1 2 #include <../src/snes/impls/tr/trimpl.h> /*I "petscsnes.h" I*/ 3 4 typedef struct { 5 void *ctx; 6 SNES snes; 7 } SNES_TR_KSPConverged_Ctx; 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 __FUNCT__ 14 #define __FUNCT__ "SNES_TR_KSPConverged_Private" 15 PetscErrorCode SNES_TR_KSPConverged_Private(KSP ksp,PetscInt n,PetscReal rnorm,KSPConvergedReason *reason,void *cctx) 16 { 17 SNES_TR_KSPConverged_Ctx *ctx = (SNES_TR_KSPConverged_Ctx*)cctx; 18 SNES snes = ctx->snes; 19 SNES_NEWTONTR *neP = (SNES_NEWTONTR*)snes->data; 20 Vec x; 21 PetscReal nrm; 22 PetscErrorCode ierr; 23 24 PetscFunctionBegin; 25 ierr = KSPConvergedDefault(ksp,n,rnorm,reason,ctx->ctx);CHKERRQ(ierr); 26 if (*reason) { 27 ierr = PetscInfo2(snes,"default convergence test KSP iterations=%D, rnorm=%g\n",n,(double)rnorm);CHKERRQ(ierr); 28 } 29 /* Determine norm of solution */ 30 ierr = KSPBuildSolution(ksp,0,&x);CHKERRQ(ierr); 31 ierr = VecNorm(x,NORM_2,&nrm);CHKERRQ(ierr); 32 if (nrm >= neP->delta) { 33 ierr = PetscInfo2(snes,"Ending linear iteration early, delta=%g, length=%g\n",(double)neP->delta,(double)nrm);CHKERRQ(ierr); 34 *reason = KSP_CONVERGED_STEP_LENGTH; 35 } 36 PetscFunctionReturn(0); 37 } 38 39 #undef __FUNCT__ 40 #define __FUNCT__ "SNES_TR_KSPConverged_Destroy" 41 PetscErrorCode SNES_TR_KSPConverged_Destroy(void *cctx) 42 { 43 SNES_TR_KSPConverged_Ctx *ctx = (SNES_TR_KSPConverged_Ctx*)cctx; 44 PetscErrorCode ierr; 45 46 PetscFunctionBegin; 47 ierr = KSPConvergedDefaultDestroy(ctx->ctx);CHKERRQ(ierr); 48 ierr = PetscFree(ctx);CHKERRQ(ierr); 49 PetscFunctionReturn(0); 50 } 51 52 /* ---------------------------------------------------------------- */ 53 #undef __FUNCT__ 54 #define __FUNCT__ "SNES_TR_Converged_Private" 55 /* 56 SNES_TR_Converged_Private -test convergence JUST for 57 the trust region tolerance. 58 59 */ 60 static PetscErrorCode SNES_TR_Converged_Private(SNES snes,PetscInt it,PetscReal xnorm,PetscReal pnorm,PetscReal fnorm,SNESConvergedReason *reason,void *dummy) 61 { 62 SNES_NEWTONTR *neP = (SNES_NEWTONTR*)snes->data; 63 PetscErrorCode ierr; 64 65 PetscFunctionBegin; 66 *reason = SNES_CONVERGED_ITERATING; 67 if (neP->delta < xnorm * snes->deltatol) { 68 ierr = PetscInfo3(snes,"Converged due to trust region param %g<%g*%g\n",(double)neP->delta,(double)xnorm,(double)snes->deltatol);CHKERRQ(ierr); 69 *reason = SNES_CONVERGED_TR_DELTA; 70 } else if (snes->nfuncs >= snes->max_funcs) { 71 ierr = PetscInfo1(snes,"Exceeded maximum number of function evaluations: %D\n",snes->max_funcs);CHKERRQ(ierr); 72 *reason = SNES_DIVERGED_FUNCTION_COUNT; 73 } 74 PetscFunctionReturn(0); 75 } 76 77 78 /* 79 SNESSolve_NEWTONTR - Implements Newton's Method with a very simple trust 80 region approach for solving systems of nonlinear equations. 81 82 83 */ 84 #undef __FUNCT__ 85 #define __FUNCT__ "SNESSolve_NEWTONTR" 86 static PetscErrorCode SNESSolve_NEWTONTR(SNES snes) 87 { 88 SNES_NEWTONTR *neP = (SNES_NEWTONTR*)snes->data; 89 Vec X,F,Y,G,Ytmp; 90 PetscErrorCode ierr; 91 PetscInt maxits,i,lits; 92 PetscReal rho,fnorm,gnorm,gpnorm,xnorm=0,delta,nrm,ynorm,norm1; 93 PetscScalar cnorm; 94 KSP ksp; 95 SNESConvergedReason reason = SNES_CONVERGED_ITERATING; 96 PetscBool conv = PETSC_FALSE,breakout = PETSC_FALSE; 97 PetscBool domainerror; 98 99 PetscFunctionBegin; 100 101 if (snes->xl || snes->xu || snes->ops->computevariablebounds) { 102 SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name); 103 } 104 105 maxits = snes->max_its; /* maximum number of iterations */ 106 X = snes->vec_sol; /* solution vector */ 107 F = snes->vec_func; /* residual vector */ 108 Y = snes->work[0]; /* work vectors */ 109 G = snes->work[1]; 110 Ytmp = snes->work[2]; 111 112 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 113 snes->iter = 0; 114 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 115 116 if (!snes->vec_func_init_set) { 117 ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); /* F(X) */ 118 ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr); 119 if (domainerror) { 120 snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 121 PetscFunctionReturn(0); 122 } 123 } else snes->vec_func_init_set = PETSC_FALSE; 124 125 ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- || F || */ 126 if (PetscIsInfOrNanReal(fnorm)) { 127 snes->reason = SNES_DIVERGED_FNORM_NAN; 128 PetscFunctionReturn(0); 129 } 130 131 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 132 snes->norm = fnorm; 133 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 134 delta = neP->delta0*fnorm; 135 neP->delta = delta; 136 ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr); 137 ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 138 139 /* test convergence */ 140 ierr = (*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 141 if (snes->reason) PetscFunctionReturn(0); 142 143 /* Set the stopping criteria to use the More' trick. */ 144 ierr = PetscOptionsGetBool(NULL,"-snes_tr_ksp_regular_convergence_test",&conv,NULL);CHKERRQ(ierr); 145 if (!conv) { 146 SNES_TR_KSPConverged_Ctx *ctx; 147 ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr); 148 ierr = PetscNew(&ctx);CHKERRQ(ierr); 149 ctx->snes = snes; 150 ierr = KSPConvergedDefaultCreate(&ctx->ctx);CHKERRQ(ierr); 151 ierr = KSPSetConvergenceTest(ksp,SNES_TR_KSPConverged_Private,ctx,SNES_TR_KSPConverged_Destroy);CHKERRQ(ierr); 152 ierr = PetscInfo(snes,"Using Krylov convergence test SNES_TR_KSPConverged_Private\n");CHKERRQ(ierr); 153 } 154 155 for (i=0; i<maxits; i++) { 156 157 /* Call general purpose update function */ 158 if (snes->ops->update) { 159 ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 160 } 161 162 /* Solve J Y = F, where J is Jacobian matrix */ 163 ierr = SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); 164 ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); 165 ierr = KSPSolve(snes->ksp,F,Ytmp);CHKERRQ(ierr); 166 ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr); 167 168 snes->linear_its += lits; 169 170 ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr); 171 ierr = VecNorm(Ytmp,NORM_2,&nrm);CHKERRQ(ierr); 172 norm1 = nrm; 173 while (1) { 174 ierr = VecCopy(Ytmp,Y);CHKERRQ(ierr); 175 nrm = norm1; 176 177 /* Scale Y if need be and predict new value of F norm */ 178 if (nrm >= delta) { 179 nrm = delta/nrm; 180 gpnorm = (1.0 - nrm)*fnorm; 181 cnorm = nrm; 182 ierr = PetscInfo1(snes,"Scaling direction by %g\n",(double)nrm);CHKERRQ(ierr); 183 ierr = VecScale(Y,cnorm);CHKERRQ(ierr); 184 nrm = gpnorm; 185 ynorm = delta; 186 } else { 187 gpnorm = 0.0; 188 ierr = PetscInfo(snes,"Direction is in Trust Region\n");CHKERRQ(ierr); 189 ynorm = nrm; 190 } 191 ierr = VecAYPX(Y,-1.0,X);CHKERRQ(ierr); /* Y <- X - Y */ 192 ierr = VecCopy(X,snes->vec_sol_update);CHKERRQ(ierr); 193 ierr = SNESComputeFunction(snes,Y,G);CHKERRQ(ierr); /* F(X) */ 194 ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr); /* gnorm <- || g || */ 195 if (fnorm == gpnorm) rho = 0.0; 196 else rho = (fnorm*fnorm - gnorm*gnorm)/(fnorm*fnorm - gpnorm*gpnorm); 197 198 /* Update size of trust region */ 199 if (rho < neP->mu) delta *= neP->delta1; 200 else if (rho < neP->eta) delta *= neP->delta2; 201 else delta *= neP->delta3; 202 ierr = PetscInfo3(snes,"fnorm=%g, gnorm=%g, ynorm=%g\n",(double)fnorm,(double)gnorm,(double)ynorm);CHKERRQ(ierr); 203 ierr = PetscInfo3(snes,"gpred=%g, rho=%g, delta=%g\n",(double)gpnorm,(double)rho,(double)delta);CHKERRQ(ierr); 204 205 neP->delta = delta; 206 if (rho > neP->sigma) break; 207 ierr = PetscInfo(snes,"Trying again in smaller region\n");CHKERRQ(ierr); 208 /* check to see if progress is hopeless */ 209 neP->itflag = PETSC_FALSE; 210 ierr = SNES_TR_Converged_Private(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); 211 if (!reason) { ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); } 212 if (reason) { 213 /* We're not progressing, so return with the current iterate */ 214 ierr = SNESMonitor(snes,i+1,fnorm);CHKERRQ(ierr); 215 breakout = PETSC_TRUE; 216 break; 217 } 218 snes->numFailures++; 219 } 220 if (!breakout) { 221 /* Update function and solution vectors */ 222 fnorm = gnorm; 223 ierr = VecCopy(G,F);CHKERRQ(ierr); 224 ierr = VecCopy(Y,X);CHKERRQ(ierr); 225 /* Monitor convergence */ 226 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 227 snes->iter = i+1; 228 snes->norm = fnorm; 229 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 230 ierr = SNESLogConvergenceHistory(snes,snes->norm,lits);CHKERRQ(ierr); 231 ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 232 /* Test for convergence, xnorm = || X || */ 233 neP->itflag = PETSC_TRUE; 234 if (snes->ops->converged != SNESConvergedSkip) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); } 235 ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); 236 if (reason) break; 237 } else break; 238 } 239 if (i == maxits) { 240 ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr); 241 if (!reason) reason = SNES_DIVERGED_MAX_IT; 242 } 243 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 244 snes->reason = reason; 245 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 246 PetscFunctionReturn(0); 247 } 248 /*------------------------------------------------------------*/ 249 #undef __FUNCT__ 250 #define __FUNCT__ "SNESSetUp_NEWTONTR" 251 static PetscErrorCode SNESSetUp_NEWTONTR(SNES snes) 252 { 253 PetscErrorCode ierr; 254 255 PetscFunctionBegin; 256 ierr = SNESSetWorkVecs(snes,3);CHKERRQ(ierr); 257 ierr = SNESSetUpMatrices(snes);CHKERRQ(ierr); 258 PetscFunctionReturn(0); 259 } 260 261 #undef __FUNCT__ 262 #define __FUNCT__ "SNESReset_NEWTONTR" 263 PetscErrorCode SNESReset_NEWTONTR(SNES snes) 264 { 265 266 PetscFunctionBegin; 267 PetscFunctionReturn(0); 268 } 269 270 #undef __FUNCT__ 271 #define __FUNCT__ "SNESDestroy_NEWTONTR" 272 static PetscErrorCode SNESDestroy_NEWTONTR(SNES snes) 273 { 274 PetscErrorCode ierr; 275 276 PetscFunctionBegin; 277 ierr = SNESReset_NEWTONTR(snes);CHKERRQ(ierr); 278 ierr = PetscFree(snes->data);CHKERRQ(ierr); 279 PetscFunctionReturn(0); 280 } 281 /*------------------------------------------------------------*/ 282 283 #undef __FUNCT__ 284 #define __FUNCT__ "SNESSetFromOptions_NEWTONTR" 285 static PetscErrorCode SNESSetFromOptions_NEWTONTR(PetscOptions *PetscOptionsObject,SNES snes) 286 { 287 SNES_NEWTONTR *ctx = (SNES_NEWTONTR*)snes->data; 288 PetscErrorCode ierr; 289 290 PetscFunctionBegin; 291 ierr = PetscOptionsHead(PetscOptionsObject,"SNES trust region options for nonlinear equations");CHKERRQ(ierr); 292 ierr = PetscOptionsReal("-snes_trtol","Trust region tolerance","SNESSetTrustRegionTolerance",snes->deltatol,&snes->deltatol,NULL);CHKERRQ(ierr); 293 ierr = PetscOptionsReal("-snes_tr_mu","mu","None",ctx->mu,&ctx->mu,NULL);CHKERRQ(ierr); 294 ierr = PetscOptionsReal("-snes_tr_eta","eta","None",ctx->eta,&ctx->eta,NULL);CHKERRQ(ierr); 295 ierr = PetscOptionsReal("-snes_tr_sigma","sigma","None",ctx->sigma,&ctx->sigma,NULL);CHKERRQ(ierr); 296 ierr = PetscOptionsReal("-snes_tr_delta0","delta0","None",ctx->delta0,&ctx->delta0,NULL);CHKERRQ(ierr); 297 ierr = PetscOptionsReal("-snes_tr_delta1","delta1","None",ctx->delta1,&ctx->delta1,NULL);CHKERRQ(ierr); 298 ierr = PetscOptionsReal("-snes_tr_delta2","delta2","None",ctx->delta2,&ctx->delta2,NULL);CHKERRQ(ierr); 299 ierr = PetscOptionsReal("-snes_tr_delta3","delta3","None",ctx->delta3,&ctx->delta3,NULL);CHKERRQ(ierr); 300 ierr = PetscOptionsTail();CHKERRQ(ierr); 301 PetscFunctionReturn(0); 302 } 303 304 #undef __FUNCT__ 305 #define __FUNCT__ "SNESView_NEWTONTR" 306 static PetscErrorCode SNESView_NEWTONTR(SNES snes,PetscViewer viewer) 307 { 308 SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 309 PetscErrorCode ierr; 310 PetscBool iascii; 311 312 PetscFunctionBegin; 313 ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr); 314 if (iascii) { 315 ierr = PetscViewerASCIIPrintf(viewer," mu=%g, eta=%g, sigma=%g\n",(double)tr->mu,(double)tr->eta,(double)tr->sigma);CHKERRQ(ierr); 316 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); 317 } 318 PetscFunctionReturn(0); 319 } 320 /* ------------------------------------------------------------ */ 321 /*MC 322 SNESNEWTONTR - Newton based nonlinear solver that uses a trust region 323 324 Options Database: 325 + -snes_trtol <tol> Trust region tolerance 326 . -snes_tr_mu <mu> 327 . -snes_tr_eta <eta> 328 . -snes_tr_sigma <sigma> 329 . -snes_tr_delta0 <delta0> 330 . -snes_tr_delta1 <delta1> 331 . -snes_tr_delta2 <delta2> 332 - -snes_tr_delta3 <delta3> 333 334 The basic algorithm is taken from "The Minpack Project", by More', 335 Sorensen, Garbow, Hillstrom, pages 88-111 of "Sources and Development 336 of Mathematical Software", Wayne Cowell, editor. 337 338 This is intended as a model implementation, since it does not 339 necessarily have many of the bells and whistles of other 340 implementations. 341 342 Level: intermediate 343 344 .seealso: SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESSetTrustRegionTolerance() 345 346 M*/ 347 #undef __FUNCT__ 348 #define __FUNCT__ "SNESCreate_NEWTONTR" 349 PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONTR(SNES snes) 350 { 351 SNES_NEWTONTR *neP; 352 PetscErrorCode ierr; 353 354 PetscFunctionBegin; 355 snes->ops->setup = SNESSetUp_NEWTONTR; 356 snes->ops->solve = SNESSolve_NEWTONTR; 357 snes->ops->destroy = SNESDestroy_NEWTONTR; 358 snes->ops->setfromoptions = SNESSetFromOptions_NEWTONTR; 359 snes->ops->view = SNESView_NEWTONTR; 360 snes->ops->reset = SNESReset_NEWTONTR; 361 362 snes->usesksp = PETSC_TRUE; 363 snes->usespc = PETSC_FALSE; 364 365 ierr = PetscNewLog(snes,&neP);CHKERRQ(ierr); 366 snes->data = (void*)neP; 367 neP->mu = 0.25; 368 neP->eta = 0.75; 369 neP->delta = 0.0; 370 neP->delta0 = 0.2; 371 neP->delta1 = 0.3; 372 neP->delta2 = 0.75; 373 neP->delta3 = 2.0; 374 neP->sigma = 0.0001; 375 neP->itflag = PETSC_FALSE; 376 neP->rnorm0 = 0.0; 377 neP->ttol = 0.0; 378 PetscFunctionReturn(0); 379 } 380 381