Actual source code: tr.c
petsc-dev 2014-02-02
2: #include <../src/snes/impls/tr/trimpl.h> /*I "petscsnes.h" I*/
4: typedef struct {
5: void *ctx;
6: SNES snes;
7: } SNES_TR_KSPConverged_Ctx;
9: /*
10: This convergence test determines if the two norm of the
11: solution lies outside the trust region, if so it halts.
12: */
15: PetscErrorCode SNES_TR_KSPConverged_Private(KSP ksp,PetscInt n,PetscReal rnorm,KSPConvergedReason *reason,void *cctx)
16: {
17: SNES_TR_KSPConverged_Ctx *ctx = (SNES_TR_KSPConverged_Ctx*)cctx;
18: SNES snes = ctx->snes;
19: SNES_NEWTONTR *neP = (SNES_NEWTONTR*)snes->data;
20: Vec x;
21: PetscReal nrm;
22: PetscErrorCode ierr;
25: KSPConvergedDefault(ksp,n,rnorm,reason,ctx->ctx);
26: if (*reason) {
27: PetscInfo2(snes,"default convergence test KSP iterations=%D, rnorm=%g\n",n,(double)rnorm);
28: }
29: /* Determine norm of solution */
30: KSPBuildSolution(ksp,0,&x);
31: VecNorm(x,NORM_2,&nrm);
32: if (nrm >= neP->delta) {
33: PetscInfo2(snes,"Ending linear iteration early, delta=%g, length=%g\n",(double)neP->delta,(double)nrm);
34: *reason = KSP_CONVERGED_STEP_LENGTH;
35: }
36: return(0);
37: }
41: PetscErrorCode SNES_TR_KSPConverged_Destroy(void *cctx)
42: {
43: SNES_TR_KSPConverged_Ctx *ctx = (SNES_TR_KSPConverged_Ctx*)cctx;
44: PetscErrorCode ierr;
47: KSPConvergedDefaultDestroy(ctx->ctx);
48: PetscFree(ctx);
49: return(0);
50: }
52: /* ---------------------------------------------------------------- */
55: /*
56: SNES_TR_Converged_Private -test convergence JUST for
57: the trust region tolerance.
59: */
60: static PetscErrorCode SNES_TR_Converged_Private(SNES snes,PetscInt it,PetscReal xnorm,PetscReal pnorm,PetscReal fnorm,SNESConvergedReason *reason,void *dummy)
61: {
62: SNES_NEWTONTR *neP = (SNES_NEWTONTR*)snes->data;
66: *reason = SNES_CONVERGED_ITERATING;
67: if (neP->delta < xnorm * snes->deltatol) {
68: PetscInfo3(snes,"Converged due to trust region param %g<%g*%g\n",(double)neP->delta,(double)xnorm,(double)snes->deltatol);
69: *reason = SNES_CONVERGED_TR_DELTA;
70: } else if (snes->nfuncs >= snes->max_funcs) {
71: PetscInfo1(snes,"Exceeded maximum number of function evaluations: %D\n",snes->max_funcs);
72: *reason = SNES_DIVERGED_FUNCTION_COUNT;
73: }
74: return(0);
75: }
78: /*
79: SNESSolve_NEWTONTR - Implements Newton's Method with a very simple trust
80: region approach for solving systems of nonlinear equations.
83: */
86: static PetscErrorCode SNESSolve_NEWTONTR(SNES snes)
87: {
88: SNES_NEWTONTR *neP = (SNES_NEWTONTR*)snes->data;
89: Vec X,F,Y,G,Ytmp;
90: PetscErrorCode ierr;
91: PetscInt maxits,i,lits;
92: MatStructure flg = DIFFERENT_NONZERO_PATTERN;
93: PetscReal rho,fnorm,gnorm,gpnorm,xnorm=0,delta,nrm,ynorm,norm1;
94: PetscScalar cnorm;
95: KSP ksp;
96: SNESConvergedReason reason = SNES_CONVERGED_ITERATING;
97: PetscBool conv = PETSC_FALSE,breakout = PETSC_FALSE;
98: PetscBool domainerror;
101: maxits = snes->max_its; /* maximum number of iterations */
102: X = snes->vec_sol; /* solution vector */
103: F = snes->vec_func; /* residual vector */
104: Y = snes->work[0]; /* work vectors */
105: G = snes->work[1];
106: Ytmp = snes->work[2];
108: PetscObjectSAWsTakeAccess((PetscObject)snes);
109: snes->iter = 0;
110: PetscObjectSAWsGrantAccess((PetscObject)snes);
112: if (!snes->vec_func_init_set) {
113: SNESComputeFunction(snes,X,F); /* F(X) */
114: SNESGetFunctionDomainError(snes, &domainerror);
115: if (domainerror) {
116: snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
117: return(0);
118: }
119: } else snes->vec_func_init_set = PETSC_FALSE;
121: VecNorm(F,NORM_2,&fnorm); /* fnorm <- || F || */
122: if (PetscIsInfOrNanReal(fnorm)) {
123: snes->reason = SNES_DIVERGED_FNORM_NAN;
124: return(0);
125: }
127: PetscObjectSAWsTakeAccess((PetscObject)snes);
128: snes->norm = fnorm;
129: PetscObjectSAWsGrantAccess((PetscObject)snes);
130: delta = neP->delta0*fnorm;
131: neP->delta = delta;
132: SNESLogConvergenceHistory(snes,fnorm,0);
133: SNESMonitor(snes,0,fnorm);
135: /* test convergence */
136: (*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
137: if (snes->reason) return(0);
139: /* Set the stopping criteria to use the More' trick. */
140: PetscOptionsGetBool(NULL,"-snes_tr_ksp_regular_convergence_test",&conv,NULL);
141: if (!conv) {
142: SNES_TR_KSPConverged_Ctx *ctx;
143: SNESGetKSP(snes,&ksp);
144: PetscNew(&ctx);
145: ctx->snes = snes;
146: KSPConvergedDefaultCreate(&ctx->ctx);
147: KSPSetConvergenceTest(ksp,SNES_TR_KSPConverged_Private,ctx,SNES_TR_KSPConverged_Destroy);
148: PetscInfo(snes,"Using Krylov convergence test SNES_TR_KSPConverged_Private\n");
149: }
151: for (i=0; i<maxits; i++) {
153: /* Call general purpose update function */
154: if (snes->ops->update) {
155: (*snes->ops->update)(snes, snes->iter);
156: }
158: /* Solve J Y = F, where J is Jacobian matrix */
159: SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);
160: KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);
161: KSPSolve(snes->ksp,F,Ytmp);
162: KSPGetIterationNumber(snes->ksp,&lits);
164: snes->linear_its += lits;
166: PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);
167: VecNorm(Ytmp,NORM_2,&nrm);
168: norm1 = nrm;
169: while (1) {
170: VecCopy(Ytmp,Y);
171: nrm = norm1;
173: /* Scale Y if need be and predict new value of F norm */
174: if (nrm >= delta) {
175: nrm = delta/nrm;
176: gpnorm = (1.0 - nrm)*fnorm;
177: cnorm = nrm;
178: PetscInfo1(snes,"Scaling direction by %g\n",(double)nrm);
179: VecScale(Y,cnorm);
180: nrm = gpnorm;
181: ynorm = delta;
182: } else {
183: gpnorm = 0.0;
184: PetscInfo(snes,"Direction is in Trust Region\n");
185: ynorm = nrm;
186: }
187: VecAYPX(Y,-1.0,X); /* Y <- X - Y */
188: VecCopy(X,snes->vec_sol_update);
189: SNESComputeFunction(snes,Y,G); /* F(X) */
190: VecNorm(G,NORM_2,&gnorm); /* gnorm <- || g || */
191: if (fnorm == gpnorm) rho = 0.0;
192: else rho = (fnorm*fnorm - gnorm*gnorm)/(fnorm*fnorm - gpnorm*gpnorm);
194: /* Update size of trust region */
195: if (rho < neP->mu) delta *= neP->delta1;
196: else if (rho < neP->eta) delta *= neP->delta2;
197: else delta *= neP->delta3;
198: PetscInfo3(snes,"fnorm=%g, gnorm=%g, ynorm=%g\n",(double)fnorm,(double)gnorm,(double)ynorm);
199: PetscInfo3(snes,"gpred=%g, rho=%g, delta=%g\n",(double)gpnorm,(double)rho,(double)delta);
201: neP->delta = delta;
202: if (rho > neP->sigma) break;
203: PetscInfo(snes,"Trying again in smaller region\n");
204: /* check to see if progress is hopeless */
205: neP->itflag = PETSC_FALSE;
206: SNES_TR_Converged_Private(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);
207: if (!reason) { (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP); }
208: if (reason) {
209: /* We're not progressing, so return with the current iterate */
210: SNESMonitor(snes,i+1,fnorm);
211: breakout = PETSC_TRUE;
212: break;
213: }
214: snes->numFailures++;
215: }
216: if (!breakout) {
217: /* Update function and solution vectors */
218: fnorm = gnorm;
219: VecCopy(G,F);
220: VecCopy(Y,X);
221: /* Monitor convergence */
222: PetscObjectSAWsTakeAccess((PetscObject)snes);
223: snes->iter = i+1;
224: snes->norm = fnorm;
225: PetscObjectSAWsGrantAccess((PetscObject)snes);
226: SNESLogConvergenceHistory(snes,snes->norm,lits);
227: SNESMonitor(snes,snes->iter,snes->norm);
228: /* Test for convergence, xnorm = || X || */
229: neP->itflag = PETSC_TRUE;
230: if (snes->ops->converged != SNESConvergedSkip) { VecNorm(X,NORM_2,&xnorm); }
231: (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);
232: if (reason) break;
233: } else break;
234: }
235: if (i == maxits) {
236: PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);
237: if (!reason) reason = SNES_DIVERGED_MAX_IT;
238: }
239: PetscObjectSAWsTakeAccess((PetscObject)snes);
240: snes->reason = reason;
241: PetscObjectSAWsGrantAccess((PetscObject)snes);
242: return(0);
243: }
244: /*------------------------------------------------------------*/
247: static PetscErrorCode SNESSetUp_NEWTONTR(SNES snes)
248: {
252: SNESSetWorkVecs(snes,3);
253: SNESSetUpMatrices(snes);
254: return(0);
255: }
259: PetscErrorCode SNESReset_NEWTONTR(SNES snes)
260: {
263: return(0);
264: }
268: static PetscErrorCode SNESDestroy_NEWTONTR(SNES snes)
269: {
273: SNESReset_NEWTONTR(snes);
274: PetscFree(snes->data);
275: return(0);
276: }
277: /*------------------------------------------------------------*/
281: static PetscErrorCode SNESSetFromOptions_NEWTONTR(SNES snes)
282: {
283: SNES_NEWTONTR *ctx = (SNES_NEWTONTR*)snes->data;
287: PetscOptionsHead("SNES trust region options for nonlinear equations");
288: PetscOptionsReal("-snes_trtol","Trust region tolerance","SNESSetTrustRegionTolerance",snes->deltatol,&snes->deltatol,0);
289: PetscOptionsReal("-snes_tr_mu","mu","None",ctx->mu,&ctx->mu,0);
290: PetscOptionsReal("-snes_tr_eta","eta","None",ctx->eta,&ctx->eta,0);
291: PetscOptionsReal("-snes_tr_sigma","sigma","None",ctx->sigma,&ctx->sigma,0);
292: PetscOptionsReal("-snes_tr_delta0","delta0","None",ctx->delta0,&ctx->delta0,0);
293: PetscOptionsReal("-snes_tr_delta1","delta1","None",ctx->delta1,&ctx->delta1,0);
294: PetscOptionsReal("-snes_tr_delta2","delta2","None",ctx->delta2,&ctx->delta2,0);
295: PetscOptionsReal("-snes_tr_delta3","delta3","None",ctx->delta3,&ctx->delta3,0);
296: PetscOptionsTail();
297: return(0);
298: }
302: static PetscErrorCode SNESView_NEWTONTR(SNES snes,PetscViewer viewer)
303: {
304: SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data;
306: PetscBool iascii;
309: PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);
310: if (iascii) {
311: PetscViewerASCIIPrintf(viewer," mu=%g, eta=%g, sigma=%g\n",(double)tr->mu,(double)tr->eta,(double)tr->sigma);
312: PetscViewerASCIIPrintf(viewer," delta0=%g, delta1=%g, delta2=%g, delta3=%g\n",(double)tr->delta0,(double)tr->delta1,(double)tr->delta2,(double)tr->delta3);
313: }
314: return(0);
315: }
316: /* ------------------------------------------------------------ */
317: /*MC
318: SNESNEWTONTR - Newton based nonlinear solver that uses a trust region
320: Options Database:
321: + -snes_trtol <tol> Trust region tolerance
322: . -snes_tr_mu <mu>
323: . -snes_tr_eta <eta>
324: . -snes_tr_sigma <sigma>
325: . -snes_tr_delta0 <delta0>
326: . -snes_tr_delta1 <delta1>
327: . -snes_tr_delta2 <delta2>
328: - -snes_tr_delta3 <delta3>
330: The basic algorithm is taken from "The Minpack Project", by More',
331: Sorensen, Garbow, Hillstrom, pages 88-111 of "Sources and Development
332: of Mathematical Software", Wayne Cowell, editor.
334: This is intended as a model implementation, since it does not
335: necessarily have many of the bells and whistles of other
336: implementations.
338: Level: intermediate
340: .seealso: SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESSetTrustRegionTolerance()
342: M*/
345: PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONTR(SNES snes)
346: {
347: SNES_NEWTONTR *neP;
351: snes->ops->setup = SNESSetUp_NEWTONTR;
352: snes->ops->solve = SNESSolve_NEWTONTR;
353: snes->ops->destroy = SNESDestroy_NEWTONTR;
354: snes->ops->setfromoptions = SNESSetFromOptions_NEWTONTR;
355: snes->ops->view = SNESView_NEWTONTR;
356: snes->ops->reset = SNESReset_NEWTONTR;
358: snes->usesksp = PETSC_TRUE;
359: snes->usespc = PETSC_FALSE;
361: PetscNewLog(snes,&neP);
362: snes->data = (void*)neP;
363: neP->mu = 0.25;
364: neP->eta = 0.75;
365: neP->delta = 0.0;
366: neP->delta0 = 0.2;
367: neP->delta1 = 0.3;
368: neP->delta2 = 0.75;
369: neP->delta3 = 2.0;
370: neP->sigma = 0.0001;
371: neP->itflag = PETSC_FALSE;
372: neP->rnorm0 = 0.0;
373: neP->ttol = 0.0;
374: return(0);
375: }