver
3526b867d5aSJose E. Roman . X    - The last solution
3537cb011f5SBarry Smith . Y    - The full step direction
3543312a946SBarry Smith - W    - The updated solution, W = X - Y
3557cb011f5SBarry Smith 
3567cb011f5SBarry Smith   Output Parameters:
3573312a946SBarry Smith + changed_Y - indicator if step has been changed
3583312a946SBarry Smith - changed_W - Indicator if the new candidate solution W has been changed.
3597cb011f5SBarry Smith 
360f6dfbefdSBarry Smith   Note:
3613312a946SBarry Smith   If Y is changed then W is recomputed as X - Y
3627cb011f5SBarry Smith 
3634a221d59SStefano Zampini   Level: intermediate
3647cb011f5SBarry Smith 
365420bcc1bSBarry Smith .seealso: [](ch_snes), `SNESNEWTONTR`, `SNESNewtonTRSetPostCheck()`, `SNESNewtonTRGetPostCheck()`, `SNESNewtonTRPreCheck()`
3667cb011f5SBarry Smith @*/
3674a221d59SStefano Zampini PetscErrorCode SNESNewtonTRPostCheck(SNES snes, Vec X, Vec Y, Vec W, PetscBool *changed_Y, PetscBool *changed_W)
368d71ae5a4SJacob Faibussowitsch {
3697cb011f5SBarry Smith   SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
3704a221d59SStefano Zampini   PetscBool      flg;
3717cb011f5SBarry Smith 
3727cb011f5SBarry Smith   PetscFunctionBegin;
3734a221d59SStefano Zampini   PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
3744a221d59SStefano Zampini   PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
3754a221d59SStefano Zampini   PetscAssert(flg, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONG, "Not for type %s", ((PetscObject)snes)->type_name);
376c9368356SGlenn Hammond   *changed_Y = PETSC_FALSE;
3777cb011f5SBarry Smith   *changed_W = PETSC_FALSE;
3787cb011f5SBarry Smith   if (tr->postcheck) {
3799566063dSJacob Faibussowitsch     PetscCall((*tr->postcheck)(snes, X, Y, W, changed_Y, changed_W, tr->postcheckctx));
380c9368356SGlenn Hammond     PetscValidLogicalCollectiveBool(snes, *changed_Y, 5);
3817cb011f5SBarry Smith     PetscValidLogicalCollectiveBool(snes, *changed_W, 6);
3827cb011f5SBarry Smith   }
3833ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
3847cb011f5SBarry Smith }
38585385478SLisandro Dalcin 
38624fb275aSStefano Zampini /* stable implementation of roots of a*x^2 + b*x + c = 0 */
3874a221d59SStefano Zampini static inline void PetscQuadraticRoots(PetscReal a, PetscReal b, PetscReal c, PetscReal *xm, PetscReal *xp)
3884a221d59SStefano Zampini {
3894a221d59SStefano Zampini   PetscReal temp = -0.5 * (b + PetscCopysignReal(1.0, b) * PetscSqrtReal(b * b - 4 * a * c));
3904a221d59SStefano Zampini   PetscReal x1   = temp / a;
3914a221d59SStefano Zampini   PetscReal x2   = c / temp;
3924a221d59SStefano Zampini   *xm            = PetscMin(x1, x2);
3934a221d59SStefano Zampini   *xp            = PetscMax(x1, x2);
3944a221d59SStefano Zampini }
3954a221d59SStefano Zampini 
3967aa289d8SStefano Zampini /* Computes the quadratic model difference */
39724fb275aSStefano Zampini static PetscErrorCode SNESNewtonTRQuadraticDelta(SNES snes, Mat J, PetscBool has_objective, Vec Y, Vec GradF, Vec W, PetscReal *yTHy_, PetscReal *gTy_, PetscReal *deltaqm)
3987aa289d8SStefano Zampini {
39924fb275aSStefano Zampini   PetscReal yTHy, gTy;
40024fb275aSStefano Zampini 
4017aa289d8SStefano Zampini   PetscFunctionBegin;
40224fb275aSStefano Zampini   PetscCall(MatMult(J, Y, W));
40324fb275aSStefano Zampini   if (has_objective) PetscCall(VecDotRealPart(Y, W, &yTHy));
40424fb275aSStefano Zampini   else PetscCall(VecDotRealPart(W, W, &yTHy)); /* Gauss-Newton approximation J^t * J */
40524fb275aSStefano Zampini   PetscCall(VecDotRealPart(GradF, Y, &gTy));
40624fb275aSStefano Zampini   *deltaqm = -(-(gTy) + 0.5 * (yTHy)); /* difference in quadratic model, -gTy because SNES solves it this way */
40724fb275aSStefano Zampini   if (yTHy_) *yTHy_ = yTHy;
40824fb275aSStefano Zampini   if (gTy_) *gTy_ = gTy;
40924fb275aSStefano Zampini   PetscFunctionReturn(PETSC_SUCCESS);
41024fb275aSStefano Zampini }
41124fb275aSStefano Zampini 
41224fb275aSStefano Zampini /* Computes the new objective given X = Xk, Y = direction
41324fb275aSStefano Zampini    W work vector, on output W = X - Y
41424fb275aSStefano Zampini    G work vector, on output G = SNESFunction(W) */
41524fb275aSStefano Zampini static PetscErrorCode SNESNewtonTRObjective(SNES snes, PetscBool has_objective, Vec X, Vec Y, Vec W, Vec G, PetscReal *gnorm, PetscReal *fkp1)
41624fb275aSStefano Zampini {
41724fb275aSStefano Zampini   PetscBool changed_y, changed_w;
41824fb275aSStefano Zampini 
41924fb275aSStefano Zampini   PetscFunctionBegin;
42024fb275aSStefano Zampini   /* TODO: we can add a linesearch here */
42124fb275aSStefano Zampini   PetscCall(SNESNewtonTRPreCheck(snes, X, Y, &changed_y));
42224fb275aSStefano Zampini   PetscCall(VecWAXPY(W, -1.0, Y, X)); /* Xkp1 */
42324fb275aSStefano Zampini   PetscCall(SNESNewtonTRPostCheck(snes, X, Y, W, &changed_y, &changed_w));
42424fb275aSStefano Zampini   if (changed_y && !changed_w) PetscCall(VecWAXPY(W, -1.0, Y, X));
42524fb275aSStefano Zampini 
42624fb275aSStefano Zampini   PetscCall(SNESComputeFunction(snes, W, G)); /*  F(Xkp1) = G */
42724fb275aSStefano Zampini   PetscCall(VecNorm(G, NORM_2, gnorm));
42824fb275aSStefano Zampini   if (has_objective) PetscCall(SNESComputeObjective(snes, W, fkp1));
42924fb275aSStefano Zampini   else *fkp1 = 0.5 * PetscSqr(*gnorm);
43024fb275aSStefano Zampini   PetscFunctionReturn(PETSC_SUCCESS);
43124fb275aSStefano Zampini }
43224fb275aSStefano Zampini 
43324fb275aSStefano Zampini static PetscErrorCode SNESSetUpQN_NEWTONTR(SNES snes)
43424fb275aSStefano Zampini {
43524fb275aSStefano Zampini   SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
43624fb275aSStefano Zampini 
43724fb275aSStefano Zampini   PetscFunctionBegin;
43824fb275aSStefano Zampini   PetscCall(MatDestroy(&tr->qnB));
43924fb275aSStefano Zampini   PetscCall(MatDestroy(&tr->qnB_pre));
44024fb275aSStefano Zampini   if (tr->qn) {
44124fb275aSStefano Zampini     PetscInt    n, N;
44224fb275aSStefano Zampini     const char *optionsprefix;
44324fb275aSStefano Zampini     Mat         B;
44424fb275aSStefano Zampini 
44524fb275aSStefano Zampini     PetscCall(MatCreate(PetscObjectComm((PetscObject)snes), &B));
44624fb275aSStefano Zampini     PetscCall(SNESGetOptionsPrefix(snes, &optionsprefix));
44724fb275aSStefano Zampini     PetscCall(MatSetOptionsPrefix(B, "snes_tr_qn_"));
44824fb275aSStefano Zampini     PetscCall(MatAppendOptionsPrefix(B, optionsprefix));
44924fb275aSStefano Zampini     PetscCall(MatSetType(B, MATLMVMBFGS));
45024fb275aSStefano Zampini     PetscCall(VecGetLocalSize(snes->vec_sol, &n));
45124fb275aSStefano Zampini     PetscCall(VecGetSize(snes->vec_sol, &N));
45224fb275aSStefano Zampini     PetscCall(MatSetSizes(B, n, n, N, N));
45324fb275aSStefano Zampini     PetscCall(MatSetUp(B));
45424fb275aSStefano Zampini     PetscCall(MatSetFromOptions(B));
45524fb275aSStefano Zampini     PetscCall(MatLMVMAllocate(B, snes->vec_sol, snes->vec_func));
45624fb275aSStefano Zampini     tr->qnB = B;
45724fb275aSStefano Zampini     if (tr->qn == SNES_TR_QN_DIFFERENT) {
45824fb275aSStefano Zampini       PetscCall(MatCreate(PetscObjectComm((PetscObject)snes), &B));
45924fb275aSStefano Zampini       PetscCall(SNESGetOptionsPrefix(snes, &optionsprefix));
46024fb275aSStefano Zampini       PetscCall(MatSetOptionsPrefix(B, "snes_tr_qn_pre_"));
46124fb275aSStefano Zampini       PetscCall(MatAppendOptionsPrefix(B, optionsprefix));
46224fb275aSStefano Zampini       PetscCall(MatSetType(B, MATLMVMBFGS));
46324fb275aSStefano Zampini       PetscCall(MatSetSizes(B, n, n, N, N));
46424fb275aSStefano Zampini       PetscCall(MatSetUp(B));
46524fb275aSStefano Zampini       PetscCall(MatSetFromOptions(B));
46624fb275aSStefano Zampini       PetscCall(MatLMVMAllocate(B, snes->vec_sol, snes->vec_func));
46724fb275aSStefano Zampini       tr->qnB_pre = B;
46824fb275aSStefano Zampini     } else {
46924fb275aSStefano Zampini       PetscCall(PetscObjectReference((PetscObject)tr->qnB));
47024fb275aSStefano Zampini       tr->qnB_pre = tr->qnB;
47124fb275aSStefano Zampini     }
47224fb275aSStefano Zampini   }
4737aa289d8SStefano Zampini   PetscFunctionReturn(PETSC_SUCCESS);
4747aa289d8SStefano Zampini }
4757aa289d8SStefano Zampini 
476df60cc22SBarry Smith /*
4774a221d59SStefano Zampini    SNESSolve_NEWTONTR - Implements Newton's Method with trust-region subproblem and adds dogleg Cauchy
4784a221d59SStefano Zampini    (Steepest Descent direction) step and direction if the trust region is not satisfied for solving system of
4794a221d59SStefano Zampini    nonlinear equations
4804800dd8cSBarry Smith 
4814800dd8cSBarry Smith */
482d71ae5a4SJacob Faibussowitsch static PetscErrorCode SNESSolve_NEWTONTR(SNES snes)
483d71ae5a4SJacob Faibussowitsch {
48404d7464bSBarry Smith   SNES_NEWTONTR            *neP = (SNES_NEWTONTR *)snes->data;
48524fb275aSStefano Zampini   Vec                       X, F, Y, G, W, GradF, YU, Yc;
4864a221d59SStefano Zampini   PetscInt                  maxits, lits;
4874b0a5c37SStefano Zampini   PetscReal                 rho, fnorm, gnorm = 0.0, xnorm = 0.0, delta, ynorm;
4888b630c82SStefano Zampini   PetscReal                 fk, fkp1, deltaqm = 0.0, gTy = 0.0, yTHy = 0.0;
48924fb275aSStefano Zampini   PetscReal                 auk, tauk, gfnorm, gfnorm_k, ycnorm, gTBg, objmin = 0.0, beta_k = 1.0;
490a0254a93SStefano Zampini   PC                        pc;
49124fb275aSStefano Zampini   Mat                       J, Jp;
49237d4d9b4SStefano Zampini   PetscBool                 already_done = PETSC_FALSE, on_boundary, use_cauchy;
4937aa289d8SStefano Zampini   PetscBool                 clear_converged_test, rho_satisfied, has_objective;
494df8705c3SBarry Smith   SNES_TR_KSPConverged_Ctx *ctx;
4955e28bcb6Sprj-   void                     *convctx;
4966b72add0SBarry Smith   SNESObjectiveFn          *objective;
4974a221d59SStefano Zampini   PetscErrorCode (*convtest)(KSP, PetscInt, PetscReal, KSPConvergedReason *, void *), (*convdestroy)(void *);
4984800dd8cSBarry Smith 
4993a40ed3dSBarry Smith   PetscFunctionBegin;
5004a221d59SStefano Zampini   PetscCall(SNESGetObjective(snes, &objective, NULL));
5017aa289d8SStefano Zampini   has_objective = objective ? PETSC_TRUE : PETSC_FALSE;
502c579b300SPatrick Farrell 
503fbe28522SBarry Smith   maxits = snes->max_its;                                   /* maximum number of iterations */
504fbe28522SBarry Smith   X      = snes->vec_sol;                                   /* solution vector */
50539e2f89bSBarry Smith   F      = snes->vec_func;                                  /* residual vector */
5064a221d59SStefano Zampini   Y      = snes->vec_sol_update;                            /* update vector */
5074a221d59SStefano Zampini   G      = snes->work[0];                                   /* updated residual */
5084a221d59SStefano Zampini   W      = snes->work[1];                                   /* temporary vector */
5097aa289d8SStefano Zampini   GradF  = !has_objective ? snes->work[2] : snes->vec_func; /* grad f = J^T F */
5104a221d59SStefano Zampini   YU     = snes->work[3];                                   /* work vector for dogleg method */
51124fb275aSStefano Zampini   Yc     = snes->work[4];                                   /* Cauchy point */
5124a221d59SStefano Zampini 
5134a221d59SStefano Zampini   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);
5144800dd8cSBarry Smith 
5159566063dSJacob Faibussowitsch   PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
5164c49b128SBarry Smith   snes->iter = 0;
5179566063dSJacob Faibussowitsch   PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
5184800dd8cSBarry Smith 
51924fb275aSStefano Zampini   /* setup QN matrices if needed */
52024fb275aSStefano Zampini   PetscCall(SNESSetUpQN_NEWTONTR(snes));
52124fb275aSStefano Zampini 
5224a221d59SStefano Zampini   /* Set the linear stopping criteria to use the More' trick if needed */
5234a221d59SStefano Zampini   clear_converged_test = PETSC_FALSE;
524a0254a93SStefano Zampini   PetscCall(SNESGetKSP(snes, &snes->ksp));
525a0254a93SStefano Zampini   PetscCall(KSPGetConvergenceTest(snes->ksp, &convtest, &convctx, &convdestroy));
526fcc61681SStefano Zampini   if (convtest != SNESTR_KSPConverged_Private) {
5274a221d59SStefano Zampini     clear_converged_test = PETSC_TRUE;
5289566063dSJacob Faibussowitsch     PetscCall(PetscNew(&ctx));
529df8705c3SBarry Smith     ctx->snes = snes;
530a0254a93SStefano Zampini     PetscCall(KSPGetAndClearConvergenceTest(snes->ksp, &ctx->convtest, &ctx->convctx, &ctx->convdestroy));
531a0254a93SStefano Zampini     PetscCall(KSPSetConvergenceTest(snes->ksp, SNESTR_KSPConverged_Private, ctx, SNESTR_KSPConverged_Destroy));
5329566063dSJacob Faibussowitsch     PetscCall(PetscInfo(snes, "Using Krylov convergence test SNESTR_KSPConverged_Private\n"));
533df8705c3SBarry Smith   }
534df8705c3SBarry Smith 
535e4ed7901SPeter Brune   if (!snes->vec_func_init_set) {
5369566063dSJacob Faibussowitsch     PetscCall(SNESComputeFunction(snes, X, F)); /* F(X) */
5371aa26658SKarl Rupp   } else snes->vec_func_init_set = PETSC_FALSE;
538e4ed7901SPeter Brune 
5399566063dSJacob Faibussowitsch   PetscCall(VecNorm(F, NORM_2, &fnorm)); /* fnorm <- || F || */
540422a814eSBarry Smith   SNESCheckFunctionNorm(snes, fnorm);
5419566063dSJacob Faibussowitsch   PetscCall(VecNorm(X, NORM_2, &xnorm)); /* xnorm <- || X || */
5424a221d59SStefano Zampini 
5439566063dSJacob Faibussowitsch   PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
544fbe28522SBarry Smith   snes->norm = fnorm;
5459566063dSJacob Faibussowitsch   PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
5464a221d59SStefano Zampini   delta      = neP->delta0;
5474800dd8cSBarry Smith   neP->delta = delta;
5489566063dSJacob Faibussowitsch   PetscCall(SNESLogConvergenceHistory(snes, fnorm, 0));
549b37302c6SLois Curfman McInnes 
55085385478SLisandro Dalcin   /* test convergence */
5514a221d59SStefano Zampini   rho_satisfied = PETSC_FALSE;
5522d157150SStefano Zampini   PetscCall(SNESConverged(snes, 0, 0.0, 0.0, fnorm));
5532d157150SStefano Zampini   PetscCall(SNESMonitor(snes, 0, fnorm));
5543ba16761SJacob Faibussowitsch   if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS);
5553f149594SLisandro Dalcin 
5567aa289d8SStefano Zampini   if (has_objective) PetscCall(SNESComputeObjective(snes, X, &fk));
5574a221d59SStefano Zampini   else fk = 0.5 * PetscSqr(fnorm); /* obj(x) = 0.5 * ||F(x)||^2 */
55899a96b7cSMatthew Knepley 
559a0254a93SStefano Zampini   /* hook state vector to BFGS preconditioner */
560a0254a93SStefano Zampini   PetscCall(KSPGetPC(snes->ksp, &pc));
561a0254a93SStefano Zampini   PetscCall(PCLMVMSetUpdateVec(pc, X));
562a0254a93SStefano Zampini 
56324fb275aSStefano Zampini   if (neP->kmdc) PetscCall(KSPSetComputeEigenvalues(snes->ksp, PETSC_TRUE));
5646b5873e3SBarry Smith 
56524fb275aSStefano Zampini   while (snes->iter < maxits) {
56612d0050eSStefano Zampini     /* calculating Jacobian and GradF of minimization function only once */
5674a221d59SStefano Zampini     if (!already_done) {
56812d0050eSStefano Zampini       /* Call general purpose update function */
56912d0050eSStefano Zampini       PetscTryTypeMethod(snes, update, snes->iter);
57012d0050eSStefano Zampini 
5714b0a5c37SStefano Zampini       /* apply the nonlinear preconditioner */
5724b0a5c37SStefano Zampini       if (snes->npc && snes->npcside == PC_RIGHT) {
5734b0a5c37SStefano Zampini         SNESConvergedReason reason;
5744b0a5c37SStefano Zampini 
5754b0a5c37SStefano Zampini         PetscCall(SNESSetInitialFunction(snes->npc, F));
5764b0a5c37SStefano Zampini         PetscCall(PetscLogEventBegin(SNES_NPCSolve, snes->npc, X, snes->vec_rhs, 0));
5774b0a5c37SStefano Zampini         PetscCall(SNESSolve(snes->npc, snes->vec_rhs, X));
5784b0a5c37SStefano Zampini         PetscCall(PetscLogEventEnd(SNES_NPCSolve, snes->npc, X, snes->vec_rhs, 0));
5794b0a5c37SStefano Zampini         PetscCall(SNESGetConvergedReason(snes->npc, &reason));
5804b0a5c37SStefano Zampini         if (reason < 0 && reason != SNES_DIVERGED_MAX_IT && reason != SNES_DIVERGED_TR_DELTA) {
5814b0a5c37SStefano Zampini           snes->reason = SNES_DIVERGED_INNER;
5824b0a5c37SStefano Zampini           PetscFunctionReturn(PETSC_SUCCESS);
5834b0a5c37SStefano Zampini         }
5844b0a5c37SStefano Zampini         // XXX
5854b0a5c37SStefano Zampini         PetscCall(SNESGetNPCFunction(snes, F, &fnorm));
58612d0050eSStefano Zampini       }
58712d0050eSStefano Zampini 
58812d0050eSStefano Zampini       /* Jacobian */
58924fb275aSStefano Zampini       J  = NULL;
59024fb275aSStefano Zampini       Jp = NULL;
59124fb275aSStefano Zampini       if (!neP->qnB) {
5924a221d59SStefano Zampini         PetscCall(SNESComputeJacobian(snes, X, snes->jacobian, snes->jacobian_pre));
59324fb275aSStefano Zampini         J  = snes->jacobian;
59424fb275aSStefano Zampini         Jp = snes->jacobian_pre;
59524fb275aSStefano Zampini       } else { /* QN model */
59624fb275aSStefano Zampini         PetscCall(SNESComputeJacobian_MATLMVM(snes, X, neP->qnB, neP->qnB_pre, NULL));
59724fb275aSStefano Zampini         J  = neP->qnB;
59824fb275aSStefano Zampini         Jp = neP->qnB_pre;
59924fb275aSStefano Zampini       }
6004a221d59SStefano Zampini       SNESCheckJacobianDomainerror(snes);
60112d0050eSStefano Zampini 
60224fb275aSStefano Zampini       /* objective function */
60324fb275aSStefano Zampini       PetscCall(VecNorm(F, NORM_2, &fnorm));
60424fb275aSStefano Zampini       if (has_objective) PetscCall(SNESComputeObjective(snes, X, &fk));
60524fb275aSStefano Zampini       else fk = 0.5 * PetscSqr(fnorm); /* obj(x) = 0.5 * ||F(x)||^2 */
60624fb275aSStefano Zampini 
60712d0050eSStefano Zampini       /* GradF */
6087aa289d8SStefano Zampini       if (has_objective) gfnorm = fnorm;
6097aa289d8SStefano Zampini       else {
61024fb275aSStefano Zampini         PetscCall(MatMultTranspose(J, F, GradF)); /* grad f = J^T F */
6117aa289d8SStefano Zampini         PetscCall(VecNorm(GradF, NORM_2, &gfnorm));
612fbe28522SBarry Smith       }
61324fb275aSStefano Zampini       PetscCall(VecNorm(GradF, neP->norm, &gfnorm_k));
6147aa289d8SStefano Zampini     }
6157aa289d8SStefano Zampini     already_done = PETSC_TRUE;
6167aa289d8SStefano Zampini 
6174b0a5c37SStefano Zampini     /* solve trust-region subproblem */
6184b0a5c37SStefano Zampini 
61924fb275aSStefano Zampini     /* first compute Cauchy Point */
62024fb275aSStefano Zampini     PetscCall(MatMult(J, GradF, W));
62124fb275aSStefano Zampini     if (has_objective) PetscCall(VecDotRealPart(GradF, W, &gTBg));
62224fb275aSStefano Zampini     else PetscCall(VecDotRealPart(W, W, &gTBg)); /* B = J^t * J */
62324fb275aSStefano Zampini     /* Eqs 4.11 and 4.12 in Nocedal and Wright 2nd Edition (4.7 and 4.8 in 1st Edition) */
62424fb275aSStefano Zampini     auk = delta / gfnorm_k;
62524fb275aSStefano Zampini     if (gTBg < 0.0) tauk = 1.0;
62624fb275aSStefano Zampini     else tauk = PetscMin(gfnorm * gfnorm * gfnorm_k / (delta * gTBg), 1);
62724fb275aSStefano Zampini     auk *= tauk;
62824fb275aSStefano Zampini     ycnorm = auk * gfnorm;
62924fb275aSStefano Zampini     PetscCall(VecAXPBY(Yc, auk, 0.0, GradF));
63024fb275aSStefano Zampini 
63124fb275aSStefano Zampini     on_boundary = PETSC_FALSE;
63237d4d9b4SStefano Zampini     use_cauchy  = (PetscBool)(tauk == 1.0 && has_objective);
63337d4d9b4SStefano Zampini     if (!use_cauchy) {
63424fb275aSStefano Zampini       KSPConvergedReason reason;
63524fb275aSStefano Zampini 
6364b0a5c37SStefano Zampini       /* sufficient decrease (see 6.3.27 in Conn, Gould, Toint "Trust Region Methods")
63724fb275aSStefano Zampini          beta_k the largest eigenvalue of the Hessian. Here we use the previous estimated value */
63824fb275aSStefano Zampini       objmin = -neP->kmdc * gnorm * PetscMin(gnorm / beta_k, delta);
639fb01098fSStefano Zampini       PetscCall(KSPCGSetObjectiveTarget(snes->ksp, objmin));
6404b0a5c37SStefano Zampini 
64124fb275aSStefano Zampini       /* specify radius if looking for Newton step and trust region norm is the l2 norm */
64224fb275aSStefano Zampini       PetscCall(KSPCGSetRadius(snes->ksp, neP->fallback == SNES_TR_FALLBACK_NEWTON && neP->norm == NORM_2 ? delta : 0.0));
64324fb275aSStefano Zampini       PetscCall(KSPSetOperators(snes->ksp, J, Jp));
6444a221d59SStefano Zampini       PetscCall(KSPSolve(snes->ksp, F, Y));
6454a221d59SStefano Zampini       SNESCheckKSPSolve(snes);
6464a221d59SStefano Zampini       PetscCall(KSPGetIterationNumber(snes->ksp, &lits));
64724fb275aSStefano Zampini       PetscCall(KSPGetConvergedReason(snes->ksp, &reason));
64824fb275aSStefano Zampini       on_boundary = (PetscBool)(reason == KSP_CONVERGED_STEP_LENGTH);
6494b0a5c37SStefano Zampini       PetscCall(PetscInfo(snes, "iter=%" PetscInt_FMT ", linear solve iterations=%" PetscInt_FMT "\n", snes->iter, lits));
65024fb275aSStefano Zampini       if (neP->kmdc) { /* update estimated Hessian largest eigenvalue */
65124fb275aSStefano Zampini         PetscReal emax, emin;
65224fb275aSStefano Zampini         PetscCall(KSPComputeExtremeSingularValues(snes->ksp, &emax, &emin));
65324fb275aSStefano Zampini         if (emax > 0.0) beta_k = emax + 1;
65424fb275aSStefano Zampini       }
65524fb275aSStefano Zampini     } else { /* Cauchy point is on the boundary, accept it */
65624fb275aSStefano Zampini       on_boundary = PETSC_TRUE;
65724fb275aSStefano Zampini       PetscCall(VecCopy(Yc, Y));
65824fb275aSStefano Zampini       PetscCall(PetscInfo(snes, "CP evaluated on boundary. delta: %g, ycnorm: %g, gTBg: %g\n", (double)delta, (double)ycnorm, (double)gTBg));
65924fb275aSStefano Zampini     }
66024fb275aSStefano Zampini     PetscCall(VecNorm(Y, neP->norm, &ynorm));
6614800dd8cSBarry Smith 
6624a221d59SStefano Zampini     /* decide what to do when the update is outside of trust region */
66337d4d9b4SStefano Zampini     if (!use_cauchy && (ynorm > delta || ynorm == 0.0)) {
6645ec2728bSStefano Zampini       SNESNewtonTRFallbackType fallback = ynorm > 0.0 ? neP->fallback : SNES_TR_FALLBACK_CAUCHY;
6655ec2728bSStefano Zampini 
66624fb275aSStefano Zampini       PetscCheck(neP->norm == NORM_2 || fallback != SNES_TR_FALLBACK_DOGLEG, PetscObjectComm((PetscObject)snes), PETSC_ERR_SUP, "DOGLEG without l2 norm not implemented");
6675ec2728bSStefano Zampini       switch (fallback) {
6684a221d59SStefano Zampini       case SNES_TR_FALLBACK_NEWTON:
6694a221d59SStefano Zampini         auk = delta / ynorm;
6704a221d59SStefano Zampini         PetscCall(VecScale(Y, auk));
6714b0a5c37SStefano Zampini         PetscCall(PetscInfo(snes, "SN evaluated. delta: %g, ynorm: %g\n", (double)delta, (double)ynorm));
6724a221d59SStefano Zampini         break;
6734a221d59SStefano Zampini       case SNES_TR_FALLBACK_CAUCHY:
6744a221d59SStefano Zampini       case SNES_TR_FALLBACK_DOGLEG:
6755ec2728bSStefano Zampini         if (fallback == SNES_TR_FALLBACK_CAUCHY || gTBg <= 0.0) {
67624fb275aSStefano Zampini           PetscCall(VecCopy(Yc, Y));
6774a221d59SStefano Zampini           PetscCall(PetscInfo(snes, "CP evaluated. delta: %g, ynorm: %g, ycnorm: %g, gTBg: %g\n", (double)delta, (double)ynorm, (double)ycnorm, (double)gTBg));
6784a221d59SStefano Zampini         } else { /* take linear combination of Cauchy and Newton direction and step */
67924fb275aSStefano Zampini           auk = gfnorm * gfnorm / gTBg;
68024fb275aSStefano Zampini           if (gfnorm_k * auk >= delta) { /* first leg: Cauchy point outside of trust region */
68124fb275aSStefano Zampini             PetscCall(VecAXPBY(Y, delta / gfnorm_k, 0.0, GradF));
68224fb275aSStefano Zampini             PetscCall(PetscInfo(snes, "CP evaluated (outside region). delta: %g, ynorm: %g, ycnorm: %g\n", (double)delta, (double)ynorm, (double)ycnorm));
68324fb275aSStefano Zampini           } else { /* second leg */
6844a221d59SStefano Zampini             PetscReal c0, c1, c2, tau = 0.0, tpos, tneg;
6854a221d59SStefano Zampini             PetscBool noroots;
686284fb49fSHeeho Park 
68724fb275aSStefano Zampini             /* Find solutions of (Eq. 4.16 in Nocedal and Wright)
68824fb275aSStefano Zampini                  ||p_U + lambda * (p_B - p_U)||^2 - delta^2 = 0,
68924fb275aSStefano Zampini                where p_U  the Cauchy direction, p_B the Newton direction */
6904a221d59SStefano Zampini             PetscCall(VecAXPBY(YU, auk, 0.0, GradF));
6914a221d59SStefano Zampini             PetscCall(VecAXPY(Y, -1.0, YU));
6924a221d59SStefano Zampini             PetscCall(VecNorm(Y, NORM_2, &c0));
6934a221d59SStefano Zampini             PetscCall(VecDotRealPart(YU, Y, &c1));
6944a221d59SStefano Zampini             c0 = PetscSqr(c0);
6954a221d59SStefano Zampini             c2 = PetscSqr(ycnorm) - PetscSqr(delta);
69624fb275aSStefano Zampini             PetscQuadraticRoots(c0, 2 * c1, c2, &tneg, &tpos);
6974a221d59SStefano Zampini 
69824fb275aSStefano Zampini             /* In principle the DL strategy as a unique solution in [0,1]
69924fb275aSStefano Zampini                here we check that for some reason we numerically failed
70024fb275aSStefano Zampini                to compute it. In that case, we use the Cauchy point */
7014a221d59SStefano Zampini             noroots = PetscIsInfOrNanReal(tneg);
70224fb275aSStefano Zampini             if (!noroots) {
70324fb275aSStefano Zampini               if (tpos > 1) {
70424fb275aSStefano Zampini                 if (tneg >= 0 && tneg <= 1) {
70524fb275aSStefano Zampini                   tau = tneg;
70624fb275aSStefano Zampini                 } else noroots = PETSC_TRUE;
70724fb275aSStefano Zampini               } else if (tpos >= 0) {
70824fb275aSStefano Zampini                 tau = tpos;
70924fb275aSStefano Zampini               } else noroots = PETSC_TRUE;
71024fb275aSStefano Zampini             }
7114a221d59SStefano Zampini             if (noroots) { /* No roots, select Cauchy point */
71224fb275aSStefano Zampini               PetscCall(VecCopy(Yc, Y));
7134a221d59SStefano Zampini             } else {
71424fb275aSStefano Zampini               PetscCall(VecAXPBY(Y, 1.0, tau, YU));
7154a221d59SStefano Zampini             }
71624fb275aSStefano Zampini             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));
7174a221d59SStefano Zampini           }
7184a221d59SStefano Zampini         }
7194a221d59SStefano Zampini         break;
7204a221d59SStefano Zampini       default:
7214a221d59SStefano Zampini         SETERRQ(PetscObjectComm((PetscObject)snes), PETSC_ERR_SUP, "Unknown fallback mode");
722454a90a3SBarry Smith         break;
72352392280SLois Curfman McInnes       }
7244800dd8cSBarry Smith     }
7254a221d59SStefano Zampini 
7267aa289d8SStefano Zampini     /* compute the quadratic model difference */
72724fb275aSStefano Zampini     PetscCall(SNESNewtonTRQuadraticDelta(snes, J, has_objective, Y, GradF, W, &yTHy, &gTy, &deltaqm));
7284a221d59SStefano Zampini 
7294a221d59SStefano Zampini     /* Compute new objective function */
73024fb275aSStefano Zampini     PetscCall(SNESNewtonTRObjective(snes, has_objective, X, Y, W, G, &gnorm, &fkp1));
73124fb275aSStefano Zampini     if (PetscIsInfOrNanReal(fkp1)) rho = neP->eta1;
73224fb275aSStefano Zampini     else {
7334a221d59SStefano Zampini       if (deltaqm > 0.0) rho = (fk - fkp1) / deltaqm; /* actual improvement over predicted improvement */
73424fb275aSStefano Zampini       else rho = neP->eta1;                           /*  no reduction in quadratic model, step must be rejected */
73524fb275aSStefano Zampini     }
7364a221d59SStefano Zampini 
73724fb275aSStefano Zampini     PetscCall(VecNorm(Y, neP->norm, &ynorm));
73824fb275aSStefano Zampini     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));
73924fb275aSStefano Zampini 
74024fb275aSStefano Zampini     /* update the size of the trust region */
7414a221d59SStefano Zampini     if (rho < neP->eta2) delta *= neP->t1;                     /* shrink the region */
74224fb275aSStefano Zampini     else if (rho > neP->eta3 && on_boundary) delta *= neP->t2; /* expand the region */
7438b630c82SStefano Zampini     delta = PetscMin(delta, neP->deltaM);                      /* but not greater than deltaM */
7444a221d59SStefano Zampini 
74524fb275aSStefano Zampini     /* log 2-norm of update for moniroting routines */
74624fb275aSStefano Zampini     PetscCall(VecNorm(Y, NORM_2, &ynorm));
74724fb275aSStefano Zampini 
74824fb275aSStefano Zampini     /* decide on new step */
7494a221d59SStefano Zampini     neP->delta = delta;
75024fb275aSStefano Zampini     if (rho > neP->eta1) {
7514a221d59SStefano Zampini       rho_satisfied = PETSC_TRUE;
7524a221d59SStefano Zampini     } else {
7534a221d59SStefano Zampini       rho_satisfied = PETSC_FALSE;
7544a221d59SStefano Zampini       PetscCall(PetscInfo(snes, "Trying again in smaller region\n"));
7554a221d59SStefano Zampini       /* check to see if progress is hopeless */
7564a221d59SStefano Zampini       PetscCall(SNESTR_Converged_Private(snes, snes->iter, xnorm, ynorm, fnorm, &snes->reason, snes->cnvP));
7572d157150SStefano Zampini       if (!snes->reason) PetscCall(SNESConverged(snes, snes->iter, xnorm, ynorm, fnorm));
7584b0a5c37SStefano Zampini       if (snes->reason == SNES_CONVERGED_SNORM_RELATIVE) snes->reason = SNES_DIVERGED_TR_DELTA;
7594a221d59SStefano Zampini       snes->numFailures++;
7604a221d59SStefano Zampini       /* We're not progressing, so return with the current iterate */
7614a221d59SStefano Zampini       if (snes->reason) break;
7624a221d59SStefano Zampini     }
7634a221d59SStefano Zampini     if (rho_satisfied) {
7644a221d59SStefano Zampini       /* Update function values */
7654a221d59SStefano Zampini       already_done = PETSC_FALSE;
7664800dd8cSBarry Smith       fnorm        = gnorm;
7674a221d59SStefano Zampini       fk           = fkp1;
7684a221d59SStefano Zampini 
7694a221d59SStefano Zampini       /* New residual and linearization point */
7709566063dSJacob Faibussowitsch       PetscCall(VecCopy(G, F));
7719566063dSJacob Faibussowitsch       PetscCall(VecCopy(W, X));
7724a221d59SStefano Zampini 
77385385478SLisandro Dalcin       /* Monitor convergence */
7749566063dSJacob Faibussowitsch       PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
7754a221d59SStefano Zampini       snes->iter++;
776fbe28522SBarry Smith       snes->norm  = fnorm;
777c1e67a49SFande Kong       snes->xnorm = xnorm;
778c1e67a49SFande Kong       snes->ynorm = ynorm;
7799566063dSJacob Faibussowitsch       PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
7809566063dSJacob Faibussowitsch       PetscCall(SNESLogConvergenceHistory(snes, snes->norm, lits));
7814a221d59SStefano Zampini 
78285385478SLisandro Dalcin       /* Test for convergence, xnorm = || X || */
7834a221d59SStefano Zampini       PetscCall(VecNorm(X, NORM_2, &xnorm));
7842d157150SStefano Zampini       PetscCall(SNESConverged(snes, snes->iter, xnorm, ynorm, fnorm));
7852d157150SStefano Zampini       PetscCall(SNESMonitor(snes, snes->iter, snes->norm));
7864a221d59SStefano Zampini       if (snes->reason) break;
7874a221d59SStefano Zampini     }
78838442cffSBarry Smith   }
789284fb49fSHeeho Park 
7904a221d59SStefano Zampini   if (clear_converged_test) {
791a0254a93SStefano Zampini     PetscCall(KSPGetAndClearConvergenceTest(snes->ksp, &ctx->convtest, &ctx->convctx, &ctx->convdestroy));
7929566063dSJacob Faibussowitsch     PetscCall(PetscFree(ctx));
793a0254a93SStefano Zampini     PetscCall(KSPSetConvergenceTest(snes->ksp, convtest, convctx, convdestroy));
7945e28bcb6Sprj-   }
7953ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
7964800dd8cSBarry Smith }
797284fb49fSHeeho Park 
798d71ae5a4SJacob Faibussowitsch static PetscErrorCode SNESSetUp_NEWTONTR(SNES snes)
799d71ae5a4SJacob Faibussowitsch {
8003a40ed3dSBarry Smith   PetscFunctionBegin;
80124fb275aSStefano Zampini   PetscCall(SNESSetWorkVecs(snes, 5));
8029566063dSJacob Faibussowitsch   PetscCall(SNESSetUpMatrices(snes));
8033ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
8044800dd8cSBarry Smith }
8056b8b9a38SLisandro Dalcin 
80624fb275aSStefano Zampini static PetscErrorCode SNESReset_NEWTONTR(SNES snes)
80724fb275aSStefano Zampini {
80824fb275aSStefano Zampini   SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
80924fb275aSStefano Zampini 
81024fb275aSStefano Zampini   PetscFunctionBegin;
81124fb275aSStefano Zampini   PetscCall(MatDestroy(&tr->qnB));
81224fb275aSStefano Zampini   PetscCall(MatDestroy(&tr->qnB_pre));
81324fb275aSStefano Zampini   PetscFunctionReturn(PETSC_SUCCESS);
81424fb275aSStefano Zampini }
81524fb275aSStefano Zampini 
816d71ae5a4SJacob Faibussowitsch static PetscErrorCode SNESDestroy_NEWTONTR(SNES snes)
817d71ae5a4SJacob Faibussowitsch {
8183a40ed3dSBarry Smith   PetscFunctionBegin;
81924fb275aSStefano Zampini   PetscCall(SNESReset_NEWTONTR(snes));
8203201ab8dSStefano Zampini   PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNewtonTRSetTolerances_C", NULL));
8213201ab8dSStefano Zampini   PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNewtonTRGetTolerances_C", NULL));
8229566063dSJacob Faibussowitsch   PetscCall(PetscFree(snes->data));
8233ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
8244800dd8cSBarry Smith }
8254800dd8cSBarry Smith 
826ce78bad3SBarry Smith static PetscErrorCode SNESSetFromOptions_NEWTONTR(SNES snes, PetscOptionItems PetscOptionsObject)
827d71ae5a4SJacob Faibussowitsch {
82804d7464bSBarry Smith   SNES_NEWTONTR           *ctx = (SNES_NEWTONTR *)snes->data;
82924fb275aSStefano Zampini   SNESNewtonTRQNType       qn;
83024fb275aSStefano Zampini   SNESNewtonTRFallbackType fallback;
83124fb275aSStefano Zampini   NormType                 norm;
83224fb275aSStefano Zampini   PetscBool                flg;
8334800dd8cSBarry Smith 
8343a40ed3dSBarry Smith   PetscFunctionBegin;
835d0609cedSBarry Smith   PetscOptionsHeadBegin(PetscOptionsObject, "SNES trust region options for nonlinear equations");
8363201ab8dSStefano Zampini   PetscCall(PetscOptionsDeprecated("-snes_tr_deltaM", "-snes_tr_deltamax", "3.22", NULL));
8373201ab8dSStefano Zampini   PetscCall(PetscOptionsReal("-snes_tr_eta1", "eta1", "SNESNewtonTRSetUpdateParameters", ctx->eta1, &ctx->eta1, NULL));
8383201ab8dSStefano Zampini   PetscCall(PetscOptionsReal("-snes_tr_eta2", "eta2", "SNESNewtonTRSetUpdateParameters", ctx->eta2, &ctx->eta2, NULL));
8393201ab8dSStefano Zampini   PetscCall(PetscOptionsReal("-snes_tr_eta3", "eta3", "SNESNewtonTRSetUpdateParameters", ctx->eta3, &ctx->eta3, NULL));
8403201ab8dSStefano Zampini   PetscCall(PetscOptionsReal("-snes_tr_t1", "t1", "SNESNewtonTRSetUpdateParameters", ctx->t1, &ctx->t1, NULL));
8413201ab8dSStefano Zampini   PetscCall(PetscOptionsReal("-snes_tr_t2", "t2", "SNESNewtonTRSetUpdateParameters", ctx->t2, &ctx->t2, NULL));
8423201ab8dSStefano Zampini   PetscCall(PetscOptionsReal("-snes_tr_delta0", "Initial trust region size", "SNESNewtonTRSetTolerances", ctx->delta0, &ctx->delta0, NULL));
8433201ab8dSStefano Zampini   PetscCall(PetscOptionsReal("-snes_tr_deltamin", "Minimum allowed trust region size", "SNESNewtonTRSetTolerances", ctx->deltam, &ctx->deltam, NULL));
8443201ab8dSStefano Zampini   PetscCall(PetscOptionsReal("-snes_tr_deltamax", "Maximum allowed trust region size", "SNESNewtonTRSetTolerances", ctx->deltaM, &ctx->deltaM, NULL));
8454b0a5c37SStefano Zampini   PetscCall(PetscOptionsReal("-snes_tr_kmdc", "sufficient decrease parameter", "None", ctx->kmdc, &ctx->kmdc, NULL));
84624fb275aSStefano Zampini 
84724fb275aSStefano Zampini   fallback = ctx->fallback;
84824fb275aSStefano Zampini   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));
84924fb275aSStefano Zampini   if (flg) PetscCall(SNESNewtonTRSetFallbackType(snes, fallback));
85024fb275aSStefano Zampini 
85124fb275aSStefano Zampini   qn = ctx->qn;
85224fb275aSStefano Zampini   PetscCall(PetscOptionsEnum("-snes_tr_qn", "Use Quasi-Newton approximations for the model", "SNESNewtonTRSetQNType", SNESNewtonTRQNTypes, (PetscEnum)qn, (PetscEnum *)&qn, &flg));
85324fb275aSStefano Zampini   if (flg) PetscCall(SNESNewtonTRSetQNType(snes, qn));
85424fb275aSStefano Zampini 
85524fb275aSStefano Zampini   norm = ctx->norm;
85624fb275aSStefano Zampini   PetscCall(PetscOptionsEnum("-snes_tr_norm_type", "Type of norm for trust region bounds", "SNESNewtonTRSetNormType", NormTypes, (PetscEnum)norm, (PetscEnum *)&norm, &flg));
85724fb275aSStefano Zampini   if (flg) PetscCall(SNESNewtonTRSetNormType(snes, norm));
85824fb275aSStefano Zampini 
859d0609cedSBarry Smith   PetscOptionsHeadEnd();
8603ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
8614800dd8cSBarry Smith }
8624800dd8cSBarry Smith 
863d71ae5a4SJacob Faibussowitsch static PetscErrorCode SNESView_NEWTONTR(SNES snes, PetscViewer viewer)
864d71ae5a4SJacob Faibussowitsch {
86504d7464bSBarry Smith   SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
866ace3abfcSBarry Smith   PetscBool      iascii;
867a935fc98SLois Curfman McInnes 
8683a40ed3dSBarry Smith   PetscFunctionBegin;
8699566063dSJacob Faibussowitsch   PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &iascii));
87032077d6dSBarry Smith   if (iascii) {
8713201ab8dSStefano Zampini     PetscCall(PetscViewerASCIIPrintf(viewer, "  Trust region parameters:\n"));
8724a221d59SStefano Zampini     PetscCall(PetscViewerASCIIPrintf(viewer, "    eta1=%g, eta2=%g, eta3=%g\n", (double)tr->eta1, (double)tr->eta2, (double)tr->eta3));
8733201ab8dSStefano Zampini     PetscCall(PetscViewerASCIIPrintf(viewer, "    t1=%g, t2=%g\n", (double)tr->t1, (double)tr->t2));
8743201ab8dSStefano Zampini     PetscCall(PetscViewerASCIIPrintf(viewer, "    delta_min=%g, delta_0=%g, delta_max=%g\n", (double)tr->deltam, (double)tr->delta0, (double)tr->deltaM));
8754b0a5c37SStefano Zampini     PetscCall(PetscViewerASCIIPrintf(viewer, "    kmdc=%g\n", (double)tr->kmdc));
8764a221d59SStefano Zampini     PetscCall(PetscViewerASCIIPrintf(viewer, "    fallback=%s\n", SNESNewtonTRFallbackTypes[tr->fallback]));
87724fb275aSStefano Zampini     if (tr->qn) PetscCall(PetscViewerASCIIPrintf(viewer, "    qn=%s\n", SNESNewtonTRQNTypes[tr->qn]));
87824fb275aSStefano Zampini     if (tr->norm != NORM_2) PetscCall(PetscViewerASCIIPrintf(viewer, "    norm=%s\n", NormTypes[tr->norm]));
87919bcc07fSBarry Smith   }
8803ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
881a935fc98SLois Curfman McInnes }
882f6dfbefdSBarry Smith 
8833201ab8dSStefano Zampini /*@
8843201ab8dSStefano Zampini   SNESSetTrustRegionTolerance - Sets the trust region parameter tolerance.
8853201ab8dSStefano Zampini 
8863201ab8dSStefano Zampini   Logically Collective
8873201ab8dSStefano Zampini 
8883201ab8dSStefano Zampini   Input Parameters:
8893201ab8dSStefano Zampini + snes - the `SNES` context
8903201ab8dSStefano Zampini - tol  - tolerance
8913201ab8dSStefano Zampini 
8923201ab8dSStefano Zampini   Level: deprecated
8933201ab8dSStefano Zampini 
8943201ab8dSStefano Zampini .seealso: [](ch_snes), `SNES`, `SNESNEWTONTR`, `SNESSetTolerances()`
8953201ab8dSStefano Zampini @*/
8963201ab8dSStefano Zampini PetscErrorCode SNESSetTrustRegionTolerance(SNES snes, PetscReal tol)
8973201ab8dSStefano Zampini {
8983201ab8dSStefano Zampini   return SNESNewtonTRSetTolerances(snes, tol, PETSC_CURRENT, PETSC_CURRENT);
8993201ab8dSStefano Zampini }
9003201ab8dSStefano Zampini 
9013201ab8dSStefano Zampini /*@
9023201ab8dSStefano Zampini   SNESNewtonTRSetTolerances - Sets the trust region parameter tolerances.
9033201ab8dSStefano Zampini 
9043201ab8dSStefano Zampini   Logically Collective
9053201ab8dSStefano Zampini 
9063201ab8dSStefano Zampini   Input Parameters:
9073201ab8dSStefano Zampini + snes      - the `SNES` context
9083201ab8dSStefano Zampini . delta_min - minimum allowed trust region size
9093201ab8dSStefano Zampini . delta_max - maximum allowed trust region size
9103201ab8dSStefano Zampini - delta_0   - initial trust region size
9113201ab8dSStefano Zampini 
9123201ab8dSStefano Zampini   Options Database Key:
9133201ab8dSStefano Zampini + -snes_tr_deltamin <tol> - Set minimum size
9143201ab8dSStefano Zampini . -snes_tr_deltamax <tol> - Set maximum size
9153201ab8dSStefano Zampini - -snes_tr_delta0   <tol> - Set initial size
9163201ab8dSStefano Zampini 
9173201ab8dSStefano Zampini   Note:
9183201ab8dSStefano Zampini   Use `PETSC_DETERMINE` to use the default value for the given `SNES`.
9193201ab8dSStefano Zampini   Use `PETSC_CURRENT` to retain a value.
9203201ab8dSStefano Zampini 
9213201ab8dSStefano Zampini   Fortran Note:
9223201ab8dSStefano Zampini   Use `PETSC_DETERMINE_REAL`, `PETSC_CURRENT_REAL`
9233201ab8dSStefano Zampini 
9243201ab8dSStefano Zampini   Level: intermediate
9253201ab8dSStefano Zampini 
9263201ab8dSStefano Zampini .seealso: [](ch_snes), `SNES`, `SNESNEWTONTR`, `SNESNewtonTRGetTolerances()`
9273201ab8dSStefano Zampini @*/
9283201ab8dSStefano Zampini PetscErrorCode SNESNewtonTRSetTolerances(SNES snes, PetscReal delta_min, PetscReal delta_max, PetscReal delta_0)
9293201ab8dSStefano Zampini {
9303201ab8dSStefano Zampini   PetscFunctionBegin;
9313201ab8dSStefano Zampini   PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
9323201ab8dSStefano Zampini   PetscValidLogicalCollectiveReal(snes, delta_min, 2);
9333201ab8dSStefano Zampini   PetscValidLogicalCollectiveReal(snes, delta_max, 3);
9343201ab8dSStefano Zampini   PetscValidLogicalCollectiveReal(snes, delta_0, 4);
9353201ab8dSStefano Zampini   PetscTryMethod(snes, "SNESNewtonTRSetTolerances_C", (SNES, PetscReal, PetscReal, PetscReal), (snes, delta_min, delta_max, delta_0));
9363201ab8dSStefano Zampini   PetscFunctionReturn(PETSC_SUCCESS);
9373201ab8dSStefano Zampini }
9383201ab8dSStefano Zampini 
9393201ab8dSStefano Zampini /*@
9403201ab8dSStefano Zampini   SNESNewtonTRGetTolerances - Gets the trust region parameter tolerances.
9413201ab8dSStefano Zampini 
9423201ab8dSStefano Zampini   Not Collective
9433201ab8dSStefano Zampini 
9443201ab8dSStefano Zampini   Input Parameter:
9453201ab8dSStefano Zampini . snes - the `SNES` context
9463201ab8dSStefano Zampini 
9473201ab8dSStefano Zampini   Output Parameters:
9483201ab8dSStefano Zampini + delta_min - minimum allowed trust region size or `NULL`
9493201ab8dSStefano Zampini . delta_max - maximum allowed trust region size or `NULL`
9503201ab8dSStefano Zampini - delta_0   - initial trust region size or `NULL`
9513201ab8dSStefano Zampini 
9523201ab8dSStefano Zampini   Level: intermediate
9533201ab8dSStefano Zampini 
9543201ab8dSStefano Zampini .seealso: [](ch_snes), `SNES`, `SNESNEWTONTR`, `SNESNewtonTRSetTolerances()`
9553201ab8dSStefano Zampini @*/
9563201ab8dSStefano Zampini PetscErrorCode SNESNewtonTRGetTolerances(SNES snes, PetscReal *delta_min, PetscReal *delta_max, PetscReal *delta_0)
9573201ab8dSStefano Zampini {
9583201ab8dSStefano Zampini   PetscFunctionBegin;
9593201ab8dSStefano Zampini   PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
9603201ab8dSStefano Zampini   if (delta_min) PetscAssertPointer(delta_min, 2);
9613201ab8dSStefano Zampini   if (delta_max) PetscAssertPointer(delta_max, 3);
9623201ab8dSStefano Zampini   if (delta_0) PetscAssertPointer(delta_0, 4);
9633201ab8dSStefano Zampini   PetscUseMethod(snes, "SNESNewtonTRGetTolerances_C", (SNES, PetscReal *, PetscReal *, PetscReal *), (snes, delta_min, delta_max, delta_0));
9643201ab8dSStefano Zampini   PetscFunctionReturn(PETSC_SUCCESS);
9653201ab8dSStefano Zampini }
9663201ab8dSStefano Zampini 
9673201ab8dSStefano Zampini /*@
9683201ab8dSStefano Zampini   SNESNewtonTRSetUpdateParameters - Sets the trust region update parameters.
9693201ab8dSStefano Zampini 
9703201ab8dSStefano Zampini   Logically Collective
9713201ab8dSStefano Zampini 
9723201ab8dSStefano Zampini   Input Parameters:
9733201ab8dSStefano Zampini + snes - the `SNES` context
9743201ab8dSStefano Zampini . eta1 - acceptance tolerance
9753201ab8dSStefano Zampini . eta2 - shrinking tolerance
9763201ab8dSStefano Zampini . eta3 - enlarging tolerance
9773201ab8dSStefano Zampini . t1   - shrink factor
9783201ab8dSStefano Zampini - t2   - enlarge factor
9793201ab8dSStefano Zampini 
9803201ab8dSStefano Zampini   Options Database Key:
981*ac84dfd5SBarry Smith + -snes_tr_eta1 <tol> - Set `eta1`
982*ac84dfd5SBarry Smith . -snes_tr_eta2 <tol> - Set `eta2`
983*ac84dfd5SBarry Smith . -snes_tr_eta3 <tol> - Set `eta3`
984*ac84dfd5SBarry Smith . -snes_tr_t1   <tol> - Set `t1`
985*ac84dfd5SBarry Smith - -snes_tr_t2   <tol> - Set `t2`
9863201ab8dSStefano Zampini 
9873201ab8dSStefano Zampini   Notes:
9883201ab8dSStefano Zampini   Given the ratio $\rho = \frac{f(x_k) - f(x_k+s_k)}{m(0) - m(s_k)}$, with $x_k$ the current iterate,
9893201ab8dSStefano Zampini   $s_k$ the computed step, $f$ the objective function, and $m$ the quadratic model, the trust region
9903201ab8dSStefano Zampini   radius is modified as follows
9913201ab8dSStefano Zampini   $$
9923201ab8dSStefano Zampini   \delta =
9933201ab8dSStefano Zampini   \begin{cases}
9943201ab8dSStefano Zampini   \delta * t_1 ,& \rho < \eta_2 \\
9953201ab8dSStefano Zampini   \delta * t_2 ,& \rho > \eta_3 \\
9963201ab8dSStefano Zampini   \end{cases}
9973201ab8dSStefano Zampini   $$
9983201ab8dSStefano Zampini   The step is accepted if $\rho > \eta_1$.
9993201ab8dSStefano Zampini   Use `PETSC_DETERMINE` to use the default value for the given `SNES`.
10003201ab8dSStefano Zampini   Use `PETSC_CURRENT` to retain a value.
10013201ab8dSStefano Zampini 
10023201ab8dSStefano Zampini   Fortran Note:
10033201ab8dSStefano Zampini   Use `PETSC_DETERMINE_REAL`, `PETSC_CURRENT_REAL`
10043201ab8dSStefano Zampini 
10053201ab8dSStefano Zampini   Level: intermediate
10063201ab8dSStefano Zampini 
10073201ab8dSStefano Zampini .seealso: [](ch_snes), `SNES`, `SNESNEWTONTR`, `SNESSetObjective()`, `SNESNewtonTRGetUpdateParameters()`
10083201ab8dSStefano Zampini @*/
10093201ab8dSStefano Zampini PetscErrorCode SNESNewtonTRSetUpdateParameters(SNES snes, PetscReal eta1, PetscReal eta2, PetscReal eta3, PetscReal t1, PetscReal t2)
10103201ab8dSStefano Zampini {
10113201ab8dSStefano Zampini   PetscBool flg;
10123201ab8dSStefano Zampini 
10133201ab8dSStefano Zampini   PetscFunctionBegin;
10143201ab8dSStefano Zampini   PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
10153201ab8dSStefano Zampini   PetscValidLogicalCollectiveReal(snes, eta1, 2);
10163201ab8dSStefano Zampini   PetscValidLogicalCollectiveReal(snes, eta2, 3);
10173201ab8dSStefano Zampini   PetscValidLogicalCollectiveReal(snes, eta3, 4);
10183201ab8dSStefano Zampini   PetscValidLogicalCollectiveReal(snes, t1, 5);
10193201ab8dSStefano Zampini   PetscValidLogicalCollectiveReal(snes, t2, 6);
10203201ab8dSStefano Zampini   PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
10213201ab8dSStefano Zampini   if (flg) {
10223201ab8dSStefano Zampini     SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
10233201ab8dSStefano Zampini 
10243201ab8dSStefano Zampini     if (eta1 == PETSC_DETERMINE) eta1 = tr->default_eta1;
10253201ab8dSStefano Zampini     if (eta2 == PETSC_DETERMINE) eta2 = tr->default_eta2;
10263201ab8dSStefano Zampini     if (eta3 == PETSC_DETERMINE) eta3 = tr->default_eta3;
10273201ab8dSStefano Zampini     if (t1 == PETSC_DETERMINE) t1 = tr->default_t1;
10283201ab8dSStefano Zampini     if (t2 == PETSC_DETERMINE) t2 = tr->default_t2;
10293201ab8dSStefano Zampini     if (eta1 != PETSC_CURRENT) tr->eta1 = eta1;
10303201ab8dSStefano Zampini     if (eta2 != PETSC_CURRENT) tr->eta2 = eta2;
10313201ab8dSStefano Zampini     if (eta3 != PETSC_CURRENT) tr->eta3 = eta3;
10323201ab8dSStefano Zampini     if (t1 != PETSC_CURRENT) tr->t1 = t1;
10333201ab8dSStefano Zampini     if (t2 != PETSC_CURRENT) tr->t2 = t2;
10343201ab8dSStefano Zampini   }
10353201ab8dSStefano Zampini   PetscFunctionReturn(PETSC_SUCCESS);
10363201ab8dSStefano Zampini }
10373201ab8dSStefano Zampini 
10383201ab8dSStefano Zampini /*@
10393201ab8dSStefano Zampini   SNESNewtonTRGetUpdateParameters - Gets the trust region update parameters.
10403201ab8dSStefano Zampini 
10413201ab8dSStefano Zampini   Not Collective
10423201ab8dSStefano Zampini 
10433201ab8dSStefano Zampini   Input Parameter:
10443201ab8dSStefano Zampini . snes - the `SNES` context
10453201ab8dSStefano Zampini 
10463201ab8dSStefano Zampini   Output Parameters:
10473201ab8dSStefano Zampini + eta1 - acceptance tolerance
10483201ab8dSStefano Zampini . eta2 - shrinking tolerance
10493201ab8dSStefano Zampini . eta3 - enlarging tolerance
10503201ab8dSStefano Zampini . t1   - shrink factor
10513201ab8dSStefano Zampini - t2   - enlarge factor
10523201ab8dSStefano Zampini 
10533201ab8dSStefano Zampini   Level: intermediate
10543201ab8dSStefano Zampini 
10553201ab8dSStefano Zampini .seealso: [](ch_snes), `SNES`, `SNESNEWTONTR`, `SNESNewtonTRSetUpdateParameters()`
10563201ab8dSStefano Zampini @*/
10573201ab8dSStefano Zampini PetscErrorCode SNESNewtonTRGetUpdateParameters(SNES snes, PetscReal *eta1, PetscReal *eta2, PetscReal *eta3, PetscReal *t1, PetscReal *t2)
10583201ab8dSStefano Zampini {
10593201ab8dSStefano Zampini   SNES_NEWTONTR *tr;
10603201ab8dSStefano Zampini   PetscBool      flg;
10613201ab8dSStefano Zampini 
10623201ab8dSStefano Zampini   PetscFunctionBegin;
10633201ab8dSStefano Zampini   PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
10643201ab8dSStefano Zampini   if (eta1) PetscAssertPointer(eta1, 2);
10653201ab8dSStefano Zampini   if (eta2) PetscAssertPointer(eta2, 3);
10663201ab8dSStefano Zampini   if (eta3) PetscAssertPointer(eta3, 4);
10673201ab8dSStefano Zampini   if (t1) PetscAssertPointer(t1, 5);
10683201ab8dSStefano Zampini   if (t2) PetscAssertPointer(t2, 6);
10693201ab8dSStefano Zampini   PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
10703201ab8dSStefano Zampini   PetscAssert(flg, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONG, "Not for type %s", ((PetscObject)snes)->type_name);
10713201ab8dSStefano Zampini   tr = (SNES_NEWTONTR *)snes->data;
10723201ab8dSStefano Zampini   if (eta1) *eta1 = tr->eta1;
10733201ab8dSStefano Zampini   if (eta2) *eta2 = tr->eta2;
10743201ab8dSStefano Zampini   if (eta3) *eta3 = tr->eta3;
10753201ab8dSStefano Zampini   if (t1) *t1 = tr->t1;
10763201ab8dSStefano Zampini   if (t2) *t2 = tr->t2;
10773201ab8dSStefano Zampini   PetscFunctionReturn(PETSC_SUCCESS);
10783201ab8dSStefano Zampini }
10793201ab8dSStefano Zampini 
1080ebe3b25bSBarry Smith /*MC
10813201ab8dSStefano Zampini    SNESNEWTONTR - Newton based nonlinear solver that uses a trust-region strategy
1082f6dfbefdSBarry Smith 
1083f6dfbefdSBarry Smith    Options Database Keys:
10843201ab8dSStefano Zampini +  -snes_tr_deltamin <deltamin>                  - trust region parameter, minimum size of trust region
10853201ab8dSStefano Zampini .  -snes_tr_deltamax <deltamax>                  - trust region parameter, max size of trust region (default: 1e10)
10863201ab8dSStefano Zampini .  -snes_tr_delta0 <delta0>                      - trust region parameter, initial size of trust region (default: 0.2)
1087*ac84dfd5SBarry Smith .  -snes_tr_eta1 <eta1>                          - trust region parameter $ eta1 \le eta2$, $rho > eta1 $ breaks out of the inner iteration (default: 0.001)
1088*ac84dfd5SBarry Smith .  -snes_tr_eta2 <eta2>                          - trust region parameter, $ rho \le eta2$ shrinks the trust region (default: 0.25)
1089*ac84dfd5SBarry Smith .  -snes_tr_eta3 <eta3>                          - trust region parameter $eta3 > eta2$, $rho \ge eta3$ expands the trust region (default: 0.75)
10904a221d59SStefano Zampini .  -snes_tr_t1 <t1>                              - trust region parameter, shrinking factor of trust region (default: 0.25)
10914a221d59SStefano Zampini .  -snes_tr_t2 <t2>                              - trust region parameter, expanding factor of trust region (default: 2.0)
10923201ab8dSStefano Zampini .  -snes_tr_norm_type <1,2,infinity>             - Type of norm for trust region bounds (default: "2")
10934a221d59SStefano Zampini -  -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.
1094acba1f63SStefano Zampini 
1095acba1f63SStefano Zampini    Level: beginner
1096b3113221SBarry Smith 
10973201ab8dSStefano Zampini    Notes:
10983201ab8dSStefano Zampini    The code is largely based on the book {cite}`nocedal2006numerical` and supports minimizing objective functions using a quadratic model.
10993201ab8dSStefano Zampini    Quasi-Newton models are also supported.
11003201ab8dSStefano Zampini 
11013201ab8dSStefano Zampini    Default step computation uses the Newton direction, but a dogleg type update is also supported.
11023201ab8dSStefano Zampini    The 1- and infinity-norms are also supported when computing the trust region bounds.
11033201ab8dSStefano Zampini 
11043201ab8dSStefano Zampini .seealso: [](ch_snes), `SNESCreate()`, `SNES`, `SNESSetType()`, `SNESSetObjective()`,
11053201ab8dSStefano Zampini           `SNESNewtonTRSetTolerances()`, `SNESNewtonTRSetUpdateParameters()`
11063201ab8dSStefano Zampini           `SNESNewtonTRSetNormType()`, `SNESNewtonTRSetFallbackType()`, `SNESNewtonTRSetQNType()`
11073201ab8dSStefano Zampini           `SNESNewtonTRSetPostCheck()`, `SNESNewtonTRSetPreCheck()`,
1108ebe3b25bSBarry Smith M*/
1109d71ae5a4SJacob Faibussowitsch PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONTR(SNES snes)
1110d71ae5a4SJacob Faibussowitsch {
111104d7464bSBarry Smith   SNES_NEWTONTR *neP;
11124800dd8cSBarry Smith 
11133a40ed3dSBarry Smith   PetscFunctionBegin;
111404d7464bSBarry Smith   snes->ops->setup          = SNESSetUp_NEWTONTR;
111504d7464bSBarry Smith   snes->ops->solve          = SNESSolve_NEWTONTR;
111624fb275aSStefano Zampini   snes->ops->reset          = SNESReset_NEWTONTR;
111704d7464bSBarry Smith   snes->ops->destroy        = SNESDestroy_NEWTONTR;
111804d7464bSBarry Smith   snes->ops->setfromoptions = SNESSetFromOptions_NEWTONTR;
111904d7464bSBarry Smith   snes->ops->view           = SNESView_NEWTONTR;
1120fbe28522SBarry Smith 
112177e5a1f9SBarry Smith   PetscCall(SNESParametersInitialize(snes));
112237d4d9b4SStefano Zampini   PetscObjectParameterSetDefault(snes, stol, 0.0);
112337d4d9b4SStefano Zampini 
112442f4f86dSBarry Smith   snes->usesksp = PETSC_TRUE;
11254b0a5c37SStefano Zampini   snes->npcside = PC_RIGHT;
11264b0a5c37SStefano Zampini   snes->usesnpc = PETSC_TRUE;
112742f4f86dSBarry Smith 
11284fc747eaSLawrence Mitchell   snes->alwayscomputesfinalresidual = PETSC_TRUE;
11294fc747eaSLawrence Mitchell 
11304dfa11a4SJacob Faibussowitsch   PetscCall(PetscNew(&neP));
1131fbe28522SBarry Smith   snes->data = (void *)neP;
11323201ab8dSStefano Zampini 
11333201ab8dSStefano Zampini   PetscObjectParameterSetDefault(neP, eta1, 0.001);
11343201ab8dSStefano Zampini   PetscObjectParameterSetDefault(neP, eta2, 0.25);
11353201ab8dSStefano Zampini   PetscObjectParameterSetDefault(neP, eta3, 0.75);
11363201ab8dSStefano Zampini   PetscObjectParameterSetDefault(neP, t1, 0.25);
11373201ab8dSStefano Zampini   PetscObjectParameterSetDefault(neP, t2, 2.0);
11383201ab8dSStefano Zampini   PetscObjectParameterSetDefault(neP, deltam, PetscDefined(USE_REAL_SINGLE) ? 1.e-6 : 1.e-12);
11393201ab8dSStefano Zampini   PetscObjectParameterSetDefault(neP, delta0, 0.2);
11403201ab8dSStefano Zampini   PetscObjectParameterSetDefault(neP, deltaM, 1.e10);
11413201ab8dSStefano Zampini 
114224fb275aSStefano Zampini   neP->norm     = NORM_2;
11434a221d59SStefano Zampini   neP->fallback = SNES_TR_FALLBACK_NEWTON;
11444b0a5c37SStefano Zampini   neP->kmdc     = 0.0; /* by default do not use sufficient decrease */
11453201ab8dSStefano Zampini 
11463201ab8dSStefano Zampini   PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNewtonTRSetTolerances_C", SNESNewtonTRSetTolerances_TR));
11473201ab8dSStefano Zampini   PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNewtonTRGetTolerances_C", SNESNewtonTRGetTolerances_TR));
11483ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
11494800dd8cSBarry Smith }
1150