petsc-3.7.1 2016-05-15
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SNESQN

Limited-Memory Quasi-Newton methods for the solution of nonlinear systems.

Options Database

-snes_qn_m <m> - Number of past states saved for the L-Broyden methods. Many br+ -snes_qn_restart_type <powell,periodic,none> - set the restart type Many br
-snes_qn_powell_angle - Angle condition for restart. Many br
-snes_qn_powell_descent - Descent condition for restart. Many br
-snes_qn_type <lbfgs,broyden,badbroyden> - QN type Many br
-snes_qn_scale_type <shanno,none,linesearch,jacobian> - scaling performed on inner Jacobian Many br
-snes_linesearch_type <cp, l2, basic> - Type of line search. Many br
-snes_qn_monitor - Monitors the quasi-newton Jacobian. Many br

Notes: This implements the L-BFGS, Broyden, and "Bad" Broyden algorithms for the solution of F(x) = b using Many brprevious change in F(x) and x to form the approximate inverse Jacobian using a series of multiplicative rank-one Many brupdates. Many br

When using a nonlinear preconditioner, one has two options as to how the preconditioner is applied. The first of Many brthese options, sequential, uses the preconditioner to generate a new solution and function and uses those at this Many briteration as the current iteration's values when constructing the approximate Jacobian. The second, composed, Many brperturbs the problem the Jacobian represents to be P(x, b) - x = 0, where P(x, b) is the preconditioner. Many br

References

1. - Kelley, C.T., Iterative Methods for Linear and Nonlinear Equations, Chapter 8, SIAM, 1995. Many br
2. - R. Byrd, J. Nocedal, R. Schnabel, Representations of Quasi Newton Matrices and their use in Limited Memory Methods, Many brTechnical Report, Northwestern University, June 1992. Many br
3. - Peter N. Brown, Alan C. Hindmarsh, Homer F. Walker, Experiments with Quasi-Newton Methods in Solving Stiff ODE Many brSystems, SIAM J. Sci. Stat. Comput. Vol 6(2), April 1985. Many br
4. - Peter R. Brune, Matthew G. Knepley, Barry F. Smith, and Xuemin Tu, "Composing Scalable Nonlinear Algebraic Solvers", Many brSIAM Review, 57(4), 2015 Many br

Many br

See Also

SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESNEWTONTR

Level:beginner
Location:
src/snes/impls/qn/qn.c
Index of all SNES routines
Table of Contents for all manual pages
Index of all manual pages