Date: 2022-03-31T04:49:01+00:00

Actual source code: maros.c

      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: TaoSetSolution();
     15:    Routines: TaoSetObjectiveAndGradient();
     16:    Routines: TaoSetEqualityConstraintsRoutine();
     17:    Routines: TaoSetInequalityConstraintsRoutine();
     18:    Routines: TaoSetEqualityJacobianRoutine();
     19:    Routines: TaoSetInequalityJacobianRoutine();
     20:    Routines: TaoSetHessian(); 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:   PetscMPIInt        size;
     68:   Vec                x;                   /* solution */
     69:   KSP                ksp;
     70:   PC                 pc;
     71:   Vec                ceq,cin;
     72:   PetscBool          flg;                 /* A return value when checking for use options */
     73:   Tao                tao;                 /* Tao solver context */
     74:   TaoConvergedReason reason;
     75:   AppCtx             user;                /* application context */

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

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

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

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

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

    127:   PetscFinalize();
    128:   return 0;
    129: }

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

    140:   comm = PETSC_COMM_WORLD;
    141:   PetscStrncpy(filebase,user->name,sizeof(filebase));
    142:   PetscStrlcat(filebase,"/",sizeof(filebase));
    143:   PetscStrncpy(filename,filebase,sizeof(filename));
    144:   PetscStrlcat(filename,"f",sizeof(filename));
    145:   PetscViewerBinaryOpen(comm,filename,FILE_MODE_READ,&loader);

    147:   VecCreate(comm,&user->d);
    148:   VecLoad(user->d,loader);
    149:   PetscViewerDestroy(&loader);
    150:   VecGetSize(user->d,&nrows);
    151:   VecSetFromOptions(user->d);
    152:   user->n = nrows;

    154:   PetscStrncpy(filename,filebase,sizeof(filename));
    155:   PetscStrlcat(filename,"H",sizeof(filename));
    156:   PetscViewerBinaryOpen(comm,filename,FILE_MODE_READ,&loader);

    158:   MatCreate(comm,&user->H);
    159:   MatSetSizes(user->H,PETSC_DECIDE,PETSC_DECIDE,nrows,nrows);
    160:   MatLoad(user->H,loader);
    161:   PetscViewerDestroy(&loader);
    162:   MatGetSize(user->H,&nrows,&ncols);
    165:   MatSetFromOptions(user->H);

    167:   PetscStrncpy(filename,filebase,sizeof(filename));
    168:   PetscStrlcat(filename,"Aeq",sizeof(filename));
    169:   PetscViewerBinaryOpen(comm,filename,FILE_MODE_READ,&loader);
    170:   MatCreate(comm,&user->Aeq);
    171:   MatLoad(user->Aeq,loader);
    172:   PetscViewerDestroy(&loader);
    173:   MatGetSize(user->Aeq,&nrows,&ncols);
    175:   MatSetFromOptions(user->Aeq);
    176:   user->me = nrows;

    178:   PetscStrncpy(filename,filebase,sizeof(filename));
    179:   PetscStrlcat(filename,"Beq",sizeof(filename));
    180:   PetscViewerBinaryOpen(comm,filename,FILE_MODE_READ,&loader);
    181:   VecCreate(comm,&user->beq);
    182:   VecLoad(user->beq,loader);
    183:   PetscViewerDestroy(&loader);
    184:   VecGetSize(user->beq,&nrows);
    186:   VecSetFromOptions(user->beq);

    188:   user->mi = user->n;
    189:   /* Ain = eye(n,n) */
    190:   MatCreate(comm,&user->Ain);
    191:   MatSetType(user->Ain,MATAIJ);
    192:   MatSetSizes(user->Ain,PETSC_DECIDE,PETSC_DECIDE,user->mi,user->mi);

    194:   MatMPIAIJSetPreallocation(user->Ain,1,NULL,0,NULL);
    195:   MatSeqAIJSetPreallocation(user->Ain,1,NULL);

    197:   for (i=0;i<user->mi;i++) MatSetValues(user->Ain,1,&i,1,&i,&one,INSERT_VALUES);
    198:   MatAssemblyBegin(user->Ain,MAT_FINAL_ASSEMBLY);
    199:   MatAssemblyEnd(user->Ain,MAT_FINAL_ASSEMBLY);
    200:   MatSetFromOptions(user->Ain);

    202:   /* bin = [0,0 ... 0]' */
    203:   VecCreate(comm,&user->bin);
    204:   VecSetType(user->bin,VECMPI);
    205:   VecSetSizes(user->bin,PETSC_DECIDE,user->mi);
    206:   VecSet(user->bin,0.0);
    207:   VecSetFromOptions(user->bin);
    208:   user->m = user->me + user->mi;
    209:   return 0;
    210: }

    212: PetscErrorCode DestroyProblem(AppCtx *user)
    213: {
    214:   MatDestroy(&user->H);
    215:   MatDestroy(&user->Aeq);
    216:   MatDestroy(&user->Ain);
    217:   VecDestroy(&user->beq);
    218:   VecDestroy(&user->bin);
    219:   VecDestroy(&user->d);
    220:   return 0;
    221: }

    223: PetscErrorCode FormFunctionGradient(Tao tao, Vec x, PetscReal *f, Vec g, void *ctx)
    224: {
    225:   AppCtx         *user = (AppCtx*)ctx;
    226:   PetscScalar    xtHx;

    228:   MatMult(user->H,x,g);
    229:   VecDot(x,g,&xtHx);
    230:   VecDot(x,user->d,f);
    231:   *f += 0.5*xtHx;
    232:   VecAXPY(g,1.0,user->d);
    233:   return 0;
    234: }

    236: PetscErrorCode FormHessian(Tao tao, Vec x, Mat H, Mat Hpre, void *ctx)
    237: {
    238:   return 0;
    239: }

    241: PetscErrorCode FormInequalityConstraints(Tao tao, Vec x, Vec ci, void *ctx)
    242: {
    243:   AppCtx         *user = (AppCtx*)ctx;

    245:   MatMult(user->Ain,x,ci);
    246:   return 0;
    247: }

    249: PetscErrorCode FormEqualityConstraints(Tao tao, Vec x, Vec ce,void *ctx)
    250: {
    251:   AppCtx         *user = (AppCtx*)ctx;

    253:   MatMult(user->Aeq,x,ce);
    254:   VecAXPY(ce,-1.0,user->beq);
    255:   return 0;
    256: }

    258: PetscErrorCode FormInequalityJacobian(Tao tao, Vec x, Mat JI, Mat JIpre,  void *ctx)
    259: {
    260:   return 0;
    261: }

    263: PetscErrorCode FormEqualityJacobian(Tao tao, Vec x, Mat JE, Mat JEpre, void *ctx)
    264: {
    265:   return 0;
    266: }

    268: /*TEST

    270:    build:
    271:       requires: !complex

    273:    test:
    274:       requires: superlu
    275:       localrunfiles: HS21

    277: TEST*/