1 #define PETSCSNES_DLL 2 3 #include "src/snes/impls/tr/tr.h" /*I "petscsnes.h" I*/ 4 5 /* 6 This convergence test determines if the two norm of the 7 solution lies outside the trust region, if so it halts. 8 */ 9 #undef __FUNCT__ 10 #define __FUNCT__ "SNES_TR_KSPConverged_Private" 11 PetscErrorCode SNES_TR_KSPConverged_Private(KSP ksp,PetscInt n,PetscReal rnorm,KSPConvergedReason *reason,void *ctx) 12 { 13 SNES snes = (SNES) ctx; 14 SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx; 15 SNES_TR *neP = (SNES_TR*)snes->data; 16 Vec x; 17 PetscReal nrm; 18 PetscErrorCode ierr; 19 20 PetscFunctionBegin; 21 if (snes->ksp_ewconv) { 22 if (!kctx) SETERRQ(PETSC_ERR_ARG_WRONGSTATE,"Eisenstat-Walker convergence context not created"); 23 if (!n) {ierr = SNES_KSP_EW_ComputeRelativeTolerance_Private(snes,ksp);CHKERRQ(ierr);} 24 kctx->lresid_last = rnorm; 25 } 26 ierr = KSPDefaultConverged(ksp,n,rnorm,reason,ctx);CHKERRQ(ierr); 27 if (*reason) { 28 ierr = PetscInfo2(snes,"regular convergence test KSP iterations=%D, rnorm=%G\n",n,rnorm);CHKERRQ(ierr); 29 } 30 31 /* Determine norm of solution */ 32 ierr = KSPBuildSolution(ksp,0,&x);CHKERRQ(ierr); 33 ierr = VecNorm(x,NORM_2,&nrm);CHKERRQ(ierr); 34 if (nrm >= neP->delta) { 35 ierr = PetscInfo2(snes,"KSP iterations=%D, rnorm=%G\n",n,rnorm);CHKERRQ(ierr); 36 ierr = PetscInfo2(snes,"Ending linear iteration early, delta=%G, length=%G\n",neP->delta,nrm);CHKERRQ(ierr); 37 *reason = KSP_CONVERGED_STEP_LENGTH; 38 } 39 PetscFunctionReturn(0); 40 } 41 42 /* 43 SNESSolve_TR - Implements Newton's Method with a very simple trust 44 region approach for solving systems of nonlinear equations. 45 46 47 */ 48 #undef __FUNCT__ 49 #define __FUNCT__ "SNESSolve_TR" 50 static PetscErrorCode SNESSolve_TR(SNES snes) 51 { 52 SNES_TR *neP = (SNES_TR*)snes->data; 53 Vec X,F,Y,G,TMP,Ytmp; 54 PetscErrorCode ierr; 55 PetscInt maxits,i,lits; 56 MatStructure flg = DIFFERENT_NONZERO_PATTERN; 57 PetscReal rho,fnorm,gnorm,gpnorm,xnorm,delta,nrm,ynorm,norm1; 58 PetscScalar cnorm; 59 KSP ksp; 60 SNESConvergedReason reason; 61 PetscTruth conv,breakout = PETSC_FALSE; 62 63 PetscFunctionBegin; 64 maxits = snes->max_its; /* maximum number of iterations */ 65 X = snes->vec_sol; /* solution vector */ 66 F = snes->vec_func; /* residual vector */ 67 Y = snes->work[0]; /* work vectors */ 68 G = snes->work[1]; 69 Ytmp = snes->work[2]; 70 71 ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 72 snes->iter = 0; 73 ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 74 ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm = || X || */ 75 76 ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); /* F(X) */ 77 ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- || F || */ 78 ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 79 snes->norm = fnorm; 80 ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 81 delta = neP->delta0*fnorm; 82 neP->delta = delta; 83 SNESLogConvHistory(snes,fnorm,0); 84 SNESMonitor(snes,0,fnorm); 85 ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr); 86 87 if (fnorm < snes->abstol) {snes->reason = SNES_CONVERGED_FNORM_ABS; PetscFunctionReturn(0);} 88 89 /* set parameter for default relative tolerance convergence test */ 90 snes->ttol = fnorm*snes->rtol; 91 92 /* Set the stopping criteria to use the More' trick. */ 93 ierr = PetscOptionsHasName(PETSC_NULL,"-snes_tr_ksp_regular_convergence_test",&conv);CHKERRQ(ierr); 94 if (!conv) { 95 ierr = KSPSetConvergenceTest(ksp,SNES_TR_KSPConverged_Private,(void*)snes);CHKERRQ(ierr); 96 ierr = PetscInfo(snes,"Using Krylov convergence test SNES_TR_KSPConverged_Private\n");CHKERRQ(ierr); 97 } 98 99 for (i=0; i<maxits; i++) { 100 101 /* Call general purpose update function */ 102 if (snes->ops->update) { 103 ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 104 } 105 106 ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); 107 ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); 108 109 /* Solve J Y = F, where J is Jacobian matrix */ 110 ierr = KSPSolve(snes->ksp,F,Ytmp);CHKERRQ(ierr); 111 ierr = KSPGetIterationNumber(ksp,&lits);CHKERRQ(ierr); 112 snes->linear_its += lits; 113 ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr); 114 ierr = VecNorm(Ytmp,NORM_2,&nrm);CHKERRQ(ierr); 115 norm1 = nrm; 116 while(1) { 117 ierr = VecCopy(Ytmp,Y);CHKERRQ(ierr); 118 nrm = norm1; 119 120 /* Scale Y if need be and predict new value of F norm */ 121 if (nrm >= delta) { 122 nrm = delta/nrm; 123 gpnorm = (1.0 - nrm)*fnorm; 124 cnorm = nrm; 125 ierr = PetscInfo1(snes,"Scaling direction by %G\n",nrm);CHKERRQ(ierr); 126 ierr = VecScale(Y,cnorm);CHKERRQ(ierr); 127 nrm = gpnorm; 128 ynorm = delta; 129 } else { 130 gpnorm = 0.0; 131 ierr = PetscInfo(snes,"Direction is in Trust Region\n");CHKERRQ(ierr); 132 ynorm = nrm; 133 } 134 ierr = VecAYPX(Y,-1.0,X);CHKERRQ(ierr); /* Y <- X - Y */ 135 ierr = VecCopy(X,snes->vec_sol_update_always);CHKERRQ(ierr); 136 ierr = SNESComputeFunction(snes,Y,G);CHKERRQ(ierr); /* F(X) */ 137 ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr); /* gnorm <- || g || */ 138 if (fnorm == gpnorm) rho = 0.0; 139 else rho = (fnorm*fnorm - gnorm*gnorm)/(fnorm*fnorm - gpnorm*gpnorm); 140 141 /* Update size of trust region */ 142 if (rho < neP->mu) delta *= neP->delta1; 143 else if (rho < neP->eta) delta *= neP->delta2; 144 else delta *= neP->delta3; 145 ierr = PetscInfo3(snes,"fnorm=%G, gnorm=%G, ynorm=%G\n",fnorm,gnorm,ynorm);CHKERRQ(ierr); 146 ierr = PetscInfo3(snes,"gpred=%G, rho=%G, delta=%G\n",gpnorm,rho,delta);CHKERRQ(ierr); 147 neP->delta = delta; 148 if (rho > neP->sigma) break; 149 ierr = PetscInfo(snes,"Trying again in smaller region\n");CHKERRQ(ierr); 150 /* check to see if progress is hopeless */ 151 neP->itflag = PETSC_FALSE; 152 ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); 153 if (reason) { 154 /* We're not progressing, so return with the current iterate */ 155 SNESMonitor(snes,i+1,fnorm); 156 breakout = PETSC_TRUE; 157 break; 158 } 159 snes->numFailures++; 160 } 161 if (!breakout) { 162 fnorm = gnorm; 163 ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 164 snes->iter = i+1; 165 snes->norm = fnorm; 166 ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 167 TMP = F; F = G; snes->vec_func_always = F; G = TMP; 168 TMP = X; X = Y; snes->vec_sol_always = X; Y = TMP; 169 ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm = || X || */ 170 SNESLogConvHistory(snes,fnorm,lits); 171 SNESMonitor(snes,i+1,fnorm); 172 173 /* Test for convergence */ 174 neP->itflag = PETSC_TRUE; 175 ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); 176 if (reason) { 177 break; 178 } 179 } else { 180 break; 181 } 182 } 183 /* Verify solution is in corect location */ 184 if (X != snes->vec_sol) { 185 ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr); 186 } 187 if (F != snes->vec_func) { 188 ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr); 189 } 190 snes->vec_sol_always = snes->vec_sol; 191 snes->vec_func_always = snes->vec_func; 192 if (i == maxits) { 193 ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr); 194 reason = SNES_DIVERGED_MAX_IT; 195 } 196 ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 197 snes->reason = reason; 198 ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 199 PetscFunctionReturn(0); 200 } 201 /*------------------------------------------------------------*/ 202 #undef __FUNCT__ 203 #define __FUNCT__ "SNESSetUp_TR" 204 static PetscErrorCode SNESSetUp_TR(SNES snes) 205 { 206 PetscErrorCode ierr; 207 208 PetscFunctionBegin; 209 if (!snes->work) { 210 snes->nwork = 4; 211 ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr); 212 ierr = PetscLogObjectParents(snes,snes->nwork,snes->work);CHKERRQ(ierr); 213 } 214 snes->vec_sol_update_always = snes->work[3]; 215 PetscFunctionReturn(0); 216 } 217 /*------------------------------------------------------------*/ 218 #undef __FUNCT__ 219 #define __FUNCT__ "SNESDestroy_TR" 220 static PetscErrorCode SNESDestroy_TR(SNES snes) 221 { 222 PetscErrorCode ierr; 223 224 PetscFunctionBegin; 225 if (snes->nwork) { 226 ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr); 227 } 228 ierr = PetscFree(snes->data);CHKERRQ(ierr); 229 PetscFunctionReturn(0); 230 } 231 /*------------------------------------------------------------*/ 232 233 #undef __FUNCT__ 234 #define __FUNCT__ "SNESSetFromOptions_TR" 235 static PetscErrorCode SNESSetFromOptions_TR(SNES snes) 236 { 237 SNES_TR *ctx = (SNES_TR *)snes->data; 238 PetscErrorCode ierr; 239 240 PetscFunctionBegin; 241 ierr = PetscOptionsHead("SNES trust region options for nonlinear equations");CHKERRQ(ierr); 242 ierr = PetscOptionsReal("-snes_trtol","Trust region tolerance","SNESSetTrustRegionTolerance",snes->deltatol,&snes->deltatol,0);CHKERRQ(ierr); 243 ierr = PetscOptionsReal("-snes_tr_mu","mu","None",ctx->mu,&ctx->mu,0);CHKERRQ(ierr); 244 ierr = PetscOptionsReal("-snes_tr_eta","eta","None",ctx->eta,&ctx->eta,0);CHKERRQ(ierr); 245 ierr = PetscOptionsReal("-snes_tr_sigma","sigma","None",ctx->sigma,&ctx->sigma,0);CHKERRQ(ierr); 246 ierr = PetscOptionsReal("-snes_tr_delta0","delta0","None",ctx->delta0,&ctx->delta0,0);CHKERRQ(ierr); 247 ierr = PetscOptionsReal("-snes_tr_delta1","delta1","None",ctx->delta1,&ctx->delta1,0);CHKERRQ(ierr); 248 ierr = PetscOptionsReal("-snes_tr_delta2","delta2","None",ctx->delta2,&ctx->delta2,0);CHKERRQ(ierr); 249 ierr = PetscOptionsReal("-snes_tr_delta3","delta3","None",ctx->delta3,&ctx->delta3,0);CHKERRQ(ierr); 250 ierr = PetscOptionsTail();CHKERRQ(ierr); 251 PetscFunctionReturn(0); 252 } 253 254 #undef __FUNCT__ 255 #define __FUNCT__ "SNESView_TR" 256 static PetscErrorCode SNESView_TR(SNES snes,PetscViewer viewer) 257 { 258 SNES_TR *tr = (SNES_TR *)snes->data; 259 PetscErrorCode ierr; 260 PetscTruth iascii; 261 262 PetscFunctionBegin; 263 ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr); 264 if (iascii) { 265 ierr = PetscViewerASCIIPrintf(viewer," mu=%G, eta=%G, sigma=%G\n",tr->mu,tr->eta,tr->sigma);CHKERRQ(ierr); 266 ierr = PetscViewerASCIIPrintf(viewer," delta0=%G, delta1=%G, delta2=%G, delta3=%G\n",tr->delta0,tr->delta1,tr->delta2,tr->delta3);CHKERRQ(ierr); 267 } else { 268 SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ TR",((PetscObject)viewer)->type_name); 269 } 270 PetscFunctionReturn(0); 271 } 272 273 /* ---------------------------------------------------------------- */ 274 #undef __FUNCT__ 275 #define __FUNCT__ "SNESConverged_TR" 276 /*@C 277 SNESConverged_TR - Monitors the convergence of the trust region 278 method SNESTR for solving systems of nonlinear equations (default). 279 280 Collective on SNES 281 282 Input Parameters: 283 + snes - the SNES context 284 . xnorm - 2-norm of current iterate 285 . pnorm - 2-norm of current step 286 . fnorm - 2-norm of function 287 - dummy - unused context 288 289 Output Parameter: 290 . reason - one of 291 $ SNES_CONVERGED_FNORM_ABS - (fnorm < abstol), 292 $ SNES_CONVERGED_PNORM_RELATIVE - (pnorm < xtol*xnorm), 293 $ SNES_CONVERGED_FNORM_RELATIVE - (fnorm < rtol*fnorm0), 294 $ SNES_DIVERGED_FUNCTION_COUNT - (nfct > maxf), 295 $ SNES_DIVERGED_FNORM_NAN - (fnorm == NaN), 296 $ SNES_CONVERGED_TR_DELTA - (delta < xnorm*deltatol), 297 $ SNES_CONVERGED_ITERATING - (otherwise) 298 299 where 300 + delta - trust region paramenter 301 . deltatol - trust region size tolerance, 302 set with SNESSetTrustRegionTolerance() 303 . maxf - maximum number of function evaluations, 304 set with SNESSetTolerances() 305 . nfct - number of function evaluations, 306 . abstol - absolute function norm tolerance, 307 set with SNESSetTolerances() 308 - xtol - relative function norm tolerance, 309 set with SNESSetTolerances() 310 311 Level: intermediate 312 313 .keywords: SNES, nonlinear, default, converged, convergence 314 315 .seealso: SNESSetConvergenceTest(), SNESEisenstatWalkerConverged() 316 @*/ 317 PetscErrorCode PETSCSNES_DLLEXPORT SNESConverged_TR(SNES snes,PetscInt it,PetscReal xnorm,PetscReal pnorm,PetscReal fnorm,SNESConvergedReason *reason,void *dummy) 318 { 319 SNES_TR *neP = (SNES_TR *)snes->data; 320 PetscErrorCode ierr; 321 322 PetscFunctionBegin; 323 if (fnorm != fnorm) { 324 ierr = PetscInfo(snes,"Failed to converged, function norm is NaN\n");CHKERRQ(ierr); 325 *reason = SNES_DIVERGED_FNORM_NAN; 326 } else if (neP->delta < xnorm * snes->deltatol) { 327 ierr = PetscInfo3(snes,"Converged due to trust region param %G<%G*%G\n",neP->delta,xnorm,snes->deltatol);CHKERRQ(ierr); 328 *reason = SNES_CONVERGED_TR_DELTA; 329 } else if (neP->itflag) { 330 ierr = SNESConverged_LS(snes,it,xnorm,pnorm,fnorm,reason,dummy);CHKERRQ(ierr); 331 } else if (snes->nfuncs >= snes->max_funcs) { 332 ierr = PetscInfo2(snes,"Exceeded maximum number of function evaluations: %D > %D\n",snes->nfuncs,snes->max_funcs);CHKERRQ(ierr); 333 *reason = SNES_DIVERGED_FUNCTION_COUNT; 334 } else { 335 *reason = SNES_CONVERGED_ITERATING; 336 } 337 PetscFunctionReturn(0); 338 } 339 /* ------------------------------------------------------------ */ 340 /*MC 341 SNESTR - Newton based nonlinear solver that uses a trust region 342 343 Options Database: 344 + -snes_trtol <tol> Trust region tolerance 345 . -snes_tr_mu <mu> 346 . -snes_tr_eta <eta> 347 . -snes_tr_sigma <sigma> 348 . -snes_tr_delta0 <delta0> 349 . -snes_tr_delta1 <delta1> 350 . -snes_tr_delta2 <delta2> 351 - -snes_tr_delta3 <delta3> 352 353 The basic algorithm is taken from "The Minpack Project", by More', 354 Sorensen, Garbow, Hillstrom, pages 88-111 of "Sources and Development 355 of Mathematical Software", Wayne Cowell, editor. 356 357 This is intended as a model implementation, since it does not 358 necessarily have many of the bells and whistles of other 359 implementations. 360 361 Level: intermediate 362 363 .seealso: SNESCreate(), SNES, SNESSetType(), SNESLS, SNESSetTrustRegionTolerance() 364 365 M*/ 366 EXTERN_C_BEGIN 367 #undef __FUNCT__ 368 #define __FUNCT__ "SNESCreate_TR" 369 PetscErrorCode PETSCSNES_DLLEXPORT SNESCreate_TR(SNES snes) 370 { 371 SNES_TR *neP; 372 PetscErrorCode ierr; 373 374 PetscFunctionBegin; 375 snes->ops->setup = SNESSetUp_TR; 376 snes->ops->solve = SNESSolve_TR; 377 snes->ops->destroy = SNESDestroy_TR; 378 snes->ops->converged = SNESConverged_TR; 379 snes->ops->setfromoptions = SNESSetFromOptions_TR; 380 snes->ops->view = SNESView_TR; 381 snes->nwork = 0; 382 383 ierr = PetscNew(SNES_TR,&neP);CHKERRQ(ierr); 384 ierr = PetscLogObjectMemory(snes,sizeof(SNES_TR));CHKERRQ(ierr); 385 snes->data = (void*)neP; 386 neP->mu = 0.25; 387 neP->eta = 0.75; 388 neP->delta = 0.0; 389 neP->delta0 = 0.2; 390 neP->delta1 = 0.3; 391 neP->delta2 = 0.75; 392 neP->delta3 = 2.0; 393 neP->sigma = 0.0001; 394 neP->itflag = PETSC_FALSE; 395 neP->rnorm0 = 0; 396 neP->ttol = 0; 397 PetscFunctionReturn(0); 398 } 399 EXTERN_C_END 400 401