1 2 #include <../src/snes/impls/tr/trimpl.h> /*I "petscsnes.h" I*/ 3 4 typedef struct { 5 SNES snes; 6 /* Information on the regular SNES convergence test; which may have been user provided */ 7 PetscErrorCode (*convtest)(KSP,PetscInt,PetscReal,KSPConvergedReason*,void*); 8 PetscErrorCode (*convdestroy)(void*); 9 void *convctx; 10 } SNES_TR_KSPConverged_Ctx; 11 12 static PetscErrorCode SNESTR_KSPConverged_Private(KSP ksp,PetscInt n,PetscReal rnorm,KSPConvergedReason *reason,void *cctx) 13 { 14 SNES_TR_KSPConverged_Ctx *ctx = (SNES_TR_KSPConverged_Ctx*)cctx; 15 SNES snes = ctx->snes; 16 SNES_NEWTONTR *neP = (SNES_NEWTONTR*)snes->data; 17 Vec x; 18 PetscReal nrm; 19 PetscErrorCode ierr; 20 21 PetscFunctionBegin; 22 ierr = (*ctx->convtest)(ksp,n,rnorm,reason,ctx->convctx);CHKERRQ(ierr); 23 if (*reason) { 24 ierr = PetscInfo2(snes,"Default or user provided convergence test KSP iterations=%D, rnorm=%g\n",n,(double)rnorm);CHKERRQ(ierr); 25 } 26 /* Determine norm of solution */ 27 ierr = KSPBuildSolution(ksp,0,&x);CHKERRQ(ierr); 28 ierr = VecNorm(x,NORM_2,&nrm);CHKERRQ(ierr); 29 if (nrm >= neP->delta) { 30 ierr = PetscInfo2(snes,"Ending linear iteration early, delta=%g, length=%g\n",(double)neP->delta,(double)nrm);CHKERRQ(ierr); 31 *reason = KSP_CONVERGED_STEP_LENGTH; 32 } 33 PetscFunctionReturn(0); 34 } 35 36 static PetscErrorCode SNESTR_KSPConverged_Destroy(void *cctx) 37 { 38 SNES_TR_KSPConverged_Ctx *ctx = (SNES_TR_KSPConverged_Ctx*)cctx; 39 PetscErrorCode ierr; 40 41 PetscFunctionBegin; 42 ierr = (*ctx->convdestroy)(ctx->convctx);CHKERRQ(ierr); 43 ierr = PetscFree(ctx);CHKERRQ(ierr); 44 PetscFunctionReturn(0); 45 } 46 47 /* ---------------------------------------------------------------- */ 48 /* 49 SNESTR_Converged_Private -test convergence JUST for 50 the trust region tolerance. 51 52 */ 53 static PetscErrorCode SNESTR_Converged_Private(SNES snes,PetscInt it,PetscReal xnorm,PetscReal pnorm,PetscReal fnorm,SNESConvergedReason *reason,void *dummy) 54 { 55 SNES_NEWTONTR *neP = (SNES_NEWTONTR*)snes->data; 56 PetscErrorCode ierr; 57 58 PetscFunctionBegin; 59 *reason = SNES_CONVERGED_ITERATING; 60 if (neP->delta < xnorm * snes->deltatol) { 61 ierr = PetscInfo3(snes,"Converged due to trust region param %g<%g*%g\n",(double)neP->delta,(double)xnorm,(double)snes->deltatol);CHKERRQ(ierr); 62 *reason = SNES_DIVERGED_TR_DELTA; 63 } else if (snes->nfuncs >= snes->max_funcs && snes->max_funcs >= 0) { 64 ierr = PetscInfo1(snes,"Exceeded maximum number of function evaluations: %D\n",snes->max_funcs);CHKERRQ(ierr); 65 *reason = SNES_DIVERGED_FUNCTION_COUNT; 66 } 67 PetscFunctionReturn(0); 68 } 69 70 /*@C 71 SNESNewtonTRSetPostCheck - Sets a user function that is called after the search step has been determined but before the next 72 function evaluation. Allows the user a chance to change or override the decision of the line search routine 73 74 Logically Collective on snes 75 76 Input Parameters: 77 + snes - the nonlinear solver object 78 . func - [optional] function evaluation routine, see SNESNewtonTRPostCheck() for the calling sequence 79 - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 80 81 Level: intermediate 82 83 Note: This function is called BEFORE the function evalaulation within the SNESNEWTONTR solver while the function set in 84 SNESLineSearchSetPostCheck() is called AFTER the function evaluation. 85 86 .seealso: SNESNewtonTRPostCheck(), SNESNewtonTRGetPostCheck() 87 @*/ 88 PetscErrorCode SNESNewtonTRSetPostCheck(SNES snes, PetscErrorCode (*func)(SNES,Vec,Vec,Vec,PetscBool*,void*),void *ctx) 89 { 90 SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 91 92 PetscFunctionBegin; 93 PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 94 if (func) tr->postcheck = func; 95 if (ctx) tr->postcheckctx = ctx; 96 PetscFunctionReturn(0); 97 } 98 99 /*@C 100 SNESNewtonTRGetPostCheck - Gets the post-check function 101 102 Not collective 103 104 Input Parameter: 105 . snes - the nonlinear solver context 106 107 Output Parameters: 108 + func - [optional] function evaluation routine, see for the calling sequence SNESNewtonTRPostCheck() 109 - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 110 111 Level: intermediate 112 113 .seealso: SNESNewtonTRSetPostCheck(), SNESNewtonTRPostCheck() 114 @*/ 115 PetscErrorCode SNESNewtonTRGetPostCheck(SNES snes, PetscErrorCode (**func)(SNES,Vec,Vec,Vec,PetscBool*,void*),void **ctx) 116 { 117 SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 118 119 PetscFunctionBegin; 120 PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 121 if (func) *func = tr->postcheck; 122 if (ctx) *ctx = tr->postcheckctx; 123 PetscFunctionReturn(0); 124 } 125 126 /*@C 127 SNESNewtonTRPostCheck - Called after the step has been determined in SNESNEWTONTR but before the function evaluation 128 129 Logically Collective on snes 130 131 Input Parameters: 132 + snes - the solver. X - The last solution 133 . Y - The full step direction 134 - W - The updated solution, W = X + tao*Y for some tao 135 136 Output Parameters: 137 . changed_W - Indicator if the new candidate solution W has been changed. 138 139 Notes: 140 If Y is changed then W is recomputed as X + tao*Y where tao is the current update value in SNESNEWTONTR 141 142 Level: developer 143 144 .seealso: SNESNewtonTRSetPostCheck(), SNESNewtonTRGetPostCheck() 145 @*/ 146 static PetscErrorCode SNESNewtonTRPostCheck(SNES snes,Vec X,Vec Y,Vec W,PetscBool *changed_W) 147 { 148 SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 149 PetscErrorCode ierr; 150 151 PetscFunctionBegin; 152 *changed_W = PETSC_FALSE; 153 if (tr->postcheck) { 154 ierr = (*tr->postcheck)(snes,X,Y,W,changed_W,tr->postcheckctx);CHKERRQ(ierr); 155 PetscValidLogicalCollectiveBool(snes,*changed_W,6); 156 } 157 PetscFunctionReturn(0); 158 } 159 160 /* 161 SNESSolve_NEWTONTR - Implements Newton's Method with a very simple trust 162 region approach for solving systems of nonlinear equations. 163 164 165 */ 166 static PetscErrorCode SNESSolve_NEWTONTR(SNES snes) 167 { 168 SNES_NEWTONTR *neP = (SNES_NEWTONTR*)snes->data; 169 Vec X,F,Y,G,Ytmp; 170 PetscErrorCode ierr; 171 PetscInt maxits,i,lits; 172 PetscReal rho,fnorm,gnorm,gpnorm,xnorm=0,delta,nrm,ynorm,norm1; 173 PetscScalar cnorm; 174 KSP ksp; 175 SNESConvergedReason reason = SNES_CONVERGED_ITERATING; 176 PetscBool breakout = PETSC_FALSE; 177 SNES_TR_KSPConverged_Ctx *ctx; 178 PetscErrorCode (*convtest)(KSP,PetscInt,PetscReal,KSPConvergedReason*,void*); 179 180 PetscFunctionBegin; 181 if (snes->xl || snes->xu || snes->ops->computevariablebounds) SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name); 182 183 maxits = snes->max_its; /* maximum number of iterations */ 184 X = snes->vec_sol; /* solution vector */ 185 F = snes->vec_func; /* residual vector */ 186 Y = snes->work[0]; /* work vectors */ 187 G = snes->work[1]; 188 Ytmp = snes->work[2]; 189 190 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 191 snes->iter = 0; 192 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 193 194 /* Set the linear stopping criteria to use the More' trick. */ 195 ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr); 196 ierr = KSPGetConvergenceTest(ksp,&convtest,NULL,NULL);CHKERRQ(ierr); 197 if (convtest != SNESTR_KSPConverged_Private) { 198 ierr = PetscNew(&ctx);CHKERRQ(ierr); 199 ctx->snes = snes; 200 ierr = KSPGetAndClearConvergenceTest(ksp,&ctx->convtest,&ctx->convctx,&ctx->convdestroy);CHKERRQ(ierr); 201 ierr = KSPSetConvergenceTest(ksp,SNESTR_KSPConverged_Private,ctx,SNESTR_KSPConverged_Destroy);CHKERRQ(ierr); 202 ierr = PetscInfo(snes,"Using Krylov convergence test SNESTR_KSPConverged_Private\n");CHKERRQ(ierr); 203 } 204 205 if (!snes->vec_func_init_set) { 206 ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); /* F(X) */ 207 } else snes->vec_func_init_set = PETSC_FALSE; 208 209 ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- || F || */ 210 SNESCheckFunctionNorm(snes,fnorm); 211 ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* fnorm <- || F || */ 212 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 213 snes->norm = fnorm; 214 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 215 delta = xnorm ? neP->delta0*xnorm : neP->delta0; 216 neP->delta = delta; 217 ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr); 218 ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 219 220 /* test convergence */ 221 ierr = (*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 222 if (snes->reason) PetscFunctionReturn(0); 223 224 225 for (i=0; i<maxits; i++) { 226 227 /* Call general purpose update function */ 228 if (snes->ops->update) { 229 ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 230 } 231 232 /* Solve J Y = F, where J is Jacobian matrix */ 233 ierr = SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); 234 SNESCheckJacobianDomainerror(snes); 235 ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); 236 ierr = KSPSolve(snes->ksp,F,Ytmp);CHKERRQ(ierr); 237 ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr); 238 239 snes->linear_its += lits; 240 241 ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr); 242 ierr = VecNorm(Ytmp,NORM_2,&nrm);CHKERRQ(ierr); 243 norm1 = nrm; 244 while (1) { 245 PetscBool changed_w; 246 ierr = VecCopy(Ytmp,Y);CHKERRQ(ierr); 247 nrm = norm1; 248 249 /* Scale Y if need be and predict new value of F norm */ 250 if (nrm >= delta) { 251 nrm = delta/nrm; 252 gpnorm = (1.0 - nrm)*fnorm; 253 cnorm = nrm; 254 ierr = PetscInfo1(snes,"Scaling direction by %g\n",(double)nrm);CHKERRQ(ierr); 255 ierr = VecScale(Y,cnorm);CHKERRQ(ierr); 256 nrm = gpnorm; 257 ynorm = delta; 258 } else { 259 gpnorm = 0.0; 260 ierr = PetscInfo(snes,"Direction is in Trust Region\n");CHKERRQ(ierr); 261 ynorm = nrm; 262 } 263 ierr = VecCopy(Y,snes->vec_sol_update);CHKERRQ(ierr); 264 ierr = VecAYPX(Y,-1.0,X);CHKERRQ(ierr); /* Y <- X - Y */ 265 ierr = SNESNewtonTRPostCheck(snes,X,Ytmp,Y,&changed_w);CHKERRQ(ierr); 266 ierr = SNESComputeFunction(snes,Y,G);CHKERRQ(ierr); /* F(X) */ 267 ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr); /* gnorm <- || g || */ 268 SNESCheckFunctionNorm(snes,gnorm); 269 if (fnorm == gpnorm) rho = 0.0; 270 else rho = (fnorm*fnorm - gnorm*gnorm)/(fnorm*fnorm - gpnorm*gpnorm); 271 272 /* Update size of trust region */ 273 if (rho < neP->mu) delta *= neP->delta1; 274 else if (rho < neP->eta) delta *= neP->delta2; 275 else delta *= neP->delta3; 276 ierr = PetscInfo3(snes,"fnorm=%g, gnorm=%g, ynorm=%g\n",(double)fnorm,(double)gnorm,(double)ynorm);CHKERRQ(ierr); 277 ierr = PetscInfo3(snes,"gpred=%g, rho=%g, delta=%g\n",(double)gpnorm,(double)rho,(double)delta);CHKERRQ(ierr); 278 279 neP->delta = delta; 280 if (rho > neP->sigma) break; 281 ierr = PetscInfo(snes,"Trying again in smaller region\n");CHKERRQ(ierr); 282 /* check to see if progress is hopeless */ 283 neP->itflag = PETSC_FALSE; 284 ierr = SNESTR_Converged_Private(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); 285 if (!reason) {ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr);} 286 if (reason == SNES_CONVERGED_SNORM_RELATIVE) reason = SNES_DIVERGED_INNER; 287 if (reason) { 288 /* We're not progressing, so return with the current iterate */ 289 ierr = SNESMonitor(snes,i+1,fnorm);CHKERRQ(ierr); 290 breakout = PETSC_TRUE; 291 break; 292 } 293 snes->numFailures++; 294 } 295 if (!breakout) { 296 /* Update function and solution vectors */ 297 fnorm = gnorm; 298 ierr = VecCopy(G,F);CHKERRQ(ierr); 299 ierr = VecCopy(Y,X);CHKERRQ(ierr); 300 /* Monitor convergence */ 301 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 302 snes->iter = i+1; 303 snes->norm = fnorm; 304 snes->xnorm = xnorm; 305 snes->ynorm = ynorm; 306 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 307 ierr = SNESLogConvergenceHistory(snes,snes->norm,lits);CHKERRQ(ierr); 308 ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 309 /* Test for convergence, xnorm = || X || */ 310 neP->itflag = PETSC_TRUE; 311 if (snes->ops->converged != SNESConvergedSkip) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); } 312 ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); 313 if (reason) break; 314 } else break; 315 } 316 if (i == maxits) { 317 ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr); 318 if (!reason) reason = SNES_DIVERGED_MAX_IT; 319 } 320 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 321 snes->reason = reason; 322 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 323 PetscFunctionReturn(0); 324 } 325 /*------------------------------------------------------------*/ 326 static PetscErrorCode SNESSetUp_NEWTONTR(SNES snes) 327 { 328 PetscErrorCode ierr; 329 330 PetscFunctionBegin; 331 ierr = SNESSetWorkVecs(snes,3);CHKERRQ(ierr); 332 ierr = SNESSetUpMatrices(snes);CHKERRQ(ierr); 333 PetscFunctionReturn(0); 334 } 335 336 PetscErrorCode SNESReset_NEWTONTR(SNES snes) 337 { 338 339 PetscFunctionBegin; 340 PetscFunctionReturn(0); 341 } 342 343 static PetscErrorCode SNESDestroy_NEWTONTR(SNES snes) 344 { 345 PetscErrorCode ierr; 346 347 PetscFunctionBegin; 348 ierr = SNESReset_NEWTONTR(snes);CHKERRQ(ierr); 349 ierr = PetscFree(snes->data);CHKERRQ(ierr); 350 PetscFunctionReturn(0); 351 } 352 /*------------------------------------------------------------*/ 353 354 static PetscErrorCode SNESSetFromOptions_NEWTONTR(PetscOptionItems *PetscOptionsObject,SNES snes) 355 { 356 SNES_NEWTONTR *ctx = (SNES_NEWTONTR*)snes->data; 357 PetscErrorCode ierr; 358 359 PetscFunctionBegin; 360 ierr = PetscOptionsHead(PetscOptionsObject,"SNES trust region options for nonlinear equations");CHKERRQ(ierr); 361 ierr = PetscOptionsReal("-snes_trtol","Trust region tolerance","SNESSetTrustRegionTolerance",snes->deltatol,&snes->deltatol,NULL);CHKERRQ(ierr); 362 ierr = PetscOptionsReal("-snes_tr_mu","mu","None",ctx->mu,&ctx->mu,NULL);CHKERRQ(ierr); 363 ierr = PetscOptionsReal("-snes_tr_eta","eta","None",ctx->eta,&ctx->eta,NULL);CHKERRQ(ierr); 364 ierr = PetscOptionsReal("-snes_tr_sigma","sigma","None",ctx->sigma,&ctx->sigma,NULL);CHKERRQ(ierr); 365 ierr = PetscOptionsReal("-snes_tr_delta0","delta0","None",ctx->delta0,&ctx->delta0,NULL);CHKERRQ(ierr); 366 ierr = PetscOptionsReal("-snes_tr_delta1","delta1","None",ctx->delta1,&ctx->delta1,NULL);CHKERRQ(ierr); 367 ierr = PetscOptionsReal("-snes_tr_delta2","delta2","None",ctx->delta2,&ctx->delta2,NULL);CHKERRQ(ierr); 368 ierr = PetscOptionsReal("-snes_tr_delta3","delta3","None",ctx->delta3,&ctx->delta3,NULL);CHKERRQ(ierr); 369 ierr = PetscOptionsTail();CHKERRQ(ierr); 370 PetscFunctionReturn(0); 371 } 372 373 static PetscErrorCode SNESView_NEWTONTR(SNES snes,PetscViewer viewer) 374 { 375 SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 376 PetscErrorCode ierr; 377 PetscBool iascii; 378 379 PetscFunctionBegin; 380 ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr); 381 if (iascii) { 382 ierr = PetscViewerASCIIPrintf(viewer," Trust region tolerance (-snes_trtol)\n",(double)snes->deltatol);CHKERRQ(ierr); 383 ierr = PetscViewerASCIIPrintf(viewer," mu=%g, eta=%g, sigma=%g\n",(double)tr->mu,(double)tr->eta,(double)tr->sigma);CHKERRQ(ierr); 384 ierr = PetscViewerASCIIPrintf(viewer," delta0=%g, delta1=%g, delta2=%g, delta3=%g\n",(double)tr->delta0,(double)tr->delta1,(double)tr->delta2,(double)tr->delta3);CHKERRQ(ierr); 385 } 386 PetscFunctionReturn(0); 387 } 388 /* ------------------------------------------------------------ */ 389 /*MC 390 SNESNEWTONTR - Newton based nonlinear solver that uses a trust region 391 392 Options Database: 393 + -snes_trtol <tol> - trust region tolerance 394 . -snes_tr_mu <mu> - trust region parameter 395 . -snes_tr_eta <eta> - trust region parameter 396 . -snes_tr_sigma <sigma> - trust region parameter 397 . -snes_tr_delta0 <delta0> - initial size of the trust region is delta0*norm2(x) 398 . -snes_tr_delta1 <delta1> - trust region parameter 399 . -snes_tr_delta2 <delta2> - trust region parameter 400 - -snes_tr_delta3 <delta3> - trust region parameter 401 402 The basic algorithm is taken from "The Minpack Project", by More', 403 Sorensen, Garbow, Hillstrom, pages 88-111 of "Sources and Development 404 of Mathematical Software", Wayne Cowell, editor. 405 406 Level: intermediate 407 408 .seealso: SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESSetTrustRegionTolerance() 409 410 M*/ 411 PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONTR(SNES snes) 412 { 413 SNES_NEWTONTR *neP; 414 PetscErrorCode ierr; 415 416 PetscFunctionBegin; 417 snes->ops->setup = SNESSetUp_NEWTONTR; 418 snes->ops->solve = SNESSolve_NEWTONTR; 419 snes->ops->destroy = SNESDestroy_NEWTONTR; 420 snes->ops->setfromoptions = SNESSetFromOptions_NEWTONTR; 421 snes->ops->view = SNESView_NEWTONTR; 422 snes->ops->reset = SNESReset_NEWTONTR; 423 424 snes->usesksp = PETSC_TRUE; 425 snes->usesnpc = PETSC_FALSE; 426 427 snes->alwayscomputesfinalresidual = PETSC_TRUE; 428 429 ierr = PetscNewLog(snes,&neP);CHKERRQ(ierr); 430 snes->data = (void*)neP; 431 neP->mu = 0.25; 432 neP->eta = 0.75; 433 neP->delta = 0.0; 434 neP->delta0 = 0.2; 435 neP->delta1 = 0.3; 436 neP->delta2 = 0.75; 437 neP->delta3 = 2.0; 438 neP->sigma = 0.0001; 439 neP->itflag = PETSC_FALSE; 440 neP->rnorm0 = 0.0; 441 neP->ttol = 0.0; 442 PetscFunctionReturn(0); 443 } 444 445