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 = KSPDefaultConverged(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,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",neP->delta,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 = KSPDefaultConvergedDestroy(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",neP->delta,xnorm,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 MatStructure flg = DIFFERENT_NONZERO_PATTERN; 93 PetscReal rho,fnorm,gnorm,gpnorm,xnorm=0,delta,nrm,ynorm,norm1; 94 PetscScalar cnorm; 95 KSP ksp; 96 SNESConvergedReason reason = SNES_CONVERGED_ITERATING; 97 PetscBool conv = PETSC_FALSE,breakout = PETSC_FALSE; 98 PetscBool domainerror; 99 100 PetscFunctionBegin; 101 maxits = snes->max_its; /* maximum number of iterations */ 102 X = snes->vec_sol; /* solution vector */ 103 F = snes->vec_func; /* residual vector */ 104 Y = snes->work[0]; /* work vectors */ 105 G = snes->work[1]; 106 Ytmp = snes->work[2]; 107 108 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 109 snes->iter = 0; 110 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 111 112 if (!snes->vec_func_init_set) { 113 ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); /* F(X) */ 114 ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr); 115 if (domainerror) { 116 snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 117 PetscFunctionReturn(0); 118 } 119 } else snes->vec_func_init_set = PETSC_FALSE; 120 121 ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- || F || */ 122 if (PetscIsInfOrNanReal(fnorm)) { 123 snes->reason = SNES_DIVERGED_FNORM_NAN; 124 PetscFunctionReturn(0); 125 } 126 127 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 128 snes->norm = fnorm; 129 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 130 delta = neP->delta0*fnorm; 131 neP->delta = delta; 132 ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr); 133 ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 134 135 /* set parameter for default relative tolerance convergence test */ 136 snes->ttol = fnorm*snes->rtol; 137 /* test convergence */ 138 ierr = (*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 139 if (snes->reason) PetscFunctionReturn(0); 140 141 /* Set the stopping criteria to use the More' trick. */ 142 ierr = PetscOptionsGetBool(NULL,"-snes_tr_ksp_regular_convergence_test",&conv,NULL);CHKERRQ(ierr); 143 if (!conv) { 144 SNES_TR_KSPConverged_Ctx *ctx; 145 ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr); 146 ierr = PetscNew(SNES_TR_KSPConverged_Ctx,&ctx);CHKERRQ(ierr); 147 ctx->snes = snes; 148 ierr = KSPDefaultConvergedCreate(&ctx->ctx);CHKERRQ(ierr); 149 ierr = KSPSetConvergenceTest(ksp,SNES_TR_KSPConverged_Private,ctx,SNES_TR_KSPConverged_Destroy);CHKERRQ(ierr); 150 ierr = PetscInfo(snes,"Using Krylov convergence test SNES_TR_KSPConverged_Private\n");CHKERRQ(ierr); 151 } 152 153 for (i=0; i<maxits; i++) { 154 155 /* Call general purpose update function */ 156 if (snes->ops->update) { 157 ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 158 } 159 160 /* Solve J Y = F, where J is Jacobian matrix */ 161 ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); 162 ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr); 163 ierr = KSPSolve(snes->ksp,F,Ytmp);CHKERRQ(ierr); 164 ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr); 165 166 snes->linear_its += lits; 167 168 ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr); 169 ierr = VecNorm(Ytmp,NORM_2,&nrm);CHKERRQ(ierr); 170 norm1 = nrm; 171 while (1) { 172 ierr = VecCopy(Ytmp,Y);CHKERRQ(ierr); 173 nrm = norm1; 174 175 /* Scale Y if need be and predict new value of F norm */ 176 if (nrm >= delta) { 177 nrm = delta/nrm; 178 gpnorm = (1.0 - nrm)*fnorm; 179 cnorm = nrm; 180 ierr = PetscInfo1(snes,"Scaling direction by %G\n",nrm);CHKERRQ(ierr); 181 ierr = VecScale(Y,cnorm);CHKERRQ(ierr); 182 nrm = gpnorm; 183 ynorm = delta; 184 } else { 185 gpnorm = 0.0; 186 ierr = PetscInfo(snes,"Direction is in Trust Region\n");CHKERRQ(ierr); 187 ynorm = nrm; 188 } 189 ierr = VecAYPX(Y,-1.0,X);CHKERRQ(ierr); /* Y <- X - Y */ 190 ierr = VecCopy(X,snes->vec_sol_update);CHKERRQ(ierr); 191 ierr = SNESComputeFunction(snes,Y,G);CHKERRQ(ierr); /* F(X) */ 192 ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr); /* gnorm <- || g || */ 193 if (fnorm == gpnorm) rho = 0.0; 194 else rho = (fnorm*fnorm - gnorm*gnorm)/(fnorm*fnorm - gpnorm*gpnorm); 195 196 /* Update size of trust region */ 197 if (rho < neP->mu) delta *= neP->delta1; 198 else if (rho < neP->eta) delta *= neP->delta2; 199 else delta *= neP->delta3; 200 ierr = PetscInfo3(snes,"fnorm=%G, gnorm=%G, ynorm=%G\n",fnorm,gnorm,ynorm);CHKERRQ(ierr); 201 ierr = PetscInfo3(snes,"gpred=%G, rho=%G, delta=%G\n",gpnorm,rho,delta);CHKERRQ(ierr); 202 203 neP->delta = delta; 204 if (rho > neP->sigma) break; 205 ierr = PetscInfo(snes,"Trying again in smaller region\n");CHKERRQ(ierr); 206 /* check to see if progress is hopeless */ 207 neP->itflag = PETSC_FALSE; 208 ierr = SNES_TR_Converged_Private(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); 209 if (!reason) { ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); } 210 if (reason) { 211 /* We're not progressing, so return with the current iterate */ 212 ierr = SNESMonitor(snes,i+1,fnorm);CHKERRQ(ierr); 213 breakout = PETSC_TRUE; 214 break; 215 } 216 snes->numFailures++; 217 } 218 if (!breakout) { 219 /* Update function and solution vectors */ 220 fnorm = gnorm; 221 ierr = VecCopy(G,F);CHKERRQ(ierr); 222 ierr = VecCopy(Y,X);CHKERRQ(ierr); 223 /* Monitor convergence */ 224 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 225 snes->iter = i+1; 226 snes->norm = fnorm; 227 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 228 ierr = SNESLogConvergenceHistory(snes,snes->norm,lits);CHKERRQ(ierr); 229 ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 230 /* Test for convergence, xnorm = || X || */ 231 neP->itflag = PETSC_TRUE; 232 if (snes->ops->converged != SNESSkipConverged) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); } 233 ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); 234 if (reason) break; 235 } else break; 236 } 237 if (i == maxits) { 238 ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr); 239 if (!reason) reason = SNES_DIVERGED_MAX_IT; 240 } 241 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 242 snes->reason = reason; 243 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 244 PetscFunctionReturn(0); 245 } 246 /*------------------------------------------------------------*/ 247 #undef __FUNCT__ 248 #define __FUNCT__ "SNESSetUp_NEWTONTR" 249 static PetscErrorCode SNESSetUp_NEWTONTR(SNES snes) 250 { 251 PetscErrorCode ierr; 252 253 PetscFunctionBegin; 254 ierr = SNESSetWorkVecs(snes,3);CHKERRQ(ierr); 255 ierr = SNESSetUpMatrices(snes);CHKERRQ(ierr); 256 PetscFunctionReturn(0); 257 } 258 259 #undef __FUNCT__ 260 #define __FUNCT__ "SNESReset_NEWTONTR" 261 PetscErrorCode SNESReset_NEWTONTR(SNES snes) 262 { 263 264 PetscFunctionBegin; 265 PetscFunctionReturn(0); 266 } 267 268 #undef __FUNCT__ 269 #define __FUNCT__ "SNESDestroy_NEWTONTR" 270 static PetscErrorCode SNESDestroy_NEWTONTR(SNES snes) 271 { 272 PetscErrorCode ierr; 273 274 PetscFunctionBegin; 275 ierr = SNESReset_NEWTONTR(snes);CHKERRQ(ierr); 276 ierr = PetscFree(snes->data);CHKERRQ(ierr); 277 PetscFunctionReturn(0); 278 } 279 /*------------------------------------------------------------*/ 280 281 #undef __FUNCT__ 282 #define __FUNCT__ "SNESSetFromOptions_NEWTONTR" 283 static PetscErrorCode SNESSetFromOptions_NEWTONTR(SNES snes) 284 { 285 SNES_NEWTONTR *ctx = (SNES_NEWTONTR*)snes->data; 286 PetscErrorCode ierr; 287 288 PetscFunctionBegin; 289 ierr = PetscOptionsHead("SNES trust region options for nonlinear equations");CHKERRQ(ierr); 290 ierr = PetscOptionsReal("-snes_trtol","Trust region tolerance","SNESSetTrustRegionTolerance",snes->deltatol,&snes->deltatol,0);CHKERRQ(ierr); 291 ierr = PetscOptionsReal("-snes_tr_mu","mu","None",ctx->mu,&ctx->mu,0);CHKERRQ(ierr); 292 ierr = PetscOptionsReal("-snes_tr_eta","eta","None",ctx->eta,&ctx->eta,0);CHKERRQ(ierr); 293 ierr = PetscOptionsReal("-snes_tr_sigma","sigma","None",ctx->sigma,&ctx->sigma,0);CHKERRQ(ierr); 294 ierr = PetscOptionsReal("-snes_tr_delta0","delta0","None",ctx->delta0,&ctx->delta0,0);CHKERRQ(ierr); 295 ierr = PetscOptionsReal("-snes_tr_delta1","delta1","None",ctx->delta1,&ctx->delta1,0);CHKERRQ(ierr); 296 ierr = PetscOptionsReal("-snes_tr_delta2","delta2","None",ctx->delta2,&ctx->delta2,0);CHKERRQ(ierr); 297 ierr = PetscOptionsReal("-snes_tr_delta3","delta3","None",ctx->delta3,&ctx->delta3,0);CHKERRQ(ierr); 298 ierr = PetscOptionsTail();CHKERRQ(ierr); 299 PetscFunctionReturn(0); 300 } 301 302 #undef __FUNCT__ 303 #define __FUNCT__ "SNESView_NEWTONTR" 304 static PetscErrorCode SNESView_NEWTONTR(SNES snes,PetscViewer viewer) 305 { 306 SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 307 PetscErrorCode ierr; 308 PetscBool iascii; 309 310 PetscFunctionBegin; 311 ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr); 312 if (iascii) { 313 ierr = PetscViewerASCIIPrintf(viewer," mu=%G, eta=%G, sigma=%G\n",tr->mu,tr->eta,tr->sigma);CHKERRQ(ierr); 314 ierr = PetscViewerASCIIPrintf(viewer," delta0=%G, delta1=%G, delta2=%G, delta3=%G\n",tr->delta0,tr->delta1,tr->delta2,tr->delta3);CHKERRQ(ierr); 315 } 316 PetscFunctionReturn(0); 317 } 318 /* ------------------------------------------------------------ */ 319 /*MC 320 SNESNEWTONTR - Newton based nonlinear solver that uses a trust region 321 322 Options Database: 323 + -snes_trtol <tol> Trust region tolerance 324 . -snes_tr_mu <mu> 325 . -snes_tr_eta <eta> 326 . -snes_tr_sigma <sigma> 327 . -snes_tr_delta0 <delta0> 328 . -snes_tr_delta1 <delta1> 329 . -snes_tr_delta2 <delta2> 330 - -snes_tr_delta3 <delta3> 331 332 The basic algorithm is taken from "The Minpack Project", by More', 333 Sorensen, Garbow, Hillstrom, pages 88-111 of "Sources and Development 334 of Mathematical Software", Wayne Cowell, editor. 335 336 This is intended as a model implementation, since it does not 337 necessarily have many of the bells and whistles of other 338 implementations. 339 340 Level: intermediate 341 342 .seealso: SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESSetTrustRegionTolerance() 343 344 M*/ 345 #undef __FUNCT__ 346 #define __FUNCT__ "SNESCreate_NEWTONTR" 347 PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONTR(SNES snes) 348 { 349 SNES_NEWTONTR *neP; 350 PetscErrorCode ierr; 351 352 PetscFunctionBegin; 353 snes->ops->setup = SNESSetUp_NEWTONTR; 354 snes->ops->solve = SNESSolve_NEWTONTR; 355 snes->ops->destroy = SNESDestroy_NEWTONTR; 356 snes->ops->setfromoptions = SNESSetFromOptions_NEWTONTR; 357 snes->ops->view = SNESView_NEWTONTR; 358 snes->ops->reset = SNESReset_NEWTONTR; 359 360 snes->usesksp = PETSC_TRUE; 361 snes->usespc = PETSC_FALSE; 362 363 ierr = PetscNewLog(snes,SNES_NEWTONTR,&neP);CHKERRQ(ierr); 364 snes->data = (void*)neP; 365 neP->mu = 0.25; 366 neP->eta = 0.75; 367 neP->delta = 0.0; 368 neP->delta0 = 0.2; 369 neP->delta1 = 0.3; 370 neP->delta2 = 0.75; 371 neP->delta3 = 2.0; 372 neP->sigma = 0.0001; 373 neP->itflag = PETSC_FALSE; 374 neP->rnorm0 = 0.0; 375 neP->ttol = 0.0; 376 PetscFunctionReturn(0); 377 } 378 379