/*
SNESSolve_NEWTONTR - Implements Newton's Method with a very simple trust
region approach for solving systems of nonlinear equations.
*/
static PetscErrorCode SNESSolve_NEWTONTR(SNES snes)
{
SNES_NEWTONTR *neP = (SNES_NEWTONTR*)snes->data;
Vec X,F,Y,G,Ytmp;
PetscErrorCode ierr;
PetscInt maxits,i,lits;
PetscReal rho,fnorm,gnorm,gpnorm,xnorm=0,delta,nrm,ynorm,norm1;
PetscScalar cnorm;
KSP ksp;
SNESConvergedReason reason = SNES_CONVERGED_ITERATING;
PetscBool conv = PETSC_FALSE,breakout = PETSC_FALSE;
PetscFunctionBegin;
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);
maxits = snes->max_its; /* maximum number of iterations */
X = snes->vec_sol; /* solution vector */
F = snes->vec_func; /* residual vector */
Y = snes->work[0]; /* work vectors */
G = snes->work[1];
Ytmp = snes->work[2];
ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
snes->iter = 0;
ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
if (!snes->vec_func_init_set) {
ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); /* F(X) */
} else snes->vec_func_init_set = PETSC_FALSE;
ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- || F || */
SNESCheckFunctionNorm(snes,fnorm);
ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); /* fnorm <- || F || */
ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
snes->norm = fnorm;
ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
delta = xnorm ? neP->delta0*xnorm : neP->delta0;
neP->delta = delta;
ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr);
ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);
/* test convergence */
ierr = (*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
if (snes->reason) PetscFunctionReturn(0);
/* Set the stopping criteria to use the More' trick. */
ierr = PetscOptionsGetBool(((PetscObject)snes)->options,((PetscObject)snes)->prefix,"-snes_tr_ksp_regular_convergence_test",&conv,NULL);CHKERRQ(ierr);
if (!conv) {
SNES_TR_KSPConverged_Ctx *ctx;
ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr);
ierr = PetscNew(&ctx);CHKERRQ(ierr);
ctx->snes = snes;
ierr = KSPConvergedDefaultCreate(&ctx->ctx);CHKERRQ(ierr);
ierr = KSPSetConvergenceTest(ksp,SNESTR_KSPConverged_Private,ctx,SNESTR_KSPConverged_Destroy);CHKERRQ(ierr);
ierr = PetscInfo(snes,"Using Krylov convergence test SNESTR_KSPConverged_Private\n");CHKERRQ(ierr);
}
for (i=0; i<maxits; i++) {
/* Call general purpose update function */
if (snes->ops->update) {
ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
}
/* Solve J Y = F, where J is Jacobian matrix */
ierr = SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr);
SNESCheckJacobianDomainerror(snes);
ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr);
ierr = KSPSolve(snes->ksp,F,Ytmp);CHKERRQ(ierr);
ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr);
snes->linear_its += lits;
ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr);
ierr = VecNorm(Ytmp,NORM_2,&nrm);CHKERRQ(ierr);
norm1 = nrm;
while (1) {
ierr = VecCopy(Ytmp,Y);CHKERRQ(ierr);
nrm = norm1;
/* Scale Y if need be and predict new value of F norm */
if (nrm >= delta) {
nrm = delta/nrm;
gpnorm = (1.0 - nrm)*fnorm;
cnorm = nrm;
ierr = PetscInfo1(snes,"Scaling direction by %g\n",(double)nrm);CHKERRQ(ierr);
ierr = VecScale(Y,cnorm);CHKERRQ(ierr);
nrm = gpnorm;
ynorm = delta;
} else {
gpnorm = 0.0;
ierr = PetscInfo(snes,"Direction is in Trust Region\n");CHKERRQ(ierr);
ynorm = nrm;
}
ierr = VecAYPX(Y,-1.0,X);CHKERRQ(ierr); /* Y <- X - Y */
ierr = VecCopy(X,snes->vec_sol_update);CHKERRQ(ierr);
ierr = SNESComputeFunction(snes,Y,G);CHKERRQ(ierr); /* F(X) */
ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr); /* gnorm <- || g || */
if (fnorm == gpnorm) rho = 0.0;
else rho = (fnorm*fnorm - gnorm*gnorm)/(fnorm*fnorm - gpnorm*gpnorm);
/* Update size of trust region */
if (rho < neP->mu) delta *= neP->delta1;
else if (rho < neP->eta) delta *= neP->delta2;
else delta *= neP->delta3;
ierr = PetscInfo3(snes,"fnorm=%g, gnorm=%g, ynorm=%g\n",(double)fnorm,(double)gnorm,(double)ynorm);CHKERRQ(ierr);
ierr = PetscInfo3(snes,"gpred=%g, rho=%g, delta=%g\n",(double)gpnorm,(double)rho,(double)delta);CHKERRQ(ierr);
neP->delta = delta;
if (rho > neP->sigma) break;
ierr = PetscInfo(snes,"Trying again in smaller region\n");CHKERRQ(ierr);
/* check to see if progress is hopeless */
neP->itflag = PETSC_FALSE;
ierr = SNESTR_Converged_Private(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr);
if (!reason) { ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr); }
if (reason) {
/* We're not progressing, so return with the current iterate */
ierr = SNESMonitor(snes,i+1,fnorm);CHKERRQ(ierr);
breakout = PETSC_TRUE;
break;
}
snes->numFailures++;
}
if (!breakout) {
/* Update function and solution vectors */
fnorm = gnorm;
ierr = VecCopy(G,F);CHKERRQ(ierr);
ierr = VecCopy(Y,X);CHKERRQ(ierr);
/* Monitor convergence */
ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
snes->iter = i+1;
snes->norm = fnorm;
snes->xnorm = xnorm;
snes->ynorm = ynorm;
ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
ierr = SNESLogConvergenceHistory(snes,snes->norm,lits);CHKERRQ(ierr);
ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
/* Test for convergence, xnorm = || X || */
neP->itflag = PETSC_TRUE;
if (snes->ops->converged != SNESConvergedSkip) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); }
ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);CHKERRQ(ierr);
if (reason) break;
} else break;
}
if (i == maxits) {
ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr);
if (!reason) reason = SNES_DIVERGED_MAX_IT;
}
ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
snes->reason = reason;
ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
/*
SNESSolve_VINEWTONSSLS - Solves the complementarity problem with a semismooth Newton
method using a line search.
Input Parameters:
. snes - the SNES context
Application Interface Routine: SNESSolve()
Notes:
This implements essentially a semismooth Newton method with a
line search. The default line search does not do any line search
but rather takes a full Newton step.
Developer Note: the code in this file should be slightly modified so that this routine need not exist and the SNESSolve_NEWTONLS() routine is called directly with the appropriate wrapped function and Jacobian evaluations
*/
PetscErrorCode SNESSolve_VINEWTONSSLS(SNES snes)
{
SNES_VINEWTONSSLS *vi = (SNES_VINEWTONSSLS*)snes->data;
PetscErrorCode ierr;
PetscInt maxits,i,lits;
SNESLineSearchReason lssucceed;
PetscReal gnorm,xnorm=0,ynorm;
Vec Y,X,F;
KSPConvergedReason kspreason;
DM dm;
DMSNES sdm;
PetscFunctionBegin;
ierr = SNESGetDM(snes,&dm);CHKERRQ(ierr);
ierr = DMGetDMSNES(dm,&sdm);CHKERRQ(ierr);
vi->computeuserfunction = sdm->ops->computefunction;
sdm->ops->computefunction = SNESVIComputeFunction;
snes->numFailures = 0;
snes->numLinearSolveFailures = 0;
snes->reason = SNES_CONVERGED_ITERATING;
maxits = snes->max_its; /* maximum number of iterations */
X = snes->vec_sol; /* solution vector */
F = snes->vec_func; /* residual vector */
Y = snes->work[0]; /* work vectors */
ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
snes->iter = 0;
snes->norm = 0.0;
ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
ierr = SNESVIProjectOntoBounds(snes,X);CHKERRQ(ierr);
ierr = SNESComputeFunction(snes,X,vi->phi);CHKERRQ(ierr);
if (snes->domainerror) {
snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
sdm->ops->computefunction = vi->computeuserfunction;
PetscFunctionReturn(0);
}
/* Compute Merit function */
ierr = SNESVIComputeMeritFunction(vi->phi,&vi->merit,&vi->phinorm);CHKERRQ(ierr);
ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr); /* xnorm <- ||x|| */
ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr);
SNESCheckFunctionNorm(snes,vi->merit);
ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
snes->norm = vi->phinorm;
ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
ierr = SNESLogConvergenceHistory(snes,vi->phinorm,0);CHKERRQ(ierr);
ierr = SNESMonitor(snes,0,vi->phinorm);CHKERRQ(ierr);
/* test convergence */
ierr = (*snes->ops->converged)(snes,0,0.0,0.0,vi->phinorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
if (snes->reason) {
sdm->ops->computefunction = vi->computeuserfunction;
PetscFunctionReturn(0);
}
for (i=0; i<maxits; i++) {
/* Call general purpose update function */
if (snes->ops->update) {
ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
}
/* Solve J Y = Phi, where J is the semismooth jacobian */
/* Get the jacobian -- note that the function must be the original function for snes_fd and snes_fd_color to work for this*/
sdm->ops->computefunction = vi->computeuserfunction;
ierr = SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr);
SNESCheckJacobianDomainerror(snes);
sdm->ops->computefunction = SNESVIComputeFunction;
/* Get the diagonal shift and row scaling vectors */
ierr = SNESVIComputeBsubdifferentialVectors(snes,X,F,snes->jacobian,vi->Da,vi->Db);CHKERRQ(ierr);
/* Compute the semismooth jacobian */
ierr = SNESVIComputeJacobian(snes->jacobian,snes->jacobian_pre,vi->Da,vi->Db);CHKERRQ(ierr);
/* Compute the merit function gradient */
ierr = SNESVIComputeMeritFunctionGradient(snes->jacobian,vi->phi,vi->dpsi);CHKERRQ(ierr);
ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr);
ierr = KSPSolve(snes->ksp,vi->phi,Y);CHKERRQ(ierr);
ierr = KSPGetConvergedReason(snes->ksp,&kspreason);CHKERRQ(ierr);
if (kspreason < 0) {
if (++snes->numLinearSolveFailures >= snes->maxLinearSolveFailures) {
ierr = PetscInfo2(snes,"iter=%D, number linear solve failures %D greater than current SNES allowed, stopping solve\n",snes->iter,snes->numLinearSolveFailures);CHKERRQ(ierr);
snes->reason = SNES_DIVERGED_LINEAR_SOLVE;
break;
}
}
ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr);
snes->linear_its += lits;
ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr);
/*
if (snes->ops->precheck) {
PetscBool changed_y = PETSC_FALSE;
ierr = (*snes->ops->precheck)(snes,X,Y,snes->precheck,&changed_y);CHKERRQ(ierr);
}
if (PetscLogPrintInfo) {
ierr = SNESVICheckResidual_Private(snes,snes->jacobian,F,Y,G,W);CHKERRQ(ierr);
}
*/
/* Compute a (scaled) negative update in the line search routine:
Y <- X - lambda*Y
and evaluate G = function(Y) (depends on the line search).
*/
ierr = VecCopy(Y,snes->vec_sol_update);CHKERRQ(ierr);
ynorm = 1; gnorm = vi->phinorm;
ierr = SNESLineSearchApply(snes->linesearch, X, vi->phi, &gnorm, Y);CHKERRQ(ierr);
ierr = SNESLineSearchGetReason(snes->linesearch, &lssucceed);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(snes->linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);
ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",(double)vi->phinorm,(double)gnorm,(double)ynorm,(int)lssucceed);CHKERRQ(ierr);
if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
if (snes->domainerror) {
snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
sdm->ops->computefunction = vi->computeuserfunction;
PetscFunctionReturn(0);
}
if (lssucceed) {
if (++snes->numFailures >= snes->maxFailures) {
PetscBool ismin;
snes->reason = SNES_DIVERGED_LINE_SEARCH;
ierr = SNESVICheckLocalMin_Private(snes,snes->jacobian,vi->phi,X,gnorm,&ismin);CHKERRQ(ierr);
if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
break;
}
}
/* Update function and solution vectors */
vi->phinorm = gnorm;
vi->merit = 0.5*vi->phinorm*vi->phinorm;
/* Monitor convergence */
ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
snes->iter = i+1;
snes->norm = vi->phinorm;
snes->xnorm = xnorm;
snes->ynorm = ynorm;
ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
ierr = SNESLogConvergenceHistory(snes,snes->norm,lits);CHKERRQ(ierr);
ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
/* Test for convergence, xnorm = || X || */
if (snes->ops->converged != SNESConvergedSkip) { ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr); }
ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,vi->phinorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
if (snes->reason) break;
}
if (i == maxits) {
ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr);
if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
}
sdm->ops->computefunction = vi->computeuserfunction;
PetscFunctionReturn(0);
}
