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 98 PetscFunctionBegin; 99 100 if (snes->xl || snes->xu || snes->ops->computevariablebounds) { 101 SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name); 102 } 103 104 maxits = snes->max_its; /* maximum number of iterations */ 105 X = snes->vec_sol; /* solution vector */ 106 F = snes->vec_func; /* residual vector */ 107 Y = snes->work[0]; /* work vectors */ 108 G = snes->work[1]; 109 Ytmp = snes->work[2]; 110 111 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 112 snes->iter = 0; 113 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 114 115 if (!snes->vec_func_init_set) { 116 ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); /* F(X) */ 117 } else snes->vec_func_init_set = PETSC_FALSE; 118 119 ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- || F || */ 120 SNESCheckFunctionNorm(snes,fnorm); 121 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 122 snes->norm = fnorm; 123 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 124 delta = neP->delta0*fnorm; 125 neP->delta = delta; 126 ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr); 127 ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 128 129 /* test convergence */ 130 ierr = (*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 131 if (snes->reason) PetscFunctionReturn(0); 132 133 /* Set the stopping criteria to use the More' trick. */ 134 ierr = PetscOptionsGetBool(NULL,"-snes_tr_ksp_regular_convergence_test",&conv,NULL);CHKERRQ(ierr); 135 if (!conv) { 136 SNES_TR_KSPConverged_Ctx *ctx; 137 ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr); 138 ierr = PetscNew(&ctx);CHKERRQ(ierr); 139 ctx->snes = snes; 140 ierr = KSPConvergedDefaultCreate(&ctx->ctx);CHKERRQ(ierr); 141 ierr = KSPSetConvergenceTest(ksp,SNES_TR_KSPConverged_Private,ctx,SNES_TR_KSPConverged_Destroy);CHKERRQ(ierr); 142 ierr = PetscInfo(snes,"Using Krylov convergence test SNES_TR_KSPConverged_Private\n");CHKERRQ(ierr); 143 } 144 145 for (i=0; i<maxits; i++) { 146 147 /* Call general purpose update function */ 148 if (snes->ops->update) { 149 ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 150 } 151 152 /* Solve J Y = F, where J is Jacobian matrix */ 153 ierr = SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); 154 ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); 155 ierr = KSPSolve(snes->ksp,F,Ytmp);CHKERRQ(ierr); 156 ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr); 157 158 snes->linear_its += lits; 159 160 ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr); 161 ierr = VecNorm(Ytmp,NORM_2,&nrm);CHKERRQ(ierr); 162 norm1 = nrm; 163 while (1) { 164 ierr = VecCopy(Ytmp,Y);CHKERRQ(ierr); 165 nrm = norm1; 166 167 /* Scale Y if need be and predict new value of F norm */ 168 if (nrm >= delta) { 169 nrm = delta/nrm; 170 gpnorm = (1.0 - nrm)*fnorm; 171 cnorm = nrm; 172 ierr = PetscInfo1(snes,"Scaling direction by %g\n",(double)nrm);CHKERRQ(ierr); 173 ierr = VecScale(Y,cnorm);CHKERRQ(ierr); 174 nrm = gpnorm; 175 ynorm = delta; 176 } else { 177 gpnorm = 0.0; 178 ierr = PetscInfo(snes,"Direction is in Trust Region\n");CHKERRQ(ierr); 179 ynorm = nrm; 180 } 181 ierr = VecAYPX(Y,-1.0,X);CHKERRQ(ierr); /* Y <- X - Y */ 182 ierr = VecCopy(X,snes->vec_sol_update);CHKERRQ(ierr); 183 ierr = SNESComputeFunction(snes,Y,G);CHKERRQ(ierr); /* F(X) */ 184 ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr); /* gnorm <- || g || */ 185 if (fnorm == gpnorm) rho = 0.0; 186 else rho = (fnorm*fnorm - gnorm*gnorm)/(fnorm*fnorm - gpnorm*gpnorm); 187 188 /* Update size of trust region */ 189 if (rho < neP->mu) delta *= neP->delta1; 190 else if (rho < neP->eta) delta *= neP->delta2; 191 else delta *= neP->delta3; 192 ierr = PetscInfo3(snes,"fnorm=%g, gnorm=%g, ynorm=%g\n",(double)fnorm,(double)gnorm,(double)ynorm);CHKERRQ(ierr); 193 ierr = PetscInfo3(snes,"gpred=%g, rho=%g, delta=%g\n",(double)gpnorm,(double)rho,(double)delta);CHKERRQ(ierr); 194 195 neP->delta = delta; 196 if (rho > neP->sigma) break; 197 ierr = PetscInfo(snes,"Trying again in smaller region\n");CHKERRQ(ierr); 198 /* check to see if progress is hopeless */ 199 neP->itflag = PETSC_FALSE; 200 ierr = SNES_TR_Converged_Private(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); 201 if (!reason) { ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); } 202 if (reason) { 203 /* We're not progressing, so return with the current iterate */ 204 ierr = SNESMonitor(snes,i+1,fnorm);CHKERRQ(ierr); 205 breakout = PETSC_TRUE; 206 break; 207 } 208 snes->numFailures++; 209 } 210 if (!breakout) { 211 /* Update function and solution vectors */ 212 fnorm = gnorm; 213 ierr = VecCopy(G,F);CHKERRQ(ierr); 214 ierr = VecCopy(Y,X);CHKERRQ(ierr); 215 /* Monitor convergence */ 216 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 217 snes->iter = i+1; 218 snes->norm = fnorm; 219 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 220 ierr = SNESLogConvergenceHistory(snes,snes->norm,lits);CHKERRQ(ierr); 221 ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 222 /* Test for convergence, xnorm = || X || */ 223 neP->itflag = PETSC_TRUE; 224 if (snes->ops->converged != SNESConvergedSkip) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); } 225 ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); 226 if (reason) break; 227 } else break; 228 } 229 if (i == maxits) { 230 ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr); 231 if (!reason) reason = SNES_DIVERGED_MAX_IT; 232 } 233 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 234 snes->reason = reason; 235 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 236 PetscFunctionReturn(0); 237 } 238 /*------------------------------------------------------------*/ 239 #undef __FUNCT__ 240 #define __FUNCT__ "SNESSetUp_NEWTONTR" 241 static PetscErrorCode SNESSetUp_NEWTONTR(SNES snes) 242 { 243 PetscErrorCode ierr; 244 245 PetscFunctionBegin; 246 ierr = SNESSetWorkVecs(snes,3);CHKERRQ(ierr); 247 ierr = SNESSetUpMatrices(snes);CHKERRQ(ierr); 248 PetscFunctionReturn(0); 249 } 250 251 #undef __FUNCT__ 252 #define __FUNCT__ "SNESReset_NEWTONTR" 253 PetscErrorCode SNESReset_NEWTONTR(SNES snes) 254 { 255 256 PetscFunctionBegin; 257 PetscFunctionReturn(0); 258 } 259 260 #undef __FUNCT__ 261 #define __FUNCT__ "SNESDestroy_NEWTONTR" 262 static PetscErrorCode SNESDestroy_NEWTONTR(SNES snes) 263 { 264 PetscErrorCode ierr; 265 266 PetscFunctionBegin; 267 ierr = SNESReset_NEWTONTR(snes);CHKERRQ(ierr); 268 ierr = PetscFree(snes->data);CHKERRQ(ierr); 269 PetscFunctionReturn(0); 270 } 271 /*------------------------------------------------------------*/ 272 273 #undef __FUNCT__ 274 #define __FUNCT__ "SNESSetFromOptions_NEWTONTR" 275 static PetscErrorCode SNESSetFromOptions_NEWTONTR(PetscOptions *PetscOptionsObject,SNES snes) 276 { 277 SNES_NEWTONTR *ctx = (SNES_NEWTONTR*)snes->data; 278 PetscErrorCode ierr; 279 280 PetscFunctionBegin; 281 ierr = PetscOptionsHead(PetscOptionsObject,"SNES trust region options for nonlinear equations");CHKERRQ(ierr); 282 ierr = PetscOptionsReal("-snes_trtol","Trust region tolerance","SNESSetTrustRegionTolerance",snes->deltatol,&snes->deltatol,NULL);CHKERRQ(ierr); 283 ierr = PetscOptionsReal("-snes_tr_mu","mu","None",ctx->mu,&ctx->mu,NULL);CHKERRQ(ierr); 284 ierr = PetscOptionsReal("-snes_tr_eta","eta","None",ctx->eta,&ctx->eta,NULL);CHKERRQ(ierr); 285 ierr = PetscOptionsReal("-snes_tr_sigma","sigma","None",ctx->sigma,&ctx->sigma,NULL);CHKERRQ(ierr); 286 ierr = PetscOptionsReal("-snes_tr_delta0","delta0","None",ctx->delta0,&ctx->delta0,NULL);CHKERRQ(ierr); 287 ierr = PetscOptionsReal("-snes_tr_delta1","delta1","None",ctx->delta1,&ctx->delta1,NULL);CHKERRQ(ierr); 288 ierr = PetscOptionsReal("-snes_tr_delta2","delta2","None",ctx->delta2,&ctx->delta2,NULL);CHKERRQ(ierr); 289 ierr = PetscOptionsReal("-snes_tr_delta3","delta3","None",ctx->delta3,&ctx->delta3,NULL);CHKERRQ(ierr); 290 ierr = PetscOptionsTail();CHKERRQ(ierr); 291 PetscFunctionReturn(0); 292 } 293 294 #undef __FUNCT__ 295 #define __FUNCT__ "SNESView_NEWTONTR" 296 static PetscErrorCode SNESView_NEWTONTR(SNES snes,PetscViewer viewer) 297 { 298 SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data; 299 PetscErrorCode ierr; 300 PetscBool iascii; 301 302 PetscFunctionBegin; 303 ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr); 304 if (iascii) { 305 ierr = PetscViewerASCIIPrintf(viewer," mu=%g, eta=%g, sigma=%g\n",(double)tr->mu,(double)tr->eta,(double)tr->sigma);CHKERRQ(ierr); 306 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); 307 } 308 PetscFunctionReturn(0); 309 } 310 /* ------------------------------------------------------------ */ 311 /*MC 312 SNESNEWTONTR - Newton based nonlinear solver that uses a trust region 313 314 Options Database: 315 + -snes_trtol <tol> Trust region tolerance 316 . -snes_tr_mu <mu> 317 . -snes_tr_eta <eta> 318 . -snes_tr_sigma <sigma> 319 . -snes_tr_delta0 <delta0> 320 . -snes_tr_delta1 <delta1> 321 . -snes_tr_delta2 <delta2> 322 - -snes_tr_delta3 <delta3> 323 324 The basic algorithm is taken from "The Minpack Project", by More', 325 Sorensen, Garbow, Hillstrom, pages 88-111 of "Sources and Development 326 of Mathematical Software", Wayne Cowell, editor. 327 328 This is intended as a model implementation, since it does not 329 necessarily have many of the bells and whistles of other 330 implementations. 331 332 Level: intermediate 333 334 .seealso: SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESSetTrustRegionTolerance() 335 336 M*/ 337 #undef __FUNCT__ 338 #define __FUNCT__ "SNESCreate_NEWTONTR" 339 PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONTR(SNES snes) 340 { 341 SNES_NEWTONTR *neP; 342 PetscErrorCode ierr; 343 344 PetscFunctionBegin; 345 snes->ops->setup = SNESSetUp_NEWTONTR; 346 snes->ops->solve = SNESSolve_NEWTONTR; 347 snes->ops->destroy = SNESDestroy_NEWTONTR; 348 snes->ops->setfromoptions = SNESSetFromOptions_NEWTONTR; 349 snes->ops->view = SNESView_NEWTONTR; 350 snes->ops->reset = SNESReset_NEWTONTR; 351 352 snes->usesksp = PETSC_TRUE; 353 snes->usespc = PETSC_FALSE; 354 355 ierr = PetscNewLog(snes,&neP);CHKERRQ(ierr); 356 snes->data = (void*)neP; 357 neP->mu = 0.25; 358 neP->eta = 0.75; 359 neP->delta = 0.0; 360 neP->delta0 = 0.2; 361 neP->delta1 = 0.3; 362 neP->delta2 = 0.75; 363 neP->delta3 = 2.0; 364 neP->sigma = 0.0001; 365 neP->itflag = PETSC_FALSE; 366 neP->rnorm0 = 0.0; 367 neP->ttol = 0.0; 368 PetscFunctionReturn(0); 369 } 370 371