예제 #1
0
bool NOX::Direction::SteepestDescent::compute(Abstract::Vector& dir, 
				 Abstract::Group& soln, 
				 const Solver::Generic& solver) 
{
  NOX::Abstract::Group::ReturnType status;

  // Compute F at current solution
  status = soln.computeF();
  if (status != NOX::Abstract::Group::Ok) 
    throwError("compute", "Unable to compute F");

  // Compute Jacobian at current solution
  status = soln.computeJacobian();
  if (status != NOX::Abstract::Group::Ok) 
    throwError("compute", "Unable to compute Jacobian");

  // Scale
  switch (scaleType) {

  case NOX::Direction::SteepestDescent::TwoNorm:
    
    meritFuncPtr->computeGradient(soln, dir);
    dir.scale(-1.0/dir.norm());
    break;
    
  case NOX::Direction::SteepestDescent::FunctionTwoNorm:
    
    meritFuncPtr->computeGradient(soln, dir);
    dir.scale(-1.0/soln.getNormF());
    break;
    
  case NOX::Direction::SteepestDescent::QuadMin:
    
    meritFuncPtr->computeQuadraticMinimizer(soln, dir);
      
    break;
    
  case NOX::Direction::SteepestDescent::None:
    
    meritFuncPtr->computeGradient(soln, dir);
    dir.scale( -1.0 );
    break;

  default:
    
    throwError("compute", "Invalid scaleType");
    
  }

  return true;
}
bool NonlinearCG::compute(Abstract::Vector& dir, Abstract::Group& soln,
                          const Solver::Generic& solver)
{
  Abstract::Group::ReturnType ok;

  // Initialize vector memory if haven't already
  if(Teuchos::is_null(oldDirPtr))
    oldDirPtr = soln.getX().clone(NOX::ShapeCopy);
  if(Teuchos::is_null(oldDescentDirPtr))
    oldDescentDirPtr = soln.getX().clone(NOX::ShapeCopy);
  // These are conditionally created
  if(Teuchos::is_null(diffVecPtr) && usePRbeta)
    diffVecPtr = soln.getX().clone(NOX::ShapeCopy);
  if(Teuchos::is_null(tmpVecPtr) && doPrecondition)
    tmpVecPtr = soln.getX().clone(NOX::ShapeCopy);

  // Get a reference to the old solution group (const)
  oldSolnPtr = &solver.getPreviousSolutionGroup();
  const Abstract::Group& oldSoln(*oldSolnPtr);

  niter = solver.getNumIterations();

  // Construct Residual and precondition (if desired) as first step in 
  // getting new search direction

  ok = soln.computeF();
  if (ok != Abstract::Group::Ok) 
  {
    if (utils->isPrintType(Utils::Warning))
      utils->out() << "NOX::Direction::NonlinearCG::compute - Unable to compute F." << std::endl;
    return false;
  }

  dir = soln.getF();  

  if(doPrecondition) 
  {
    if(!soln.isJacobian())
      ok = soln.computeJacobian();
    if (ok != Abstract::Group::Ok) 
    {
      if (utils->isPrintType(Utils::Warning))
        utils->out() << "NOX::Direction::NonlinearCG::compute - Unable to compute Jacobian." << std::endl;
      return false;
    }

    *tmpVecPtr = dir;

    ok = soln.applyRightPreconditioning(false, paramsPtr->sublist("Nonlinear CG").sublist("Linear Solver"), *tmpVecPtr, dir);
    if( ok != Abstract::Group::Ok ) 
    {
      if (utils->isPrintType(Utils::Warning))
        utils->out() << "NOX::Direction::NonlinearCG::compute - Unable to apply Right Preconditioner." << std::endl;
      return false;
    }
  }

  dir.scale(-1.0);

  // Orthogonalize using previous search direction

  beta = 0.0;

  if( niter!=0 )
  {  
    // Two choices (for now) for orthogonalizing descent direction with previous:
    if( usePRbeta )
    {
      // Polak-Ribiere beta
      *diffVecPtr = dir;
      diffVecPtr->update(-1.0, *oldDescentDirPtr, 1.0); 

      double denominator = oldDescentDirPtr->innerProduct(oldSoln.getF());

      beta = diffVecPtr->innerProduct(soln.getF()) / denominator;

      // Constrain beta >= 0
      if( beta < 0.0 ) 
      {
        if (utils->isPrintType(Utils::OuterIteration))
          utils->out() << "BETA < 0, (" << beta << ") --> Resetting to zero" << std::endl;
        beta = 0.0;
      }
    } 
    else
    {
      // Fletcher-Reeves beta
      double denominator = oldDescentDirPtr->innerProduct(oldSoln.getF());

      beta = dir.innerProduct(soln.getF()) / denominator;

    } 

    //  Allow for restart after specified number of nonlinear iterations
    if( (niter % restartFrequency) == 0 )
    {
      if( utils->isPrintType(Utils::OuterIteration) )
        utils->out() << "Resetting beta --> 0" << std::endl;

      beta = 0 ;  // Restart with Steepest Descent direction
    }
  } // niter != 0

  *oldDescentDirPtr = dir;

  dir.update(beta, *oldDirPtr, 1.0);

  *oldDirPtr = dir;

  return (ok == Abstract::Group::Ok);
}