1 /*$Id: tr.c,v 1.119 2000/09/02 02:49:40 bsmith Exp bsmith $*/ 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 __FUNC__ 10 #define __FUNC__ /*<a name=""></a>*/"SNES_EQ_TR_KSPConverged_Private" 11 int SNES_EQ_TR_KSPConverged_Private(KSP ksp,int n,double 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_EQ_TR *neP = (SNES_EQ_TR*)snes->data; 16 Vec x; 17 double norm; 18 int ierr; 19 20 PetscFunctionBegin; 21 if (snes->ksp_ewconv) { 22 if (!kctx) SETERRQ(PETSC_ERR_ARG_WRONGSTATE,"Eisenstat-Walker onvergence 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 PLogInfo(snes,"SNES_EQ_TR_KSPConverged_Private: regular convergence test KSP iterations=%d, rnorm=%g\n",n,rnorm); 29 } 30 31 /* Determine norm of solution */ 32 ierr = KSPBuildSolution(ksp,0,&x);CHKERRQ(ierr); 33 ierr = VecNorm(x,NORM_2,&norm);CHKERRQ(ierr); 34 if (norm >= neP->delta) { 35 PLogInfo(snes,"SNES_EQ_TR_KSPConverged_Private: KSP iterations=%d, rnorm=%g\n",n,rnorm); 36 PLogInfo(snes,"SNES_EQ_TR_KSPConverged_Private: Ending linear iteration early, delta=%g, length=%g\n",neP->delta,norm); 37 *reason = KSP_CONVERGED_STEP_LENGTH; 38 } 39 PetscFunctionReturn(0); 40 } 41 42 /* 43 SNESSolve_EQ_TR - Implements Newton's Method with a very simple trust 44 region approach for solving systems of nonlinear equations. 45 46 The basic algorithm is taken from "The Minpack Project", by More', 47 Sorensen, Garbow, Hillstrom, pages 88-111 of "Sources and Development 48 of Mathematical Software", Wayne Cowell, editor. 49 50 This is intended as a model implementation, since it does not 51 necessarily have many of the bells and whistles of other 52 implementations. 53 */ 54 #undef __FUNC__ 55 #define __FUNC__ /*<a name=""></a>*/"SNESSolve_EQ_TR" 56 static int SNESSolve_EQ_TR(SNES snes,int *its) 57 { 58 SNES_EQ_TR *neP = (SNES_EQ_TR*)snes->data; 59 Vec X,F,Y,G,TMP,Ytmp; 60 int maxits,i,ierr,lits,breakout = 0; 61 MatStructure flg = DIFFERENT_NONZERO_PATTERN; 62 double rho,fnorm,gnorm,gpnorm,xnorm,delta,norm,ynorm,norm1; 63 Scalar mone = -1.0,cnorm; 64 KSP ksp; 65 SLES sles; 66 SNESConvergedReason reason; 67 68 PetscFunctionBegin; 69 maxits = snes->max_its; /* maximum number of iterations */ 70 X = snes->vec_sol; /* solution vector */ 71 F = snes->vec_func; /* residual vector */ 72 Y = snes->work[0]; /* work vectors */ 73 G = snes->work[1]; 74 Ytmp = snes->work[2]; 75 76 ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 77 snes->iter = 0; 78 ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 79 ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm = || X || */ 80 81 ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); /* F(X) */ 82 ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- || F || */ 83 ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 84 snes->norm = fnorm; 85 ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 86 delta = neP->delta0*fnorm; 87 neP->delta = delta; 88 SNESLogConvHistory(snes,fnorm,0); 89 SNESMonitor(snes,0,fnorm); 90 91 if (fnorm < snes->atol) {*its = 0; snes->reason = SNES_CONVERGED_FNORM_ABS; PetscFunctionReturn(0);} 92 93 /* set parameter for default relative tolerance convergence test */ 94 snes->ttol = fnorm*snes->rtol; 95 96 /* Set the stopping criteria to use the More' trick. */ 97 ierr = SNESGetSLES(snes,&sles);CHKERRQ(ierr); 98 ierr = SLESGetKSP(sles,&ksp);CHKERRQ(ierr); 99 ierr = KSPSetConvergenceTest(ksp,SNES_EQ_TR_KSPConverged_Private,(void *)snes);CHKERRQ(ierr); 100 101 for (i=0; i<maxits; i++) { 102 ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); 103 ierr = SLESSetOperators(snes->sles,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); 104 105 /* Solve J Y = F, where J is Jacobian matrix */ 106 ierr = SLESSolve(snes->sles,F,Ytmp,&lits);CHKERRQ(ierr); 107 snes->linear_its += lits; 108 PLogInfo(snes,"SNESSolve_EQ_TR: iter=%d, linear solve iterations=%d\n",snes->iter,lits); 109 ierr = VecNorm(Ytmp,NORM_2,&norm);CHKERRQ(ierr); 110 norm1 = norm; 111 while(1) { 112 ierr = VecCopy(Ytmp,Y);CHKERRQ(ierr); 113 norm = norm1; 114 115 /* Scale Y if need be and predict new value of F norm */ 116 if (norm >= delta) { 117 norm = delta/norm; 118 gpnorm = (1.0 - norm)*fnorm; 119 cnorm = norm; 120 PLogInfo(snes,"SNESSolve_EQ_TR: Scaling direction by %g\n",norm); 121 ierr = VecScale(&cnorm,Y);CHKERRQ(ierr); 122 norm = gpnorm; 123 ynorm = delta; 124 } else { 125 gpnorm = 0.0; 126 PLogInfo(snes,"SNESSolve_EQ_TR: Direction is in Trust Region\n"); 127 ynorm = norm; 128 } 129 ierr = VecAYPX(&mone,X,Y);CHKERRQ(ierr); /* Y <- X - Y */ 130 ierr = VecCopy(X,snes->vec_sol_update_always);CHKERRQ(ierr); 131 ierr = SNESComputeFunction(snes,Y,G);CHKERRQ(ierr); /* F(X) */ 132 ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr); /* gnorm <- || g || */ 133 if (fnorm == gpnorm) rho = 0.0; 134 else rho = (fnorm*fnorm - gnorm*gnorm)/(fnorm*fnorm - gpnorm*gpnorm); 135 136 /* Update size of trust region */ 137 if (rho < neP->mu) delta *= neP->delta1; 138 else if (rho < neP->eta) delta *= neP->delta2; 139 else delta *= neP->delta3; 140 PLogInfo(snes,"SNESSolve_EQ_TR: fnorm=%g, gnorm=%g, ynorm=%g\n",fnorm,gnorm,ynorm); 141 PLogInfo(snes,"SNESSolve_EQ_TR: gpred=%g, rho=%g, delta=%g\n",gpnorm,rho,delta); 142 neP->delta = delta; 143 if (rho > neP->sigma) break; 144 PLogInfo(snes,"SNESSolve_EQ_TR: Trying again in smaller region\n"); 145 /* check to see if progress is hopeless */ 146 neP->itflag = 0; 147 ierr = (*snes->converged)(snes,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); 148 if (reason) { 149 /* We're not progressing, so return with the current iterate */ 150 breakout = 1; 151 break; 152 } 153 snes->nfailures++; 154 } 155 if (!breakout) { 156 fnorm = gnorm; 157 ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 158 snes->iter = i+1; 159 snes->norm = fnorm; 160 ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 161 TMP = F; F = G; snes->vec_func_always = F; G = TMP; 162 TMP = X; X = Y; snes->vec_sol_always = X; Y = TMP; 163 ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm = || X || */ 164 SNESLogConvHistory(snes,fnorm,lits); 165 SNESMonitor(snes,i+1,fnorm); 166 167 /* Test for convergence */ 168 neP->itflag = 1; 169 ierr = (*snes->converged)(snes,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); 170 if (reason) { 171 break; 172 } 173 } else { 174 break; 175 } 176 } 177 /* Verify solution is in corect location */ 178 if (X != snes->vec_sol) { 179 ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr); 180 } 181 if (F != snes->vec_func) { 182 ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr); 183 } 184 snes->vec_sol_always = snes->vec_sol; 185 snes->vec_func_always = snes->vec_func; 186 if (i == maxits) { 187 PLogInfo(snes,"SNESSolve_EQ_TR: Maximum number of iterations has been reached: %d\n",maxits); 188 i--; 189 reason = SNES_DIVERGED_MAX_IT; 190 } 191 *its = i+1; 192 ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 193 snes->reason = reason; 194 ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 195 PetscFunctionReturn(0); 196 } 197 /*------------------------------------------------------------*/ 198 #undef __FUNC__ 199 #define __FUNC__ /*<a name=""></a>*/"SNESSetUp_EQ_TR" 200 static int SNESSetUp_EQ_TR(SNES snes) 201 { 202 int ierr; 203 204 PetscFunctionBegin; 205 snes->nwork = 4; 206 ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);CHKERRQ(ierr); 207 PLogObjectParents(snes,snes->nwork,snes->work); 208 snes->vec_sol_update_always = snes->work[3]; 209 PetscFunctionReturn(0); 210 } 211 /*------------------------------------------------------------*/ 212 #undef __FUNC__ 213 #define __FUNC__ /*<a name=""></a>*/"SNESDestroy_EQ_TR" 214 static int SNESDestroy_EQ_TR(SNES snes) 215 { 216 int ierr; 217 218 PetscFunctionBegin; 219 if (snes->nwork) { 220 ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr); 221 } 222 ierr = PetscFree(snes->data);CHKERRQ(ierr); 223 PetscFunctionReturn(0); 224 } 225 /*------------------------------------------------------------*/ 226 227 #undef __FUNC__ 228 #define __FUNC__ /*<a name=""></a>*/"SNESSetFromOptions_EQ_TR" 229 static int SNESSetFromOptions_EQ_TR(SNES snes) 230 { 231 SNES_EQ_TR *ctx = (SNES_EQ_TR *)snes->data; 232 int ierr; 233 234 PetscFunctionBegin; 235 ierr = OptionsHead("SNES trust region options for nonlinear equations");CHKERRQ(ierr); 236 ierr = OptionsDouble("-snes_trtol","Trust region tolerance","SNESSetTrustRegionTolerance",snes->deltatol,&snes->deltatol,0);CHKERRQ(ierr); 237 ierr = OptionsDouble("-snes_eq_tr_mu","mu","None",ctx->mu,&ctx->mu,0);CHKERRQ(ierr); 238 ierr = OptionsDouble("-snes_eq_tr_eta","eta","None",ctx->eta,&ctx->eta,0);CHKERRQ(ierr); 239 ierr = OptionsDouble("-snes_eq_tr_sigma","sigma","None",ctx->sigma,&ctx->sigma,0);CHKERRQ(ierr); 240 ierr = OptionsDouble("-snes_eq_tr_delta0","delta0","None",ctx->delta0,&ctx->delta0,0);CHKERRQ(ierr); 241 ierr = OptionsDouble("-snes_eq_tr_delta1","delta1","None",ctx->delta1,&ctx->delta1,0);CHKERRQ(ierr); 242 ierr = OptionsDouble("-snes_eq_tr_delta2","delta2","None",ctx->delta2,&ctx->delta2,0);CHKERRQ(ierr); 243 ierr = OptionsDouble("-snes_eq_tr_delta3","delta3","None",ctx->delta3,&ctx->delta3,0);CHKERRQ(ierr); 244 ierr = OptionsTail();CHKERRQ(ierr); 245 PetscFunctionReturn(0); 246 } 247 248 #undef __FUNC__ 249 #define __FUNC__ /*<a name=""></a>*/"SNESView_EQ_TR" 250 static int SNESView_EQ_TR(SNES snes,Viewer viewer) 251 { 252 SNES_EQ_TR *tr = (SNES_EQ_TR *)snes->data; 253 int ierr; 254 PetscTruth isascii; 255 256 PetscFunctionBegin; 257 ierr = PetscTypeCompare((PetscObject)viewer,ASCII_VIEWER,&isascii);CHKERRQ(ierr); 258 if (isascii) { 259 ierr = ViewerASCIIPrintf(viewer," mu=%g, eta=%g, sigma=%g\n",tr->mu,tr->eta,tr->sigma);CHKERRQ(ierr); 260 ierr = ViewerASCIIPrintf(viewer," delta0=%g, delta1=%g, delta2=%g, delta3=%g\n",tr->delta0,tr->delta1,tr->delta2,tr->delta3);CHKERRQ(ierr); 261 } else { 262 SETERRQ1(1,"Viewer type %s not supported for SNES EQ TR",((PetscObject)viewer)->type_name); 263 } 264 PetscFunctionReturn(0); 265 } 266 267 /* ---------------------------------------------------------------- */ 268 #undef __FUNC__ 269 #define __FUNC__ /*<a name=""></a>*/"SNESConverged_EQ_TR" 270 /*@C 271 SNESConverged_EQ_TR - Monitors the convergence of the trust region 272 method SNESEQTR for solving systems of nonlinear equations (default). 273 274 Collective on SNES 275 276 Input Parameters: 277 + snes - the SNES context 278 . xnorm - 2-norm of current iterate 279 . pnorm - 2-norm of current step 280 . fnorm - 2-norm of function 281 - dummy - unused context 282 283 Output Parameter: 284 . reason - one of 285 $ SNES_CONVERGED_FNORM_ABS - (fnorm < atol), 286 $ SNES_CONVERGED_PNORM_RELATIVE - (pnorm < xtol*xnorm), 287 $ SNES_CONVERGED_FNORM_RELATIVE - (fnorm < rtol*fnorm0), 288 $ SNES_DIVERGED_FUNCTION_COUNT - (nfct > maxf), 289 $ SNES_DIVERGED_FNORM_NAN - (fnorm == NaN), 290 $ SNES_CONVERGED_TR_DELTA - (delta < xnorm*deltatol), 291 $ SNES_CONVERGED_ITERATING - (otherwise) 292 293 where 294 + delta - trust region paramenter 295 . deltatol - trust region size tolerance, 296 set with SNESSetTrustRegionTolerance() 297 . maxf - maximum number of function evaluations, 298 set with SNESSetTolerances() 299 . nfct - number of function evaluations, 300 . atol - absolute function norm tolerance, 301 set with SNESSetTolerances() 302 - xtol - relative function norm tolerance, 303 set with SNESSetTolerances() 304 305 Level: intermediate 306 307 .keywords: SNES, nonlinear, default, converged, convergence 308 309 .seealso: SNESSetConvergenceTest(), SNESEisenstatWalkerConverged() 310 @*/ 311 int SNESConverged_EQ_TR(SNES snes,double xnorm,double pnorm,double fnorm,SNESConvergedReason *reason,void *dummy) 312 { 313 SNES_EQ_TR *neP = (SNES_EQ_TR *)snes->data; 314 int ierr; 315 316 PetscFunctionBegin; 317 if (snes->method_class != SNES_NONLINEAR_EQUATIONS) { 318 SETERRQ(PETSC_ERR_ARG_WRONG,"For SNES_NONLINEAR_EQUATIONS only"); 319 } 320 321 if (fnorm != fnorm) { 322 PLogInfo(snes,"SNESConverged_EQ_TR:Failed to converged, function norm is NaN\n"); 323 *reason = SNES_DIVERGED_FNORM_NAN; 324 } else if (neP->delta < xnorm * snes->deltatol) { 325 PLogInfo(snes,"SNESConverged_EQ_TR: Converged due to trust region param %g<%g*%g\n",neP->delta,xnorm,snes->deltatol); 326 *reason = SNES_CONVERGED_TR_DELTA; 327 } else if (neP->itflag) { 328 ierr = SNESConverged_EQ_LS(snes,xnorm,pnorm,fnorm,reason,dummy);CHKERRQ(ierr); 329 } else if (snes->nfuncs > snes->max_funcs) { 330 PLogInfo(snes,"SNESConverged_EQ_TR: Exceeded maximum number of function evaluations: %d > %d\n",snes->nfuncs,snes->max_funcs); 331 *reason = SNES_DIVERGED_FUNCTION_COUNT; 332 } else { 333 *reason = SNES_CONVERGED_ITERATING; 334 } 335 PetscFunctionReturn(0); 336 } 337 /* ------------------------------------------------------------ */ 338 EXTERN_C_BEGIN 339 #undef __FUNC__ 340 #define __FUNC__ /*<a name=""></a>*/"SNESCreate_EQ_TR" 341 int SNESCreate_EQ_TR(SNES snes) 342 { 343 SNES_EQ_TR *neP; 344 345 PetscFunctionBegin; 346 if (snes->method_class != SNES_NONLINEAR_EQUATIONS) { 347 SETERRQ(PETSC_ERR_ARG_WRONG,"For SNES_NONLINEAR_EQUATIONS only"); 348 } 349 snes->setup = SNESSetUp_EQ_TR; 350 snes->solve = SNESSolve_EQ_TR; 351 snes->destroy = SNESDestroy_EQ_TR; 352 snes->converged = SNESConverged_EQ_TR; 353 snes->setfromoptions = SNESSetFromOptions_EQ_TR; 354 snes->view = SNESView_EQ_TR; 355 snes->nwork = 0; 356 357 neP = PetscNew(SNES_EQ_TR);CHKPTRQ(neP); 358 PLogObjectMemory(snes,sizeof(SNES_EQ_TR)); 359 snes->data = (void*)neP; 360 neP->mu = 0.25; 361 neP->eta = 0.75; 362 neP->delta = 0.0; 363 neP->delta0 = 0.2; 364 neP->delta1 = 0.3; 365 neP->delta2 = 0.75; 366 neP->delta3 = 2.0; 367 neP->sigma = 0.0001; 368 neP->itflag = 0; 369 neP->rnorm0 = 0; 370 neP->ttol = 0; 371 PetscFunctionReturn(0); 372 } 373 EXTERN_C_END 374 375