[petsc-users] SNES line search

[Peter Brune]

Fix for the garbage in X part is in.

http://petsc.cs.iit.edu/petsc/releases/petsc-3.3/rev/9d679552ef45

- Peter

On Wed, Oct 17, 2012 at 3:34 PM, Peter Brune <prbrune at gmail.com> wrote:

>
>
> On Wed, Oct 17, 2012 at 3:01 PM, Dmitry Karpeev <karpeev at mcs.anl.gov>wrote:
>
>>
>>
>> On Wed, Oct 17, 2012 at 2:56 PM, Peter Brune <prbrune at gmail.com> wrote:
>>
>>>
>>>
>>> On Wed, Oct 17, 2012 at 2:40 PM, Dmitry Karpeev <karpeev at mcs.anl.gov>wrote:
>>>
>>>>
>>>>
>>>> On Wed, Oct 17, 2012 at 2:11 PM, Jed Brown <jedbrown at mcs.anl.gov>wrote:
>>>>
>>>>> On Wed, Oct 17, 2012 at 2:02 PM, Shiyuan Gu <sgu at anl.gov> wrote:
>>>>>
>>>>>> Hi,
>>>>>>     I am using petsc-3.3-p2.  For my particular equation, for the
>>>>>> first few iterations, the residual norm is effectively reduced and the
>>>>>> solution X is very close to the exact solution (the residual norm is e-17).
>>>>>> Then in the next iteration, SNES_KSPSolve(....) returns a newton step very
>>>>>> close to zero which is correct, but the line search after it fails, and the
>>>>>> function SNESLSCheckLocalMin_Private(...) is called. In the function
>>>>>> SNESLSCheckLocalMin_Private(),
>>>>>> the solution vector X is rewritten to X=J^T*F where J is the Jacobian
>>>>>> and F is the residual. Since F is very close to zero, X is also zero which
>>>>>> is wrong.
>>>>>> Is there a way to skip the line search?(if the line search is not
>>>>>> performed, there would be no problem for this particular equation).  How
>>>>>> should we handle this situation?
>>>>>>
>>>>>
>>>>> You can turn off the line search with -snes_linesearch_type basic, but
>>>>> I recommend setting an appropriate atol and stol instead, to prevent
>>>>> attempting to solve the system more accurately than machine precision when
>>>>> given a good initial guess.
>>>>>
>>>> Maybe it wouldn't be a bad idea to (a) not use the solution vector as a
>>>> temporary in detecting the local minimum,
>>>>
>>>
>>> Dumping garbage into X upon failure appears to be my careless mistake.
>>> I'll fix it in 3.3.
>>>
>>>
>>>>
>>>>
>>>>
>>> (b) print the norm of the last solution before bailing out of the Newton
>>>> loop?
>>>>
>>>
>>> This can go into the -info output.
>>>
>> Why not (also) let SNESMonitor() be called on that last solution?
>>
>
> Oh, I interpreted "norm of the solution" literally rather than "norm of
> the function at that solution", which makes more sense.  However, as it
> quits after failing the line search and doesn't transfer the failed
> solution over.  This is indeed a divergence, so printing a failed norm
> probably isn't the right solution.  You can see what the line search is
> doing with -snes_linesearch_monitor.
>
> We changed the behavior in petsc-dev a little bit with respect to this
> type of case, as we were seeing bad interaction between line search
> divergence in the case of small step sizes and small-normed solutions with
> the logic as it was in 3.3 and before.  This could be that type of problem,
> where the solution is well converged and the line search cannot make more
> progress.
>
> In any case, I'll fix the problem with writing garbage into the solution.
>
> In order to truly diagnose this, output with -snes_linesearch_monitor and
> -snes_converged reason would be nice.
>
> - Peter
>
>
>>
>>
>  Dmitry.
>>
>>>
>>>
>>> - Peter
>>>
>>>
>>>>  Dmitry.
>>>>
>>>>>
>>>>>
>>>>>> Also, after the solution vector X is rewritten by
>>>>>> SNESLSCheckLocalMin_Private(), the new residual  norm is not printed on
>>>>>> screen (which is huge for this particular problem).  Since the residual
>>>>>> norm printed on the screen is going to machine accuracy,  users might think
>>>>>> that the SNESSolve converges nicely and the returned solution is correct.
>>>>>> This seems a bit misleading in my opinion.
>>>>>>
>>>>>
>>>>> Are you checking -snes_converged_reason?
>>>>>
>>>>>
>>>>>>
>>>>>> Thanks.
>>>>>>
>>>>>> Shiyuan
>>>>>>
>>>>>>
>>>>>
>>>>>
>>>>
>>>
>>
>
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