Actual source code: anderson.c
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;
6: PetscBool monitor = PETSC_FALSE;
8: PetscOptionsHead(PetscOptionsObject,"SNES NGMRES options");
9: PetscOptionsInt("-snes_anderson_m", "Number of directions","SNES",ngmres->msize,&ngmres->msize,NULL);
10: PetscOptionsReal("-snes_anderson_beta", "Mixing parameter","SNES",ngmres->andersonBeta,&ngmres->andersonBeta,NULL);
11: PetscOptionsInt("-snes_anderson_restart", "Iterations before forced restart", "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,NULL);
12: PetscOptionsInt("-snes_anderson_restart_it", "Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,NULL);
13: PetscOptionsEnum("-snes_anderson_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes,(PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,NULL);
14: PetscOptionsBool("-snes_anderson_monitor", "Monitor steps of Anderson Mixing","SNES",ngmres->monitor ? PETSC_TRUE : PETSC_FALSE,&monitor,NULL);
15: if (monitor) {
16: ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
17: }
18: PetscOptionsTail();
19: return 0;
20: }
22: static PetscErrorCode SNESSolve_Anderson(SNES snes)
23: {
24: SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data;
25: /* present solution, residual, and preconditioned residual */
26: Vec X,F,B,D;
27: /* candidate linear combination answers */
28: Vec XA,FA,XM,FM;
30: /* coefficients and RHS to the minimization problem */
31: PetscReal fnorm,fMnorm,fAnorm;
32: PetscReal xnorm,ynorm;
33: PetscReal dnorm,dminnorm=0.0,fminnorm;
34: PetscInt restart_count=0;
35: PetscInt k,k_restart,l,ivec;
36: PetscBool selectRestart;
37: SNESConvergedReason reason;
41: PetscCitationsRegister(SNESCitation,&SNEScite);
42: /* variable initialization */
43: snes->reason = SNES_CONVERGED_ITERATING;
44: X = snes->vec_sol;
45: F = snes->vec_func;
46: B = snes->vec_rhs;
47: XA = snes->vec_sol_update;
48: FA = snes->work[0];
49: D = snes->work[1];
51: /* work for the line search */
52: XM = snes->work[3];
53: FM = snes->work[4];
55: PetscObjectSAWsTakeAccess((PetscObject)snes);
56: snes->iter = 0;
57: snes->norm = 0.;
58: PetscObjectSAWsGrantAccess((PetscObject)snes);
60: /* initialization */
62: /* r = F(x) */
64: if (snes->npc && snes->npcside== PC_LEFT) {
65: SNESApplyNPC(snes,X,NULL,F);
66: SNESGetConvergedReason(snes->npc,&reason);
67: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
68: snes->reason = SNES_DIVERGED_INNER;
69: return 0;
70: }
71: VecNorm(F,NORM_2,&fnorm);
72: } else {
73: if (!snes->vec_func_init_set) {
74: SNESComputeFunction(snes,X,F);
75: } else snes->vec_func_init_set = PETSC_FALSE;
77: VecNorm(F,NORM_2,&fnorm);
78: SNESCheckFunctionNorm(snes,fnorm);
79: }
80: fminnorm = fnorm;
82: PetscObjectSAWsTakeAccess((PetscObject)snes);
83: snes->norm = fnorm;
84: PetscObjectSAWsGrantAccess((PetscObject)snes);
85: SNESLogConvergenceHistory(snes,fnorm,0);
86: SNESMonitor(snes,0,fnorm);
87: (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
88: if (snes->reason) return 0;
90: k_restart = 0;
91: l = 0;
92: ivec = 0;
93: for (k=1; k < snes->max_its+1; k++) {
94: /* select which vector of the stored subspace will be updated */
95: if (snes->npc && snes->npcside== PC_RIGHT) {
96: VecCopy(X,XM);
97: SNESSetInitialFunction(snes->npc,F);
99: PetscLogEventBegin(SNES_NPCSolve,snes->npc,XM,B,0);
100: SNESSolve(snes->npc,B,XM);
101: PetscLogEventEnd(SNES_NPCSolve,snes->npc,XM,B,0);
103: SNESGetConvergedReason(snes->npc,&reason);
104: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
105: snes->reason = SNES_DIVERGED_INNER;
106: return 0;
107: }
108: SNESGetNPCFunction(snes,FM,&fMnorm);
109: if (ngmres->andersonBeta != 1.0) {
110: VecAXPBY(XM,(1.0 - ngmres->andersonBeta),ngmres->andersonBeta,X);
111: }
112: } else {
113: VecCopy(F,FM);
114: VecCopy(X,XM);
115: VecAXPY(XM,-ngmres->andersonBeta,FM);
116: fMnorm = fnorm;
117: }
119: SNESNGMRESFormCombinedSolution_Private(snes,ivec,l,XM,FM,fMnorm,X,XA,FA);
120: ivec = k_restart % ngmres->msize;
121: if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) {
122: SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);
123: SNESNGMRESSelectRestart_Private(snes,l,fMnorm,fnorm,dnorm,fminnorm,dminnorm,&selectRestart);
124: /* if the restart conditions persist for more than restart_it iterations, restart. */
125: if (selectRestart) restart_count++;
126: else restart_count = 0;
127: } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) {
128: SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);
129: if (k_restart > ngmres->restart_periodic) {
130: if (ngmres->monitor) PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);
131: restart_count = ngmres->restart_it;
132: }
133: } else {
134: SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,NULL,NULL,NULL,&xnorm,&fAnorm,&ynorm);
135: }
136: /* restart after restart conditions have persisted for a fixed number of iterations */
137: if (restart_count >= ngmres->restart_it) {
138: if (ngmres->monitor) {
139: PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);
140: }
141: restart_count = 0;
142: k_restart = 0;
143: l = 0;
144: ivec = 0;
145: } else {
146: if (l < ngmres->msize) l++;
147: k_restart++;
148: SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fnorm,XM);
149: }
151: fnorm = fAnorm;
152: if (fminnorm > fnorm) fminnorm = fnorm;
154: VecCopy(XA,X);
155: VecCopy(FA,F);
157: PetscObjectSAWsTakeAccess((PetscObject)snes);
158: snes->iter = k;
159: snes->norm = fnorm;
160: snes->xnorm = xnorm;
161: snes->ynorm = ynorm;
162: PetscObjectSAWsGrantAccess((PetscObject)snes);
163: SNESLogConvergenceHistory(snes,snes->norm,snes->iter);
164: SNESMonitor(snes,snes->iter,snes->norm);
165: (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);
166: if (snes->reason) return 0;
167: }
168: snes->reason = SNES_DIVERGED_MAX_IT;
169: return 0;
170: }
172: /*MC
173: SNESANDERSON - Anderson Mixing method.
175: Level: beginner
177: Options Database:
178: + -snes_anderson_m - Number of stored previous solutions and residuals
179: . -snes_anderson_beta - Anderson mixing parameter
180: . -snes_anderson_restart_type - Type of restart (see SNESNGMRES)
181: . -snes_anderson_restart_it - Number of iterations of restart conditions before restart
182: . -snes_anderson_restart - Number of iterations before periodic restart
183: - -snes_anderson_monitor - Prints relevant information about the ngmres iteration
185: Notes:
187: The Anderson Mixing method combines m previous solutions into a minimum-residual solution by solving a small linearized
188: optimization problem at each iteration.
190: Very similar to the SNESNGMRES algorithm.
192: References:
193: + * - D. G. Anderson. Iterative procedures for nonlinear integral equations.
194: J. Assoc. Comput. Mach., 12, 1965."
195: - * - Peter R. Brune, Matthew G. Knepley, Barry F. Smith, and Xuemin Tu,"Composing Scalable Nonlinear Algebraic Solvers",
196: SIAM Review, 57(4), 2015
198: .seealso: SNESNGMRES, SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types)
199: M*/
201: PETSC_EXTERN PetscErrorCode SNESCreate_Anderson(SNES snes)
202: {
203: SNES_NGMRES *ngmres;
204: SNESLineSearch linesearch;
206: snes->ops->destroy = SNESDestroy_NGMRES;
207: snes->ops->setup = SNESSetUp_NGMRES;
208: snes->ops->setfromoptions = SNESSetFromOptions_Anderson;
209: snes->ops->view = SNESView_NGMRES;
210: snes->ops->solve = SNESSolve_Anderson;
211: snes->ops->reset = SNESReset_NGMRES;
213: snes->usesnpc = PETSC_TRUE;
214: snes->usesksp = PETSC_FALSE;
215: snes->npcside = PC_RIGHT;
217: snes->alwayscomputesfinalresidual = PETSC_TRUE;
219: PetscNewLog(snes,&ngmres);
220: snes->data = (void*) ngmres;
221: ngmres->msize = 30;
223: if (!snes->tolerancesset) {
224: snes->max_funcs = 30000;
225: snes->max_its = 10000;
226: }
228: SNESGetLineSearch(snes,&linesearch);
229: if (!((PetscObject)linesearch)->type_name) {
230: SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);
231: }
233: ngmres->additive_linesearch = NULL;
234: ngmres->approxfunc = PETSC_FALSE;
235: ngmres->restart_type = SNES_NGMRES_RESTART_NONE;
236: ngmres->restart_it = 2;
237: ngmres->restart_periodic = 30;
238: ngmres->gammaA = 2.0;
239: ngmres->gammaC = 2.0;
240: ngmres->deltaB = 0.9;
241: ngmres->epsilonB = 0.1;
243: ngmres->andersonBeta = 1.0;
244: return 0;
245: }