PetscErrorCode petscNonlinearConverged(SNES snes, PetscInt it, PetscReal xnorm, PetscReal snorm, PetscReal fnorm, SNESConvergedReason * reason, void * ctx)
{
FEProblem & problem = *static_cast<FEProblem *>(ctx);
NonlinearSystem & system = problem.getNonlinearSystem();
// Let's be nice and always check PETSc error codes.
PetscErrorCode ierr = 0;
// Temporary variables to store SNES tolerances. Usual C-style would be to declare
// but not initialize these... but it bothers me to leave anything uninitialized.
PetscReal atol = 0.; // absolute convergence tolerance
PetscReal rtol = 0.; // relative convergence tolerance
PetscReal stol = 0.; // convergence (step) tolerance in terms of the norm of the change in the solution between steps
PetscInt maxit = 0; // maximum number of iterations
PetscInt maxf = 0; // maximum number of function evaluations
// Ask the SNES object about its tolerances.
ierr = SNESGetTolerances(snes,
&atol,
&rtol,
&stol,
&maxit,
&maxf);
CHKERRABORT(problem.comm().get(),ierr);
// Get current number of function evaluations done by SNES.
PetscInt nfuncs = 0;
ierr = SNESGetNumberFunctionEvals(snes, &nfuncs);
CHKERRABORT(problem.comm().get(),ierr);
// See if SNESSetFunctionDomainError() has been called. Note:
// SNESSetFunctionDomainError() and SNESGetFunctionDomainError()
// were added in different releases of PETSc.
#if !PETSC_VERSION_LESS_THAN(3,3,0)
PetscBool domainerror;
ierr = SNESGetFunctionDomainError(snes, &domainerror);
CHKERRABORT(problem.comm().get(),ierr);
if (domainerror)
{
*reason = SNES_DIVERGED_FUNCTION_DOMAIN;
return 0;
}
#endif
// Error message that will be set by the FEProblem.
std::string msg;
// xnorm: 2-norm of current iterate
// snorm: 2-norm of current step
// fnorm: 2-norm of function at current iterate
MooseNonlinearConvergenceReason moose_reason = problem.checkNonlinearConvergence(msg,
it,
xnorm,
snorm,
fnorm,
rtol,
stol,
atol,
nfuncs,
maxf,
system._initial_residual_before_preset_bcs,
/*div_threshold=*/(1.0/rtol)*system._initial_residual_before_preset_bcs);
if (msg.length() > 0)
PetscInfo(snes, msg.c_str());
switch (moose_reason)
{
case MOOSE_NONLINEAR_ITERATING:
*reason = SNES_CONVERGED_ITERATING;
break;
case MOOSE_CONVERGED_FNORM_ABS:
*reason = SNES_CONVERGED_FNORM_ABS;
break;
case MOOSE_CONVERGED_FNORM_RELATIVE:
*reason = SNES_CONVERGED_FNORM_RELATIVE;
break;
case MOOSE_CONVERGED_SNORM_RELATIVE:
#if PETSC_VERSION_LESS_THAN(3,3,0)
*reason = SNES_CONVERGED_PNORM_RELATIVE;
#else
*reason = SNES_CONVERGED_SNORM_RELATIVE;
#endif
break;
case MOOSE_DIVERGED_FUNCTION_COUNT:
*reason = SNES_DIVERGED_FUNCTION_COUNT;
break;
case MOOSE_DIVERGED_FNORM_NAN:
*reason = SNES_DIVERGED_FNORM_NAN;
break;
case MOOSE_DIVERGED_LINE_SEARCH:
#if PETSC_VERSION_LESS_THAN(3,2,0)
*reason = SNES_DIVERGED_LS_FAILURE;
#else
*reason = SNES_DIVERGED_LINE_SEARCH;
#endif
break;
}
return 0;
}
static PetscErrorCode SNESLineSearchApply_Basic(SNESLineSearch linesearch)
{
PetscBool changed_y, changed_w;
PetscErrorCode ierr;
Vec X, F, Y, W;
SNES snes;
PetscReal gnorm, xnorm, ynorm, lambda;
PetscBool domainerror;
PetscFunctionBegin;
ierr = SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, NULL);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);
ierr = SNESLineSearchGetLambda(linesearch, &lambda);CHKERRQ(ierr);
ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr);
ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_SUCCEEDED);CHKERRQ(ierr);
/* precheck */
ierr = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr);
/* update */
ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
/* postcheck */
ierr = SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr);
if (changed_y) {
ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
}
if (linesearch->norms || snes->iter < snes->max_its-1) {
ierr = (*linesearch->ops->snesfunc)(snes,W,F);CHKERRQ(ierr);
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) {
ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_DOMAIN);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
}
if (linesearch->norms) {
if (!linesearch->ops->vinorm) VecNormBegin(F, NORM_2, &linesearch->fnorm);
ierr = VecNormBegin(Y, NORM_2, &linesearch->ynorm);CHKERRQ(ierr);
ierr = VecNormBegin(W, NORM_2, &linesearch->xnorm);CHKERRQ(ierr);
if (!linesearch->ops->vinorm) VecNormEnd(F, NORM_2, &linesearch->fnorm);
ierr = VecNormEnd(Y, NORM_2, &linesearch->ynorm);CHKERRQ(ierr);
ierr = VecNormEnd(W, NORM_2, &linesearch->xnorm);CHKERRQ(ierr);
if (linesearch->ops->vinorm) {
linesearch->fnorm = gnorm;
ierr = (*linesearch->ops->vinorm)(snes, F, W, &linesearch->fnorm);CHKERRQ(ierr);
} else {
ierr = VecNorm(F,NORM_2,&linesearch->fnorm);CHKERRQ(ierr);
}
}
/* copy the solution over */
ierr = VecCopy(W, X);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
static PetscErrorCode SNESLineSearchApply_L2(SNESLineSearch linesearch)
{
PetscBool changed_y, changed_w;
PetscErrorCode ierr;
Vec X;
Vec F;
Vec Y;
Vec W;
SNES snes;
PetscReal gnorm;
PetscReal ynorm;
PetscReal xnorm;
PetscReal steptol, maxstep, rtol, atol, ltol;
PetscViewer monitor;
PetscBool domainerror;
PetscReal lambda, lambda_old, lambda_mid, lambda_update, delLambda;
PetscReal fnrm, fnrm_old, fnrm_mid;
PetscReal delFnrm, delFnrm_old, del2Fnrm;
PetscInt i, max_its;
PetscFunctionBegin;
ierr = SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, PETSC_NULL);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);
ierr = SNESLineSearchGetLambda(linesearch, &lambda);CHKERRQ(ierr);
ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr);
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_TRUE);CHKERRQ(ierr);
ierr = SNESLineSearchGetTolerances(linesearch, &steptol, &maxstep, &rtol, &atol, <ol, &max_its);CHKERRQ(ierr);
ierr = SNESLineSearchGetMonitor(linesearch, &monitor);CHKERRQ(ierr);
/* precheck */
ierr = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr);
lambda_old = 0.0;
fnrm_old = gnorm*gnorm;
lambda_mid = 0.5*(lambda + lambda_old);
for (i = 0; i < max_its; i++) {
/* compute the norm at the midpoint */
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -lambda_mid, Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
ierr = SNESComputeFunction(snes, W, F);CHKERRQ(ierr);
if (linesearch->ops->vinorm) {
fnrm_mid = gnorm;
ierr = (*linesearch->ops->vinorm)(snes, F, W, &fnrm_mid);CHKERRQ(ierr);
} else {
ierr = VecNorm(F, NORM_2, &fnrm_mid);CHKERRQ(ierr);
}
fnrm_mid = fnrm_mid*fnrm_mid;
/* compute the norm at lambda */
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
ierr = SNESComputeFunction(snes, W, F);CHKERRQ(ierr);
if (linesearch->ops->vinorm) {
fnrm = gnorm;
ierr = (*linesearch->ops->vinorm)(snes, F, W, &fnrm);CHKERRQ(ierr);
} else {
ierr = VecNorm(F, NORM_2, &fnrm);CHKERRQ(ierr);
}
fnrm = fnrm*fnrm;
/* this gives us the derivatives at the endpoints -- compute them from here
a = x - a0
p_0(x) = (x / dA - 1)(2x / dA - 1)
p_1(x) = 4(x / dA)(1 - x / dA)
p_2(x) = (x / dA)(2x / dA - 1)
dp_0[0] / dx = 3 / dA
dp_1[0] / dx = -4 / dA
dp_2[0] / dx = 1 / dA
dp_0[dA] / dx = -1 / dA
dp_1[dA] / dx = 4 / dA
dp_2[dA] / dx = -3 / dA
d^2p_0[0] / dx^2 = 4 / dA^2
d^2p_1[0] / dx^2 = -8 / dA^2
d^2p_2[0] / dx^2 = 4 / dA^2
*/
delLambda = lambda - lambda_old;
delFnrm = (3.*fnrm - 4.*fnrm_mid + 1.*fnrm_old) / delLambda;
delFnrm_old = (-3.*fnrm_old + 4.*fnrm_mid -1.*fnrm) / delLambda;
del2Fnrm = (delFnrm - delFnrm_old) / delLambda;
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: lambdas = [%g, %g, %g], fnorms = [%g, %g, %g]\n",
lambda, lambda_mid, lambda_old, PetscSqrtReal(fnrm), PetscSqrtReal(fnrm_mid), PetscSqrtReal(fnrm_old));CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
/* compute the search direction -- always go downhill */
if (del2Fnrm > 0.) {
lambda_update = lambda - delFnrm / del2Fnrm;
} else {
lambda_update = lambda + delFnrm / del2Fnrm;
}
if (lambda_update < steptol) {
lambda_update = 0.5*(lambda + lambda_old);
}
if (PetscIsInfOrNanScalar(lambda_update)) break;
if (lambda_update > maxstep) {
break;
}
/* compute the new state of the line search */
lambda_old = lambda;
lambda = lambda_update;
fnrm_old = fnrm;
lambda_mid = 0.5*(lambda + lambda_old);
}
/* construct the solution */
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
/* postcheck */
ierr = SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr);
if (changed_y) {
ierr = VecAXPY(X, -lambda, Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, X);CHKERRQ(ierr);
}
} else {
ierr = VecCopy(W, X);CHKERRQ(ierr);
}
ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
ierr = SNESLineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr);
ierr = SNESLineSearchComputeNorms(linesearch);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search terminated: lambda = %g, fnorms = %g\n", lambda, gnorm);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
if (lambda <= steptol) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
}
PetscFunctionReturn(0);
}
PetscErrorCode SNESSolve_NEWTONLS(SNES snes)
{
PetscErrorCode ierr;
PetscInt maxits,i,lits;
PetscBool lssucceed;
MatStructure flg = DIFFERENT_NONZERO_PATTERN;
PetscReal fnorm,gnorm,xnorm,ynorm;
Vec Y,X,F,G,W,FPC;
KSPConvergedReason kspreason;
PetscBool domainerror;
SNESLineSearch linesearch;
SNESConvergedReason reason;
PetscFunctionBegin;
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->vec_sol_update; /* newton step */
G = snes->work[0];
W = snes->work[1];
ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
snes->iter = 0;
snes->norm = 0.0;
ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
ierr = SNESGetSNESLineSearch(snes, &linesearch);CHKERRQ(ierr);
if (!snes->vec_func_init_set) {
ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) {
snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
PetscFunctionReturn(0);
}
} else {
snes->vec_func_init_set = PETSC_FALSE;
}
if (!snes->norm_init_set) {
ierr = VecNormBegin(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- ||F|| */
ierr = VecNormEnd(F,NORM_2,&fnorm);CHKERRQ(ierr);
if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
} else {
fnorm = snes->norm_init;
snes->norm_init_set = PETSC_FALSE;
}
ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
snes->norm = fnorm;
ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
SNESLogConvHistory(snes,fnorm,0);
ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);
/* set parameter for default relative tolerance convergence test */
snes->ttol = fnorm*snes->rtol;
/* test convergence */
ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
if (snes->reason) 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);
}
/* apply the nonlinear preconditioner if it's right preconditioned */
if (snes->pc && snes->pcside == PC_RIGHT) {
ierr = SNESSetInitialFunction(snes->pc, F);CHKERRQ(ierr);
ierr = SNESSetInitialFunctionNorm(snes->pc, fnorm);CHKERRQ(ierr);
ierr = SNESSolve(snes->pc, snes->vec_rhs, X);CHKERRQ(ierr);
ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
snes->reason = SNES_DIVERGED_INNER;
PetscFunctionReturn(0);
}
ierr = SNESGetFunction(snes->pc, &FPC, PETSC_NULL, PETSC_NULL);CHKERRQ(ierr);
ierr = VecCopy(FPC, F);CHKERRQ(ierr);
ierr = SNESGetFunctionNorm(snes->pc, &fnorm);CHKERRQ(ierr);
}
/* Solve J Y = F, where J is Jacobian matrix */
ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr);
ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr);
ierr = SNES_KSPSolve(snes,snes->ksp,F,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 (PetscLogPrintInfo){
ierr = SNESNEWTONLSCheckResidual_Private(snes,snes->jacobian,F,Y,G,W);CHKERRQ(ierr);
}
/* Compute a (scaled) negative update in the line search routine:
X <- X - lambda*Y
and evaluate F = function(X) (depends on the line search).
*/
gnorm = fnorm;
ierr = SNESLineSearchApply(linesearch, X, F, &fnorm, Y);CHKERRQ(ierr);
ierr = SNESLineSearchGetSuccess(linesearch, &lssucceed);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr);
ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",(double)gnorm,(double)fnorm,(double)ynorm,(int)lssucceed);CHKERRQ(ierr);
if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) {
snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
PetscFunctionReturn(0);
}
if (!lssucceed) {
if (snes->stol*xnorm > ynorm) {
snes->reason = SNES_CONVERGED_SNORM_RELATIVE;
PetscFunctionReturn(0);
}
if (++snes->numFailures >= snes->maxFailures) {
PetscBool ismin;
snes->reason = SNES_DIVERGED_LINE_SEARCH;
ierr = SNESNEWTONLSCheckLocalMin_Private(snes,snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr);
if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
break;
}
}
/* Monitor convergence */
ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
snes->iter = i+1;
snes->norm = fnorm;
ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
SNESLogConvHistory(snes,snes->norm,lits);
ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
/* Test for convergence */
ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&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;
}
PetscFunctionReturn(0);
}
static PetscErrorCode SNESLineSearchApply_CP(SNESLineSearch linesearch)
{
PetscBool changed_y, changed_w, domainerror;
PetscErrorCode ierr;
Vec X, Y, F, W;
SNES snes;
PetscReal xnorm, ynorm, gnorm, steptol, atol, rtol, ltol, maxstep;
PetscReal lambda, lambda_old, lambda_update, delLambda;
PetscScalar fty, fty_init, fty_old, fty_mid1, fty_mid2, s;
PetscInt i, max_its;
PetscViewer monitor;
PetscFunctionBegin;
ierr = SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, NULL);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);
ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr);
ierr = SNESLineSearchGetLambda(linesearch, &lambda);CHKERRQ(ierr);
ierr = SNESLineSearchGetTolerances(linesearch, &steptol, &maxstep, &rtol, &atol, <ol, &max_its);CHKERRQ(ierr);
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_TRUE);CHKERRQ(ierr);
ierr = SNESLineSearchGetMonitor(linesearch, &monitor);CHKERRQ(ierr);
/* precheck */
ierr = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr);
lambda_old = 0.0;
ierr = VecDot(F, Y, &fty_old);CHKERRQ(ierr);
fty_init = fty_old;
for (i = 0; i < max_its; i++) {
/* compute the norm at lambda */
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
ierr = SNESComputeFunction(snes, W, F);CHKERRQ(ierr);
ierr = VecDot(F, Y, &fty);CHKERRQ(ierr);
delLambda = lambda - lambda_old;
/* check for convergence */
if (PetscAbsReal(delLambda) < steptol*lambda) break;
if (PetscAbsScalar(fty) / PetscAbsScalar(fty_init) < rtol) break;
if (PetscAbsScalar(fty) < atol && i > 0) break;
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: lambdas = [%g, %g], ftys = [%g, %g]\n",(double)lambda, (double)lambda_old, (double)PetscRealPart(fty), (double)PetscRealPart(fty_old));CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
/* compute the search direction */
if (linesearch->order == SNES_LINESEARCH_ORDER_LINEAR) {
s = (fty - fty_old) / delLambda;
} else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) {
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -0.5*(lambda + lambda_old), Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
ierr = SNESComputeFunction(snes, W, F);CHKERRQ(ierr);
ierr = VecDot(F, Y, &fty_mid1);CHKERRQ(ierr);
s = (3.*fty - 4.*fty_mid1 + fty_old) / delLambda;
} else {
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -0.5*(lambda + lambda_old), Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
ierr = SNESComputeFunction(snes, W, F);CHKERRQ(ierr);
ierr = VecDot(F, Y, &fty_mid1);CHKERRQ(ierr);
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -(lambda + 0.5*(lambda - lambda_old)), Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
ierr = SNESComputeFunction(snes, W, F);CHKERRQ(ierr);
ierr = VecDot(F, Y, &fty_mid2);CHKERRQ(ierr);
s = (2.*fty_mid2 + 3.*fty - 6.*fty_mid1 + fty_old) / (3.*delLambda);
}
/* if the solve is going in the wrong direction, fix it */
if (PetscRealPart(s) > 0.) s = -s;
lambda_update = lambda - PetscRealPart(fty / s);
/* switch directions if we stepped out of bounds */
if (lambda_update < steptol) lambda_update = lambda + PetscRealPart(fty / s);
if (PetscIsInfOrNanScalar(lambda_update)) break;
if (lambda_update > maxstep) break;
/* compute the new state of the line search */
lambda_old = lambda;
lambda = lambda_update;
fty_old = fty;
}
/* construct the solution */
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
/* postcheck */
ierr = SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr);
if (changed_y) {
ierr = VecAXPY(X, -lambda, Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, X);CHKERRQ(ierr);
}
} else {
ierr = VecCopy(W, X);CHKERRQ(ierr);
}
ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
ierr = SNESLineSearchComputeNorms(linesearch);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);
ierr = SNESLineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr);
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search terminated: lambda = %g, fnorms = %g\n", (double)lambda, (double)gnorm);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
if (lambda <= steptol) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
}
PetscFunctionReturn(0);
}
PetscErrorCode SNESSolve_NEWTONLS(SNES snes)
{
PetscErrorCode ierr;
PetscInt maxits,i,lits;
PetscBool lssucceed;
PetscReal fnorm,gnorm,xnorm,ynorm;
Vec Y,X,F;
KSPConvergedReason kspreason;
PetscBool domainerror;
SNESLineSearch linesearch;
SNESConvergedReason reason;
PetscFunctionBegin;
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->vec_sol_update; /* newton step */
ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
snes->iter = 0;
snes->norm = 0.0;
ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
ierr = SNESGetLineSearch(snes, &linesearch);CHKERRQ(ierr);
/* compute the preconditioned function first in the case of left preconditioning with preconditioned function */
if (snes->pc && snes->pcside == PC_LEFT && snes->functype == SNES_FUNCTION_PRECONDITIONED) {
ierr = SNESApplyNPC(snes,X,NULL,F);CHKERRQ(ierr);
ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
snes->reason = SNES_DIVERGED_INNER;
PetscFunctionReturn(0);
}
ierr = VecNormBegin(F,NORM_2,&fnorm);CHKERRQ(ierr);
ierr = VecNormEnd(F,NORM_2,&fnorm);CHKERRQ(ierr);
} else {
if (!snes->vec_func_init_set) {
ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) {
snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
PetscFunctionReturn(0);
}
} else snes->vec_func_init_set = PETSC_FALSE;
}
ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- ||F|| */
if (PetscIsInfOrNanReal(fnorm)) {
snes->reason = SNES_DIVERGED_FNORM_NAN;
PetscFunctionReturn(0);
}
ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
snes->norm = fnorm;
ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr);
ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);
/* test convergence */
ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
if (snes->reason) 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);
}
/* apply the nonlinear preconditioner */
if (snes->pc) {
if (snes->pcside == PC_RIGHT) {
ierr = SNESSetInitialFunction(snes->pc, F);CHKERRQ(ierr);
ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,X,snes->vec_rhs,0);CHKERRQ(ierr);
ierr = SNESSolve(snes->pc, snes->vec_rhs, X);CHKERRQ(ierr);
ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,X,snes->vec_rhs,0);CHKERRQ(ierr);
ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
snes->reason = SNES_DIVERGED_INNER;
PetscFunctionReturn(0);
}
ierr = SNESGetNPCFunction(snes,F,&fnorm);CHKERRQ(ierr);
} else if (snes->pcside == PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
ierr = SNESApplyNPC(snes,X,F,F);CHKERRQ(ierr);
ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
snes->reason = SNES_DIVERGED_INNER;
PetscFunctionReturn(0);
}
}
}
/* Solve J Y = F, where J is Jacobian matrix */
ierr = SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr);
ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr);
ierr = KSPSolve(snes->ksp,F,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 (PetscLogPrintInfo) {
ierr = SNESNEWTONLSCheckResidual_Private(snes,snes->jacobian,F,Y);CHKERRQ(ierr);
}
/* Compute a (scaled) negative update in the line search routine:
X <- X - lambda*Y
and evaluate F = function(X) (depends on the line search).
*/
gnorm = fnorm;
ierr = SNESLineSearchApply(linesearch, X, F, &fnorm, Y);CHKERRQ(ierr);
ierr = SNESLineSearchGetSuccess(linesearch, &lssucceed);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr);
ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",(double)gnorm,(double)fnorm,(double)ynorm,(int)lssucceed);CHKERRQ(ierr);
if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) {
snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
PetscFunctionReturn(0);
}
if (!lssucceed) {
if (snes->stol*xnorm > ynorm) {
snes->reason = SNES_CONVERGED_SNORM_RELATIVE;
PetscFunctionReturn(0);
}
if (++snes->numFailures >= snes->maxFailures) {
PetscBool ismin;
snes->reason = SNES_DIVERGED_LINE_SEARCH;
ierr = SNESNEWTONLSCheckLocalMin_Private(snes,snes->jacobian,F,fnorm,&ismin);CHKERRQ(ierr);
if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
break;
}
}
/* Monitor convergence */
ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
snes->iter = i+1;
snes->norm = fnorm;
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 */
ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&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;
}
PetscFunctionReturn(0);
}
static PetscErrorCode SNESSolve_TR(SNES snes)
{
SNES_TR *neP = (SNES_TR*)snes->data;
Vec X,F,Y,G,Ytmp;
PetscErrorCode ierr;
PetscInt maxits,i,lits;
MatStructure flg = DIFFERENT_NONZERO_PATTERN;
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;
PetscBool domainerror;
PetscFunctionBegin;
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 = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
snes->iter = 0;
ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
if (!snes->vec_func_init_set) {
ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); /* F(X) */
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) {
snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
PetscFunctionReturn(0);
}
} else {
snes->vec_func_init_set = PETSC_FALSE;
}
if (!snes->norm_init_set) {
ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- || F || */
if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
} else {
fnorm = snes->norm_init;
snes->norm_init_set = PETSC_FALSE;
}
ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
snes->norm = fnorm;
ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
delta = neP->delta0*fnorm;
neP->delta = delta;
SNESLogConvHistory(snes,fnorm,0);
ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);
/* set parameter for default relative tolerance convergence test */
snes->ttol = fnorm*snes->rtol;
/* 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(PETSC_NULL,"-snes_tr_ksp_regular_convergence_test",&conv,PETSC_NULL);CHKERRQ(ierr);
if (!conv) {
SNES_TR_KSPConverged_Ctx *ctx;
ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr);
ierr = PetscNew(SNES_TR_KSPConverged_Ctx,&ctx);CHKERRQ(ierr);
ctx->snes = snes;
ierr = KSPDefaultConvergedCreate(&ctx->ctx);CHKERRQ(ierr);
ierr = KSPSetConvergenceTest(ksp,SNES_TR_KSPConverged_Private,ctx,SNES_TR_KSPConverged_Destroy);CHKERRQ(ierr);
ierr = PetscInfo(snes,"Using Krylov convergence test SNES_TR_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,&flg);CHKERRQ(ierr);
ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr);
ierr = SNES_KSPSolve(snes,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",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",fnorm,gnorm,ynorm);CHKERRQ(ierr);
ierr = PetscInfo3(snes,"gpred=%G, rho=%G, delta=%G\n",gpnorm,rho,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 = SNES_TR_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 = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
snes->iter = i+1;
snes->norm = fnorm;
ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
SNESLogConvHistory(snes,snes->norm,lits);
ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
/* Test for convergence, xnorm = || X || */
neP->itflag = PETSC_TRUE;
if (snes->ops->converged != SNESSkipConverged) { 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 = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
snes->reason = reason;
ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
static PetscErrorCode SNESLineSearchApply_BT(SNESLineSearch linesearch)
{
PetscBool changed_y,changed_w;
PetscErrorCode ierr;
Vec X,F,Y,W,G;
SNES snes;
PetscReal fnorm, xnorm, ynorm, gnorm;
PetscReal lambda,lambdatemp,lambdaprev,minlambda,maxstep,initslope,alpha,stol;
PetscReal t1,t2,a,b,d;
PetscReal f;
PetscReal g,gprev;
PetscBool domainerror;
PetscViewer monitor;
PetscInt max_its,count;
SNESLineSearch_BT *bt;
Mat jac;
PetscErrorCode (*objective)(SNES,Vec,PetscReal*,void*);
PetscFunctionBegin;
ierr = SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, &G);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr);
ierr = SNESLineSearchGetLambda(linesearch, &lambda);CHKERRQ(ierr);
ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr);
ierr = SNESLineSearchGetMonitor(linesearch, &monitor);CHKERRQ(ierr);
ierr = SNESLineSearchGetTolerances(linesearch,&minlambda,&maxstep,NULL,NULL,NULL,&max_its);CHKERRQ(ierr);
ierr = SNESGetTolerances(snes,NULL,NULL,&stol,NULL,NULL);CHKERRQ(ierr);
ierr = SNESGetObjective(snes,&objective,NULL);CHKERRQ(ierr);
bt = (SNESLineSearch_BT*)linesearch->data;
alpha = bt->alpha;
ierr = SNESGetJacobian(snes, &jac, NULL, NULL, NULL);CHKERRQ(ierr);
if (!jac && !objective) SETERRQ(PetscObjectComm((PetscObject)linesearch), PETSC_ERR_USER, "SNESLineSearchBT requires a Jacobian matrix");
/* precheck */
ierr = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr);
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_TRUE);CHKERRQ(ierr);
ierr = VecNormBegin(Y, NORM_2, &ynorm);CHKERRQ(ierr);
ierr = VecNormBegin(X, NORM_2, &xnorm);CHKERRQ(ierr);
ierr = VecNormEnd(Y, NORM_2, &ynorm);CHKERRQ(ierr);
ierr = VecNormEnd(X, NORM_2, &xnorm);CHKERRQ(ierr);
if (ynorm == 0.0) {
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: Initial direction and size is 0\n");CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
ierr = VecCopy(X,W);CHKERRQ(ierr);
ierr = VecCopy(F,G);CHKERRQ(ierr);
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (ynorm > maxstep) { /* Step too big, so scale back */
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: Scaling step by %14.12e old ynorm %14.12e\n", (double)(maxstep/ynorm),(double)ynorm);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
ierr = VecScale(Y,maxstep/(ynorm));CHKERRQ(ierr);
ynorm = maxstep;
}
/* if the SNES has an objective set, use that instead of the function value */
if (objective) {
ierr = SNESComputeObjective(snes,X,&f);CHKERRQ(ierr);
} else {
f = fnorm*fnorm;
}
/* compute the initial slope */
if (objective) {
/* slope comes from the function (assumed to be the gradient of the objective */
ierr = VecDotRealPart(Y,F,&initslope);CHKERRQ(ierr);
} else {
/* slope comes from the normal equations */
ierr = MatMult(jac,Y,W);CHKERRQ(ierr);
ierr = VecDotRealPart(F,W,&initslope);CHKERRQ(ierr);
if (initslope > 0.0) initslope = -initslope;
if (initslope == 0.0) initslope = -1.0;
}
ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
if (snes->nfuncs >= snes->max_funcs) {
ierr = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (objective) {
ierr = SNESComputeObjective(snes,W,&g);CHKERRQ(ierr);
} else {
ierr = (*linesearch->ops->snesfunc)(snes,W,G);CHKERRQ(ierr);
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (linesearch->ops->vinorm) {
gnorm = fnorm;
ierr = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
} else {
ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
}
g = PetscSqr(gnorm);
}
if (PetscIsInfOrNanReal(g)) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
ierr = PetscInfo(monitor,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (!objective) {
ierr = PetscInfo2(snes,"Initial fnorm %14.12e gnorm %14.12e\n", (double)fnorm, (double)gnorm);CHKERRQ(ierr);
}
if (.5*g <= .5*f + lambda*alpha*initslope) { /* Sufficient reduction or step tolerance convergence */
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
if (!objective) {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Using full step: fnorm %14.12e gnorm %14.12e\n", (double)fnorm, (double)gnorm);CHKERRQ(ierr);
} else {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Using full step: obj0 %14.12e obj %14.12e\n", (double)f, (double)g);CHKERRQ(ierr);
}
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
} else {
/* Since the full step didn't work and the step is tiny, quit */
if (stol*xnorm > ynorm) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
ierr = PetscInfo2(monitor,"Aborted due to ynorm < stol*xnorm (%14.12e < %14.12e) and inadequate full step.\n",ynorm,stol*xnorm);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
/* Fit points with quadratic */
lambdatemp = -initslope/(g - f - 2.0*lambda*initslope);
lambdaprev = lambda;
gprev = g;
if (lambdatemp > .5*lambda) lambdatemp = .5*lambda;
if (lambdatemp <= .1*lambda) lambda = .1*lambda;
else lambda = lambdatemp;
ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
if (snes->nfuncs >= snes->max_funcs) {
ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr);
snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (objective) {
ierr = SNESComputeObjective(snes,W,&g);CHKERRQ(ierr);
} else {
ierr = (*linesearch->ops->snesfunc)(snes,W,G);CHKERRQ(ierr);
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) PetscFunctionReturn(0);
if (linesearch->ops->vinorm) {
gnorm = fnorm;
ierr = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
} else {
ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
g = gnorm*gnorm;
}
}
if (PetscIsInfOrNanReal(g)) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
ierr = PetscInfo(monitor,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
if (!objective) {
ierr = PetscViewerASCIIPrintf(monitor," Line search: gnorm after quadratic fit %14.12e\n",(double)gnorm);CHKERRQ(ierr);
} else {
ierr = PetscViewerASCIIPrintf(monitor," Line search: obj after quadratic fit %14.12e\n",(double)g);CHKERRQ(ierr);
}
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
if (.5*g < .5*f + lambda*alpha*initslope) { /* sufficient reduction */
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: Quadratically determined step, lambda=%18.16e\n",(double)lambda);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
} else {
/* Fit points with cubic */
for (count = 0; count < max_its; count++) {
if (lambda <= minlambda) {
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: unable to find good step length! After %D tries \n",count);CHKERRQ(ierr);
if (!objective) {
ierr = PetscViewerASCIIPrintf(monitor,
" Line search: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",
(double)fnorm, (double)gnorm, (double)ynorm, (double)minlambda, (double)lambda, (double)initslope);CHKERRQ(ierr);
} else {
ierr = PetscViewerASCIIPrintf(monitor,
" Line search: obj(0)=%18.16e, obj=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",
(double)f, (double)g, (double)ynorm, (double)minlambda, (double)lambda, (double)initslope);CHKERRQ(ierr);
}
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
t1 = .5*(g - f) - lambda*initslope;
t2 = .5*(gprev - f) - lambdaprev*initslope;
a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
d = b*b - 3*a*initslope;
if (d < 0.0) d = 0.0;
if (a == 0.0) lambdatemp = -initslope/(2.0*b);
else lambdatemp = (-b + PetscSqrtReal(d))/(3.0*a);
} else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) {
lambdatemp = -initslope/(g - f - 2.0*initslope);
} else SETERRQ(PetscObjectComm((PetscObject)linesearch), PETSC_ERR_SUP, "unsupported line search order for type bt");
lambdaprev = lambda;
gprev = g;
if (lambdatemp > .5*lambda) lambdatemp = .5*lambda;
if (lambdatemp <= .1*lambda) lambda = .1*lambda;
else lambda = lambdatemp;
ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes,W);CHKERRQ(ierr);
}
if (snes->nfuncs >= snes->max_funcs) {
ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
if (!objective) {
ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",
(double)fnorm,(double)gnorm,(double)ynorm,(double)lambda,(double)initslope);CHKERRQ(ierr);
}
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
PetscFunctionReturn(0);
}
if (objective) {
ierr = SNESComputeObjective(snes,W,&g);CHKERRQ(ierr);
} else {
ierr = (*linesearch->ops->snesfunc)(snes,W,G);CHKERRQ(ierr);
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (linesearch->ops->vinorm) {
gnorm = fnorm;
ierr = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
} else {
ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
g = gnorm*gnorm;
}
}
if (PetscIsInfOrNanReal(gnorm)) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
ierr = PetscInfo(monitor,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (.5*g < .5*f + lambda*alpha*initslope) { /* is reduction enough? */
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
if (!objective) {
if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Cubically determined step, current gnorm %14.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr);
} else {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Quadratically determined step, current gnorm %14.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr);
}
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
} else {
if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Cubically determined step, obj %14.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr);
} else {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Quadratically determined step, obj %14.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr);
}
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
}
break;
} else if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
if (!objective) {
if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Cubic step no good, shrinking lambda, current gnorm %12.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr);
} else {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Quadratic step no good, shrinking lambda, current gnorm %12.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr);
}
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
} else {
if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Cubic step no good, shrinking lambda, obj %12.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr);
} else {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Quadratic step no good, shrinking lambda, obj %12.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr);
}
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
}
}
}
}
/* postcheck */
ierr = SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr);
if (changed_y) {
ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
}
if (changed_y || changed_w || objective) { /* recompute the function norm if the step has changed or the objective isn't the norm */
ierr = (*linesearch->ops->snesfunc)(snes,W,G);CHKERRQ(ierr);
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (linesearch->ops->vinorm) {
gnorm = fnorm;
ierr = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
} else {
ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
}
ierr = VecNorm(Y,NORM_2,&ynorm);CHKERRQ(ierr);
if (PetscIsInfOrNanReal(gnorm)) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
ierr = PetscInfo(monitor,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr);
PetscFunctionReturn(0);
}
}
/* copy the solution over */
ierr = VecCopy(W, X);CHKERRQ(ierr);
ierr = VecCopy(G, F);CHKERRQ(ierr);
ierr = VecNorm(X, NORM_2, &xnorm);CHKERRQ(ierr);
ierr = SNESLineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr);
ierr = SNESLineSearchSetNorms(linesearch, xnorm, gnorm, ynorm);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
