Actual source code: ls.c
petsc-3.10.5 2019-03-28
Report Typos and Errors

      2:  #include <../src/snes/impls/ls/lsimpl.h>

      4: /*
      5:      Checks if J^T F = 0 which implies we've found a local minimum of the norm of the function,
      6:     || F(u) ||_2 but not a zero, F(u) = 0. In the case when one cannot compute J^T F we use the fact that
      7:     0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More
      8:     for this trick. One assumes that the probability that W is in the null space of J is very, very small.
      9: */
     10: static PetscErrorCode SNESNEWTONLSCheckLocalMin_Private(SNES snes,Mat A,Vec F,PetscReal fnorm,PetscBool  *ismin)
     11: {
     12:   PetscReal      a1;
     14:   PetscBool      hastranspose;
     15:   Vec            W;

     18:   *ismin = PETSC_FALSE;
     19:   MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);
     20:   VecDuplicate(F,&W);
     21:   if (hastranspose) {
     22:     /* Compute || J^T F|| */
     23:     MatMultTranspose(A,F,W);
     24:     VecNorm(W,NORM_2,&a1);
     25:     PetscInfo1(snes,"|| J^T F|| %14.12e near zero implies found a local minimum\n",(double)(a1/fnorm));
     26:     if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE;
     27:   } else {
     28:     Vec         work;
     29:     PetscScalar result;
     30:     PetscReal   wnorm;

     32:     VecSetRandom(W,NULL);
     33:     VecNorm(W,NORM_2,&wnorm);
     34:     VecDuplicate(W,&work);
     35:     MatMult(A,W,work);
     36:     VecDot(F,work,&result);
     37:     VecDestroy(&work);
     38:     a1   = PetscAbsScalar(result)/(fnorm*wnorm);
     39:     PetscInfo1(snes,"(F^T J random)/(|| F ||*||random|| %14.12e near zero implies found a local minimum\n",(double)a1);
     40:     if (a1 < 1.e-4) *ismin = PETSC_TRUE;
     41:   }
     42:   VecDestroy(&W);
     43:   return(0);
     44: }

     46: /*
     47:      Checks if J^T(F - J*X) = 0
     48: */
     49: static PetscErrorCode SNESNEWTONLSCheckResidual_Private(SNES snes,Mat A,Vec F,Vec X)
     50: {
     51:   PetscReal      a1,a2;
     53:   PetscBool      hastranspose;

     56:   MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);
     57:   if (hastranspose) {
     58:     Vec   W1,W2;

     60:     VecDuplicate(F,&W1);
     61:     VecDuplicate(F,&W2);
     62:     MatMult(A,X,W1);
     63:     VecAXPY(W1,-1.0,F);

     65:     /* Compute || J^T W|| */
     66:     MatMultTranspose(A,W1,W2);
     67:     VecNorm(W1,NORM_2,&a1);
     68:     VecNorm(W2,NORM_2,&a2);
     69:     if (a1 != 0.0) {
     70:       PetscInfo1(snes,"||J^T(F-Ax)||/||F-AX|| %14.12e near zero implies inconsistent rhs\n",(double)(a2/a1));
     71:     }
     72:     VecDestroy(&W1);
     73:     VecDestroy(&W2);
     74:   }
     75:   return(0);
     76: }

     78: /*  --------------------------------------------------------------------

     80:      This file implements a truncated Newton method with a line search,
     81:      for solving a system of nonlinear equations, using the KSP, Vec,
     82:      and Mat interfaces for linear solvers, vectors, and matrices,
     83:      respectively.

     85:      The following basic routines are required for each nonlinear solver:
     86:           SNESCreate_XXX()          - Creates a nonlinear solver context
     87:           SNESSetFromOptions_XXX()  - Sets runtime options
     88:           SNESSolve_XXX()           - Solves the nonlinear system
     89:           SNESDestroy_XXX()         - Destroys the nonlinear solver context
     90:      The suffix "_XXX" denotes a particular implementation, in this case
     91:      we use _NEWTONLS (e.g., SNESCreate_NEWTONLS, SNESSolve_NEWTONLS) for solving
     92:      systems of nonlinear equations with a line search (LS) method.
     93:      These routines are actually called via the common user interface
     94:      routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and
     95:      SNESDestroy(), so the application code interface remains identical
     96:      for all nonlinear solvers.

     98:      Another key routine is:
     99:           SNESSetUp_XXX()           - Prepares for the use of a nonlinear solver
    100:      by setting data structures and options.   The interface routine SNESSetUp()
    101:      is not usually called directly by the user, but instead is called by
    102:      SNESSolve() if necessary.

    104:      Additional basic routines are:
    105:           SNESView_XXX()            - Prints details of runtime options that
    106:                                       have actually been used.
    107:      These are called by application codes via the interface routines
    108:      SNESView().

    110:      The various types of solvers (preconditioners, Krylov subspace methods,
    111:      nonlinear solvers, timesteppers) are all organized similarly, so the
    112:      above description applies to these categories also.

    114:     -------------------------------------------------------------------- */
    115: /*
    116:    SNESSolve_NEWTONLS - Solves a nonlinear system with a truncated Newton
    117:    method with a line search.

    119:    Input Parameters:
    120: .  snes - the SNES context

    122:    Output Parameter:
    123: .  outits - number of iterations until termination

    125:    Application Interface Routine: SNESSolve()

    127:    Notes:
    128:    This implements essentially a truncated Newton method with a
    129:    line search.  By default a cubic backtracking line search
    130:    is employed, as described in the text "Numerical Methods for
    131:    Unconstrained Optimization and Nonlinear Equations" by Dennis
    132:    and Schnabel.
    133: */
    134: PetscErrorCode SNESSolve_NEWTONLS(SNES snes)
    135: {
    136:   PetscErrorCode       ierr;
    137:   PetscInt             maxits,i,lits;
    138:   SNESLineSearchReason lssucceed;
    139:   PetscReal            fnorm,gnorm,xnorm,ynorm;
    140:   Vec                  Y,X,F;
    141:   SNESLineSearch       linesearch;
    142:   SNESConvergedReason  reason;

    145:   if (snes->xl || snes->xu || snes->ops->computevariablebounds) SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name);

    147:   snes->numFailures            = 0;
    148:   snes->numLinearSolveFailures = 0;
    149:   snes->reason                 = SNES_CONVERGED_ITERATING;

    151:   maxits = snes->max_its;               /* maximum number of iterations */
    152:   X      = snes->vec_sol;               /* solution vector */
    153:   F      = snes->vec_func;              /* residual vector */
    154:   Y      = snes->vec_sol_update;        /* newton step */

    156:   PetscObjectSAWsTakeAccess((PetscObject)snes);
    157:   snes->iter = 0;
    158:   snes->norm = 0.0;
    159:   PetscObjectSAWsGrantAccess((PetscObject)snes);
    160:   SNESGetLineSearch(snes, &linesearch);

    162:   /* compute the preconditioned function first in the case of left preconditioning with preconditioned function */
    163:   if (snes->npc && snes->npcside== PC_LEFT && snes->functype == SNES_FUNCTION_PRECONDITIONED) {
    164:     SNESApplyNPC(snes,X,NULL,F);
    165:     SNESGetConvergedReason(snes->npc,&reason);
    166:     if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
    167:       snes->reason = SNES_DIVERGED_INNER;
    168:       return(0);
    169:     }

    171:     VecNormBegin(F,NORM_2,&fnorm);
    172:     VecNormEnd(F,NORM_2,&fnorm);
    173:   } else {
    174:     if (!snes->vec_func_init_set) {
    175:       SNESComputeFunction(snes,X,F);
    176:     } else snes->vec_func_init_set = PETSC_FALSE;
    177:   }

    179:   VecNorm(F,NORM_2,&fnorm);        /* fnorm <- ||F||  */
    180:   SNESCheckFunctionNorm(snes,fnorm);
    181:   PetscObjectSAWsTakeAccess((PetscObject)snes);
    182:   snes->norm = fnorm;
    183:   PetscObjectSAWsGrantAccess((PetscObject)snes);
    184:   SNESLogConvergenceHistory(snes,fnorm,0);
    185:   SNESMonitor(snes,0,fnorm);

    187:   /* test convergence */
    188:   (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
    189:   if (snes->reason) return(0);

    191:   for (i=0; i<maxits; i++) {

    193:     /* Call general purpose update function */
    194:     if (snes->ops->update) {
    195:       (*snes->ops->update)(snes, snes->iter);
    196:     }

    198:     /* apply the nonlinear preconditioner */
    199:     if (snes->npc) {
    200:       if (snes->npcside== PC_RIGHT) {
    201:         SNESSetInitialFunction(snes->npc, F);
    202:         PetscLogEventBegin(SNES_NPCSolve,snes->npc,X,snes->vec_rhs,0);
    203:         SNESSolve(snes->npc, snes->vec_rhs, X);
    204:         PetscLogEventEnd(SNES_NPCSolve,snes->npc,X,snes->vec_rhs,0);
    205:         SNESGetConvergedReason(snes->npc,&reason);
    206:         if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
    207:           snes->reason = SNES_DIVERGED_INNER;
    208:           return(0);
    209:         }
    210:         SNESGetNPCFunction(snes,F,&fnorm);
    211:       } else if (snes->npcside== PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
    212:         SNESApplyNPC(snes,X,F,F);
    213:         SNESGetConvergedReason(snes->npc,&reason);
    214:         if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
    215:           snes->reason = SNES_DIVERGED_INNER;
    216:           return(0);
    217:         }
    218:       }
    219:     }

    221:     /* Solve J Y = F, where J is Jacobian matrix */
    222:     SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);
    223:     KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);
    224:     KSPSolve(snes->ksp,F,Y);
    225:     SNESCheckKSPSolve(snes);
    226:     KSPGetIterationNumber(snes->ksp,&lits);
    227:     PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);

    229:     if (PetscLogPrintInfo) {
    230:       SNESNEWTONLSCheckResidual_Private(snes,snes->jacobian,F,Y);
    231:     }

    233:     /* Compute a (scaled) negative update in the line search routine:
    234:          X <- X - lambda*Y
    235:        and evaluate F = function(X) (depends on the line search).
    236:     */
    237:     gnorm = fnorm;
    238:     SNESLineSearchApply(linesearch, X, F, &fnorm, Y);
    239:     SNESLineSearchGetReason(linesearch, &lssucceed);
    240:     SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);
    241:     PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",(double)gnorm,(double)fnorm,(double)ynorm,(int)lssucceed);
    242:     if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
    243:     SNESCheckFunctionNorm(snes,fnorm);
    244:     if (lssucceed) {
    245:       if (snes->stol*xnorm > ynorm) {
    246:         snes->reason = SNES_CONVERGED_SNORM_RELATIVE;
    247:         return(0);
    248:       }
    249:       if (++snes->numFailures >= snes->maxFailures) {
    250:         PetscBool ismin;
    251:         snes->reason = SNES_DIVERGED_LINE_SEARCH;
    252:         SNESNEWTONLSCheckLocalMin_Private(snes,snes->jacobian,F,fnorm,&ismin);
    253:         if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
    254:         break;
    255:       }
    256:     }
    257:     /* Monitor convergence */
    258:     PetscObjectSAWsTakeAccess((PetscObject)snes);
    259:     snes->iter = i+1;
    260:     snes->norm = fnorm;
    261:     PetscObjectSAWsGrantAccess((PetscObject)snes);
    262:     SNESLogConvergenceHistory(snes,snes->norm,lits);
    263:     SNESMonitor(snes,snes->iter,snes->norm);
    264:     /* Test for convergence */
    265:     (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);
    266:     if (snes->reason) break;
    267:   }
    268:   if (i == maxits) {
    269:     PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);
    270:     if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
    271:   }
    272:   return(0);
    273: }
    274: /* -------------------------------------------------------------------------- */
    275: /*
    276:    SNESSetUp_NEWTONLS - Sets up the internal data structures for the later use
    277:    of the SNESNEWTONLS nonlinear solver.

    279:    Input Parameter:
    280: .  snes - the SNES context
    281: .  x - the solution vector

    283:    Application Interface Routine: SNESSetUp()

    285:    Notes:
    286:    For basic use of the SNES solvers, the user need not explicitly call
    287:    SNESSetUp(), since these actions will automatically occur during
    288:    the call to SNESSolve().
    289:  */
    290: PetscErrorCode SNESSetUp_NEWTONLS(SNES snes)
    291: {

    295:   SNESSetUpMatrices(snes);
    296:   if (snes->npcside== PC_LEFT && snes->functype == SNES_FUNCTION_DEFAULT) snes->functype = SNES_FUNCTION_PRECONDITIONED;
    297:   return(0);
    298: }
    299: /* -------------------------------------------------------------------------- */

    301: PetscErrorCode SNESReset_NEWTONLS(SNES snes)
    302: {
    304:   return(0);
    305: }

    307: /*
    308:    SNESDestroy_NEWTONLS - Destroys the private SNES_NEWTONLS context that was created
    309:    with SNESCreate_NEWTONLS().

    311:    Input Parameter:
    312: .  snes - the SNES context

    314:    Application Interface Routine: SNESDestroy()
    315:  */
    316: PetscErrorCode SNESDestroy_NEWTONLS(SNES snes)
    317: {

    321:   SNESReset_NEWTONLS(snes);
    322:   PetscFree(snes->data);
    323:   return(0);
    324: }
    325: /* -------------------------------------------------------------------------- */

    327: /*
    328:    SNESView_NEWTONLS - Prints info from the SNESNEWTONLS data structure.

    330:    Input Parameters:
    331: .  SNES - the SNES context
    332: .  viewer - visualization context

    334:    Application Interface Routine: SNESView()
    335: */
    336: static PetscErrorCode SNESView_NEWTONLS(SNES snes,PetscViewer viewer)
    337: {
    339:   PetscBool      iascii;

    342:   PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);
    343:   if (iascii) {
    344:   }
    345:   return(0);
    346: }

    348: /* -------------------------------------------------------------------------- */
    349: /*
    350:    SNESSetFromOptions_NEWTONLS - Sets various parameters for the SNESNEWTONLS method.

    352:    Input Parameter:
    353: .  snes - the SNES context

    355:    Application Interface Routine: SNESSetFromOptions()
    356: */
    357: static PetscErrorCode SNESSetFromOptions_NEWTONLS(PetscOptionItems *PetscOptionsObject,SNES snes)
    358: {
    360:   SNESLineSearch linesearch;

    363:   if (!snes->linesearch) {
    364:     SNESGetLineSearch(snes, &linesearch);
    365:     SNESLineSearchSetType(linesearch, SNESLINESEARCHBT);
    366:   }
    367:   return(0);
    368: }

    370: /* -------------------------------------------------------------------------- */
    371: /*MC
    372:       SNESNEWTONLS - Newton based nonlinear solver that uses a line search

    374:    Options Database:
    375: +   -snes_linesearch_type <bt> - bt,basic.  Select line search type
    376: .   -snes_linesearch_order <3> - 2, 3. Selects the order of the line search for bt
    377: .   -snes_linesearch_norms <true> - Turns on/off computation of the norms for basic linesearch (SNESLineSearchSetComputeNorms())
    378: .   -snes_linesearch_alpha <alpha> - Sets alpha used in determining if reduction in function norm is sufficient
    379: .   -snes_linesearch_maxstep <maxstep> - Sets the maximum stepsize the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y)
    380: .   -snes_linesearch_minlambda <minlambda>  - Sets the minimum lambda the line search will tolerate
    381: .   -snes_linesearch_monitor - print information about progress of line searches
    382: -   -snes_linesearch_damping - damping factor used for basic line search

    384:     Notes:
    385:     This is the default nonlinear solver in SNES

    387:    Level: beginner

    389: .seealso:  SNESCreate(), SNES, SNESSetType(), SNESNEWTONTR, SNESQN, SNESLineSearchSetType(), SNESLineSearchSetOrder()
    390:            SNESLineSearchSetPostCheck(), SNESLineSearchSetPreCheck() SNESLineSearchSetComputeNorms()

    392: M*/
    393: PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONLS(SNES snes)
    394: {
    396:   SNES_NEWTONLS  *neP;

    399:   snes->ops->setup          = SNESSetUp_NEWTONLS;
    400:   snes->ops->solve          = SNESSolve_NEWTONLS;
    401:   snes->ops->destroy        = SNESDestroy_NEWTONLS;
    402:   snes->ops->setfromoptions = SNESSetFromOptions_NEWTONLS;
    403:   snes->ops->view           = SNESView_NEWTONLS;
    404:   snes->ops->reset          = SNESReset_NEWTONLS;

    406:   snes->npcside = PC_RIGHT;
    407:   snes->usesksp = PETSC_TRUE;
    408:   snes->usesnpc = PETSC_TRUE;

    410:   snes->alwayscomputesfinalresidual = PETSC_TRUE;

    412:   PetscNewLog(snes,&neP);
    413:   snes->data    = (void*)neP;
    414:   return(0);
    415: }