Actual source code: anderson.c
petsc-3.6.1 2015-08-06
1: #include <../src/snes/impls/ngmres/snesngmres.h> /*I "petscsnes.h" I*/
3: extern PetscErrorCode SNESDestroy_NGMRES(SNES);
4: extern PetscErrorCode SNESReset_NGMRES(SNES);
5: extern PetscErrorCode SNESSetUp_NGMRES(SNES);
6: extern PetscErrorCode SNESView_NGMRES(SNES,PetscViewer);
8: PETSC_EXTERN const char *const SNESNGMRESRestartTypes[];
12: PetscErrorCode SNESSetFromOptions_Anderson(PetscOptions *PetscOptionsObject,SNES snes)
13: {
14: SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data;
16: PetscBool debug;
17: SNESLineSearch linesearch;
20: PetscOptionsHead(PetscOptionsObject,"SNES NGMRES options");
21: PetscOptionsInt("-snes_anderson_m", "Number of directions","SNES",ngmres->msize,&ngmres->msize,NULL);
22: PetscOptionsReal("-snes_anderson_beta", "Mixing parameter","SNES",ngmres->andersonBeta,&ngmres->andersonBeta,NULL);
23: PetscOptionsBool("-snes_anderson_monitor", "Monitor steps of Anderson Mixing","SNES",ngmres->monitor ? PETSC_TRUE : PETSC_FALSE,&debug,NULL);
24: PetscOptionsInt("-snes_anderson_restart", "Iterations before forced restart", "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,NULL);
25: PetscOptionsInt("-snes_anderson_restart_it", "Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,NULL);
26: PetscOptionsEnum("-snes_anderson_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes,
27: (PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,NULL);
28: if (debug) {
29: ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
30: }
31: PetscOptionsTail();
32: /* set the default type of the line search if the user hasn't already. */
33: if (!snes->linesearch) {
34: SNESGetLineSearch(snes,&linesearch);
35: SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);
36: }
37: return(0);
38: }
42: PetscErrorCode SNESSolve_Anderson(SNES snes)
43: {
44: SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data;
45: /* present solution, residual, and preconditioned residual */
46: Vec X,F,B,D;
47: /* candidate linear combination answers */
48: Vec XA,FA,XM,FM;
50: /* coefficients and RHS to the minimization problem */
51: PetscReal fnorm,fMnorm,fAnorm;
52: PetscReal xnorm,ynorm;
53: PetscReal dnorm,dminnorm=0.0,fminnorm;
54: PetscInt restart_count=0;
55: PetscInt k,k_restart,l,ivec;
56: PetscBool selectRestart;
57: SNESConvergedReason reason;
58: PetscErrorCode ierr;
62: if (snes->xl || snes->xu || snes->ops->computevariablebounds) {
63: SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name);
64: }
66: PetscCitationsRegister(SNESCitation,&SNEScite);
67: /* variable initialization */
68: snes->reason = SNES_CONVERGED_ITERATING;
69: X = snes->vec_sol;
70: F = snes->vec_func;
71: B = snes->vec_rhs;
72: XA = snes->vec_sol_update;
73: FA = snes->work[0];
74: D = snes->work[1];
76: /* work for the line search */
77: XM = snes->work[3];
78: FM = snes->work[4];
80: PetscObjectSAWsTakeAccess((PetscObject)snes);
81: snes->iter = 0;
82: snes->norm = 0.;
83: PetscObjectSAWsGrantAccess((PetscObject)snes);
85: /* initialization */
87: /* r = F(x) */
89: if (snes->pc && snes->pcside == PC_LEFT) {
90: SNESApplyNPC(snes,X,NULL,F);
91: SNESGetConvergedReason(snes->pc,&reason);
92: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
93: snes->reason = SNES_DIVERGED_INNER;
94: return(0);
95: }
96: VecNorm(F,NORM_2,&fnorm);
97: } else {
98: if (!snes->vec_func_init_set) {
99: SNESComputeFunction(snes,X,F);
100: } else snes->vec_func_init_set = PETSC_FALSE;
102: VecNorm(F,NORM_2,&fnorm);
103: SNESCheckFunctionNorm(snes,fnorm);
104: }
105: fminnorm = fnorm;
107: PetscObjectSAWsTakeAccess((PetscObject)snes);
108: snes->norm = fnorm;
109: PetscObjectSAWsGrantAccess((PetscObject)snes);
110: SNESLogConvergenceHistory(snes,fnorm,0);
111: SNESMonitor(snes,0,fnorm);
112: (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
113: if (snes->reason) return(0);
115: k_restart = 0;
116: l = 0;
117: ivec = 0;
118: for (k=1; k < snes->max_its+1; k++) {
119: /* select which vector of the stored subspace will be updated */
120: if (snes->pc && snes->pcside == PC_RIGHT) {
121: VecCopy(X,XM);
122: SNESSetInitialFunction(snes->pc,F);
124: PetscLogEventBegin(SNES_NPCSolve,snes->pc,XM,B,0);
125: SNESSolve(snes->pc,B,XM);
126: PetscLogEventEnd(SNES_NPCSolve,snes->pc,XM,B,0);
128: SNESGetConvergedReason(snes->pc,&reason);
129: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
130: snes->reason = SNES_DIVERGED_INNER;
131: return(0);
132: }
133: SNESGetNPCFunction(snes,FM,&fMnorm);
134: if (ngmres->andersonBeta != 1.0) {
135: VecAXPBY(XM,(1.0 - ngmres->andersonBeta),ngmres->andersonBeta,X);
136: }
137: } else {
138: VecCopy(F,FM);
139: VecCopy(X,XM);
140: VecAXPY(XM,-ngmres->andersonBeta,FM);
141: fMnorm = fnorm;
142: }
144: SNESNGMRESFormCombinedSolution_Private(snes,ivec,l,XM,FM,fMnorm,X,XA,FA);
145: ivec = k_restart % ngmres->msize;
146: if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) {
147: SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);
148: SNESNGMRESSelectRestart_Private(snes,l,fnorm,dnorm,fminnorm,dminnorm,&selectRestart);
149: /* if the restart conditions persist for more than restart_it iterations, restart. */
150: if (selectRestart) restart_count++;
151: else restart_count = 0;
152: } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) {
153: SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);
154: if (k_restart > ngmres->restart_periodic) {
155: if (ngmres->monitor) PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);
156: restart_count = ngmres->restart_it;
157: }
158: } else {
159: SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);
160: }
161: /* restart after restart conditions have persisted for a fixed number of iterations */
162: if (restart_count >= ngmres->restart_it) {
163: if (ngmres->monitor) {
164: PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);
165: }
166: restart_count = 0;
167: k_restart = 0;
168: l = 0;
169: ivec = 0;
170: } else {
171: if (l < ngmres->msize) l++;
172: k_restart++;
173: SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fnorm,XM);
174: }
176: fnorm = fAnorm;
177: if (fminnorm > fnorm) fminnorm = fnorm;
179: VecCopy(XA,X);
180: VecCopy(FA,F);
182: PetscObjectSAWsTakeAccess((PetscObject)snes);
183: snes->iter = k;
184: snes->norm = fnorm;
185: PetscObjectSAWsGrantAccess((PetscObject)snes);
186: SNESLogConvergenceHistory(snes,snes->norm,snes->iter);
187: SNESMonitor(snes,snes->iter,snes->norm);
188: (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);
189: if (snes->reason) return(0);
190: }
191: snes->reason = SNES_DIVERGED_MAX_IT;
192: return(0);
193: }
195: /*MC
196: SNESAnderson - Anderson Mixing method.
198: Level: beginner
200: Options Database:
201: + -snes_anderson_m - Number of stored previous solutions and residuals
202: . -snes_anderson_beta - Relaxation parameter; X_{update} = X + \beta F
203: . -snes_anderson_restart_type - Type of restart (see SNESNGMRES)
204: . -snes_anderson_restart_it - Number of iterations of restart conditions before restart
205: . -snes_anderson_restart - Number of iterations before periodic restart
206: - -snes_anderson_monitor - Prints relevant information about the ngmres iteration
208: Notes:
210: The Anderson Mixing method combines m previous solutions into a minimum-residual solution by solving a small linearized
211: optimization problem at each iteration.
213: References:
215: "D. G. Anderson. Iterative procedures for nonlinear integral equations.
216: J. Assoc. Comput. Mach., 12:547-560, 1965."
218: .seealso: SNESNGMRES, SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types)
219: M*/
223: PETSC_EXTERN PetscErrorCode SNESCreate_Anderson(SNES snes)
224: {
225: SNES_NGMRES *ngmres;
229: snes->ops->destroy = SNESDestroy_NGMRES;
230: snes->ops->setup = SNESSetUp_NGMRES;
231: snes->ops->setfromoptions = SNESSetFromOptions_Anderson;
232: snes->ops->view = SNESView_NGMRES;
233: snes->ops->solve = SNESSolve_Anderson;
234: snes->ops->reset = SNESReset_NGMRES;
236: snes->usespc = PETSC_TRUE;
237: snes->usesksp = PETSC_FALSE;
238: snes->pcside = PC_RIGHT;
240: PetscNewLog(snes,&ngmres);
241: snes->data = (void*) ngmres;
242: ngmres->msize = 30;
244: if (!snes->tolerancesset) {
245: snes->max_funcs = 30000;
246: snes->max_its = 10000;
247: }
249: ngmres->additive_linesearch = NULL;
250: ngmres->approxfunc = PETSC_FALSE;
251: ngmres->restart_type = SNES_NGMRES_RESTART_NONE;
252: ngmres->restart_it = 2;
253: ngmres->restart_periodic = 30;
254: ngmres->gammaA = 2.0;
255: ngmres->gammaC = 2.0;
256: ngmres->deltaB = 0.9;
257: ngmres->epsilonB = 0.1;
259: ngmres->andersonBeta = 1.0;
260: return(0);
261: }