Actual source code: anderson.c
petsc-3.10.5 2019-03-28
1: #include <../src/snes/impls/ngmres/snesngmres.h>
3: static PetscErrorCode SNESSetFromOptions_Anderson(PetscOptionItems *PetscOptionsObject,SNES snes)
4: {
5: SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data;
7: PetscBool monitor = PETSC_FALSE;
8: SNESLineSearch linesearch;
11: PetscOptionsHead(PetscOptionsObject,"SNES NGMRES options");
12: PetscOptionsInt("-snes_anderson_m", "Number of directions","SNES",ngmres->msize,&ngmres->msize,NULL);
13: PetscOptionsReal("-snes_anderson_beta", "Mixing parameter","SNES",ngmres->andersonBeta,&ngmres->andersonBeta,NULL);
14: PetscOptionsInt("-snes_anderson_restart", "Iterations before forced restart", "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,NULL);
15: PetscOptionsInt("-snes_anderson_restart_it", "Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,NULL);
16: PetscOptionsEnum("-snes_anderson_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes,(PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,NULL);
17: PetscOptionsBool("-snes_anderson_monitor", "Monitor steps of Anderson Mixing","SNES",ngmres->monitor ? PETSC_TRUE : PETSC_FALSE,&monitor,NULL);
18: if (monitor) {
19: ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
20: }
21: PetscOptionsTail();
22: /* set the default type of the line search if the user hasn't already. */
23: if (!snes->linesearch) {
24: SNESGetLineSearch(snes,&linesearch);
25: SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);
26: }
27: return(0);
28: }
30: static PetscErrorCode SNESSolve_Anderson(SNES snes)
31: {
32: SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data;
33: /* present solution, residual, and preconditioned residual */
34: Vec X,F,B,D;
35: /* candidate linear combination answers */
36: Vec XA,FA,XM,FM;
38: /* coefficients and RHS to the minimization problem */
39: PetscReal fnorm,fMnorm,fAnorm;
40: PetscReal xnorm,ynorm;
41: PetscReal dnorm,dminnorm=0.0,fminnorm;
42: PetscInt restart_count=0;
43: PetscInt k,k_restart,l,ivec;
44: PetscBool selectRestart;
45: SNESConvergedReason reason;
46: PetscErrorCode ierr;
49: if (snes->xl || snes->xu || snes->ops->computevariablebounds) SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name);
51: PetscCitationsRegister(SNESCitation,&SNEScite);
52: /* variable initialization */
53: snes->reason = SNES_CONVERGED_ITERATING;
54: X = snes->vec_sol;
55: F = snes->vec_func;
56: B = snes->vec_rhs;
57: XA = snes->vec_sol_update;
58: FA = snes->work[0];
59: D = snes->work[1];
61: /* work for the line search */
62: XM = snes->work[3];
63: FM = snes->work[4];
65: PetscObjectSAWsTakeAccess((PetscObject)snes);
66: snes->iter = 0;
67: snes->norm = 0.;
68: PetscObjectSAWsGrantAccess((PetscObject)snes);
70: /* initialization */
72: /* r = F(x) */
74: if (snes->npc && snes->npcside== PC_LEFT) {
75: SNESApplyNPC(snes,X,NULL,F);
76: SNESGetConvergedReason(snes->npc,&reason);
77: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
78: snes->reason = SNES_DIVERGED_INNER;
79: return(0);
80: }
81: VecNorm(F,NORM_2,&fnorm);
82: } else {
83: if (!snes->vec_func_init_set) {
84: SNESComputeFunction(snes,X,F);
85: } else snes->vec_func_init_set = PETSC_FALSE;
87: VecNorm(F,NORM_2,&fnorm);
88: SNESCheckFunctionNorm(snes,fnorm);
89: }
90: fminnorm = fnorm;
92: PetscObjectSAWsTakeAccess((PetscObject)snes);
93: snes->norm = fnorm;
94: PetscObjectSAWsGrantAccess((PetscObject)snes);
95: SNESLogConvergenceHistory(snes,fnorm,0);
96: SNESMonitor(snes,0,fnorm);
97: (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
98: if (snes->reason) return(0);
100: k_restart = 0;
101: l = 0;
102: ivec = 0;
103: for (k=1; k < snes->max_its+1; k++) {
104: /* select which vector of the stored subspace will be updated */
105: if (snes->npc && snes->npcside== PC_RIGHT) {
106: VecCopy(X,XM);
107: SNESSetInitialFunction(snes->npc,F);
109: PetscLogEventBegin(SNES_NPCSolve,snes->npc,XM,B,0);
110: SNESSolve(snes->npc,B,XM);
111: PetscLogEventEnd(SNES_NPCSolve,snes->npc,XM,B,0);
113: SNESGetConvergedReason(snes->npc,&reason);
114: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
115: snes->reason = SNES_DIVERGED_INNER;
116: return(0);
117: }
118: SNESGetNPCFunction(snes,FM,&fMnorm);
119: if (ngmres->andersonBeta != 1.0) {
120: VecAXPBY(XM,(1.0 - ngmres->andersonBeta),ngmres->andersonBeta,X);
121: }
122: } else {
123: VecCopy(F,FM);
124: VecCopy(X,XM);
125: VecAXPY(XM,-ngmres->andersonBeta,FM);
126: fMnorm = fnorm;
127: }
129: SNESNGMRESFormCombinedSolution_Private(snes,ivec,l,XM,FM,fMnorm,X,XA,FA);
130: ivec = k_restart % ngmres->msize;
131: if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) {
132: SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);
133: SNESNGMRESSelectRestart_Private(snes,l,fMnorm,fnorm,dnorm,fminnorm,dminnorm,&selectRestart);
134: /* if the restart conditions persist for more than restart_it iterations, restart. */
135: if (selectRestart) restart_count++;
136: else restart_count = 0;
137: } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) {
138: SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);
139: if (k_restart > ngmres->restart_periodic) {
140: if (ngmres->monitor) PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);
141: restart_count = ngmres->restart_it;
142: }
143: } else {
144: SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);
145: }
146: /* restart after restart conditions have persisted for a fixed number of iterations */
147: if (restart_count >= ngmres->restart_it) {
148: if (ngmres->monitor) {
149: PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);
150: }
151: restart_count = 0;
152: k_restart = 0;
153: l = 0;
154: ivec = 0;
155: } else {
156: if (l < ngmres->msize) l++;
157: k_restart++;
158: SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fnorm,XM);
159: }
161: fnorm = fAnorm;
162: if (fminnorm > fnorm) fminnorm = fnorm;
164: VecCopy(XA,X);
165: VecCopy(FA,F);
167: PetscObjectSAWsTakeAccess((PetscObject)snes);
168: snes->iter = k;
169: snes->norm = fnorm;
170: PetscObjectSAWsGrantAccess((PetscObject)snes);
171: SNESLogConvergenceHistory(snes,snes->norm,snes->iter);
172: SNESMonitor(snes,snes->iter,snes->norm);
173: (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);
174: if (snes->reason) return(0);
175: }
176: snes->reason = SNES_DIVERGED_MAX_IT;
177: return(0);
178: }
180: /*MC
181: SNESANDERSON - Anderson Mixing method.
183: Level: beginner
185: Options Database:
186: + -snes_anderson_m - Number of stored previous solutions and residuals
187: . -snes_anderson_beta - Anderson mixing parameter
188: . -snes_anderson_restart_type - Type of restart (see SNESNGMRES)
189: . -snes_anderson_restart_it - Number of iterations of restart conditions before restart
190: . -snes_anderson_restart - Number of iterations before periodic restart
191: - -snes_anderson_monitor - Prints relevant information about the ngmres iteration
193: Notes:
195: The Anderson Mixing method combines m previous solutions into a minimum-residual solution by solving a small linearized
196: optimization problem at each iteration.
198: Very similar to the SNESNGMRES algorithm.
200: References:
201: + 1. - D. G. Anderson. Iterative procedures for nonlinear integral equations.
202: J. Assoc. Comput. Mach., 12, 1965."
203: - 2. - Peter R. Brune, Matthew G. Knepley, Barry F. Smith, and Xuemin Tu,"Composing Scalable Nonlinear Algebraic Solvers",
204: SIAM Review, 57(4), 2015
207: .seealso: SNESNGMRES, SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types)
208: M*/
210: PETSC_EXTERN PetscErrorCode SNESCreate_Anderson(SNES snes)
211: {
212: SNES_NGMRES *ngmres;
216: snes->ops->destroy = SNESDestroy_NGMRES;
217: snes->ops->setup = SNESSetUp_NGMRES;
218: snes->ops->setfromoptions = SNESSetFromOptions_Anderson;
219: snes->ops->view = SNESView_NGMRES;
220: snes->ops->solve = SNESSolve_Anderson;
221: snes->ops->reset = SNESReset_NGMRES;
223: snes->usesnpc = PETSC_TRUE;
224: snes->usesksp = PETSC_FALSE;
225: snes->npcside = PC_RIGHT;
227: snes->alwayscomputesfinalresidual = PETSC_TRUE;
229: PetscNewLog(snes,&ngmres);
230: snes->data = (void*) ngmres;
231: ngmres->msize = 30;
233: if (!snes->tolerancesset) {
234: snes->max_funcs = 30000;
235: snes->max_its = 10000;
236: }
238: ngmres->additive_linesearch = NULL;
239: ngmres->approxfunc = PETSC_FALSE;
240: ngmres->restart_type = SNES_NGMRES_RESTART_NONE;
241: ngmres->restart_it = 2;
242: ngmres->restart_periodic = 30;
243: ngmres->gammaA = 2.0;
244: ngmres->gammaC = 2.0;
245: ngmres->deltaB = 0.9;
246: ngmres->epsilonB = 0.1;
248: ngmres->andersonBeta = 1.0;
249: return(0);
250: }