Actual source code: anderson.c
petsc-3.14.6 2021-03-30
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;
10: PetscOptionsHead(PetscOptionsObject,"SNES NGMRES options");
11: PetscOptionsInt("-snes_anderson_m", "Number of directions","SNES",ngmres->msize,&ngmres->msize,NULL);
12: PetscOptionsReal("-snes_anderson_beta", "Mixing parameter","SNES",ngmres->andersonBeta,&ngmres->andersonBeta,NULL);
13: PetscOptionsInt("-snes_anderson_restart", "Iterations before forced restart", "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,NULL);
14: PetscOptionsInt("-snes_anderson_restart_it", "Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,NULL);
15: PetscOptionsEnum("-snes_anderson_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes,(PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,NULL);
16: PetscOptionsBool("-snes_anderson_monitor", "Monitor steps of Anderson Mixing","SNES",ngmres->monitor ? PETSC_TRUE : PETSC_FALSE,&monitor,NULL);
17: if (monitor) {
18: ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
19: }
20: PetscOptionsTail();
21: return(0);
22: }
24: static PetscErrorCode SNESSolve_Anderson(SNES snes)
25: {
26: SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data;
27: /* present solution, residual, and preconditioned residual */
28: Vec X,F,B,D;
29: /* candidate linear combination answers */
30: Vec XA,FA,XM,FM;
32: /* coefficients and RHS to the minimization problem */
33: PetscReal fnorm,fMnorm,fAnorm;
34: PetscReal xnorm,ynorm;
35: PetscReal dnorm,dminnorm=0.0,fminnorm;
36: PetscInt restart_count=0;
37: PetscInt k,k_restart,l,ivec;
38: PetscBool selectRestart;
39: SNESConvergedReason reason;
40: PetscErrorCode ierr;
43: 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);
45: PetscCitationsRegister(SNESCitation,&SNEScite);
46: /* variable initialization */
47: snes->reason = SNES_CONVERGED_ITERATING;
48: X = snes->vec_sol;
49: F = snes->vec_func;
50: B = snes->vec_rhs;
51: XA = snes->vec_sol_update;
52: FA = snes->work[0];
53: D = snes->work[1];
55: /* work for the line search */
56: XM = snes->work[3];
57: FM = snes->work[4];
59: PetscObjectSAWsTakeAccess((PetscObject)snes);
60: snes->iter = 0;
61: snes->norm = 0.;
62: PetscObjectSAWsGrantAccess((PetscObject)snes);
64: /* initialization */
66: /* r = F(x) */
68: if (snes->npc && snes->npcside== PC_LEFT) {
69: SNESApplyNPC(snes,X,NULL,F);
70: SNESGetConvergedReason(snes->npc,&reason);
71: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
72: snes->reason = SNES_DIVERGED_INNER;
73: return(0);
74: }
75: VecNorm(F,NORM_2,&fnorm);
76: } else {
77: if (!snes->vec_func_init_set) {
78: SNESComputeFunction(snes,X,F);
79: } else snes->vec_func_init_set = PETSC_FALSE;
81: VecNorm(F,NORM_2,&fnorm);
82: SNESCheckFunctionNorm(snes,fnorm);
83: }
84: fminnorm = fnorm;
86: PetscObjectSAWsTakeAccess((PetscObject)snes);
87: snes->norm = fnorm;
88: PetscObjectSAWsGrantAccess((PetscObject)snes);
89: SNESLogConvergenceHistory(snes,fnorm,0);
90: SNESMonitor(snes,0,fnorm);
91: (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
92: if (snes->reason) return(0);
94: k_restart = 0;
95: l = 0;
96: ivec = 0;
97: for (k=1; k < snes->max_its+1; k++) {
98: /* select which vector of the stored subspace will be updated */
99: if (snes->npc && snes->npcside== PC_RIGHT) {
100: VecCopy(X,XM);
101: SNESSetInitialFunction(snes->npc,F);
103: PetscLogEventBegin(SNES_NPCSolve,snes->npc,XM,B,0);
104: SNESSolve(snes->npc,B,XM);
105: PetscLogEventEnd(SNES_NPCSolve,snes->npc,XM,B,0);
107: SNESGetConvergedReason(snes->npc,&reason);
108: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
109: snes->reason = SNES_DIVERGED_INNER;
110: return(0);
111: }
112: SNESGetNPCFunction(snes,FM,&fMnorm);
113: if (ngmres->andersonBeta != 1.0) {
114: VecAXPBY(XM,(1.0 - ngmres->andersonBeta),ngmres->andersonBeta,X);
115: }
116: } else {
117: VecCopy(F,FM);
118: VecCopy(X,XM);
119: VecAXPY(XM,-ngmres->andersonBeta,FM);
120: fMnorm = fnorm;
121: }
123: SNESNGMRESFormCombinedSolution_Private(snes,ivec,l,XM,FM,fMnorm,X,XA,FA);
124: ivec = k_restart % ngmres->msize;
125: if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) {
126: SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);
127: SNESNGMRESSelectRestart_Private(snes,l,fMnorm,fnorm,dnorm,fminnorm,dminnorm,&selectRestart);
128: /* if the restart conditions persist for more than restart_it iterations, restart. */
129: if (selectRestart) restart_count++;
130: else restart_count = 0;
131: } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) {
132: SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);
133: if (k_restart > ngmres->restart_periodic) {
134: if (ngmres->monitor) PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);
135: restart_count = ngmres->restart_it;
136: }
137: } else {
138: SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);
139: }
140: /* restart after restart conditions have persisted for a fixed number of iterations */
141: if (restart_count >= ngmres->restart_it) {
142: if (ngmres->monitor) {
143: PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);
144: }
145: restart_count = 0;
146: k_restart = 0;
147: l = 0;
148: ivec = 0;
149: } else {
150: if (l < ngmres->msize) l++;
151: k_restart++;
152: SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fnorm,XM);
153: }
155: fnorm = fAnorm;
156: if (fminnorm > fnorm) fminnorm = fnorm;
158: VecCopy(XA,X);
159: VecCopy(FA,F);
161: PetscObjectSAWsTakeAccess((PetscObject)snes);
162: snes->iter = k;
163: snes->norm = fnorm;
164: snes->xnorm = xnorm;
165: snes->ynorm = ynorm;
166: PetscObjectSAWsGrantAccess((PetscObject)snes);
167: SNESLogConvergenceHistory(snes,snes->norm,snes->iter);
168: SNESMonitor(snes,snes->iter,snes->norm);
169: (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);
170: if (snes->reason) return(0);
171: }
172: snes->reason = SNES_DIVERGED_MAX_IT;
173: return(0);
174: }
176: /*MC
177: SNESANDERSON - Anderson Mixing method.
179: Level: beginner
181: Options Database:
182: + -snes_anderson_m - Number of stored previous solutions and residuals
183: . -snes_anderson_beta - Anderson mixing parameter
184: . -snes_anderson_restart_type - Type of restart (see SNESNGMRES)
185: . -snes_anderson_restart_it - Number of iterations of restart conditions before restart
186: . -snes_anderson_restart - Number of iterations before periodic restart
187: - -snes_anderson_monitor - Prints relevant information about the ngmres iteration
189: Notes:
191: The Anderson Mixing method combines m previous solutions into a minimum-residual solution by solving a small linearized
192: optimization problem at each iteration.
194: Very similar to the SNESNGMRES algorithm.
196: References:
197: + 1. - D. G. Anderson. Iterative procedures for nonlinear integral equations.
198: J. Assoc. Comput. Mach., 12, 1965."
199: - 2. - Peter R. Brune, Matthew G. Knepley, Barry F. Smith, and Xuemin Tu,"Composing Scalable Nonlinear Algebraic Solvers",
200: SIAM Review, 57(4), 2015
203: .seealso: SNESNGMRES, SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types)
204: M*/
206: PETSC_EXTERN PetscErrorCode SNESCreate_Anderson(SNES snes)
207: {
208: SNES_NGMRES *ngmres;
210: SNESLineSearch linesearch;
213: snes->ops->destroy = SNESDestroy_NGMRES;
214: snes->ops->setup = SNESSetUp_NGMRES;
215: snes->ops->setfromoptions = SNESSetFromOptions_Anderson;
216: snes->ops->view = SNESView_NGMRES;
217: snes->ops->solve = SNESSolve_Anderson;
218: snes->ops->reset = SNESReset_NGMRES;
220: snes->usesnpc = PETSC_TRUE;
221: snes->usesksp = PETSC_FALSE;
222: snes->npcside = PC_RIGHT;
224: snes->alwayscomputesfinalresidual = PETSC_TRUE;
226: PetscNewLog(snes,&ngmres);
227: snes->data = (void*) ngmres;
228: ngmres->msize = 30;
230: if (!snes->tolerancesset) {
231: snes->max_funcs = 30000;
232: snes->max_its = 10000;
233: }
235: SNESGetLineSearch(snes,&linesearch);
236: if (!((PetscObject)linesearch)->type_name) {
237: SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);
238: }
240: ngmres->additive_linesearch = NULL;
241: ngmres->approxfunc = PETSC_FALSE;
242: ngmres->restart_type = SNES_NGMRES_RESTART_NONE;
243: ngmres->restart_it = 2;
244: ngmres->restart_periodic = 30;
245: ngmres->gammaA = 2.0;
246: ngmres->gammaC = 2.0;
247: ngmres->deltaB = 0.9;
248: ngmres->epsilonB = 0.1;
250: ngmres->andersonBeta = 1.0;
251: return(0);
252: }