Actual source code: snesob.c

petsc-3.7.0 2016-04-25
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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 some of the SNES linesearch 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: intermediate

 38:    Note: This is not used in the SNESLINESEARCHCP line search.

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

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

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

 53:   SNESGetDM(snes,&dm);
 54:   DMSNESSetObjective(dm,obj,ctx);
 55:   return(0);
 56: }

 60: /*@C
 61:    SNESGetObjective - Returns the objective function.

 63:    Not Collective

 65:    Input Parameter:
 66: .  snes - the SNES context

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

 72:    Level: advanced

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

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

 85:   SNESGetDM(snes,&dm);
 86:   DMSNESGetObjective(dm,obj,ctx);
 87:   return(0);
 88: }

 92: /*@C
 93:    SNESComputeObjective - Computes the objective.

 95:    Collective on SNES

 97:    Input Parameter:
 98: +  snes - the SNES context
 99: -  X    - the state vector

101:    Output Parameter:
102: .  ob   - the objective value

104:    Level: advanced

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

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

120:   SNESGetDM(snes,&dm);
121:   DMGetDMSNES(dm,&sdm);
122:   if (sdm->ops->computeobjective) {
123:     PetscLogEventBegin(SNES_ObjectiveEval,snes,X,0,0);
124:     (sdm->ops->computeobjective)(snes,X,ob,sdm->objectivectx);
125:     PetscLogEventEnd(SNES_ObjectiveEval,snes,X,0,0);
126:   } else SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "Must call SNESSetObjective() before SNESComputeObjective().");
127:   return(0);
128: }


133: /*@C
134:    SNESObjectiveComputeFunctionDefaultFD - Computes the gradient of a user provided objective

136:    Collective on SNES

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

143:    Output Parameter:
144: .  F   - the function value

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

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

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

159:    Level: advanced

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

163: .seealso: SNESSetFunction(), SNESComputeObjective(), SNESComputeJacobianDefault()
164: @*/
165: PetscErrorCode SNESObjectiveComputeFunctionDefaultFD(SNES snes,Vec X,Vec F,void *ctx)
166: {
167:   Vec            Xh;
169:   PetscInt       i,N,start,end;
170:   PetscReal      ob,ob1,ob2,ob3,fob,dx,eps=1e-6;
171:   PetscScalar    fv,xv;

174:   VecDuplicate(X,&Xh);
175:   PetscOptionsBegin(PetscObjectComm((PetscObject)snes),((PetscObject)snes)->prefix,"Differencing parameters","SNES");
176:   PetscOptionsReal("-snes_fd_function_eps","Tolerance for nonzero entries in fd function","None",eps,&eps,NULL);
177:   PetscOptionsEnd();
178:   VecSet(F,0.);

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

182:   VecGetSize(X,&N);
183:   VecGetOwnershipRange(X,&start,&end);
184:   SNESComputeObjective(snes,X,&ob);

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

189:   for (i=0; i<N; i++) {
190:     /* compute the 1st value */
191:     VecCopy(X,Xh);
192:     if (i>= start && i<end) {
193:       xv   = dx;
194:       VecSetValues(Xh,1,&i,&xv,ADD_VALUES);
195:     }
196:     VecAssemblyBegin(Xh);
197:     VecAssemblyEnd(Xh);
198:     SNESComputeObjective(snes,Xh,&ob1);

200:     /* compute the 2nd value */
201:     VecCopy(X,Xh);
202:     if (i>= start && i<end) {
203:       xv   = 2.*dx;
204:       VecSetValues(Xh,1,&i,&xv,ADD_VALUES);
205:     }
206:     VecAssemblyBegin(Xh);
207:     VecAssemblyEnd(Xh);
208:     SNESComputeObjective(snes,Xh,&ob2);

210:     /* compute the 3rd value */
211:     VecCopy(X,Xh);
212:     if (i>= start && i<end) {
213:       xv   = -dx;
214:       VecSetValues(Xh,1,&i,&xv,ADD_VALUES);
215:     }
216:     VecAssemblyBegin(Xh);
217:     VecAssemblyEnd(Xh);
218:     SNESComputeObjective(snes,Xh,&ob3);

220:     if (i >= start && i<end) {
221:       /* set this entry to be the gradient of the objective */
222:       fv = (-ob2 + 6.*ob1 - 3.*ob -2.*ob3) / (6.*dx);
223:       if (PetscAbsScalar(fv) > eps) {
224:         VecSetValues(F,1,&i,&fv,INSERT_VALUES);
225:       } else {
226:         fv   = 0.;
227:         VecSetValues(F,1,&i,&fv,INSERT_VALUES);
228:       }
229:     }
230:   }

232:   VecDestroy(&Xh);

234:   VecAssemblyBegin(F);
235:   VecAssemblyEnd(F);
236:   return(0);
237: }