Actual source code: qn.c
1: #include <petsc/private/snesimpl.h>
2: #include <petscdm.h>
4: const char *const SNESQNScaleTypes[] = {"DEFAULT", "NONE", "SCALAR", "DIAGONAL", "JACOBIAN", "SNESQNScaleType", "SNES_QN_SCALING_", NULL};
5: const char *const SNESQNRestartTypes[] = {"DEFAULT", "NONE", "POWELL", "PERIODIC", "SNESQNRestartType", "SNES_QN_RESTART_", NULL};
6: const char *const SNESQNTypes[] = {"LBFGS", "BROYDEN", "BADBROYDEN", "SNESQNType", "SNES_QN_", NULL};
8: typedef struct {
9: Mat B; /* Quasi-Newton approximation Matrix (MATLMVM) */
10: PetscInt m; /* The number of kept previous steps */
11: PetscReal *lambda; /* The line search history of the method */
12: PetscBool monflg;
13: PetscViewer monitor;
14: PetscReal powell_gamma; /* Powell angle restart condition */
15: PetscReal scaling; /* scaling of H0 */
16: SNESQNType type; /* the type of quasi-newton method used */
17: SNESQNScaleType scale_type; /* the type of scaling used */
18: SNESQNRestartType restart_type; /* determine the frequency and type of restart conditions */
19: } SNES_QN;
21: static PetscErrorCode SNESQNGetMatrix_Private(SNES snes, Mat *B)
22: {
23: SNES_QN *qn = (SNES_QN *)snes->data;
24: const char *optionsprefix;
26: PetscFunctionBegin;
27: if (!qn->B) {
28: PetscCall(MatCreate(PetscObjectComm((PetscObject)snes), &qn->B));
29: PetscCall(SNESGetOptionsPrefix(snes, &optionsprefix));
30: PetscCall(MatSetOptionsPrefix(qn->B, optionsprefix));
31: PetscCall(MatAppendOptionsPrefix(qn->B, "qn_"));
32: switch (qn->type) {
33: case SNES_QN_BROYDEN:
34: PetscCall(MatSetType(qn->B, MATLMVMBROYDEN));
35: qn->scale_type = SNES_QN_SCALE_NONE;
36: break;
37: case SNES_QN_BADBROYDEN:
38: PetscCall(MatSetType(qn->B, MATLMVMBADBROYDEN));
39: qn->scale_type = SNES_QN_SCALE_NONE;
40: break;
41: default:
42: PetscCall(MatSetType(qn->B, MATLMVMBFGS));
43: switch (qn->scale_type) {
44: case SNES_QN_SCALE_NONE:
45: case SNES_QN_SCALE_JACOBIAN:
46: PetscCall(MatLMVMSymBroydenSetScaleType(qn->B, MAT_LMVM_SYMBROYDEN_SCALE_NONE));
47: break;
48: case SNES_QN_SCALE_SCALAR:
49: case SNES_QN_SCALE_DEFAULT:
50: PetscCall(MatLMVMSymBroydenSetScaleType(qn->B, MAT_LMVM_SYMBROYDEN_SCALE_SCALAR));
51: break;
52: default:
53: break;
54: }
55: break;
56: }
57: }
58: *B = qn->B;
59: PetscFunctionReturn(PETSC_SUCCESS);
60: }
62: static PetscErrorCode SNESSolve_QN(SNES snes)
63: {
64: SNES_QN *qn = (SNES_QN *)snes->data;
65: Vec X, F, W;
66: Vec Y, D, Dold;
67: PetscInt i, i_r;
68: PetscReal fnorm, xnorm, ynorm;
69: SNESLineSearchReason lsreason;
70: PetscBool powell, periodic, restart;
71: PetscScalar DolddotD, DolddotDold;
72: SNESConvergedReason reason;
73: #if defined(PETSC_USE_INFO)
74: PetscReal gnorm;
75: #endif
77: PetscFunctionBegin;
78: 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);
80: PetscCall(PetscCitationsRegister(SNESCitation, &SNEScite));
81: F = snes->vec_func; /* residual vector */
82: Y = snes->vec_sol_update; /* search direction generated by J^-1D*/
83: X = snes->vec_sol; /* solution vector */
85: /* directions */
86: W = snes->work[0];
87: D = snes->work[1];
88: Dold = snes->work[2];
90: snes->reason = SNES_CONVERGED_ITERATING;
92: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
93: snes->iter = 0;
94: snes->norm = 0.;
95: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
97: if (snes->npc && snes->npcside == PC_LEFT && snes->functype == SNES_FUNCTION_PRECONDITIONED) {
98: /* we need to sample the preconditioned function only once here,
99: since linesearch will always use the preconditioned function */
100: PetscCall(SNESApplyNPC(snes, X, NULL, F));
101: PetscCall(SNESGetConvergedReason(snes->npc, &reason));
102: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT && reason != SNES_DIVERGED_TR_DELTA) {
103: snes->reason = SNES_DIVERGED_INNER;
104: PetscFunctionReturn(PETSC_SUCCESS);
105: }
106: } else {
107: if (!snes->vec_func_init_set) PetscCall(SNESComputeFunction(snes, X, F));
108: else snes->vec_func_init_set = PETSC_FALSE;
109: }
110: PetscCall(VecNorm(F, NORM_2, &fnorm));
111: SNESCheckFunctionDomainError(snes, fnorm);
113: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
114: snes->norm = fnorm;
115: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
116: PetscCall(SNESLogConvergenceHistory(snes, fnorm, 0));
117: PetscCall(SNESMonitor(snes, 0, fnorm));
119: /* test convergence */
120: PetscCall(SNESConverged(snes, 0, 0.0, 0.0, fnorm));
121: if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS);
123: restart = PETSC_TRUE;
124: for (i = 0, i_r = 0; i < snes->max_its; i++, i_r++) {
125: PetscScalar gdx;
127: /* general purpose update */
128: PetscTryTypeMethod(snes, update, snes->iter);
130: if (snes->npc) {
131: if (snes->npcside == PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
132: PetscCall(SNESApplyNPC(snes, X, F, D));
133: PetscCall(SNESGetConvergedReason(snes->npc, &reason));
134: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT && reason != SNES_DIVERGED_TR_DELTA) {
135: snes->reason = SNES_DIVERGED_INNER;
136: PetscFunctionReturn(PETSC_SUCCESS);
137: }
138: } else if (snes->npcside == PC_RIGHT) {
139: PetscCall(PetscLogEventBegin(SNES_NPCSolve, snes->npc, X, 0, 0));
140: PetscCall(SNESSolve(snes->npc, snes->vec_rhs, X));
141: PetscCall(PetscLogEventEnd(SNES_NPCSolve, snes->npc, X, 0, 0));
142: PetscCall(SNESGetConvergedReason(snes->npc, &reason));
143: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT && reason != SNES_DIVERGED_TR_DELTA) {
144: snes->reason = SNES_DIVERGED_INNER;
145: PetscFunctionReturn(PETSC_SUCCESS);
146: }
147: PetscCall(SNESGetNPCFunction(snes, F, &fnorm));
148: PetscCall(VecCopy(F, D));
149: } else {
150: PetscCall(VecCopy(F, D));
151: }
152: } else {
153: PetscCall(VecCopy(F, D));
154: }
156: /* scale the initial update */
157: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN && restart) {
158: PetscCall(SNESComputeJacobian(snes, X, snes->jacobian, snes->jacobian_pre));
159: SNESCheckJacobianDomainError(snes);
160: PetscCall(KSPSetOperators(snes->ksp, snes->jacobian, snes->jacobian_pre));
161: PetscCall(MatLMVMSetJ0KSP(qn->B, snes->ksp));
162: }
164: /* update QN approx and calculate step */
165: PetscCall(MatLMVMUpdate(qn->B, X, D));
166: PetscCall(MatSolve(qn->B, D, Y));
167: PetscCall(VecDot(F, Y, &gdx));
168: if (PetscAbsScalar(gdx) <= 0) {
169: /* Step is not descent or solve was not successful
170: Use steepest descent direction */
171: PetscCall(VecCopy(F, Y));
172: PetscCall(MatLMVMReset(qn->B, PETSC_FALSE));
173: }
175: /* line search for lambda */
176: ynorm = 1;
177: #if defined(PETSC_USE_INFO)
178: gnorm = fnorm;
179: #endif
180: PetscCall(VecCopy(D, Dold));
181: PetscCall(SNESLineSearchApply(snes->linesearch, X, F, &fnorm, Y));
182: if (snes->reason) break;
183: SNESCheckLineSearchFailure(snes);
184: PetscCall(SNESLineSearchGetReason(snes->linesearch, &lsreason));
186: PetscCall(SNESLineSearchGetNorms(snes->linesearch, &xnorm, &fnorm, &ynorm));
187: /* convergence monitoring */
188: PetscCall(PetscInfo(snes, "fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n", (double)fnorm, (double)gnorm, (double)ynorm, (int)lsreason));
190: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
191: snes->iter = i + 1;
192: snes->norm = fnorm;
193: snes->xnorm = xnorm;
194: snes->ynorm = ynorm;
195: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
197: PetscCall(SNESLogConvergenceHistory(snes, snes->norm, snes->iter));
199: /* set parameter for default relative tolerance convergence test */
200: PetscCall(SNESConverged(snes, snes->iter, xnorm, ynorm, fnorm));
201: PetscCall(SNESMonitor(snes, snes->iter, snes->norm));
202: if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS);
204: if (snes->npc && snes->npcside == PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
205: PetscCall(SNESApplyNPC(snes, X, F, D));
206: PetscCall(SNESGetConvergedReason(snes->npc, &reason));
207: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT && reason != SNES_DIVERGED_TR_DELTA) {
208: snes->reason = SNES_DIVERGED_INNER;
209: PetscFunctionReturn(PETSC_SUCCESS);
210: }
211: } else {
212: PetscCall(VecCopy(F, D));
213: }
215: /* restart conditions */
216: powell = PETSC_FALSE;
217: if (qn->restart_type == SNES_QN_RESTART_POWELL && i_r > 1) {
218: /* check restart by Powell's Criterion: |F^T H_0 Fold| > powell_gamma * |Fold^T H_0 Fold| */
219: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) PetscCall(MatMult(snes->jacobian, Dold, W));
220: else PetscCall(VecCopy(Dold, W));
221: PetscCall(VecDotBegin(W, Dold, &DolddotDold));
222: PetscCall(VecDotBegin(W, D, &DolddotD));
223: PetscCall(VecDotEnd(W, Dold, &DolddotDold));
224: PetscCall(VecDotEnd(W, D, &DolddotD));
225: if (PetscAbs(PetscRealPart(DolddotD)) > qn->powell_gamma * PetscAbs(PetscRealPart(DolddotDold))) powell = PETSC_TRUE;
226: }
227: periodic = PETSC_FALSE;
228: if (qn->restart_type == SNES_QN_RESTART_PERIODIC) {
229: if (i_r > qn->m - 1) periodic = PETSC_TRUE;
230: }
232: /* restart if either powell or periodic restart is satisfied. */
233: restart = PETSC_FALSE;
234: if (lsreason || powell || periodic) {
235: restart = PETSC_TRUE;
236: if (qn->monflg) {
237: PetscCall(PetscViewerASCIIAddTab(qn->monitor, ((PetscObject)snes)->tablevel + 2));
238: if (powell) {
239: PetscCall(PetscViewerASCIIPrintf(qn->monitor, "Powell restart! |%14.12e| > %6.4f*|%14.12e| i_r = %" PetscInt_FMT "\n", (double)PetscRealPart(DolddotD), (double)qn->powell_gamma, (double)PetscRealPart(DolddotDold), i_r));
240: } else {
241: PetscCall(PetscViewerASCIIPrintf(qn->monitor, "Periodic restart! i_r = %" PetscInt_FMT "\n", i_r));
242: }
243: PetscCall(PetscViewerASCIISubtractTab(qn->monitor, ((PetscObject)snes)->tablevel + 2));
244: }
245: i_r = -1;
246: PetscCall(MatLMVMReset(qn->B, PETSC_FALSE));
247: }
248: }
249: PetscFunctionReturn(PETSC_SUCCESS);
250: }
252: static PetscErrorCode SNESSetUp_QN(SNES snes)
253: {
254: SNES_QN *qn = (SNES_QN *)snes->data;
255: DM dm;
256: PetscInt n, N;
258: PetscFunctionBegin;
259: if (!snes->vec_sol) {
260: PetscCall(SNESGetDM(snes, &dm));
261: PetscCall(DMCreateGlobalVector(dm, &snes->vec_sol));
262: }
263: PetscCall(SNESSetWorkVecs(snes, 3));
264: PetscCall(SNESQNGetMatrix_Private(snes, &qn->B));
266: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) PetscCall(SNESSetUpMatrices(snes));
267: if (snes->npcside == PC_LEFT && snes->functype == SNES_FUNCTION_DEFAULT) snes->functype = SNES_FUNCTION_PRECONDITIONED;
269: /* set method defaults */
270: if (qn->scale_type == SNES_QN_SCALE_DEFAULT) {
271: if (qn->type == SNES_QN_BADBROYDEN) {
272: qn->scale_type = SNES_QN_SCALE_NONE;
273: } else {
274: qn->scale_type = SNES_QN_SCALE_SCALAR;
275: }
276: }
277: if (qn->restart_type == SNES_QN_RESTART_DEFAULT) {
278: if (qn->type == SNES_QN_LBFGS) {
279: qn->restart_type = SNES_QN_RESTART_POWELL;
280: } else {
281: qn->restart_type = SNES_QN_RESTART_PERIODIC;
282: }
283: }
284: /* Set up the LMVM matrix */
285: PetscCall(SNESQNGetMatrix_Private(snes, &qn->B));
286: PetscCall(VecGetLocalSize(snes->vec_sol, &n));
287: PetscCall(VecGetSize(snes->vec_sol, &N));
288: PetscCall(MatSetSizes(qn->B, n, n, N, N));
289: PetscCall(MatSetUp(qn->B));
290: PetscCall(MatLMVMReset(qn->B, PETSC_TRUE));
291: PetscCall(MatLMVMSetHistorySize(qn->B, qn->m));
292: PetscCall(MatLMVMAllocate(qn->B, snes->vec_sol, snes->vec_func));
293: PetscFunctionReturn(PETSC_SUCCESS);
294: }
296: static PetscErrorCode SNESReset_QN(SNES snes)
297: {
298: SNES_QN *qn = (SNES_QN *)snes->data;
300: PetscFunctionBegin;
301: PetscCall(MatDestroy(&qn->B));
302: PetscFunctionReturn(PETSC_SUCCESS);
303: }
305: static PetscErrorCode SNESDestroy_QN(SNES snes)
306: {
307: PetscFunctionBegin;
308: PetscCall(SNESReset_QN(snes));
309: PetscCall(PetscFree(snes->data));
310: PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESQNSetScaleType_C", NULL));
311: PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESQNSetRestartType_C", NULL));
312: PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESQNSetType_C", NULL));
313: PetscFunctionReturn(PETSC_SUCCESS);
314: }
316: static PetscErrorCode SNESSetFromOptions_QN(SNES snes, PetscOptionItems PetscOptionsObject)
317: {
318: SNES_QN *qn = (SNES_QN *)snes->data;
319: PetscBool flg;
320: SNESLineSearch linesearch;
321: SNESQNRestartType rtype = qn->restart_type;
322: SNESQNScaleType stype = qn->scale_type;
323: SNESQNType qtype = qn->type;
325: PetscFunctionBegin;
326: PetscOptionsHeadBegin(PetscOptionsObject, "SNES QN options");
327: PetscCall(PetscOptionsInt("-snes_qn_m", "Number of past states saved for L-BFGS methods", "SNESQN", qn->m, &qn->m, NULL));
328: PetscCall(PetscOptionsReal("-snes_qn_powell_gamma", "Powell angle tolerance", "SNESQN", qn->powell_gamma, &qn->powell_gamma, NULL));
329: PetscCall(PetscOptionsBool("-snes_qn_monitor", "Monitor for the QN methods", "SNESQN", qn->monflg, &qn->monflg, NULL));
330: PetscCall(PetscOptionsEnum("-snes_qn_scale_type", "Scaling type", "SNESQNSetScaleType", SNESQNScaleTypes, (PetscEnum)stype, (PetscEnum *)&stype, &flg));
331: if (flg) PetscCall(SNESQNSetScaleType(snes, stype));
333: PetscCall(PetscOptionsEnum("-snes_qn_restart_type", "Restart type", "SNESQNSetRestartType", SNESQNRestartTypes, (PetscEnum)rtype, (PetscEnum *)&rtype, &flg));
334: if (flg) PetscCall(SNESQNSetRestartType(snes, rtype));
336: PetscCall(PetscOptionsEnum("-snes_qn_type", "Quasi-Newton update type", "", SNESQNTypes, (PetscEnum)qtype, (PetscEnum *)&qtype, &flg));
337: if (flg) PetscCall(SNESQNSetType(snes, qtype));
338: PetscOptionsHeadEnd();
339: PetscCall(SNESQNGetMatrix_Private(snes, &qn->B));
340: PetscCall(MatSetFromOptions(qn->B));
341: if (!snes->linesearch) {
342: PetscCall(SNESGetLineSearch(snes, &linesearch));
343: if (!((PetscObject)linesearch)->type_name) {
344: if (qn->type == SNES_QN_LBFGS) {
345: PetscCall(SNESLineSearchSetType(linesearch, SNESLINESEARCHCP));
346: } else if (qn->type == SNES_QN_BROYDEN) {
347: PetscCall(SNESLineSearchSetType(linesearch, SNESLINESEARCHBASIC));
348: } else {
349: PetscCall(SNESLineSearchSetType(linesearch, SNESLINESEARCHSECANT));
350: }
351: }
352: }
353: if (qn->monflg) PetscCall(PetscViewerASCIIGetStdout(PetscObjectComm((PetscObject)snes), &qn->monitor));
354: PetscFunctionReturn(PETSC_SUCCESS);
355: }
357: static PetscErrorCode SNESView_QN(SNES snes, PetscViewer viewer)
358: {
359: SNES_QN *qn = (SNES_QN *)snes->data;
360: PetscBool isascii;
362: PetscFunctionBegin;
363: PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &isascii));
364: if (isascii) {
365: PetscCall(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]));
366: PetscCall(PetscViewerASCIIPrintf(viewer, " Stored subspace size: %" PetscInt_FMT "\n", qn->m));
367: PetscCall(MatView(qn->B, viewer));
368: }
369: PetscFunctionReturn(PETSC_SUCCESS);
370: }
372: /*@
373: SNESQNSetRestartType - Sets the restart type for `SNESQN`.
375: Logically Collective
377: Input Parameters:
378: + snes - the iterative context
379: - rtype - restart type, see `SNESQNRestartType`
381: Options Database Keys:
382: + -snes_qn_restart_type (powell|periodic|none) - set the restart type
383: - -snes_qn_m m - sets the number of stored updates and the restart period for periodic
385: Level: intermediate
387: .seealso: [](ch_snes), `SNES`, `SNESQN`, `SNESQNRestartType`, `SNES_QN_RESTART_NONE`, `SNES_QN_RESTART_POWELL`, `SNES_QN_RESTART_PERIODIC`,
388: `SNESQNType`, `SNESQNScaleType`
389: @*/
390: PetscErrorCode SNESQNSetRestartType(SNES snes, SNESQNRestartType rtype)
391: {
392: PetscFunctionBegin;
394: PetscTryMethod(snes, "SNESQNSetRestartType_C", (SNES, SNESQNRestartType), (snes, rtype));
395: PetscFunctionReturn(PETSC_SUCCESS);
396: }
398: /*@
399: SNESQNSetScaleType - Sets the scaling type for the inner inverse Jacobian in `SNESQN`.
401: Logically Collective
403: Input Parameters:
404: + snes - the nonlinear solver context
405: - stype - scale type, see `SNESQNScaleType`
407: Options Database Key:
408: . -snes_qn_scale_type (diagonal|none|scalar|jacobian) - Scaling type
410: Level: intermediate
412: .seealso: [](ch_snes), `SNES`, `SNESQN`, `SNESLineSearch`, `SNESQNScaleType`, `SNESSetJacobian()`, `SNESQNType`, `SNESQNRestartType`
413: @*/
414: PetscErrorCode SNESQNSetScaleType(SNES snes, SNESQNScaleType stype)
415: {
416: PetscFunctionBegin;
418: PetscTryMethod(snes, "SNESQNSetScaleType_C", (SNES, SNESQNScaleType), (snes, stype));
419: PetscFunctionReturn(PETSC_SUCCESS);
420: }
422: static PetscErrorCode SNESQNSetScaleType_QN(SNES snes, SNESQNScaleType stype)
423: {
424: SNES_QN *qn = (SNES_QN *)snes->data;
426: PetscFunctionBegin;
427: qn->scale_type = stype;
428: if (stype == SNES_QN_SCALE_JACOBIAN) snes->usesksp = PETSC_TRUE;
429: PetscFunctionReturn(PETSC_SUCCESS);
430: }
432: static PetscErrorCode SNESQNSetRestartType_QN(SNES snes, SNESQNRestartType rtype)
433: {
434: SNES_QN *qn = (SNES_QN *)snes->data;
436: PetscFunctionBegin;
437: qn->restart_type = rtype;
438: PetscFunctionReturn(PETSC_SUCCESS);
439: }
441: /*@
442: SNESQNSetType - Sets the quasi-Newton variant to be used in `SNESQN`.
444: Logically Collective
446: Input Parameters:
447: + snes - the iterative context
448: - qtype - variant type, see `SNESQNType`
450: Options Database Key:
451: . -snes_qn_type (lbfgs|broyden|badbroyden) - quasi-Newton type
453: Level: intermediate
455: .seealso: [](ch_snes), `SNESQN`, `SNES_QN_LBFGS`, `SNES_QN_BROYDEN`, `SNES_QN_BADBROYDEN`, `SNESQNType`, `SNESQNScaleType`, `TAOLMVM`, `TAOBLMVM`
456: @*/
457: PetscErrorCode SNESQNSetType(SNES snes, SNESQNType qtype)
458: {
459: PetscFunctionBegin;
461: PetscTryMethod(snes, "SNESQNSetType_C", (SNES, SNESQNType), (snes, qtype));
462: PetscFunctionReturn(PETSC_SUCCESS);
463: }
465: static PetscErrorCode SNESQNSetType_QN(SNES snes, SNESQNType qtype)
466: {
467: SNES_QN *qn = (SNES_QN *)snes->data;
469: PetscFunctionBegin;
470: qn->type = qtype;
471: PetscFunctionReturn(PETSC_SUCCESS);
472: }
474: /*MC
475: SNESQN - Limited-Memory Quasi-Newton methods for the solution of nonlinear systems.
477: Options Database Keys:
478: + -snes_qn_m m - Number of past states saved for the L-Broyden methods.
479: . -snes_qn_restart_type (powell|periodic|none) - set the restart type
480: . -snes_qn_powell_gamma gamma - Angle condition for restart.
481: . -snes_qn_powell_descent - Descent condition for restart.
482: . -snes_qn_type (lbfgs|broyden|badbroyden) - QN type
483: . -snes_qn_scale_type (diagonal|none|scalar|jacobian) - scaling performed on inner Jacobian
484: . -snes_linesearch_type (cp|l2|basic) - Type of line search.
485: - -snes_qn_monitor - Monitors the quasi-newton Jacobian.
487: Level: beginner
489: Notes:
490: This implements the L-BFGS, Broyden, and "Bad" Broyden algorithms for the solution of $F(x) = b$ using
491: previous change in $F(x)$ and $x$ to form the approximate inverse Jacobian using a series of multiplicative rank-one
492: updates.
494: When using a nonlinear preconditioner, one has two options as to how the preconditioner is applied. The first of
495: these options, sequential, uses the preconditioner to generate a new solution and function and uses those at this
496: iteration as the current iteration's values when constructing the approximate Jacobian. The second, composed,
497: perturbs the problem the Jacobian represents to be $P(x, b) - x = 0 $, where $P(x, b)$ is the preconditioner.
499: Uses left nonlinear preconditioning by default.
501: See {cite}`byrd1994representations`, {cite}`kelley95`, {cite}`brown1985experiments`, {cite}`griewank2012broyden`, {cite}`gilbert1989some`,
502: {cite}`dener2019accelerating`, and {cite}`bruneknepleysmithtu15`
504: .seealso: [](ch_snes), `SNESQNRestartType`, `SNESQNSetRestartType()`, `SNESCreate()`, `SNES`, `SNESSetType()`, `SNESNEWTONLS`, `SNESNEWTONTR`,
505: `SNESQNScaleType`, `SNESQNSetScaleType()`, `SNESQNType`, `SNESQNSetType()`
506: M*/
507: PETSC_EXTERN PetscErrorCode SNESCreate_QN(SNES snes)
508: {
509: SNES_QN *qn;
511: PetscFunctionBegin;
512: snes->ops->setup = SNESSetUp_QN;
513: snes->ops->solve = SNESSolve_QN;
514: snes->ops->destroy = SNESDestroy_QN;
515: snes->ops->setfromoptions = SNESSetFromOptions_QN;
516: snes->ops->view = SNESView_QN;
517: snes->ops->reset = SNESReset_QN;
519: snes->npcside = PC_LEFT;
521: snes->usesnpc = PETSC_TRUE;
522: snes->usesksp = PETSC_FALSE;
524: snes->alwayscomputesfinalresidual = PETSC_TRUE;
526: PetscCall(SNESParametersInitialize(snes));
527: PetscObjectParameterSetDefault(snes, max_funcs, 30000);
528: PetscObjectParameterSetDefault(snes, max_its, 10000);
530: PetscCall(PetscNew(&qn));
531: snes->data = (void *)qn;
532: qn->m = 10;
533: qn->scaling = 1.0;
534: qn->monitor = NULL;
535: qn->monflg = PETSC_FALSE;
536: qn->powell_gamma = 0.9999;
537: qn->scale_type = SNES_QN_SCALE_DEFAULT;
538: qn->restart_type = SNES_QN_RESTART_DEFAULT;
539: qn->type = SNES_QN_LBFGS;
541: PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESQNSetScaleType_C", SNESQNSetScaleType_QN));
542: PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESQNSetRestartType_C", SNESQNSetRestartType_QN));
543: PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESQNSetType_C", SNESQNSetType_QN));
544: PetscFunctionReturn(PETSC_SUCCESS);
545: }