Actual source code: qn.c

petsc-3.10.3 2018-12-18
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  1:  #include <petsc/private/snesimpl.h>
  2:  #include <petscdm.h>

  4: #define H(i,j)  qn->dXdFmat[i*qn->m + j]

  6: const char *const SNESQNScaleTypes[] =        {"DEFAULT","NONE","SHANNO","LINESEARCH","JACOBIAN","SNESQNScaleType","SNES_QN_SCALING_",0};
  7: const char *const SNESQNRestartTypes[] =      {"DEFAULT","NONE","POWELL","PERIODIC","SNESQNRestartType","SNES_QN_RESTART_",0};
  8: const char *const SNESQNTypes[] =             {"LBFGS","BROYDEN","BADBROYDEN","SNESQNType","SNES_QN_",0};

 10: typedef struct {
 11:   Vec               *U;                   /* Stored past states (vary from method to method) */
 12:   Vec               *V;                   /* Stored past states (vary from method to method) */
 13:   PetscInt          m;                    /* The number of kept previous steps */
 14:   PetscReal         *lambda;              /* The line search history of the method */
 15:   PetscReal         *norm;                /* norms of the steps */
 16:   PetscScalar       *alpha, *beta;
 17:   PetscScalar       *dXtdF, *dFtdX, *YtdX;
 18:   PetscBool         singlereduction;      /* Aggregated reduction implementation */
 19:   PetscScalar       *dXdFmat;             /* A matrix of values for dX_i dot dF_j */
 20:   PetscViewer       monitor;
 21:   PetscReal         powell_gamma;         /* Powell angle restart condition */
 22:   PetscReal         scaling;              /* scaling of H0 */
 23:   SNESQNType        type;                 /* the type of quasi-newton method used */
 24:   SNESQNScaleType   scale_type;           /* the type of scaling used */
 25:   SNESQNRestartType restart_type;         /* determine the frequency and type of restart conditions */
 26: } SNES_QN;

 28: PetscErrorCode SNESQNApply_Broyden(SNES snes,PetscInt it,Vec Y,Vec X,Vec Xold,Vec D)
 29: {
 30:   PetscErrorCode     ierr;
 31:   SNES_QN            *qn = (SNES_QN*)snes->data;
 32:   Vec                W   = snes->work[3];
 33:   Vec                *U  = qn->U;
 34:   PetscInt           m = qn->m;
 35:   PetscInt           k,i,j,l = m;
 36:   PetscReal          unorm,a,b;
 37:   PetscReal          *lambda=qn->lambda;
 38:   PetscScalar        gdot;
 39:   PetscReal          udot;

 42:   if (it < m) l = it;
 43:   if (it > 0) {
 44:     k = (it-1)%l;
 45:     SNESLineSearchGetLambda(snes->linesearch,&lambda[k]);
 46:     VecCopy(Xold,U[k]);
 47:     VecAXPY(U[k],-1.0,X);
 48:     if (qn->monitor) {
 49:       PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
 50:       PetscViewerASCIIPrintf(qn->monitor, "scaling vector %D of %D by lambda: %14.12e \n",k,l,(double)lambda[k]);
 51:       PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
 52:     }
 53:   }
 54:   if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
 55:     KSPSolve(snes->ksp,D,W);
 56:     SNESCheckKSPSolve(snes);
 57:     VecCopy(W,Y);
 58:   } else {
 59:     VecCopy(D,Y);
 60:     VecScale(Y,qn->scaling);
 61:   }

 63:   /* inward recursion starting at the first update and working forward */
 64:   for (i = 0; i < l-1; i++) {
 65:     j = (it+i-l)%l;
 66:     k = (it+i-l+1)%l;
 67:     VecNorm(U[j],NORM_2,&unorm);
 68:     VecDot(U[j],Y,&gdot);
 69:     unorm *= unorm;
 70:     udot = PetscRealPart(gdot);
 71:     a = (lambda[j]/lambda[k]);
 72:     b = -(1.-lambda[j]);
 73:     a *= udot/unorm;
 74:     b *= udot/unorm;
 75:     VecAXPBYPCZ(Y,a,b,1.,U[k],U[j]);

 77:     if (qn->monitor) {
 78:       PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
 79:       PetscViewerASCIIPrintf(qn->monitor, "using vector %D and %D, gdot: %14.12e\n",k,j,(double)PetscRealPart(gdot));
 80:       PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
 81:     }
 82:   }
 83:   if (l > 0) {
 84:     k = (it-1)%l;
 85:     VecDot(U[k],Y,&gdot);
 86:     VecNorm(U[k],NORM_2,&unorm);
 87:     unorm *= unorm;
 88:     udot = PetscRealPart(gdot);
 89:     a = unorm/(unorm-lambda[k]*udot);
 90:     b = -(1.-lambda[k])*udot/(unorm-lambda[k]*udot);
 91:     if (qn->monitor) {
 92:       PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
 93:       PetscViewerASCIIPrintf(qn->monitor, "using vector %D: a: %14.12e b: %14.12e \n",k,(double)a,(double)b);
 94:       PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
 95:     }
 96:     VecAXPBY(Y,b,a,U[k]);
 97:   }
 98:   l = m;
 99:   if (it+1<m)l=it+1;
100:   k = it%l;
101:   if (qn->monitor) {
102:     PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
103:     PetscViewerASCIIPrintf(qn->monitor, "setting vector %D of %D\n",k,l);
104:     PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
105:   }
106:   return(0);
107: }

109: PetscErrorCode SNESQNApply_BadBroyden(SNES snes,PetscInt it,Vec Y,Vec X,Vec Xold,Vec D,Vec Dold)
110: {
112:   SNES_QN        *qn = (SNES_QN*)snes->data;
113:   Vec            W   = snes->work[3];
114:   Vec            *U  = qn->U;
115:   Vec            *T  = qn->V;

117:   /* ksp thing for Jacobian scaling */
118:   PetscInt           h,k,j,i;
119:   PetscInt           m = qn->m;
120:   PetscScalar        gdot,udot;
121:   PetscInt           l = m;

124:   if (it < m) l = it;
125:   VecCopy(D,Y);
126:   if (l > 0) {
127:     k    = (it-1)%l;
128:     SNESLineSearchGetLambda(snes->linesearch,&qn->lambda[k]);
129:     VecCopy(Dold,U[k]);
130:     VecAXPY(U[k],-1.0,D);
131:     VecCopy(Xold,T[k]);
132:     VecAXPY(T[k],-1.0,X);
133:   }

135:   if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
136:     KSPSolve(snes->ksp,Y,W);
137:     SNESCheckKSPSolve(snes);
138:     VecCopy(W,Y);
139:   } else {
140:     VecScale(Y,qn->scaling);
141:   }

143:   /* inward recursion starting at the first update and working forward */
144:   if (l > 0) {
145:     for (i = 0; i < l-1; i++) {
146:       j    = (it+i-l)%l;
147:       k    = (it+i-l+1)%l;
148:       h    = (it-1)%l;
149:       VecDotBegin(U[j],U[h],&gdot);
150:       VecDotBegin(U[j],U[j],&udot);
151:       VecDotEnd(U[j],U[h],&gdot);
152:       VecDotEnd(U[j],U[j],&udot);
153:       VecAXPY(Y,PetscRealPart(gdot)/PetscRealPart(udot),T[k]);
154:       VecAXPY(Y,-(1.-qn->lambda[k])*PetscRealPart(gdot)/PetscRealPart(udot),T[j]);
155:       if (qn->monitor) {
156:         PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
157:         PetscViewerASCIIPrintf(qn->monitor, "it: %D k: %D gdot: %14.12e\n", it, k, (double)PetscRealPart(gdot));
158:         PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
159:       }
160:     }
161:   }
162:   return(0);
163: }

165: PetscErrorCode SNESQNApply_LBFGS(SNES snes,PetscInt it,Vec Y,Vec X,Vec Xold,Vec D,Vec Dold)
166: {
168:   SNES_QN        *qn    = (SNES_QN*)snes->data;
169:   Vec            W      = snes->work[3];
170:   Vec            *dX    = qn->U;
171:   Vec            *dF    = qn->V;
172:   PetscScalar    *alpha = qn->alpha;
173:   PetscScalar    *beta  = qn->beta;
174:   PetscScalar    *dXtdF = qn->dXtdF;
175:   PetscScalar    *dFtdX = qn->dFtdX;
176:   PetscScalar    *YtdX  = qn->YtdX;

178:   /* ksp thing for Jacobian scaling */
179:   PetscInt           k,i,j,g;
180:   PetscInt           m = qn->m;
181:   PetscScalar        t;
182:   PetscInt           l = m;

185:   if (it < m) l = it;
186:   VecCopy(D,Y);
187:   if (it > 0) {
188:     k    = (it - 1) % l;
189:     VecCopy(D,dF[k]);
190:     VecAXPY(dF[k], -1.0, Dold);
191:     VecCopy(X, dX[k]);
192:     VecAXPY(dX[k], -1.0, Xold);
193:     if (qn->singlereduction) {
194:       VecMDotBegin(dF[k],l,dX,dXtdF);
195:       VecMDotBegin(dX[k],l,dF,dFtdX);
196:       VecMDotBegin(Y,l,dX,YtdX);
197:       VecMDotEnd(dF[k],l,dX,dXtdF);
198:       VecMDotEnd(dX[k],l,dF,dFtdX);
199:       VecMDotEnd(Y,l,dX,YtdX);
200:       for (j = 0; j < l; j++) {
201:         H(k, j) = dFtdX[j];
202:         H(j, k) = dXtdF[j];
203:       }
204:       /* copy back over to make the computation of alpha and beta easier */
205:       for (j = 0; j < l; j++) dXtdF[j] = H(j, j);
206:     } else {
207:       VecDot(dX[k], dF[k], &dXtdF[k]);
208:     }
209:     if (qn->scale_type == SNES_QN_SCALE_LINESEARCH) {
210:       SNESLineSearchGetLambda(snes->linesearch,&qn->scaling);
211:     }
212:   }

214:   /* outward recursion starting at iteration k's update and working back */
215:   for (i=0; i<l; i++) {
216:     k = (it-i-1)%l;
217:     if (qn->singlereduction) {
218:       /* construct t = dX[k] dot Y as Y_0 dot dX[k] + sum(-alpha[j]dX[k]dF[j]) */
219:       t = YtdX[k];
220:       for (j=0; j<i; j++) {
221:         g  = (it-j-1)%l;
222:         t -= alpha[g]*H(k, g);
223:       }
224:       alpha[k] = t/H(k,k);
225:     } else {
226:       VecDot(dX[k],Y,&t);
227:       alpha[k] = t/dXtdF[k];
228:     }
229:     if (qn->monitor) {
230:       PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
231:       PetscViewerASCIIPrintf(qn->monitor, "it: %D k: %D alpha:        %14.12e\n", it, k, (double)PetscRealPart(alpha[k]));
232:       PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
233:     }
234:     VecAXPY(Y,-alpha[k],dF[k]);
235:   }

237:   if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
238:     KSPSolve(snes->ksp,Y,W);
239:     SNESCheckKSPSolve(snes);
240:     VecCopy(W, Y);
241:   } else {
242:     VecScale(Y, qn->scaling);
243:   }
244:   if (qn->singlereduction) {
245:     VecMDot(Y,l,dF,YtdX);
246:   }
247:   /* inward recursion starting at the first update and working forward */
248:   for (i = 0; i < l; i++) {
249:     k = (it + i - l) % l;
250:     if (qn->singlereduction) {
251:       t = YtdX[k];
252:       for (j = 0; j < i; j++) {
253:         g  = (it + j - l) % l;
254:         t += (alpha[g] - beta[g])*H(g, k);
255:       }
256:       beta[k] = t / H(k, k);
257:     } else {
258:       VecDot(dF[k], Y, &t);
259:       beta[k] = t / dXtdF[k];
260:     }
261:     VecAXPY(Y, (alpha[k] - beta[k]), dX[k]);
262:     if (qn->monitor) {
263:       PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
264:       PetscViewerASCIIPrintf(qn->monitor, "it: %D k: %D alpha - beta: %14.12e\n", it, k, (double)PetscRealPart(alpha[k] - beta[k]));
265:       PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
266:     }
267:   }
268:   return(0);
269: }

271: static PetscErrorCode SNESSolve_QN(SNES snes)
272: {
273:   PetscErrorCode       ierr;
274:   SNES_QN              *qn = (SNES_QN*) snes->data;
275:   Vec                  X,Xold;
276:   Vec                  F,W;
277:   Vec                  Y,D,Dold;
278:   PetscInt             i, i_r;
279:   PetscReal            fnorm,xnorm,ynorm,gnorm;
280:   SNESLineSearchReason lssucceed;
281:   PetscBool            powell,periodic;
282:   PetscScalar          DolddotD,DolddotDold;
283:   SNESConvergedReason  reason;

285:   /* basically just a regular newton's method except for the application of the Jacobian */

288:   if (snes->xl || snes->xu || snes->ops->computevariablebounds) SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name);

290:   PetscCitationsRegister(SNESCitation,&SNEScite);
291:   F    = snes->vec_func;                /* residual vector */
292:   Y    = snes->vec_sol_update;          /* search direction generated by J^-1D*/
293:   W    = snes->work[3];
294:   X    = snes->vec_sol;                 /* solution vector */
295:   Xold = snes->work[0];

297:   /* directions generated by the preconditioned problem with F_pre = F or x - M(x, b) */
298:   D    = snes->work[1];
299:   Dold = snes->work[2];

301:   snes->reason = SNES_CONVERGED_ITERATING;

303:   PetscObjectSAWsTakeAccess((PetscObject)snes);
304:   snes->iter = 0;
305:   snes->norm = 0.;
306:   PetscObjectSAWsGrantAccess((PetscObject)snes);

308:   if (snes->npc && snes->npcside== PC_LEFT && snes->functype == SNES_FUNCTION_PRECONDITIONED) {
309:     SNESApplyNPC(snes,X,NULL,F);
310:     SNESGetConvergedReason(snes->npc,&reason);
311:     if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
312:       snes->reason = SNES_DIVERGED_INNER;
313:       return(0);
314:     }
315:     VecNorm(F,NORM_2,&fnorm);
316:   } else {
317:     if (!snes->vec_func_init_set) {
318:       SNESComputeFunction(snes,X,F);
319:     } else snes->vec_func_init_set = PETSC_FALSE;

321:     VecNorm(F,NORM_2,&fnorm);
322:     SNESCheckFunctionNorm(snes,fnorm);
323:   }
324:   if (snes->npc && snes->npcside== PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
325:       SNESApplyNPC(snes,X,F,D);
326:       SNESGetConvergedReason(snes->npc,&reason);
327:       if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
328:         snes->reason = SNES_DIVERGED_INNER;
329:         return(0);
330:       }
331:   } else {
332:     VecCopy(F,D);
333:   }

335:   PetscObjectSAWsTakeAccess((PetscObject)snes);
336:   snes->norm = fnorm;
337:   PetscObjectSAWsGrantAccess((PetscObject)snes);
338:   SNESLogConvergenceHistory(snes,fnorm,0);
339:   SNESMonitor(snes,0,fnorm);

341:   /* test convergence */
342:   (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
343:   if (snes->reason) return(0);

345:   if (snes->npc && snes->npcside== PC_RIGHT) {
346:     PetscLogEventBegin(SNES_NPCSolve,snes->npc,X,0,0);
347:     SNESSolve(snes->npc,snes->vec_rhs,X);
348:     PetscLogEventEnd(SNES_NPCSolve,snes->npc,X,0,0);
349:     SNESGetConvergedReason(snes->npc,&reason);
350:     if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
351:       snes->reason = SNES_DIVERGED_INNER;
352:       return(0);
353:     }
354:     SNESGetNPCFunction(snes,F,&fnorm);
355:     VecCopy(F,D);
356:   }

358:   /* scale the initial update */
359:   if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
360:     SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);
361:     KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);
362:   }

364:   for (i = 0, i_r = 0; i < snes->max_its; i++, i_r++) {
365:     if (qn->scale_type == SNES_QN_SCALE_SHANNO && i_r > 0) {
366:       PetscScalar ff,xf;
367:       VecCopy(Dold,Y);
368:       VecCopy(Xold,W);
369:       VecAXPY(Y,-1.0,D);
370:       VecAXPY(W,-1.0,X);
371:       VecDotBegin(Y,Y,&ff);
372:       VecDotBegin(W,Y,&xf);
373:       VecDotEnd(Y,Y,&ff);
374:       VecDotEnd(W,Y,&xf);
375:       qn->scaling = PetscRealPart(xf)/PetscRealPart(ff);
376:       if (qn->monitor) {
377:         PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
378:         PetscViewerASCIIPrintf(qn->monitor, "Shanno scaling %D %g\n", i,(double)qn->scaling);
379:         PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
380:       }
381:     }
382:     switch (qn->type) {
383:     case SNES_QN_BADBROYDEN:
384:       SNESQNApply_BadBroyden(snes,i_r,Y,X,Xold,D,Dold);
385:       break;
386:     case SNES_QN_BROYDEN:
387:       SNESQNApply_Broyden(snes,i_r,Y,X,Xold,D);
388:       break;
389:     case SNES_QN_LBFGS:
390:       SNESQNApply_LBFGS(snes,i_r,Y,X,Xold,D,Dold);
391:       break;
392:     }
393:     /* line search for lambda */
394:     ynorm = 1; gnorm = fnorm;
395:     VecCopy(D, Dold);
396:     VecCopy(X, Xold);
397:     SNESLineSearchApply(snes->linesearch, X, F, &fnorm, Y);
398:     if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
399:     SNESLineSearchGetReason(snes->linesearch, &lssucceed);
400:     SNESLineSearchGetNorms(snes->linesearch, &xnorm, &fnorm, &ynorm);
401:     if (lssucceed) {
402:       if (++snes->numFailures >= snes->maxFailures) {
403:         snes->reason = SNES_DIVERGED_LINE_SEARCH;
404:         break;
405:       }
406:     }
407:     if (qn->scale_type == SNES_QN_SCALE_LINESEARCH) {
408:       SNESLineSearchGetLambda(snes->linesearch, &qn->scaling);
409:     }

411:     /* convergence monitoring */
412:     PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",(double)fnorm,(double)gnorm,(double)ynorm,(int)lssucceed);

414:     if (snes->npc && snes->npcside== PC_RIGHT) {
415:       PetscLogEventBegin(SNES_NPCSolve,snes->npc,X,0,0);
416:       SNESSolve(snes->npc,snes->vec_rhs,X);
417:       PetscLogEventEnd(SNES_NPCSolve,snes->npc,X,0,0);
418:       SNESGetConvergedReason(snes->npc,&reason);
419:       if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
420:         snes->reason = SNES_DIVERGED_INNER;
421:         return(0);
422:       }
423:       SNESGetNPCFunction(snes,F,&fnorm);
424:     }

426:     SNESSetIterationNumber(snes, i+1);
427:     snes->norm = fnorm;

429:     SNESLogConvergenceHistory(snes,snes->norm,snes->iter);
430:     SNESMonitor(snes,snes->iter,snes->norm);
431:     /* set parameter for default relative tolerance convergence test */
432:     (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);
433:     if (snes->reason) return(0);
434:     if (snes->npc && snes->npcside== PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
435:       SNESApplyNPC(snes,X,F,D);
436:       SNESGetConvergedReason(snes->npc,&reason);
437:       if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
438:         snes->reason = SNES_DIVERGED_INNER;
439:         return(0);
440:       }
441:     } else {
442:       VecCopy(F, D);
443:     }
444:     powell = PETSC_FALSE;
445:     if (qn->restart_type == SNES_QN_RESTART_POWELL && i_r > 1) {
446:       /* check restart by Powell's Criterion: |F^T H_0 Fold| > powell_gamma * |Fold^T H_0 Fold| */
447:       if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
448:         MatMult(snes->jacobian_pre,Dold,W);
449:       } else {
450:         VecCopy(Dold,W);
451:       }
452:       VecDotBegin(W, Dold, &DolddotDold);
453:       VecDotBegin(W, D, &DolddotD);
454:       VecDotEnd(W, Dold, &DolddotDold);
455:       VecDotEnd(W, D, &DolddotD);
456:       if (PetscAbs(PetscRealPart(DolddotD)) > qn->powell_gamma*PetscAbs(PetscRealPart(DolddotDold))) powell = PETSC_TRUE;
457:     }
458:     periodic = PETSC_FALSE;
459:     if (qn->restart_type == SNES_QN_RESTART_PERIODIC) {
460:       if (i_r>qn->m-1) periodic = PETSC_TRUE;
461:     }
462:     /* restart if either powell or periodic restart is satisfied. */
463:     if (powell || periodic) {
464:       if (qn->monitor) {
465:         PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
466:         if (powell) {
467:           PetscViewerASCIIPrintf(qn->monitor, "Powell restart! |%14.12e| > %6.4f*|%14.12e| i_r = %D\n", (double)PetscRealPart(DolddotD), (double)qn->powell_gamma, (double)PetscRealPart(DolddotDold),i_r);
468:         } else {
469:           PetscViewerASCIIPrintf(qn->monitor, "Periodic restart! i_r = %D\n", i_r);
470:         }
471:         PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
472:       }
473:       i_r = -1;
474:       /* general purpose update */
475:       if (snes->ops->update) {
476:         (*snes->ops->update)(snes, snes->iter);
477:       }
478:       if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
479:         SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);
480:       }
481:     }
482:     /* general purpose update */
483:     if (snes->ops->update) {
484:       (*snes->ops->update)(snes, snes->iter);
485:     }
486:   }
487:   if (i == snes->max_its) {
488:     PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", snes->max_its);
489:     if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
490:   }
491:   return(0);
492: }

494: static PetscErrorCode SNESSetUp_QN(SNES snes)
495: {
496:   SNES_QN        *qn = (SNES_QN*)snes->data;
498:   DM             dm;


502:   if (!snes->vec_sol) {
503:     SNESGetDM(snes,&dm);
504:     DMCreateGlobalVector(dm,&snes->vec_sol);
505:   }

507:   VecDuplicateVecs(snes->vec_sol, qn->m, &qn->U);
508:   if (qn->type != SNES_QN_BROYDEN) VecDuplicateVecs(snes->vec_sol, qn->m, &qn->V);
509:   PetscMalloc4(qn->m,&qn->alpha,qn->m,&qn->beta,qn->m,&qn->dXtdF,qn->m,&qn->lambda);

511:   if (qn->singlereduction) {
512:     PetscMalloc3(qn->m*qn->m,&qn->dXdFmat,qn->m,&qn->dFtdX,qn->m,&qn->YtdX);
513:   }
514:   SNESSetWorkVecs(snes,4);
515:   /* set method defaults */
516:   if (qn->scale_type == SNES_QN_SCALE_DEFAULT) {
517:     if (qn->type == SNES_QN_BADBROYDEN) {
518:       qn->scale_type = SNES_QN_SCALE_NONE;
519:     } else {
520:       qn->scale_type = SNES_QN_SCALE_SHANNO;
521:     }
522:   }
523:   if (qn->restart_type == SNES_QN_RESTART_DEFAULT) {
524:     if (qn->type == SNES_QN_LBFGS) {
525:       qn->restart_type = SNES_QN_RESTART_POWELL;
526:     } else {
527:       qn->restart_type = SNES_QN_RESTART_PERIODIC;
528:     }
529:   }

531:   if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
532:     SNESSetUpMatrices(snes);
533:   }
534:   if (snes->npcside== PC_LEFT && snes->functype == SNES_FUNCTION_DEFAULT) {snes->functype = SNES_FUNCTION_UNPRECONDITIONED;}
535:   return(0);
536: }

538: static PetscErrorCode SNESReset_QN(SNES snes)
539: {
541:   SNES_QN        *qn;

544:   if (snes->data) {
545:     qn = (SNES_QN*)snes->data;
546:     if (qn->U) {
547:       VecDestroyVecs(qn->m, &qn->U);
548:     }
549:     if (qn->V) {
550:       VecDestroyVecs(qn->m, &qn->V);
551:     }
552:     if (qn->singlereduction) {
553:       PetscFree3(qn->dXdFmat, qn->dFtdX, qn->YtdX);
554:     }
555:     PetscFree4(qn->alpha,qn->beta,qn->dXtdF,qn->lambda);
556:   }
557:   return(0);
558: }

560: static PetscErrorCode SNESDestroy_QN(SNES snes)
561: {

565:   SNESReset_QN(snes);
566:   PetscFree(snes->data);
567:   PetscObjectComposeFunction((PetscObject)snes,"",NULL);
568:   return(0);
569: }

571: static PetscErrorCode SNESSetFromOptions_QN(PetscOptionItems *PetscOptionsObject,SNES snes)
572: {

574:   PetscErrorCode    ierr;
575:   SNES_QN           *qn    = (SNES_QN*)snes->data;
576:   PetscBool         monflg = PETSC_FALSE,flg;
577:   SNESLineSearch    linesearch;
578:   SNESQNRestartType rtype = qn->restart_type;
579:   SNESQNScaleType   stype = qn->scale_type;
580:   SNESQNType        qtype = qn->type;

583:   PetscOptionsHead(PetscOptionsObject,"SNES QN options");
584:   PetscOptionsInt("-snes_qn_m","Number of past states saved for L-BFGS methods","SNESQN",qn->m,&qn->m,NULL);
585:   PetscOptionsReal("-snes_qn_powell_gamma","Powell angle tolerance",          "SNESQN", qn->powell_gamma, &qn->powell_gamma, NULL);
586:   PetscOptionsBool("-snes_qn_monitor",         "Monitor for the QN methods",      "SNESQN", monflg, &monflg, NULL);
587:   PetscOptionsBool("-snes_qn_single_reduction", "Aggregate reductions",           "SNESQN", qn->singlereduction, &qn->singlereduction, NULL);
588:   PetscOptionsEnum("-snes_qn_scale_type","Scaling type","SNESQNSetScaleType",SNESQNScaleTypes,(PetscEnum)stype,(PetscEnum*)&stype,&flg);
589:   if (flg) SNESQNSetScaleType(snes,stype);

591:   PetscOptionsEnum("-snes_qn_restart_type","Restart type","SNESQNSetRestartType",SNESQNRestartTypes,(PetscEnum)rtype,(PetscEnum*)&rtype,&flg);
592:   if (flg) SNESQNSetRestartType(snes,rtype);

594:   PetscOptionsEnum("-snes_qn_type","Quasi-Newton update type","",SNESQNTypes,(PetscEnum)qtype,(PetscEnum*)&qtype,&flg);
595:   if (flg) {SNESQNSetType(snes,qtype);}
596:   PetscOptionsTail();
597:   if (!snes->linesearch) {
598:     SNESGetLineSearch(snes, &linesearch);
599:     if (qn->type == SNES_QN_LBFGS) {
600:       SNESLineSearchSetType(linesearch, SNESLINESEARCHCP);
601:     } else if (qn->type == SNES_QN_BROYDEN) {
602:       SNESLineSearchSetType(linesearch, SNESLINESEARCHBASIC);
603:     } else {
604:       SNESLineSearchSetType(linesearch, SNESLINESEARCHL2);
605:     }
606:   }
607:   if (monflg) {
608:     qn->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
609:   }
610:   return(0);
611: }

613: static PetscErrorCode SNESView_QN(SNES snes, PetscViewer viewer)
614: {
615:   SNES_QN        *qn    = (SNES_QN*)snes->data;
616:   PetscBool      iascii;

620:   PetscObjectTypeCompare((PetscObject) viewer, PETSCVIEWERASCII, &iascii);
621:   if (iascii) {
622:     PetscViewerASCIIPrintf(viewer,"  type is %s, restart type is %s, scale type is %s\n",SNESQNTypes[qn->type],SNESQNRestartTypes[qn->restart_type],SNESQNScaleTypes[qn->scale_type]);
623:     PetscViewerASCIIPrintf(viewer,"  Stored subspace size: %D\n", qn->m);
624:     if (qn->singlereduction) {
625:       PetscViewerASCIIPrintf(viewer,"  Using the single reduction variant.\n");
626:     }
627:   }
628:   return(0);
629: }

631: /*@
632:     SNESQNSetRestartType - Sets the restart type for SNESQN.

634:     Logically Collective on SNES

636:     Input Parameters:
637: +   snes - the iterative context
638: -   rtype - restart type

640:     Options Database:
641: +   -snes_qn_restart_type <powell,periodic,none> - set the restart type
642: -   -snes_qn_m <m> - sets the number of stored updates and the restart period for periodic

644:     Level: intermediate

646:     SNESQNRestartTypes:
647: +   SNES_QN_RESTART_NONE - never restart
648: .   SNES_QN_RESTART_POWELL - restart based upon descent criteria
649: -   SNES_QN_RESTART_PERIODIC - restart after a fixed number of iterations

651: .keywords: SNES, SNESQN, restart, type, set SNESLineSearch, SNESQNRestartType
652: @*/
653: PetscErrorCode SNESQNSetRestartType(SNES snes, SNESQNRestartType rtype)
654: {

659:   PetscTryMethod(snes,"SNESQNSetRestartType_C",(SNES,SNESQNRestartType),(snes,rtype));
660:   return(0);
661: }

663: /*@
664:     SNESQNSetScaleType - Sets the scaling type for the inner inverse Jacobian in SNESQN.

666:     Logically Collective on SNES

668:     Input Parameters:
669: +   snes - the iterative context
670: -   stype - scale type

672:     Options Database:
673: .   -snes_qn_scale_type <shanno,none,linesearch,jacobian>

675:     Level: intermediate

677:     SNESQNScaleTypes:
678: +   SNES_QN_SCALE_NONE - don't scale the problem
679: .   SNES_QN_SCALE_SHANNO - use shanno scaling
680: .   SNES_QN_SCALE_LINESEARCH - scale based upon line search lambda
681: -   SNES_QN_SCALE_JACOBIAN - scale by solving a linear system coming from the Jacobian you provided with SNESSetJacobian() computed at the first iteration 
682:                              of QN and at ever restart.

684: .keywords: scaling type

686: .seealso: SNES, SNESQN, SNESLineSearch, SNESQNScaleType, SNESetJacobian()
687: @*/

689: PetscErrorCode SNESQNSetScaleType(SNES snes, SNESQNScaleType stype)
690: {

695:   PetscTryMethod(snes,"SNESQNSetScaleType_C",(SNES,SNESQNScaleType),(snes,stype));
696:   return(0);
697: }

699: PetscErrorCode SNESQNSetScaleType_QN(SNES snes, SNESQNScaleType stype)
700: {
701:   SNES_QN *qn = (SNES_QN*)snes->data;

704:   qn->scale_type = stype;
705:   return(0);
706: }

708: PetscErrorCode SNESQNSetRestartType_QN(SNES snes, SNESQNRestartType rtype)
709: {
710:   SNES_QN *qn = (SNES_QN*)snes->data;

713:   qn->restart_type = rtype;
714:   return(0);
715: }

717: /*@
718:     SNESQNSetType - Sets the quasi-Newton variant to be used in SNESQN.

720:     Logically Collective on SNES

722:     Input Parameters:
723: +   snes - the iterative context
724: -   qtype - variant type

726:     Options Database:
727: .   -snes_qn_type <lbfgs,broyden,badbroyden>

729:     Level: beginner

731:     SNESQNTypes:
732: +   SNES_QN_LBFGS - LBFGS variant
733: .   SNES_QN_BROYDEN - Broyden variant
734: -   SNES_QN_BADBROYDEN - Bad Broyden variant

736: .keywords: SNES, SNESQN, type, set, SNESQNType
737: @*/

739: PetscErrorCode SNESQNSetType(SNES snes, SNESQNType qtype)
740: {

745:   PetscTryMethod(snes,"SNESQNSetType_C",(SNES,SNESQNType),(snes,qtype));
746:   return(0);
747: }

749: PetscErrorCode SNESQNSetType_QN(SNES snes, SNESQNType qtype)
750: {
751:   SNES_QN *qn = (SNES_QN*)snes->data;

754:   qn->type = qtype;
755:   return(0);
756: }

758: /* -------------------------------------------------------------------------- */
759: /*MC
760:       SNESQN - Limited-Memory Quasi-Newton methods for the solution of nonlinear systems.

762:       Options Database:

764: +     -snes_qn_m <m> - Number of past states saved for the L-Broyden methods.
765: +     -snes_qn_restart_type <powell,periodic,none> - set the restart type
766: .     -snes_qn_powell_gamma - Angle condition for restart.
767: .     -snes_qn_powell_descent - Descent condition for restart.
768: .     -snes_qn_type <lbfgs,broyden,badbroyden> - QN type
769: .     -snes_qn_scale_type <shanno,none,linesearch,jacobian> - scaling performed on inner Jacobian
770: .     -snes_linesearch_type <cp, l2, basic> - Type of line search.
771: -     -snes_qn_monitor - Monitors the quasi-newton Jacobian.

773:       Notes:
774:     This implements the L-BFGS, Broyden, and "Bad" Broyden algorithms for the solution of F(x) = b using
775:       previous change in F(x) and x to form the approximate inverse Jacobian using a series of multiplicative rank-one
776:       updates.

778:       When using a nonlinear preconditioner, one has two options as to how the preconditioner is applied.  The first of
779:       these options, sequential, uses the preconditioner to generate a new solution and function and uses those at this
780:       iteration as the current iteration's values when constructing the approximate Jacobian.  The second, composed,
781:       perturbs the problem the Jacobian represents to be P(x, b) - x = 0, where P(x, b) is the preconditioner.

783:       Uses left nonlinear preconditioning by default.

785:       References:
786: +   1. -   Kelley, C.T., Iterative Methods for Linear and Nonlinear Equations, Chapter 8, SIAM, 1995.
787: .   2. -   R. Byrd, J. Nocedal, R. Schnabel, Representations of Quasi Newton Matrices and their use in Limited Memory Methods,
788:       Technical Report, Northwestern University, June 1992.
789: .   3. -   Peter N. Brown, Alan C. Hindmarsh, Homer F. Walker, Experiments with Quasi-Newton Methods in Solving Stiff ODE
790:       Systems, SIAM J. Sci. Stat. Comput. Vol 6(2), April 1985.
791: -   4. -   Peter R. Brune, Matthew G. Knepley, Barry F. Smith, and Xuemin Tu, "Composing Scalable Nonlinear Algebraic Solvers", 
792:        SIAM Review, 57(4), 2015

794:       Level: beginner

796: .seealso:  SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESNEWTONTR

798: M*/
799: PETSC_EXTERN PetscErrorCode SNESCreate_QN(SNES snes)
800: {
802:   SNES_QN        *qn;

805:   snes->ops->setup          = SNESSetUp_QN;
806:   snes->ops->solve          = SNESSolve_QN;
807:   snes->ops->destroy        = SNESDestroy_QN;
808:   snes->ops->setfromoptions = SNESSetFromOptions_QN;
809:   snes->ops->view           = SNESView_QN;
810:   snes->ops->reset          = SNESReset_QN;

812:   snes->npcside= PC_LEFT;

814:   snes->usesnpc = PETSC_TRUE;
815:   snes->usesksp = PETSC_FALSE;

817:   snes->alwayscomputesfinalresidual = PETSC_TRUE;

819:   if (!snes->tolerancesset) {
820:     snes->max_funcs = 30000;
821:     snes->max_its   = 10000;
822:   }

824:   PetscNewLog(snes,&qn);
825:   snes->data          = (void*) qn;
826:   qn->m               = 10;
827:   qn->scaling         = 1.0;
828:   qn->U               = NULL;
829:   qn->V               = NULL;
830:   qn->dXtdF           = NULL;
831:   qn->dFtdX           = NULL;
832:   qn->dXdFmat         = NULL;
833:   qn->monitor         = NULL;
834:   qn->singlereduction = PETSC_TRUE;
835:   qn->powell_gamma    = 0.9999;
836:   qn->scale_type      = SNES_QN_SCALE_DEFAULT;
837:   qn->restart_type    = SNES_QN_RESTART_DEFAULT;
838:   qn->type            = SNES_QN_LBFGS;

840:   PetscObjectComposeFunction((PetscObject)snes,"SNESQNSetScaleType_C",SNESQNSetScaleType_QN);
841:   PetscObjectComposeFunction((PetscObject)snes,"SNESQNSetRestartType_C",SNESQNSetRestartType_QN);
842:   PetscObjectComposeFunction((PetscObject)snes,"SNESQNSetType_C",SNESQNSetType_QN);
843:   return(0);
844: }