Date: 2016-07-24T17:08:59+00:00

Actual source code: snesob.c
petsc-3.7.3 2016-07-24
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      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: .      F - current function/gradient
     14: .      obj - real to hold the objective value
     15: -      ctx - optional user-defined objective context

     17:    Level: advanced

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

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

     28:    Logically Collective on SNES

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

     36:    Level: intermediate

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

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

     42: .keywords: SNES, nonlinear, set, objective

     44: .seealso: SNESGetObjective(), SNESComputeObjective(), SNESSetFunction(), SNESSetJacobian(), SNESObjectiveFunction
     45: @*/
     46: PetscErrorCode  SNESSetObjective(SNES snes,PetscErrorCode (*obj)(SNES,Vec,PetscReal*,void*),void *ctx)
     47: {
     49:   DM             dm;

     53:   SNESGetDM(snes,&dm);
     54:   DMSNESSetObjective(dm,obj,ctx);
     55:   return(0);
     56: }

     60: /*@C
     61:    SNESGetObjective - Returns the objective function.

     63:    Not Collective

     65:    Input Parameter:
     66: .  snes - the SNES context

     68:    Output Parameter:
     69: +  obj - objective evaluation routine (or NULL); see SNESObjectFunction for details
     70: -  ctx - the function context (or NULL)

     72:    Level: advanced

     74: .keywords: SNES, nonlinear, get, objective

     76: .seealso: SNESSetObjective(), SNESGetSolution()
     77: @*/
     78: PetscErrorCode SNESGetObjective(SNES snes,PetscErrorCode (**obj)(SNES,Vec,PetscReal*,void*),void **ctx)
     79: {
     81:   DM             dm;

     85:   SNESGetDM(snes,&dm);
     86:   DMSNESGetObjective(dm,obj,ctx);
     87:   return(0);
     88: }

     92: /*@C
     93:    SNESComputeObjective - Computes the objective.

     95:    Collective on SNES

     97:    Input Parameter:
     98: +  snes - the SNES context
     99: -  X    - the state vector

    101:    Output Parameter:
    102: .  ob   - the objective value

    104:    Level: advanced

    106: .keywords: SNES, nonlinear, compute, objective

    108: .seealso: SNESSetObjective(), SNESGetSolution()
    109: @*/
    110: PetscErrorCode SNESComputeObjective(SNES snes,Vec X,PetscReal *ob)
    111: {
    113:   DM             dm;
    114:   DMSNES         sdm;

    120:   SNESGetDM(snes,&dm);
    121:   DMGetDMSNES(dm,&sdm);
    122:   if (sdm->ops->computeobjective) {
    123:     PetscLogEventBegin(SNES_ObjectiveEval,snes,X,0,0);
    124:     (sdm->ops->computeobjective)(snes,X,ob,sdm->objectivectx);
    125:     PetscLogEventEnd(SNES_ObjectiveEval,snes,X,0,0);
    126:   } else SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "Must call SNESSetObjective() before SNESComputeObjective().");
    127:   return(0);
    128: }

    133: /*@C
    134:    SNESObjectiveComputeFunctionDefaultFD - Computes the gradient of a user provided objective

    136:    Collective on SNES

    138:    Input Parameter:
    139: +  snes - the SNES context
    140: .  X    - the state vector
    141: -  ctx  - the (ignored) function context

    143:    Output Parameter:
    144: .  F   - the function value

    146:    Options Database Key:
    147: +  -snes_fd_function_eps - The differencing parameter
    148: -  -snes_fd_function - Compute function from user provided objective with finite difference

    150:    Notes:
    151:    SNESObjectiveComputeFunctionDefaultFD is similar in character to SNESComputeJacobianDefault.
    152:    Therefore, it should be used for debugging purposes only.  Using it in conjunction with
    153:    SNESComputeJacobianDefault is excessively costly and produces a Jacobian that is quite
    154:    noisy.  This is often necessary, but should be done with a grain of salt, even when debugging
    155:    small problems.

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

    159:    Level: advanced

    161: .keywords: SNES, objective, debugging, finite differences, function

    163: .seealso: SNESSetFunction(), SNESComputeObjective(), SNESComputeJacobianDefault()
    164: @*/
    165: PetscErrorCode SNESObjectiveComputeFunctionDefaultFD(SNES snes,Vec X,Vec F,void *ctx)
    166: {
    167:   Vec            Xh;
    169:   PetscInt       i,N,start,end;
    170:   PetscReal      ob,ob1,ob2,ob3,fob,dx,eps=1e-6;
    171:   PetscScalar    fv,xv;

    174:   VecDuplicate(X,&Xh);
    175:   PetscOptionsBegin(PetscObjectComm((PetscObject)snes),((PetscObject)snes)->prefix,"Differencing parameters","SNES");
    176:   PetscOptionsReal("-snes_fd_function_eps","Tolerance for nonzero entries in fd function","None",eps,&eps,NULL);
    177:   PetscOptionsEnd();
    178:   VecSet(F,0.);

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

    182:   VecGetSize(X,&N);
    183:   VecGetOwnershipRange(X,&start,&end);
    184:   SNESComputeObjective(snes,X,&ob);

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

    189:   for (i=0; i<N; i++) {
    190:     /* compute the 1st value */
    191:     VecCopy(X,Xh);
    192:     if (i>= start && i<end) {
    193:       xv   = dx;
    194:       VecSetValues(Xh,1,&i,&xv,ADD_VALUES);
    195:     }
    196:     VecAssemblyBegin(Xh);
    197:     VecAssemblyEnd(Xh);
    198:     SNESComputeObjective(snes,Xh,&ob1);

    200:     /* compute the 2nd value */
    201:     VecCopy(X,Xh);
    202:     if (i>= start && i<end) {
    203:       xv   = 2.*dx;
    204:       VecSetValues(Xh,1,&i,&xv,ADD_VALUES);
    205:     }
    206:     VecAssemblyBegin(Xh);
    207:     VecAssemblyEnd(Xh);
    208:     SNESComputeObjective(snes,Xh,&ob2);

    210:     /* compute the 3rd value */
    211:     VecCopy(X,Xh);
    212:     if (i>= start && i<end) {
    213:       xv   = -dx;
    214:       VecSetValues(Xh,1,&i,&xv,ADD_VALUES);
    215:     }
    216:     VecAssemblyBegin(Xh);
    217:     VecAssemblyEnd(Xh);
    218:     SNESComputeObjective(snes,Xh,&ob3);

    220:     if (i >= start && i<end) {
    221:       /* set this entry to be the gradient of the objective */
    222:       fv = (-ob2 + 6.*ob1 - 3.*ob -2.*ob3) / (6.*dx);
    223:       if (PetscAbsScalar(fv) > eps) {
    224:         VecSetValues(F,1,&i,&fv,INSERT_VALUES);
    225:       } else {
    226:         fv   = 0.;
    227:         VecSetValues(F,1,&i,&fv,INSERT_VALUES);
    228:       }
    229:     }
    230:   }

    232:   VecDestroy(&Xh);

    234:   VecAssemblyBegin(F);
    235:   VecAssemblyEnd(F);
    236:   return(0);
    237: }