Actual source code: snesob.c

      1: #include <petsc/private/snesimpl.h>

      3: /*MC
      4:     SNESObjectiveFunction - functional form used to convey the objective function to the nonlinear solver

      6:      Synopsis:
      7: #include <petscsnes.h>
      8:        SNESObjectiveFunction(SNES snes,Vec x,PetscReal *obj,void *ctx);

     10:      Input Parameters:
     11: +      snes - the SNES context
     12: .      X - solution
     13: .      obj - real to hold the objective value
     14: -      ctx - optional user-defined objective context

     16:    Level: advanced

     18: .seealso:   SNESSetFunction(), SNESGetFunction(), SNESSetObjective(), SNESGetObjective(), SNESJacobianFunction, SNESFunction
     19: M*/

     22: /*@C
     23:    SNESSetObjective - Sets the objective function minimized by some of the SNES linesearch methods.

     25:    Logically Collective on SNES

     27:    Input Parameters:
     28: +  snes - the SNES context
     29: .  obj - objective evaluation routine; see SNESObjectiveFunction for details
     30: -  ctx - [optional] user-defined context for private data for the
     31:          function evaluation routine (may be NULL)

     33:    Level: intermediate

     35:    Note: This is not used in the SNESLINESEARCHCP line search.

     37:          If not provided then this defaults to the two norm of the function evaluation (set with SNESSetFunction())

     39: .seealso: SNESGetObjective(), SNESComputeObjective(), SNESSetFunction(), SNESSetJacobian(), SNESObjectiveFunction
     40: @*/
     41: PetscErrorCode  SNESSetObjective(SNES snes,PetscErrorCode (*obj)(SNES,Vec,PetscReal*,void*),void *ctx)
     42: {
     44:   DM             dm;

     48:   SNESGetDM(snes,&dm);
     49:   DMSNESSetObjective(dm,obj,ctx);
     50:   return(0);
     51: }

     53: /*@C
     54:    SNESGetObjective - Returns the objective function.

     56:    Not Collective

     58:    Input Parameter:
     59: .  snes - the SNES context

     61:    Output Parameter:
     62: +  obj - objective evaluation routine (or NULL); see SNESObjectFunction for details
     63: -  ctx - the function context (or NULL)

     65:    Level: advanced

     67: .seealso: SNESSetObjective(), SNESGetSolution()
     68: @*/
     69: PetscErrorCode SNESGetObjective(SNES snes,PetscErrorCode (**obj)(SNES,Vec,PetscReal*,void*),void **ctx)
     70: {
     72:   DM             dm;

     76:   SNESGetDM(snes,&dm);
     77:   DMSNESGetObjective(dm,obj,ctx);
     78:   return(0);
     79: }

     81: /*@C
     82:    SNESComputeObjective - Computes the objective.

     84:    Collective on SNES

     86:    Input Parameter:
     87: +  snes - the SNES context
     88: -  X    - the state vector

     90:    Output Parameter:
     91: .  ob   - the objective value

     93:    Level: advanced

     95: .seealso: SNESSetObjective(), SNESGetSolution()
     96: @*/
     97: PetscErrorCode SNESComputeObjective(SNES snes,Vec X,PetscReal *ob)
     98: {
    100:   DM             dm;
    101:   DMSNES         sdm;

    107:   SNESGetDM(snes,&dm);
    108:   DMGetDMSNES(dm,&sdm);
    109:   if (sdm->ops->computeobjective) {
    110:     PetscLogEventBegin(SNES_ObjectiveEval,snes,X,0,0);
    111:     (sdm->ops->computeobjective)(snes,X,ob,sdm->objectivectx);
    112:     PetscLogEventEnd(SNES_ObjectiveEval,snes,X,0,0);
    113:   } else SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "Must call SNESSetObjective() before SNESComputeObjective().");
    114:   return(0);
    115: }

    118: /*@C
    119:    SNESObjectiveComputeFunctionDefaultFD - Computes the gradient of a user provided objective

    121:    Collective on SNES

    123:    Input Parameter:
    124: +  snes - the SNES context
    125: .  X    - the state vector
    126: -  ctx  - the (ignored) function context

    128:    Output Parameter:
    129: .  F   - the function value

    131:    Options Database Key:
    132: +  -snes_fd_function_eps - The differencing parameter
    133: -  -snes_fd_function - Compute function from user provided objective with finite difference

    135:    Notes:
    136:    SNESObjectiveComputeFunctionDefaultFD is similar in character to SNESComputeJacobianDefault.
    137:    Therefore, it should be used for debugging purposes only.  Using it in conjunction with
    138:    SNESComputeJacobianDefault is excessively costly and produces a Jacobian that is quite
    139:    noisy.  This is often necessary, but should be done with a grain of salt, even when debugging
    140:    small problems.

    142:    Note that this uses quadratic interpolation of the objective to form each value in the function.

    144:    Level: advanced

    146: .seealso: SNESSetFunction(), SNESComputeObjective(), SNESComputeJacobianDefault()
    147: @*/
    148: PetscErrorCode SNESObjectiveComputeFunctionDefaultFD(SNES snes,Vec X,Vec F,void *ctx)
    149: {
    150:   Vec            Xh;
    152:   PetscInt       i,N,start,end;
    153:   PetscReal      ob,ob1,ob2,ob3,fob,dx,eps=1e-6;
    154:   PetscScalar    fv,xv;

    157:   VecDuplicate(X,&Xh);
    158:   PetscOptionsBegin(PetscObjectComm((PetscObject)snes),((PetscObject)snes)->prefix,"Differencing parameters","SNES");
    159:   PetscOptionsReal("-snes_fd_function_eps","Tolerance for nonzero entries in fd function","None",eps,&eps,NULL);
    160:   PetscOptionsEnd();
    161:   VecSet(F,0.);

    163:   VecNorm(X,NORM_2,&fob);

    165:   VecGetSize(X,&N);
    166:   VecGetOwnershipRange(X,&start,&end);
    167:   SNESComputeObjective(snes,X,&ob);

    169:   if (fob > 0.) dx =1e-6*fob;
    170:   else dx = 1e-6;

    172:   for (i=0; i<N; i++) {
    173:     /* compute the 1st value */
    174:     VecCopy(X,Xh);
    175:     if (i>= start && i<end) {
    176:       xv   = dx;
    177:       VecSetValues(Xh,1,&i,&xv,ADD_VALUES);
    178:     }
    179:     VecAssemblyBegin(Xh);
    180:     VecAssemblyEnd(Xh);
    181:     SNESComputeObjective(snes,Xh,&ob1);

    183:     /* compute the 2nd value */
    184:     VecCopy(X,Xh);
    185:     if (i>= start && i<end) {
    186:       xv   = 2.*dx;
    187:       VecSetValues(Xh,1,&i,&xv,ADD_VALUES);
    188:     }
    189:     VecAssemblyBegin(Xh);
    190:     VecAssemblyEnd(Xh);
    191:     SNESComputeObjective(snes,Xh,&ob2);

    193:     /* compute the 3rd value */
    194:     VecCopy(X,Xh);
    195:     if (i>= start && i<end) {
    196:       xv   = -dx;
    197:       VecSetValues(Xh,1,&i,&xv,ADD_VALUES);
    198:     }
    199:     VecAssemblyBegin(Xh);
    200:     VecAssemblyEnd(Xh);
    201:     SNESComputeObjective(snes,Xh,&ob3);

    203:     if (i >= start && i<end) {
    204:       /* set this entry to be the gradient of the objective */
    205:       fv = (-ob2 + 6.*ob1 - 3.*ob -2.*ob3) / (6.*dx);
    206:       if (PetscAbsScalar(fv) > eps) {
    207:         VecSetValues(F,1,&i,&fv,INSERT_VALUES);
    208:       } else {
    209:         fv   = 0.;
    210:         VecSetValues(F,1,&i,&fv,INSERT_VALUES);
    211:       }
    212:     }
    213:   }

    215:   VecDestroy(&Xh);

    217:   VecAssemblyBegin(F);
    218:   VecAssemblyEnd(F);
    219:   return(0);
    220: }