Actual source code: qn.c
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", "SCALAR", "DIAGONAL", "JACOBIAN", "SNESQNScaleType", "SNES_QN_SCALING_", NULL};
7: const char *const SNESQNRestartTypes[] = {"DEFAULT", "NONE", "POWELL", "PERIODIC", "SNESQNRestartType", "SNES_QN_RESTART_", NULL};
8: const char *const SNESQNTypes[] = {"LBFGS", "BROYDEN", "BADBROYDEN", "SNESQNType", "SNES_QN_", NULL};
10: typedef struct {
11: Mat B; /* Quasi-Newton approximation Matrix (MATLMVM) */
12: PetscInt m; /* The number of kept previous steps */
13: PetscReal *lambda; /* The line search history of the method */
14: PetscBool monflg;
15: PetscViewer monitor;
16: PetscReal powell_gamma; /* Powell angle restart condition */
17: PetscReal scaling; /* scaling of H0 */
18: SNESQNType type; /* the type of quasi-newton method used */
19: SNESQNScaleType scale_type; /* the type of scaling used */
20: SNESQNRestartType restart_type; /* determine the frequency and type of restart conditions */
21: } SNES_QN;
23: static PetscErrorCode SNESQNGetMatrix_Private(SNES snes, Mat *B)
24: {
25: SNES_QN *qn = (SNES_QN *)snes->data;
26: const char *optionsprefix;
28: PetscFunctionBegin;
29: if (!qn->B) {
30: PetscCall(MatCreate(PetscObjectComm((PetscObject)snes), &qn->B));
31: PetscCall(SNESGetOptionsPrefix(snes, &optionsprefix));
32: PetscCall(MatSetOptionsPrefix(qn->B, optionsprefix));
33: PetscCall(MatAppendOptionsPrefix(qn->B, "qn_"));
34: switch (qn->type) {
35: case SNES_QN_BROYDEN:
36: PetscCall(MatSetType(qn->B, MATLMVMBROYDEN));
37: qn->scale_type = SNES_QN_SCALE_NONE;
38: break;
39: case SNES_QN_BADBROYDEN:
40: PetscCall(MatSetType(qn->B, MATLMVMBADBROYDEN));
41: qn->scale_type = SNES_QN_SCALE_NONE;
42: break;
43: default:
44: PetscCall(MatSetType(qn->B, MATLMVMBFGS));
45: switch (qn->scale_type) {
46: case SNES_QN_SCALE_NONE:
47: case SNES_QN_SCALE_JACOBIAN:
48: PetscCall(MatLMVMSymBroydenSetScaleType(qn->B, MAT_LMVM_SYMBROYDEN_SCALE_NONE));
49: break;
50: case SNES_QN_SCALE_SCALAR:
51: case SNES_QN_SCALE_DEFAULT:
52: PetscCall(MatLMVMSymBroydenSetScaleType(qn->B, MAT_LMVM_SYMBROYDEN_SCALE_SCALAR));
53: break;
54: default:
55: break;
56: }
57: break;
58: }
59: }
60: *B = qn->B;
61: PetscFunctionReturn(PETSC_SUCCESS);
62: }
64: static PetscErrorCode SNESSolve_QN(SNES snes)
65: {
66: SNES_QN *qn = (SNES_QN *)snes->data;
67: Vec X, F, W;
68: Vec Y, D, Dold;
69: PetscInt i, i_r;
70: PetscReal fnorm, xnorm, ynorm;
71: SNESLineSearchReason lssucceed;
72: PetscBool badstep, powell, periodic, restart;
73: PetscScalar DolddotD, DolddotDold;
74: SNESConvergedReason reason;
75: #if defined(PETSC_USE_INFO)
76: PetscReal gnorm;
77: #endif
79: PetscFunctionBegin;
80: 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);
82: PetscCall(PetscCitationsRegister(SNESCitation, &SNEScite));
83: F = snes->vec_func; /* residual vector */
84: Y = snes->vec_sol_update; /* search direction generated by J^-1D*/
85: X = snes->vec_sol; /* solution vector */
87: /* directions */
88: W = snes->work[0];
89: D = snes->work[1];
90: Dold = snes->work[2];
92: snes->reason = SNES_CONVERGED_ITERATING;
94: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
95: snes->iter = 0;
96: snes->norm = 0.;
97: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
99: if (snes->npc && snes->npcside == PC_LEFT && snes->functype == SNES_FUNCTION_PRECONDITIONED) {
100: /* we need to sample the preconditioned function only once here,
101: since linesearch will always use the preconditioned function */
102: PetscCall(SNESApplyNPC(snes, X, NULL, F));
103: PetscCall(SNESGetConvergedReason(snes->npc, &reason));
104: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT && reason != SNES_DIVERGED_TR_DELTA) {
105: snes->reason = SNES_DIVERGED_INNER;
106: PetscFunctionReturn(PETSC_SUCCESS);
107: }
108: } else {
109: if (!snes->vec_func_init_set) PetscCall(SNESComputeFunction(snes, X, F));
110: else snes->vec_func_init_set = PETSC_FALSE;
111: }
112: PetscCall(VecNorm(F, NORM_2, &fnorm));
113: SNESCheckFunctionNorm(snes, fnorm);
115: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
116: snes->norm = fnorm;
117: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
118: PetscCall(SNESLogConvergenceHistory(snes, fnorm, 0));
119: PetscCall(SNESMonitor(snes, 0, fnorm));
121: /* test convergence */
122: PetscCall(SNESConverged(snes, 0, 0.0, 0.0, fnorm));
123: if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS);
125: restart = PETSC_TRUE;
126: for (i = 0, i_r = 0; i < snes->max_its; i++, i_r++) {
127: PetscScalar gdx;
129: /* general purpose update */
130: PetscTryTypeMethod(snes, update, snes->iter);
132: if (snes->npc) {
133: if (snes->npcside == PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
134: PetscCall(SNESApplyNPC(snes, X, F, D));
135: PetscCall(SNESGetConvergedReason(snes->npc, &reason));
136: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT && reason != SNES_DIVERGED_TR_DELTA) {
137: snes->reason = SNES_DIVERGED_INNER;
138: PetscFunctionReturn(PETSC_SUCCESS);
139: }
140: } else if (snes->npcside == PC_RIGHT) {
141: PetscCall(PetscLogEventBegin(SNES_NPCSolve, snes->npc, X, 0, 0));
142: PetscCall(SNESSolve(snes->npc, snes->vec_rhs, X));
143: PetscCall(PetscLogEventEnd(SNES_NPCSolve, snes->npc, X, 0, 0));
144: PetscCall(SNESGetConvergedReason(snes->npc, &reason));
145: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT && reason != SNES_DIVERGED_TR_DELTA) {
146: snes->reason = SNES_DIVERGED_INNER;
147: PetscFunctionReturn(PETSC_SUCCESS);
148: }
149: PetscCall(SNESGetNPCFunction(snes, F, &fnorm));
150: PetscCall(VecCopy(F, D));
151: } else {
152: PetscCall(VecCopy(F, D));
153: }
154: } else {
155: PetscCall(VecCopy(F, D));
156: }
158: /* scale the initial update */
159: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN && restart) {
160: PetscCall(SNESComputeJacobian(snes, X, snes->jacobian, snes->jacobian_pre));
161: SNESCheckJacobianDomainerror(snes);
162: PetscCall(KSPSetOperators(snes->ksp, snes->jacobian, snes->jacobian_pre));
163: PetscCall(MatLMVMSetJ0KSP(qn->B, snes->ksp));
164: }
166: /* update QN approx and calculate step */
167: PetscCall(MatLMVMUpdate(qn->B, X, D));
168: PetscCall(MatSolve(qn->B, D, Y));
169: PetscCall(VecDot(F, Y, &gdx));
170: if (PetscAbsScalar(gdx) <= 0) {
171: /* Step is not descent or solve was not successful
172: Use steepest descent direction */
173: PetscCall(VecCopy(F, Y));
174: PetscCall(MatLMVMReset(qn->B, PETSC_FALSE));
175: }
177: /* line search for lambda */
178: ynorm = 1;
179: #if defined(PETSC_USE_INFO)
180: gnorm = fnorm;
181: #endif
182: PetscCall(VecCopy(D, Dold));
183: PetscCall(SNESLineSearchApply(snes->linesearch, X, F, &fnorm, Y));
184: if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
185: PetscCall(SNESLineSearchGetReason(snes->linesearch, &lssucceed));
186: PetscCall(SNESLineSearchGetNorms(snes->linesearch, &xnorm, &fnorm, &ynorm));
187: badstep = PETSC_FALSE;
188: if (lssucceed) {
189: if (++snes->numFailures >= snes->maxFailures) {
190: snes->reason = SNES_DIVERGED_LINE_SEARCH;
191: break;
192: }
193: badstep = PETSC_TRUE;
194: }
196: /* convergence monitoring */
197: PetscCall(PetscInfo(snes, "fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n", (double)fnorm, (double)gnorm, (double)ynorm, (int)lssucceed));
199: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
200: snes->iter = i + 1;
201: snes->norm = fnorm;
202: snes->xnorm = xnorm;
203: snes->ynorm = ynorm;
204: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
206: PetscCall(SNESLogConvergenceHistory(snes, snes->norm, snes->iter));
208: /* set parameter for default relative tolerance convergence test */
209: PetscCall(SNESConverged(snes, snes->iter, xnorm, ynorm, fnorm));
210: PetscCall(SNESMonitor(snes, snes->iter, snes->norm));
211: if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS);
213: if (snes->npc && snes->npcside == PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
214: PetscCall(SNESApplyNPC(snes, X, F, D));
215: PetscCall(SNESGetConvergedReason(snes->npc, &reason));
216: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT && reason != SNES_DIVERGED_TR_DELTA) {
217: snes->reason = SNES_DIVERGED_INNER;
218: PetscFunctionReturn(PETSC_SUCCESS);
219: }
220: } else {
221: PetscCall(VecCopy(F, D));
222: }
224: /* restart conditions */
225: powell = PETSC_FALSE;
226: if (qn->restart_type == SNES_QN_RESTART_POWELL && i_r > 1) {
227: /* check restart by Powell's Criterion: |F^T H_0 Fold| > powell_gamma * |Fold^T H_0 Fold| */
228: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
229: PetscCall(MatMult(snes->jacobian, Dold, W));
230: } else {
231: PetscCall(VecCopy(Dold, W));
232: }
233: PetscCall(VecDotBegin(W, Dold, &DolddotDold));
234: PetscCall(VecDotBegin(W, D, &DolddotD));
235: PetscCall(VecDotEnd(W, Dold, &DolddotDold));
236: PetscCall(VecDotEnd(W, D, &DolddotD));
237: if (PetscAbs(PetscRealPart(DolddotD)) > qn->powell_gamma * PetscAbs(PetscRealPart(DolddotDold))) powell = PETSC_TRUE;
238: }
239: periodic = PETSC_FALSE;
240: if (qn->restart_type == SNES_QN_RESTART_PERIODIC) {
241: if (i_r > qn->m - 1) periodic = PETSC_TRUE;
242: }
244: /* restart if either powell or periodic restart is satisfied. */
245: restart = PETSC_FALSE;
246: if (badstep || powell || periodic) {
247: restart = PETSC_TRUE;
248: if (qn->monflg) {
249: PetscCall(PetscViewerASCIIAddTab(qn->monitor, ((PetscObject)snes)->tablevel + 2));
250: if (powell) {
251: 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));
252: } else {
253: PetscCall(PetscViewerASCIIPrintf(qn->monitor, "Periodic restart! i_r = %" PetscInt_FMT "\n", i_r));
254: }
255: PetscCall(PetscViewerASCIISubtractTab(qn->monitor, ((PetscObject)snes)->tablevel + 2));
256: }
257: i_r = -1;
258: PetscCall(MatLMVMReset(qn->B, PETSC_FALSE));
259: }
260: }
261: PetscFunctionReturn(PETSC_SUCCESS);
262: }
264: static PetscErrorCode SNESSetUp_QN(SNES snes)
265: {
266: SNES_QN *qn = (SNES_QN *)snes->data;
267: DM dm;
268: PetscInt n, N;
270: PetscFunctionBegin;
271: if (!snes->vec_sol) {
272: PetscCall(SNESGetDM(snes, &dm));
273: PetscCall(DMCreateGlobalVector(dm, &snes->vec_sol));
274: }
275: PetscCall(SNESSetWorkVecs(snes, 3));
276: PetscCall(SNESQNGetMatrix_Private(snes, &qn->B));
278: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) PetscCall(SNESSetUpMatrices(snes));
279: if (snes->npcside == PC_LEFT && snes->functype == SNES_FUNCTION_DEFAULT) snes->functype = SNES_FUNCTION_PRECONDITIONED;
281: /* set method defaults */
282: if (qn->scale_type == SNES_QN_SCALE_DEFAULT) {
283: if (qn->type == SNES_QN_BADBROYDEN) {
284: qn->scale_type = SNES_QN_SCALE_NONE;
285: } else {
286: qn->scale_type = SNES_QN_SCALE_SCALAR;
287: }
288: }
289: if (qn->restart_type == SNES_QN_RESTART_DEFAULT) {
290: if (qn->type == SNES_QN_LBFGS) {
291: qn->restart_type = SNES_QN_RESTART_POWELL;
292: } else {
293: qn->restart_type = SNES_QN_RESTART_PERIODIC;
294: }
295: }
296: /* Set up the LMVM matrix */
297: PetscCall(SNESQNGetMatrix_Private(snes, &qn->B));
298: PetscCall(VecGetLocalSize(snes->vec_sol, &n));
299: PetscCall(VecGetSize(snes->vec_sol, &N));
300: PetscCall(MatSetSizes(qn->B, n, n, N, N));
301: PetscCall(MatSetUp(qn->B));
302: PetscCall(MatLMVMReset(qn->B, PETSC_TRUE));
303: PetscCall(MatLMVMSetHistorySize(qn->B, qn->m));
304: PetscCall(MatLMVMAllocate(qn->B, snes->vec_sol, snes->vec_func));
305: PetscFunctionReturn(PETSC_SUCCESS);
306: }
308: static PetscErrorCode SNESReset_QN(SNES snes)
309: {
310: SNES_QN *qn = (SNES_QN *)snes->data;
312: PetscFunctionBegin;
313: PetscCall(MatDestroy(&qn->B));
314: PetscFunctionReturn(PETSC_SUCCESS);
315: }
317: static PetscErrorCode SNESDestroy_QN(SNES snes)
318: {
319: PetscFunctionBegin;
320: PetscCall(SNESReset_QN(snes));
321: PetscCall(PetscFree(snes->data));
322: PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESQNSetScaleType_C", NULL));
323: PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESQNSetRestartType_C", NULL));
324: PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESQNSetType_C", NULL));
325: PetscFunctionReturn(PETSC_SUCCESS);
326: }
328: static PetscErrorCode SNESSetFromOptions_QN(SNES snes, PetscOptionItems PetscOptionsObject)
329: {
330: SNES_QN *qn = (SNES_QN *)snes->data;
331: PetscBool flg;
332: SNESLineSearch linesearch;
333: SNESQNRestartType rtype = qn->restart_type;
334: SNESQNScaleType stype = qn->scale_type;
335: SNESQNType qtype = qn->type;
337: PetscFunctionBegin;
338: PetscOptionsHeadBegin(PetscOptionsObject, "SNES QN options");
339: PetscCall(PetscOptionsInt("-snes_qn_m", "Number of past states saved for L-BFGS methods", "SNESQN", qn->m, &qn->m, NULL));
340: PetscCall(PetscOptionsReal("-snes_qn_powell_gamma", "Powell angle tolerance", "SNESQN", qn->powell_gamma, &qn->powell_gamma, NULL));
341: PetscCall(PetscOptionsBool("-snes_qn_monitor", "Monitor for the QN methods", "SNESQN", qn->monflg, &qn->monflg, NULL));
342: PetscCall(PetscOptionsEnum("-snes_qn_scale_type", "Scaling type", "SNESQNSetScaleType", SNESQNScaleTypes, (PetscEnum)stype, (PetscEnum *)&stype, &flg));
343: if (flg) PetscCall(SNESQNSetScaleType(snes, stype));
345: PetscCall(PetscOptionsEnum("-snes_qn_restart_type", "Restart type", "SNESQNSetRestartType", SNESQNRestartTypes, (PetscEnum)rtype, (PetscEnum *)&rtype, &flg));
346: if (flg) PetscCall(SNESQNSetRestartType(snes, rtype));
348: PetscCall(PetscOptionsEnum("-snes_qn_type", "Quasi-Newton update type", "", SNESQNTypes, (PetscEnum)qtype, (PetscEnum *)&qtype, &flg));
349: if (flg) PetscCall(SNESQNSetType(snes, qtype));
350: PetscOptionsHeadEnd();
351: PetscCall(SNESQNGetMatrix_Private(snes, &qn->B));
352: PetscCall(MatSetFromOptions(qn->B));
353: if (!snes->linesearch) {
354: PetscCall(SNESGetLineSearch(snes, &linesearch));
355: if (!((PetscObject)linesearch)->type_name) {
356: if (qn->type == SNES_QN_LBFGS) {
357: PetscCall(SNESLineSearchSetType(linesearch, SNESLINESEARCHCP));
358: } else if (qn->type == SNES_QN_BROYDEN) {
359: PetscCall(SNESLineSearchSetType(linesearch, SNESLINESEARCHBASIC));
360: } else {
361: PetscCall(SNESLineSearchSetType(linesearch, SNESLINESEARCHL2));
362: }
363: }
364: }
365: if (qn->monflg) PetscCall(PetscViewerASCIIGetStdout(PetscObjectComm((PetscObject)snes), &qn->monitor));
366: PetscFunctionReturn(PETSC_SUCCESS);
367: }
369: static PetscErrorCode SNESView_QN(SNES snes, PetscViewer viewer)
370: {
371: SNES_QN *qn = (SNES_QN *)snes->data;
372: PetscBool iascii;
374: PetscFunctionBegin;
375: PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &iascii));
376: if (iascii) {
377: 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]));
378: PetscCall(PetscViewerASCIIPrintf(viewer, " Stored subspace size: %" PetscInt_FMT "\n", qn->m));
379: PetscCall(MatView(qn->B, viewer));
380: }
381: PetscFunctionReturn(PETSC_SUCCESS);
382: }
384: /*@
385: SNESQNSetRestartType - Sets the restart type for `SNESQN`.
387: Logically Collective
389: Input Parameters:
390: + snes - the iterative context
391: - rtype - restart type, see `SNESQNRestartType`
393: Options Database Keys:
394: + -snes_qn_restart_type <powell,periodic,none> - set the restart type
395: - -snes_qn_m <m> - sets the number of stored updates and the restart period for periodic
397: Level: intermediate
399: .seealso: [](ch_snes), `SNES`, `SNESQN`, `SNESQNRestartType`, `SNES_QN_RESTART_NONE`, `SNES_QN_RESTART_POWELL`, `SNES_QN_RESTART_PERIODIC`,
400: `SNESQNType`, `SNESQNScaleType`
401: @*/
402: PetscErrorCode SNESQNSetRestartType(SNES snes, SNESQNRestartType rtype)
403: {
404: PetscFunctionBegin;
406: PetscTryMethod(snes, "SNESQNSetRestartType_C", (SNES, SNESQNRestartType), (snes, rtype));
407: PetscFunctionReturn(PETSC_SUCCESS);
408: }
410: /*@
411: SNESQNSetScaleType - Sets the scaling type for the inner inverse Jacobian in `SNESQN`.
413: Logically Collective
415: Input Parameters:
416: + snes - the nonlinear solver context
417: - stype - scale type, see `SNESQNScaleType`
419: Options Database Key:
420: . -snes_qn_scale_type <diagonal,none,scalar,jacobian> - Scaling type
422: Level: intermediate
424: .seealso: [](ch_snes), `SNES`, `SNESQN`, `SNESLineSearch`, `SNESQNScaleType`, `SNESSetJacobian()`, `SNESQNType`, `SNESQNRestartType`
425: @*/
426: PetscErrorCode SNESQNSetScaleType(SNES snes, SNESQNScaleType stype)
427: {
428: PetscFunctionBegin;
430: PetscTryMethod(snes, "SNESQNSetScaleType_C", (SNES, SNESQNScaleType), (snes, stype));
431: PetscFunctionReturn(PETSC_SUCCESS);
432: }
434: static PetscErrorCode SNESQNSetScaleType_QN(SNES snes, SNESQNScaleType stype)
435: {
436: SNES_QN *qn = (SNES_QN *)snes->data;
438: PetscFunctionBegin;
439: qn->scale_type = stype;
440: if (stype == SNES_QN_SCALE_JACOBIAN) snes->usesksp = PETSC_TRUE;
441: PetscFunctionReturn(PETSC_SUCCESS);
442: }
444: static PetscErrorCode SNESQNSetRestartType_QN(SNES snes, SNESQNRestartType rtype)
445: {
446: SNES_QN *qn = (SNES_QN *)snes->data;
448: PetscFunctionBegin;
449: qn->restart_type = rtype;
450: PetscFunctionReturn(PETSC_SUCCESS);
451: }
453: /*@
454: SNESQNSetType - Sets the quasi-Newton variant to be used in `SNESQN`.
456: Logically Collective
458: Input Parameters:
459: + snes - the iterative context
460: - qtype - variant type, see `SNESQNType`
462: Options Database Key:
463: . -snes_qn_type <lbfgs,broyden,badbroyden> - quasi-Newton type
465: Level: intermediate
467: .seealso: [](ch_snes), `SNESQN`, `SNES_QN_LBFGS`, `SNES_QN_BROYDEN`, `SNES_QN_BADBROYDEN`, `SNESQNType`, `SNESQNScaleType`, `TAOLMVM`, `TAOBLMVM`
468: @*/
469: PetscErrorCode SNESQNSetType(SNES snes, SNESQNType qtype)
470: {
471: PetscFunctionBegin;
473: PetscTryMethod(snes, "SNESQNSetType_C", (SNES, SNESQNType), (snes, qtype));
474: PetscFunctionReturn(PETSC_SUCCESS);
475: }
477: static PetscErrorCode SNESQNSetType_QN(SNES snes, SNESQNType qtype)
478: {
479: SNES_QN *qn = (SNES_QN *)snes->data;
481: PetscFunctionBegin;
482: qn->type = qtype;
483: PetscFunctionReturn(PETSC_SUCCESS);
484: }
486: /*MC
487: SNESQN - Limited-Memory Quasi-Newton methods for the solution of nonlinear systems.
489: Options Database Keys:
490: + -snes_qn_m <m> - Number of past states saved for the L-Broyden methods.
491: . -snes_qn_restart_type <powell,periodic,none> - set the restart type
492: . -snes_qn_powell_gamma - Angle condition for restart.
493: . -snes_qn_powell_descent - Descent condition for restart.
494: . -snes_qn_type <lbfgs,broyden,badbroyden> - QN type
495: . -snes_qn_scale_type <diagonal,none,scalar,jacobian> - scaling performed on inner Jacobian
496: . -snes_linesearch_type <cp, l2, basic> - Type of line search.
497: - -snes_qn_monitor - Monitors the quasi-newton Jacobian.
499: Level: beginner
501: Notes:
502: This implements the L-BFGS, Broyden, and "Bad" Broyden algorithms for the solution of $F(x) = b$ using
503: previous change in $F(x)$ and $x$ to form the approximate inverse Jacobian using a series of multiplicative rank-one
504: updates.
506: When using a nonlinear preconditioner, one has two options as to how the preconditioner is applied. The first of
507: these options, sequential, uses the preconditioner to generate a new solution and function and uses those at this
508: iteration as the current iteration's values when constructing the approximate Jacobian. The second, composed,
509: perturbs the problem the Jacobian represents to be $P(x, b) - x = 0 $, where $P(x, b)$ is the preconditioner.
511: Uses left nonlinear preconditioning by default.
513: See {cite}`byrd1994representations`, {cite}`kelley95`, {cite}`brown1985experiments`, {cite}`griewank2012broyden`, {cite}`gilbert1989some`,
514: {cite}`dener2019accelerating`, and {cite}`bruneknepleysmithtu15`
516: .seealso: [](ch_snes), `SNESQNRestartType`, `SNESQNSetRestartType()`, `SNESCreate()`, `SNES`, `SNESSetType()`, `SNESNEWTONLS`, `SNESNEWTONTR`,
517: `SNESQNScaleType`, `SNESQNSetScaleType()`, `SNESQNType`, `SNESQNSetType()`
518: M*/
519: PETSC_EXTERN PetscErrorCode SNESCreate_QN(SNES snes)
520: {
521: SNES_QN *qn;
523: PetscFunctionBegin;
524: snes->ops->setup = SNESSetUp_QN;
525: snes->ops->solve = SNESSolve_QN;
526: snes->ops->destroy = SNESDestroy_QN;
527: snes->ops->setfromoptions = SNESSetFromOptions_QN;
528: snes->ops->view = SNESView_QN;
529: snes->ops->reset = SNESReset_QN;
531: snes->npcside = PC_LEFT;
533: snes->usesnpc = PETSC_TRUE;
534: snes->usesksp = PETSC_FALSE;
536: snes->alwayscomputesfinalresidual = PETSC_TRUE;
538: PetscCall(SNESParametersInitialize(snes));
539: PetscObjectParameterSetDefault(snes, max_funcs, 30000);
540: PetscObjectParameterSetDefault(snes, max_its, 10000);
542: PetscCall(PetscNew(&qn));
543: snes->data = (void *)qn;
544: qn->m = 10;
545: qn->scaling = 1.0;
546: qn->monitor = NULL;
547: qn->monflg = PETSC_FALSE;
548: qn->powell_gamma = 0.9999;
549: qn->scale_type = SNES_QN_SCALE_DEFAULT;
550: qn->restart_type = SNES_QN_RESTART_DEFAULT;
551: qn->type = SNES_QN_LBFGS;
553: PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESQNSetScaleType_C", SNESQNSetScaleType_QN));
554: PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESQNSetRestartType_C", SNESQNSetRestartType_QN));
555: PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESQNSetType_C", SNESQNSetType_QN));
556: PetscFunctionReturn(PETSC_SUCCESS);
557: }