Actual source code: snesob.c

petsc-3.5.2 2014-09-08
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  1: #include <petsc-private/snesimpl.h>

  3: /*MC
  4:     SNESObjectiveFunction - functional form used to convey the objective function to the nonlinear solver

  6:      Synopsis:
  7:      #include <petscsnes.h>
  8:        SNESObjectiveFunction(SNES snes,Vec x,PetscReal *obj,void *ctx);

 10:      Input Parameters:
 11: +      snes - the SNES context
 12: .      X - solution
 13: .      F - current function/gradient
 14: .      obj - real to hold the objective value
 15: -      ctx - optional user-defined objective context

 17:    Level: advanced

 19: .seealso:   SNESSetFunction(), SNESGetFunction(), SNESSetObjective(), SNESGetObjective(), SNESJacobianFunction, SNESFunction
 20: M*/


 25: /*@C
 26:    SNESSetObjective - Sets the objective function minimized by the SNES methods.

 28:    Logically Collective on SNES

 30:    Input Parameters:
 31: +  snes - the SNES context
 32: .  obj - objective evaluation routine; see SNESObjectiveFunction for details
 33: -  ctx - [optional] user-defined context for private data for the
 34:          function evaluation routine (may be NULL)

 36:    Level: beginner

 38:    Note: If not provided then this defaults to the two norm of the function evaluation (set with SNESSetFunction())

 40: .keywords: SNES, nonlinear, set, objective

 42: .seealso: SNESGetObjective(), SNESComputeObjective(), SNESSetFunction(), SNESSetJacobian(), SNESObjectiveFunction
 43: @*/
 44: PetscErrorCode  SNESSetObjective(SNES snes,PetscErrorCode (*obj)(SNES,Vec,PetscReal*,void*),void *ctx)
 45: {
 47:   DM             dm;

 51:   SNESGetDM(snes,&dm);
 52:   DMSNESSetObjective(dm,obj,ctx);
 53:   return(0);
 54: }

 58: /*@C
 59:    SNESGetObjective - Returns the objective function.

 61:    Not Collective

 63:    Input Parameter:
 64: .  snes - the SNES context

 66:    Output Parameter:
 67: +  obj - objective evaluation routine (or NULL); see SNESObjectFunction for details
 68: -  ctx - the function context (or NULL)

 70:    Level: advanced

 72: .keywords: SNES, nonlinear, get, objective

 74: .seealso: SNESSetObjective(), SNESGetSolution()
 75: @*/
 76: PetscErrorCode SNESGetObjective(SNES snes,PetscErrorCode (**obj)(SNES,Vec,PetscReal*,void*),void **ctx)
 77: {
 79:   DM             dm;

 83:   SNESGetDM(snes,&dm);
 84:   DMSNESGetObjective(dm,obj,ctx);
 85:   return(0);
 86: }

 90: /*@C
 91:    SNESComputeObjective - Computes the objective.

 93:    Collective on SNES

 95:    Input Parameter:
 96: +  snes - the SNES context
 97: -  X    - the state vector

 99:    Output Parameter:
100: .  ob   - the objective value

102:    Level: advanced

104: .keywords: SNES, nonlinear, compute, objective

106: .seealso: SNESSetObjective(), SNESGetSolution()
107: @*/
108: PetscErrorCode SNESComputeObjective(SNES snes,Vec X,PetscReal *ob)
109: {
111:   DM             dm;
112:   DMSNES         sdm;

118:   SNESGetDM(snes,&dm);
119:   DMGetDMSNES(dm,&sdm);
120:   if (sdm->ops->computeobjective) {
121:     (sdm->ops->computeobjective)(snes,X,ob,sdm->objectivectx);
122:   } else SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "Must call SNESSetObjective() before SNESComputeObjective().");
123:   return(0);
124: }


129: /*@C
130:    SNESObjectiveComputeFunctionDefaultFD - Computes the gradient of a user provided objective

132:    Collective on SNES

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

139:    Output Parameter:
140: .  F   - the function value

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

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

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

155:    Level: advanced

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

159: .seealso: SNESSetFunction(), SNESComputeObjective(), SNESComputeJacobianDefault()
160: @*/
161: PetscErrorCode SNESObjectiveComputeFunctionDefaultFD(SNES snes,Vec X,Vec F,void *ctx)
162: {
163:   Vec            Xh;
165:   PetscInt       i,N,start,end;
166:   PetscReal      ob,ob1,ob2,ob3,fob,dx,eps=1e-6;
167:   PetscScalar    fv,xv;

170:   VecDuplicate(X,&Xh);
171:   PetscOptionsReal("-snes_fd_function_eps","Tolerance for nonzero entries in fd function","None",eps,&eps,NULL);
172:   VecSet(F,0.);

174:   VecNorm(X,NORM_2,&fob);

176:   VecGetSize(X,&N);
177:   VecGetOwnershipRange(X,&start,&end);
178:   SNESComputeObjective(snes,X,&ob);

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

183:   for (i=0; i<N; i++) {
184:     /* compute the 1st value */
185:     VecCopy(X,Xh);
186:     if (i>= start && i<end) {
187:       xv   = dx;
188:       VecSetValues(Xh,1,&i,&xv,ADD_VALUES);
189:     }
190:     VecAssemblyBegin(Xh);
191:     VecAssemblyEnd(Xh);
192:     SNESComputeObjective(snes,Xh,&ob1);

194:     /* compute the 2nd value */
195:     VecCopy(X,Xh);
196:     if (i>= start && i<end) {
197:       xv   = 2.*dx;
198:       VecSetValues(Xh,1,&i,&xv,ADD_VALUES);
199:     }
200:     VecAssemblyBegin(Xh);
201:     VecAssemblyEnd(Xh);
202:     SNESComputeObjective(snes,Xh,&ob2);

204:     /* compute the 3rd value */
205:     VecCopy(X,Xh);
206:     if (i>= start && i<end) {
207:       xv   = -dx;
208:       VecSetValues(Xh,1,&i,&xv,ADD_VALUES);
209:     }
210:     VecAssemblyBegin(Xh);
211:     VecAssemblyEnd(Xh);
212:     SNESComputeObjective(snes,Xh,&ob3);

214:     if (i >= start && i<end) {
215:       /* set this entry to be the gradient of the objective */
216:       fv = (-ob2 + 6.*ob1 - 3.*ob -2.*ob3) / (6.*dx);
217:       if (PetscAbsScalar(fv) > eps) {
218:         VecSetValues(F,1,&i,&fv,INSERT_VALUES);
219:       } else {
220:         fv   = 0.;
221:         VecSetValues(F,1,&i,&fv,INSERT_VALUES);
222:       }
223:     }
224:   }

226:   VecDestroy(&Xh);

228:   VecAssemblyBegin(F);
229:   VecAssemblyEnd(F);
230:   return(0);
231: }