1 #ifdef PETSC_RCS_HEADER 2 static char vcid[] = "$Id: tr.c,v 1.94 1999/02/10 23:11:31 bsmith Exp bsmith $"; 3 #endif 4 5 #include "src/snes/impls/tr/tr.h" /*I "snes.h" I*/ 6 7 /* 8 This convergence test determines if the two norm of the 9 solution lies outside the trust region, if so it halts. 10 */ 11 #undef __FUNC__ 12 #define __FUNC__ "SNES_TR_KSPConverged_Private" 13 int SNES_TR_KSPConverged_Private(KSP ksp,int n, double rnorm, void *ctx) 14 { 15 SNES snes = (SNES) ctx; 16 SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx; 17 SNES_TR *neP = (SNES_TR*)snes->data; 18 Vec x; 19 double norm; 20 int ierr, convinfo; 21 22 PetscFunctionBegin; 23 if (snes->ksp_ewconv) { 24 if (!kctx) SETERRQ(PETSC_ERR_ARG_WRONGSTATE,0,"Eisenstat-Walker onvergence context not created"); 25 if (n == 0) {ierr = SNES_KSP_EW_ComputeRelativeTolerance_Private(snes,ksp); CHKERRQ(ierr);} 26 kctx->lresid_last = rnorm; 27 } 28 convinfo = KSPDefaultConverged(ksp,n,rnorm,ctx); 29 if (convinfo) { 30 PLogInfo(snes,"SNES_TR_KSPConverged_Private: KSP iterations=%d, rnorm=%g\n",n,rnorm); 31 PetscFunctionReturn(convinfo); 32 } 33 34 /* Determine norm of solution */ 35 ierr = KSPBuildSolution(ksp,0,&x); CHKERRQ(ierr); 36 ierr = VecNorm(x,NORM_2,&norm); CHKERRQ(ierr); 37 if (norm >= neP->delta) { 38 PLogInfo(snes,"SNES_TR_KSPConverged_Private: KSP iterations=%d, rnorm=%g\n",n,rnorm); 39 PLogInfo(snes,"SNES_TR_KSPConverged_Private: Ending linear iteration early, delta=%g, length=%g\n", 40 neP->delta,norm); 41 PetscFunctionReturn(1); 42 } 43 PetscFunctionReturn(0); 44 } 45 46 /* 47 SNESSolve_EQ_TR - Implements Newton's Method with a very simple trust 48 region approach for solving systems of nonlinear equations. 49 50 The basic algorithm is taken from "The Minpack Project", by More', 51 Sorensen, Garbow, Hillstrom, pages 88-111 of "Sources and Development 52 of Mathematical Software", Wayne Cowell, editor. 53 54 This is intended as a model implementation, since it does not 55 necessarily have many of the bells and whistles of other 56 implementations. 57 */ 58 #undef __FUNC__ 59 #define __FUNC__ "SNESSolve_EQ_TR" 60 static int SNESSolve_EQ_TR(SNES snes,int *its) 61 { 62 SNES_TR *neP = (SNES_TR *) snes->data; 63 Vec X, F, Y, G, TMP, Ytmp; 64 int maxits, i, ierr, lits, breakout = 0; 65 MatStructure flg = DIFFERENT_NONZERO_PATTERN; 66 double rho, fnorm, gnorm, gpnorm, xnorm, delta,norm,ynorm,norm1; 67 Scalar mone = -1.0,cnorm; 68 KSP ksp; 69 SLES sles; 70 71 PetscFunctionBegin; 72 maxits = snes->max_its; /* maximum number of iterations */ 73 X = snes->vec_sol; /* solution vector */ 74 F = snes->vec_func; /* residual vector */ 75 Y = snes->work[0]; /* work vectors */ 76 G = snes->work[1]; 77 Ytmp = snes->work[2]; 78 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 PetscAMSTakeAccess(snes); 84 snes->norm = fnorm; 85 snes->iter = 0; 86 PetscAMSGrantAccess(snes); 87 delta = neP->delta0*fnorm; 88 neP->delta = delta; 89 SNESLogConvHistory(snes,fnorm,0); 90 SNESMonitor(snes,0,fnorm); 91 92 if (fnorm < snes->atol) {*its = 0; PetscFunctionReturn(0);} 93 94 /* set parameter for default relative tolerance convergence test */ 95 snes->ttol = fnorm*snes->rtol; 96 97 /* Set the stopping criteria to use the More' trick. */ 98 ierr = SNESGetSLES(snes,&sles); CHKERRQ(ierr); 99 ierr = SLESGetKSP(sles,&ksp); CHKERRQ(ierr); 100 ierr = KSPSetConvergenceTest(ksp,SNES_TR_KSPConverged_Private,(void *)snes);CHKERRQ(ierr); 101 102 for ( i=0; i<maxits; i++ ) { 103 ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); 104 ierr = SLESSetOperators(snes->sles,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); 105 106 /* Solve J Y = F, where J is Jacobian matrix */ 107 ierr = SLESSolve(snes->sles,F,Ytmp,&lits); CHKERRQ(ierr); 108 snes->linear_its += PetscAbsInt(lits); 109 PLogInfo(snes,"SNESSolve_EQ_TR: iter=%d, linear solve iterations=%d\n",snes->iter,lits); 110 ierr = VecNorm(Ytmp,NORM_2,&norm); CHKERRQ(ierr); 111 norm1 = norm; 112 while(1) { 113 ierr = VecCopy(Ytmp,Y); CHKERRQ(ierr); 114 norm = norm1; 115 116 /* Scale Y if need be and predict new value of F norm */ 117 if (norm >= delta) { 118 norm = delta/norm; 119 gpnorm = (1.0 - norm)*fnorm; 120 cnorm = norm; 121 PLogInfo(snes,"SNESSolve_EQ_TR: Scaling direction by %g\n",norm ); 122 ierr = VecScale(&cnorm,Y); CHKERRQ(ierr); 123 norm = gpnorm; 124 ynorm = delta; 125 } else { 126 gpnorm = 0.0; 127 PLogInfo(snes,"SNESSolve_EQ_TR: Direction is in Trust Region\n" ); 128 ynorm = norm; 129 } 130 ierr = VecAYPX(&mone,X,Y); CHKERRQ(ierr); /* Y <- X - Y */ 131 ierr = VecCopy(X,snes->vec_sol_update_always); CHKERRQ(ierr); 132 ierr = SNESComputeFunction(snes,Y,G); CHKERRQ(ierr); /* F(X) */ 133 ierr = VecNorm(G,NORM_2,&gnorm); CHKERRQ(ierr); /* gnorm <- || g || */ 134 if (fnorm == gpnorm) rho = 0.0; 135 else rho = (fnorm*fnorm - gnorm*gnorm)/(fnorm*fnorm - gpnorm*gpnorm); 136 137 /* Update size of trust region */ 138 if (rho < neP->mu) delta *= neP->delta1; 139 else if (rho < neP->eta) delta *= neP->delta2; 140 else delta *= neP->delta3; 141 PLogInfo(snes,"SNESSolve_EQ_TR: fnorm=%g, gnorm=%g, ynorm=%g\n",fnorm,gnorm,ynorm); 142 PLogInfo(snes,"SNESSolve_EQ_TR: gpred=%g, rho=%g, delta=%g\n",gpnorm,rho,delta); 143 neP->delta = delta; 144 if (rho > neP->sigma) break; 145 PLogInfo(snes,"SNESSolve_EQ_TR: Trying again in smaller region\n"); 146 /* check to see if progress is hopeless */ 147 neP->itflag = 0; 148 if ((*snes->converged)(snes,xnorm,ynorm,fnorm,snes->cnvP)) { 149 /* We're not progressing, so return with the current iterate */ 150 breakout = 1; break; 151 } 152 snes->nfailures++; 153 } 154 if (!breakout) { 155 fnorm = gnorm; 156 PetscAMSTakeAccess(snes); 157 snes->iter = i+1; 158 snes->norm = fnorm; 159 PetscAMSGrantAccess(snes); 160 TMP = F; F = G; snes->vec_func_always = F; G = TMP; 161 TMP = X; X = Y; snes->vec_sol_always = X; Y = TMP; 162 VecNorm(X, NORM_2,&xnorm ); /* xnorm = || X || */ 163 SNESLogConvHistory(snes,fnorm,lits); 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 *its = i+1; 186 PetscFunctionReturn(0); 187 } 188 /*------------------------------------------------------------*/ 189 #undef __FUNC__ 190 #define __FUNC__ "SNESSetUp_EQ_TR" 191 static int SNESSetUp_EQ_TR(SNES snes) 192 { 193 int ierr; 194 195 PetscFunctionBegin; 196 snes->nwork = 4; 197 ierr = VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work ); CHKERRQ(ierr); 198 PLogObjectParents(snes,snes->nwork,snes->work); 199 snes->vec_sol_update_always = snes->work[3]; 200 PetscFunctionReturn(0); 201 } 202 /*------------------------------------------------------------*/ 203 #undef __FUNC__ 204 #define __FUNC__ "SNESDestroy_EQ_TR" 205 static int SNESDestroy_EQ_TR(SNES snes ) 206 { 207 int ierr; 208 209 PetscFunctionBegin; 210 if (snes->nwork) { 211 ierr = VecDestroyVecs(snes->work,snes->nwork); CHKERRQ(ierr); 212 } 213 PetscFree(snes->data); 214 PetscFunctionReturn(0); 215 } 216 /*------------------------------------------------------------*/ 217 218 #undef __FUNC__ 219 #define __FUNC__ "SNESSetFromOptions_EQ_TR" 220 static int SNESSetFromOptions_EQ_TR(SNES snes) 221 { 222 SNES_TR *ctx = (SNES_TR *)snes->data; 223 double tmp; 224 int ierr,flg; 225 226 PetscFunctionBegin; 227 ierr = OptionsGetDouble(snes->prefix,"-snes_eq_tr_mu",&tmp, &flg); CHKERRQ(ierr); 228 if (flg) {ctx->mu = tmp;} 229 ierr = OptionsGetDouble(snes->prefix,"-snes_eq_tr_eta",&tmp, &flg); CHKERRQ(ierr); 230 if (flg) {ctx->eta = tmp;} 231 ierr = OptionsGetDouble(snes->prefix,"-snes_eq_tr_sigma",&tmp, &flg); CHKERRQ(ierr); 232 if (flg) {ctx->sigma = tmp;} 233 ierr = OptionsGetDouble(snes->prefix,"-snes_eq_tr_delta0",&tmp, &flg); CHKERRQ(ierr); 234 if (flg) {ctx->delta0 = tmp;} 235 ierr = OptionsGetDouble(snes->prefix,"-snes_eq_tr_delta1",&tmp, &flg); CHKERRQ(ierr); 236 if (flg) {ctx->delta1 = tmp;} 237 ierr = OptionsGetDouble(snes->prefix,"-snes_eq_tr_delta2",&tmp, &flg); CHKERRQ(ierr); 238 if (flg) {ctx->delta2 = tmp;} 239 ierr = OptionsGetDouble(snes->prefix,"-snes_eq_tr_delta3",&tmp, &flg); CHKERRQ(ierr); 240 if (flg) {ctx->delta3 = tmp;} 241 PetscFunctionReturn(0); 242 } 243 244 #undef __FUNC__ 245 #define __FUNC__ "SNESPrintHelp_EQ_TR" 246 static int SNESPrintHelp_EQ_TR(SNES snes,char *p) 247 { 248 SNES_TR *ctx = (SNES_TR *)snes->data; 249 250 PetscFunctionBegin; 251 PetscFPrintf(snes->comm,stdout," method SNES_EQ_TR (tr) for systems of nonlinear equations:\n"); 252 PetscFPrintf(snes->comm,stdout," %ssnes_eq_tr_mu <mu> (default %g)\n",p,ctx->mu); 253 PetscFPrintf(snes->comm,stdout," %ssnes_eq_tr_eta <eta> (default %g)\n",p,ctx->eta); 254 PetscFPrintf(snes->comm,stdout," %ssnes_eq_tr_sigma <sigma> (default %g)\n",p,ctx->sigma); 255 PetscFPrintf(snes->comm,stdout," %ssnes_eq_tr_delta0 <delta0> (default %g)\n",p,ctx->delta0); 256 PetscFPrintf(snes->comm,stdout," %ssnes_eq_tr_delta1 <delta1> (default %g)\n",p,ctx->delta1); 257 PetscFPrintf(snes->comm,stdout," %ssnes_eq_tr_delta2 <delta2> (default %g)\n",p,ctx->delta2); 258 PetscFPrintf(snes->comm,stdout," %ssnes_eq_tr_delta3 <delta3> (default %g)\n",p,ctx->delta3); 259 PetscFunctionReturn(0); 260 } 261 262 #undef __FUNC__ 263 #define __FUNC__ "SNESView_EQ_TR" 264 static int SNESView_EQ_TR(SNES snes,Viewer viewer) 265 { 266 SNES_TR *tr = (SNES_TR *)snes->data; 267 int ierr; 268 ViewerType vtype; 269 270 PetscFunctionBegin; 271 ierr = ViewerGetType(viewer,&vtype); CHKERRQ(ierr); 272 if (PetscTypeCompare(vtype,ASCII_VIEWER)) { 273 ViewerASCIIPrintf(viewer," mu=%g, eta=%g, sigma=%g\n",tr->mu,tr->eta,tr->sigma); 274 ViewerASCIIPrintf(viewer," delta0=%g, delta1=%g, delta2=%g, delta3=%g\n",tr->delta0,tr->delta1,tr->delta2,tr->delta3); 275 } else { 276 SETERRQ(1,1,"Viewer type not supported for this object"); 277 } 278 PetscFunctionReturn(0); 279 } 280 281 /* ---------------------------------------------------------------- */ 282 #undef __FUNC__ 283 #define __FUNC__ "SNESConverged_EQ_TR" 284 /*@ 285 SNESConverged_EQ_TR - Monitors the convergence of the trust region 286 method SNES_EQ_TR for solving systems of nonlinear equations (default). 287 288 Collective on SNES 289 290 Input Parameters: 291 + snes - the SNES context 292 . xnorm - 2-norm of current iterate 293 . pnorm - 2-norm of current step 294 . fnorm - 2-norm of function 295 - dummy - unused context 296 297 Returns: 298 + 1 if ( delta < xnorm*deltatol ), 299 . 2 if ( fnorm < atol ), 300 . 3 if ( pnorm < xtol*xnorm ), 301 . -2 if ( nfct > maxf ), 302 . -1 if ( delta < xnorm*epsmch ), 303 - 0 otherwise 304 305 where 306 + delta - trust region paramenter 307 . deltatol - trust region size tolerance, 308 set with SNESSetTrustRegionTolerance() 309 . maxf - maximum number of function evaluations, 310 set with SNESSetTolerances() 311 . nfct - number of function evaluations, 312 . atol - absolute function norm tolerance, 313 set with SNESSetTolerances() 314 - xtol - relative function norm tolerance, 315 set with SNESSetTolerances() 316 317 .keywords: SNES, nonlinear, default, converged, convergence 318 319 .seealso: SNESSetConvergenceTest(), SNESEisenstatWalkerConverged() 320 @*/ 321 int SNESConverged_EQ_TR(SNES snes,double xnorm,double pnorm,double fnorm,void *dummy) 322 { 323 SNES_TR *neP = (SNES_TR *)snes->data; 324 double epsmch = 1.0e-14; /* This must be fixed */ 325 int info; 326 327 PetscFunctionBegin; 328 if (snes->method_class != SNES_NONLINEAR_EQUATIONS) { 329 SETERRQ(PETSC_ERR_ARG_WRONG,0,"For SNES_NONLINEAR_EQUATIONS only"); 330 } 331 332 if (fnorm != fnorm) { 333 PLogInfo(snes,"SNESConverged_EQ_TR:Failed to converged, function norm is NaN\n"); 334 PetscFunctionReturn(-3); 335 } 336 if (neP->delta < xnorm * snes->deltatol) { 337 PLogInfo(snes,"SNESConverged_EQ_TR: Converged due to trust region param %g<%g*%g\n", 338 neP->delta,xnorm,snes->deltatol); 339 PetscFunctionReturn(1); 340 } 341 if (neP->itflag) { 342 info = SNESConverged_EQ_LS(snes,xnorm,pnorm,fnorm,dummy); 343 if (info) PetscFunctionReturn(info); 344 } else if (snes->nfuncs > snes->max_funcs) { 345 PLogInfo(snes,"SNESConverged_EQ_TR: Exceeded maximum number of function evaluations: %d > %d\n", 346 snes->nfuncs, snes->max_funcs ); 347 PetscFunctionReturn(-2); 348 } 349 if (neP->delta < xnorm * epsmch) { 350 PLogInfo(snes,"SNESConverged_EQ_TR: Converged due to trust region param %g < %g * %g\n", 351 neP->delta,xnorm, epsmch); 352 PetscFunctionReturn(-1); 353 } 354 PetscFunctionReturn(0); 355 } 356 /* ------------------------------------------------------------ */ 357 EXTERN_C_BEGIN 358 #undef __FUNC__ 359 #define __FUNC__ "SNESCreate_EQ_TR" 360 int SNESCreate_EQ_TR(SNES snes ) 361 { 362 SNES_TR *neP; 363 364 PetscFunctionBegin; 365 if (snes->method_class != SNES_NONLINEAR_EQUATIONS) { 366 SETERRQ(PETSC_ERR_ARG_WRONG,0,"For SNES_NONLINEAR_EQUATIONS only"); 367 } 368 snes->setup = SNESSetUp_EQ_TR; 369 snes->solve = SNESSolve_EQ_TR; 370 snes->destroy = SNESDestroy_EQ_TR; 371 snes->converged = SNESConverged_EQ_TR; 372 snes->printhelp = SNESPrintHelp_EQ_TR; 373 snes->setfromoptions = SNESSetFromOptions_EQ_TR; 374 snes->view = SNESView_EQ_TR; 375 snes->nwork = 0; 376 377 neP = PetscNew(SNES_TR); CHKPTRQ(neP); 378 PLogObjectMemory(snes,sizeof(SNES_TR)); 379 snes->data = (void *) neP; 380 neP->mu = 0.25; 381 neP->eta = 0.75; 382 neP->delta = 0.0; 383 neP->delta0 = 0.2; 384 neP->delta1 = 0.3; 385 neP->delta2 = 0.75; 386 neP->delta3 = 2.0; 387 neP->sigma = 0.0001; 388 neP->itflag = 0; 389 neP->rnorm0 = 0; 390 neP->ttol = 0; 391 PetscFunctionReturn(0); 392 } 393 EXTERN_C_END 394 395