PetscErrorCode SNESQNApply_BadBroyden(SNES snes,PetscInt it,Vec Y,Vec X,Vec Xold,Vec D,Vec Dold) { PetscErrorCode ierr; SNES_QN *qn = (SNES_QN*)snes->data; Vec W = snes->work[3]; Vec *U = qn->U; Vec *T = qn->V; /* ksp thing for Jacobian scaling */ PetscInt h,k,j,i,lits; PetscInt m = qn->m; PetscScalar gdot,udot; PetscInt l = m; PetscFunctionBegin; if (it < m) l = it; ierr = VecCopy(D,Y);CHKERRQ(ierr); if (l > 0) { k = (it-1)%l; ierr = SNESLineSearchGetLambda(snes->linesearch,&qn->lambda[k]);CHKERRQ(ierr); ierr = VecCopy(Dold,U[k]);CHKERRQ(ierr); ierr = VecAXPY(U[k],-1.0,D);CHKERRQ(ierr); ierr = VecCopy(Xold,T[k]);CHKERRQ(ierr); ierr = VecAXPY(T[k],-1.0,X);CHKERRQ(ierr); } if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) { ierr = KSPSolve(snes->ksp,Y,W);CHKERRQ(ierr); SNESCheckKSPSolve(snes); ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr); snes->linear_its += lits; ierr = VecCopy(W,Y);CHKERRQ(ierr); } else { ierr = VecScale(Y,qn->scaling);CHKERRQ(ierr); } /* inward recursion starting at the first update and working forward */ if (l > 0) { for (i = 0; i < l-1; i++) { j = (it+i-l)%l; k = (it+i-l+1)%l; h = (it-1)%l; ierr = VecDotBegin(U[j],U[h],&gdot);CHKERRQ(ierr); ierr = VecDotBegin(U[j],U[j],&udot);CHKERRQ(ierr); ierr = VecDotEnd(U[j],U[h],&gdot);CHKERRQ(ierr); ierr = VecDotEnd(U[j],U[j],&udot);CHKERRQ(ierr); ierr = VecAXPY(Y,PetscRealPart(gdot)/PetscRealPart(udot),T[k]);CHKERRQ(ierr); ierr = VecAXPY(Y,-(1.-qn->lambda[k])*PetscRealPart(gdot)/PetscRealPart(udot),T[j]);CHKERRQ(ierr); if (qn->monitor) { ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(qn->monitor, "it: %d k: %d gdot: %14.12e\n", it, k, PetscRealPart(gdot));CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);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); }
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); }
PetscErrorCode SNESQNApply_Broyden(SNES snes,PetscInt it,Vec Y,Vec X,Vec Xold,Vec D) { PetscErrorCode ierr; SNES_QN *qn = (SNES_QN*)snes->data; Vec W = snes->work[3]; Vec *U = qn->U; PetscInt m = qn->m; PetscInt k,i,j,lits,l = m; PetscReal unorm,a,b; PetscReal *lambda=qn->lambda; PetscScalar gdot; PetscReal udot; PetscFunctionBegin; if (it < m) l = it; if (it > 0) { k = (it-1)%l; ierr = SNESLineSearchGetLambda(snes->linesearch,&lambda[k]);CHKERRQ(ierr); ierr = VecCopy(Xold,U[k]);CHKERRQ(ierr); ierr = VecAXPY(U[k],-1.0,X);CHKERRQ(ierr); if (qn->monitor) { ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(qn->monitor, "scaling vector %d of %d by lambda: %14.12e \n",k,l,lambda[k]);CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); } } if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) { ierr = KSPSolve(snes->ksp,D,W);CHKERRQ(ierr); SNESCheckKSPSolve(snes); ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr); snes->linear_its += lits; ierr = VecCopy(W,Y);CHKERRQ(ierr); } else { ierr = VecCopy(D,Y);CHKERRQ(ierr); ierr = VecScale(Y,qn->scaling);CHKERRQ(ierr); } /* inward recursion starting at the first update and working forward */ for (i = 0; i < l-1; i++) { j = (it+i-l)%l; k = (it+i-l+1)%l; ierr = VecNorm(U[j],NORM_2,&unorm);CHKERRQ(ierr); ierr = VecDot(U[j],Y,&gdot);CHKERRQ(ierr); unorm *= unorm; udot = PetscRealPart(gdot); a = (lambda[j]/lambda[k]); b = -(1.-lambda[j]); a *= udot/unorm; b *= udot/unorm; ierr = VecAXPBYPCZ(Y,a,b,1.,U[k],U[j]);CHKERRQ(ierr); if (qn->monitor) { ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(qn->monitor, "using vector %d and %d, gdot: %14.12e\n",k,j,PetscRealPart(gdot));CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); } } if (l > 0) { k = (it-1)%l; ierr = VecDot(U[k],Y,&gdot);CHKERRQ(ierr); ierr = VecNorm(U[k],NORM_2,&unorm);CHKERRQ(ierr); unorm *= unorm; udot = PetscRealPart(gdot); a = unorm/(unorm-lambda[k]*udot); b = -(1.-lambda[k])*udot/(unorm-lambda[k]*udot); if (qn->monitor) { ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(qn->monitor, "using vector %d: a: %14.12e b: %14.12e \n",k,a,b);CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); } ierr = VecAXPBY(Y,b,a,U[k]);CHKERRQ(ierr); } l = m; if (it+1<m)l=it+1; k = it%l; if (qn->monitor) { ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(qn->monitor, "setting vector %d of %d\n",k,l);CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); } PetscFunctionReturn(0); }
static PetscErrorCode SNESSolve_QN(SNES snes) { PetscErrorCode ierr; SNES_QN *qn = (SNES_QN*) snes->data; Vec X,Xold; Vec F,W; Vec Y,D,Dold; PetscInt i, i_r; PetscReal fnorm,xnorm,ynorm,gnorm; SNESLineSearchReason lssucceed; PetscBool powell,periodic; PetscScalar DolddotD,DolddotDold; SNESConvergedReason reason; /* basically just a regular newton's method except for the application of the Jacobian */ PetscFunctionBegin; if (snes->xl || snes->xu || snes->ops->computevariablebounds) { SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name); } ierr = PetscCitationsRegister(SNESCitation,&SNEScite);CHKERRQ(ierr); F = snes->vec_func; /* residual vector */ Y = snes->vec_sol_update; /* search direction generated by J^-1D*/ W = snes->work[3]; X = snes->vec_sol; /* solution vector */ Xold = snes->work[0]; /* directions generated by the preconditioned problem with F_pre = F or x - M(x, b) */ D = snes->work[1]; Dold = snes->work[2]; snes->reason = SNES_CONVERGED_ITERATING; ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); snes->iter = 0; snes->norm = 0.; ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 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 = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); } else { if (!snes->vec_func_init_set) { ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); } else snes->vec_func_init_set = PETSC_FALSE; ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); SNESCheckFunctionNorm(snes,fnorm); } if (snes->pc && snes->pcside == PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) { ierr = SNESApplyNPC(snes,X,F,D);CHKERRQ(ierr); ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { snes->reason = SNES_DIVERGED_INNER; PetscFunctionReturn(0); } } else { ierr = VecCopy(F,D);CHKERRQ(ierr); } 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); if (snes->pc && snes->pcside == PC_RIGHT) { ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,X,0,0);CHKERRQ(ierr); ierr = SNESSolve(snes->pc,snes->vec_rhs,X);CHKERRQ(ierr); ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,X,0,0);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); ierr = VecCopy(F,D);CHKERRQ(ierr); } /* scale the initial update */ if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) { ierr = SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); } for (i = 0, i_r = 0; i < snes->max_its; i++, i_r++) { if (qn->scale_type == SNES_QN_SCALE_SHANNO && i_r > 0) { PetscScalar ff,xf; ierr = VecCopy(Dold,Y);CHKERRQ(ierr); ierr = VecCopy(Xold,W);CHKERRQ(ierr); ierr = VecAXPY(Y,-1.0,D);CHKERRQ(ierr); ierr = VecAXPY(W,-1.0,X);CHKERRQ(ierr); ierr = VecDotBegin(Y,Y,&ff);CHKERRQ(ierr); ierr = VecDotBegin(W,Y,&xf);CHKERRQ(ierr); ierr = VecDotEnd(Y,Y,&ff);CHKERRQ(ierr); ierr = VecDotEnd(W,Y,&xf);CHKERRQ(ierr); qn->scaling = PetscRealPart(xf)/PetscRealPart(ff); } switch (qn->type) { case SNES_QN_BADBROYDEN: ierr = SNESQNApply_BadBroyden(snes,i_r,Y,X,Xold,D,Dold);CHKERRQ(ierr); break; case SNES_QN_BROYDEN: ierr = SNESQNApply_Broyden(snes,i_r,Y,X,Xold,D);CHKERRQ(ierr); break; case SNES_QN_LBFGS: SNESQNApply_LBFGS(snes,i_r,Y,X,Xold,D,Dold);CHKERRQ(ierr); break; } /* line search for lambda */ ynorm = 1; gnorm = fnorm; ierr = VecCopy(D, Dold);CHKERRQ(ierr); ierr = VecCopy(X, Xold);CHKERRQ(ierr); ierr = SNESLineSearchApply(snes->linesearch, X, F, &fnorm, Y);CHKERRQ(ierr); if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break; ierr = SNESLineSearchGetReason(snes->linesearch, &lssucceed);CHKERRQ(ierr); ierr = SNESLineSearchGetNorms(snes->linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr); if (lssucceed) { if (++snes->numFailures >= snes->maxFailures) { snes->reason = SNES_DIVERGED_LINE_SEARCH; break; } } if (qn->scale_type == SNES_QN_SCALE_LINESEARCH) { ierr = SNESLineSearchGetLambda(snes->linesearch, &qn->scaling);CHKERRQ(ierr); } /* convergence monitoring */ ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",(double)fnorm,(double)gnorm,(double)ynorm,(int)lssucceed);CHKERRQ(ierr); if (snes->pc && snes->pcside == PC_RIGHT) { ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,X,0,0);CHKERRQ(ierr); ierr = SNESSolve(snes->pc,snes->vec_rhs,X);CHKERRQ(ierr); ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,X,0,0);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); } ierr = SNESSetIterationNumber(snes, i+1);CHKERRQ(ierr); snes->norm = fnorm; ierr = SNESLogConvergenceHistory(snes,snes->norm,snes->iter);CHKERRQ(ierr); ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); /* set parameter for default relative tolerance convergence test */ ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); if (snes->reason) PetscFunctionReturn(0); if (snes->pc && snes->pcside == PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) { ierr = SNESApplyNPC(snes,X,F,D);CHKERRQ(ierr); ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { snes->reason = SNES_DIVERGED_INNER; PetscFunctionReturn(0); } } else { ierr = VecCopy(F, D);CHKERRQ(ierr); } powell = PETSC_FALSE; if (qn->restart_type == SNES_QN_RESTART_POWELL) { /* check restart by Powell's Criterion: |F^T H_0 Fold| > 0.2 * |Fold^T H_0 Fold| */ if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) { ierr = MatMult(snes->jacobian_pre,Dold,W);CHKERRQ(ierr); } else { ierr = VecCopy(Dold,W);CHKERRQ(ierr); } ierr = VecDotBegin(W, Dold, &DolddotDold);CHKERRQ(ierr); ierr = VecDotBegin(W, D, &DolddotD);CHKERRQ(ierr); ierr = VecDotEnd(W, Dold, &DolddotDold);CHKERRQ(ierr); ierr = VecDotEnd(W, D, &DolddotD);CHKERRQ(ierr); if (PetscAbs(PetscRealPart(DolddotD)) > qn->powell_gamma*PetscAbs(PetscRealPart(DolddotDold))) powell = PETSC_TRUE; } periodic = PETSC_FALSE; if (qn->restart_type == SNES_QN_RESTART_PERIODIC) { if (i_r>qn->m-1) periodic = PETSC_TRUE; } /* restart if either powell or periodic restart is satisfied. */ if (powell || periodic) { if (qn->monitor) { ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(qn->monitor, "restart! |%14.12e| > %4.2f*|%14.12e| or i_r = %d\n", PetscRealPart(DolddotD), qn->powell_gamma, PetscRealPart(DolddotDold), i_r);CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); } i_r = -1; /* general purpose update */ if (snes->ops->update) { ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); } if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) { ierr = SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); } } /* general purpose update */ if (snes->ops->update) { ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); } } if (i == snes->max_its) { ierr = PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", snes->max_its);CHKERRQ(ierr); if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT; } PetscFunctionReturn(0); }
PetscErrorCode SNESQNApply_LBFGS(SNES snes,PetscInt it,Vec Y,Vec X,Vec Xold,Vec D,Vec Dold) { PetscErrorCode ierr; SNES_QN *qn = (SNES_QN*)snes->data; Vec W = snes->work[3]; Vec *dX = qn->U; Vec *dF = qn->V; PetscScalar *alpha = qn->alpha; PetscScalar *beta = qn->beta; PetscScalar *dXtdF = qn->dXtdF; PetscScalar *dFtdX = qn->dFtdX; PetscScalar *YtdX = qn->YtdX; /* ksp thing for Jacobian scaling */ PetscInt k,i,j,g,lits; PetscInt m = qn->m; PetscScalar t; PetscInt l = m; PetscFunctionBegin; if (it < m) l = it; ierr = VecCopy(D,Y);CHKERRQ(ierr); if (it > 0) { k = (it - 1) % l; ierr = VecCopy(D,dF[k]);CHKERRQ(ierr); ierr = VecAXPY(dF[k], -1.0, Dold);CHKERRQ(ierr); ierr = VecCopy(X, dX[k]);CHKERRQ(ierr); ierr = VecAXPY(dX[k], -1.0, Xold);CHKERRQ(ierr); if (qn->singlereduction) { ierr = VecMDotBegin(dF[k],l,dX,dXtdF);CHKERRQ(ierr); ierr = VecMDotBegin(dX[k],l,dF,dFtdX);CHKERRQ(ierr); ierr = VecMDotBegin(Y,l,dX,YtdX);CHKERRQ(ierr); ierr = VecMDotEnd(dF[k],l,dX,dXtdF);CHKERRQ(ierr); ierr = VecMDotEnd(dX[k],l,dF,dFtdX);CHKERRQ(ierr); ierr = VecMDotEnd(Y,l,dX,YtdX);CHKERRQ(ierr); for (j = 0; j < l; j++) { H(k, j) = dFtdX[j]; H(j, k) = dXtdF[j]; } /* copy back over to make the computation of alpha and beta easier */ for (j = 0; j < l; j++) dXtdF[j] = H(j, j); } else { ierr = VecDot(dX[k], dF[k], &dXtdF[k]);CHKERRQ(ierr); } if (qn->scale_type == SNES_QN_SCALE_LINESEARCH) { ierr = SNESLineSearchGetLambda(snes->linesearch,&qn->scaling);CHKERRQ(ierr); } } /* outward recursion starting at iteration k's update and working back */ for (i=0; i<l; i++) { k = (it-i-1)%l; if (qn->singlereduction) { /* construct t = dX[k] dot Y as Y_0 dot dX[k] + sum(-alpha[j]dX[k]dF[j]) */ t = YtdX[k]; for (j=0; j<i; j++) { g = (it-j-1)%l; t -= alpha[g]*H(k, g); } alpha[k] = t/H(k,k); } else { ierr = VecDot(dX[k],Y,&t);CHKERRQ(ierr); alpha[k] = t/dXtdF[k]; } if (qn->monitor) { ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(qn->monitor, "it: %d k: %d alpha: %14.12e\n", it, k, PetscRealPart(alpha[k]));CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); } ierr = VecAXPY(Y,-alpha[k],dF[k]);CHKERRQ(ierr); } if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) { ierr = KSPSolve(snes->ksp,Y,W);CHKERRQ(ierr); SNESCheckKSPSolve(snes); ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr); snes->linear_its += lits; ierr = VecCopy(W, Y);CHKERRQ(ierr); } else { ierr = VecScale(Y, qn->scaling);CHKERRQ(ierr); } if (qn->singlereduction) { ierr = VecMDot(Y,l,dF,YtdX);CHKERRQ(ierr); } /* inward recursion starting at the first update and working forward */ for (i = 0; i < l; i++) { k = (it + i - l) % l; if (qn->singlereduction) { t = YtdX[k]; for (j = 0; j < i; j++) { g = (it + j - l) % l; t += (alpha[g] - beta[g])*H(g, k); } beta[k] = t / H(k, k); } else { ierr = VecDot(dF[k], Y, &t);CHKERRQ(ierr); beta[k] = t / dXtdF[k]; } ierr = VecAXPY(Y, (alpha[k] - beta[k]), dX[k]);CHKERRQ(ierr); if (qn->monitor) { ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(qn->monitor, "it: %d k: %d alpha - beta: %14.12e\n", it, k, PetscRealPart(alpha[k] - beta[k]));CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); } } PetscFunctionReturn(0); }
static PetscErrorCode SNESLineSearchApply_CP(SNESLineSearch linesearch) { PetscBool changed_y, changed_w; 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 = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_SUCCEEDED);CHKERRQ(ierr); ierr = SNESLineSearchGetDefaultMonitor(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 = (*linesearch->ops->snesfunc)(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 = (*linesearch->ops->snesfunc)(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 = (*linesearch->ops->snesfunc)(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 = (*linesearch->ops->snesfunc)(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 (PetscIsInfOrNanReal(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 = (*linesearch->ops->snesfunc)(snes,X,F);CHKERRQ(ierr); 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 = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_REDUCT);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); }
static PetscErrorCode SNESSolve_QN(SNES snes) { PetscErrorCode ierr; SNES_QN *qn = (SNES_QN*) snes->data; Vec X,Xold; Vec F,B; Vec Y,FPC,D,Dold; SNESConvergedReason reason; PetscInt i, i_r; PetscReal fnorm,xnorm,ynorm,gnorm; PetscBool lssucceed,powell,periodic; PetscScalar DolddotD,DolddotDold,DdotD,YdotD; MatStructure flg = DIFFERENT_NONZERO_PATTERN; /* basically just a regular newton's method except for the application of the jacobian */ PetscFunctionBegin; F = snes->vec_func; /* residual vector */ Y = snes->vec_sol_update; /* search direction generated by J^-1D*/ B = snes->vec_rhs; X = snes->vec_sol; /* solution vector */ Xold = snes->work[0]; /* directions generated by the preconditioned problem with F_pre = F or x - M(x, b) */ D = snes->work[1]; Dold = snes->work[2]; snes->reason = SNES_CONVERGED_ITERATING; ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); snes->iter = 0; snes->norm = 0.; ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); if (!snes->vec_func_init_set){ ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); if (snes->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,"Infinite or not-a-number generated in norm"); } 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); /* composed solve */ 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, B, 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); ierr = VecCopy(F, Y);CHKERRQ(ierr); } else { ierr = VecCopy(F, Y);CHKERRQ(ierr); } ierr = VecCopy(Y, D);CHKERRQ(ierr); /* scale the initial update */ if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) { ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); } for (i = 0, i_r = 0; i < snes->max_its; i++, i_r++) { switch(qn->type) { case SNES_QN_BADBROYDEN: ierr = SNESQNApply_BadBroyden(snes,i_r,Y,X,Xold,D,Dold);CHKERRQ(ierr); break; case SNES_QN_BROYDEN: ierr = SNESQNApply_Broyden(snes,i_r,Y,X,Xold,D,Dold);CHKERRQ(ierr); break; case SNES_QN_LBFGS: SNESQNApply_LBFGS(snes,i_r,Y,X,Xold,D,Dold);CHKERRQ(ierr); break; } /* line search for lambda */ ynorm = 1; gnorm = fnorm; ierr = VecCopy(D, Dold);CHKERRQ(ierr); ierr = VecCopy(X, Xold);CHKERRQ(ierr); ierr = SNESLineSearchApply(snes->linesearch, X, F, &fnorm, Y);CHKERRQ(ierr); if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break; if (snes->domainerror) { snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; PetscFunctionReturn(0); } ierr = SNESLineSearchGetSuccess(snes->linesearch, &lssucceed);CHKERRQ(ierr); if (!lssucceed) { if (++snes->numFailures >= snes->maxFailures) { snes->reason = SNES_DIVERGED_LINE_SEARCH; break; } } ierr = SNESLineSearchGetNorms(snes->linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr); if (qn->scale_type == SNES_QN_SCALE_LINESEARCH) { ierr = SNESLineSearchGetLambda(snes->linesearch, &qn->scaling);CHKERRQ(ierr); } /* convergence monitoring */ ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",(double)fnorm,(double)gnorm,(double)ynorm,(int)lssucceed);CHKERRQ(ierr); ierr = SNESSetIterationNumber(snes, i+1);CHKERRQ(ierr); ierr = SNESSetFunctionNorm(snes, fnorm);CHKERRQ(ierr); SNESLogConvHistory(snes,snes->norm,snes->iter); ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); /* set parameter for default relative tolerance convergence test */ ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); if (snes->reason) PetscFunctionReturn(0); 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, B, 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); ierr = VecCopy(F, D);CHKERRQ(ierr); } else { ierr = VecCopy(F, D);CHKERRQ(ierr); } powell = PETSC_FALSE; if (qn->restart_type == SNES_QN_RESTART_POWELL) { /* check restart by Powell's Criterion: |F^T H_0 Fold| > 0.2 * |Fold^T H_0 Fold| */ ierr = VecDotBegin(Dold, Dold, &DolddotDold);CHKERRQ(ierr); ierr = VecDotBegin(Dold, D, &DolddotD);CHKERRQ(ierr); ierr = VecDotBegin(D, D, &DdotD);CHKERRQ(ierr); ierr = VecDotBegin(Y, D, &YdotD);CHKERRQ(ierr); ierr = VecDotEnd(Dold, Dold, &DolddotDold);CHKERRQ(ierr); ierr = VecDotEnd(Dold, D, &DolddotD);CHKERRQ(ierr); ierr = VecDotEnd(D, D, &DdotD);CHKERRQ(ierr); ierr = VecDotEnd(Y, D, &YdotD);CHKERRQ(ierr); if (PetscAbs(PetscRealPart(DolddotD)) > qn->powell_gamma*PetscAbs(PetscRealPart(DolddotDold))) powell = PETSC_TRUE; } periodic = PETSC_FALSE; if (qn->restart_type == SNES_QN_RESTART_PERIODIC) { if (i_r>qn->m-1) periodic = PETSC_TRUE; } /* restart if either powell or periodic restart is satisfied. */ if (powell || periodic) { if (qn->monitor) { ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(qn->monitor, "restart! |%14.12e| > %4.2f*|%14.12e| or i_r = %d\n", PetscRealPart(DolddotD), qn->powell_gamma, PetscRealPart(DolddotDold), i_r);CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); } i_r = -1; /* general purpose update */ if (snes->ops->update) { ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); } if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) { ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr); } } /* general purpose update */ if (snes->ops->update) { ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); } } if (i == snes->max_its) { ierr = PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", snes->max_its);CHKERRQ(ierr); if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT; } PetscFunctionReturn(0); }
PetscErrorCode SNESQNApply_LBFGS(SNES snes,PetscInt it,Vec Y,Vec X,Vec Xold,Vec D,Vec Dold) { PetscErrorCode ierr; SNES_QN *qn = (SNES_QN*)snes->data; Vec W = snes->work[3]; Vec *dX = qn->U; Vec *dF = qn->V; PetscScalar *alpha = qn->alpha; PetscScalar *beta = qn->beta; PetscScalar *dXtdF = qn->dXtdF; PetscScalar *dFtdX = qn->dFtdX; PetscScalar *YtdX = qn->YtdX; /* ksp thing for jacobian scaling */ KSPConvergedReason kspreason; MatStructure flg = DIFFERENT_NONZERO_PATTERN; PetscInt k,i,j,g,lits; PetscInt m = qn->m; PetscScalar t; PetscInt l = m; Mat jac,jac_pre; PetscFunctionBegin; if (it < m) l = it; if (it > 0) { k = (it - 1) % l; ierr = VecCopy(D, dF[k]);CHKERRQ(ierr); ierr = VecAXPY(dF[k], -1.0, Dold);CHKERRQ(ierr); ierr = VecCopy(X, dX[k]);CHKERRQ(ierr); ierr = VecAXPY(dX[k], -1.0, Xold);CHKERRQ(ierr); if (qn->singlereduction) { ierr = VecMDot(dF[k], l, dX, dXtdF);CHKERRQ(ierr); ierr = VecMDot(dX[k], l, dF, dFtdX);CHKERRQ(ierr); for (j = 0; j < l; j++) { H(k, j) = dFtdX[j]; H(j, k) = dXtdF[j]; } /* copy back over to make the computation of alpha and beta easier */ for (j = 0; j < l; j++) { dXtdF[j] = H(j, j); } } else { ierr = VecDot(dX[k], dF[k], &dXtdF[k]);CHKERRQ(ierr); } if (qn->scale_type == SNES_QN_SCALE_SHANNO) { PetscReal dFtdF; ierr = VecDotRealPart(dF[k],dF[k],&dFtdF);CHKERRQ(ierr); qn->scaling = PetscRealPart(dXtdF[k])/dFtdF; } else if (qn->scale_type == SNES_QN_SCALE_LINESEARCH) { ierr = SNESLineSearchGetLambda(snes->linesearch,&qn->scaling);CHKERRQ(ierr); } } ierr = VecCopy(D,Y);CHKERRQ(ierr); if (qn->singlereduction) { ierr = VecMDot(Y,l,dX,YtdX);CHKERRQ(ierr); } /* outward recursion starting at iteration k's update and working back */ for (i=0;i<l;i++) { k = (it-i-1)%l; if (qn->singlereduction) { /* construct t = dX[k] dot Y as Y_0 dot dX[k] + sum(-alpha[j]dX[k]dF[j]) */ t = YtdX[k]; for (j=0;j<i;j++) { g = (it-j-1)%l; t += -alpha[g]*H(g, k); } alpha[k] = t/H(k,k); } else { ierr = VecDot(dX[k],Y,&t);CHKERRQ(ierr); alpha[k] = t/dXtdF[k]; } if (qn->monitor) { ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(qn->monitor, "it: %d k: %d alpha: %14.12e\n", it, k, PetscRealPart(alpha[k]));CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); } ierr = VecAXPY(Y,-alpha[k],dF[k]);CHKERRQ(ierr); } if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) { ierr = SNESGetJacobian(snes, &jac, &jac_pre, PETSC_NULL, PETSC_NULL);CHKERRQ(ierr); ierr = KSPSetOperators(snes->ksp,jac,jac_pre,flg);CHKERRQ(ierr); ierr = SNES_KSPSolve(snes,snes->ksp,Y,W);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; PetscFunctionReturn(0); } } ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr); snes->linear_its += lits; ierr = VecCopy(W, Y);CHKERRQ(ierr); } else { ierr = VecScale(Y, qn->scaling);CHKERRQ(ierr); } if (qn->singlereduction) { ierr = VecMDot(Y,l,dF,YtdX);CHKERRQ(ierr); } /* inward recursion starting at the first update and working forward */ for (i = 0; i < l; i++) { k = (it + i - l) % l; if (qn->singlereduction) { t = YtdX[k]; for (j = 0; j < i; j++) { g = (it + j - l) % l; t += (alpha[g] - beta[g])*H(k, g); } beta[k] = t / H(k, k); } else { ierr = VecDot(dF[k], Y, &t);CHKERRQ(ierr); beta[k] = t / dXtdF[k]; } ierr = VecAXPY(Y, (alpha[k] - beta[k]), dX[k]);CHKERRQ(ierr); if (qn->monitor) { ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(qn->monitor, "it: %d k: %d alpha - beta: %14.12e\n", it, k, PetscRealPart(alpha[k] - beta[k]));CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr); } } PetscFunctionReturn(0); }
static PetscErrorCode SNESLineSearchApply_NLEQERR(SNESLineSearch linesearch) { PetscBool changed_y,changed_w; PetscErrorCode ierr; Vec X,F,Y,W,G; SNES snes; PetscReal fnorm, xnorm, ynorm, gnorm, wnorm; PetscReal lambda, minlambda, stol; PetscViewer monitor; PetscInt max_its, count, snes_iteration; PetscReal theta, mudash, lambdadash; SNESLineSearch_NLEQERR *nleqerr = (SNESLineSearch_NLEQERR*)linesearch->data; KSPConvergedReason kspreason; PetscFunctionBegin; ierr = PetscCitationsRegister(NLEQERR_citation, &NLEQERR_cited);CHKERRQ(ierr); 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 = SNESLineSearchGetDefaultMonitor(linesearch, &monitor);CHKERRQ(ierr); ierr = SNESLineSearchGetTolerances(linesearch,&minlambda,NULL,NULL,NULL,NULL,&max_its);CHKERRQ(ierr); ierr = SNESGetTolerances(snes,NULL,NULL,&stol,NULL,NULL);CHKERRQ(ierr); /* reset the state of the Lipschitz estimates */ ierr = SNESGetIterationNumber(snes, &snes_iteration);CHKERRQ(ierr); if (!snes_iteration) { ierr = SNESLineSearchReset_NLEQERR(linesearch);CHKERRQ(ierr); } /* precheck */ ierr = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr); ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_SUCCEEDED);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); /* Note: Y is *minus* the Newton step. For whatever reason PETSc doesn't solve with the minus on the RHS. */ 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 = SNESLineSearchSetNorms(linesearch,xnorm,fnorm,ynorm);CHKERRQ(ierr); ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_REDUCT);CHKERRQ(ierr); PetscFunctionReturn(0); } /* At this point, we've solved the Newton system for delta_x, and we assume that its norm is greater than the solution tolerance (otherwise we wouldn't be in here). So let's go ahead and estimate the Lipschitz constant. W contains bar_delta_x_prev at this point. */ if (monitor) { ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(monitor," Line search: norm of Newton step: %14.12e\n", (double) ynorm);CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); } /* this needs information from a previous iteration, so can't do it on the first one */ if (nleqerr->norm_delta_x_prev > 0 && nleqerr->norm_bar_delta_x_prev > 0) { ierr = VecWAXPY(G, +1.0, Y, W);CHKERRQ(ierr); /* bar_delta_x - delta_x; +1 because Y is -delta_x */ ierr = VecNormBegin(G, NORM_2, &gnorm);CHKERRQ(ierr); ierr = VecNormEnd(G, NORM_2, &gnorm);CHKERRQ(ierr); nleqerr->mu_curr = nleqerr->lambda_prev * (nleqerr->norm_delta_x_prev * nleqerr->norm_bar_delta_x_prev) / (gnorm * ynorm); lambda = PetscMin(1.0, nleqerr->mu_curr); if (monitor) { ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(monitor," Line search: Lipschitz estimate: %14.12e; lambda: %14.12e\n", (double) nleqerr->mu_curr, (double) lambda);CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); } } else { lambda = linesearch->damping; } /* The main while loop of the algorithm. At the end of this while loop, G should have the accepted new X in it. */ count = 0; while (PETSC_TRUE) { if (monitor) { ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(monitor," Line search: entering iteration with lambda: %14.12e\n", lambda);CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); } /* Check that we haven't performed too many iterations */ count += 1; if (count >= max_its) { if (monitor) { ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(monitor," Line search: maximum iterations reached\n");CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); } ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_REDUCT);CHKERRQ(ierr); PetscFunctionReturn(0); } /* Now comes the Regularity Test. */ if (lambda <= minlambda) { /* This isn't what is suggested by Deuflhard, but it works better in my experience */ if (monitor) { ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(monitor," Line search: lambda has reached lambdamin, taking full Newton step\n");CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); } lambda = 1.0; ierr = VecWAXPY(G, -lambda, Y, X);CHKERRQ(ierr); /* and clean up the state for next time */ ierr = SNESLineSearchReset_NLEQERR(linesearch);CHKERRQ(ierr); /* The clang static analyzer detected a problem here; once the loop is broken the values nleqerr->norm_delta_x_prev = ynorm; nleqerr->norm_bar_delta_x_prev = wnorm; are set, but wnorm has not even been computed. I don't know if this is the correct fix but by setting ynorm and wnorm to -1.0 at least the linesearch object is kept in the state set by the SNESLineSearchReset_NLEQERR() call above */ ynorm = wnorm = -1.0; break; } /* Compute new trial iterate */ ierr = VecWAXPY(W, -lambda, Y, X);CHKERRQ(ierr); ierr = SNESComputeFunction(snes, W, G);CHKERRQ(ierr); /* Solve linear system for bar_delta_x_curr: old Jacobian, new RHS. Note absence of minus sign, compared to Deuflhard, in keeping with PETSc convention */ ierr = KSPSolve(snes->ksp, G, W);CHKERRQ(ierr); ierr = KSPGetConvergedReason(snes->ksp, &kspreason);CHKERRQ(ierr); if (kspreason < 0) { ierr = PetscInfo(snes,"Solution for \\bar{delta x}^{k+1} failed.");CHKERRQ(ierr); } /* W now contains -bar_delta_x_curr. */ ierr = VecNorm(W, NORM_2, &wnorm);CHKERRQ(ierr); if (monitor) { ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(monitor," Line search: norm of simplified Newton update: %14.12e\n", (double) wnorm);CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); } /* compute the monitoring quantities theta and mudash. */ theta = wnorm / ynorm; ierr = VecWAXPY(G, -(1.0 - lambda), Y, W);CHKERRQ(ierr); ierr = VecNorm(G, NORM_2, &gnorm);CHKERRQ(ierr); mudash = (0.5 * ynorm * lambda * lambda) / gnorm; /* Check for termination of the linesearch */ if (theta >= 1.0) { /* need to go around again with smaller lambda */ if (monitor) { ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(monitor," Line search: monotonicity check failed, ratio: %14.12e\n", (double) theta);CHKERRQ(ierr); ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr); } lambda = PetscMin(mudash, 0.5 * lambda); lambda = PetscMax(lambda, minlambda); /* continue through the loop, i.e. go back to regularity test */ } else { /* linesearch terminated */ lambdadash = PetscMin(1.0, mudash); if (lambdadash == 1.0 && lambda == 1.0 && wnorm <= stol) { /* store the updated state, X - Y - W, in G: I need to keep W for the next linesearch */ ierr = VecCopy(X, G);CHKERRQ(ierr); ierr = VecAXPY(G, -1.0, Y);CHKERRQ(ierr); ierr = VecAXPY(G, -1.0, W);CHKERRQ(ierr); break; } /* Deuflhard suggests to add the following: else if (lambdadash >= 4.0 * lambda) { lambda = lambdadash; } to continue through the loop, i.e. go back to regularity test. I deliberately exclude this, as I have practical experience of this getting stuck in infinite loops (on e.g. an Allen--Cahn problem). */ else { /* accept iterate without adding on, i.e. don't use bar_delta_x; again, I need to keep W for the next linesearch */ ierr = VecWAXPY(G, -lambda, Y, X);CHKERRQ(ierr); break; } } } if (linesearch->ops->viproject) { ierr = (*linesearch->ops->viproject)(snes, G);CHKERRQ(ierr); } /* W currently contains -bar_delta_u. Scale it so that it contains bar_delta_u. */ ierr = VecScale(W, -1.0);CHKERRQ(ierr); /* postcheck */ ierr = SNESLineSearchPostCheck(linesearch,X,Y,G,&changed_y,&changed_w);CHKERRQ(ierr); if (changed_y || changed_w) { ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_USER);CHKERRQ(ierr); ierr = PetscInfo(snes,"Changing the search direction here doesn't make sense.\n");CHKERRQ(ierr); PetscFunctionReturn(0); } /* copy the solution and information from this iteration over */ nleqerr->norm_delta_x_prev = ynorm; nleqerr->norm_bar_delta_x_prev = wnorm; nleqerr->lambda_prev = lambda; ierr = VecCopy(G, X);CHKERRQ(ierr); ierr = SNESComputeFunction(snes, X, F);CHKERRQ(ierr); ierr = VecNorm(X, NORM_2, &xnorm);CHKERRQ(ierr); ierr = VecNorm(F, NORM_2, &fnorm);CHKERRQ(ierr); ierr = SNESLineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr); ierr = SNESLineSearchSetNorms(linesearch, xnorm, fnorm, (ynorm < 0 ? PETSC_INFINITY : ynorm));CHKERRQ(ierr); PetscFunctionReturn(0); }