Actual source code: tr.c

  1: /*$Id: tr.c,v 1.128 2001/08/07 03:04:11 balay Exp $*/
  2: 
 3:  #include src/snes/impls/tr/tr.h

  5: /*
  6:    This convergence test determines if the two norm of the 
  7:    solution lies outside the trust region, if so it halts.
  8: */
  9: int SNES_TR_KSPConverged_Private(KSP ksp,int n,PetscReal rnorm,KSPConvergedReason *reason,void *ctx)
 10: {
 11:   SNES                snes = (SNES) ctx;
 12:   SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx;
 13:   SNES_TR             *neP = (SNES_TR*)snes->data;
 14:   Vec                 x;
 15:   PetscReal           nrm;
 16:   int                 ierr;

 19:   if (snes->ksp_ewconv) {
 20:     if (!kctx) SETERRQ(PETSC_ERR_ARG_WRONGSTATE,"Eisenstat-Walker onvergence context not created");
 21:     if (!n) {SNES_KSP_EW_ComputeRelativeTolerance_Private(snes,ksp);}
 22:     kctx->lresid_last = rnorm;
 23:   }
 24:   KSPDefaultConverged(ksp,n,rnorm,reason,ctx);
 25:   if (*reason) {
 26:     PetscLogInfo(snes,"SNES_TR_KSPConverged_Private: regular convergence test KSP iterations=%d, rnorm=%gn",n,rnorm);
 27:   }

 29:   /* Determine norm of solution */
 30:   KSPBuildSolution(ksp,0,&x);
 31:   VecNorm(x,NORM_2,&nrm);
 32:   if (nrm >= neP->delta) {
 33:     PetscLogInfo(snes,"SNES_TR_KSPConverged_Private: KSP iterations=%d, rnorm=%gn",n,rnorm);
 34:     PetscLogInfo(snes,"SNES_TR_KSPConverged_Private: Ending linear iteration early, delta=%g, length=%gn",neP->delta,nrm);
 35:     *reason = KSP_CONVERGED_STEP_LENGTH;
 36:   }
 37:   return(0);
 38: }

 40: /*
 41:    SNESSolve_TR - Implements Newton's Method with a very simple trust 
 42:    region approach for solving systems of nonlinear equations. 

 44:    The basic algorithm is taken from "The Minpack Project", by More', 
 45:    Sorensen, Garbow, Hillstrom, pages 88-111 of "Sources and Development 
 46:    of Mathematical Software", Wayne Cowell, editor.

 48:    This is intended as a model implementation, since it does not 
 49:    necessarily have many of the bells and whistles of other 
 50:    implementations.  
 51: */
 52: static int SNESSolve_TR(SNES snes,int *its)
 53: {
 54:   SNES_TR             *neP = (SNES_TR*)snes->data;
 55:   Vec                 X,F,Y,G,TMP,Ytmp;
 56:   int                 maxits,i,ierr,lits,breakout = 0;
 57:   MatStructure        flg = DIFFERENT_NONZERO_PATTERN;
 58:   PetscReal           rho,fnorm,gnorm,gpnorm,xnorm,delta,nrm,ynorm,norm1;
 59:   PetscScalar         mone = -1.0,cnorm;
 60:   KSP                 ksp;
 61:   SLES                sles;
 62:   SNESConvergedReason reason;
 63:   PetscTruth          conv;

 66:   maxits        = snes->max_its;        /* maximum number of iterations */
 67:   X                = snes->vec_sol;        /* solution vector */
 68:   F                = snes->vec_func;        /* residual vector */
 69:   Y                = snes->work[0];        /* work vectors */
 70:   G                = snes->work[1];
 71:   Ytmp          = snes->work[2];

 73:   PetscObjectTakeAccess(snes);
 74:   snes->iter = 0;
 75:   PetscObjectGrantAccess(snes);
 76:   VecNorm(X,NORM_2,&xnorm);         /* xnorm = || X || */

 78:   SNESComputeFunction(snes,X,F);          /* F(X) */
 79:   VecNorm(F,NORM_2,&fnorm);             /* fnorm <- || F || */
 80:   PetscObjectTakeAccess(snes);
 81:   snes->norm = fnorm;
 82:   PetscObjectGrantAccess(snes);
 83:   delta = neP->delta0*fnorm;
 84:   neP->delta = delta;
 85:   SNESLogConvHistory(snes,fnorm,0);
 86:   SNESMonitor(snes,0,fnorm);

 88:  if (fnorm < snes->atol) {*its = 0; snes->reason = SNES_CONVERGED_FNORM_ABS; return(0);}

 90:   /* set parameter for default relative tolerance convergence test */
 91:   snes->ttol = fnorm*snes->rtol;

 93:   /* Set the stopping criteria to use the More' trick. */
 94:   PetscOptionsHasName(PETSC_NULL,"-snes_tr_ksp_regular_convergence_test",&conv);
 95:   if (!conv) {
 96:     SNESGetSLES(snes,&sles);
 97:     SLESGetKSP(sles,&ksp);
 98:     KSPSetConvergenceTest(ksp,SNES_TR_KSPConverged_Private,(void *)snes);
 99:     PetscLogInfo(snes,"SNESSolve_TR: Using Krylov convergence test SNES_TR_KSPConverged_Privaten");
100:   }
101: 
102:   for (i=0; i<maxits; i++) {
103:     SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);
104:     SLESSetOperators(snes->sles,snes->jacobian,snes->jacobian_pre,flg);

106:     /* Solve J Y = F, where J is Jacobian matrix */
107:     SLESSolve(snes->sles,F,Ytmp,&lits);
108:     snes->linear_its += lits;
109:     PetscLogInfo(snes,"SNESSolve_TR: iter=%d, linear solve iterations=%dn",snes->iter,lits);
110:     VecNorm(Ytmp,NORM_2,&nrm);
111:     norm1 = nrm;
112:     while(1) {
113:       VecCopy(Ytmp,Y);
114:       nrm = norm1;

116:       /* Scale Y if need be and predict new value of F norm */
117:       if (nrm >= delta) {
118:         nrm = delta/nrm;
119:         gpnorm = (1.0 - nrm)*fnorm;
120:         cnorm = nrm;
121:         PetscLogInfo(snes,"SNESSolve_TR: Scaling direction by %gn",nrm);
122:         VecScale(&cnorm,Y);
123:         nrm = gpnorm;
124:         ynorm = delta;
125:       } else {
126:         gpnorm = 0.0;
127:         PetscLogInfo(snes,"SNESSolve_TR: Direction is in Trust Regionn");
128:         ynorm = nrm;
129:       }
130:       VecAYPX(&mone,X,Y);            /* Y <- X - Y */
131:       VecCopy(X,snes->vec_sol_update_always);
132:       SNESComputeFunction(snes,Y,G); /*  F(X) */
133:       VecNorm(G,NORM_2,&gnorm);      /* gnorm <- || g || */
134:       if (fnorm == gpnorm) rho = 0.0;
135:       else rho = (fnorm*fnorm - gnorm*gnorm)/(fnorm*fnorm - gpnorm*gpnorm);

137:       /* Update size of trust region */
138:       if      (rho < neP->mu)  delta *= neP->delta1;
139:       else if (rho < neP->eta) delta *= neP->delta2;
140:       else                     delta *= neP->delta3;
141:       PetscLogInfo(snes,"SNESSolve_TR: fnorm=%g, gnorm=%g, ynorm=%gn",fnorm,gnorm,ynorm);
142:       PetscLogInfo(snes,"SNESSolve_TR: gpred=%g, rho=%g, delta=%gn",gpnorm,rho,delta);
143:       neP->delta = delta;
144:       if (rho > neP->sigma) break;
145:       PetscLogInfo(snes,"SNESSolve_TR: Trying again in smaller regionn");
146:       /* check to see if progress is hopeless */
147:       neP->itflag = 0;
148:       (*snes->converged)(snes,xnorm,ynorm,fnorm,&reason,snes->cnvP);
149:       if (reason) {
150:         /* We're not progressing, so return with the current iterate */
151:         SNESMonitor(snes,i+1,fnorm);
152:         breakout = 1;
153:         break;
154:       }
155:       snes->numFailures++;
156:     }
157:     if (!breakout) {
158:       fnorm = gnorm;
159:       PetscObjectTakeAccess(snes);
160:       snes->iter = i+1;
161:       snes->norm = fnorm;
162:       PetscObjectGrantAccess(snes);
163:       TMP = F; F = G; snes->vec_func_always = F; G = TMP;
164:       TMP = X; X = Y; snes->vec_sol_always  = X; Y = TMP;
165:       VecNorm(X,NORM_2,&xnorm);                /* xnorm = || X || */
166:       SNESLogConvHistory(snes,fnorm,lits);
167:       SNESMonitor(snes,i+1,fnorm);

169:       /* Test for convergence */
170:       neP->itflag = 1;
171:       (*snes->converged)(snes,xnorm,ynorm,fnorm,&reason,snes->cnvP);
172:       if (reason) {
173:         break;
174:       }
175:     } else {
176:       break;
177:     }
178:   }
179:   /* Verify solution is in corect location */
180:   if (X != snes->vec_sol) {
181:     VecCopy(X,snes->vec_sol);
182:   }
183:   if (F != snes->vec_func) {
184:     VecCopy(F,snes->vec_func);
185:   }
186:   snes->vec_sol_always  = snes->vec_sol;
187:   snes->vec_func_always = snes->vec_func;
188:   if (i == maxits) {
189:     PetscLogInfo(snes,"SNESSolve_TR: Maximum number of iterations has been reached: %dn",maxits);
190:     i--;
191:     reason = SNES_DIVERGED_MAX_IT;
192:   }
193:   *its = i+1;
194:   PetscObjectTakeAccess(snes);
195:   snes->reason = reason;
196:   PetscObjectGrantAccess(snes);
197:   return(0);
198: }
199: /*------------------------------------------------------------*/
200: static int SNESSetUp_TR(SNES snes)
201: {

205:   snes->nwork = 4;
206:   VecDuplicateVecs(snes->vec_sol,snes->nwork,&snes->work);
207:   PetscLogObjectParents(snes,snes->nwork,snes->work);
208:   snes->vec_sol_update_always = snes->work[3];
209:   return(0);
210: }
211: /*------------------------------------------------------------*/
212: static int SNESDestroy_TR(SNES snes)
213: {
214:   int  ierr;

217:   if (snes->nwork) {
218:     VecDestroyVecs(snes->work,snes->nwork);
219:   }
220:   PetscFree(snes->data);
221:   return(0);
222: }
223: /*------------------------------------------------------------*/

225: static int SNESSetFromOptions_TR(SNES snes)
226: {
227:   SNES_TR *ctx = (SNES_TR *)snes->data;
228:   int     ierr;

231:   PetscOptionsHead("SNES trust region options for nonlinear equations");
232:     PetscOptionsReal("-snes_trtol","Trust region tolerance","SNESSetTrustRegionTolerance",snes->deltatol,&snes->deltatol,0);
233:     PetscOptionsReal("-snes_tr_mu","mu","None",ctx->mu,&ctx->mu,0);
234:     PetscOptionsReal("-snes_tr_eta","eta","None",ctx->eta,&ctx->eta,0);
235:     PetscOptionsReal("-snes_tr_sigma","sigma","None",ctx->sigma,&ctx->sigma,0);
236:     PetscOptionsReal("-snes_tr_delta0","delta0","None",ctx->delta0,&ctx->delta0,0);
237:     PetscOptionsReal("-snes_tr_delta1","delta1","None",ctx->delta1,&ctx->delta1,0);
238:     PetscOptionsReal("-snes_tr_delta2","delta2","None",ctx->delta2,&ctx->delta2,0);
239:     PetscOptionsReal("-snes_tr_delta3","delta3","None",ctx->delta3,&ctx->delta3,0);
240:   PetscOptionsTail();
241:   return(0);
242: }

244: static int SNESView_TR(SNES snes,PetscViewer viewer)
245: {
246:   SNES_TR *tr = (SNES_TR *)snes->data;
247:   int        ierr;
248:   PetscTruth isascii;

251:   PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&isascii);
252:   if (isascii) {
253:     PetscViewerASCIIPrintf(viewer,"  mu=%g, eta=%g, sigma=%gn",tr->mu,tr->eta,tr->sigma);
254:     PetscViewerASCIIPrintf(viewer,"  delta0=%g, delta1=%g, delta2=%g, delta3=%gn",tr->delta0,tr->delta1,tr->delta2,tr->delta3);
255:   } else {
256:     SETERRQ1(1,"Viewer type %s not supported for SNES EQ TR",((PetscObject)viewer)->type_name);
257:   }
258:   return(0);
259: }

261: /* ---------------------------------------------------------------- */
262: /*@C
263:    SNESConverged_TR - Monitors the convergence of the trust region
264:    method SNESTR for solving systems of nonlinear equations (default).

266:    Collective on SNES

268:    Input Parameters:
269: +  snes - the SNES context
270: .  xnorm - 2-norm of current iterate
271: .  pnorm - 2-norm of current step 
272: .  fnorm - 2-norm of function
273: -  dummy - unused context

275:    Output Parameter:
276: .   reason - one of
277: $  SNES_CONVERGED_FNORM_ABS       - (fnorm < atol),
278: $  SNES_CONVERGED_PNORM_RELATIVE  - (pnorm < xtol*xnorm),
279: $  SNES_CONVERGED_FNORM_RELATIVE  - (fnorm < rtol*fnorm0),
280: $  SNES_DIVERGED_FUNCTION_COUNT   - (nfct > maxf),
281: $  SNES_DIVERGED_FNORM_NAN        - (fnorm == NaN),
282: $  SNES_CONVERGED_TR_DELTA        - (delta < xnorm*deltatol),
283: $  SNES_CONVERGED_ITERATING       - (otherwise)

285:    where
286: +    delta    - trust region paramenter
287: .    deltatol - trust region size tolerance,
288:                 set with SNESSetTrustRegionTolerance()
289: .    maxf - maximum number of function evaluations,
290:             set with SNESSetTolerances()
291: .    nfct - number of function evaluations,
292: .    atol - absolute function norm tolerance,
293:             set with SNESSetTolerances()
294: -    xtol - relative function norm tolerance,
295:             set with SNESSetTolerances()

297:    Level: intermediate

299: .keywords: SNES, nonlinear, default, converged, convergence

301: .seealso: SNESSetConvergenceTest(), SNESEisenstatWalkerConverged()
302: @*/
303: int SNESConverged_TR(SNES snes,PetscReal xnorm,PetscReal pnorm,PetscReal fnorm,SNESConvergedReason *reason,void *dummy)
304: {
305:   SNES_TR *neP = (SNES_TR *)snes->data;
306:   int     ierr;

309:   if (fnorm != fnorm) {
310:     PetscLogInfo(snes,"SNESConverged_TR:Failed to converged, function norm is NaNn");
311:     *reason = SNES_DIVERGED_FNORM_NAN;
312:   } else if (neP->delta < xnorm * snes->deltatol) {
313:     PetscLogInfo(snes,"SNESConverged_TR: Converged due to trust region param %g<%g*%gn",neP->delta,xnorm,snes->deltatol);
314:     *reason = SNES_CONVERGED_TR_DELTA;
315:   } else if (neP->itflag) {
316:     SNESConverged_LS(snes,xnorm,pnorm,fnorm,reason,dummy);
317:   } else if (snes->nfuncs > snes->max_funcs) {
318:     PetscLogInfo(snes,"SNESConverged_TR: Exceeded maximum number of function evaluations: %d > %dn",snes->nfuncs,snes->max_funcs);
319:     *reason = SNES_DIVERGED_FUNCTION_COUNT;
320:   } else {
321:     *reason = SNES_CONVERGED_ITERATING;
322:   }
323:   return(0);
324: }
325: /* ------------------------------------------------------------ */
326: EXTERN_C_BEGIN
327: int SNESCreate_TR(SNES snes)
328: {
329:   SNES_TR *neP;
330:   int     ierr;

333:   snes->setup                = SNESSetUp_TR;
334:   snes->solve                = SNESSolve_TR;
335:   snes->destroy                = SNESDestroy_TR;
336:   snes->converged        = SNESConverged_TR;
337:   snes->setfromoptions  = SNESSetFromOptions_TR;
338:   snes->view            = SNESView_TR;
339:   snes->nwork           = 0;
340: 
341:   ierr                        = PetscNew(SNES_TR,&neP);
342:   PetscLogObjectMemory(snes,sizeof(SNES_TR));
343:   snes->data                = (void*)neP;
344:   neP->mu                = 0.25;
345:   neP->eta                = 0.75;
346:   neP->delta                = 0.0;
347:   neP->delta0                = 0.2;
348:   neP->delta1                = 0.3;
349:   neP->delta2                = 0.75;
350:   neP->delta3                = 2.0;
351:   neP->sigma                = 0.0001;
352:   neP->itflag                = 0;
353:   neP->rnorm0                = 0;
354:   neP->ttol                = 0;
355:   return(0);
356: }
357: EXTERN_C_END