double
NOX::Solver::TensorBased::getNormModelResidual(
const NOX::Abstract::Vector& dir,
const NOX::Abstract::Group& soln,
bool isTensorModel) const
{
// Compute residual of Newton model...
Teuchos::RCP<NOX::Abstract::Vector> residualPtr =
soln.getF().clone(ShapeCopy);
soln.applyJacobian(dir, *residualPtr);
numJvMults++;
residualPtr->update(1.0, soln.getF(), 1.0);
// Compute residual of Tensor model, if requested...
if (isTensorModel)
{
double tmp = sVecPtr->innerProduct(dir);
if (utilsPtr->isPrintType(NOX::Utils::Details))
utilsPtr->out() << " sc'*dt = " << utilsPtr->sciformat(tmp, 6) << std::endl;
residualPtr->update(tmp*tmp, *aVecPtr, 1.0);
}
double modelNorm = residualPtr->norm();
return modelNorm;
}
double NOX::Solver::TensorBased::getDirectionalDerivative(
const NOX::Abstract::Vector& dir,
const NOX::Abstract::Group& soln) const
{
Teuchos::RCP<NOX::Abstract::Vector> tmpPtr =
soln.getF().clone(ShapeCopy);
soln.applyJacobian(dir, *tmpPtr);
numJvMults++;
double fprime = tmpPtr->innerProduct(soln.getF());
return fprime;
}
void NOX::MeritFunction::SumOfSquares::
computeQuadraticMinimizer(const NOX::Abstract::Group& grp,
NOX::Abstract::Vector& result) const
{
// Clone a temporary vector
if (Teuchos::is_null(tmpVecPtr))
tmpVecPtr = grp.getF().clone(NOX::ShapeCopy);
// Make sure the function and Jacobian have been evaluated
if ( !(grp.isF()) ) {
utils->err()
<< "ERROR: NOX::MeritFunction::SumOfSquares::"
<< "computeQuadraticMinimizer() - "
<< "F has not been computed yet!. Please call "
<< "computeF() on the group passed into this function."
<< std::endl;
throw "NOX Error";
}
if ( !(grp.isJacobian()) ) {
utils->err()
<< "ERROR: NOX::MeritFunction::SumOfSquares::"
<< "computeQuadraticMinimizer() - "
<< "Jacobian has not been computed yet!. Please call "
<< "computeJacobian() on the group passed into this function."
<< std::endl;
throw "NOX Error";
}
// Compute the steepest descent direction = J^T F
this->computeGradient(grp, result);
// Compute = J (J^T F)
NOX::Abstract::Group::ReturnType status =
grp.applyJacobian(result, *tmpVecPtr);
if (status != NOX::Abstract::Group::Ok) {
utils->err()
<< "ERROR: NOX::MeritFunction::SumOfSquares::"
<< "computeQuadraticMinimizer() - grp->applyJacobian() has failed!"
<< std::endl;
throw "NOX Error";
}
result.scale( -1.0 * result.innerProduct(result) /
tmpVecPtr->innerProduct(*tmpVecPtr) );
}
double NOX::MeritFunction::SumOfSquares::
computeQuadraticModel(const NOX::Abstract::Vector& dir,
const NOX::Abstract::Group& grp) const
{
if (Teuchos::is_null(tmpVecPtr))
tmpVecPtr = grp.getF().clone();
double m = 0.0;
m = this->computef(grp);
m += this->computeSlope(dir, grp);
grp.applyJacobian(dir, *(tmpVecPtr.get()));
m += 0.5 * tmpVecPtr->innerProduct(*(tmpVecPtr.get()));
return m;
}
// **************************************************************************
// *** computeForcingTerm
// **************************************************************************
double NOX::Direction::Utils::InexactNewton::
computeForcingTerm(const NOX::Abstract::Group& soln,
const NOX::Abstract::Group& oldsoln,
int niter,
const NOX::Solver::Generic& solver,
double eta_last)
{
const std::string indent = " ";
if (forcingTermMethod == Constant) {
if (printing->isPrintType(NOX::Utils::Details)) {
printing->out() << indent << "CALCULATING FORCING TERM" << std::endl;
printing->out() << indent << "Method: Constant" << std::endl;
printing->out() << indent << "Forcing Term: " << eta_k << std::endl;
}
if (setTolerance)
paramsPtr->sublist(directionMethod).sublist("Linear Solver").
set("Tolerance", eta_k);
return eta_k;
}
// Get linear solver current tolerance.
// NOTE: These values are changing at each nonlinear iteration and
// must either be updated from the parameter list each time a compute
// is called or supplied during the function call!
double eta_km1 = 0.0;
if (eta_last < 0.0)
eta_km1 = paramsPtr->sublist(directionMethod).
sublist("Linear Solver").get("Tolerance", 0.0);
else
eta_km1 = eta_last;
// Tolerance may have been adjusted in a line search algorithm so we
// have to account for this.
const NOX::Solver::LineSearchBased* solverPtr = 0;
solverPtr = dynamic_cast<const NOX::Solver::LineSearchBased*>(&solver);
if (solverPtr != 0) {
eta_km1 = 1.0 - solverPtr->getStepSize() * (1.0 - eta_km1);
}
if (printing->isPrintType(NOX::Utils::Details)) {
printing->out() << indent << "CALCULATING FORCING TERM" << std::endl;
printing->out() << indent << "Method: " << method << std::endl;
}
if (forcingTermMethod == Type1) {
if (niter == 0) {
eta_k = eta_initial;
}
else {
// Return norm of predicted F
// do NOT use the following lines!! This does NOT account for
// line search step length taken.
// const double normpredf = 0.0;
// oldsoln.getNormLastLinearSolveResidual(normpredf);
// Create a new vector to be the predicted RHS
if (Teuchos::is_null(predRhs)) {
predRhs = oldsoln.getF().clone(ShapeCopy);
}
if (Teuchos::is_null(stepDir)) {
stepDir = oldsoln.getF().clone(ShapeCopy);
}
// stepDir = X - oldX (i.e., the step times the direction)
stepDir->update(1.0, soln.getX(), -1.0, oldsoln.getX(), 0);
// Compute predRhs = Jacobian * step * dir
if (!(oldsoln.isJacobian())) {
if (printing->isPrintType(NOX::Utils::Details)) {
printing->out() << "WARNING: NOX::InexactNewtonUtils::resetForcingTerm() - "
<< "Jacobian is out of date! Recomputing Jacobian." << std::endl;
}
const_cast<NOX::Abstract::Group&>(oldsoln).computeJacobian();
}
oldsoln.applyJacobian(*stepDir, *predRhs);
// Compute predRhs = RHSVector + predRhs (this is the predicted RHS)
predRhs->update(1.0, oldsoln.getF(), 1.0);
// Compute the norms
double normpredf = predRhs->norm();
double normf = soln.getNormF();
double normoldf = oldsoln.getNormF();
if (printing->isPrintType(NOX::Utils::Details)) {
printing->out() << indent << "Forcing Term Norm: Using L-2 Norm."
<< std::endl;
}
// Compute forcing term
eta_k = fabs(normf - normpredf) / normoldf;
// Some output
if (printing->isPrintType(NOX::Utils::Details)) {
printing->out() << indent << "Residual Norm k-1 = "
<< normoldf << "\n";
printing->out() << indent << "Residual Norm Linear Model k = "
<< normpredf << "\n";
printing->out() << indent << "Residual Norm k = " << normf << "\n";
printing->out() << indent << "Calculated eta_k (pre-bounds) = " << eta_k << std::endl;
}
// Impose safeguard and constraints ...
const double tmp = (1.0 + sqrt(5.0)) / 2.0;
const double eta_km1_alpha = pow(eta_km1, tmp);
if (eta_km1_alpha > 0.1)
eta_k = NOX_MAX(eta_k, eta_km1_alpha);
eta_k = NOX_MAX(eta_k, eta_min);
eta_k = NOX_MIN(eta_max, eta_k);
}
}
else if (forcingTermMethod == Type2) {
if (niter == 0) {
eta_k = eta_initial;
}
else {
double normf = soln.getNormF();
double normoldf = oldsoln.getNormF();
if (printing->isPrintType(NOX::Utils::Details)) {
printing->out() << indent << "Forcing Term Norm: Using L-2 Norm."
<< std::endl;
}
const double residual_ratio = normf / normoldf;
eta_k = gamma * pow(residual_ratio, alpha);
// Some output
if (printing->isPrintType(NOX::Utils::Details)) {
printing->out() << indent << "Residual Norm k-1 = "
<< normoldf << "\n";
printing->out() << indent << "Residual Norm k = "
<< normf << "\n";
printing->out() << indent << "Calculated eta_k (pre-bounds) = "
<< eta_k << std::endl;
}
// Impose safeguard and constraints ...
const double eta_k_alpha = gamma * pow(eta_km1, alpha);
if (eta_k_alpha > 0.1)
eta_k = NOX_MAX(eta_k, eta_k_alpha);
eta_k = NOX_MAX(eta_k, eta_min);
eta_k = NOX_MIN(eta_max, eta_k);
}
}
// Set the new linear solver tolerance
if (setTolerance)
paramsPtr->sublist(directionMethod).sublist("Linear Solver").
set("Tolerance", eta_k);
if (printing->isPrintType(NOX::Utils::Details))
printing->out() << indent << "Forcing Term: " << eta_k << std::endl;
return eta_k;
}
bool
NOX::Solver::TensorBased::computeTensorDirection(NOX::Abstract::Group& soln,
const NOX::Solver::Generic& solver)
{
NOX::Abstract::Group::ReturnType dir_status;
Teuchos::ParameterList& linearParams = paramsPtr->sublist("Direction").
sublist(paramsPtr->sublist("Direction").
get("Method","Tensor")).
sublist("Linear Solver");
// Compute F at current solution.
dir_status = soln.computeF();
if (dir_status != NOX::Abstract::Group::Ok)
throwError("computeTensorDirection", "Unable to compute F");
// Compute Jacobian at current solution.
dir_status = soln.computeJacobian();
if (dir_status != NOX::Abstract::Group::Ok)
throwError("computeTensorDirection", "Unable to compute Jacobian");
// Begin processing for the tensor step, if necessary.
double sDotS = 0.0;
int tempVal1 = 0;
if ((nIter > 0) && (requestedBaseStep == TensorStep))
{
// Compute the tensor term s = x_{k-1} - x_k
*sVecPtr = soln.getX();
sVecPtr->update(1.0, solver.getPreviousSolutionGroup().getX(), -1.0);
double normS = sVecPtr->norm();
sDotS = normS * normS;
// Form the tensor term a = (F_{k-1} - F_k - J*s) / (s^T s)^2
soln.applyJacobian(*sVecPtr, *aVecPtr);
numJvMults++;
aVecPtr->update(1.0, solver.getPreviousSolutionGroup().getF(), -1.0);
aVecPtr->update(-1.0, soln.getF(), 1.0);
if (sDotS != 0)
aVecPtr->scale(1.0 / (sDotS * sDotS));
// Save old Newton step as initial guess to second system
*tmpVecPtr = *newtonVecPtr;
tmpVecPtr->scale(-1.0); // Rewrite to avoid this?
// Compute residual of linear system using initial guess...
soln.applyJacobian(*tmpVecPtr, *residualVecPtr);
numJvMults++;
residualVecPtr->update(1.0, solver.getPreviousSolutionGroup().getF(),-1.0);
double residualNorm = residualVecPtr->norm();
#if DEBUG_LEVEL > 0
double tmpVecNorm = tmpVecPtr->norm();
double residualNormRel = residualNorm /
solver.getPreviousSolutionGroup().getNormF();
if (utilsPtr->isPrintType(NOX::Utils::Details))
{
utilsPtr->out() << " Norm of initial guess: " << utilsPtr->sciformat(tmpVecNorm, 6)
<< std::endl;
utilsPtr->out() << " initg norm of model residual = "
<< utilsPtr->sciformat(residualNorm, 6) << " (abs) "
<< utilsPtr->sciformat(residualNormRel, 6) << " (rel)" << std::endl;
}
#endif
// Save some parameters and use them later...
double tol = linearParams.get("Tolerance", 1e-4);
double relativeResidual = residualNorm /
solver.getPreviousSolutionGroup().getNormF();
// Decide whether to use initial guess...
bool isInitialGuessGood = false;
#ifdef USE_INITIAL_GUESS_LOGIC
if (relativeResidual < 1.0)
{
if (utilsPtr->isPrintType(NOX::Utils::Details))
utilsPtr->out() << " Initial guess is good..." << std::endl;
isInitialGuessGood = true;
// RPP - Brett please make sure the line below is correct.
*tensorVecPtr = *tmpVecPtr;
double newTol = tol / relativeResidual;
if (newTol > 0.99)
newTol = 0.99; // force at least one iteration
linearParams.set("Tolerance", newTol);
if (utilsPtr->isPrintType(NOX::Utils::Details))
utilsPtr->out() << " Setting tolerance to " << utilsPtr->sciformat(newTol,6) << std::endl;
}
else
#endif // USE_INITIAL_GUESS_LOGIC
{
//utilsPtr->out() << " Initial guess is BAD... do not use!\n";
isInitialGuessGood = false;
*residualVecPtr = solver.getPreviousSolutionGroup().getF();
}
// Compute the term inv(J)*Fp....
tmpVecPtr->init(0.0);
dir_status = soln.applyJacobianInverse(linearParams, *residualVecPtr,
*tmpVecPtr);
// If it didn't converge, maybe we can recover.
if (dir_status != NOX::Abstract::Group::Ok)
{
if (doRescue == false)
throwError("computeTensorDirection", "Unable to apply Jacobian inverse");
else if ((doRescue == true) &&
(utilsPtr->isPrintType(NOX::Utils::Warning)))
utilsPtr->out() << "WARNING: NOX::Solver::TensorBased::computeTensorDirection() - "
<< "Linear solve failed to achieve convergence - "
<< "using the step anyway "
<< "since \"Rescue Bad Newton Solve\" is true." << std::endl;
}
// Continue processing
#ifdef USE_INITIAL_GUESS_LOGIC
if (isInitialGuessGood)
{
tmpVecPtr->update(1.0, *tensorVecPtr, 1.0);
linearParams.set("Tolerance", tol);
}
#endif
// Save iteration count for comparison later
if (linearParams.sublist("Output").
isParameter("Number of Linear Iterations"))
tempVal1 = linearParams.sublist("Output").
get("Number of Linear Iterations",0);
#if DEBUG_LEVEL > 0
// Compute residual of linear system with initial guess...
soln.applyJacobian(*tmpVecPtr, *residualVecPtr);
numJvMults++;
residualVec.update(-1.0, solver.getPreviousSolutionGroup().getF(),1.0);
double residualNorm2 = residualVec.norm();
double residualNorm2Rel = residualNorm2 /
solver.getPreviousSolutionGroup().getNormF();
if (utilsPtr->isPrintType(NOX::Utils::Details))
utilsPtr->out() << " jifp norm of model residual = "
<< utilsPtr->sciformat(residualNorm2, 6) << " (abs) "
<< utilsPtr->sciformat(residualNorm2Rel, 6) << " (rel)" << std::endl;
#endif
}
// Compute the Newton direction
dir_status = soln.computeNewton(linearParams);
// If it didn't converge, maybe we can recover.
if (dir_status != NOX::Abstract::Group::Ok)
{
if (doRescue == false)
throwError("computeTensorDirection", "Unable to apply Jacobian inverse");
else if ((doRescue == true) &&
(utilsPtr->isPrintType(NOX::Utils::Warning)))
utilsPtr->out() << "WARNING: NOX::Solver::TensorBased::computeTensorDirection() - "
<< "Linear solve failed to achieve convergence - "
<< "using the step anyway "
<< "since \"Rescue Bad Newton Solve\" is true." << std::endl;
}
// Set Newton direction
*newtonVecPtr = soln.getNewton();
// Update counter
int tempVal2 = 0;
if (linearParams.sublist("Output").
isParameter("Number of Linear Iterations"))
tempVal2 = linearParams.sublist("Output").
get("Number of Linear Iterations",0);
numJ2vMults += (tempVal1 > tempVal2) ? tempVal1 : tempVal2;
#ifdef CHECK_RESIDUALS
printDirectionInfo("newtonVec", *newtonVecPtr, soln, false);
#endif // CHECK_RESIDUALS
// Continue processing the tensor step, if necessary
if ((nIter > 0) && (requestedBaseStep == TensorStep))
{
// Form the term inv(J)*a... (note that a is not multiplied by 2)
// The next line does not work in some implementations for some reason
//tmpVec.update(1.0, newtonVec, -1.0, sVec, 1.0);
tmpVecPtr->update(1.0, *newtonVecPtr, 1.0);
tmpVecPtr->update(-1.0, *sVecPtr, 1.0);
if (sDotS != 0.0)
tmpVecPtr->scale( 1.0 / (sDotS * sDotS));
// Calculate value of beta
sTinvJF = -sVecPtr->innerProduct(*newtonVecPtr);
sTinvJa = sVecPtr->innerProduct(*tmpVecPtr);
double qval = 0;
double lambdaBar = 1;
beta = calculateBeta(sTinvJa, 1.0, sTinvJF, qval, lambdaBar);
double sVecNorm = sVecPtr->norm();
double aVecNorm = aVecPtr->norm();
if (utilsPtr->isPrintType(NOX::Utils::Details))
{
utilsPtr->out() << " sTinvJF = " << utilsPtr->sciformat(sTinvJF, 6)
<< " sTinvJa = " << utilsPtr->sciformat(sTinvJa, 6) << std::endl;
utilsPtr->out() << " norm(s) = " << utilsPtr->sciformat(sVecNorm, 6)
<< " norm(a) = " << utilsPtr->sciformat(aVecNorm, 6) << std::endl;
}
if (useModifiedMethod)
{
double alpha2 = lambdaBar;
if (utilsPtr->isPrintType(NOX::Utils::Details))
utilsPtr->out() << " Beta = " << utilsPtr->sciformat(beta, 6)
<< " Alpha2 = " << utilsPtr->sciformat(alpha2, 6) << std::endl;
if (alpha2 != 1.0)
{
if (utilsPtr->isPrintType(NOX::Utils::Details))
utilsPtr->out() << " *** Scaling tensor term a ***" << std::endl;
aVecPtr->scale(alpha2);
tmpVecPtr->scale(alpha2);
sTinvJa *= alpha2;
beta /= alpha2;
lambdaBar = 1.0;
qval = 0;
}
}
// Form the tensor step
tensorVecPtr->update(1.0, *newtonVecPtr, -beta*beta, *tmpVecPtr, 0.0);
#ifdef CHECK_RESIDUALS
printDirectionInfo("tensorVec", *tensorVecPtr, soln, true);
#endif // CHECK_RESIDUALS
#if DEBUG_LEVEL > 0
double sDotT = tensorVecPtr->innerProduct(sVec);
if (utilsPtr->isPrintType(NOX::Utils::Details))
utilsPtr->out() << " Beta = " << utilsPtr->sciformat(beta, 6)
<< " std = " << utilsPtr->sciformat(sDotT, 6)
<< " qval = " << utilsPtr->sciformat(qval, 2)
<< " lambdaBar = " << lambdaBar << std::endl;
#endif
}
else
*tensorVecPtr = *newtonVecPtr;
return true;
}
