Actual source code: qn.c
petsc-3.11.4 2019-09-28
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","SHANNO","LINESEARCH","JACOBIAN","SNESQNScaleType","SNES_QN_SCALING_",0};
7: const char *const SNESQNRestartTypes[] = {"DEFAULT","NONE","POWELL","PERIODIC","SNESQNRestartType","SNES_QN_RESTART_",0};
8: const char *const SNESQNTypes[] = {"LBFGS","BROYDEN","BADBROYDEN","SNESQNType","SNES_QN_",0};
10: typedef struct {
11: Vec *U; /* Stored past states (vary from method to method) */
12: Vec *V; /* Stored past states (vary from method to method) */
13: PetscInt m; /* The number of kept previous steps */
14: PetscReal *lambda; /* The line search history of the method */
15: PetscReal *norm; /* norms of the steps */
16: PetscScalar *alpha, *beta;
17: PetscScalar *dXtdF, *dFtdX, *YtdX;
18: PetscBool singlereduction; /* Aggregated reduction implementation */
19: PetscScalar *dXdFmat; /* A matrix of values for dX_i dot dF_j */
20: PetscViewer monitor;
21: PetscReal powell_gamma; /* Powell angle restart condition */
22: PetscReal scaling; /* scaling of H0 */
23: SNESQNType type; /* the type of quasi-newton method used */
24: SNESQNScaleType scale_type; /* the type of scaling used */
25: SNESQNRestartType restart_type; /* determine the frequency and type of restart conditions */
26: } SNES_QN;
28: PetscErrorCode SNESQNApply_Broyden(SNES snes,PetscInt it,Vec Y,Vec X,Vec Xold,Vec D)
29: {
30: PetscErrorCode ierr;
31: SNES_QN *qn = (SNES_QN*)snes->data;
32: Vec W = snes->work[3];
33: Vec *U = qn->U;
34: PetscInt m = qn->m;
35: PetscInt k,i,j,l = m;
36: PetscReal unorm,a,b;
37: PetscReal *lambda=qn->lambda;
38: PetscScalar gdot;
39: PetscReal udot;
42: if (it < m) l = it;
43: if (it > 0) {
44: k = (it-1)%l;
45: SNESLineSearchGetLambda(snes->linesearch,&lambda[k]);
46: VecCopy(Xold,U[k]);
47: VecAXPY(U[k],-1.0,X);
48: if (qn->monitor) {
49: PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
50: PetscViewerASCIIPrintf(qn->monitor, "scaling vector %D of %D by lambda: %14.12e \n",k,l,(double)lambda[k]);
51: PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
52: }
53: }
54: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
55: KSPSolve(snes->ksp,D,W);
56: SNESCheckKSPSolve(snes);
57: VecCopy(W,Y);
58: } else {
59: VecCopy(D,Y);
60: VecScale(Y,qn->scaling);
61: }
63: /* inward recursion starting at the first update and working forward */
64: for (i = 0; i < l-1; i++) {
65: j = (it+i-l)%l;
66: k = (it+i-l+1)%l;
67: VecNorm(U[j],NORM_2,&unorm);
68: VecDot(U[j],Y,&gdot);
69: unorm *= unorm;
70: udot = PetscRealPart(gdot);
71: a = (lambda[j]/lambda[k]);
72: b = -(1.-lambda[j]);
73: a *= udot/unorm;
74: b *= udot/unorm;
75: VecAXPBYPCZ(Y,a,b,1.,U[k],U[j]);
77: if (qn->monitor) {
78: PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
79: PetscViewerASCIIPrintf(qn->monitor, "using vector %D and %D, gdot: %14.12e\n",k,j,(double)PetscRealPart(gdot));
80: PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
81: }
82: }
83: if (l > 0) {
84: k = (it-1)%l;
85: VecDot(U[k],Y,&gdot);
86: VecNorm(U[k],NORM_2,&unorm);
87: unorm *= unorm;
88: udot = PetscRealPart(gdot);
89: a = unorm/(unorm-lambda[k]*udot);
90: b = -(1.-lambda[k])*udot/(unorm-lambda[k]*udot);
91: if (qn->monitor) {
92: PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
93: PetscViewerASCIIPrintf(qn->monitor, "using vector %D: a: %14.12e b: %14.12e \n",k,(double)a,(double)b);
94: PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
95: }
96: VecAXPBY(Y,b,a,U[k]);
97: }
98: l = m;
99: if (it+1<m)l=it+1;
100: k = it%l;
101: if (qn->monitor) {
102: PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
103: PetscViewerASCIIPrintf(qn->monitor, "setting vector %D of %D\n",k,l);
104: PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
105: }
106: return(0);
107: }
109: PetscErrorCode SNESQNApply_BadBroyden(SNES snes,PetscInt it,Vec Y,Vec X,Vec Xold,Vec D,Vec Dold)
110: {
112: SNES_QN *qn = (SNES_QN*)snes->data;
113: Vec W = snes->work[3];
114: Vec *U = qn->U;
115: Vec *T = qn->V;
117: /* ksp thing for Jacobian scaling */
118: PetscInt h,k,j,i;
119: PetscInt m = qn->m;
120: PetscScalar gdot,udot;
121: PetscInt l = m;
124: if (it < m) l = it;
125: VecCopy(D,Y);
126: if (l > 0) {
127: k = (it-1)%l;
128: SNESLineSearchGetLambda(snes->linesearch,&qn->lambda[k]);
129: VecCopy(Dold,U[k]);
130: VecAXPY(U[k],-1.0,D);
131: VecCopy(Xold,T[k]);
132: VecAXPY(T[k],-1.0,X);
133: }
135: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
136: KSPSolve(snes->ksp,Y,W);
137: SNESCheckKSPSolve(snes);
138: VecCopy(W,Y);
139: } else {
140: VecScale(Y,qn->scaling);
141: }
143: /* inward recursion starting at the first update and working forward */
144: if (l > 0) {
145: for (i = 0; i < l-1; i++) {
146: j = (it+i-l)%l;
147: k = (it+i-l+1)%l;
148: h = (it-1)%l;
149: VecDotBegin(U[j],U[h],&gdot);
150: VecDotBegin(U[j],U[j],&udot);
151: VecDotEnd(U[j],U[h],&gdot);
152: VecDotEnd(U[j],U[j],&udot);
153: VecAXPY(Y,PetscRealPart(gdot)/PetscRealPart(udot),T[k]);
154: VecAXPY(Y,-(1.-qn->lambda[k])*PetscRealPart(gdot)/PetscRealPart(udot),T[j]);
155: if (qn->monitor) {
156: PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
157: PetscViewerASCIIPrintf(qn->monitor, "it: %D k: %D gdot: %14.12e\n", it, k, (double)PetscRealPart(gdot));
158: PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
159: }
160: }
161: }
162: return(0);
163: }
165: PetscErrorCode SNESQNApply_LBFGS(SNES snes,PetscInt it,Vec Y,Vec X,Vec Xold,Vec D,Vec Dold)
166: {
168: SNES_QN *qn = (SNES_QN*)snes->data;
169: Vec W = snes->work[3];
170: Vec *dX = qn->U;
171: Vec *dF = qn->V;
172: PetscScalar *alpha = qn->alpha;
173: PetscScalar *beta = qn->beta;
174: PetscScalar *dXtdF = qn->dXtdF;
175: PetscScalar *dFtdX = qn->dFtdX;
176: PetscScalar *YtdX = qn->YtdX;
178: /* ksp thing for Jacobian scaling */
179: PetscInt k,i,j,g;
180: PetscInt m = qn->m;
181: PetscScalar t;
182: PetscInt l = m;
185: if (it < m) l = it;
186: VecCopy(D,Y);
187: if (it > 0) {
188: k = (it - 1) % l;
189: VecCopy(D,dF[k]);
190: VecAXPY(dF[k], -1.0, Dold);
191: VecCopy(X, dX[k]);
192: VecAXPY(dX[k], -1.0, Xold);
193: if (qn->singlereduction) {
194: VecMDotBegin(dF[k],l,dX,dXtdF);
195: VecMDotBegin(dX[k],l,dF,dFtdX);
196: VecMDotBegin(Y,l,dX,YtdX);
197: VecMDotEnd(dF[k],l,dX,dXtdF);
198: VecMDotEnd(dX[k],l,dF,dFtdX);
199: VecMDotEnd(Y,l,dX,YtdX);
200: for (j = 0; j < l; j++) {
201: H(k, j) = dFtdX[j];
202: H(j, k) = dXtdF[j];
203: }
204: /* copy back over to make the computation of alpha and beta easier */
205: for (j = 0; j < l; j++) dXtdF[j] = H(j, j);
206: } else {
207: VecDot(dX[k], dF[k], &dXtdF[k]);
208: }
209: if (qn->scale_type == SNES_QN_SCALE_LINESEARCH) {
210: SNESLineSearchGetLambda(snes->linesearch,&qn->scaling);
211: }
212: }
214: /* outward recursion starting at iteration k's update and working back */
215: for (i=0; i<l; i++) {
216: k = (it-i-1)%l;
217: if (qn->singlereduction) {
218: /* construct t = dX[k] dot Y as Y_0 dot dX[k] + sum(-alpha[j]dX[k]dF[j]) */
219: t = YtdX[k];
220: for (j=0; j<i; j++) {
221: g = (it-j-1)%l;
222: t -= alpha[g]*H(k, g);
223: }
224: alpha[k] = t/H(k,k);
225: } else {
226: VecDot(dX[k],Y,&t);
227: alpha[k] = t/dXtdF[k];
228: }
229: if (qn->monitor) {
230: PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
231: PetscViewerASCIIPrintf(qn->monitor, "it: %D k: %D alpha: %14.12e\n", it, k, (double)PetscRealPart(alpha[k]));
232: PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
233: }
234: VecAXPY(Y,-alpha[k],dF[k]);
235: }
237: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
238: KSPSolve(snes->ksp,Y,W);
239: SNESCheckKSPSolve(snes);
240: VecCopy(W, Y);
241: } else {
242: VecScale(Y, qn->scaling);
243: }
244: if (qn->singlereduction) {
245: VecMDot(Y,l,dF,YtdX);
246: }
247: /* inward recursion starting at the first update and working forward */
248: for (i = 0; i < l; i++) {
249: k = (it + i - l) % l;
250: if (qn->singlereduction) {
251: t = YtdX[k];
252: for (j = 0; j < i; j++) {
253: g = (it + j - l) % l;
254: t += (alpha[g] - beta[g])*H(g, k);
255: }
256: beta[k] = t / H(k, k);
257: } else {
258: VecDot(dF[k], Y, &t);
259: beta[k] = t / dXtdF[k];
260: }
261: VecAXPY(Y, (alpha[k] - beta[k]), dX[k]);
262: if (qn->monitor) {
263: PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
264: PetscViewerASCIIPrintf(qn->monitor, "it: %D k: %D alpha - beta: %14.12e\n", it, k, (double)PetscRealPart(alpha[k] - beta[k]));
265: PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
266: }
267: }
268: return(0);
269: }
271: static PetscErrorCode SNESSolve_QN(SNES snes)
272: {
273: PetscErrorCode ierr;
274: SNES_QN *qn = (SNES_QN*) snes->data;
275: Vec X,Xold;
276: Vec F,W;
277: Vec Y,D,Dold;
278: PetscInt i, i_r;
279: PetscReal fnorm,xnorm,ynorm,gnorm;
280: SNESLineSearchReason lssucceed;
281: PetscBool powell,periodic;
282: PetscScalar DolddotD,DolddotDold;
283: SNESConvergedReason reason;
285: /* basically just a regular newton's method except for the application of the Jacobian */
288: 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);
290: PetscCitationsRegister(SNESCitation,&SNEScite);
291: F = snes->vec_func; /* residual vector */
292: Y = snes->vec_sol_update; /* search direction generated by J^-1D*/
293: W = snes->work[3];
294: X = snes->vec_sol; /* solution vector */
295: Xold = snes->work[0];
297: /* directions generated by the preconditioned problem with F_pre = F or x - M(x, b) */
298: D = snes->work[1];
299: Dold = snes->work[2];
301: snes->reason = SNES_CONVERGED_ITERATING;
303: PetscObjectSAWsTakeAccess((PetscObject)snes);
304: snes->iter = 0;
305: snes->norm = 0.;
306: PetscObjectSAWsGrantAccess((PetscObject)snes);
308: if (snes->npc && snes->npcside== PC_LEFT && snes->functype == SNES_FUNCTION_PRECONDITIONED) {
309: SNESApplyNPC(snes,X,NULL,F);
310: SNESGetConvergedReason(snes->npc,&reason);
311: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
312: snes->reason = SNES_DIVERGED_INNER;
313: return(0);
314: }
315: VecNorm(F,NORM_2,&fnorm);
316: } else {
317: if (!snes->vec_func_init_set) {
318: SNESComputeFunction(snes,X,F);
319: } else snes->vec_func_init_set = PETSC_FALSE;
321: VecNorm(F,NORM_2,&fnorm);
322: SNESCheckFunctionNorm(snes,fnorm);
323: }
324: if (snes->npc && snes->npcside== PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
325: SNESApplyNPC(snes,X,F,D);
326: SNESGetConvergedReason(snes->npc,&reason);
327: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
328: snes->reason = SNES_DIVERGED_INNER;
329: return(0);
330: }
331: } else {
332: VecCopy(F,D);
333: }
335: PetscObjectSAWsTakeAccess((PetscObject)snes);
336: snes->norm = fnorm;
337: PetscObjectSAWsGrantAccess((PetscObject)snes);
338: SNESLogConvergenceHistory(snes,fnorm,0);
339: SNESMonitor(snes,0,fnorm);
341: /* test convergence */
342: (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
343: if (snes->reason) return(0);
345: if (snes->npc && snes->npcside== PC_RIGHT) {
346: PetscLogEventBegin(SNES_NPCSolve,snes->npc,X,0,0);
347: SNESSolve(snes->npc,snes->vec_rhs,X);
348: PetscLogEventEnd(SNES_NPCSolve,snes->npc,X,0,0);
349: SNESGetConvergedReason(snes->npc,&reason);
350: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
351: snes->reason = SNES_DIVERGED_INNER;
352: return(0);
353: }
354: SNESGetNPCFunction(snes,F,&fnorm);
355: VecCopy(F,D);
356: }
358: /* general purpose update */
359: if (snes->ops->update) {
360: (*snes->ops->update)(snes, snes->iter);
361: }
363: /* scale the initial update */
364: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
365: SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);
366: SNESCheckJacobianDomainerror(snes);
367: KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);
368: }
370: for (i = 0, i_r = 0; i < snes->max_its; i++, i_r++) {
371: if (qn->scale_type == SNES_QN_SCALE_SHANNO && i_r > 0) {
372: PetscScalar ff,xf;
373: VecCopy(Dold,Y);
374: VecCopy(Xold,W);
375: VecAXPY(Y,-1.0,D);
376: VecAXPY(W,-1.0,X);
377: VecDotBegin(Y,Y,&ff);
378: VecDotBegin(W,Y,&xf);
379: VecDotEnd(Y,Y,&ff);
380: VecDotEnd(W,Y,&xf);
381: qn->scaling = PetscRealPart(xf)/PetscRealPart(ff);
382: if (qn->monitor) {
383: PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
384: PetscViewerASCIIPrintf(qn->monitor, "Shanno scaling %D %g\n", i,(double)qn->scaling);
385: PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
386: }
387: }
388: switch (qn->type) {
389: case SNES_QN_BADBROYDEN:
390: SNESQNApply_BadBroyden(snes,i_r,Y,X,Xold,D,Dold);
391: break;
392: case SNES_QN_BROYDEN:
393: SNESQNApply_Broyden(snes,i_r,Y,X,Xold,D);
394: break;
395: case SNES_QN_LBFGS:
396: SNESQNApply_LBFGS(snes,i_r,Y,X,Xold,D,Dold);
397: break;
398: }
399: /* line search for lambda */
400: ynorm = 1; gnorm = fnorm;
401: VecCopy(D, Dold);
402: VecCopy(X, Xold);
403: SNESLineSearchApply(snes->linesearch, X, F, &fnorm, Y);
404: if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
405: SNESLineSearchGetReason(snes->linesearch, &lssucceed);
406: SNESLineSearchGetNorms(snes->linesearch, &xnorm, &fnorm, &ynorm);
407: if (lssucceed) {
408: if (++snes->numFailures >= snes->maxFailures) {
409: snes->reason = SNES_DIVERGED_LINE_SEARCH;
410: break;
411: }
412: }
413: if (qn->scale_type == SNES_QN_SCALE_LINESEARCH) {
414: SNESLineSearchGetLambda(snes->linesearch, &qn->scaling);
415: }
417: /* convergence monitoring */
418: PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",(double)fnorm,(double)gnorm,(double)ynorm,(int)lssucceed);
420: if (snes->npc && snes->npcside== PC_RIGHT) {
421: PetscLogEventBegin(SNES_NPCSolve,snes->npc,X,0,0);
422: SNESSolve(snes->npc,snes->vec_rhs,X);
423: PetscLogEventEnd(SNES_NPCSolve,snes->npc,X,0,0);
424: SNESGetConvergedReason(snes->npc,&reason);
425: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
426: snes->reason = SNES_DIVERGED_INNER;
427: return(0);
428: }
429: SNESGetNPCFunction(snes,F,&fnorm);
430: }
432: SNESSetIterationNumber(snes, i+1);
433: snes->norm = fnorm;
434: snes->xnorm = xnorm;
435: snes->ynorm = ynorm;
437: SNESLogConvergenceHistory(snes,snes->norm,snes->iter);
438: SNESMonitor(snes,snes->iter,snes->norm);
439: /* set parameter for default relative tolerance convergence test */
440: (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);
441: if (snes->reason) return(0);
442: if (snes->npc && snes->npcside== PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
443: SNESApplyNPC(snes,X,F,D);
444: SNESGetConvergedReason(snes->npc,&reason);
445: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
446: snes->reason = SNES_DIVERGED_INNER;
447: return(0);
448: }
449: } else {
450: VecCopy(F, D);
451: }
453: /* general purpose update */
454: if (snes->ops->update) {
455: (*snes->ops->update)(snes, snes->iter);
456: }
458: powell = PETSC_FALSE;
459: if (qn->restart_type == SNES_QN_RESTART_POWELL && i_r > 1) {
460: /* check restart by Powell's Criterion: |F^T H_0 Fold| > powell_gamma * |Fold^T H_0 Fold| */
461: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
462: MatMult(snes->jacobian_pre,Dold,W);
463: } else {
464: VecCopy(Dold,W);
465: }
466: VecDotBegin(W, Dold, &DolddotDold);
467: VecDotBegin(W, D, &DolddotD);
468: VecDotEnd(W, Dold, &DolddotDold);
469: VecDotEnd(W, D, &DolddotD);
470: if (PetscAbs(PetscRealPart(DolddotD)) > qn->powell_gamma*PetscAbs(PetscRealPart(DolddotDold))) powell = PETSC_TRUE;
471: }
472: periodic = PETSC_FALSE;
473: if (qn->restart_type == SNES_QN_RESTART_PERIODIC) {
474: if (i_r>qn->m-1) periodic = PETSC_TRUE;
475: }
476: /* restart if either powell or periodic restart is satisfied. */
477: if (powell || periodic) {
478: if (qn->monitor) {
479: PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
480: if (powell) {
481: PetscViewerASCIIPrintf(qn->monitor, "Powell restart! |%14.12e| > %6.4f*|%14.12e| i_r = %D\n", (double)PetscRealPart(DolddotD), (double)qn->powell_gamma, (double)PetscRealPart(DolddotDold),i_r);
482: } else {
483: PetscViewerASCIIPrintf(qn->monitor, "Periodic restart! i_r = %D\n", i_r);
484: }
485: PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
486: }
487: i_r = -1;
488: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
489: SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);
490: SNESCheckJacobianDomainerror(snes);
491: }
492: }
493: }
494: if (i == snes->max_its) {
495: PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", snes->max_its);
496: if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
497: }
498: return(0);
499: }
501: static PetscErrorCode SNESSetUp_QN(SNES snes)
502: {
503: SNES_QN *qn = (SNES_QN*)snes->data;
505: DM dm;
509: if (!snes->vec_sol) {
510: SNESGetDM(snes,&dm);
511: DMCreateGlobalVector(dm,&snes->vec_sol);
512: }
514: VecDuplicateVecs(snes->vec_sol, qn->m, &qn->U);
515: if (qn->type != SNES_QN_BROYDEN) VecDuplicateVecs(snes->vec_sol, qn->m, &qn->V);
516: PetscMalloc4(qn->m,&qn->alpha,qn->m,&qn->beta,qn->m,&qn->dXtdF,qn->m,&qn->lambda);
518: if (qn->singlereduction) {
519: PetscMalloc3(qn->m*qn->m,&qn->dXdFmat,qn->m,&qn->dFtdX,qn->m,&qn->YtdX);
520: }
521: SNESSetWorkVecs(snes,4);
522: /* set method defaults */
523: if (qn->scale_type == SNES_QN_SCALE_DEFAULT) {
524: if (qn->type == SNES_QN_BADBROYDEN) {
525: qn->scale_type = SNES_QN_SCALE_NONE;
526: } else {
527: qn->scale_type = SNES_QN_SCALE_SHANNO;
528: }
529: }
530: if (qn->restart_type == SNES_QN_RESTART_DEFAULT) {
531: if (qn->type == SNES_QN_LBFGS) {
532: qn->restart_type = SNES_QN_RESTART_POWELL;
533: } else {
534: qn->restart_type = SNES_QN_RESTART_PERIODIC;
535: }
536: }
538: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
539: SNESSetUpMatrices(snes);
540: }
541: if (snes->npcside== PC_LEFT && snes->functype == SNES_FUNCTION_DEFAULT) {snes->functype = SNES_FUNCTION_UNPRECONDITIONED;}
542: return(0);
543: }
545: static PetscErrorCode SNESReset_QN(SNES snes)
546: {
548: SNES_QN *qn;
551: if (snes->data) {
552: qn = (SNES_QN*)snes->data;
553: if (qn->U) {
554: VecDestroyVecs(qn->m, &qn->U);
555: }
556: if (qn->V) {
557: VecDestroyVecs(qn->m, &qn->V);
558: }
559: if (qn->singlereduction) {
560: PetscFree3(qn->dXdFmat, qn->dFtdX, qn->YtdX);
561: }
562: PetscFree4(qn->alpha,qn->beta,qn->dXtdF,qn->lambda);
563: }
564: return(0);
565: }
567: static PetscErrorCode SNESDestroy_QN(SNES snes)
568: {
572: SNESReset_QN(snes);
573: PetscFree(snes->data);
574: PetscObjectComposeFunction((PetscObject)snes,"",NULL);
575: return(0);
576: }
578: static PetscErrorCode SNESSetFromOptions_QN(PetscOptionItems *PetscOptionsObject,SNES snes)
579: {
581: PetscErrorCode ierr;
582: SNES_QN *qn = (SNES_QN*)snes->data;
583: PetscBool monflg = PETSC_FALSE,flg;
584: SNESLineSearch linesearch;
585: SNESQNRestartType rtype = qn->restart_type;
586: SNESQNScaleType stype = qn->scale_type;
587: SNESQNType qtype = qn->type;
590: PetscOptionsHead(PetscOptionsObject,"SNES QN options");
591: PetscOptionsInt("-snes_qn_m","Number of past states saved for L-BFGS methods","SNESQN",qn->m,&qn->m,NULL);
592: PetscOptionsReal("-snes_qn_powell_gamma","Powell angle tolerance", "SNESQN", qn->powell_gamma, &qn->powell_gamma, NULL);
593: PetscOptionsBool("-snes_qn_monitor", "Monitor for the QN methods", "SNESQN", monflg, &monflg, NULL);
594: PetscOptionsBool("-snes_qn_single_reduction", "Aggregate reductions", "SNESQN", qn->singlereduction, &qn->singlereduction, NULL);
595: PetscOptionsEnum("-snes_qn_scale_type","Scaling type","SNESQNSetScaleType",SNESQNScaleTypes,(PetscEnum)stype,(PetscEnum*)&stype,&flg);
596: if (flg) SNESQNSetScaleType(snes,stype);
598: PetscOptionsEnum("-snes_qn_restart_type","Restart type","SNESQNSetRestartType",SNESQNRestartTypes,(PetscEnum)rtype,(PetscEnum*)&rtype,&flg);
599: if (flg) SNESQNSetRestartType(snes,rtype);
601: PetscOptionsEnum("-snes_qn_type","Quasi-Newton update type","",SNESQNTypes,(PetscEnum)qtype,(PetscEnum*)&qtype,&flg);
602: if (flg) {SNESQNSetType(snes,qtype);}
603: PetscOptionsTail();
604: if (!snes->linesearch) {
605: SNESGetLineSearch(snes, &linesearch);
606: if (qn->type == SNES_QN_LBFGS) {
607: SNESLineSearchSetType(linesearch, SNESLINESEARCHCP);
608: } else if (qn->type == SNES_QN_BROYDEN) {
609: SNESLineSearchSetType(linesearch, SNESLINESEARCHBASIC);
610: } else {
611: SNESLineSearchSetType(linesearch, SNESLINESEARCHL2);
612: }
613: }
614: if (monflg) {
615: qn->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
616: }
617: return(0);
618: }
620: static PetscErrorCode SNESView_QN(SNES snes, PetscViewer viewer)
621: {
622: SNES_QN *qn = (SNES_QN*)snes->data;
623: PetscBool iascii;
627: PetscObjectTypeCompare((PetscObject) viewer, PETSCVIEWERASCII, &iascii);
628: if (iascii) {
629: 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]);
630: PetscViewerASCIIPrintf(viewer," Stored subspace size: %D\n", qn->m);
631: if (qn->singlereduction) {
632: PetscViewerASCIIPrintf(viewer," Using the single reduction variant.\n");
633: }
634: }
635: return(0);
636: }
638: /*@
639: SNESQNSetRestartType - Sets the restart type for SNESQN.
641: Logically Collective on SNES
643: Input Parameters:
644: + snes - the iterative context
645: - rtype - restart type
647: Options Database:
648: + -snes_qn_restart_type <powell,periodic,none> - set the restart type
649: - -snes_qn_m <m> - sets the number of stored updates and the restart period for periodic
651: Level: intermediate
653: SNESQNRestartTypes:
654: + SNES_QN_RESTART_NONE - never restart
655: . SNES_QN_RESTART_POWELL - restart based upon descent criteria
656: - SNES_QN_RESTART_PERIODIC - restart after a fixed number of iterations
658: .keywords: SNES, SNESQN, restart, type, set SNESLineSearch, SNESQNRestartType
659: @*/
660: PetscErrorCode SNESQNSetRestartType(SNES snes, SNESQNRestartType rtype)
661: {
666: PetscTryMethod(snes,"SNESQNSetRestartType_C",(SNES,SNESQNRestartType),(snes,rtype));
667: return(0);
668: }
670: /*@
671: SNESQNSetScaleType - Sets the scaling type for the inner inverse Jacobian in SNESQN.
673: Logically Collective on SNES
675: Input Parameters:
676: + snes - the iterative context
677: - stype - scale type
679: Options Database:
680: . -snes_qn_scale_type <shanno,none,linesearch,jacobian>
682: Level: intermediate
684: SNESQNScaleTypes:
685: + SNES_QN_SCALE_NONE - don't scale the problem
686: . SNES_QN_SCALE_SHANNO - use shanno scaling
687: . SNES_QN_SCALE_LINESEARCH - scale based upon line search lambda
688: - SNES_QN_SCALE_JACOBIAN - scale by solving a linear system coming from the Jacobian you provided with SNESSetJacobian() computed at the first iteration
689: of QN and at ever restart.
691: .keywords: scaling type
693: .seealso: SNES, SNESQN, SNESLineSearch, SNESQNScaleType, SNESetJacobian()
694: @*/
696: PetscErrorCode SNESQNSetScaleType(SNES snes, SNESQNScaleType stype)
697: {
702: PetscTryMethod(snes,"SNESQNSetScaleType_C",(SNES,SNESQNScaleType),(snes,stype));
703: return(0);
704: }
706: PetscErrorCode SNESQNSetScaleType_QN(SNES snes, SNESQNScaleType stype)
707: {
708: SNES_QN *qn = (SNES_QN*)snes->data;
711: qn->scale_type = stype;
712: return(0);
713: }
715: PetscErrorCode SNESQNSetRestartType_QN(SNES snes, SNESQNRestartType rtype)
716: {
717: SNES_QN *qn = (SNES_QN*)snes->data;
720: qn->restart_type = rtype;
721: return(0);
722: }
724: /*@
725: SNESQNSetType - Sets the quasi-Newton variant to be used in SNESQN.
727: Logically Collective on SNES
729: Input Parameters:
730: + snes - the iterative context
731: - qtype - variant type
733: Options Database:
734: . -snes_qn_type <lbfgs,broyden,badbroyden>
736: Level: beginner
738: SNESQNTypes:
739: + SNES_QN_LBFGS - LBFGS variant
740: . SNES_QN_BROYDEN - Broyden variant
741: - SNES_QN_BADBROYDEN - Bad Broyden variant
743: .keywords: SNES, SNESQN, type, set, SNESQNType
744: @*/
746: PetscErrorCode SNESQNSetType(SNES snes, SNESQNType qtype)
747: {
752: PetscTryMethod(snes,"SNESQNSetType_C",(SNES,SNESQNType),(snes,qtype));
753: return(0);
754: }
756: PetscErrorCode SNESQNSetType_QN(SNES snes, SNESQNType qtype)
757: {
758: SNES_QN *qn = (SNES_QN*)snes->data;
761: qn->type = qtype;
762: return(0);
763: }
765: /* -------------------------------------------------------------------------- */
766: /*MC
767: SNESQN - Limited-Memory Quasi-Newton methods for the solution of nonlinear systems.
769: Options Database:
771: + -snes_qn_m <m> - Number of past states saved for the L-Broyden methods.
772: + -snes_qn_restart_type <powell,periodic,none> - set the restart type
773: . -snes_qn_powell_gamma - Angle condition for restart.
774: . -snes_qn_powell_descent - Descent condition for restart.
775: . -snes_qn_type <lbfgs,broyden,badbroyden> - QN type
776: . -snes_qn_scale_type <shanno,none,linesearch,jacobian> - scaling performed on inner Jacobian
777: . -snes_linesearch_type <cp, l2, basic> - Type of line search.
778: - -snes_qn_monitor - Monitors the quasi-newton Jacobian.
780: Notes:
781: This implements the L-BFGS, Broyden, and "Bad" Broyden algorithms for the solution of F(x) = b using
782: previous change in F(x) and x to form the approximate inverse Jacobian using a series of multiplicative rank-one
783: updates.
785: When using a nonlinear preconditioner, one has two options as to how the preconditioner is applied. The first of
786: these options, sequential, uses the preconditioner to generate a new solution and function and uses those at this
787: iteration as the current iteration's values when constructing the approximate Jacobian. The second, composed,
788: perturbs the problem the Jacobian represents to be P(x, b) - x = 0, where P(x, b) is the preconditioner.
790: Uses left nonlinear preconditioning by default.
792: References:
793: + 1. - Kelley, C.T., Iterative Methods for Linear and Nonlinear Equations, Chapter 8, SIAM, 1995.
794: . 2. - R. Byrd, J. Nocedal, R. Schnabel, Representations of Quasi Newton Matrices and their use in Limited Memory Methods,
795: Technical Report, Northwestern University, June 1992.
796: . 3. - Peter N. Brown, Alan C. Hindmarsh, Homer F. Walker, Experiments with Quasi-Newton Methods in Solving Stiff ODE
797: Systems, SIAM J. Sci. Stat. Comput. Vol 6(2), April 1985.
798: - 4. - Peter R. Brune, Matthew G. Knepley, Barry F. Smith, and Xuemin Tu, "Composing Scalable Nonlinear Algebraic Solvers",
799: SIAM Review, 57(4), 2015
801: Level: beginner
803: .seealso: SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESNEWTONTR
805: M*/
806: PETSC_EXTERN PetscErrorCode SNESCreate_QN(SNES snes)
807: {
809: SNES_QN *qn;
812: snes->ops->setup = SNESSetUp_QN;
813: snes->ops->solve = SNESSolve_QN;
814: snes->ops->destroy = SNESDestroy_QN;
815: snes->ops->setfromoptions = SNESSetFromOptions_QN;
816: snes->ops->view = SNESView_QN;
817: snes->ops->reset = SNESReset_QN;
819: snes->npcside= PC_LEFT;
821: snes->usesnpc = PETSC_TRUE;
822: snes->usesksp = PETSC_FALSE;
824: snes->alwayscomputesfinalresidual = PETSC_TRUE;
826: if (!snes->tolerancesset) {
827: snes->max_funcs = 30000;
828: snes->max_its = 10000;
829: }
831: PetscNewLog(snes,&qn);
832: snes->data = (void*) qn;
833: qn->m = 10;
834: qn->scaling = 1.0;
835: qn->U = NULL;
836: qn->V = NULL;
837: qn->dXtdF = NULL;
838: qn->dFtdX = NULL;
839: qn->dXdFmat = NULL;
840: qn->monitor = NULL;
841: qn->singlereduction = PETSC_TRUE;
842: qn->powell_gamma = 0.9999;
843: qn->scale_type = SNES_QN_SCALE_DEFAULT;
844: qn->restart_type = SNES_QN_RESTART_DEFAULT;
845: qn->type = SNES_QN_LBFGS;
847: PetscObjectComposeFunction((PetscObject)snes,"SNESQNSetScaleType_C",SNESQNSetScaleType_QN);
848: PetscObjectComposeFunction((PetscObject)snes,"SNESQNSetRestartType_C",SNESQNSetRestartType_QN);
849: PetscObjectComposeFunction((PetscObject)snes,"SNESQNSetType_C",SNESQNSetType_QN);
850: return(0);
851: }