1 #ifdef PETSC_RCS_HEADER 2 static char vcid[] = "$Id: tr.c,v 1.80 1998/01/06 20:12:28 bsmith Exp bsmith $"; 3 #endif 4 5 #include <math.h> 6 #include "src/snes/impls/tr/tr.h" /*I "snes.h" I*/ 7 #include "pinclude/pviewer.h" 8 9 /* 10 This convergence test determines if the two norm of the 11 solution lies outside the trust region, if so it halts. 12 */ 13 #undef __FUNC__ 14 #define __FUNC__ "SNES_TR_KSPConverged_Private" 15 int SNES_TR_KSPConverged_Private(KSP ksp,int n, double rnorm, void *ctx) 16 { 17 SNES snes = (SNES) ctx; 18 SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx; 19 SNES_TR *neP = (SNES_TR*)snes->data; 20 Vec x; 21 double norm; 22 int ierr, convinfo; 23 24 PetscFunctionBegin; 25 if (snes->ksp_ewconv) { 26 if (!kctx) SETERRQ(PETSC_ERR_ARG_WRONGSTATE,0,"Eisenstat-Walker onvergence context not created"); 27 if (n == 0) {ierr = SNES_KSP_EW_ComputeRelativeTolerance_Private(snes,ksp); CHKERRQ(ierr);} 28 kctx->lresid_last = rnorm; 29 } 30 convinfo = KSPDefaultConverged(ksp,n,rnorm,ctx); 31 if (convinfo) { 32 PLogInfo(snes,"SNES_TR_KSPConverged_Private: KSP iterations=%d, rnorm=%g\n",n,rnorm); 33 PetscFunctionReturn(convinfo); 34 } 35 36 /* Determine norm of solution */ 37 ierr = KSPBuildSolution(ksp,0,&x); CHKERRQ(ierr); 38 ierr = VecNorm(x,NORM_2,&norm); CHKERRQ(ierr); 39 if (norm >= neP->delta) { 40 PLogInfo(snes,"SNES_TR_KSPConverged_Private: KSP iterations=%d, rnorm=%g\n",n,rnorm); 41 PLogInfo(snes,"SNES_TR_KSPConverged_Private: Ending linear iteration early, delta=%g, length=%g\n", 42 neP->delta,norm); 43 PetscFunctionReturn(1); 44 } 45 PetscFunctionReturn(0); 46 } 47 48 /* 49 SNESSolve_EQ_TR - Implements Newton's Method with a very simple trust 50 region approach for solving systems of nonlinear equations. 51 52 The basic algorithm is taken from "The Minpack Project", by More', 53 Sorensen, Garbow, Hillstrom, pages 88-111 of "Sources and Development 54 of Mathematical Software", Wayne Cowell, editor. 55 56 This is intended as a model implementation, since it does not 57 necessarily have many of the bells and whistles of other 58 implementations. 59 */ 60 #undef __FUNC__ 61 #define __FUNC__ "SNESSolve_EQ_TR" 62 static int SNESSolve_EQ_TR(SNES snes,int *its) 63 { 64 SNES_TR *neP = (SNES_TR *) snes->data; 65 Vec X, F, Y, G, TMP, Ytmp; 66 int maxits, i, history_len, ierr, lits, breakout = 0; 67 MatStructure flg = DIFFERENT_NONZERO_PATTERN; 68 double rho, fnorm, gnorm, gpnorm, xnorm, delta,norm,*history, ynorm,norm1; 69 Scalar mone = -1.0,cnorm; 70 KSP ksp; 71 SLES sles; 72 73 PetscFunctionBegin; 74 history = snes->conv_hist; /* convergence history */ 75 history_len = snes->conv_hist_size; /* convergence history length */ 76 maxits = snes->max_its; /* maximum number of iterations */ 77 X = snes->vec_sol; /* solution vector */ 78 F = snes->vec_func; /* residual vector */ 79 Y = snes->work[0]; /* work vectors */ 80 G = snes->work[1]; 81 Ytmp = snes->work[2]; 82 83 ierr = VecNorm(X,NORM_2,&xnorm); CHKERRQ(ierr); /* xnorm = || X || */ 84 snes->iter = 0; 85 86 ierr = SNESComputeFunction(snes,X,F); CHKERRQ(ierr); /* F(X) */ 87 ierr = VecNorm(F, NORM_2,&fnorm ); CHKERRQ(ierr); /* fnorm <- || F || */ 88 snes->norm = fnorm; 89 if (history) history[0] = fnorm; 90 delta = neP->delta0*fnorm; 91 neP->delta = delta; 92 SNESMonitor(snes,0,fnorm); 93 94 if (fnorm < snes->atol) {*its = 0; PetscFunctionReturn(0);} 95 96 /* set parameter for default relative tolerance convergence test */ 97 snes->ttol = fnorm*snes->rtol; 98 99 /* Set the stopping criteria to use the More' trick. */ 100 ierr = SNESGetSLES(snes,&sles); CHKERRQ(ierr); 101 ierr = SLESGetKSP(sles,&ksp); CHKERRQ(ierr); 102 ierr = KSPSetConvergenceTest(ksp,SNES_TR_KSPConverged_Private,(void *)snes);CHKERRQ(ierr); 103 104 for ( i=0; i<maxits; i++ ) { 105 snes->iter = i+1; 106 ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); 107 ierr = SLESSetOperators(snes->sles,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); 108 109 /* Solve J Y = F, where J is Jacobian matrix */ 110 ierr = SLESSolve(snes->sles,F,Ytmp,&lits); CHKERRQ(ierr); 111 snes->linear_its += PetscAbsInt(lits); 112 PLogInfo(snes,"SNESSolve_EQ_TR: iter=%d, linear solve iterations=%d\n",snes->iter,lits); 113 ierr = VecNorm(Ytmp,NORM_2,&norm); CHKERRQ(ierr); 114 norm1 = norm; 115 while(1) { 116 ierr = VecCopy(Ytmp,Y); CHKERRQ(ierr); 117 norm = norm1; 118 119 /* Scale Y if need be and predict new value of F norm */ 120 if (norm >= delta) { 121 norm = delta/norm; 122 gpnorm = (1.0 - norm)*fnorm; 123 cnorm = norm; 124 PLogInfo(snes,"SNESSolve_EQ_TR: Scaling direction by %g\n",norm ); 125 ierr = VecScale(&cnorm,Y); CHKERRQ(ierr); 126 norm = gpnorm; 127 ynorm = delta; 128 } else { 129 gpnorm = 0.0; 130 PLogInfo(snes,"SNESSolve_EQ_TR: Direction is in Trust Region\n" ); 131 ynorm = norm; 132 } 133 ierr = VecAYPX(&mone,X,Y); CHKERRQ(ierr); /* Y <- X - Y */ 134 ierr = VecCopy(X,snes->vec_sol_update_always); CHKERRQ(ierr); 135 ierr = SNESComputeFunction(snes,Y,G); CHKERRQ(ierr); /* F(X) */ 136 ierr = VecNorm(G,NORM_2,&gnorm); CHKERRQ(ierr); /* gnorm <- || g || */ 137 if (fnorm == gpnorm) rho = 0.0; 138 else rho = (fnorm*fnorm - gnorm*gnorm)/(fnorm*fnorm - gpnorm*gpnorm); 139 140 /* Update size of trust region */ 141 if (rho < neP->mu) delta *= neP->delta1; 142 else if (rho < neP->eta) delta *= neP->delta2; 143 else delta *= neP->delta3; 144 PLogInfo(snes,"SNESSolve_EQ_TR: fnorm=%g, gnorm=%g, ynorm=%g\n",fnorm,gnorm,ynorm); 145 PLogInfo(snes,"SNESSolve_EQ_TR: gpred=%g, rho=%g, delta=%g\n",gpnorm,rho,delta); 146 neP->delta = delta; 147 if (rho > neP->sigma) break; 148 PLogInfo(snes,"SNESSolve_EQ_TR: Trying again in smaller region\n"); 149 /* check to see if progress is hopeless */ 150 neP->itflag = 0; 151 if ((*snes->converged)(snes,xnorm,ynorm,fnorm,snes->cnvP)) { 152 /* We're not progressing, so return with the current iterate */ 153 breakout = 1; break; 154 } 155 snes->nfailures++; 156 } 157 if (!breakout) { 158 fnorm = gnorm; 159 snes->norm = fnorm; 160 if (history && history_len > i+1) history[i+1] = fnorm; 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 VecNorm(X, NORM_2,&xnorm ); /* xnorm = || X || */ 164 SNESMonitor(snes,i+1,fnorm); 165 166 /* Test for convergence */ 167 neP->itflag = 1; 168 if ((*snes->converged)( snes, xnorm, ynorm, fnorm,snes->cnvP )) { 169 break; 170 } 171 } else { 172 break; 173 } 174 } 175 if (X != snes->vec_sol) { 176 /* Verify solution is in corect location */ 177 ierr = VecCopy(X,snes->vec_sol); CHKERRQ(ierr); 178 snes->vec_sol_always = snes->vec_sol; 179 snes->vec_func_always = snes->vec_func; 180 } 181 if (i == maxits) { 182 PLogInfo(snes,"SNESSolve_EQ_TR: Maximum number of iterations has been reached: %d\n",maxits); 183 i--; 184 } 185 if (history) snes->conv_act_size = (history_len < i+1) ? history_len : i+1; 186 *its = i+1; 187 PetscFunctionReturn(0); 188 } 189 /*------------------------------------------------------------*/ 190 #undef __FUNC__ 191 #define __FUNC__ "SNESSetUp_EQ_TR" 192 static int SNESSetUp_EQ_TR( SNES snes ) 193 { 194 int ierr; 195 196 PetscFunctionBegin; 197 snes->nwork = 4; 198 ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work ); CHKERRQ(ierr); 199 PLogObjectParents(snes,snes->nwork,snes->work); 200 snes->vec_sol_update_always = snes->work[3]; 201 PetscFunctionReturn(0); 202 } 203 /*------------------------------------------------------------*/ 204 #undef __FUNC__ 205 #define __FUNC__ "SNESDestroy_EQ_TR" 206 static int SNESDestroy_EQ_TR(PetscObject obj ) 207 { 208 SNES snes = (SNES) obj; 209 int ierr; 210 211 PetscFunctionBegin; 212 if (snes->nwork) { 213 ierr = VecDestroyVecs(snes->work,snes->nwork); CHKERRQ(ierr); 214 } 215 PetscFree(snes->data); 216 PetscFunctionReturn(0); 217 } 218 /*------------------------------------------------------------*/ 219 220 #undef __FUNC__ 221 #define __FUNC__ "SNESSetFromOptions_EQ_TR" 222 static int SNESSetFromOptions_EQ_TR(SNES snes) 223 { 224 SNES_TR *ctx = (SNES_TR *)snes->data; 225 double tmp; 226 int ierr,flg; 227 228 PetscFunctionBegin; 229 ierr = OptionsGetDouble(snes->prefix,"-snes_eq_tr_mu",&tmp, &flg); CHKERRQ(ierr); 230 if (flg) {ctx->mu = tmp;} 231 ierr = OptionsGetDouble(snes->prefix,"-snes_eq_tr_eta",&tmp, &flg); CHKERRQ(ierr); 232 if (flg) {ctx->eta = tmp;} 233 ierr = OptionsGetDouble(snes->prefix,"-snes_eq_tr_sigma",&tmp, &flg); CHKERRQ(ierr); 234 if (flg) {ctx->sigma = tmp;} 235 ierr = OptionsGetDouble(snes->prefix,"-snes_eq_tr_delta0",&tmp, &flg); CHKERRQ(ierr); 236 if (flg) {ctx->delta0 = tmp;} 237 ierr = OptionsGetDouble(snes->prefix,"-snes_eq_tr_delta1",&tmp, &flg); CHKERRQ(ierr); 238 if (flg) {ctx->delta1 = tmp;} 239 ierr = OptionsGetDouble(snes->prefix,"-snes_eq_tr_delta2",&tmp, &flg); CHKERRQ(ierr); 240 if (flg) {ctx->delta2 = tmp;} 241 ierr = OptionsGetDouble(snes->prefix,"-snes_eq_tr_delta3",&tmp, &flg); CHKERRQ(ierr); 242 if (flg) {ctx->delta3 = tmp;} 243 PetscFunctionReturn(0); 244 } 245 246 #undef __FUNC__ 247 #define __FUNC__ "SNESPrintHelp_EQ_TR" 248 static int SNESPrintHelp_EQ_TR(SNES snes,char *p) 249 { 250 SNES_TR *ctx = (SNES_TR *)snes->data; 251 252 PetscFunctionBegin; 253 PetscFPrintf(snes->comm,stdout," method SNES_EQ_TR (tr) for systems of nonlinear equations:\n"); 254 PetscFPrintf(snes->comm,stdout," %ssnes_eq_tr_mu <mu> (default %g)\n",p,ctx->mu); 255 PetscFPrintf(snes->comm,stdout," %ssnes_eq_tr_eta <eta> (default %g)\n",p,ctx->eta); 256 PetscFPrintf(snes->comm,stdout," %ssnes_eq_tr_sigma <sigma> (default %g)\n",p,ctx->sigma); 257 PetscFPrintf(snes->comm,stdout," %ssnes_eq_tr_delta0 <delta0> (default %g)\n",p,ctx->delta0); 258 PetscFPrintf(snes->comm,stdout," %ssnes_eq_tr_delta1 <delta1> (default %g)\n",p,ctx->delta1); 259 PetscFPrintf(snes->comm,stdout," %ssnes_eq_tr_delta2 <delta2> (default %g)\n",p,ctx->delta2); 260 PetscFPrintf(snes->comm,stdout," %ssnes_eq_tr_delta3 <delta3> (default %g)\n",p,ctx->delta3); 261 PetscFunctionReturn(0); 262 } 263 264 #undef __FUNC__ 265 #define __FUNC__ "SNESView_EQ_TR" 266 static int SNESView_EQ_TR(PetscObject obj,Viewer viewer) 267 { 268 SNES snes = (SNES)obj; 269 SNES_TR *tr = (SNES_TR *)snes->data; 270 FILE *fd; 271 int ierr; 272 ViewerType vtype; 273 274 PetscFunctionBegin; 275 ierr = ViewerGetType(viewer,&vtype); CHKERRQ(ierr); 276 if (vtype == ASCII_FILE_VIEWER || vtype == ASCII_FILES_VIEWER) { 277 ierr = ViewerASCIIGetPointer(viewer,&fd); CHKERRQ(ierr); 278 PetscFPrintf(snes->comm,fd," mu=%g, eta=%g, sigma=%g\n",tr->mu,tr->eta,tr->sigma); 279 PetscFPrintf(snes->comm,fd," delta0=%g, delta1=%g, delta2=%g, delta3=%g\n", 280 tr->delta0,tr->delta1,tr->delta2,tr->delta3); 281 } 282 PetscFunctionReturn(0); 283 } 284 285 /* ---------------------------------------------------------------- */ 286 #undef __FUNC__ 287 #define __FUNC__ "SNESConverged_EQ_TR" 288 /*@ 289 SNESConverged_EQ_TR - Monitors the convergence of the trust region 290 method SNES_EQ_TR for solving systems of nonlinear equations (default). 291 292 Input Parameters: 293 . snes - the SNES context 294 . xnorm - 2-norm of current iterate 295 . pnorm - 2-norm of current step 296 . fnorm - 2-norm of function 297 . dummy - unused context 298 299 Returns: 300 $ 1 if ( delta < xnorm*deltatol ), 301 $ 2 if ( fnorm < atol ), 302 $ 3 if ( pnorm < xtol*xnorm ), 303 $ -2 if ( nfct > maxf ), 304 $ -1 if ( delta < xnorm*epsmch ), 305 $ 0 otherwise, 306 307 where 308 $ delta - trust region paramenter 309 $ deltatol - trust region size tolerance, 310 $ set with SNESSetTrustRegionTolerance() 311 $ maxf - maximum number of function evaluations, 312 $ set with SNESSetTolerances() 313 $ nfct - number of function evaluations, 314 $ atol - absolute function norm tolerance, 315 $ set with SNESSetTolerances() 316 $ xtol - relative function norm tolerance, 317 $ set with SNESSetTolerances() 318 319 .keywords: SNES, nonlinear, default, converged, convergence 320 321 .seealso: SNESSetConvergenceTest(), SNESEisenstatWalkerConverged() 322 @*/ 323 int SNESConverged_EQ_TR(SNES snes,double xnorm,double pnorm,double fnorm,void *dummy) 324 { 325 SNES_TR *neP = (SNES_TR *)snes->data; 326 double epsmch = 1.0e-14; /* This must be fixed */ 327 int info; 328 329 PetscFunctionBegin; 330 if (snes->method_class != SNES_NONLINEAR_EQUATIONS) { 331 SETERRQ(PETSC_ERR_ARG_WRONG,0,"For SNES_NONLINEAR_EQUATIONS only"); 332 } 333 334 if (fnorm != fnorm) { 335 PLogInfo(snes,"SNESConverged_EQ_TR:Failed to converged, function norm is NaN\n"); 336 PetscFunctionReturn(-3); 337 } 338 if (neP->delta < xnorm * snes->deltatol) { 339 PLogInfo(snes,"SNESConverged_EQ_TR: Converged due to trust region param %g<%g*%g\n", 340 neP->delta,xnorm,snes->deltatol); 341 PetscFunctionReturn(1); 342 } 343 if (neP->itflag) { 344 info = SNESConverged_EQ_LS(snes,xnorm,pnorm,fnorm,dummy); 345 if (info) PetscFunctionReturn(info); 346 } else if (snes->nfuncs > snes->max_funcs) { 347 PLogInfo(snes,"SNESConverged_EQ_TR: Exceeded maximum number of function evaluations: %d > %d\n", 348 snes->nfuncs, snes->max_funcs ); 349 PetscFunctionReturn(-2); 350 } 351 if (neP->delta < xnorm * epsmch) { 352 PLogInfo(snes,"SNESConverged_EQ_TR: Converged due to trust region param %g < %g * %g\n", 353 neP->delta,xnorm, epsmch); 354 PetscFunctionReturn(-1); 355 } 356 PetscFunctionReturn(0); 357 } 358 /* ------------------------------------------------------------ */ 359 #undef __FUNC__ 360 #define __FUNC__ "SNESCreate_EQ_TR" 361 int SNESCreate_EQ_TR(SNES snes ) 362 { 363 SNES_TR *neP; 364 365 PetscFunctionBegin; 366 if (snes->method_class != SNES_NONLINEAR_EQUATIONS) { 367 SETERRQ(PETSC_ERR_ARG_WRONG,0,"For SNES_NONLINEAR_EQUATIONS only"); 368 } 369 snes->setup = SNESSetUp_EQ_TR; 370 snes->solve = SNESSolve_EQ_TR; 371 snes->destroy = SNESDestroy_EQ_TR; 372 snes->converged = SNESConverged_EQ_TR; 373 snes->printhelp = SNESPrintHelp_EQ_TR; 374 snes->setfromoptions = SNESSetFromOptions_EQ_TR; 375 snes->view = SNESView_EQ_TR; 376 snes->nwork = 0; 377 378 neP = PetscNew(SNES_TR); CHKPTRQ(neP); 379 PLogObjectMemory(snes,sizeof(SNES_TR)); 380 snes->data = (void *) neP; 381 neP->mu = 0.25; 382 neP->eta = 0.75; 383 neP->delta = 0.0; 384 neP->delta0 = 0.2; 385 neP->delta1 = 0.3; 386 neP->delta2 = 0.75; 387 neP->delta3 = 2.0; 388 neP->sigma = 0.0001; 389 neP->itflag = 0; 390 neP->rnorm0 = 0; 391 neP->ttol = 0; 392 PetscFunctionReturn(0); 393 } 394 395 396