impls/tr/tr.c

#include <../src/snes/impls/tr/trimpl.h> /*I   "petscsnes.h"   I*/

typedef struct {
  SNES snes;
  PetscErrorCode (*convtest)(KSP, PetscInt, PetscReal, KSPConvergedReason *, void *);
  PetscErrorCode (*convdestroy)(void *);
  void *convctx;
} SNES_TR_KSPConverged_Ctx;

const char *const SNESNewtonTRFallbackTypes[] = {"NEWTON", "CAUCHY", "DOGLEG", "SNESNewtonTRFallbackType", "SNES_TR_FALLBACK_", NULL};

static PetscErrorCode SNESTR_KSPConverged_Private(KSP ksp, PetscInt n, PetscReal rnorm, KSPConvergedReason *reason, void *cctx)
{
  SNES_TR_KSPConverged_Ctx *ctx  = (SNES_TR_KSPConverged_Ctx *)cctx;
  SNES                      snes = ctx->snes;
  SNES_NEWTONTR            *neP  = (SNES_NEWTONTR *)snes->data;
  Vec                       x;
  PetscReal                 nrm;

  PetscFunctionBegin;
  PetscCall((*ctx->convtest)(ksp, n, rnorm, reason, ctx->convctx));
  if (*reason) PetscCall(PetscInfo(snes, "Default or user provided convergence test KSP iterations=%" PetscInt_FMT ", rnorm=%g\n", n, (double)rnorm));
  /* Determine norm of solution */
  PetscCall(KSPBuildSolution(ksp, NULL, &x));
  PetscCall(VecNorm(x, NORM_2, &nrm));
  if (nrm >= neP->delta) {
    PetscCall(PetscInfo(snes, "Ending linear iteration early, delta=%g, length=%g\n", (double)neP->delta, (double)nrm));
    *reason = KSP_CONVERGED_STEP_LENGTH;
  }
  PetscFunctionReturn(PETSC_SUCCESS);
}

static PetscErrorCode SNESTR_KSPConverged_Destroy(void *cctx)
{
  SNES_TR_KSPConverged_Ctx *ctx = (SNES_TR_KSPConverged_Ctx *)cctx;

  PetscFunctionBegin;
  PetscCall((*ctx->convdestroy)(ctx->convctx));
  PetscCall(PetscFree(ctx));
  PetscFunctionReturn(PETSC_SUCCESS);
}

static PetscErrorCode SNESTR_Converged_Private(SNES snes, PetscInt it, PetscReal xnorm, PetscReal pnorm, PetscReal fnorm, SNESConvergedReason *reason, void *dummy)
{
  SNES_NEWTONTR *neP = (SNES_NEWTONTR *)snes->data;

  PetscFunctionBegin;
  *reason = SNES_CONVERGED_ITERATING;
  if (neP->delta < snes->deltatol) {
    PetscCall(PetscInfo(snes, "Diverged due to too small a trust region %g<%g\n", (double)neP->delta, (double)snes->deltatol));
    *reason = SNES_DIVERGED_TR_DELTA;
  } else if (snes->nfuncs >= snes->max_funcs && snes->max_funcs >= 0) {
    PetscCall(PetscInfo(snes, "Exceeded maximum number of function evaluations: %" PetscInt_FMT "\n", snes->max_funcs));
    *reason = SNES_DIVERGED_FUNCTION_COUNT;
  }
  PetscFunctionReturn(PETSC_SUCCESS);
}

/*@
  SNESNewtonTRSetFallbackType - Set the type of fallback if the solution of the trust region subproblem is outside the radius

  Input Parameters:
+ snes - the nonlinear solver object
- ftype - the fallback type, see `SNESNewtonTRFallbackType`

  Level: intermediate

.seealso: `SNESNEWTONTR`, `SNESNewtonTRPreCheck()`, `SNESNewtonTRGetPreCheck()`, `SNESNewtonTRSetPreCheck()`,
          `SNESNewtonTRSetPostCheck()`, `SNESNewtonTRGetPostCheck()`
@*/
PetscErrorCode SNESNewtonTRSetFallbackType(SNES snes, SNESNewtonTRFallbackType ftype)
{
  SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
  PetscBool      flg;

  PetscFunctionBegin;
  PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
  PetscValidLogicalCollectiveEnum(snes, ftype, 2);
  PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
  if (flg) tr->fallback = ftype;
  PetscFunctionReturn(PETSC_SUCCESS);
}

/*@C
   SNESNewtonTRSetPreCheck - Sets a user function that is called before the search step has been determined.
       Allows the user a chance to change or override the trust region decision.

   Logically Collective

   Input Parameters:
+  snes - the nonlinear solver object
.  func - [optional] function evaluation routine, see `SNESNewtonTRPreCheck()`  for the calling sequence
-  ctx  - [optional] user-defined context for private data for the function evaluation routine (may be NULL)

   Level: intermediate

   Note:
   This function is called BEFORE the function evaluation within the solver.

.seealso: `SNESNEWTONTR`, `SNESNewtonTRPreCheck()`, `SNESNewtonTRGetPreCheck()`, `SNESNewtonTRSetPostCheck()`, `SNESNewtonTRGetPostCheck()`,
@*/
PetscErrorCode SNESNewtonTRSetPreCheck(SNES snes, PetscErrorCode (*func)(SNES, Vec, Vec, PetscBool *, void *), void *ctx)
{
  SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
  PetscBool      flg;

  PetscFunctionBegin;
  PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
  PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
  if (flg) {
    if (func) tr->precheck = func;
    if (ctx) tr->precheckctx = ctx;
  }
  PetscFunctionReturn(PETSC_SUCCESS);
}

/*@C
   SNESNewtonTRGetPreCheck - Gets the pre-check function

   Not collective

   Input Parameter:
.  snes - the nonlinear solver context

   Output Parameters:
+  func - [optional] function evaluation routine, see for the calling sequence `SNESNewtonTRPreCheck()`
-  ctx  - [optional] user-defined context for private data for the function evaluation routine (may be NULL)

   Level: intermediate

.seealso: `SNESNEWTONTR`, `SNESNewtonTRSetPreCheck()`, `SNESNewtonTRPreCheck()`
@*/
PetscErrorCode SNESNewtonTRGetPreCheck(SNES snes, PetscErrorCode (**func)(SNES, Vec, Vec, PetscBool *, void *), void **ctx)
{
  SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
  PetscBool      flg;

  PetscFunctionBegin;
  PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
  PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
  PetscAssert(flg, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONG, "Not for type %s", ((PetscObject)snes)->type_name);
  if (func) *func = tr->precheck;
  if (ctx) *ctx = tr->precheckctx;
  PetscFunctionReturn(PETSC_SUCCESS);
}

/*@C
   SNESNewtonTRSetPostCheck - Sets a user function that is called after the search step has been determined but before the next
       function evaluation. Allows the user a chance to change or override the internal decision of the solver

   Logically Collective

   Input Parameters:
+  snes - the nonlinear solver object
.  func - [optional] function evaluation routine, see `SNESNewtonTRPostCheck()`  for the calling sequence
-  ctx  - [optional] user-defined context for private data for the function evaluation routine (may be NULL)

   Level: intermediate

   Note:
   This function is called BEFORE the function evaluation within the solver while the function set in
   `SNESLineSearchSetPostCheck()` is called AFTER the function evaluation.

.seealso: `SNESNEWTONTR`, `SNESNewtonTRPostCheck()`, `SNESNewtonTRGetPostCheck()`, `SNESNewtonTRSetPreCheck()`, `SNESNewtonTRGetPreCheck()`
@*/
PetscErrorCode SNESNewtonTRSetPostCheck(SNES snes, PetscErrorCode (*func)(SNES, Vec, Vec, Vec, PetscBool *, PetscBool *, void *), void *ctx)
{
  SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
  PetscBool      flg;

  PetscFunctionBegin;
  PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
  PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
  if (flg) {
    if (func) tr->postcheck = func;
    if (ctx) tr->postcheckctx = ctx;
  }
  PetscFunctionReturn(PETSC_SUCCESS);
}

/*@C
   SNESNewtonTRGetPostCheck - Gets the post-check function

   Not collective

   Input Parameter:
.  snes - the nonlinear solver context

   Output Parameters:
+  func - [optional] function evaluation routine, see for the calling sequence `SNESNewtonTRPostCheck()`
-  ctx  - [optional] user-defined context for private data for the function evaluation routine (may be NULL)

   Level: intermediate

.seealso: `SNESNEWTONTR`, `SNESNewtonTRSetPostCheck()`, `SNESNewtonTRPostCheck()`
@*/
PetscErrorCode SNESNewtonTRGetPostCheck(SNES snes, PetscErrorCode (**func)(SNES, Vec, Vec, Vec, PetscBool *, PetscBool *, void *), void **ctx)
{
  SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
  PetscBool      flg;

  PetscFunctionBegin;
  PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
  PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
  PetscAssert(flg, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONG, "Not for type %s", ((PetscObject)snes)->type_name);
  if (func) *func = tr->postcheck;
  if (ctx) *ctx = tr->postcheckctx;
  PetscFunctionReturn(PETSC_SUCCESS);
}

/*@C
   SNESNewtonTRPreCheck - Runs the precheck routine

   Logically Collective

   Input Parameters:
+  snes - the solver
.  X - The last solution
-  Y - The step direction

   Output Parameters:
.  changed_Y - Indicator that the step direction Y has been changed.

   Level: intermediate

.seealso: `SNESNEWTONTR`, `SNESNewtonTRSetPreCheck()`, `SNESNewtonTRGetPreCheck()`, `SNESNewtonTRPostCheck()`
@*/
PetscErrorCode SNESNewtonTRPreCheck(SNES snes, Vec X, Vec Y, PetscBool *changed_Y)
{
  SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
  PetscBool      flg;

  PetscFunctionBegin;
  PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
  PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
  PetscAssert(flg, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONG, "Not for type %s", ((PetscObject)snes)->type_name);
  *changed_Y = PETSC_FALSE;
  if (tr->precheck) {
    PetscCall((*tr->precheck)(snes, X, Y, changed_Y, tr->precheckctx));
    PetscValidLogicalCollectiveBool(snes, *changed_Y, 4);
  }
  PetscFunctionReturn(PETSC_SUCCESS);
}

/*@C
   SNESNewtonTRPostCheck - Runs the postcheck routine

   Logically Collective

   Input Parameters:
+  snes - the solver
.  X - The last solution
.  Y - The full step direction
-  W - The updated solution, W = X - Y

   Output Parameters:
+  changed_Y - indicator if step has been changed
-  changed_W - Indicator if the new candidate solution W has been changed.

   Note:
     If Y is changed then W is recomputed as X - Y

   Level: intermediate

.seealso: `SNESNEWTONTR`, `SNESNewtonTRSetPostCheck()`, `SNESNewtonTRGetPostCheck()`, `SNESNewtonTRPreCheck()
@*/
PetscErrorCode SNESNewtonTRPostCheck(SNES snes, Vec X, Vec Y, Vec W, PetscBool *changed_Y, PetscBool *changed_W)
{
  SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
  PetscBool      flg;

  PetscFunctionBegin;
  PetscValidHeaderSpecific(snes, SNES_CLASSID, 1);
  PetscCall(PetscObjectTypeCompare((PetscObject)snes, SNESNEWTONTR, &flg));
  PetscAssert(flg, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONG, "Not for type %s", ((PetscObject)snes)->type_name);
  *changed_Y = PETSC_FALSE;
  *changed_W = PETSC_FALSE;
  if (tr->postcheck) {
    PetscCall((*tr->postcheck)(snes, X, Y, W, changed_Y, changed_W, tr->postcheckctx));
    PetscValidLogicalCollectiveBool(snes, *changed_Y, 5);
    PetscValidLogicalCollectiveBool(snes, *changed_W, 6);
  }
  PetscFunctionReturn(PETSC_SUCCESS);
}

static inline void PetscQuadraticRoots(PetscReal a, PetscReal b, PetscReal c, PetscReal *xm, PetscReal *xp)
{
  PetscReal temp = -0.5 * (b + PetscCopysignReal(1.0, b) * PetscSqrtReal(b * b - 4 * a * c));
  PetscReal x1   = temp / a;
  PetscReal x2   = c / temp;
  *xm            = PetscMin(x1, x2);
  *xp            = PetscMax(x1, x2);
}

/*
   SNESSolve_NEWTONTR - Implements Newton's Method with trust-region subproblem and adds dogleg Cauchy
   (Steepest Descent direction) step and direction if the trust region is not satisfied for solving system of
   nonlinear equations

*/
static PetscErrorCode SNESSolve_NEWTONTR(SNES snes)
{
  SNES_NEWTONTR            *neP = (SNES_NEWTONTR *)snes->data;
  Vec                       X, F, Y, G, W, GradF, YU;
  PetscInt                  maxits, lits;
  PetscReal                 rho, fnorm, gnorm, xnorm = 0, delta, ynorm;
  PetscReal                 deltaM, fk, fkp1, deltaqm, gTy, yTHy;
  PetscReal                 auk, gfnorm, ycnorm, gTBg;
  KSP                       ksp;
  PetscBool                 already_done = PETSC_FALSE;
  PetscBool                 clear_converged_test, rho_satisfied;
  PetscVoidFunction         ksp_has_radius;
  SNES_TR_KSPConverged_Ctx *ctx;
  void                     *convctx;
  PetscErrorCode (*convtest)(KSP, PetscInt, PetscReal, KSPConvergedReason *, void *), (*convdestroy)(void *);
  PetscErrorCode (*objective)(SNES, Vec, PetscReal *, void *);

  PetscFunctionBegin;
  PetscCall(SNESGetObjective(snes, &objective, NULL));

  maxits = snes->max_its;                               /* maximum number of iterations */
  X      = snes->vec_sol;                               /* solution vector */
  F      = snes->vec_func;                              /* residual vector */
  Y      = snes->vec_sol_update;                        /* update vector */
  G      = snes->work[0];                               /* updated residual */
  W      = snes->work[1];                               /* temporary vector */
  GradF  = !objective ? snes->work[2] : snes->vec_func; /* grad f = J^T F */
  YU     = snes->work[3];                               /* work vector for dogleg method */

  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);

  PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
  snes->iter = 0;
  PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));

  /* Set the linear stopping criteria to use the More' trick if needed */
  clear_converged_test = PETSC_FALSE;
  PetscCall(SNESGetKSP(snes, &ksp));
  PetscCall(KSPGetConvergenceTest(ksp, &convtest, &convctx, &convdestroy));
  PetscCall(PetscObjectQueryFunction((PetscObject)ksp, "KSPCGSetRadius_C", &ksp_has_radius));
  if (convtest != SNESTR_KSPConverged_Private && !ksp_has_radius) {
    clear_converged_test = PETSC_TRUE;
    PetscCall(PetscNew(&ctx));
    ctx->snes = snes;
    PetscCall(KSPGetAndClearConvergenceTest(ksp, &ctx->convtest, &ctx->convctx, &ctx->convdestroy));
    PetscCall(KSPSetConvergenceTest(ksp, SNESTR_KSPConverged_Private, ctx, SNESTR_KSPConverged_Destroy));
    PetscCall(PetscInfo(snes, "Using Krylov convergence test SNESTR_KSPConverged_Private\n"));
  }

  if (!snes->vec_func_init_set) {
    PetscCall(SNESComputeFunction(snes, X, F)); /* F(X) */
  } else snes->vec_func_init_set = PETSC_FALSE;

  PetscCall(VecNorm(F, NORM_2, &fnorm)); /* fnorm <- || F || */
  SNESCheckFunctionNorm(snes, fnorm);
  PetscCall(VecNorm(X, NORM_2, &xnorm)); /* xnorm <- || X || */

  PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
  snes->norm = fnorm;
  PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
  delta      = neP->delta0;
  deltaM     = neP->deltaM;
  neP->delta = delta;
  PetscCall(SNESLogConvergenceHistory(snes, fnorm, 0));
  PetscCall(SNESMonitor(snes, 0, fnorm));

  /* test convergence */
  rho_satisfied = PETSC_FALSE;
  PetscUseTypeMethod(snes, converged, snes->iter, 0.0, 0.0, fnorm, &snes->reason, snes->cnvP);
  if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS);

  if (objective) PetscCall(SNESComputeObjective(snes, X, &fk));
  else fk = 0.5 * PetscSqr(fnorm); /* obj(x) = 0.5 * ||F(x)||^2 */

  while (snes->iter < maxits) {
    PetscBool changed_y;
    PetscBool changed_w;

    /* solve trust-region subproblem */
    if (!already_done) {
      PetscCall(SNESComputeJacobian(snes, X, snes->jacobian, snes->jacobian_pre));
      SNESCheckJacobianDomainerror(snes);
    }
    PetscCall(KSPCGSetRadius(snes->ksp, delta));
    PetscCall(KSPSetOperators(snes->ksp, snes->jacobian, snes->jacobian_pre));
    PetscCall(KSPSolve(snes->ksp, F, Y));
    SNESCheckKSPSolve(snes);
    PetscCall(KSPGetIterationNumber(snes->ksp, &lits));

    /* calculating GradF of minimization function only once */
    if (!already_done) {
      if (objective) gfnorm = fnorm;
      else {
        PetscCall(MatMultTranspose(snes->jacobian, F, GradF)); /* grad f = J^T F */
        PetscCall(VecNorm(GradF, NORM_2, &gfnorm));
      }
      already_done = PETSC_TRUE;
    }

    /* decide what to do when the update is outside of trust region */
    PetscCall(VecNorm(Y, NORM_2, &ynorm));
    if (ynorm > delta) {
      switch (neP->fallback) {
      case SNES_TR_FALLBACK_NEWTON:
        auk = delta / ynorm;
        PetscCall(VecScale(Y, auk));
        break;
      case SNES_TR_FALLBACK_CAUCHY:
      case SNES_TR_FALLBACK_DOGLEG:
        PetscCall(MatMult(snes->jacobian, GradF, W));
        if (objective) PetscCall(VecDotRealPart(GradF, W, &gTBg));
        else PetscCall(VecDotRealPart(W, W, &gTBg)); /* B = J^t * J */
        /* Eqs 4.7 and 4.8 in Nocedal and Wright */
        auk = delta / gfnorm;
        if (gTBg > 0.0) auk *= PetscMin(gfnorm * gfnorm * gfnorm / (delta * gTBg), 1);
        ycnorm = auk * gfnorm;
        if (neP->fallback == SNES_TR_FALLBACK_CAUCHY || gTBg <= 0.0) {
          /* Cauchy solution */
          PetscCall(VecAXPBY(Y, auk, 0.0, GradF));
          PetscCall(PetscInfo(snes, "CP evaluated. delta: %g, ynorm: %g, ycnorm: %g, gTBg: %g\n", (double)delta, (double)ynorm, (double)ycnorm, (double)gTBg));
        } else { /* take linear combination of Cauchy and Newton direction and step */
          PetscReal c0, c1, c2, tau = 0.0, tpos, tneg;
          PetscBool noroots;

          auk = gfnorm * gfnorm / gTBg;
          PetscCall(VecAXPBY(YU, auk, 0.0, GradF));
          PetscCall(VecAXPY(Y, -1.0, YU));
          PetscCall(VecNorm(Y, NORM_2, &c0));
          PetscCall(VecDotRealPart(YU, Y, &c1));
          c0 = PetscSqr(c0);
          c2 = PetscSqr(ycnorm) - PetscSqr(delta);
          PetscQuadraticRoots(c0, c1, c2, &tneg, &tpos);

          noroots = PetscIsInfOrNanReal(tneg);
          if (noroots) { /*  No roots, select Cauchy point */
            auk = delta / gfnorm;
            auk *= PetscMin(gfnorm * gfnorm * gfnorm / (delta * gTBg), 1);
            PetscCall(VecAXPBY(Y, auk, 0.0, GradF));
          } else { /* Here roots corresponds to tau-1 in Nocedal and Wright */
            tpos += 1.0;
            tneg += 1.0;
            tau = PetscClipInterval(tpos, 0.0, 2.0); /* clip to tau [0,2] */
            if (tau < 1.0) {
              PetscCall(VecAXPBY(Y, tau, 0.0, YU));
            } else {
              PetscCall(VecAXPBY(Y, 1.0, tau - 1, YU));
            }
          }
          PetscCall(VecNorm(Y, NORM_2, &c0)); /* this norm will be cached and reused later */
          PetscCall(PetscInfo(snes, "%s evaluated. roots: (%g, %g), tau %g, ynorm: %g, ycnorm: %g, ydlnorm %g, gTBg: %g\n", noroots ? "CP" : "DL", (double)tneg, (double)tpos, (double)tau, (double)ynorm, (double)ycnorm, (double)c0, (double)gTBg));
        }
        break;
      default:
        SETERRQ(PetscObjectComm((PetscObject)snes), PETSC_ERR_SUP, "Unknown fallback mode");
        break;
      }
    }

    /* Evaluate the solution to meet the improvement ratio criteria */

    /* compute the final ynorm */
    PetscCall(SNESNewtonTRPreCheck(snes, X, Y, &changed_y));
    PetscCall(VecNorm(Y, NORM_2, &ynorm));

    /* the quadratic model difference */
    PetscCall(MatMult(snes->jacobian, Y, W));
    if (objective) PetscCall(VecDotRealPart(Y, W, &yTHy));
    else PetscCall(VecDotRealPart(W, W, &yTHy)); /* Gauss-Newton approximation J^t * J */
    PetscCall(VecDotRealPart(GradF, Y, &gTy));
    deltaqm = -(-gTy + 0.5 * yTHy); /* difference in quadratic model, -gTy because SNES solves it this way */

    /* update */
    PetscCall(VecWAXPY(W, -1.0, Y, X)); /* Xkp1 */
    PetscCall(SNESNewtonTRPostCheck(snes, X, Y, W, &changed_y, &changed_w));
    if (changed_y) {
      /* Need to recompute the quadratic model difference */
      PetscCall(MatMult(snes->jacobian, Y, W));
      if (objective) PetscCall(VecDotRealPart(Y, W, &yTHy));
      else PetscCall(VecDotRealPart(W, W, &yTHy));
      PetscCall(VecDotRealPart(GradF, Y, &gTy));
      deltaqm = -(-gTy + 0.5 * yTHy);
      /* User changed Y but not W */
      if (!changed_w) PetscCall(VecWAXPY(W, -1.0, Y, X));
    }

    /* Compute new objective function */
    PetscCall(SNESComputeFunction(snes, W, G)); /*  F(Xkp1) = G */
    PetscCall(VecNorm(G, NORM_2, &gnorm));
    if (objective) PetscCall(SNESComputeObjective(snes, W, &fkp1));
    else fkp1 = 0.5 * PetscSqr(gnorm);
    SNESCheckFunctionNorm(snes, fkp1);

    if (deltaqm > 0.0) rho = (fk - fkp1) / deltaqm; /* actual improvement over predicted improvement */
    else rho = -1.0;                                /*  no reduction in quadratic model, step must be rejected */
    PetscCall(PetscInfo(snes, "rho=%g, delta=%g, fk=%g, fkp1=%g, deltaqm=%g, gTy=%g, yTHy=%g\n", (double)rho, (double)delta, (double)fk, (double)fkp1, (double)deltaqm, (double)gTy, (double)yTHy));

    if (rho < neP->eta2) delta *= neP->t1;      /* shrink the region */
    else if (rho > neP->eta3) delta *= neP->t2; /* expand the region */
    delta = PetscMin(delta, deltaM);            /* but not greater than deltaM */

    neP->delta = delta;
    if (rho >= neP->eta1) {
      rho_satisfied = PETSC_TRUE;
    } else {
      rho_satisfied = PETSC_FALSE;
      PetscCall(PetscInfo(snes, "Trying again in smaller region\n"));
      /* check to see if progress is hopeless */
      PetscCall(SNESTR_Converged_Private(snes, snes->iter, xnorm, ynorm, fnorm, &snes->reason, snes->cnvP));
      if (!snes->reason) PetscUseTypeMethod(snes, converged, snes->iter, xnorm, ynorm, fnorm, &snes->reason, snes->cnvP);
      if (snes->reason == SNES_CONVERGED_SNORM_RELATIVE) snes->reason = SNES_DIVERGED_INNER;
      snes->numFailures++;
      /* We're not progressing, so return with the current iterate */
      if (snes->reason) break;
    }
    if (rho_satisfied) {
      /* Update function values */
      already_done = PETSC_FALSE;
      fnorm        = gnorm;
      fk           = fkp1;

      /* New residual and linearization point */
      PetscCall(VecCopy(G, F));
      PetscCall(VecCopy(W, X));

      /* Monitor convergence */
      PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
      snes->iter++;
      snes->norm  = fnorm;
      snes->xnorm = xnorm;
      snes->ynorm = ynorm;
      PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
      PetscCall(SNESLogConvergenceHistory(snes, snes->norm, lits));
      PetscCall(SNESMonitor(snes, snes->iter, snes->norm));

      /* Test for convergence, xnorm = || X || */
      PetscCall(VecNorm(X, NORM_2, &xnorm));
      PetscUseTypeMethod(snes, converged, snes->iter, xnorm, ynorm, fnorm, &snes->reason, snes->cnvP);
      if (snes->reason) break;
    }
  }

  if (snes->iter == maxits) {
    PetscCall(PetscInfo(snes, "Maximum number of iterations has been reached: %" PetscInt_FMT "\n", maxits));
    if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
  }
  if (clear_converged_test) {
    PetscCall(KSPGetAndClearConvergenceTest(ksp, &ctx->convtest, &ctx->convctx, &ctx->convdestroy));
    PetscCall(PetscFree(ctx));
    PetscCall(KSPSetConvergenceTest(ksp, convtest, convctx, convdestroy));
  }
  PetscFunctionReturn(PETSC_SUCCESS);
}

static PetscErrorCode SNESSetUp_NEWTONTR(SNES snes)
{
  PetscFunctionBegin;
  PetscCall(SNESSetWorkVecs(snes, 4));
  PetscCall(SNESSetUpMatrices(snes));
  PetscFunctionReturn(PETSC_SUCCESS);
}

static PetscErrorCode SNESDestroy_NEWTONTR(SNES snes)
{
  PetscFunctionBegin;
  PetscCall(PetscFree(snes->data));
  PetscFunctionReturn(PETSC_SUCCESS);
}

static PetscErrorCode SNESSetFromOptions_NEWTONTR(SNES snes, PetscOptionItems *PetscOptionsObject)
{
  SNES_NEWTONTR *ctx = (SNES_NEWTONTR *)snes->data;

  PetscFunctionBegin;
  PetscOptionsHeadBegin(PetscOptionsObject, "SNES trust region options for nonlinear equations");
  PetscCall(PetscOptionsReal("-snes_tr_tol", "Trust region tolerance", "SNESSetTrustRegionTolerance", snes->deltatol, &snes->deltatol, NULL));
  PetscCall(PetscOptionsReal("-snes_tr_eta1", "eta1", "None", ctx->eta1, &ctx->eta1, NULL));
  PetscCall(PetscOptionsReal("-snes_tr_eta2", "eta2", "None", ctx->eta2, &ctx->eta2, NULL));
  PetscCall(PetscOptionsReal("-snes_tr_eta3", "eta3", "None", ctx->eta3, &ctx->eta3, NULL));
  PetscCall(PetscOptionsReal("-snes_tr_t1", "t1", "None", ctx->t1, &ctx->t1, NULL));
  PetscCall(PetscOptionsReal("-snes_tr_t2", "t2", "None", ctx->t2, &ctx->t2, NULL));
  PetscCall(PetscOptionsReal("-snes_tr_deltaM", "deltaM", "None", ctx->deltaM, &ctx->deltaM, NULL));
  PetscCall(PetscOptionsReal("-snes_tr_delta0", "delta0", "None", ctx->delta0, &ctx->delta0, NULL));
  PetscCall(PetscOptionsEnum("-snes_tr_fallback_type", "Type of fallback if subproblem solution is outside of the trust region", "SNESNewtonTRSetFallbackType", SNESNewtonTRFallbackTypes, (PetscEnum)ctx->fallback, (PetscEnum *)&ctx->fallback, NULL));
  PetscOptionsHeadEnd();
  PetscFunctionReturn(PETSC_SUCCESS);
}

static PetscErrorCode SNESView_NEWTONTR(SNES snes, PetscViewer viewer)
{
  SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data;
  PetscBool      iascii;

  PetscFunctionBegin;
  PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &iascii));
  if (iascii) {
    PetscCall(PetscViewerASCIIPrintf(viewer, "  Trust region tolerance %g\n", (double)snes->deltatol));
    PetscCall(PetscViewerASCIIPrintf(viewer, "  eta1=%g, eta2=%g, eta3=%g\n", (double)tr->eta1, (double)tr->eta2, (double)tr->eta3));
    PetscCall(PetscViewerASCIIPrintf(viewer, "  delta0=%g, t1=%g, t2=%g, deltaM=%g\n", (double)tr->delta0, (double)tr->t1, (double)tr->t2, (double)tr->deltaM));
    PetscCall(PetscViewerASCIIPrintf(viewer, "  fallback=%s\n", SNESNewtonTRFallbackTypes[tr->fallback]));
  }
  PetscFunctionReturn(PETSC_SUCCESS);
}

/*MC
      SNESNEWTONTR - Newton based nonlinear solver that uses trust-region dogleg method with Cauchy direction

   Options Database Keys:
+   -snes_tr_tol <tol> - trust region tolerance
.   -snes_tr_eta1 <eta1> - trust region parameter 0.0 <= eta1 <= eta2, rho >= eta1 breaks out of the inner iteration (default: eta1=0.001)
.   -snes_tr_eta2 <eta2> - trust region parameter 0.0 <= eta1 <= eta2, rho <= eta2 shrinks the trust region (default: eta2=0.25)
.   -snes_tr_eta3 <eta3> - trust region parameter eta3 > eta2, rho >= eta3 expands the trust region (default: eta3=0.75)
.   -snes_tr_t1 <t1> - trust region parameter, shrinking factor of trust region (default: 0.25)
.   -snes_tr_t2 <t2> - trust region parameter, expanding factor of trust region (default: 2.0)
.   -snes_tr_deltaM <deltaM> - trust region parameter, max size of trust region (default: MAX_REAL)
.   -snes_tr_delta0 <delta0> - trust region parameter, initial size of trust region (default: 0.2)
-   -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.

    Reference:
.   * - "Numerical Optimization" by Nocedal and Wright, chapter 4.

   Level: intermediate

.seealso: `SNESCreate()`, `SNES`, `SNESSetType()`, `SNESNEWTONLS`, `SNESSetTrustRegionTolerance()`,
          `SNESNewtonTRPreCheck()`, `SNESNewtonTRGetPreCheck()`, `SNESNewtonTRSetPostCheck()`, `SNESNewtonTRGetPostCheck()`,
          `SNESNewtonTRSetPreCheck()`, `SNESNewtonTRSetFallbackType()`
M*/
PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONTR(SNES snes)
{
  SNES_NEWTONTR *neP;

  PetscFunctionBegin;
  snes->ops->setup          = SNESSetUp_NEWTONTR;
  snes->ops->solve          = SNESSolve_NEWTONTR;
  snes->ops->destroy        = SNESDestroy_NEWTONTR;
  snes->ops->setfromoptions = SNESSetFromOptions_NEWTONTR;
  snes->ops->view           = SNESView_NEWTONTR;

  snes->usesksp = PETSC_TRUE;
  snes->usesnpc = PETSC_FALSE;

  snes->alwayscomputesfinalresidual = PETSC_TRUE;

  PetscCall(PetscNew(&neP));
  snes->data    = (void *)neP;
  neP->delta    = 0.0;
  neP->delta0   = 0.2;
  neP->eta1     = 0.001;
  neP->eta2     = 0.25;
  neP->eta3     = 0.75;
  neP->t1       = 0.25;
  neP->t2       = 2.0;
  neP->deltaM   = 1.e10;
  neP->fallback = SNES_TR_FALLBACK_NEWTON;
  PetscFunctionReturn(PETSC_SUCCESS);
}