xref: /petsc/src/snes/impls/tr/tr.c (revision db2b9530cea7203cdddcdfcaf19eada576ef3459)
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 {
13   SNES_TR_KSPConverged_Ctx *ctx = (SNES_TR_KSPConverged_Ctx*)cctx;
14   SNES                     snes = ctx->snes;
15   SNES_NEWTONTR            *neP = (SNES_NEWTONTR*)snes->data;
16   Vec                      x;
17   PetscReal                nrm;
18   PetscErrorCode           ierr;
19 
20   PetscFunctionBegin;
21   ierr = (*ctx->convtest)(ksp,n,rnorm,reason,ctx->convctx);CHKERRQ(ierr);
22   if (*reason) {
23     ierr = PetscInfo(snes,"Default or user provided convergence test KSP iterations=%D, rnorm=%g\n",n,(double)rnorm);CHKERRQ(ierr);
24   }
25   /* Determine norm of solution */
26   ierr = KSPBuildSolution(ksp,NULL,&x);CHKERRQ(ierr);
27   ierr = VecNorm(x,NORM_2,&nrm);CHKERRQ(ierr);
28   if (nrm >= neP->delta) {
29     ierr    = PetscInfo(snes,"Ending linear iteration early, delta=%g, length=%g\n",(double)neP->delta,(double)nrm);CHKERRQ(ierr);
30     *reason = KSP_CONVERGED_STEP_LENGTH;
31   }
32   PetscFunctionReturn(0);
33 }
34 
35 static PetscErrorCode SNESTR_KSPConverged_Destroy(void *cctx)
36 {
37   SNES_TR_KSPConverged_Ctx *ctx = (SNES_TR_KSPConverged_Ctx*)cctx;
38   PetscErrorCode           ierr;
39 
40   PetscFunctionBegin;
41   ierr = (*ctx->convdestroy)(ctx->convctx);CHKERRQ(ierr);
42   ierr = PetscFree(ctx);CHKERRQ(ierr);
43   PetscFunctionReturn(0);
44 }
45 
46 /* ---------------------------------------------------------------- */
47 /*
48    SNESTR_Converged_Private -test convergence JUST for
49    the trust region tolerance.
50 
51 */
52 static PetscErrorCode SNESTR_Converged_Private(SNES snes,PetscInt it,PetscReal xnorm,PetscReal pnorm,PetscReal fnorm,SNESConvergedReason *reason,void *dummy)
53 {
54   SNES_NEWTONTR  *neP = (SNES_NEWTONTR*)snes->data;
55   PetscErrorCode ierr;
56 
57   PetscFunctionBegin;
58   *reason = SNES_CONVERGED_ITERATING;
59   if (neP->delta < xnorm * snes->deltatol) {
60     ierr    = PetscInfo(snes,"Converged due to trust region param %g<%g*%g\n",(double)neP->delta,(double)xnorm,(double)snes->deltatol);CHKERRQ(ierr);
61     *reason = SNES_DIVERGED_TR_DELTA;
62   } else if (snes->nfuncs >= snes->max_funcs && snes->max_funcs >= 0) {
63     ierr    = PetscInfo(snes,"Exceeded maximum number of function evaluations: %D\n",snes->max_funcs);CHKERRQ(ierr);
64     *reason = SNES_DIVERGED_FUNCTION_COUNT;
65   }
66   PetscFunctionReturn(0);
67 }
68 
69 /*@C
70    SNESNewtonTRSetPreCheck - Sets a user function that is called before the search step has been determined.
71        Allows the user a chance to change or override the decision of the line search routine.
72 
73    Logically Collective on snes
74 
75    Input Parameters:
76 +  snes - the nonlinear solver object
77 .  func - [optional] function evaluation routine, see SNESNewtonTRPreCheck()  for the calling sequence
78 -  ctx  - [optional] user-defined context for private data for the function evaluation routine (may be NULL)
79 
80    Level: intermediate
81 
82    Note: This function is called BEFORE the function evaluation within the SNESNEWTONTR solver.
83 
84 .seealso: SNESNewtonTRPreCheck(), SNESNewtonTRGetPreCheck(), SNESNewtonTRSetPostCheck(), SNESNewtonTRGetPostCheck()
85 @*/
86 PetscErrorCode  SNESNewtonTRSetPreCheck(SNES snes, PetscErrorCode (*func)(SNES,Vec,Vec,PetscBool*,void*),void *ctx)
87 {
88   SNES_NEWTONTR  *tr = (SNES_NEWTONTR*)snes->data;
89 
90   PetscFunctionBegin;
91   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
92   if (func) tr->precheck    = func;
93   if (ctx)  tr->precheckctx = ctx;
94   PetscFunctionReturn(0);
95 }
96 
97 /*@C
98    SNESNewtonTRGetPreCheck - Gets the pre-check function
99 
100    Not collective
101 
102    Input Parameter:
103 .  snes - the nonlinear solver context
104 
105    Output Parameters:
106 +  func - [optional] function evaluation routine, see for the calling sequence SNESNewtonTRPreCheck()
107 -  ctx  - [optional] user-defined context for private data for the function evaluation routine (may be NULL)
108 
109    Level: intermediate
110 
111 .seealso: SNESNewtonTRSetPreCheck(), SNESNewtonTRPreCheck()
112 @*/
113 PetscErrorCode  SNESNewtonTRGetPreCheck(SNES snes, PetscErrorCode (**func)(SNES,Vec,Vec,PetscBool*,void*),void **ctx)
114 {
115   SNES_NEWTONTR  *tr = (SNES_NEWTONTR*)snes->data;
116 
117   PetscFunctionBegin;
118   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
119   if (func) *func = tr->precheck;
120   if (ctx)  *ctx  = tr->precheckctx;
121   PetscFunctionReturn(0);
122 }
123 
124 /*@C
125    SNESNewtonTRSetPostCheck - Sets a user function that is called after the search step has been determined but before the next
126        function evaluation. Allows the user a chance to change or override the decision of the line search routine
127 
128    Logically Collective on snes
129 
130    Input Parameters:
131 +  snes - the nonlinear solver object
132 .  func - [optional] function evaluation routine, see SNESNewtonTRPostCheck()  for the calling sequence
133 -  ctx  - [optional] user-defined context for private data for the function evaluation routine (may be NULL)
134 
135    Level: intermediate
136 
137    Note: This function is called BEFORE the function evaluation within the SNESNEWTONTR solver while the function set in
138    SNESLineSearchSetPostCheck() is called AFTER the function evaluation.
139 
140 .seealso: SNESNewtonTRPostCheck(), SNESNewtonTRGetPostCheck()
141 @*/
142 PetscErrorCode  SNESNewtonTRSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,PetscBool*,PetscBool*,void*),void *ctx)
143 {
144   SNES_NEWTONTR  *tr = (SNES_NEWTONTR*)snes->data;
145 
146   PetscFunctionBegin;
147   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
148   if (func) tr->postcheck    = func;
149   if (ctx)  tr->postcheckctx = ctx;
150   PetscFunctionReturn(0);
151 }
152 
153 /*@C
154    SNESNewtonTRGetPostCheck - Gets the post-check function
155 
156    Not collective
157 
158    Input Parameter:
159 .  snes - the nonlinear solver context
160 
161    Output Parameters:
162 +  func - [optional] function evaluation routine, see for the calling sequence SNESNewtonTRPostCheck()
163 -  ctx  - [optional] user-defined context for private data for the function evaluation routine (may be NULL)
164 
165    Level: intermediate
166 
167 .seealso: SNESNewtonTRSetPostCheck(), SNESNewtonTRPostCheck()
168 @*/
169 PetscErrorCode  SNESNewtonTRGetPostCheck(SNES snes,PetscErrorCode (**func)(SNES,Vec,Vec,Vec,PetscBool*,PetscBool*,void*),void **ctx)
170 {
171   SNES_NEWTONTR  *tr = (SNES_NEWTONTR*)snes->data;
172 
173   PetscFunctionBegin;
174   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
175   if (func) *func = tr->postcheck;
176   if (ctx)  *ctx  = tr->postcheckctx;
177   PetscFunctionReturn(0);
178 }
179 
180 /*@C
181    SNESNewtonTRPreCheck - Called before the step has been determined in SNESNEWTONTR
182 
183    Logically Collective on snes
184 
185    Input Parameters:
186 +  snes - the solver
187 .  X - The last solution
188 -  Y - The step direction
189 
190    Output Parameters:
191 .  changed_Y - Indicator that the step direction Y has been changed.
192 
193    Level: developer
194 
195 .seealso: SNESNewtonTRSetPreCheck(), SNESNewtonTRGetPreCheck()
196 @*/
197 static PetscErrorCode SNESNewtonTRPreCheck(SNES snes,Vec X,Vec Y,PetscBool *changed_Y)
198 {
199   SNES_NEWTONTR  *tr = (SNES_NEWTONTR*)snes->data;
200   PetscErrorCode ierr;
201 
202   PetscFunctionBegin;
203   *changed_Y = PETSC_FALSE;
204   if (tr->precheck) {
205     ierr = (*tr->precheck)(snes,X,Y,changed_Y,tr->precheckctx);CHKERRQ(ierr);
206     PetscValidLogicalCollectiveBool(snes,*changed_Y,4);
207   }
208   PetscFunctionReturn(0);
209 }
210 
211 /*@C
212    SNESNewtonTRPostCheck - Called after the step has been determined in SNESNEWTONTR but before the function evaluation
213 
214    Logically Collective on snes
215 
216    Input Parameters:
217 +  snes - the solver
218 .  X - The last solution
219 .  Y - The full step direction
220 -  W - The updated solution, W = X - Y
221 
222    Output Parameters:
223 +  changed_Y - indicator if step has been changed
224 -  changed_W - Indicator if the new candidate solution W has been changed.
225 
226    Notes:
227      If Y is changed then W is recomputed as X - Y
228 
229    Level: developer
230 
231 .seealso: SNESNewtonTRSetPostCheck(), SNESNewtonTRGetPostCheck()
232 @*/
233 static PetscErrorCode SNESNewtonTRPostCheck(SNES snes,Vec X,Vec Y,Vec W,PetscBool *changed_Y,PetscBool *changed_W)
234 {
235   SNES_NEWTONTR  *tr = (SNES_NEWTONTR*)snes->data;
236   PetscErrorCode ierr;
237 
238   PetscFunctionBegin;
239   *changed_Y = PETSC_FALSE;
240   *changed_W = PETSC_FALSE;
241   if (tr->postcheck) {
242     ierr = (*tr->postcheck)(snes,X,Y,W,changed_Y,changed_W,tr->postcheckctx);CHKERRQ(ierr);
243     PetscValidLogicalCollectiveBool(snes,*changed_Y,5);
244     PetscValidLogicalCollectiveBool(snes,*changed_W,6);
245   }
246   PetscFunctionReturn(0);
247 }
248 
249 /*
250    SNESSolve_NEWTONTR - Implements Newton's Method with a very simple trust
251    region approach for solving systems of nonlinear equations.
252 
253 */
254 static PetscErrorCode SNESSolve_NEWTONTR(SNES snes)
255 {
256   SNES_NEWTONTR            *neP = (SNES_NEWTONTR*)snes->data;
257   Vec                      X,F,Y,G,Ytmp,W;
258   PetscErrorCode           ierr;
259   PetscInt                 maxits,i,lits;
260   PetscReal                rho,fnorm,gnorm,gpnorm,xnorm=0,delta,nrm,ynorm,norm1;
261   PetscScalar              cnorm;
262   KSP                      ksp;
263   SNESConvergedReason      reason = SNES_CONVERGED_ITERATING;
264   PetscBool                breakout = PETSC_FALSE;
265   SNES_TR_KSPConverged_Ctx *ctx;
266   PetscErrorCode           (*convtest)(KSP,PetscInt,PetscReal,KSPConvergedReason*,void*),(*convdestroy)(void*);
267   void                     *convctx;
268 
269   PetscFunctionBegin;
270   PetscCheckFalse(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);
271 
272   maxits = snes->max_its;               /* maximum number of iterations */
273   X      = snes->vec_sol;               /* solution vector */
274   F      = snes->vec_func;              /* residual vector */
275   Y      = snes->work[0];               /* work vectors */
276   G      = snes->work[1];
277   Ytmp   = snes->work[2];
278   W      = snes->work[3];
279 
280   ierr       = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
281   snes->iter = 0;
282   ierr       = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
283 
284   /* Set the linear stopping criteria to use the More' trick. */
285   ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr);
286   ierr = KSPGetConvergenceTest(ksp,&convtest,&convctx,&convdestroy);CHKERRQ(ierr);
287   if (convtest != SNESTR_KSPConverged_Private) {
288     ierr                  = PetscNew(&ctx);CHKERRQ(ierr);
289     ctx->snes             = snes;
290     ierr                  = KSPGetAndClearConvergenceTest(ksp,&ctx->convtest,&ctx->convctx,&ctx->convdestroy);CHKERRQ(ierr);
291     ierr                  = KSPSetConvergenceTest(ksp,SNESTR_KSPConverged_Private,ctx,SNESTR_KSPConverged_Destroy);CHKERRQ(ierr);
292     ierr                  = PetscInfo(snes,"Using Krylov convergence test SNESTR_KSPConverged_Private\n");CHKERRQ(ierr);
293   }
294 
295   if (!snes->vec_func_init_set) {
296     ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);          /* F(X) */
297   } else snes->vec_func_init_set = PETSC_FALSE;
298 
299   ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);             /* fnorm <- || F || */
300   SNESCheckFunctionNorm(snes,fnorm);
301   ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr);             /* xnorm <- || X || */
302   ierr       = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
303   snes->norm = fnorm;
304   ierr       = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
305   delta      = xnorm ? neP->delta0*xnorm : neP->delta0;
306   neP->delta = delta;
307   ierr       = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr);
308   ierr       = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);
309 
310   /* test convergence */
311   ierr = (*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
312   if (snes->reason) PetscFunctionReturn(0);
313 
314   for (i=0; i<maxits; i++) {
315 
316     /* Call general purpose update function */
317     if (snes->ops->update) {
318       ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
319     }
320 
321     /* Solve J Y = F, where J is Jacobian matrix */
322     ierr = SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr);
323     SNESCheckJacobianDomainerror(snes);
324     ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr);
325     ierr = KSPSolve(snes->ksp,F,Ytmp);CHKERRQ(ierr);
326     ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr);
327     snes->linear_its += lits;
328 
329     ierr  = PetscInfo(snes,"iter=%" PetscInt_FMT ", linear solve iterations=%" PetscInt_FMT "\n",snes->iter,lits);CHKERRQ(ierr);
330     ierr  = VecNorm(Ytmp,NORM_2,&nrm);CHKERRQ(ierr);
331     norm1 = nrm;
332 
333     while (1) {
334       PetscBool changed_y;
335       PetscBool changed_w;
336       ierr = VecCopy(Ytmp,Y);CHKERRQ(ierr);
337       nrm  = norm1;
338 
339       /* Scale Y if need be and predict new value of F norm */
340       if (nrm >= delta) {
341         nrm    = delta/nrm;
342         gpnorm = (1.0 - nrm)*fnorm;
343         cnorm  = nrm;
344         ierr   = PetscInfo(snes,"Scaling direction by %g\n",(double)nrm);CHKERRQ(ierr);
345         ierr   = VecScale(Y,cnorm);CHKERRQ(ierr);
346         nrm    = gpnorm;
347         ynorm  = delta;
348       } else {
349         gpnorm = 0.0;
350         ierr   = PetscInfo(snes,"Direction is in Trust Region\n");CHKERRQ(ierr);
351         ynorm  = nrm;
352       }
353       /* PreCheck() allows for updates to Y prior to W <- X - Y */
354       ierr = SNESNewtonTRPreCheck(snes,X,Y,&changed_y);CHKERRQ(ierr);
355       ierr = VecWAXPY(W,-1.0,Y,X);CHKERRQ(ierr);         /* W <- X - Y */
356       ierr = SNESNewtonTRPostCheck(snes,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr);
357       if (changed_y) {ierr = VecWAXPY(W,-1.0,Y,X);CHKERRQ(ierr);}
358       ierr = VecCopy(Y,snes->vec_sol_update);CHKERRQ(ierr);
359       ierr = SNESComputeFunction(snes,W,G);CHKERRQ(ierr); /*  F(X-Y) = G */
360       ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);      /* gnorm <- || g || */
361       SNESCheckFunctionNorm(snes,gnorm);
362       if (fnorm == gpnorm) rho = 0.0;
363       else rho = (fnorm*fnorm - gnorm*gnorm)/(fnorm*fnorm - gpnorm*gpnorm);
364 
365       /* Update size of trust region */
366       if      (rho < neP->mu)  delta *= neP->delta1;
367       else if (rho < neP->eta) delta *= neP->delta2;
368       else                     delta *= neP->delta3;
369       ierr = PetscInfo(snes,"fnorm=%g, gnorm=%g, ynorm=%g\n",(double)fnorm,(double)gnorm,(double)ynorm);CHKERRQ(ierr);
370       ierr = PetscInfo(snes,"gpred=%g, rho=%g, delta=%g\n",(double)gpnorm,(double)rho,(double)delta);CHKERRQ(ierr);
371 
372       neP->delta = delta;
373       if (rho > neP->sigma) break;
374       ierr = PetscInfo(snes,"Trying again in smaller region\n");CHKERRQ(ierr);
375 
376       /* check to see if progress is hopeless */
377       neP->itflag = PETSC_FALSE;
378       ierr        = SNESTR_Converged_Private(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr);
379       if (!reason) {ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr);}
380       if (reason == SNES_CONVERGED_SNORM_RELATIVE) reason = SNES_DIVERGED_INNER;
381       if (reason) {
382         /* We're not progressing, so return with the current iterate */
383         ierr     = SNESMonitor(snes,i+1,fnorm);CHKERRQ(ierr);
384         breakout = PETSC_TRUE;
385         break;
386       }
387       snes->numFailures++;
388     }
389     if (!breakout) {
390       /* Update function and solution vectors */
391       fnorm = gnorm;
392       ierr  = VecCopy(G,F);CHKERRQ(ierr);
393       ierr  = VecCopy(W,X);CHKERRQ(ierr);
394       /* Monitor convergence */
395       ierr       = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
396       snes->iter = i+1;
397       snes->norm = fnorm;
398       snes->xnorm = xnorm;
399       snes->ynorm = ynorm;
400       ierr       = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
401       ierr       = SNESLogConvergenceHistory(snes,snes->norm,lits);CHKERRQ(ierr);
402       ierr       = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
403       /* Test for convergence, xnorm = || X || */
404       neP->itflag = PETSC_TRUE;
405       if (snes->ops->converged != SNESConvergedSkip) {ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr);}
406       ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr);
407       if (reason) break;
408     } else break;
409   }
410 
411   if (i == maxits) {
412     ierr = PetscInfo(snes,"Maximum number of iterations has been reached: %" PetscInt_FMT "\n",maxits);CHKERRQ(ierr);
413     if (!reason) reason = SNES_DIVERGED_MAX_IT;
414   }
415   ierr         = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
416   snes->reason = reason;
417   ierr         = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
418   if (convtest != SNESTR_KSPConverged_Private) {
419     ierr       = KSPGetAndClearConvergenceTest(ksp,&ctx->convtest,&ctx->convctx,&ctx->convdestroy);CHKERRQ(ierr);
420     ierr       = PetscFree(ctx);CHKERRQ(ierr);
421     ierr       = KSPSetConvergenceTest(ksp,convtest,convctx,convdestroy);CHKERRQ(ierr);
422   }
423   PetscFunctionReturn(0);
424 }
425 
426 /*------------------------------------------------------------*/
427 static PetscErrorCode SNESSetUp_NEWTONTR(SNES snes)
428 {
429   PetscErrorCode ierr;
430 
431   PetscFunctionBegin;
432   ierr = SNESSetWorkVecs(snes,4);CHKERRQ(ierr);
433   ierr = SNESSetUpMatrices(snes);CHKERRQ(ierr);
434   PetscFunctionReturn(0);
435 }
436 
437 PetscErrorCode SNESReset_NEWTONTR(SNES snes)
438 {
439 
440   PetscFunctionBegin;
441   PetscFunctionReturn(0);
442 }
443 
444 static PetscErrorCode SNESDestroy_NEWTONTR(SNES snes)
445 {
446   PetscErrorCode ierr;
447 
448   PetscFunctionBegin;
449   ierr = SNESReset_NEWTONTR(snes);CHKERRQ(ierr);
450   ierr = PetscFree(snes->data);CHKERRQ(ierr);
451   PetscFunctionReturn(0);
452 }
453 /*------------------------------------------------------------*/
454 
455 static PetscErrorCode SNESSetFromOptions_NEWTONTR(PetscOptionItems *PetscOptionsObject,SNES snes)
456 {
457   SNES_NEWTONTR  *ctx = (SNES_NEWTONTR*)snes->data;
458   PetscErrorCode ierr;
459 
460   PetscFunctionBegin;
461   ierr = PetscOptionsHead(PetscOptionsObject,"SNES trust region options for nonlinear equations");CHKERRQ(ierr);
462   ierr = PetscOptionsReal("-snes_trtol","Trust region tolerance","SNESSetTrustRegionTolerance",snes->deltatol,&snes->deltatol,NULL);CHKERRQ(ierr);
463   ierr = PetscOptionsReal("-snes_tr_mu","mu","None",ctx->mu,&ctx->mu,NULL);CHKERRQ(ierr);
464   ierr = PetscOptionsReal("-snes_tr_eta","eta","None",ctx->eta,&ctx->eta,NULL);CHKERRQ(ierr);
465   ierr = PetscOptionsReal("-snes_tr_sigma","sigma","None",ctx->sigma,&ctx->sigma,NULL);CHKERRQ(ierr);
466   ierr = PetscOptionsReal("-snes_tr_delta0","delta0","None",ctx->delta0,&ctx->delta0,NULL);CHKERRQ(ierr);
467   ierr = PetscOptionsReal("-snes_tr_delta1","delta1","None",ctx->delta1,&ctx->delta1,NULL);CHKERRQ(ierr);
468   ierr = PetscOptionsReal("-snes_tr_delta2","delta2","None",ctx->delta2,&ctx->delta2,NULL);CHKERRQ(ierr);
469   ierr = PetscOptionsReal("-snes_tr_delta3","delta3","None",ctx->delta3,&ctx->delta3,NULL);CHKERRQ(ierr);
470   ierr = PetscOptionsTail();CHKERRQ(ierr);
471   PetscFunctionReturn(0);
472 }
473 
474 static PetscErrorCode SNESView_NEWTONTR(SNES snes,PetscViewer viewer)
475 {
476   SNES_NEWTONTR  *tr = (SNES_NEWTONTR*)snes->data;
477   PetscErrorCode ierr;
478   PetscBool      iascii;
479 
480   PetscFunctionBegin;
481   ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
482   if (iascii) {
483     ierr = PetscViewerASCIIPrintf(viewer,"  Trust region tolerance (-snes_trtol)\n",(double)snes->deltatol);CHKERRQ(ierr);
484     ierr = PetscViewerASCIIPrintf(viewer,"  mu=%g, eta=%g, sigma=%g\n",(double)tr->mu,(double)tr->eta,(double)tr->sigma);CHKERRQ(ierr);
485     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);
486   }
487   PetscFunctionReturn(0);
488 }
489 /* ------------------------------------------------------------ */
490 /*MC
491       SNESNEWTONTR - Newton based nonlinear solver that uses a trust region
492 
493    Options Database:
494 +    -snes_trtol <tol> - trust region tolerance
495 .    -snes_tr_mu <mu> - trust region parameter
496 .    -snes_tr_eta <eta> - trust region parameter
497 .    -snes_tr_sigma <sigma> - trust region parameter
498 .    -snes_tr_delta0 <delta0> -  initial size of the trust region is delta0*norm2(x)
499 .    -snes_tr_delta1 <delta1> - trust region parameter
500 .    -snes_tr_delta2 <delta2> - trust region parameter
501 -    -snes_tr_delta3 <delta3> - trust region parameter
502 
503    The basic algorithm is taken from "The Minpack Project", by More',
504    Sorensen, Garbow, Hillstrom, pages 88-111 of "Sources and Development
505    of Mathematical Software", Wayne Cowell, editor.
506 
507    Level: intermediate
508 
509 .seealso:  SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESSetTrustRegionTolerance()
510 
511 M*/
512 PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONTR(SNES snes)
513 {
514   SNES_NEWTONTR  *neP;
515   PetscErrorCode ierr;
516 
517   PetscFunctionBegin;
518   snes->ops->setup          = SNESSetUp_NEWTONTR;
519   snes->ops->solve          = SNESSolve_NEWTONTR;
520   snes->ops->destroy        = SNESDestroy_NEWTONTR;
521   snes->ops->setfromoptions = SNESSetFromOptions_NEWTONTR;
522   snes->ops->view           = SNESView_NEWTONTR;
523   snes->ops->reset          = SNESReset_NEWTONTR;
524 
525   snes->usesksp = PETSC_TRUE;
526   snes->usesnpc = PETSC_FALSE;
527 
528   snes->alwayscomputesfinalresidual = PETSC_TRUE;
529 
530   ierr        = PetscNewLog(snes,&neP);CHKERRQ(ierr);
531   snes->data  = (void*)neP;
532   neP->mu     = 0.25;
533   neP->eta    = 0.75;
534   neP->delta  = 0.0;
535   neP->delta0 = 0.2;
536   neP->delta1 = 0.3;
537   neP->delta2 = 0.75;
538   neP->delta3 = 2.0;
539   neP->sigma  = 0.0001;
540   neP->itflag = PETSC_FALSE;
541   neP->rnorm0 = 0.0;
542   neP->ttol   = 0.0;
543   PetscFunctionReturn(0);
544 }
545