Actual source code: anderson.c
1: #include <../src/snes/impls/ngmres/snesngmres.h>
3: static PetscErrorCode SNESSetFromOptions_Anderson(SNES snes, PetscOptionItems *PetscOptionsObject)
4: {
5: SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data;
6: PetscBool monitor = PETSC_FALSE;
8: PetscFunctionBegin;
9: PetscOptionsHeadBegin(PetscOptionsObject, "SNES NGMRES options");
10: PetscCall(PetscOptionsInt("-snes_anderson_m", "Number of directions", "SNES", ngmres->msize, &ngmres->msize, NULL));
11: PetscCall(PetscOptionsReal("-snes_anderson_beta", "Mixing parameter", "SNES", ngmres->andersonBeta, &ngmres->andersonBeta, NULL));
12: PetscCall(PetscOptionsInt("-snes_anderson_restart", "Iterations before forced restart", "SNES", ngmres->restart_periodic, &ngmres->restart_periodic, NULL));
13: PetscCall(PetscOptionsInt("-snes_anderson_restart_it", "Tolerance iterations before restart", "SNES", ngmres->restart_it, &ngmres->restart_it, NULL));
14: PetscCall(PetscOptionsEnum("-snes_anderson_restart_type", "Restart type", "SNESNGMRESSetRestartType", SNESNGMRESRestartTypes, (PetscEnum)ngmres->restart_type, (PetscEnum *)&ngmres->restart_type, NULL));
15: PetscCall(PetscOptionsBool("-snes_anderson_monitor", "Monitor steps of Anderson Mixing", "SNES", ngmres->monitor ? PETSC_TRUE : PETSC_FALSE, &monitor, NULL));
16: if (monitor) ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
17: PetscOptionsHeadEnd();
18: PetscFunctionReturn(PETSC_SUCCESS);
19: }
21: static PetscErrorCode SNESSolve_Anderson(SNES snes)
22: {
23: SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data;
24: /* present solution, residual, and preconditioned residual */
25: Vec X, F, B, D;
26: /* candidate linear combination answers */
27: Vec XA, FA, XM, FM;
29: /* coefficients and RHS to the minimization problem */
30: PetscReal fnorm, fMnorm, fAnorm;
31: PetscReal xnorm, ynorm;
32: PetscReal dnorm, dminnorm = 0.0, fminnorm;
33: PetscInt restart_count = 0;
34: PetscInt k, k_restart, l, ivec;
35: PetscBool selectRestart;
36: SNESConvergedReason reason;
38: PetscFunctionBegin;
39: PetscCheck(!snes->xl && !snes->xu && !snes->ops->computevariablebounds, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name);
41: PetscCall(PetscCitationsRegister(SNESCitation, &SNEScite));
42: /* variable initialization */
43: snes->reason = SNES_CONVERGED_ITERATING;
44: X = snes->vec_sol;
45: F = snes->vec_func;
46: B = snes->vec_rhs;
47: XA = snes->work[2];
48: FA = snes->work[0];
49: D = snes->work[1];
51: /* work for the line search */
52: XM = snes->work[3];
53: FM = snes->work[4];
55: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
56: snes->iter = 0;
57: snes->norm = 0.;
58: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
60: /* initialization */
62: /* r = F(x) */
64: if (snes->npc && snes->npcside == PC_LEFT) {
65: PetscCall(SNESApplyNPC(snes, X, NULL, F));
66: PetscCall(SNESGetConvergedReason(snes->npc, &reason));
67: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
68: snes->reason = SNES_DIVERGED_INNER;
69: PetscFunctionReturn(PETSC_SUCCESS);
70: }
71: PetscCall(VecNorm(F, NORM_2, &fnorm));
72: } else {
73: if (!snes->vec_func_init_set) {
74: PetscCall(SNESComputeFunction(snes, X, F));
75: } else snes->vec_func_init_set = PETSC_FALSE;
77: PetscCall(VecNorm(F, NORM_2, &fnorm));
78: SNESCheckFunctionNorm(snes, fnorm);
79: }
80: fminnorm = fnorm;
82: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
83: snes->norm = fnorm;
84: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
85: PetscCall(SNESLogConvergenceHistory(snes, fnorm, 0));
86: PetscCall(SNESConverged(snes, 0, 0.0, 0.0, fnorm));
87: PetscCall(SNESMonitor(snes, 0, fnorm));
88: if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS);
89: PetscCall(SNESNGMRESUpdateSubspace_Private(snes, 0, 0, F, fnorm, X));
91: k_restart = 0;
92: l = 0;
93: ivec = 0;
94: for (k = 1; k < snes->max_its + 1; k++) {
95: /* Call general purpose update function */
96: PetscTryTypeMethod(snes, update, snes->iter);
98: /* select which vector of the stored subspace will be updated */
99: if (snes->npc && snes->npcside == PC_RIGHT) {
100: PetscCall(VecCopy(X, XM));
101: PetscCall(SNESSetInitialFunction(snes->npc, F));
103: PetscCall(PetscLogEventBegin(SNES_NPCSolve, snes->npc, XM, B, 0));
104: PetscCall(SNESSolve(snes->npc, B, XM));
105: PetscCall(PetscLogEventEnd(SNES_NPCSolve, snes->npc, XM, B, 0));
107: PetscCall(SNESGetConvergedReason(snes->npc, &reason));
108: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
109: snes->reason = SNES_DIVERGED_INNER;
110: PetscFunctionReturn(PETSC_SUCCESS);
111: }
112: PetscCall(SNESGetNPCFunction(snes, FM, &fMnorm));
113: PetscCall(VecAXPBY(XM, 1.0 - ngmres->andersonBeta, ngmres->andersonBeta, X));
114: } else {
115: PetscCall(VecCopy(F, FM));
116: PetscCall(VecWAXPY(XM, -ngmres->andersonBeta, FM, X));
117: fMnorm = fnorm;
118: }
120: PetscCall(SNESNGMRESFormCombinedSolution_Private(snes, ivec, l, XM, FM, fMnorm, X, XA, FA));
121: ivec = k_restart % ngmres->msize;
122: if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) {
123: PetscCall(SNESNGMRESNorms_Private(snes, l, X, F, XM, FM, XA, FA, D, &dnorm, &dminnorm, NULL, NULL, NULL, &xnorm, &fAnorm, &ynorm));
124: PetscCall(SNESNGMRESSelectRestart_Private(snes, l, snes->norm, fMnorm, fnorm, dnorm, fminnorm, dminnorm, &selectRestart));
125: /* if the restart conditions persist for more than restart_it iterations, restart. */
126: if (selectRestart) restart_count++;
127: else restart_count = 0;
128: } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) {
129: PetscCall(SNESNGMRESNorms_Private(snes, l, X, F, XM, FM, XA, FA, D, NULL, NULL, NULL, NULL, NULL, &xnorm, &fAnorm, &ynorm));
130: if (k_restart > ngmres->restart_periodic) {
131: if (ngmres->monitor) PetscCall(PetscViewerASCIIPrintf(ngmres->monitor, "periodic restart after %" PetscInt_FMT " iterations\n", k_restart));
132: restart_count = ngmres->restart_it;
133: }
134: } else {
135: PetscCall(SNESNGMRESNorms_Private(snes, l, X, F, XM, FM, XA, FA, D, NULL, NULL, NULL, NULL, NULL, &xnorm, &fAnorm, &ynorm));
136: }
137: /* restart after restart conditions have persisted for a fixed number of iterations */
138: if (restart_count >= ngmres->restart_it) {
139: if (ngmres->monitor) PetscCall(PetscViewerASCIIPrintf(ngmres->monitor, "Restarted at iteration %" PetscInt_FMT "\n", k_restart));
140: restart_count = 0;
141: k_restart = 0;
142: l = 0;
143: ivec = 0;
144: } else {
145: if (l < ngmres->msize) l++;
146: k_restart++;
147: PetscCall(SNESNGMRESUpdateSubspace_Private(snes, ivec, l, FM, fnorm, XM));
148: }
150: fnorm = fAnorm;
151: if (fminnorm > fnorm) fminnorm = fnorm;
153: PetscCall(VecCopy(XA, X));
154: PetscCall(VecCopy(FA, F));
156: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
157: snes->iter = k;
158: snes->norm = fnorm;
159: snes->xnorm = xnorm;
160: snes->ynorm = ynorm;
161: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
162: PetscCall(SNESLogConvergenceHistory(snes, snes->norm, snes->iter));
163: PetscCall(SNESConverged(snes, snes->iter, xnorm, ynorm, fnorm));
164: PetscCall(SNESMonitor(snes, snes->iter, snes->norm));
165: if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS);
166: }
167: snes->reason = SNES_DIVERGED_MAX_IT;
168: PetscFunctionReturn(PETSC_SUCCESS);
169: }
171: /*MC
172: SNESANDERSON - Anderson Mixing nonlinear solver {cite}`anderson1965`, {cite}`bruneknepleysmithtu15`
174: Level: beginner
176: Options Database Keys:
177: + -snes_anderson_m - Number of stored previous solutions and residuals
178: . -snes_anderson_beta - Anderson mixing parameter
179: . -snes_anderson_restart_type - Type of restart (see `SNESNGMRES`)
180: . -snes_anderson_restart_it - Number of iterations of restart conditions before restart
181: . -snes_anderson_restart - Number of iterations before periodic restart
182: - -snes_anderson_monitor - Prints relevant information about the ngmres iteration
184: Notes:
185: The Anderson Mixing method combines m previous solutions into a minimum-residual solution by solving a small linearized
186: optimization problem at each iteration.
188: Very similar to the `SNESNGMRES` algorithm.
190: .seealso: [](ch_snes), `SNESNGMRES`, `SNESCreate()`, `SNES`, `SNESSetType()`, `SNESType`
191: M*/
193: PETSC_EXTERN PetscErrorCode SNESCreate_Anderson(SNES snes)
194: {
195: SNES_NGMRES *ngmres;
196: SNESLineSearch linesearch;
198: PetscFunctionBegin;
199: snes->ops->destroy = SNESDestroy_NGMRES;
200: snes->ops->setup = SNESSetUp_NGMRES;
201: snes->ops->setfromoptions = SNESSetFromOptions_Anderson;
202: snes->ops->view = SNESView_NGMRES;
203: snes->ops->solve = SNESSolve_Anderson;
204: snes->ops->reset = SNESReset_NGMRES;
206: snes->usesnpc = PETSC_TRUE;
207: snes->usesksp = PETSC_FALSE;
208: snes->npcside = PC_RIGHT;
210: snes->alwayscomputesfinalresidual = PETSC_TRUE;
212: PetscCall(PetscNew(&ngmres));
213: snes->data = (void *)ngmres;
214: ngmres->msize = 30;
216: PetscCall(SNESParametersInitialize(snes));
217: PetscObjectParameterSetDefault(snes, max_funcs, 30000);
218: PetscObjectParameterSetDefault(snes, max_its, 10000);
220: PetscCall(SNESGetLineSearch(snes, &linesearch));
221: if (!((PetscObject)linesearch)->type_name) PetscCall(SNESLineSearchSetType(linesearch, SNESLINESEARCHBASIC));
223: ngmres->additive_linesearch = NULL;
224: ngmres->approxfunc = PETSC_FALSE;
225: ngmres->restart_type = SNES_NGMRES_RESTART_NONE;
226: ngmres->restart_it = 2;
227: ngmres->restart_periodic = 30;
228: ngmres->gammaA = 2.0;
229: ngmres->gammaC = 2.0;
230: ngmres->deltaB = 0.9;
231: ngmres->epsilonB = 0.1;
233: ngmres->andersonBeta = 1.0;
234: PetscFunctionReturn(PETSC_SUCCESS);
235: }