class FakeSolver(NonLinearSolver):
""" Does nothing but invoke a line search."""
def __init__(self):
super(FakeSolver, self).__init__()
self.sub = BackTracking()
def solve(self, params, unknowns, resids, system, metadata=None):
""" Calc deriv then do line search."""
# Perform an initial run to propagate srcs to targets.
system.children_solve_nonlinear(None)
system.apply_nonlinear(params, unknowns, resids)
# Linearize Model with partial derivatives
system._sys_linearize(params, unknowns, resids, total_derivs=False)
# Calculate direction to take step
arg = system.drmat[None]
result = system.dumat[None]
# Step waaaaay to far so we have to backtrack
arg.vec[:] = resids.vec * 100
system.solve_linear(system.dumat, system.drmat, [None], mode='fwd')
unknowns.vec += result.vec
self.sub.solve(params, unknowns, resids, system, self, 1.0, 1.0, 1.0)
class FakeSolver(NonLinearSolver):
""" Does nothing but invoke a line search."""
def __init__(self):
super(FakeSolver, self).__init__()
self.sub = BackTracking()
def solve(self, params, unknowns, resids, system, metadata=None):
""" Calc deriv then do line search."""
# Perform an initial run to propagate srcs to targets.
system.children_solve_nonlinear(None)
system.apply_nonlinear(params, unknowns, resids)
# Linearize Model with partial derivatives
system._sys_linearize(params, unknowns, resids, total_derivs=False)
# Calculate direction to take step
arg = system.drmat[None]
result = system.dumat[None]
# Step waaaaay to far so we have to backtrack
arg.vec[:] = resids.vec*100
system.solve_linear(system.dumat, system.drmat, [None], mode='fwd')
unknowns.vec += result.vec
self.sub.solve(params, unknowns, resids, system, self, 1.0, 1.0, 1.0)
def __init__(self):
super(Newton, self).__init__()
opt = self.options
opt.add_option('atol',
1e-12,
lower=0.0,
desc='Absolute convergence tolerance.')
opt.add_option('rtol',
1e-10,
lower=0.0,
desc='Relative convergence tolerance.')
opt.add_option('maxiter',
20,
lower=0,
desc='Maximum number of iterations.')
opt.add_option('alpha', 1.0, desc='Initial over-relaxation factor.')
opt.add_option(
'solve_subsystems',
True,
desc=
'Set to True to solve subsystems. You may need this for solvers nested under Newton.'
)
self.print_name = 'NEWTON'
# Only one choice, but you can set this to None if you want.
self.line_search = BackTracking()
def __init__(self):
super(Newton, self).__init__()
opt = self.options
opt.add_option('atol',
1e-12,
lower=0.0,
desc='Absolute convergence tolerance.')
opt.add_option('rtol',
1e-10,
lower=0.0,
desc='Relative convergence tolerance.')
opt.add_option('maxiter',
20,
lower=0,
desc='Maximum number of iterations.')
opt.add_option('alpha', 1.0, desc='Initial over-relaxation factor.')
opt.add_option(
'solve_subsystems',
True,
desc=
'Set to True to solve subsystems. You may need this for solvers nested under Newton.'
)
self.print_name = 'NEWTON'
# Only one choice, but the user could write their own.
self.line_search = BackTracking()
# User can specify a different linear solver for Newton. Default is
# to use the parent's solver.
self.ln_solver = None
def __init__(self):
super(Newton, self).__init__()
# What we support
self.supports["uses_derivatives"] = True
opt = self.options
opt.add_option("atol", 1e-12, lower=0.0, desc="Absolute convergence tolerance.")
opt.add_option("rtol", 1e-10, lower=0.0, desc="Relative convergence tolerance.")
opt.add_option("maxiter", 20, lower=0, desc="Maximum number of iterations.")
opt.add_option("alpha", 1.0, desc="Initial over-relaxation factor.")
opt.add_option(
"solve_subsystems",
True,
desc="Set to True to solve subsystems. You may need this for solvers nested under Newton.",
)
self.print_name = "NEWTON"
# Only one choice, but the user could write their own.
self.line_search = BackTracking()
# User can specify a different linear solver for Newton. Default is
# to use the parent's solver.
self.ln_solver = None
def __init__(self):
super(Newton, self).__init__()
opt = self.options
opt.add_option('atol', 1e-12, lower=0.0,
desc='Absolute convergence tolerance.')
opt.add_option('rtol', 1e-10, lower=0.0,
desc='Relative convergence tolerance.')
opt.add_option('maxiter', 20, lower=0,
desc='Maximum number of iterations.')
opt.add_option('alpha', 1.0,
desc='Initial over-relaxation factor.')
opt.add_option('solve_subsystems', True,
desc='Set to True to solve subsystems. You may need this for solvers nested under Newton.')
# Only one choice, but you can set this to None if you want.
self.line_search = BackTracking()
def test_newton_with_backtracking_analysis_error(self):
top = Problem()
top.root = SellarStateConnection()
top.root.nl_solver.line_search = BackTracking()
top.root.nl_solver.line_search.options['maxiter'] = 2
top.root.nl_solver.line_search.options['err_on_maxiter'] = True
top.root.nl_solver.line_search.options['c'] = 1.0
top.root.nl_solver.options['alpha'] = 10.0
top.setup(check=False)
try:
top.run()
except AnalysisError as err:
self.assertEqual(
str(err),
"Solve in '': BackTracking failed to converge after 2 iterations."
)
else:
self.fail("AnalysisError expected")
def test_newton_with_backtracking(self):
top = Problem()
root = top.root = Group()
root.add('comp', TrickyComp())
root.add('p', IndepVarComp('y', 1.2278849186466743))
root.connect('p.y', 'comp.y')
root.nl_solver = Newton()
root.ln_solver = ScipyGMRES()
root.nl_solver.line_search = BackTracking()
root.nl_solver.line_search.options['maxiter'] = 100
root.nl_solver.line_search.options['c'] = 0.5
root.nl_solver.options['alpha'] = 10.0
top.setup(check=False)
top['comp.x'] = 1.0
top.print_all_convergence(level=1)
top.run()
assert_rel_error(self, top['comp.x'], .3968459, .0001)
def __init__(self):
super(Newton, self).__init__()
opt = self.options
opt.add_option('atol', 1e-12, lower=0.0,
desc='Absolute convergence tolerance.')
opt.add_option('rtol', 1e-10, lower=0.0,
desc='Relative convergence tolerance.')
opt.add_option('maxiter', 20, lower=0,
desc='Maximum number of iterations.')
opt.add_option('alpha', 1.0,
desc='Initial over-relaxation factor.')
opt.add_option('solve_subsystems', True,
desc='Set to True to solve subsystems. You may need this for solvers nested under Newton.')
self.print_name = 'NEWTON'
# Only one choice, but the user could write their own.
self.line_search = BackTracking()
# User can slot a linear solver into Newton. Default is to use the
# parent's solver.
self.ln_solver = None
def __init__(self):
super(FakeSolver, self).__init__()
self.sub = BackTracking()
class Newton(NonLinearSolver):
"""A python Newton solver that solves a linear system to determine the
next direction to step. Also uses `Backtracking` as the default line
search algorithm, but you can choose a different one by specifying
`self.line_search`.
Options
-------
options['alpha'] : float(1.0)
Initial over-relaxation factor.
options['atol'] : float(1e-12)
Absolute convergence tolerance.
options['iprint'] : int(0)
Set to 0 to disable printing, set to 1 to print the residual to stdout
each iteration, set to 2 to print subiteration residuals as well.
options['maxiter'] : int(20)
Maximum number of iterations.
options['rtol'] : float(1e-10)
Relative convergence tolerance.
options['solve_subsystems'] : bool(True)
Set to True to solve subsystems. You may need this for solvers nested under Newton.
"""
def __init__(self):
super(Newton, self).__init__()
opt = self.options
opt.add_option('atol', 1e-12, lower=0.0,
desc='Absolute convergence tolerance.')
opt.add_option('rtol', 1e-10, lower=0.0,
desc='Relative convergence tolerance.')
opt.add_option('maxiter', 20, lower=0,
desc='Maximum number of iterations.')
opt.add_option('alpha', 1.0,
desc='Initial over-relaxation factor.')
opt.add_option('solve_subsystems', True,
desc='Set to True to solve subsystems. You may need this for solvers nested under Newton.')
# Only one choice, but you can set this to None if you want.
self.line_search = BackTracking()
def solve(self, params, unknowns, resids, system, metadata=None):
""" Solves the system using a Netwon's Method.
Args
----
params : `VecWrapper`
`VecWrapper` containing parameters. (p)
unknowns : `VecWrapper`
`VecWrapper` containing outputs and states. (u)
resids : `VecWrapper`
`VecWrapper` containing residuals. (r)
system : `System`
Parent `System` object.
metadata : dict, optional
Dictionary containing execution metadata (e.g. iteration coordinate).
"""
atol = self.options['atol']
rtol = self.options['rtol']
maxiter = self.options['maxiter']
alpha = self.options['alpha']
# Metadata setup
self.iter_count = 0
local_meta = create_local_meta(metadata, system.pathname)
system.ln_solver.local_meta = local_meta
update_local_meta(local_meta, (self.iter_count, 0))
# Perform an initial run to propagate srcs to targets.
system.children_solve_nonlinear(local_meta)
system.apply_nonlinear(params, unknowns, resids)
f_norm = resids.norm()
f_norm0 = f_norm
if self.options['iprint'] > 0:
self.print_norm('NEWTON', system.pathname, 0, f_norm, f_norm0)
arg = system.drmat[None]
result = system.dumat[None]
while self.iter_count < maxiter and f_norm > atol and \
f_norm/f_norm0 > rtol:
# Linearize Model with partial derivatives
system._sys_linearize(params, unknowns, resids, total_derivs=False)
# Calculate direction to take step
arg.vec[:] = resids.vec
system.solve_linear(system.dumat, system.drmat, [None], mode='fwd')
unknowns.vec += alpha*result.vec
# Metadata update
self.iter_count += 1
update_local_meta(local_meta, (self.iter_count, 0))
# Just evaluate the model with the new points
if self.options['solve_subsystems'] is True:
system.children_solve_nonlinear(local_meta)
system.apply_nonlinear(params, unknowns, resids, local_meta)
self.recorders.record_iteration(system, local_meta)
f_norm = resids.norm()
if self.options['iprint'] > 0:
self.print_norm('NEWTON', system.pathname, self.iter_count, f_norm, f_norm0)
# Backtracking Line Search
if self.line_search is not None:
self.line_search.solve(params, unknowns, resids, system, self,
alpha, f_norm, f_norm0, metadata)
# Need to make sure the whole workflow is executed at the final
# point, not just evaluated.
#self.iter_count += 1
#update_local_meta(local_meta, (self.iter_count, 0))
#system.children_solve_nonlinear(local_meta)
if self.options['iprint'] > 0:
if self.iter_count == maxiter or isnan(f_norm):
msg = 'FAILED to converge after max iterations'
else:
msg = 'converged'
self.print_norm('NEWTON', system.pathname, self.iter_count, f_norm,
f_norm0, msg=msg)
def print_all_convergence(self):
""" Turns on iprint for this solver and all subsolvers. Override if
your solver has subsolvers."""
self.options['iprint'] = 1
if self.line_search is not None:
self.line_search.options['iprint'] = 1
class Newton(NonLinearSolver):
"""A python Newton solver that solves a linear system to determine the
next direction to step. Also uses `Backtracking` as the default line
search algorithm, but you can choose a different one by specifying
`self.line_search`.
Options
-------
options['alpha'] : float(1.0)
Initial over-relaxation factor.
options['atol'] : float(1e-12)
Absolute convergence tolerance.
options['iprint'] : int(0)
Set to 0 to disable printing, set to 1 to print the residual to stdout
each iteration, set to 2 to print subiteration residuals as well.
options['maxiter'] : int(20)
Maximum number of iterations.
options['rtol'] : float(1e-10)
Relative convergence tolerance.
options['solve_subsystems'] : bool(True)
Set to True to solve subsystems. You may need this for solvers nested under Newton.
"""
def __init__(self):
super(Newton, self).__init__()
opt = self.options
opt.add_option('atol',
1e-12,
lower=0.0,
desc='Absolute convergence tolerance.')
opt.add_option('rtol',
1e-10,
lower=0.0,
desc='Relative convergence tolerance.')
opt.add_option('maxiter',
20,
lower=0,
desc='Maximum number of iterations.')
opt.add_option('alpha', 1.0, desc='Initial over-relaxation factor.')
opt.add_option(
'solve_subsystems',
True,
desc=
'Set to True to solve subsystems. You may need this for solvers nested under Newton.'
)
self.print_name = 'NEWTON'
# Only one choice, but you can set this to None if you want.
self.line_search = BackTracking()
def solve(self, params, unknowns, resids, system, metadata=None):
""" Solves the system using a Netwon's Method.
Args
----
params : `VecWrapper`
`VecWrapper` containing parameters. (p)
unknowns : `VecWrapper`
`VecWrapper` containing outputs and states. (u)
resids : `VecWrapper`
`VecWrapper` containing residuals. (r)
system : `System`
Parent `System` object.
metadata : dict, optional
Dictionary containing execution metadata (e.g. iteration coordinate).
"""
atol = self.options['atol']
rtol = self.options['rtol']
maxiter = self.options['maxiter']
alpha = self.options['alpha']
# Metadata setup
self.iter_count = 0
local_meta = create_local_meta(metadata, system.pathname)
system.ln_solver.local_meta = local_meta
update_local_meta(local_meta, (self.iter_count, 0))
# Perform an initial run to propagate srcs to targets.
system.children_solve_nonlinear(local_meta)
system.apply_nonlinear(params, unknowns, resids)
f_norm = resids.norm()
f_norm0 = f_norm
if self.options['iprint'] > 0:
self.print_norm(self.print_name, system.pathname, 0, f_norm,
f_norm0)
arg = system.drmat[None]
result = system.dumat[None]
while self.iter_count < maxiter and f_norm > atol and \
f_norm/f_norm0 > rtol:
# Linearize Model with partial derivatives
system._sys_linearize(params, unknowns, resids, total_derivs=False)
# Calculate direction to take step
arg.vec[:] = resids.vec
system.solve_linear(system.dumat, system.drmat, [None], mode='fwd')
# Step in that direction,
self.iter_count += 1
f_norm = self.line_search.solve(params, unknowns, resids, system,
self, alpha, f_norm0, metadata)
# Need to make sure the whole workflow is executed at the final
# point, not just evaluated.
#self.iter_count += 1
#update_local_meta(local_meta, (self.iter_count, 0))
#system.children_solve_nonlinear(local_meta)
if self.options['iprint'] > 0:
if self.iter_count == maxiter or isnan(f_norm):
msg = 'FAILED to converge after max iterations'
else:
msg = 'converged'
self.print_norm(self.print_name,
system.pathname,
self.iter_count,
f_norm,
f_norm0,
msg=msg)
def print_all_convergence(self):
""" Turns on iprint for this solver and all subsolvers. Override if
your solver has subsolvers."""
self.options['iprint'] = 1
self.line_search.options['iprint'] = 1
def __init__(self):
super(FakeSolver, self).__init__()
self.sub = BackTracking()
class Newton(NonLinearSolver):
"""A python Newton solver that solves a linear system to determine the
next direction to step. Also uses `Backtracking` as the default line
search algorithm, but you can choose a different one by specifying
`self.line_search`. A linear solver can also be specified by assigning it
to `self.ln_solver` to use a different solver than the one in the
parent system.
Options
-------
options['alpha'] : float(1.0)
Initial over-relaxation factor.
options['atol'] : float(1e-12)
Absolute convergence tolerance.
options['err_on_maxiter'] : bool(False)
If True, raise an AnalysisError if not converged at maxiter.
options['iprint'] : int(0)
Set to 0 to disable printing, set to 1 to print the residual to stdout
each iteration, set to 2 to print subiteration residuals as well.
options['maxiter'] : int(20)
Maximum number of iterations.
options['rtol'] : float(1e-10)
Relative convergence tolerance.
options['solve_subsystems'] : bool(True)
Set to True to solve subsystems. You may need this for solvers nested under Newton.
"""
def __init__(self):
super(Newton, self).__init__()
# What we support
self.supports["uses_derivatives"] = True
opt = self.options
opt.add_option("atol", 1e-12, lower=0.0, desc="Absolute convergence tolerance.")
opt.add_option("rtol", 1e-10, lower=0.0, desc="Relative convergence tolerance.")
opt.add_option("maxiter", 20, lower=0, desc="Maximum number of iterations.")
opt.add_option("alpha", 1.0, desc="Initial over-relaxation factor.")
opt.add_option(
"solve_subsystems",
True,
desc="Set to True to solve subsystems. You may need this for solvers nested under Newton.",
)
self.print_name = "NEWTON"
# Only one choice, but the user could write their own.
self.line_search = BackTracking()
# User can specify a different linear solver for Newton. Default is
# to use the parent's solver.
self.ln_solver = None
def setup(self, sub):
""" Initialize sub solvers.
Args
----
sub: `System`
System that owns this solver.
"""
if self.line_search:
self.line_search.setup(sub)
if self.ln_solver:
self.ln_solver.setup(sub)
def solve(self, params, unknowns, resids, system, metadata=None):
""" Solves the system using a Netwon's Method.
Args
----
params : `VecWrapper`
`VecWrapper` containing parameters. (p)
unknowns : `VecWrapper`
`VecWrapper` containing outputs and states. (u)
resids : `VecWrapper`
`VecWrapper` containing residuals. (r)
system : `System`
Parent `System` object.
metadata : dict, optional
Dictionary containing execution metadata (e.g. iteration coordinate).
"""
atol = self.options["atol"]
rtol = self.options["rtol"]
maxiter = self.options["maxiter"]
alpha = self.options["alpha"]
# Metadata setup
self.iter_count = 0
local_meta = create_local_meta(metadata, system.pathname)
system.ln_solver.local_meta = local_meta
update_local_meta(local_meta, (self.iter_count, 0))
# Perform an initial run to propagate srcs to targets.
system.children_solve_nonlinear(local_meta)
system.apply_nonlinear(params, unknowns, resids)
f_norm = resids.norm()
f_norm0 = f_norm
if self.options["iprint"] > 0:
self.print_norm(self.print_name, system.pathname, 0, f_norm, f_norm0)
arg = system.drmat[None]
result = system.dumat[None]
while self.iter_count < maxiter and f_norm > atol and f_norm / f_norm0 > rtol:
# Linearize Model with partial derivatives
system._sys_linearize(params, unknowns, resids, total_derivs=False)
# Calculate direction to take step
arg.vec[:] = -resids.vec
with system._dircontext:
system.solve_linear(system.dumat, system.drmat, [None], mode="fwd", solver=self.ln_solver)
# Step in that direction,
self.iter_count += 1
f_norm = self.line_search.solve(params, unknowns, resids, system, self, alpha, f_norm0, metadata)
# Need to make sure the whole workflow is executed at the final
# point, not just evaluated.
# self.iter_count += 1
# update_local_meta(local_meta, (self.iter_count, 0))
# system.children_solve_nonlinear(local_meta)
if self.iter_count >= maxiter or isnan(f_norm):
msg = "FAILED to converge after %d iterations" % self.iter_count
fail = True
else:
fail = False
if self.options["iprint"] > 0:
if not fail:
msg = "converged"
self.print_norm(self.print_name, system.pathname, self.iter_count, f_norm, f_norm0, msg=msg)
if fail and self.options["err_on_maxiter"]:
raise AnalysisError("Solve in '%s': Newton %s" % (system.pathname, msg))
def print_all_convergence(self):
""" Turns on iprint for this solver and all subsolvers. Override if
your solver has subsolvers."""
self.options["iprint"] = 1
self.line_search.options["iprint"] = 1
