1 #include <../src/snes/impls/tr/trimpl.h> /*I "petscsnes.h" I*/ 2 3 typedef struct { 4 SNES snes; 5 /* Information on the regular SNES convergence test; which may have been user provided */ 6 PetscErrorCode (*convtest)(KSP, PetscInt, PetscReal, KSPConvergedReason *, void *); 7 PetscErrorCode (*convdestroy)(void *); 8 void *convctx; 9 } SNES_TR_KSPConverged_Ctx; 10 11 static PetscErrorCode SNESTR_KSPConverged_Private(KSP ksp, PetscInt n, PetscReal rnorm, KSPConvergedReason *reason, void *cctx) { 12 SNES_TR_KSPConverged_Ctx *ctx = (SNES_TR_KSPConverged_Ctx *)cctx; 13 SNES snes = ctx->snes; 14 SNES_NEWTONTR *neP = (SNES_NEWTONTR *)snes->data; 15 Vec x; 16 PetscReal nrm; 17 18 PetscFunctionBegin; 19 PetscCall((*ctx->convtest)(ksp, n, rnorm, reason, ctx->convctx)); 20 if (*reason) { PetscCall(PetscInfo(snes, "Default or user provided convergence test KSP iterations=%" PetscInt_FMT ", rnorm=%g\n", n, (double)rnorm)); } 21 /* Determine norm of solution */ 22 PetscCall(KSPBuildSolution(ksp, NULL, &x)); 23 PetscCall(VecNorm(x, NORM_2, &nrm)); 24 if (nrm >= neP->delta) { 25 PetscCall(PetscInfo(snes, "Ending linear iteration early, delta=%g, length=%g\n", (double)neP->delta, (double)nrm)); 26 *reason = KSP_CONVERGED_STEP_LENGTH; 27 } 28 PetscFunctionReturn(0); 29 } 30 31 static PetscErrorCode SNESTR_KSPConverged_Destroy(void *cctx) { 32 SNES_TR_KSPConverged_Ctx *ctx = (SNES_TR_KSPConverged_Ctx *)cctx; 33 34 PetscFunctionBegin; 35 PetscCall((*ctx->convdestroy)(ctx->convctx)); 36 PetscCall(PetscFree(ctx)); 37 PetscFunctionReturn(0); 38 } 39 40 /* ---------------------------------------------------------------- */ 41 /* 42 SNESTR_Converged_Private -test convergence JUST for 43 the trust region tolerance. 44 45 */ 46 static PetscErrorCode SNESTR_Converged_Private(SNES snes, PetscInt it, PetscReal xnorm, PetscReal pnorm, PetscReal fnorm, SNESConvergedReason *reason, void *dummy) { 47 SNES_NEWTONTR *neP = (SNES_NEWTONTR *)snes->data; 48 49 PetscFunctionBegin; 50 *reason = SNES_CONVERGED_ITERATING; 51 if (neP->delta < xnorm * snes->deltatol) { 52 PetscCall(PetscInfo(snes, "Converged due to trust region param %g<%g*%g\n", (double)neP->delta, (double)xnorm, (double)snes->deltatol)); 53 *reason = SNES_DIVERGED_TR_DELTA; 54 } else if (snes->nfuncs >= snes->max_funcs && snes->max_funcs >= 0) { 55 PetscCall(PetscInfo(snes, "Exceeded maximum number of function evaluations: %" PetscInt_FMT "\n", snes->max_funcs)); 56 *reason = SNES_DIVERGED_FUNCTION_COUNT; 57 } 58 PetscFunctionReturn(0); 59 } 60 61 /*@C 62 SNESNewtonTRSetPreCheck - Sets a user function that is called before the search step has been determined. 63 Allows the user a chance to change or override the decision of the line search routine. 64 65 Logically Collective on snes 66 67 Input Parameters: 68 + snes - the nonlinear solver object 69 . func - [optional] function evaluation routine, see SNESNewtonTRPreCheck() for the calling sequence 70 - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 71 72 Level: intermediate 73 74 Note: This function is called BEFORE the function evaluation within the SNESNEWTONTR solver. 75 76 .seealso: `SNESNewtonTRPreCheck()`, `SNESNewtonTRGetPreCheck()`, `SNESNewtonTRSetPostCheck()`, `SNESNewtonTRGetPostCheck()` 77 @*/ 78 PetscErrorCode SNESNewtonTRSetPreCheck(SNES snes, PetscErrorCode (*func)(SNES, Vec, Vec, PetscBool *, void *), void *ctx) { 79 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data; 80 81 PetscFunctionBegin; 82 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); 83 if (func) tr->precheck = func; 84 if (ctx) tr->precheckctx = ctx; 85 PetscFunctionReturn(0); 86 } 87 88 /*@C 89 SNESNewtonTRGetPreCheck - Gets the pre-check function 90 91 Not collective 92 93 Input Parameter: 94 . snes - the nonlinear solver context 95 96 Output Parameters: 97 + func - [optional] function evaluation routine, see for the calling sequence SNESNewtonTRPreCheck() 98 - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 99 100 Level: intermediate 101 102 .seealso: `SNESNewtonTRSetPreCheck()`, `SNESNewtonTRPreCheck()` 103 @*/ 104 PetscErrorCode SNESNewtonTRGetPreCheck(SNES snes, PetscErrorCode (**func)(SNES, Vec, Vec, PetscBool *, void *), void **ctx) { 105 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data; 106 107 PetscFunctionBegin; 108 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); 109 if (func) *func = tr->precheck; 110 if (ctx) *ctx = tr->precheckctx; 111 PetscFunctionReturn(0); 112 } 113 114 /*@C 115 SNESNewtonTRSetPostCheck - Sets a user function that is called after the search step has been determined but before the next 116 function evaluation. Allows the user a chance to change or override the decision of the line search routine 117 118 Logically Collective on snes 119 120 Input Parameters: 121 + snes - the nonlinear solver object 122 . func - [optional] function evaluation routine, see SNESNewtonTRPostCheck() for the calling sequence 123 - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 124 125 Level: intermediate 126 127 Note: This function is called BEFORE the function evaluation within the SNESNEWTONTR solver while the function set in 128 SNESLineSearchSetPostCheck() is called AFTER the function evaluation. 129 130 .seealso: `SNESNewtonTRPostCheck()`, `SNESNewtonTRGetPostCheck()` 131 @*/ 132 PetscErrorCode SNESNewtonTRSetPostCheck(SNES snes, PetscErrorCode (*func)(SNES, Vec, Vec, Vec, PetscBool *, PetscBool *, void *), void *ctx) { 133 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data; 134 135 PetscFunctionBegin; 136 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); 137 if (func) tr->postcheck = func; 138 if (ctx) tr->postcheckctx = ctx; 139 PetscFunctionReturn(0); 140 } 141 142 /*@C 143 SNESNewtonTRGetPostCheck - Gets the post-check function 144 145 Not collective 146 147 Input Parameter: 148 . snes - the nonlinear solver context 149 150 Output Parameters: 151 + func - [optional] function evaluation routine, see for the calling sequence SNESNewtonTRPostCheck() 152 - ctx - [optional] user-defined context for private data for the function evaluation routine (may be NULL) 153 154 Level: intermediate 155 156 .seealso: `SNESNewtonTRSetPostCheck()`, `SNESNewtonTRPostCheck()` 157 @*/ 158 PetscErrorCode SNESNewtonTRGetPostCheck(SNES snes, PetscErrorCode (**func)(SNES, Vec, Vec, Vec, PetscBool *, PetscBool *, void *), void **ctx) { 159 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data; 160 161 PetscFunctionBegin; 162 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); 163 if (func) *func = tr->postcheck; 164 if (ctx) *ctx = tr->postcheckctx; 165 PetscFunctionReturn(0); 166 } 167 168 /*@C 169 SNESNewtonTRPreCheck - Called before the step has been determined in SNESNEWTONTR 170 171 Logically Collective on snes 172 173 Input Parameters: 174 + snes - the solver 175 . X - The last solution 176 - Y - The step direction 177 178 Output Parameters: 179 . changed_Y - Indicator that the step direction Y has been changed. 180 181 Level: developer 182 183 .seealso: `SNESNewtonTRSetPreCheck()`, `SNESNewtonTRGetPreCheck()` 184 @*/ 185 static PetscErrorCode SNESNewtonTRPreCheck(SNES snes, Vec X, Vec Y, PetscBool *changed_Y) { 186 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data; 187 188 PetscFunctionBegin; 189 *changed_Y = PETSC_FALSE; 190 if (tr->precheck) { 191 PetscCall((*tr->precheck)(snes, X, Y, changed_Y, tr->precheckctx)); 192 PetscValidLogicalCollectiveBool(snes, *changed_Y, 4); 193 } 194 PetscFunctionReturn(0); 195 } 196 197 /*@C 198 SNESNewtonTRPostCheck - Called after the step has been determined in SNESNEWTONTR but before the function evaluation 199 200 Logically Collective on snes 201 202 Input Parameters: 203 + snes - the solver 204 . X - The last solution 205 . Y - The full step direction 206 - W - The updated solution, W = X - Y 207 208 Output Parameters: 209 + changed_Y - indicator if step has been changed 210 - changed_W - Indicator if the new candidate solution W has been changed. 211 212 Notes: 213 If Y is changed then W is recomputed as X - Y 214 215 Level: developer 216 217 .seealso: `SNESNewtonTRSetPostCheck()`, `SNESNewtonTRGetPostCheck()` 218 @*/ 219 static PetscErrorCode SNESNewtonTRPostCheck(SNES snes, Vec X, Vec Y, Vec W, PetscBool *changed_Y, PetscBool *changed_W) { 220 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data; 221 222 PetscFunctionBegin; 223 *changed_Y = PETSC_FALSE; 224 *changed_W = PETSC_FALSE; 225 if (tr->postcheck) { 226 PetscCall((*tr->postcheck)(snes, X, Y, W, changed_Y, changed_W, tr->postcheckctx)); 227 PetscValidLogicalCollectiveBool(snes, *changed_Y, 5); 228 PetscValidLogicalCollectiveBool(snes, *changed_W, 6); 229 } 230 PetscFunctionReturn(0); 231 } 232 233 /* 234 SNESSolve_NEWTONTR - Implements Newton's Method with a very simple trust 235 region approach for solving systems of nonlinear equations. 236 237 */ 238 static PetscErrorCode SNESSolve_NEWTONTR(SNES snes) { 239 SNES_NEWTONTR *neP = (SNES_NEWTONTR *)snes->data; 240 Vec X, F, Y, G, Ytmp, W; 241 PetscInt maxits, i, lits; 242 PetscReal rho, fnorm, gnorm, gpnorm, xnorm = 0, delta, nrm, ynorm, norm1; 243 PetscScalar cnorm; 244 KSP ksp; 245 SNESConvergedReason reason = SNES_CONVERGED_ITERATING; 246 PetscBool breakout = PETSC_FALSE; 247 SNES_TR_KSPConverged_Ctx *ctx; 248 PetscErrorCode (*convtest)(KSP, PetscInt, PetscReal, KSPConvergedReason *, void *), (*convdestroy)(void *); 249 void *convctx; 250 251 PetscFunctionBegin; 252 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); 253 254 maxits = snes->max_its; /* maximum number of iterations */ 255 X = snes->vec_sol; /* solution vector */ 256 F = snes->vec_func; /* residual vector */ 257 Y = snes->work[0]; /* work vectors */ 258 G = snes->work[1]; 259 Ytmp = snes->work[2]; 260 W = snes->work[3]; 261 262 PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 263 snes->iter = 0; 264 PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 265 266 /* Set the linear stopping criteria to use the More' trick. */ 267 PetscCall(SNESGetKSP(snes, &ksp)); 268 PetscCall(KSPGetConvergenceTest(ksp, &convtest, &convctx, &convdestroy)); 269 if (convtest != SNESTR_KSPConverged_Private) { 270 PetscCall(PetscNew(&ctx)); 271 ctx->snes = snes; 272 PetscCall(KSPGetAndClearConvergenceTest(ksp, &ctx->convtest, &ctx->convctx, &ctx->convdestroy)); 273 PetscCall(KSPSetConvergenceTest(ksp, SNESTR_KSPConverged_Private, ctx, SNESTR_KSPConverged_Destroy)); 274 PetscCall(PetscInfo(snes, "Using Krylov convergence test SNESTR_KSPConverged_Private\n")); 275 } 276 277 if (!snes->vec_func_init_set) { 278 PetscCall(SNESComputeFunction(snes, X, F)); /* F(X) */ 279 } else snes->vec_func_init_set = PETSC_FALSE; 280 281 PetscCall(VecNorm(F, NORM_2, &fnorm)); /* fnorm <- || F || */ 282 SNESCheckFunctionNorm(snes, fnorm); 283 PetscCall(VecNorm(X, NORM_2, &xnorm)); /* xnorm <- || X || */ 284 PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 285 snes->norm = fnorm; 286 PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 287 delta = xnorm ? neP->delta0 * xnorm : neP->delta0; 288 neP->delta = delta; 289 PetscCall(SNESLogConvergenceHistory(snes, fnorm, 0)); 290 PetscCall(SNESMonitor(snes, 0, fnorm)); 291 292 /* test convergence */ 293 PetscUseTypeMethod(snes, converged, snes->iter, 0.0, 0.0, fnorm, &snes->reason, snes->cnvP); 294 if (snes->reason) PetscFunctionReturn(0); 295 296 for (i = 0; i < maxits; i++) { 297 /* Call general purpose update function */ 298 PetscTryTypeMethod(snes, update, snes->iter); 299 300 /* Solve J Y = F, where J is Jacobian matrix */ 301 PetscCall(SNESComputeJacobian(snes, X, snes->jacobian, snes->jacobian_pre)); 302 SNESCheckJacobianDomainerror(snes); 303 PetscCall(KSPSetOperators(snes->ksp, snes->jacobian, snes->jacobian_pre)); 304 PetscCall(KSPSolve(snes->ksp, F, Ytmp)); 305 PetscCall(KSPGetIterationNumber(snes->ksp, &lits)); 306 snes->linear_its += lits; 307 308 PetscCall(PetscInfo(snes, "iter=%" PetscInt_FMT ", linear solve iterations=%" PetscInt_FMT "\n", snes->iter, lits)); 309 PetscCall(VecNorm(Ytmp, NORM_2, &nrm)); 310 norm1 = nrm; 311 312 while (1) { 313 PetscBool changed_y; 314 PetscBool changed_w; 315 PetscCall(VecCopy(Ytmp, Y)); 316 nrm = norm1; 317 318 /* Scale Y if need be and predict new value of F norm */ 319 if (nrm >= delta) { 320 nrm = delta / nrm; 321 gpnorm = (1.0 - nrm) * fnorm; 322 cnorm = nrm; 323 PetscCall(PetscInfo(snes, "Scaling direction by %g\n", (double)nrm)); 324 PetscCall(VecScale(Y, cnorm)); 325 nrm = gpnorm; 326 ynorm = delta; 327 } else { 328 gpnorm = 0.0; 329 PetscCall(PetscInfo(snes, "Direction is in Trust Region\n")); 330 ynorm = nrm; 331 } 332 /* PreCheck() allows for updates to Y prior to W <- X - Y */ 333 PetscCall(SNESNewtonTRPreCheck(snes, X, Y, &changed_y)); 334 PetscCall(VecWAXPY(W, -1.0, Y, X)); /* W <- X - Y */ 335 PetscCall(SNESNewtonTRPostCheck(snes, X, Y, W, &changed_y, &changed_w)); 336 if (changed_y) PetscCall(VecWAXPY(W, -1.0, Y, X)); 337 PetscCall(VecCopy(Y, snes->vec_sol_update)); 338 PetscCall(SNESComputeFunction(snes, W, G)); /* F(X-Y) = G */ 339 PetscCall(VecNorm(G, NORM_2, &gnorm)); /* gnorm <- || g || */ 340 SNESCheckFunctionNorm(snes, gnorm); 341 if (fnorm == gpnorm) rho = 0.0; 342 else rho = (fnorm * fnorm - gnorm * gnorm) / (fnorm * fnorm - gpnorm * gpnorm); 343 344 /* Update size of trust region */ 345 if (rho < neP->mu) delta *= neP->delta1; 346 else if (rho < neP->eta) delta *= neP->delta2; 347 else delta *= neP->delta3; 348 PetscCall(PetscInfo(snes, "fnorm=%g, gnorm=%g, ynorm=%g\n", (double)fnorm, (double)gnorm, (double)ynorm)); 349 PetscCall(PetscInfo(snes, "gpred=%g, rho=%g, delta=%g\n", (double)gpnorm, (double)rho, (double)delta)); 350 351 neP->delta = delta; 352 if (rho > neP->sigma) break; 353 PetscCall(PetscInfo(snes, "Trying again in smaller region\n")); 354 355 /* check to see if progress is hopeless */ 356 neP->itflag = PETSC_FALSE; 357 PetscCall(SNESTR_Converged_Private(snes, snes->iter, xnorm, ynorm, fnorm, &reason, snes->cnvP)); 358 if (!reason) PetscUseTypeMethod(snes, converged, snes->iter, xnorm, ynorm, fnorm, &reason, snes->cnvP); 359 if (reason == SNES_CONVERGED_SNORM_RELATIVE) reason = SNES_DIVERGED_INNER; 360 if (reason) { 361 /* We're not progressing, so return with the current iterate */ 362 PetscCall(SNESMonitor(snes, i + 1, fnorm)); 363 breakout = PETSC_TRUE; 364 break; 365 } 366 snes->numFailures++; 367 } 368 if (!breakout) { 369 /* Update function and solution vectors */ 370 fnorm = gnorm; 371 PetscCall(VecCopy(G, F)); 372 PetscCall(VecCopy(W, X)); 373 /* Monitor convergence */ 374 PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 375 snes->iter = i + 1; 376 snes->norm = fnorm; 377 snes->xnorm = xnorm; 378 snes->ynorm = ynorm; 379 PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 380 PetscCall(SNESLogConvergenceHistory(snes, snes->norm, lits)); 381 PetscCall(SNESMonitor(snes, snes->iter, snes->norm)); 382 /* Test for convergence, xnorm = || X || */ 383 neP->itflag = PETSC_TRUE; 384 if (snes->ops->converged != SNESConvergedSkip) PetscCall(VecNorm(X, NORM_2, &xnorm)); 385 PetscUseTypeMethod(snes, converged, snes->iter, xnorm, ynorm, fnorm, &reason, snes->cnvP); 386 if (reason) break; 387 } else break; 388 } 389 390 if (i == maxits) { 391 PetscCall(PetscInfo(snes, "Maximum number of iterations has been reached: %" PetscInt_FMT "\n", maxits)); 392 if (!reason) reason = SNES_DIVERGED_MAX_IT; 393 } 394 PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 395 snes->reason = reason; 396 PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 397 if (convtest != SNESTR_KSPConverged_Private) { 398 PetscCall(KSPGetAndClearConvergenceTest(ksp, &ctx->convtest, &ctx->convctx, &ctx->convdestroy)); 399 PetscCall(PetscFree(ctx)); 400 PetscCall(KSPSetConvergenceTest(ksp, convtest, convctx, convdestroy)); 401 } 402 PetscFunctionReturn(0); 403 } 404 405 /*------------------------------------------------------------*/ 406 static PetscErrorCode SNESSetUp_NEWTONTR(SNES snes) { 407 PetscFunctionBegin; 408 PetscCall(SNESSetWorkVecs(snes, 4)); 409 PetscCall(SNESSetUpMatrices(snes)); 410 PetscFunctionReturn(0); 411 } 412 413 PetscErrorCode SNESReset_NEWTONTR(SNES snes) { 414 PetscFunctionBegin; 415 PetscFunctionReturn(0); 416 } 417 418 static PetscErrorCode SNESDestroy_NEWTONTR(SNES snes) { 419 PetscFunctionBegin; 420 PetscCall(SNESReset_NEWTONTR(snes)); 421 PetscCall(PetscFree(snes->data)); 422 PetscFunctionReturn(0); 423 } 424 /*------------------------------------------------------------*/ 425 426 static PetscErrorCode SNESSetFromOptions_NEWTONTR(SNES snes, PetscOptionItems *PetscOptionsObject) { 427 SNES_NEWTONTR *ctx = (SNES_NEWTONTR *)snes->data; 428 429 PetscFunctionBegin; 430 PetscOptionsHeadBegin(PetscOptionsObject, "SNES trust region options for nonlinear equations"); 431 PetscCall(PetscOptionsReal("-snes_trtol", "Trust region tolerance", "SNESSetTrustRegionTolerance", snes->deltatol, &snes->deltatol, NULL)); 432 PetscCall(PetscOptionsReal("-snes_tr_mu", "mu", "None", ctx->mu, &ctx->mu, NULL)); 433 PetscCall(PetscOptionsReal("-snes_tr_eta", "eta", "None", ctx->eta, &ctx->eta, NULL)); 434 PetscCall(PetscOptionsReal("-snes_tr_sigma", "sigma", "None", ctx->sigma, &ctx->sigma, NULL)); 435 PetscCall(PetscOptionsReal("-snes_tr_delta0", "delta0", "None", ctx->delta0, &ctx->delta0, NULL)); 436 PetscCall(PetscOptionsReal("-snes_tr_delta1", "delta1", "None", ctx->delta1, &ctx->delta1, NULL)); 437 PetscCall(PetscOptionsReal("-snes_tr_delta2", "delta2", "None", ctx->delta2, &ctx->delta2, NULL)); 438 PetscCall(PetscOptionsReal("-snes_tr_delta3", "delta3", "None", ctx->delta3, &ctx->delta3, NULL)); 439 PetscOptionsHeadEnd(); 440 PetscFunctionReturn(0); 441 } 442 443 static PetscErrorCode SNESView_NEWTONTR(SNES snes, PetscViewer viewer) { 444 SNES_NEWTONTR *tr = (SNES_NEWTONTR *)snes->data; 445 PetscBool iascii; 446 447 PetscFunctionBegin; 448 PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &iascii)); 449 if (iascii) { 450 PetscCall(PetscViewerASCIIPrintf(viewer, " Trust region tolerance %g (-snes_trtol)\n", (double)snes->deltatol)); 451 PetscCall(PetscViewerASCIIPrintf(viewer, " mu=%g, eta=%g, sigma=%g\n", (double)tr->mu, (double)tr->eta, (double)tr->sigma)); 452 PetscCall(PetscViewerASCIIPrintf(viewer, " delta0=%g, delta1=%g, delta2=%g, delta3=%g\n", (double)tr->delta0, (double)tr->delta1, (double)tr->delta2, (double)tr->delta3)); 453 } 454 PetscFunctionReturn(0); 455 } 456 /* ------------------------------------------------------------ */ 457 /*MC 458 SNESNEWTONTR - Newton based nonlinear solver that uses a trust region 459 460 Options Database: 461 + -snes_trtol <tol> - trust region tolerance 462 . -snes_tr_mu <mu> - trust region parameter 463 . -snes_tr_eta <eta> - trust region parameter 464 . -snes_tr_sigma <sigma> - trust region parameter 465 . -snes_tr_delta0 <delta0> - initial size of the trust region is delta0*norm2(x) 466 . -snes_tr_delta1 <delta1> - trust region parameter 467 . -snes_tr_delta2 <delta2> - trust region parameter 468 - -snes_tr_delta3 <delta3> - trust region parameter 469 470 The basic algorithm is taken from "The Minpack Project", by More', 471 Sorensen, Garbow, Hillstrom, pages 88-111 of "Sources and Development 472 of Mathematical Software", Wayne Cowell, editor. 473 474 Level: intermediate 475 476 .seealso: `SNESCreate()`, `SNES`, `SNESSetType()`, `SNESNEWTONLS`, `SNESSetTrustRegionTolerance()` 477 478 M*/ 479 PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONTR(SNES snes) { 480 SNES_NEWTONTR *neP; 481 482 PetscFunctionBegin; 483 snes->ops->setup = SNESSetUp_NEWTONTR; 484 snes->ops->solve = SNESSolve_NEWTONTR; 485 snes->ops->destroy = SNESDestroy_NEWTONTR; 486 snes->ops->setfromoptions = SNESSetFromOptions_NEWTONTR; 487 snes->ops->view = SNESView_NEWTONTR; 488 snes->ops->reset = SNESReset_NEWTONTR; 489 490 snes->usesksp = PETSC_TRUE; 491 snes->usesnpc = PETSC_FALSE; 492 493 snes->alwayscomputesfinalresidual = PETSC_TRUE; 494 495 PetscCall(PetscNewLog(snes, &neP)); 496 snes->data = (void *)neP; 497 neP->mu = 0.25; 498 neP->eta = 0.75; 499 neP->delta = 0.0; 500 neP->delta0 = 0.2; 501 neP->delta1 = 0.3; 502 neP->delta2 = 0.75; 503 neP->delta3 = 2.0; 504 neP->sigma = 0.0001; 505 neP->itflag = PETSC_FALSE; 506 neP->rnorm0 = 0.0; 507 neP->ttol = 0.0; 508 PetscFunctionReturn(0); 509 } 510