Actual source code: ntrdc.c
1: #include <../src/snes/impls/ntrdc/ntrdcimpl.h>
3: typedef struct {
4: SNES snes;
5: /* Information on the regular SNES convergence test; which may have been user provided
6: Copied from tr.c (maybe able to disposed, but this is a private function) - Heeho
7: Same with SNESTR_KSPConverged_Private, SNESTR_KSPConverged_Destroy, and SNESTR_Converged_Private
8: */
10: KSPConvergenceTestFn *convtest;
11: PetscCtxDestroyFn *convdestroy;
12: void *convctx;
13: } SNES_TRDC_KSPConverged_Ctx;
15: static PetscErrorCode SNESNewtonTRSetTolerances_TRDC(SNES snes, PetscReal delta_min, PetscReal delta_max, PetscReal delta_0)
16: {
17: SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data;
19: PetscFunctionBegin;
20: if (delta_min == PETSC_DETERMINE) delta_min = 1.e-12;
21: if (delta_max == PETSC_DETERMINE) delta_max = 0.5;
22: if (delta_0 == PETSC_DETERMINE) delta_0 = 0.1;
23: if (delta_min != PETSC_CURRENT) tr->deltatol = delta_min;
24: if (delta_max != PETSC_CURRENT) tr->deltaM = delta_max;
25: if (delta_0 != PETSC_CURRENT) tr->delta0 = delta_0;
26: PetscFunctionReturn(PETSC_SUCCESS);
27: }
29: static PetscErrorCode SNESTRDC_KSPConverged_Private(KSP ksp, PetscInt n, PetscReal rnorm, KSPConvergedReason *reason, void *cctx)
30: {
31: SNES_TRDC_KSPConverged_Ctx *ctx = (SNES_TRDC_KSPConverged_Ctx *)cctx;
32: SNES snes = ctx->snes;
33: SNES_NEWTONTRDC *neP = (SNES_NEWTONTRDC *)snes->data;
34: Vec x;
35: PetscReal nrm;
37: PetscFunctionBegin;
38: PetscCall((*ctx->convtest)(ksp, n, rnorm, reason, ctx->convctx));
39: if (*reason) PetscCall(PetscInfo(snes, "Default or user provided convergence test KSP iterations=%" PetscInt_FMT ", rnorm=%g\n", n, (double)rnorm));
40: /* Determine norm of solution */
41: PetscCall(KSPBuildSolution(ksp, NULL, &x));
42: PetscCall(VecNorm(x, NORM_2, &nrm));
43: if (nrm >= neP->delta) {
44: PetscCall(PetscInfo(snes, "Ending linear iteration early, delta=%g, length=%g\n", (double)neP->delta, (double)nrm));
45: *reason = KSP_CONVERGED_STEP_LENGTH;
46: }
47: PetscFunctionReturn(PETSC_SUCCESS);
48: }
50: static PetscErrorCode SNESTRDC_KSPConverged_Destroy(void **cctx)
51: {
52: SNES_TRDC_KSPConverged_Ctx *ctx = (SNES_TRDC_KSPConverged_Ctx *)*cctx;
54: PetscFunctionBegin;
55: PetscCall((*ctx->convdestroy)(&ctx->convctx));
56: PetscCall(PetscFree(ctx));
57: PetscFunctionReturn(PETSC_SUCCESS);
58: }
60: /*
61: SNESTRDC_Converged_Private -test convergence JUST for the trust region tolerance.
62: */
63: static PetscErrorCode SNESTRDC_Converged_Private(SNES snes, PetscInt it, PetscReal xnorm, PetscReal pnorm, PetscReal fnorm, SNESConvergedReason *reason, void *dummy)
64: {
65: SNES_NEWTONTRDC *neP = (SNES_NEWTONTRDC *)snes->data;
67: PetscFunctionBegin;
68: *reason = SNES_CONVERGED_ITERATING;
69: if (neP->delta < xnorm * neP->deltatol) {
70: PetscCall(PetscInfo(snes, "Diverged due to too small a trust region %g<%g*%g\n", (double)neP->delta, (double)xnorm, (double)neP->deltatol));
71: *reason = SNES_DIVERGED_TR_DELTA;
72: } else if (snes->nfuncs >= snes->max_funcs && snes->max_funcs >= 0) {
73: PetscCall(PetscInfo(snes, "Exceeded maximum number of function evaluations: %" PetscInt_FMT "\n", snes->max_funcs));
74: *reason = SNES_DIVERGED_FUNCTION_COUNT;
75: }
76: PetscFunctionReturn(PETSC_SUCCESS);
77: }
79: /*@
80: SNESNewtonTRDCGetRhoFlag - Get whether the current solution update is within the trust-region.
82: Logically Collective
84: Input Parameter:
85: . snes - the nonlinear solver object
87: Output Parameter:
88: . rho_flag - `PETSC_FALSE` or `PETSC_TRUE`
90: Level: developer
92: .seealso: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNewtonTRDCPreCheck()`, `SNESNewtonTRDCGetPreCheck()`, `SNESNewtonTRDCSetPreCheck()`,
93: `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCGetPostCheck()`
94: @*/
95: PetscErrorCode SNESNewtonTRDCGetRhoFlag(SNES snes, PetscBool *rho_flag)
96: {
97: SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data;
99: PetscFunctionBegin;
101: PetscAssertPointer(rho_flag, 2);
102: *rho_flag = tr->rho_satisfied;
103: PetscFunctionReturn(PETSC_SUCCESS);
104: }
106: /*@C
107: SNESNewtonTRDCSetPreCheck - Sets a user function that is called before the search step has been determined.
108: Allows the user a chance to change or override the trust region decision.
110: Logically Collective
112: Input Parameters:
113: + snes - the nonlinear solver object
114: . func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRDCPreCheck()`
115: - ctx - [optional] user-defined context for private data for the function evaluation routine (may be `NULL`)
117: Level: intermediate
119: Note:
120: This function is called BEFORE the function evaluation within the `SNESNEWTONTRDC` solver.
122: .seealso: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNewtonTRDCPreCheck()`, `SNESNewtonTRDCGetPreCheck()`, `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCGetPostCheck()`,
123: `SNESNewtonTRDCGetRhoFlag()`
124: @*/
125: PetscErrorCode SNESNewtonTRDCSetPreCheck(SNES snes, PetscErrorCode (*func)(SNES, Vec, Vec, PetscBool *, void *), void *ctx)
126: {
127: SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data;
129: PetscFunctionBegin;
131: if (func) tr->precheck = func;
132: if (ctx) tr->precheckctx = ctx;
133: PetscFunctionReturn(PETSC_SUCCESS);
134: }
136: /*@C
137: SNESNewtonTRDCGetPreCheck - Gets the pre-check function optionally set with `SNESNewtonTRDCSetPreCheck()`
139: Not Collective
141: Input Parameter:
142: . snes - the nonlinear solver context
144: Output Parameters:
145: + func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRDCPreCheck()`
146: - ctx - [optional] user-defined context for private data for the function evaluation routine (may be `NULL`)
148: Level: intermediate
150: .seealso: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNewtonTRDCSetPreCheck()`, `SNESNewtonTRDCPreCheck()`
151: @*/
152: PetscErrorCode SNESNewtonTRDCGetPreCheck(SNES snes, PetscErrorCode (**func)(SNES, Vec, Vec, PetscBool *, void *), void **ctx)
153: {
154: SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data;
156: PetscFunctionBegin;
158: if (func) *func = tr->precheck;
159: if (ctx) *ctx = tr->precheckctx;
160: PetscFunctionReturn(PETSC_SUCCESS);
161: }
163: /*@C
164: SNESNewtonTRDCSetPostCheck - Sets a user function that is called after the search step has been determined but before the next
165: function evaluation. Allows the user a chance to change or override the decision of the line search routine
167: Logically Collective
169: Input Parameters:
170: + snes - the nonlinear solver object
171: . func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRDCPostCheck()`
172: - ctx - [optional] user-defined context for private data for the function evaluation routine (may be `NULL`)
174: Level: intermediate
176: Note:
177: This function is called BEFORE the function evaluation within the `SNESNEWTONTRDC` solver while the function set in
178: `SNESLineSearchSetPostCheck()` is called AFTER the function evaluation.
180: .seealso: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNewtonTRDCPostCheck()`, `SNESNewtonTRDCGetPostCheck()`, `SNESNewtonTRDCSetPreCheck()`, `SNESNewtonTRDCGetPreCheck()`
181: @*/
182: PetscErrorCode SNESNewtonTRDCSetPostCheck(SNES snes, PetscErrorCode (*func)(SNES, Vec, Vec, Vec, PetscBool *, PetscBool *, void *), void *ctx)
183: {
184: SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data;
186: PetscFunctionBegin;
188: if (func) tr->postcheck = func;
189: if (ctx) tr->postcheckctx = ctx;
190: PetscFunctionReturn(PETSC_SUCCESS);
191: }
193: /*@C
194: SNESNewtonTRDCGetPostCheck - Gets the post-check function optionally set with `SNESNewtonTRDCSetPostCheck()`
196: Not Collective
198: Input Parameter:
199: . snes - the nonlinear solver context
201: Output Parameters:
202: + func - [optional] function evaluation routine, for the calling sequence see `SNESNewtonTRDCPostCheck()`
203: - ctx - [optional] user-defined context for private data for the function evaluation routine (may be `NULL`)
205: Level: intermediate
207: .seealso: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCPostCheck()`, `SNESNewtonTRDCSetPreCheck()`, `SNESNewtonTRDCGetPreCheck()`
208: @*/
209: PetscErrorCode SNESNewtonTRDCGetPostCheck(SNES snes, PetscErrorCode (**func)(SNES, Vec, Vec, Vec, PetscBool *, PetscBool *, void *), void **ctx)
210: {
211: SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data;
213: PetscFunctionBegin;
215: if (func) *func = tr->postcheck;
216: if (ctx) *ctx = tr->postcheckctx;
217: PetscFunctionReturn(PETSC_SUCCESS);
218: }
220: // PetscClangLinter pragma disable: -fdoc-internal-linkage
221: /*@C
222: SNESNewtonTRDCPreCheck - Called before the step has been determined in `SNESNEWTONTRDC`
224: Logically Collective
226: Input Parameters:
227: + snes - the solver
228: . X - The last solution
229: - Y - The step direction
231: Output Parameter:
232: . changed_Y - Indicator that the step direction `Y` has been changed.
234: Level: developer
236: .seealso: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNewtonTRDCSetPreCheck()`, `SNESNewtonTRDCGetPreCheck()`, `SNESNewtonTRDCPostCheck()`
237: @*/
238: static PetscErrorCode SNESNewtonTRDCPreCheck(SNES snes, Vec X, Vec Y, PetscBool *changed_Y)
239: {
240: SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data;
242: PetscFunctionBegin;
243: *changed_Y = PETSC_FALSE;
244: if (tr->precheck) {
245: PetscCall((*tr->precheck)(snes, X, Y, changed_Y, tr->precheckctx));
247: }
248: PetscFunctionReturn(PETSC_SUCCESS);
249: }
251: // PetscClangLinter pragma disable: -fdoc-internal-linkage
252: /*@C
253: SNESNewtonTRDCPostCheck - Called after the step has been determined in `SNESNEWTONTRDC` but before the function evaluation at that step
255: Logically Collective
257: Input Parameters:
258: + snes - the solver
259: . X - The last solution
260: . Y - The full step direction
261: - W - The updated solution, W = X - Y
263: Output Parameters:
264: + changed_Y - indicator if step has been changed
265: - changed_W - Indicator if the new candidate solution `W` has been changed.
267: Level: developer
269: Note:
270: If `Y` is changed then `W` is recomputed as `X` - `Y`
272: .seealso: [](ch_snes), `SNES`, `SNESNEWTONTRDC`, `SNESNEWTONTRDC`, `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCGetPostCheck()`, `SNESNewtonTRDCPreCheck()
273: @*/
274: static PetscErrorCode SNESNewtonTRDCPostCheck(SNES snes, Vec X, Vec Y, Vec W, PetscBool *changed_Y, PetscBool *changed_W)
275: {
276: SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data;
278: PetscFunctionBegin;
279: *changed_Y = PETSC_FALSE;
280: *changed_W = PETSC_FALSE;
281: if (tr->postcheck) {
282: PetscCall((*tr->postcheck)(snes, X, Y, W, changed_Y, changed_W, tr->postcheckctx));
285: }
286: PetscFunctionReturn(PETSC_SUCCESS);
287: }
289: /*
290: SNESSolve_NEWTONTRDC - Implements Newton's Method with trust-region subproblem and adds dogleg Cauchy
291: (Steepest Descent direction) step and direction if the trust region is not satisfied for solving system of
292: nonlinear equations
294: */
295: static PetscErrorCode SNESSolve_NEWTONTRDC(SNES snes)
296: {
297: SNES_NEWTONTRDC *neP = (SNES_NEWTONTRDC *)snes->data;
298: Vec X, F, Y, G, W, GradF, YNtmp;
299: Vec YCtmp;
300: Mat jac;
301: PetscInt maxits, i, j, lits, inner_count, bs;
302: PetscReal rho, fnorm, gnorm, xnorm = 0, delta, ynorm, temp_xnorm, temp_ynorm; /* TRDC inner iteration */
303: PetscReal inorms[99]; /* need to make it dynamic eventually, fixed max block size of 99 for now */
304: PetscReal deltaM, ynnorm, f0, mp, gTy, g, yTHy; /* rho calculation */
305: PetscReal auk, gfnorm, ycnorm, c0, c1, c2, tau, tau_pos, tau_neg, gTBg; /* Cauchy Point */
306: KSP ksp;
307: SNESConvergedReason reason = SNES_CONVERGED_ITERATING;
308: PetscBool breakout = PETSC_FALSE;
309: SNES_TRDC_KSPConverged_Ctx *ctx;
310: KSPConvergenceTestFn *convtest;
311: PetscCtxDestroyFn *convdestroy;
312: void *convctx;
314: PetscFunctionBegin;
315: maxits = snes->max_its; /* maximum number of iterations */
316: X = snes->vec_sol; /* solution vector */
317: F = snes->vec_func; /* residual vector */
318: Y = snes->work[0]; /* update vector */
319: G = snes->work[1]; /* updated residual */
320: W = snes->work[2]; /* temporary vector */
321: GradF = snes->work[3]; /* grad f = J^T F */
322: YNtmp = snes->work[4]; /* Newton solution */
323: YCtmp = snes->work[5]; /* Cauchy solution */
325: 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);
327: PetscCall(VecGetBlockSize(YNtmp, &bs));
329: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
330: snes->iter = 0;
331: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
333: /* Set the linear stopping criteria to use the More' trick. From tr.c */
334: PetscCall(SNESGetKSP(snes, &ksp));
335: PetscCall(KSPGetConvergenceTest(ksp, &convtest, &convctx, &convdestroy));
336: if (convtest != SNESTRDC_KSPConverged_Private) {
337: PetscCall(PetscNew(&ctx));
338: ctx->snes = snes;
339: PetscCall(KSPGetAndClearConvergenceTest(ksp, &ctx->convtest, &ctx->convctx, &ctx->convdestroy));
340: PetscCall(KSPSetConvergenceTest(ksp, SNESTRDC_KSPConverged_Private, ctx, SNESTRDC_KSPConverged_Destroy));
341: PetscCall(PetscInfo(snes, "Using Krylov convergence test SNESTRDC_KSPConverged_Private\n"));
342: }
344: if (!snes->vec_func_init_set) {
345: PetscCall(SNESComputeFunction(snes, X, F)); /* F(X) */
346: } else snes->vec_func_init_set = PETSC_FALSE;
348: PetscCall(VecNorm(F, NORM_2, &fnorm)); /* fnorm <- || F || */
349: SNESCheckFunctionNorm(snes, fnorm);
350: PetscCall(VecNorm(X, NORM_2, &xnorm)); /* xnorm <- || X || */
352: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
353: snes->norm = fnorm;
354: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
355: delta = xnorm ? neP->delta0 * xnorm : neP->delta0; /* initial trust region size scaled by xnorm */
356: deltaM = xnorm ? neP->deltaM * xnorm : neP->deltaM; /* maximum trust region size scaled by xnorm */
357: neP->delta = delta;
358: PetscCall(SNESLogConvergenceHistory(snes, fnorm, 0));
359: PetscCall(SNESMonitor(snes, 0, fnorm));
361: neP->rho_satisfied = PETSC_FALSE;
363: /* test convergence */
364: PetscUseTypeMethod(snes, converged, snes->iter, 0.0, 0.0, fnorm, &snes->reason, snes->cnvP);
365: if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS);
367: for (i = 0; i < maxits; i++) {
368: PetscBool changed_y;
369: PetscBool changed_w;
371: /* dogleg method */
372: PetscCall(SNESComputeJacobian(snes, X, snes->jacobian, snes->jacobian_pre));
373: SNESCheckJacobianDomainerror(snes);
374: PetscCall(KSPSetOperators(snes->ksp, snes->jacobian, snes->jacobian));
375: PetscCall(KSPSolve(snes->ksp, F, YNtmp)); /* Quasi Newton Solution */
376: SNESCheckKSPSolve(snes); /* this is necessary but old tr.c did not have it*/
377: PetscCall(KSPGetIterationNumber(snes->ksp, &lits));
378: PetscCall(SNESGetJacobian(snes, &jac, NULL, NULL, NULL));
380: /* rescale Jacobian, Newton solution update, and re-calculate delta for multiphase (multivariable)
381: for inner iteration and Cauchy direction calculation
382: */
383: if (bs > 1 && neP->auto_scale_multiphase) {
384: PetscCall(VecStrideNormAll(YNtmp, NORM_INFINITY, inorms));
385: for (j = 0; j < bs; j++) {
386: if (neP->auto_scale_max > 1.0) {
387: if (inorms[j] < 1.0 / neP->auto_scale_max) inorms[j] = 1.0 / neP->auto_scale_max;
388: }
389: PetscCall(VecStrideSet(W, j, inorms[j]));
390: PetscCall(VecStrideScale(YNtmp, j, 1.0 / inorms[j]));
391: PetscCall(VecStrideScale(X, j, 1.0 / inorms[j]));
392: }
393: PetscCall(VecNorm(X, NORM_2, &xnorm));
394: if (i == 0) {
395: delta = neP->delta0 * xnorm;
396: } else {
397: delta = neP->delta * xnorm;
398: }
399: deltaM = neP->deltaM * xnorm;
400: PetscCall(MatDiagonalScale(jac, NULL, W));
401: }
403: /* calculating GradF of minimization function */
404: PetscCall(MatMultTranspose(jac, F, GradF)); /* grad f = J^T F */
405: PetscCall(VecNorm(YNtmp, NORM_2, &ynnorm)); /* ynnorm <- || Y_newton || */
407: inner_count = 0;
408: neP->rho_satisfied = PETSC_FALSE;
409: while (1) {
410: if (ynnorm <= delta) { /* see if the Newton solution is within the trust region */
411: PetscCall(VecCopy(YNtmp, Y));
412: } else if (neP->use_cauchy) { /* use Cauchy direction if enabled */
413: PetscCall(MatMult(jac, GradF, W));
414: PetscCall(VecDotRealPart(W, W, &gTBg)); /* completes GradF^T J^T J GradF */
415: PetscCall(VecNorm(GradF, NORM_2, &gfnorm)); /* grad f norm <- || grad f || */
416: if (gTBg <= 0.0) {
417: auk = PETSC_MAX_REAL;
418: } else {
419: auk = PetscSqr(gfnorm) / gTBg;
420: }
421: auk = PetscMin(delta / gfnorm, auk);
422: PetscCall(VecCopy(GradF, YCtmp)); /* this could be improved */
423: PetscCall(VecScale(YCtmp, auk)); /* YCtmp, Cauchy solution*/
424: PetscCall(VecNorm(YCtmp, NORM_2, &ycnorm)); /* ycnorm <- || Y_cauchy || */
425: if (ycnorm >= delta) { /* see if the Cauchy solution meets the criteria */
426: PetscCall(VecCopy(YCtmp, Y));
427: PetscCall(PetscInfo(snes, "DL evaluated. delta: %8.4e, ynnorm: %8.4e, ycnorm: %8.4e\n", (double)delta, (double)ynnorm, (double)ycnorm));
428: } else { /* take ratio, tau, of Cauchy and Newton direction and step */
429: PetscCall(VecAXPY(YNtmp, -1.0, YCtmp)); /* YCtmp = A, YNtmp = B */
430: PetscCall(VecNorm(YNtmp, NORM_2, &c0)); /* this could be improved */
431: c0 = PetscSqr(c0);
432: PetscCall(VecDotRealPart(YCtmp, YNtmp, &c1));
433: c1 = 2.0 * c1;
434: PetscCall(VecNorm(YCtmp, NORM_2, &c2)); /* this could be improved */
435: c2 = PetscSqr(c2) - PetscSqr(delta);
436: tau_pos = (c1 + PetscSqrtReal(PetscSqr(c1) - 4. * c0 * c2)) / (2. * c0); /* quadratic formula */
437: tau_neg = (c1 - PetscSqrtReal(PetscSqr(c1) - 4. * c0 * c2)) / (2. * c0);
438: tau = PetscMax(tau_pos, tau_neg); /* can tau_neg > tau_pos? I don't think so, but just in case. */
439: PetscCall(PetscInfo(snes, "DL evaluated. tau: %8.4e, ynnorm: %8.4e, ycnorm: %8.4e\n", (double)tau, (double)ynnorm, (double)ycnorm));
440: PetscCall(VecWAXPY(W, tau, YNtmp, YCtmp));
441: PetscCall(VecAXPY(W, -tau, YCtmp));
442: PetscCall(VecCopy(W, Y)); /* this could be improved */
443: }
444: } else {
445: /* if Cauchy is disabled, only use Newton direction */
446: auk = delta / ynnorm;
447: PetscCall(VecScale(YNtmp, auk));
448: PetscCall(VecCopy(YNtmp, Y)); /* this could be improved (many VecCopy, VecNorm)*/
449: }
451: PetscCall(VecNorm(Y, NORM_2, &ynorm)); /* compute the final ynorm */
452: f0 = 0.5 * PetscSqr(fnorm); /* minimizing function f(X) */
453: PetscCall(MatMult(jac, Y, W));
454: PetscCall(VecDotRealPart(W, W, &yTHy)); /* completes GradY^T J^T J GradY */
455: PetscCall(VecDotRealPart(GradF, Y, &gTy));
456: mp = f0 - gTy + 0.5 * yTHy; /* quadratic model to satisfy, -gTy because our update is X-Y*/
458: /* scale back solution update */
459: if (bs > 1 && neP->auto_scale_multiphase) {
460: for (j = 0; j < bs; j++) {
461: PetscCall(VecStrideScale(Y, j, inorms[j]));
462: if (inner_count == 0) {
463: /* TRDC inner algorithm does not need scaled X after calculating delta in the outer iteration */
464: /* need to scale back X to match Y and provide proper update to the external code */
465: PetscCall(VecStrideScale(X, j, inorms[j]));
466: }
467: }
468: if (inner_count == 0) PetscCall(VecNorm(X, NORM_2, &temp_xnorm)); /* only in the first iteration */
469: PetscCall(VecNorm(Y, NORM_2, &temp_ynorm));
470: } else {
471: temp_xnorm = xnorm;
472: temp_ynorm = ynorm;
473: }
474: inner_count++;
476: /* Evaluate the solution to meet the improvement ratio criteria */
477: PetscCall(SNESNewtonTRDCPreCheck(snes, X, Y, &changed_y));
478: PetscCall(VecWAXPY(W, -1.0, Y, X));
479: PetscCall(SNESNewtonTRDCPostCheck(snes, X, Y, W, &changed_y, &changed_w));
480: if (changed_y) PetscCall(VecWAXPY(W, -1.0, Y, X));
481: PetscCall(VecCopy(Y, snes->vec_sol_update));
482: PetscCall(SNESComputeFunction(snes, W, G)); /* F(X-Y) = G */
483: PetscCall(VecNorm(G, NORM_2, &gnorm)); /* gnorm <- || g || */
484: SNESCheckFunctionNorm(snes, gnorm);
485: g = 0.5 * PetscSqr(gnorm); /* minimizing function g(W) */
486: if (f0 == mp) rho = 0.0;
487: else rho = (f0 - g) / (f0 - mp); /* actual improvement over predicted improvement */
489: if (rho < neP->eta2) {
490: delta *= neP->t1; /* shrink the region */
491: } else if (rho > neP->eta3) {
492: delta = PetscMin(neP->t2 * delta, deltaM); /* expand the region, but not greater than deltaM */
493: }
495: neP->delta = delta;
496: if (rho >= neP->eta1) {
497: /* unscale delta and xnorm before going to the next outer iteration */
498: if (bs > 1 && neP->auto_scale_multiphase) {
499: neP->delta = delta / xnorm;
500: xnorm = temp_xnorm;
501: ynorm = temp_ynorm;
502: }
503: neP->rho_satisfied = PETSC_TRUE;
504: break; /* the improvement ratio is satisfactory */
505: }
506: PetscCall(PetscInfo(snes, "Trying again in smaller region\n"));
508: /* check to see if progress is hopeless */
509: neP->itflag = PETSC_FALSE;
510: /* both delta, ynorm, and xnorm are either scaled or unscaled */
511: PetscCall(SNESTRDC_Converged_Private(snes, snes->iter, xnorm, ynorm, fnorm, &reason, snes->cnvP));
512: /* if multiphase state changes, break out inner iteration */
513: if (reason == SNES_BREAKOUT_INNER_ITER) {
514: if (bs > 1 && neP->auto_scale_multiphase) {
515: /* unscale delta and xnorm before going to the next outer iteration */
516: neP->delta = delta / xnorm;
517: xnorm = temp_xnorm;
518: ynorm = temp_ynorm;
519: }
520: reason = SNES_CONVERGED_ITERATING;
521: break;
522: }
523: if (reason == SNES_CONVERGED_SNORM_RELATIVE) reason = SNES_DIVERGED_INNER;
524: if (reason) {
525: if (reason < 0) {
526: /* We're not progressing, so return with the current iterate */
527: PetscCall(SNESMonitor(snes, i + 1, fnorm));
528: breakout = PETSC_TRUE;
529: break;
530: } else if (reason > 0) {
531: /* We're converged, so return with the current iterate and update solution */
532: PetscCall(SNESMonitor(snes, i + 1, fnorm));
533: breakout = PETSC_FALSE;
534: break;
535: }
536: }
537: snes->numFailures++;
538: }
539: if (!breakout) {
540: /* Update function and solution vectors */
541: fnorm = gnorm;
542: PetscCall(VecCopy(G, F));
543: PetscCall(VecCopy(W, X));
544: /* Monitor convergence */
545: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
546: snes->iter = i + 1;
547: snes->norm = fnorm;
548: snes->xnorm = xnorm;
549: snes->ynorm = ynorm;
550: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
551: PetscCall(SNESLogConvergenceHistory(snes, snes->norm, lits));
552: PetscCall(SNESMonitor(snes, snes->iter, snes->norm));
553: /* Test for convergence, xnorm = || X || */
554: neP->itflag = PETSC_TRUE;
555: if (snes->ops->converged != SNESConvergedSkip) PetscCall(VecNorm(X, NORM_2, &xnorm));
556: PetscUseTypeMethod(snes, converged, snes->iter, xnorm, ynorm, fnorm, &reason, snes->cnvP);
557: if (reason) break;
558: } else break;
559: }
561: /* PetscCall(PetscFree(inorms)); */
562: if (i == maxits) {
563: PetscCall(PetscInfo(snes, "Maximum number of iterations has been reached: %" PetscInt_FMT "\n", maxits));
564: if (!reason) reason = SNES_DIVERGED_MAX_IT;
565: }
566: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
567: snes->reason = reason;
568: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
569: if (convtest != SNESTRDC_KSPConverged_Private) {
570: PetscCall(KSPGetAndClearConvergenceTest(ksp, &ctx->convtest, &ctx->convctx, &ctx->convdestroy));
571: PetscCall(PetscFree(ctx));
572: PetscCall(KSPSetConvergenceTest(ksp, convtest, convctx, convdestroy));
573: }
574: PetscFunctionReturn(PETSC_SUCCESS);
575: }
577: static PetscErrorCode SNESSetUp_NEWTONTRDC(SNES snes)
578: {
579: PetscFunctionBegin;
580: PetscCall(SNESSetWorkVecs(snes, 6));
581: PetscCall(SNESSetUpMatrices(snes));
582: PetscFunctionReturn(PETSC_SUCCESS);
583: }
585: static PetscErrorCode SNESDestroy_NEWTONTRDC(SNES snes)
586: {
587: PetscFunctionBegin;
588: PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNewtonTRSetTolerances_C", NULL));
589: PetscCall(PetscFree(snes->data));
590: PetscFunctionReturn(PETSC_SUCCESS);
591: }
593: static PetscErrorCode SNESSetFromOptions_NEWTONTRDC(SNES snes, PetscOptionItems PetscOptionsObject)
594: {
595: SNES_NEWTONTRDC *ctx = (SNES_NEWTONTRDC *)snes->data;
597: PetscFunctionBegin;
598: PetscOptionsHeadBegin(PetscOptionsObject, "SNES trust region options for nonlinear equations");
599: PetscCall(PetscOptionsReal("-snes_trdc_tol", "Trust region tolerance", "SNESNewtonTRSetTolerances", ctx->deltatol, &ctx->deltatol, NULL));
600: PetscCall(PetscOptionsReal("-snes_trdc_eta1", "eta1", "None", ctx->eta1, &ctx->eta1, NULL));
601: PetscCall(PetscOptionsReal("-snes_trdc_eta2", "eta2", "None", ctx->eta2, &ctx->eta2, NULL));
602: PetscCall(PetscOptionsReal("-snes_trdc_eta3", "eta3", "None", ctx->eta3, &ctx->eta3, NULL));
603: PetscCall(PetscOptionsReal("-snes_trdc_t1", "t1", "None", ctx->t1, &ctx->t1, NULL));
604: PetscCall(PetscOptionsReal("-snes_trdc_t2", "t2", "None", ctx->t2, &ctx->t2, NULL));
605: PetscCall(PetscOptionsReal("-snes_trdc_deltaM", "deltaM", "None", ctx->deltaM, &ctx->deltaM, NULL));
606: PetscCall(PetscOptionsReal("-snes_trdc_delta0", "delta0", "None", ctx->delta0, &ctx->delta0, NULL));
607: PetscCall(PetscOptionsReal("-snes_trdc_auto_scale_max", "auto_scale_max", "None", ctx->auto_scale_max, &ctx->auto_scale_max, NULL));
608: PetscCall(PetscOptionsBool("-snes_trdc_use_cauchy", "use_cauchy", "use Cauchy step and direction", ctx->use_cauchy, &ctx->use_cauchy, NULL));
609: PetscCall(PetscOptionsBool("-snes_trdc_auto_scale_multiphase", "auto_scale_multiphase", "Auto scaling for proper cauchy direction", ctx->auto_scale_multiphase, &ctx->auto_scale_multiphase, NULL));
610: PetscOptionsHeadEnd();
611: PetscFunctionReturn(PETSC_SUCCESS);
612: }
614: static PetscErrorCode SNESView_NEWTONTRDC(SNES snes, PetscViewer viewer)
615: {
616: SNES_NEWTONTRDC *tr = (SNES_NEWTONTRDC *)snes->data;
617: PetscBool iascii;
619: PetscFunctionBegin;
620: PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &iascii));
621: if (iascii) {
622: PetscCall(PetscViewerASCIIPrintf(viewer, " Trust region tolerance %g\n", (double)tr->deltatol));
623: PetscCall(PetscViewerASCIIPrintf(viewer, " eta1=%g, eta2=%g, eta3=%g\n", (double)tr->eta1, (double)tr->eta2, (double)tr->eta3));
624: PetscCall(PetscViewerASCIIPrintf(viewer, " delta0=%g, t1=%g, t2=%g, deltaM=%g\n", (double)tr->delta0, (double)tr->t1, (double)tr->t2, (double)tr->deltaM));
625: }
626: PetscFunctionReturn(PETSC_SUCCESS);
627: }
629: /*MC
630: SNESNEWTONTRDC - Newton based nonlinear solver that uses trust-region dogleg method with Cauchy direction
632: Options Database Keys:
633: + -snes_trdc_tol <tol> - trust region tolerance
634: . -snes_trdc_eta1 <eta1> - trust region parameter 0.0 <= eta1 <= eta2, rho >= eta1 breaks out of the inner iteration (default: eta1=0.001)
635: . -snes_trdc_eta2 <eta2> - trust region parameter 0.0 <= eta1 <= eta2, rho <= eta2 shrinks the trust region (default: eta2=0.25)
636: . -snes_trdc_eta3 <eta3> - trust region parameter eta3 > eta2, rho >= eta3 expands the trust region (default: eta3=0.75)
637: . -snes_trdc_t1 <t1> - trust region parameter, shrinking factor of trust region (default: 0.25)
638: . -snes_trdc_t2 <t2> - trust region parameter, expanding factor of trust region (default: 2.0)
639: . -snes_trdc_deltaM <deltaM> - trust region parameter, max size of trust region, $deltaM*norm2(x)$ (default: 0.5)
640: . -snes_trdc_delta0 <delta0> - trust region parameter, initial size of trust region, $delta0*norm2(x)$ (default: 0.1)
641: . -snes_trdc_auto_scale_max <auto_scale_max> - used with auto_scale_multiphase, caps the maximum auto-scaling factor
642: . -snes_trdc_use_cauchy <use_cauchy> - True uses dogleg Cauchy (Steepest Descent direction) step & direction in the trust region algorithm
643: - -snes_trdc_auto_scale_multiphase <auto_scale_multiphase> - True turns on auto-scaling for multivariable block matrix for Cauchy and trust region
645: Level: advanced
647: Notes:
648: `SNESNEWTONTRDC` only works for root-finding problems and does not support objective functions.
649: The main difference with respect to `SNESNEWTONTR` is that `SNESNEWTONTRDC` scales the trust region by the norm of the current linearization point.
650: Future version may extend the `SNESNEWTONTR` code and deprecate `SNESNEWTONTRDC`.
652: For details, see {cite}`park2021linear`
654: .seealso: [](ch_snes), `SNESCreate()`, `SNES`, `SNESSetType()`, `SNESNEWTONLS`, `SNESNewtonTRSetTolerances()`,
655: `SNESNewtonTRDCPreCheck()`, `SNESNewtonTRDCGetPreCheck()`, `SNESNewtonTRDCSetPostCheck()`, `SNESNewtonTRDCGetPostCheck()`,
656: `SNESNewtonTRDCGetRhoFlag()`, `SNESNewtonTRDCSetPreCheck()`
657: M*/
658: PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONTRDC(SNES snes)
659: {
660: SNES_NEWTONTRDC *neP;
662: PetscFunctionBegin;
663: snes->ops->setup = SNESSetUp_NEWTONTRDC;
664: snes->ops->solve = SNESSolve_NEWTONTRDC;
665: snes->ops->destroy = SNESDestroy_NEWTONTRDC;
666: snes->ops->setfromoptions = SNESSetFromOptions_NEWTONTRDC;
667: snes->ops->view = SNESView_NEWTONTRDC;
669: snes->usesksp = PETSC_TRUE;
670: snes->usesnpc = PETSC_FALSE;
672: snes->alwayscomputesfinalresidual = PETSC_TRUE;
674: PetscCall(SNESParametersInitialize(snes));
676: PetscCall(PetscNew(&neP));
677: snes->data = (void *)neP;
678: neP->eta1 = 0.001;
679: neP->eta2 = 0.25;
680: neP->eta3 = 0.75;
681: neP->t1 = 0.25;
682: neP->t2 = 2.0;
683: neP->sigma = 0.0001;
684: neP->itflag = PETSC_FALSE;
685: neP->rnorm0 = 0.0;
686: neP->ttol = 0.0;
687: neP->use_cauchy = PETSC_TRUE;
688: neP->auto_scale_multiphase = PETSC_FALSE;
689: neP->auto_scale_max = -1.0;
690: neP->rho_satisfied = PETSC_FALSE;
691: neP->delta = 0.0;
692: neP->deltaM = 0.5;
693: neP->delta0 = 0.1;
694: neP->deltatol = 1.e-12;
696: /* for multiphase (multivariable) scaling */
697: /* may be used for dynamic allocation of inorms, but it fails snes_tutorials-ex3_13
698: on test forced DIVERGED_JACOBIAN_DOMAIN test. I will use static array for now.
699: PetscCall(VecGetBlockSize(snes->work[0],&neP->bs));
700: PetscCall(PetscCalloc1(neP->bs,&neP->inorms));
701: */
702: PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNewtonTRSetTolerances_C", SNESNewtonTRSetTolerances_TRDC));
703: PetscFunctionReturn(PETSC_SUCCESS);
704: }