Actual source code: tr.c
petsc-3.5.4 2015-05-23
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: PetscReal rho,fnorm,gnorm,gpnorm,xnorm=0,delta,nrm,ynorm,norm1;
93: PetscScalar cnorm;
94: KSP ksp;
95: SNESConvergedReason reason = SNES_CONVERGED_ITERATING;
96: PetscBool conv = PETSC_FALSE,breakout = PETSC_FALSE;
97: PetscBool domainerror;
100: maxits = snes->max_its; /* maximum number of iterations */
101: X = snes->vec_sol; /* solution vector */
102: F = snes->vec_func; /* residual vector */
103: Y = snes->work[0]; /* work vectors */
104: G = snes->work[1];
105: Ytmp = snes->work[2];
107: PetscObjectSAWsTakeAccess((PetscObject)snes);
108: snes->iter = 0;
109: PetscObjectSAWsGrantAccess((PetscObject)snes);
111: if (!snes->vec_func_init_set) {
112: SNESComputeFunction(snes,X,F); /* F(X) */
113: SNESGetFunctionDomainError(snes, &domainerror);
114: if (domainerror) {
115: snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
116: return(0);
117: }
118: } else snes->vec_func_init_set = PETSC_FALSE;
120: VecNorm(F,NORM_2,&fnorm); /* fnorm <- || F || */
121: if (PetscIsInfOrNanReal(fnorm)) {
122: snes->reason = SNES_DIVERGED_FNORM_NAN;
123: return(0);
124: }
126: PetscObjectSAWsTakeAccess((PetscObject)snes);
127: snes->norm = fnorm;
128: PetscObjectSAWsGrantAccess((PetscObject)snes);
129: delta = neP->delta0*fnorm;
130: neP->delta = delta;
131: SNESLogConvergenceHistory(snes,fnorm,0);
132: SNESMonitor(snes,0,fnorm);
134: /* test convergence */
135: (*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
136: if (snes->reason) return(0);
138: /* Set the stopping criteria to use the More' trick. */
139: PetscOptionsGetBool(NULL,"-snes_tr_ksp_regular_convergence_test",&conv,NULL);
140: if (!conv) {
141: SNES_TR_KSPConverged_Ctx *ctx;
142: SNESGetKSP(snes,&ksp);
143: PetscNew(&ctx);
144: ctx->snes = snes;
145: KSPConvergedDefaultCreate(&ctx->ctx);
146: KSPSetConvergenceTest(ksp,SNES_TR_KSPConverged_Private,ctx,SNES_TR_KSPConverged_Destroy);
147: PetscInfo(snes,"Using Krylov convergence test SNES_TR_KSPConverged_Private\n");
148: }
150: for (i=0; i<maxits; i++) {
152: /* Call general purpose update function */
153: if (snes->ops->update) {
154: (*snes->ops->update)(snes, snes->iter);
155: }
157: /* Solve J Y = F, where J is Jacobian matrix */
158: SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);
159: KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);
160: KSPSolve(snes->ksp,F,Ytmp);
161: KSPGetIterationNumber(snes->ksp,&lits);
163: snes->linear_its += lits;
165: PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);
166: VecNorm(Ytmp,NORM_2,&nrm);
167: norm1 = nrm;
168: while (1) {
169: VecCopy(Ytmp,Y);
170: nrm = norm1;
172: /* Scale Y if need be and predict new value of F norm */
173: if (nrm >= delta) {
174: nrm = delta/nrm;
175: gpnorm = (1.0 - nrm)*fnorm;
176: cnorm = nrm;
177: PetscInfo1(snes,"Scaling direction by %g\n",(double)nrm);
178: VecScale(Y,cnorm);
179: nrm = gpnorm;
180: ynorm = delta;
181: } else {
182: gpnorm = 0.0;
183: PetscInfo(snes,"Direction is in Trust Region\n");
184: ynorm = nrm;
185: }
186: VecAYPX(Y,-1.0,X); /* Y <- X - Y */
187: VecCopy(X,snes->vec_sol_update);
188: SNESComputeFunction(snes,Y,G); /* F(X) */
189: VecNorm(G,NORM_2,&gnorm); /* gnorm <- || g || */
190: if (fnorm == gpnorm) rho = 0.0;
191: else rho = (fnorm*fnorm - gnorm*gnorm)/(fnorm*fnorm - gpnorm*gpnorm);
193: /* Update size of trust region */
194: if (rho < neP->mu) delta *= neP->delta1;
195: else if (rho < neP->eta) delta *= neP->delta2;
196: else delta *= neP->delta3;
197: PetscInfo3(snes,"fnorm=%g, gnorm=%g, ynorm=%g\n",(double)fnorm,(double)gnorm,(double)ynorm);
198: PetscInfo3(snes,"gpred=%g, rho=%g, delta=%g\n",(double)gpnorm,(double)rho,(double)delta);
200: neP->delta = delta;
201: if (rho > neP->sigma) break;
202: PetscInfo(snes,"Trying again in smaller region\n");
203: /* check to see if progress is hopeless */
204: neP->itflag = PETSC_FALSE;
205: SNES_TR_Converged_Private(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);
206: if (!reason) { (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP); }
207: if (reason) {
208: /* We're not progressing, so return with the current iterate */
209: SNESMonitor(snes,i+1,fnorm);
210: breakout = PETSC_TRUE;
211: break;
212: }
213: snes->numFailures++;
214: }
215: if (!breakout) {
216: /* Update function and solution vectors */
217: fnorm = gnorm;
218: VecCopy(G,F);
219: VecCopy(Y,X);
220: /* Monitor convergence */
221: PetscObjectSAWsTakeAccess((PetscObject)snes);
222: snes->iter = i+1;
223: snes->norm = fnorm;
224: PetscObjectSAWsGrantAccess((PetscObject)snes);
225: SNESLogConvergenceHistory(snes,snes->norm,lits);
226: SNESMonitor(snes,snes->iter,snes->norm);
227: /* Test for convergence, xnorm = || X || */
228: neP->itflag = PETSC_TRUE;
229: if (snes->ops->converged != SNESConvergedSkip) { VecNorm(X,NORM_2,&xnorm); }
230: (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&reason,snes->cnvP);
231: if (reason) break;
232: } else break;
233: }
234: if (i == maxits) {
235: PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);
236: if (!reason) reason = SNES_DIVERGED_MAX_IT;
237: }
238: PetscObjectSAWsTakeAccess((PetscObject)snes);
239: snes->reason = reason;
240: PetscObjectSAWsGrantAccess((PetscObject)snes);
241: return(0);
242: }
243: /*------------------------------------------------------------*/
246: static PetscErrorCode SNESSetUp_NEWTONTR(SNES snes)
247: {
251: SNESSetWorkVecs(snes,3);
252: SNESSetUpMatrices(snes);
253: return(0);
254: }
258: PetscErrorCode SNESReset_NEWTONTR(SNES snes)
259: {
262: return(0);
263: }
267: static PetscErrorCode SNESDestroy_NEWTONTR(SNES snes)
268: {
272: SNESReset_NEWTONTR(snes);
273: PetscFree(snes->data);
274: return(0);
275: }
276: /*------------------------------------------------------------*/
280: static PetscErrorCode SNESSetFromOptions_NEWTONTR(SNES snes)
281: {
282: SNES_NEWTONTR *ctx = (SNES_NEWTONTR*)snes->data;
286: PetscOptionsHead("SNES trust region options for nonlinear equations");
287: PetscOptionsReal("-snes_trtol","Trust region tolerance","SNESSetTrustRegionTolerance",snes->deltatol,&snes->deltatol,0);
288: PetscOptionsReal("-snes_tr_mu","mu","None",ctx->mu,&ctx->mu,0);
289: PetscOptionsReal("-snes_tr_eta","eta","None",ctx->eta,&ctx->eta,0);
290: PetscOptionsReal("-snes_tr_sigma","sigma","None",ctx->sigma,&ctx->sigma,0);
291: PetscOptionsReal("-snes_tr_delta0","delta0","None",ctx->delta0,&ctx->delta0,0);
292: PetscOptionsReal("-snes_tr_delta1","delta1","None",ctx->delta1,&ctx->delta1,0);
293: PetscOptionsReal("-snes_tr_delta2","delta2","None",ctx->delta2,&ctx->delta2,0);
294: PetscOptionsReal("-snes_tr_delta3","delta3","None",ctx->delta3,&ctx->delta3,0);
295: PetscOptionsTail();
296: return(0);
297: }
301: static PetscErrorCode SNESView_NEWTONTR(SNES snes,PetscViewer viewer)
302: {
303: SNES_NEWTONTR *tr = (SNES_NEWTONTR*)snes->data;
305: PetscBool iascii;
308: PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);
309: if (iascii) {
310: PetscViewerASCIIPrintf(viewer," mu=%g, eta=%g, sigma=%g\n",(double)tr->mu,(double)tr->eta,(double)tr->sigma);
311: PetscViewerASCIIPrintf(viewer," delta0=%g, delta1=%g, delta2=%g, delta3=%g\n",(double)tr->delta0,(double)tr->delta1,(double)tr->delta2,(double)tr->delta3);
312: }
313: return(0);
314: }
315: /* ------------------------------------------------------------ */
316: /*MC
317: SNESNEWTONTR - Newton based nonlinear solver that uses a trust region
319: Options Database:
320: + -snes_trtol <tol> Trust region tolerance
321: . -snes_tr_mu <mu>
322: . -snes_tr_eta <eta>
323: . -snes_tr_sigma <sigma>
324: . -snes_tr_delta0 <delta0>
325: . -snes_tr_delta1 <delta1>
326: . -snes_tr_delta2 <delta2>
327: - -snes_tr_delta3 <delta3>
329: The basic algorithm is taken from "The Minpack Project", by More',
330: Sorensen, Garbow, Hillstrom, pages 88-111 of "Sources and Development
331: of Mathematical Software", Wayne Cowell, editor.
333: This is intended as a model implementation, since it does not
334: necessarily have many of the bells and whistles of other
335: implementations.
337: Level: intermediate
339: .seealso: SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESSetTrustRegionTolerance()
341: M*/
344: PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONTR(SNES snes)
345: {
346: SNES_NEWTONTR *neP;
350: snes->ops->setup = SNESSetUp_NEWTONTR;
351: snes->ops->solve = SNESSolve_NEWTONTR;
352: snes->ops->destroy = SNESDestroy_NEWTONTR;
353: snes->ops->setfromoptions = SNESSetFromOptions_NEWTONTR;
354: snes->ops->view = SNESView_NEWTONTR;
355: snes->ops->reset = SNESReset_NEWTONTR;
357: snes->usesksp = PETSC_TRUE;
358: snes->usespc = PETSC_FALSE;
360: PetscNewLog(snes,&neP);
361: snes->data = (void*)neP;
362: neP->mu = 0.25;
363: neP->eta = 0.75;
364: neP->delta = 0.0;
365: neP->delta0 = 0.2;
366: neP->delta1 = 0.3;
367: neP->delta2 = 0.75;
368: neP->delta3 = 2.0;
369: neP->sigma = 0.0001;
370: neP->itflag = PETSC_FALSE;
371: neP->rnorm0 = 0.0;
372: neP->ttol = 0.0;
373: return(0);
374: }