Exemplo n.º 1
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);
}
Exemplo n.º 2
0
/*@C
   SNESObjectiveComputeFunctionDefaultFD - Computes the gradient of a user provided objective

   Collective on SNES

   Input Parameter:
+  snes - the SNES context
.  X    - the state vector
-  ctx  - the (ignored) function context

   Output Parameter:
.  F   - the function value

   Options Database Key:
+  -snes_fd_function_eps - The differencing parameter
-  -snes_fd_function - Compute function from user provided objective with finite difference

   Notes:
   SNESObjectiveComputeFunctionDefaultFD is similar in character to SNESComputeJacobianDefault.
   Therefore, it should be used for debugging purposes only.  Using it in conjunction with
   SNESComputeJacobianDefault is excessively costly and produces a Jacobian that is quite
   noisy.  This is often necessary, but should be done with a grain of salt, even when debugging
   small problems.

   Note that this uses quadratic interpolation of the objective to form each value in the function.

   Level: advanced

.keywords: SNES, objective, debugging, finite differences, function

.seealso: SNESSetFunction(), SNESComputeObjective(), SNESComputeJacobianDefault()
@*/
PetscErrorCode SNESObjectiveComputeFunctionDefaultFD(SNES snes,Vec X,Vec F,void *ctx)
{
  Vec            Xh;
  PetscErrorCode ierr;
  PetscInt       i,N,start,end;
  PetscReal      ob,ob1,ob2,ob3,fob,dx,eps=1e-6;
  PetscScalar    fv,xv;

  PetscFunctionBegin;
  ierr = VecDuplicate(X,&Xh);CHKERRQ(ierr);
  ierr = PetscOptionsReal("-snes_fd_function_eps","Tolerance for nonzero entries in fd function","None",eps,&eps,NULL);CHKERRQ(ierr);
  ierr = VecSet(F,0.);CHKERRQ(ierr);

  ierr = VecNorm(X,NORM_2,&fob);CHKERRQ(ierr);

  ierr = VecGetSize(X,&N);CHKERRQ(ierr);
  ierr = VecGetOwnershipRange(X,&start,&end);CHKERRQ(ierr);
  ierr = SNESComputeObjective(snes,X,&ob);CHKERRQ(ierr);

  if (fob > 0.) dx =1e-6*fob;
  else dx = 1e-6;

  for (i=0; i<N; i++) {
    /* compute the 1st value */
    ierr = VecCopy(X,Xh);CHKERRQ(ierr);
    if (i>= start && i<end) {
      xv   = dx;
      ierr = VecSetValues(Xh,1,&i,&xv,ADD_VALUES);CHKERRQ(ierr);
    }
    ierr = VecAssemblyBegin(Xh);CHKERRQ(ierr);
    ierr = VecAssemblyEnd(Xh);CHKERRQ(ierr);
    ierr = SNESComputeObjective(snes,Xh,&ob1);CHKERRQ(ierr);

    /* compute the 2nd value */
    ierr = VecCopy(X,Xh);CHKERRQ(ierr);
    if (i>= start && i<end) {
      xv   = 2.*dx;
      ierr = VecSetValues(Xh,1,&i,&xv,ADD_VALUES);CHKERRQ(ierr);
    }
    ierr = VecAssemblyBegin(Xh);CHKERRQ(ierr);
    ierr = VecAssemblyEnd(Xh);CHKERRQ(ierr);
    ierr = SNESComputeObjective(snes,Xh,&ob2);CHKERRQ(ierr);

    /* compute the 3rd value */
    ierr = VecCopy(X,Xh);CHKERRQ(ierr);
    if (i>= start && i<end) {
      xv   = -dx;
      ierr = VecSetValues(Xh,1,&i,&xv,ADD_VALUES);CHKERRQ(ierr);
    }
    ierr = VecAssemblyBegin(Xh);CHKERRQ(ierr);
    ierr = VecAssemblyEnd(Xh);CHKERRQ(ierr);
    ierr = SNESComputeObjective(snes,Xh,&ob3);CHKERRQ(ierr);

    if (i >= start && i<end) {
      /* set this entry to be the gradient of the objective */
      fv = (-ob2 + 6.*ob1 - 3.*ob -2.*ob3) / (6.*dx);
      if (PetscAbsScalar(fv) > eps) {
        ierr = VecSetValues(F,1,&i,&fv,INSERT_VALUES);CHKERRQ(ierr);
      } else {
        fv   = 0.;
        ierr = VecSetValues(F,1,&i,&fv,INSERT_VALUES);CHKERRQ(ierr);
      }
    }
  }

  ierr = VecDestroy(&Xh);CHKERRQ(ierr);

  ierr = VecAssemblyBegin(F);CHKERRQ(ierr);
  ierr = VecAssemblyEnd(F);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}
Exemplo n.º 3
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;

  PetscErrorCode (*objective)(SNES,Vec,PetscReal*,void*);

  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 = SNESLineSearchSetSuccess(linesearch, PETSC_TRUE);CHKERRQ(ierr);
  ierr = SNESLineSearchGetTolerances(linesearch, &steptol, &maxstep, &rtol, &atol, &ltol, &max_its);CHKERRQ(ierr);
  ierr = SNESLineSearchGetMonitor(linesearch, &monitor);CHKERRQ(ierr);

  ierr = SNESGetObjective(snes,&objective,NULL);CHKERRQ(ierr);

  /* precheck */
  ierr       = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr);
  lambda_old = 0.0;
  if (!objective) {
    fnrm_old = gnorm*gnorm;
  } else {
    ierr = SNESComputeObjective(snes,X,&fnrm_old);CHKERRQ(ierr);
  }
  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);
    }
    if (!objective) {
      ierr = (*linesearch->ops->snesfunc)(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);
      }

      /* 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 = (*linesearch->ops->snesfunc)(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_mid = fnrm_mid*fnrm_mid;
      fnrm = fnrm*fnrm;
    } else {
      /* compute the objective at the midpoint */
      ierr = VecCopy(X, W);CHKERRQ(ierr);
      ierr = VecAXPY(W, -lambda_mid, Y);CHKERRQ(ierr);
      ierr = SNESComputeObjective(snes,W,&fnrm_mid);CHKERRQ(ierr);

      /* compute the objective at the midpoint */
      ierr = VecCopy(X, W);CHKERRQ(ierr);
      ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr);
      ierr = SNESComputeObjective(snes,W,&fnrm);CHKERRQ(ierr);
    }
    /* 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);
      if (!objective) {
        ierr = PetscViewerASCIIPrintf(monitor,"    Line search: lambdas = [%g, %g, %g], fnorms = [%g, %g, %g]\n",
                                      (double)lambda, (double)lambda_mid, (double)lambda_old, (double)PetscSqrtReal(fnrm), (double)PetscSqrtReal(fnrm_mid), (double)PetscSqrtReal(fnrm_old));CHKERRQ(ierr);
      } else {
        ierr = PetscViewerASCIIPrintf(monitor,"    Line search: lambdas = [%g, %g, %g], obj = [%g, %g, %g]\n",
                                      (double)lambda, (double)lambda_mid, (double)lambda_old, (double)fnrm, (double)fnrm_mid, (double)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 = (*linesearch->ops->snesfunc)(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", (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);
}