Actual source code: maros.c

petsc-master 2017-11-16
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  1: /* Program usage: mpiexec -n 1 maros1 [-help] [all TAO options] */

  3: /* ----------------------------------------------------------------------
  4: TODO Explain maros example
  5: ---------------------------------------------------------------------- */

  7:  #include <petsctao.h>

  9: static  char help[]="";

 11: /*T
 12:    Concepts: TAO^Solving an unconstrained minimization problem
 13:    Routines: TaoCreate(); TaoSetType();
 14:    Routines: TaoSetInitialVector();
 15:    Routines: TaoSetObjectiveAndGradientRoutine();
 16:    Routines: TaoSetEqualityConstraintsRoutine();
 17:    Routines: TaoSetInequalityConstraintsRoutine();
 18:    Routines: TaoSetEqualityJacobianRoutine();
 19:    Routines: TaoSetInequalityJacobianRoutine();
 20:    Routines: TaoSetHessianRoutine(); TaoSetFromOptions();
 21:    Routines: TaoGetKSP(); TaoSolve();
 22:    Routines: TaoGetConvergedReason();TaoDestroy();
 23:    Processors: 1
 24: T*/

 26: /*
 27:    User-defined application context - contains data needed by the
 28:    application-provided call-back routines, FormFunction(),
 29:    FormGradient(), and FormHessian().
 30: */

 32: /*
 33:    x,d in R^n
 34:    f in R
 35:    bin in R^mi
 36:    beq in R^me
 37:    Aeq in R^(me x n)
 38:    Ain in R^(mi x n)
 39:    H in R^(n x n)
 40:    min f=(1/2)*x'*H*x + d'*x
 41:    s.t.  Aeq*x == beq
 42:          Ain*x >= bin
 43: */
 44: typedef struct {
 45:   char     name[32];
 46:   PetscInt n; /* Length x */
 47:   PetscInt me; /* number of equality constraints */
 48:   PetscInt mi; /* number of inequality constraints */
 49:   PetscInt m;  /* me+mi */
 50:   Mat      Aeq,Ain,H;
 51:   Vec      beq,bin,d;
 52: } AppCtx;

 54: /* -------- User-defined Routines --------- */

 56: PetscErrorCode InitializeProblem(AppCtx*);
 57: PetscErrorCode DestroyProblem(AppCtx *);
 58: PetscErrorCode FormFunctionGradient(Tao,Vec,PetscReal *,Vec,void *);
 59: PetscErrorCode FormHessian(Tao,Vec,Mat,Mat, void*);
 60: PetscErrorCode FormInequalityConstraints(Tao,Vec,Vec,void*);
 61: PetscErrorCode FormEqualityConstraints(Tao,Vec,Vec,void*);
 62: PetscErrorCode FormInequalityJacobian(Tao,Vec,Mat,Mat, void*);
 63: PetscErrorCode FormEqualityJacobian(Tao,Vec,Mat,Mat, void*);

 65: PetscErrorCode main(int argc,char **argv)
 66: {
 67:   PetscErrorCode     ierr;                /* used to check for functions returning nonzeros */
 68:   PetscMPIInt        size;
 69:   Vec                x;                   /* solution */
 70:   KSP                ksp;
 71:   PC                 pc;
 72:   Vec                ceq,cin;
 73:   PetscBool          flg;                 /* A return value when checking for use options */
 74:   Tao                tao;                 /* Tao solver context */
 75:   TaoConvergedReason reason;
 76:   AppCtx             user;                /* application context */

 78:   /* Initialize TAO,PETSc */
 79:   PetscInitialize(&argc,&argv,(char *)0,help);
 80:   MPI_Comm_size(PETSC_COMM_WORLD,&size);
 81:   /* Specify default parameters for the problem, check for command-line overrides */
 82:   PetscStrncpy(user.name,"HS21",8);
 83:   PetscOptionsGetString(NULL,NULL,"-cutername",user.name,24,&flg);

 85:   PetscPrintf(PETSC_COMM_WORLD,"\n---- MAROS Problem %s -----\n",user.name);
 86:   InitializeProblem(&user);
 87:   VecDuplicate(user.d,&x);
 88:   VecDuplicate(user.beq,&ceq);
 89:   VecDuplicate(user.bin,&cin);
 90:   VecSet(x,1.0);

 92:   TaoCreate(PETSC_COMM_WORLD,&tao);
 93:   TaoSetType(tao,TAOIPM);
 94:   TaoSetInitialVector(tao,x);
 95:   TaoSetObjectiveAndGradientRoutine(tao,FormFunctionGradient,(void*)&user);
 96:   TaoSetEqualityConstraintsRoutine(tao,ceq,FormEqualityConstraints,(void*)&user);
 97:   TaoSetInequalityConstraintsRoutine(tao,cin,FormInequalityConstraints,(void*)&user);
 98:   TaoSetInequalityBounds(tao,user.bin,NULL);
 99:   TaoSetJacobianEqualityRoutine(tao,user.Aeq,user.Aeq,FormEqualityJacobian,(void*)&user);
100:   TaoSetJacobianInequalityRoutine(tao,user.Ain,user.Ain,FormInequalityJacobian,(void*)&user);
101:   TaoSetHessianRoutine(tao,user.H,user.H,FormHessian,(void*)&user);
102:   TaoGetKSP(tao,&ksp);
103:   KSPGetPC(ksp,&pc);
104:   PCSetType(pc,PCLU);
105:   /*
106:       This algorithm produces matrices with zeros along the diagonal therefore we need to use
107:     SuperLU which does partial pivoting
108:   */
109:   PCFactorSetMatSolverPackage(pc,MATSOLVERSUPERLU);
110:   KSPSetType(ksp,KSPPREONLY);
111:   TaoSetTolerances(tao,0,0,0);

113:   TaoSetFromOptions(tao);
114:   TaoSolve(tao);
115:   TaoGetConvergedReason(tao,&reason);
116:   if (reason < 0) {
117:     PetscPrintf(MPI_COMM_WORLD, "TAO failed to converge due to %s.\n",TaoConvergedReasons[reason]);
118:   } else {
119:     PetscPrintf(MPI_COMM_WORLD, "Optimization completed with status %s.\n",TaoConvergedReasons[reason]);
120:   }

122:   DestroyProblem(&user);
123:   VecDestroy(&x);
124:   VecDestroy(&ceq);
125:   VecDestroy(&cin);
126:   TaoDestroy(&tao);

128:   PetscFinalize();
129:   return ierr;
130: }

132: PetscErrorCode InitializeProblem(AppCtx *user)
133: {
135:   PetscViewer    loader;
136:   MPI_Comm       comm;
137:   PetscInt       nrows,ncols,i;
138:   PetscScalar    one=1.0;
139:   char           filebase[128];
140:   char           filename[128];

143:   comm = PETSC_COMM_WORLD;
144:   PetscStrncpy(filebase,user->name,128);
145:   PetscStrncat(filebase,"/",1);
146:   PetscStrncpy(filename,filebase,128);
147:   PetscStrncat(filename,"f",3);
148:   PetscViewerBinaryOpen(comm,filename,FILE_MODE_READ,&loader);

150:   VecCreate(comm,&user->d);
151:   VecLoad(user->d,loader);
152:   PetscViewerDestroy(&loader);
153:   VecGetSize(user->d,&nrows);
154:   VecSetFromOptions(user->d);
155:   user->n = nrows;

157:   PetscStrncpy(filename,filebase,128);
158:   PetscStrncat(filename,"H",3);
159:   PetscViewerBinaryOpen(comm,filename,FILE_MODE_READ,&loader);

161:   MatCreate(comm,&user->H);
162:   MatSetSizes(user->H,PETSC_DECIDE,PETSC_DECIDE,nrows,nrows);
163:   MatLoad(user->H,loader);
164:   PetscViewerDestroy(&loader);
165:   MatGetSize(user->H,&nrows,&ncols);
166:   if (nrows != user->n) SETERRQ(comm,0,"H: nrows != n\n");
167:   if (ncols != user->n) SETERRQ(comm,0,"H: ncols != n\n");
168:   MatSetFromOptions(user->H);

170:   PetscStrncpy(filename,filebase,128);
171:   PetscStrncat(filename,"Aeq",3);
172:   PetscViewerBinaryOpen(comm,filename,FILE_MODE_READ,&loader);
173:   if (ierr) {
174:     user->Aeq = NULL;
175:     user->me  = 0;
176:   } else {
177:     MatCreate(comm,&user->Aeq);
178:     MatLoad(user->Aeq,loader);
179:     PetscViewerDestroy(&loader);
180:     MatGetSize(user->Aeq,&nrows,&ncols);
181:     if (ncols != user->n) SETERRQ(comm,0,"Aeq ncols != H nrows\n");
182:     MatSetFromOptions(user->Aeq);
183:     user->me = nrows;
184:   }

186:   PetscStrncpy(filename,filebase,128);
187:   PetscStrncat(filename,"Beq",3);
188:   PetscViewerBinaryOpen(comm,filename,FILE_MODE_READ,&loader);
189:   if (ierr) {
190:     user->beq = 0;
191:   } else {
192:     VecCreate(comm,&user->beq);
193:     VecLoad(user->beq,loader);
194:     PetscViewerDestroy(&loader);
195:     VecGetSize(user->beq,&nrows);
196:     if (nrows != user->me) SETERRQ(comm,0,"Aeq nrows != Beq n\n");
197:     VecSetFromOptions(user->beq);
198:   }

200:   user->mi = user->n;
201:   /* Ain = eye(n,n) */
202:   MatCreate(comm,&user->Ain);
203:   MatSetType(user->Ain,MATAIJ);
204:   MatSetSizes(user->Ain,PETSC_DECIDE,PETSC_DECIDE,user->mi,user->mi);

206:   MatMPIAIJSetPreallocation(user->Ain,1,NULL,0,NULL);
207:   MatSeqAIJSetPreallocation(user->Ain,1,NULL);

209:   for (i=0;i<user->mi;i++) {
210:     MatSetValues(user->Ain,1,&i,1,&i,&one,INSERT_VALUES);
211:   }
212:   MatAssemblyBegin(user->Ain,MAT_FINAL_ASSEMBLY);
213:   MatAssemblyEnd(user->Ain,MAT_FINAL_ASSEMBLY);
214:   MatSetFromOptions(user->Ain);

216:   /* bin = [0,0 ... 0]' */
217:   VecCreate(comm,&user->bin);
218:   VecSetType(user->bin,VECMPI);
219:   VecSetSizes(user->bin,PETSC_DECIDE,user->mi);
220:   VecSet(user->bin,0.0);
221:   VecSetFromOptions(user->bin);
222:   user->m = user->me + user->mi;
223:   return(0);
224: }

226: PetscErrorCode DestroyProblem(AppCtx *user)
227: {

231:   MatDestroy(&user->H);
232:   MatDestroy(&user->Aeq);
233:   MatDestroy(&user->Ain);
234:   VecDestroy(&user->beq);
235:   VecDestroy(&user->bin);
236:   VecDestroy(&user->d);
237:   return(0);
238: }
239: PetscErrorCode FormFunctionGradient(Tao tao, Vec x, PetscReal *f, Vec g, void *ctx)
240: {
241:   AppCtx         *user = (AppCtx*)ctx;
242:   PetscScalar    xtHx;

246:   MatMult(user->H,x,g);
247:   VecDot(x,g,&xtHx);
248:   VecDot(x,user->d,f);
249:   *f += 0.5*xtHx;
250:   VecAXPY(g,1.0,user->d);
251:   return(0);
252: }

254: PetscErrorCode FormHessian(Tao tao, Vec x, Mat H, Mat Hpre, void *ctx)
255: {
257:   return(0);
258: }

260: PetscErrorCode FormInequalityConstraints(Tao tao, Vec x, Vec ci, void *ctx)
261: {
262:   AppCtx         *user = (AppCtx*)ctx;

266:   MatMult(user->Ain,x,ci);
267:   return(0);
268: }

270: PetscErrorCode FormEqualityConstraints(Tao tao, Vec x, Vec ce,void *ctx)
271: {
272:   AppCtx         *user = (AppCtx*)ctx;

276:   MatMult(user->Aeq,x,ce);
277:   VecAXPY(ce,-1.0,user->beq);
278:   return(0);
279: }

281: PetscErrorCode FormInequalityJacobian(Tao tao, Vec x, Mat JI, Mat JIpre,  void *ctx)
282: {
284:   return(0);
285: }

287: PetscErrorCode FormEqualityJacobian(Tao tao, Vec x, Mat JE, Mat JEpre, void *ctx)
288: {
290:   return(0);
291: }