xref: /petsc/src/snes/interface/snesob.c (revision 8865f1ea4ea560cd84ab8db62e98b7095cdff96f)
1 #include <petsc-private/snesimpl.h>
2 
3 /*MC
4     SNESObjectiveFunction - functional form used to convey the objective function to the nonlinear solver
5 
6      Synopsis:
7      #include "petscsnes.h"
8        SNESObjectiveFunction(SNES snes,Vec x,PetscReal *obj,void *ctx);
9 
10      Input Parameters:
11 +      snes - the SNES context
12 .      X - solution
13 .      F - current function/gradient
14 .      obj - real to hold the objective value
15 -      ctx - optional user-defined objective context
16 
17 .seealso:   SNESSetFunction(), SNESGetFunction(), SNESSetObjectiveFunction(), SNESGetObjectiveFunction()
18 M*/
19 
20 
21 #undef __FUNCT__
22 #define __FUNCT__ "SNESSetObjective"
23 /*@C
24    SNESSetObjective - Sets the objective function minimized by the SNES methods.
25 
26    Logically Collective on SNES
27 
28    Input Parameters:
29 +  snes - the SNES context
30 .  SNESObjectiveFunction - objective evaluation routine
31 -  ctx - [optional] user-defined context for private data for the
32          function evaluation routine (may be PETSC_NULL)
33 
34    Level: beginner
35 
36    Note: If not provided then this defaults to the two norm of the function evaluation (set with SNESSetFunction())
37 
38 .keywords: SNES, nonlinear, set, objective
39 
40 .seealso: SNESGetObjective(), SNESComputeObjective(), SNESSetFunction(), SNESSetJacobian(), SNESObjectiveFunction
41 @*/
42 PetscErrorCode  SNESSetObjective(SNES snes,PetscErrorCode (*SNESObjectiveFunction)(SNES,Vec,PetscReal*,void*),void *ctx)
43 {
44   PetscErrorCode ierr;
45   DM             dm;
46 
47   PetscFunctionBegin;
48   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
49   ierr = SNESGetDM(snes,&dm);CHKERRQ(ierr);
50   ierr = DMSNESSetObjective(dm,SNESObjectiveFunction,ctx);CHKERRQ(ierr);
51   PetscFunctionReturn(0);
52 }
53 
54 #undef __FUNCT__
55 #define __FUNCT__ "SNESGetObjective"
56 /*@C
57    SNESGetObjective - Returns the objective function.
58 
59    Not Collective
60 
61    Input Parameter:
62 .  snes - the SNES context
63 
64    Output Parameter:
65 +  func - the function (or PETSC_NULL)
66 -  ctx - the function context (or PETSC_NULL)
67 
68    Level: advanced
69 
70 .keywords: SNES, nonlinear, get, objective
71 
72 .seealso: SNESSetObjective(), SNESGetSolution()
73 @*/
74 PetscErrorCode SNESGetObjective(SNES snes,PetscErrorCode (**SNESObjectiveFunction)(SNES,Vec,PetscReal*,void*),void **ctx)
75 {
76   PetscErrorCode ierr;
77   DM             dm;
78 
79   PetscFunctionBegin;
80   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
81   ierr = SNESGetDM(snes,&dm);CHKERRQ(ierr);
82   ierr = DMSNESGetObjective(dm,SNESObjectiveFunction,ctx);CHKERRQ(ierr);
83   PetscFunctionReturn(0);
84 }
85 
86 #undef __FUNCT__
87 #define __FUNCT__ "SNESComputeObjective"
88 /*@C
89    SNESComputeObjective - Computes the objective.
90 
91    Collective on SNES
92 
93    Input Parameter:
94 +  snes - the SNES context
95 -  X    - the state vector
96 
97    Output Parameter:
98 .  ob   - the objective value
99 
100    Level: advanced
101 
102 .keywords: SNES, nonlinear, compute, objective
103 
104 .seealso: SNESSetObjective(), SNESGetSolution()
105 @*/
106 PetscErrorCode SNESComputeObjective(SNES snes,Vec X,PetscReal *ob)
107 {
108   PetscErrorCode ierr;
109   DM             dm;
110   DMSNES         sdm;
111 
112   PetscFunctionBegin;
113   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
114   PetscValidHeaderSpecific(X,VEC_CLASSID,2);
115   PetscValidPointer(ob,3);
116   ierr = SNESGetDM(snes,&dm);CHKERRQ(ierr);
117   ierr = DMGetDMSNES(dm,&sdm);CHKERRQ(ierr);
118   if (sdm->ops->computeobjective) {
119     ierr = (sdm->ops->computeobjective)(snes,X,ob,sdm->objectivectx);CHKERRQ(ierr);
120   } else SETERRQ(((PetscObject)snes)->comm,PETSC_ERR_ARG_WRONGSTATE, "Must call SNESSetObjective() before SNESComputeObjective().");
121   PetscFunctionReturn(0);
122 }
123 
124 
125 #undef __FUNCT__
126 #define __FUNCT__ "SNESDefaultObjectiveComputeFunctionFD"
127 PetscErrorCode SNESDefaultObjectiveComputeFunctionFD(SNES snes,Vec X,Vec F,void *ctx)
128 {
129   /* Quadratically interpolates the change in the objective based upon a change in a particular direction */
130 
131   Vec            Xh;
132   PetscErrorCode ierr;
133   PetscInt       i,N,start,end;
134   PetscReal      ob,ob1,ob2,ob3,fob,dx,eps=1e-6;
135   PetscScalar    fv,xv;
136 
137   PetscFunctionBegin;
138   ierr = VecDuplicate(X,&Xh);CHKERRQ(ierr);
139   ierr = PetscOptionsReal("-snes_fd_function_eps","Tolerance for nonzero entries in fd function","None",eps,&eps,PETSC_NULL);CHKERRQ(ierr);
140   ierr = VecSet(F,0.);CHKERRQ(ierr);
141 
142   ierr = VecNorm(X,NORM_2,&fob);CHKERRQ(ierr);
143 
144   ierr = VecGetSize(X,&N);CHKERRQ(ierr);
145   ierr = VecGetOwnershipRange(X,&start,&end);CHKERRQ(ierr);
146   ierr = SNESComputeObjective(snes,X,&ob);CHKERRQ(ierr);
147 
148   if (fob > 0.) dx =1e-6*fob;
149   else dx = 1e-6;
150 
151   for (i=0; i<N; i++) {
152     /* compute the 1st value */
153     ierr = VecCopy(X,Xh);CHKERRQ(ierr);
154     if (i>= start && i<end) {
155       xv   = dx;
156       ierr = VecSetValues(Xh,1,&i,&xv,ADD_VALUES);CHKERRQ(ierr);
157     }
158     ierr = VecAssemblyBegin(Xh);CHKERRQ(ierr);
159     ierr = VecAssemblyEnd(Xh);CHKERRQ(ierr);
160     ierr = SNESComputeObjective(snes,Xh,&ob1);CHKERRQ(ierr);
161 
162     /* compute the 2nd value */
163     ierr = VecCopy(X,Xh);CHKERRQ(ierr);
164     if (i>= start && i<end) {
165       xv   = 2.*dx;
166       ierr = VecSetValues(Xh,1,&i,&xv,ADD_VALUES);CHKERRQ(ierr);
167     }
168     ierr = VecAssemblyBegin(Xh);CHKERRQ(ierr);
169     ierr = VecAssemblyEnd(Xh);CHKERRQ(ierr);
170     ierr = SNESComputeObjective(snes,Xh,&ob2);CHKERRQ(ierr);
171 
172     /* compute the 3rd value */
173     ierr = VecCopy(X,Xh);CHKERRQ(ierr);
174     if (i>= start && i<end) {
175       xv   = -dx;
176       ierr = VecSetValues(Xh,1,&i,&xv,ADD_VALUES);CHKERRQ(ierr);
177     }
178     ierr = VecAssemblyBegin(Xh);CHKERRQ(ierr);
179     ierr = VecAssemblyEnd(Xh);CHKERRQ(ierr);
180     ierr = SNESComputeObjective(snes,Xh,&ob3);CHKERRQ(ierr);
181 
182     if (i >= start && i<end) {
183       /* set this entry to be the gradient of the objective */
184       fv = (-ob2 + 6.*ob1 - 3.*ob -2.*ob3) / (6.*dx);
185       if (PetscAbsScalar(fv) > eps) {
186         ierr = VecSetValues(F,1,&i,&fv,INSERT_VALUES);CHKERRQ(ierr);
187       } else {
188         fv   = 0.;
189         ierr = VecSetValues(F,1,&i,&fv,INSERT_VALUES);CHKERRQ(ierr);
190       }
191     }
192   }
193 
194   ierr = VecDestroy(&Xh);CHKERRQ(ierr);
195 
196   ierr = VecAssemblyBegin(F);CHKERRQ(ierr);
197   ierr = VecAssemblyEnd(F);CHKERRQ(ierr);
198   PetscFunctionReturn(0);
199 }
200