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Backofen, Rainer
amdis
Commits
89c1ecdb
Commit
89c1ecdb
authored
Aug 02, 2011
by
Praetorius, Simon
Browse files
modifications in Newtonsolver (simplified Newton-iteration, armijo-stepsize control)
parent
df4ca9a4
Changes
3
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Inline
Side-by-side
AMDiS/src/nonlin/Newton.h
View file @
89c1ecdb
...
...
@@ -56,8 +56,12 @@ namespace AMDiS {
/// Calls constructor of base class NonLinSolver
Newton
(
const
std
::
string
&
name
,
OEMSolver
*
linSolver
)
:
NonLinSolver
(
name
,
linSolver
),
b
(
NULL
)
{}
b
(
NULL
),
buildCycle
(
1
)
{
Parameters
::
get
(
name
+
"->build cycle"
,
buildCycle
);
}
private:
/// Realisation of NonLinSolver::init
...
...
@@ -80,8 +84,14 @@ namespace AMDiS {
MSG
(
"iter. | this->residual | red. | n |
\n
"
);
for
(
iter
=
1
;
iter
<=
this
->
maxIter
;
iter
++
)
{
// Assemble DF(x) and F(x)
prob
->
buildAfterCoarsen
(
adaptInfo
,
0
,
true
,
true
);
if
(
iter
==
1
||
(
buildCycle
>
0
&&
(
iter
-
1
)
%
buildCycle
==
0
))
{
this
->
getLinearSolver
()
->
setMultipleRhs
(
false
);
// Assemble DF(x) and F(x)
prob
->
buildAfterCoarsen
(
adaptInfo
,
0
,
true
,
true
);
}
else
{
this
->
getLinearSolver
()
->
setMultipleRhs
(
true
);
prob
->
buildAfterCoarsen
(
adaptInfo
,
0
,
false
,
true
);
}
// Initial guess is zero
b
->
set
(
0.0
);
...
...
@@ -134,6 +144,12 @@ namespace AMDiS {
private:
/// Internal used data
SystemVector
*
b
;
/// build matrix every ith iteration,
/// 0...build matrix only once,
/// i>=1...rebuild matrix in ith solver iteration,
/// standard = 1
int
buildCycle
;
};
}
...
...
AMDiS/src/nonlin/NewtonArmijo.h
0 → 100644
View file @
89c1ecdb
// ============================================================================
// == ==
// == AMDiS - Adaptive multidimensional simulations ==
// == ==
// == http://www.amdis-fem.org ==
// == ==
// ============================================================================
//
// Software License for AMDiS
//
// Copyright (c) 2010 Dresden University of Technology
// All rights reserved.
// Authors: Simon Vey, Thomas Witkowski et al.
//
// This file is part of AMDiS
//
// See also license.opensource.txt in the distribution.
/// literature: some ideas based on "Zur Numerik nichtlinearer Gelichungssysteme (Teil 2)", Werner Vogt, TU Ilmenau, 2004
/** \file NewtonArmijo.h */
#ifndef AMDIS_NEWTON_ARMIJO_H
#define AMDIS_NEWTON_ARMIJO_H
#include
"CreatorInterface.h"
#include
"NonLinSolver.h"
#include
"OEMSolver.h"
#include
"io/VtkWriter.h"
namespace
AMDiS
{
/**
* \ingroup Solver
*
* \Brief
* Implements the newton method with Armijo-rule for stepsize control
* for solving a non linear system. Sub class of NonLinSolver.
*/
class
NewtonArmijo
:
public
NonLinSolver
{
public:
/// Creator class used in the NonLinSolverMap.
class
Creator
:
public
NonLinSolverCreator
{
public:
virtual
~
Creator
()
{}
/// Returns a new Newton object.
NonLinSolver
*
create
()
{
return
new
NewtonArmijo
(
this
->
name
,
this
->
linearSolver
);
}
};
/// Calls constructor of base class NonLinSolver
NewtonArmijo
(
const
std
::
string
&
name
,
OEMSolver
*
linSolver
)
:
NonLinSolver
(
name
,
linSolver
),
b
(
NULL
),
buildCycle
(
1
),
delta
(
1.e-2
),
// Abstiegsregulator, z.B. 1.e-2, 1.e-4
alpha
(
0.5
),
// Daempfungsfaktor, z.B. 0.5
nLineSearch
(
5
)
// maximale Anzahl line-seach Schritte
{
Parameters
::
get
(
name
+
"->build cycle"
,
buildCycle
);
Parameters
::
get
(
name
+
"->armijo->delta"
,
delta
);
Parameters
::
get
(
name
+
"->armijo->alpha"
,
alpha
);
}
private:
/// Realisation of NonLinSolver::init
void
init
()
{}
/// realisation of NonLinSolver::nlsolve
int
nlsolve
(
SolverMatrix
<
Matrix
<
DOFMatrix
*>
>&
mat
,
SystemVector
&
x
,
SystemVector
&
rhs
,
AdaptInfo
*
adaptInfo
,
ProblemStat
*
prob
)
{
FUNCNAME
(
"Newton::nlsolve()"
);
if
(
b
==
NULL
)
b
=
new
SystemVector
(
x
);
double
err
=
0.0
,
errOld
=
-
1.0
,
lambda
=
1.0
;
int
iter
,
n
;
SystemVector
x_test
(
x
);
MSG
(
"iter. | this->residual | red. | n | lambda |
\n
"
);
for
(
iter
=
1
;
iter
<=
this
->
maxIter
;
iter
++
)
{
if
(
iter
==
1
||
(
buildCycle
>
0
&&
(
iter
-
1
)
%
buildCycle
==
0
))
{
this
->
getLinearSolver
()
->
setMultipleRhs
(
false
);
// Assemble DF(x) and F(x)
prob
->
buildAfterCoarsen
(
adaptInfo
,
0
,
true
,
true
);
}
else
{
this
->
getLinearSolver
()
->
setMultipleRhs
(
true
);
prob
->
buildAfterCoarsen
(
adaptInfo
,
0
,
false
,
true
);
}
// Initial guess is zero
b
->
set
(
0.0
);
// Solve linear system
n
=
solveLinearSystem
(
mat
,
*
b
,
rhs
);
lambda
=
std
::
min
(
1.0
,
lambda
/
alpha
);
// x = x + d
x_test
=
x
+
lambda
*
(
*
b
);
for
(
int
k
=
0
;
k
<
nLineSearch
;
++
k
)
{
if
(
this
->
usedNorm
==
NO_NORM
||
this
->
usedNorm
==
L2_NORM
)
err
=
L2Norm
(
b
);
else
err
=
H1Norm
(
b
);
// armijo rule
if
(
err
<=
(
1.0
-
2.0
*
delta
*
lambda
)
*
errOld
)
break
;
lambda
*=
alpha
;
x_test
=
x
+
lambda
*
(
*
b
);
}
x
=
x_test
;
if
(
iter
==
1
)
this
->
initialResidual
=
err
;
if
(
errOld
<=
0
)
MSG
(
"%5d | %12.5e | -------- | %4d | %5.2 |
\n
"
,
iter
,
err
,
n
,
lambda
);
else
MSG
(
"%5d | %12.5e | %8.2e | %4d | %5.2 |
\n
"
,
iter
,
err
,
err
/
errOld
,
n
,
lambda
);
residual
=
err
;
if
(
err
<
this
->
tolerance
)
{
MSG
(
"Finished successfully!
\n
"
);
return
iter
;
}
errOld
=
err
;
}
MSG
(
"iter. %d, residual: %12.5e
\n
"
,
iter
,
err
);
MSG
(
"tolerance %e not reached
\n
"
,
this
->
tolerance
);
this
->
residual
=
err
;
return
iter
;
}
/// Realisation of NonLinSolver::exit
void
exit
()
{
if
(
b
!=
NULL
)
{
delete
b
;
b
=
NULL
;
}
}
private:
/// Internal used data
SystemVector
*
b
;
/// build matrix every ith iteration,
/// 0...build matrix only once,
/// i>=1...rebuild matrix in ith solver iteration,
/// standard = 1
int
buildCycle
;
/// Abstiegsregulator, z.B. 1.e-2, 1.e-4
/// hinreichender Abstieg bei |f(x_{k+1]})|^2 < (1-2*delta*lambda_k)*|f(x_k})|^2
double
delta
;
/// Skalierungsfaktor, z.B. 0.5
/// Anpassung des Daempfungsfaktors lambda um Faktor alpha:
/// lambda_{k+1} = min(lambda_k/alpha, 1)
double
alpha
;
/// maximale Anzahl line-seach Schritte
int
nLineSearch
;
};
}
#endif // AMDIS_NEWTON_ARMIJO_H
AMDiS/src/nonlin/NonLinSolver.h
View file @
89c1ecdb
...
...
@@ -175,6 +175,7 @@ namespace AMDiS {
}
#include
"Newton.h"
#include
"NewtonArmijo.h"
#endif // AMDIS_NONLINSOLVER_H
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