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*/