Actual source code: anderson.c
petsc-3.5.4 2015-05-23
1: #include <../src/snes/impls/ngmres/snesngmres.h> /*I "petscsnes.h" I*/
3: extern PetscErrorCode SNESDestroy_NGMRES(SNES);
4: extern PetscErrorCode SNESReset_NGMRES(SNES);
5: extern PetscErrorCode SNESSetUp_NGMRES(SNES);
6: extern PetscErrorCode SNESView_NGMRES(SNES,PetscViewer);
8: PETSC_EXTERN const char *const SNESNGMRESRestartTypes[];
12: PetscErrorCode SNESSetFromOptions_Anderson(SNES snes)
13: {
14: SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data;
16: PetscBool debug;
17: SNESLineSearch linesearch;
20: PetscOptionsHead("SNES NGMRES options");
21: PetscOptionsInt("-snes_anderson_m", "Number of directions","SNES",ngmres->msize,&ngmres->msize,NULL);
22: PetscOptionsReal("-snes_anderson_beta", "Mixing parameter","SNES",ngmres->andersonBeta,&ngmres->andersonBeta,NULL);
23: PetscOptionsBool("-snes_anderson_monitor", "Monitor steps of Anderson Mixing","SNES",ngmres->monitor ? PETSC_TRUE : PETSC_FALSE,&debug,NULL);
24: PetscOptionsInt("-snes_anderson_restart", "Iterations before forced restart", "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,NULL);
25: PetscOptionsInt("-snes_anderson_restart_it", "Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,NULL);
26: PetscOptionsEnum("-snes_anderson_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes,
27: (PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,NULL);
28: if (debug) {
29: ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
30: }
31: PetscOptionsTail();
32: /* set the default type of the line search if the user hasn't already. */
33: if (!snes->linesearch) {
34: SNESGetLineSearch(snes,&linesearch);
35: SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);
36: }
37: return(0);
38: }
42: PetscErrorCode SNESSolve_Anderson(SNES snes)
43: {
44: SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data;
45: /* present solution, residual, and preconditioned residual */
46: Vec X,F,B,D;
47: /* candidate linear combination answers */
48: Vec XA,FA,XM,FM;
50: /* coefficients and RHS to the minimization problem */
51: PetscReal fnorm,fMnorm,fAnorm;
52: PetscReal xnorm,ynorm;
53: PetscReal dnorm,dminnorm=0.0,fminnorm;
54: PetscInt restart_count=0;
55: PetscInt k,k_restart,l,ivec;
56: PetscBool selectRestart;
57: SNESConvergedReason reason;
58: PetscErrorCode ierr;
61: PetscCitationsRegister(SNESCitation,&SNEScite);
62: /* variable initialization */
63: snes->reason = SNES_CONVERGED_ITERATING;
64: X = snes->vec_sol;
65: F = snes->vec_func;
66: B = snes->vec_rhs;
67: XA = snes->vec_sol_update;
68: FA = snes->work[0];
69: D = snes->work[1];
71: /* work for the line search */
72: XM = snes->work[3];
73: FM = snes->work[4];
75: PetscObjectSAWsTakeAccess((PetscObject)snes);
76: snes->iter = 0;
77: snes->norm = 0.;
78: PetscObjectSAWsGrantAccess((PetscObject)snes);
80: /* initialization */
82: /* r = F(x) */
84: if (snes->pc && snes->pcside == PC_LEFT) {
85: SNESApplyNPC(snes,X,NULL,F);
86: SNESGetConvergedReason(snes->pc,&reason);
87: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
88: snes->reason = SNES_DIVERGED_INNER;
89: return(0);
90: }
91: VecNorm(F,NORM_2,&fnorm);
92: } else {
93: if (!snes->vec_func_init_set) {
94: SNESComputeFunction(snes,X,F);
95: if (snes->domainerror) {
96: snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
97: return(0);
98: }
99: } else snes->vec_func_init_set = PETSC_FALSE;
101: VecNorm(F,NORM_2,&fnorm);
102: if (PetscIsInfOrNanReal(fnorm)) {
103: snes->reason = SNES_DIVERGED_FNORM_NAN;
104: return(0);
105: }
106: }
107: fminnorm = fnorm;
109: PetscObjectSAWsTakeAccess((PetscObject)snes);
110: snes->norm = fnorm;
111: PetscObjectSAWsGrantAccess((PetscObject)snes);
112: SNESLogConvergenceHistory(snes,fnorm,0);
113: SNESMonitor(snes,0,fnorm);
114: (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
115: if (snes->reason) return(0);
117: k_restart = 0;
118: l = 0;
119: ivec = 0;
120: for (k=1; k < snes->max_its+1; k++) {
121: /* select which vector of the stored subspace will be updated */
122: if (snes->pc && snes->pcside == PC_RIGHT) {
123: VecCopy(X,XM);
124: SNESSetInitialFunction(snes->pc,F);
126: PetscLogEventBegin(SNES_NPCSolve,snes->pc,XM,B,0);
127: SNESSolve(snes->pc,B,XM);
128: PetscLogEventEnd(SNES_NPCSolve,snes->pc,XM,B,0);
130: SNESGetConvergedReason(snes->pc,&reason);
131: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
132: snes->reason = SNES_DIVERGED_INNER;
133: return(0);
134: }
135: SNESGetNPCFunction(snes,FM,&fMnorm);
136: if (ngmres->andersonBeta != 1.0) {
137: VecAXPBY(XM,(1.0 - ngmres->andersonBeta),ngmres->andersonBeta,X);
138: }
139: } else {
140: VecCopy(F,FM);
141: VecCopy(X,XM);
142: VecAXPY(XM,-ngmres->andersonBeta,FM);
143: fMnorm = fnorm;
144: }
146: SNESNGMRESFormCombinedSolution_Private(snes,ivec,l,XM,FM,fMnorm,X,XA,FA);
147: ivec = k_restart % ngmres->msize;
148: if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) {
149: SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);
150: SNESNGMRESSelectRestart_Private(snes,l,fnorm,dnorm,fminnorm,dminnorm,&selectRestart);
151: /* if the restart conditions persist for more than restart_it iterations, restart. */
152: if (selectRestart) restart_count++;
153: else restart_count = 0;
154: } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) {
155: SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);
156: if (k_restart > ngmres->restart_periodic) {
157: if (ngmres->monitor) PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);
158: restart_count = ngmres->restart_it;
159: }
160: } else {
161: SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);
162: }
163: /* restart after restart conditions have persisted for a fixed number of iterations */
164: if (restart_count >= ngmres->restart_it) {
165: if (ngmres->monitor) {
166: PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);
167: }
168: restart_count = 0;
169: k_restart = 0;
170: l = 0;
171: ivec = 0;
172: } else {
173: if (l < ngmres->msize) l++;
174: k_restart++;
175: SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fnorm,XM);
176: }
178: fnorm = fAnorm;
179: if (fminnorm > fnorm) fminnorm = fnorm;
181: VecCopy(XA,X);
182: VecCopy(FA,F);
184: PetscObjectSAWsTakeAccess((PetscObject)snes);
185: snes->iter = k;
186: snes->norm = fnorm;
187: PetscObjectSAWsGrantAccess((PetscObject)snes);
188: SNESLogConvergenceHistory(snes,snes->norm,snes->iter);
189: SNESMonitor(snes,snes->iter,snes->norm);
190: (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);
191: if (snes->reason) return(0);
192: }
193: snes->reason = SNES_DIVERGED_MAX_IT;
194: return(0);
195: }
197: /*MC
198: SNESAnderson - Anderson Mixing method.
200: Level: beginner
202: Options Database:
203: + -snes_anderson_m - Number of stored previous solutions and residuals
204: . -snes_anderson_beta - Relaxation parameter; X_{update} = X + \beta F
205: . -snes_anderson_restart_type - Type of restart (see SNESNGMRES)
206: . -snes_anderson_restart_it - Number of iterations of restart conditions before restart
207: . -snes_anderson_restart - Number of iterations before periodic restart
208: - -snes_anderson_monitor - Prints relevant information about the ngmres iteration
210: Notes:
212: The Anderson Mixing method combines m previous solutions into a minimum-residual solution by solving a small linearized
213: optimization problem at each iteration.
215: References:
217: "D. G. Anderson. Iterative procedures for nonlinear integral equations.
218: J. Assoc. Comput. Mach., 12:547-560, 1965."
220: .seealso: SNESNGMRES, SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types)
221: M*/
225: PETSC_EXTERN PetscErrorCode SNESCreate_Anderson(SNES snes)
226: {
227: SNES_NGMRES *ngmres;
231: snes->ops->destroy = SNESDestroy_NGMRES;
232: snes->ops->setup = SNESSetUp_NGMRES;
233: snes->ops->setfromoptions = SNESSetFromOptions_Anderson;
234: snes->ops->view = SNESView_NGMRES;
235: snes->ops->solve = SNESSolve_Anderson;
236: snes->ops->reset = SNESReset_NGMRES;
238: snes->usespc = PETSC_TRUE;
239: snes->usesksp = PETSC_FALSE;
240: snes->pcside = PC_RIGHT;
242: PetscNewLog(snes,&ngmres);
243: snes->data = (void*) ngmres;
244: ngmres->msize = 30;
246: if (!snes->tolerancesset) {
247: snes->max_funcs = 30000;
248: snes->max_its = 10000;
249: }
251: ngmres->additive_linesearch = NULL;
252: ngmres->approxfunc = PETSC_FALSE;
253: ngmres->restart_type = SNES_NGMRES_RESTART_NONE;
254: ngmres->restart_it = 2;
255: ngmres->restart_periodic = 30;
256: ngmres->gammaA = 2.0;
257: ngmres->gammaC = 2.0;
258: ngmres->deltaB = 0.9;
259: ngmres->epsilonB = 0.1;
261: ngmres->andersonBeta = 1.0;
262: return(0);
263: }