Lines Matching refs:tao
2 #include <../src/tao/quadratic/impls/gpcg/gpcg.h> /*I "gpcg.h" I*/
4 static PetscErrorCode GPCGGradProjections(Tao tao);
7 static PetscErrorCode TaoDestroy_GPCG(Tao tao)
9 TAO_GPCG *gpcg = (TAO_GPCG *)tao->data;
23 PetscCall(KSPDestroy(&tao->ksp));
24 PetscCall(PetscFree(tao->data));
28 static PetscErrorCode TaoSetFromOptions_GPCG(Tao tao, PetscOptionItems PetscOptionsObject)
30 TAO_GPCG *gpcg = (TAO_GPCG *)tao->data;
37 PetscCall(KSPSetFromOptions(tao->ksp));
38 PetscCall(TaoLineSearchSetFromOptions(tao->linesearch));
42 static PetscErrorCode TaoView_GPCG(Tao tao, PetscViewer viewer)
44 TAO_GPCG *gpcg = (TAO_GPCG *)tao->data;
53 PetscCall(TaoLineSearchView(tao->linesearch, viewer));
63 Tao tao = (Tao)tptr;
64 TAO_GPCG *gpcg = (TAO_GPCG *)tao->data;
68 PetscCall(MatMult(tao->hessian, X, G));
76 static PetscErrorCode TaoSetup_GPCG(Tao tao)
78 TAO_GPCG *gpcg = (TAO_GPCG *)tao->data;
82 if (!tao->gradient) PetscCall(VecDuplicate(tao->solution, &tao->gradient));
83 if (!tao->stepdirection) PetscCall(VecDuplicate(tao->solution, &tao->stepdirection));
85 PetscCall(VecDuplicate(tao->solution, &gpcg->B));
86 PetscCall(VecDuplicate(tao->solution, &gpcg->Work));
87 PetscCall(VecDuplicate(tao->solution, &gpcg->X_New));
88 PetscCall(VecDuplicate(tao->solution, &gpcg->G_New));
89 PetscCall(VecDuplicate(tao->solution, &gpcg->DXFree));
90 PetscCall(VecDuplicate(tao->solution, &gpcg->R));
91 PetscCall(VecDuplicate(tao->solution, &gpcg->PG));
94 PetscCall(KSPSetType(tao->ksp,KSPNASH));
96 PetscCall(KSPSetType(tao->ksp,KSPSTCG));
98 PetscCall(KSPSetType(tao->ksp,KSPGLTR));
100 if (tao->ksp->ops->setfromoptions) (*tao->ksp->ops->setfromoptions)(tao->ksp);
107 static PetscErrorCode TaoSolve_GPCG(Tao tao)
109 TAO_GPCG *gpcg = (TAO_GPCG *)tao->data;
116 PetscCall(TaoComputeVariableBounds(tao));
117 PetscCall(VecMedian(tao->XL, tao->solution, tao->XU, tao->solution));
118 PetscCall(TaoLineSearchSetVariableBounds(tao->linesearch, tao->XL, tao->XU));
121 PetscCall(TaoComputeHessian(tao, tao->solution, tao->hessian, tao->hessian_pre));
122 PetscCall(TaoComputeObjectiveAndGradient(tao, tao->solution, &f, tao->gradient));
123 PetscCall(VecCopy(tao->gradient, gpcg->B));
124 PetscCall(MatMult(tao->hessian, tao->solution, gpcg->Work));
125 PetscCall(VecDot(gpcg->Work, tao->solution, &xtHx));
127 PetscCall(VecDot(gpcg->B, tao->solution, &xtb));
130 PetscCall(VecWhichInactive(tao->XL, tao->solution, tao->gradient, tao->XU, PETSC_TRUE, &gpcg->Free_Local));
133 PetscCall(VecCopy(tao->gradient, gpcg->G_New));
134 PetscCall(VecBoundGradientProjection(tao->gradient, tao->solution, tao->XL, tao->XU, gpcg->PG));
136 tao->step = 1.0;
140 tao->reason = TAO_CONTINUE_ITERATING;
141 PetscCall(TaoLogConvergenceHistory(tao, f, gpcg->gnorm, 0.0, tao->ksp_its));
142 PetscCall(TaoMonitor(tao, tao->niter, f, gpcg->gnorm, 0.0, tao->step));
143 PetscUseTypeMethod(tao, convergencetest, tao->cnvP);
145 while (tao->reason == TAO_CONTINUE_ITERATING) {
147 PetscTryTypeMethod(tao, update, tao->niter, tao->user_update);
148 tao->ksp_its = 0;
150 PetscCall(GPCGGradProjections(tao));
156 PetscCall(KSPReset(tao->ksp));
162 PetscCall(TaoVecGetSubVec(tao->gradient, gpcg->Free_Local, tao->subset_type, 0.0, &gpcg->R));
164 PetscCall(TaoVecGetSubVec(tao->stepdirection, gpcg->Free_Local, tao->subset_type, 0.0, &gpcg->DXFree));
167 PetscCall(TaoMatGetSubMat(tao->hessian, gpcg->Free_Local, gpcg->Work, tao->subset_type, &gpcg->Hsub));
169 if (tao->hessian_pre == tao->hessian) {
174 PetscCall(TaoMatGetSubMat(tao->hessian, gpcg->Free_Local, gpcg->Work, tao->subset_type, &gpcg->Hsub_pre));
177 PetscCall(KSPReset(tao->ksp));
178 PetscCall(KSPSetOperators(tao->ksp, gpcg->Hsub, gpcg->Hsub_pre));
180 PetscCall(KSPSolve(tao->ksp, gpcg->R, gpcg->DXFree));
181 PetscCall(KSPGetIterationNumber(tao->ksp, &its));
182 tao->ksp_its += its;
183 tao->ksp_tot_its += its;
184 PetscCall(VecSet(tao->stepdirection, 0.0));
185 PetscCall(VecISAXPY(tao->stepdirection, gpcg->Free_Local, 1.0, gpcg->DXFree));
187 PetscCall(VecDot(tao->stepdirection, tao->gradient, &gdx));
188 PetscCall(TaoLineSearchSetInitialStepLength(tao->linesearch, 1.0));
190 PetscCall(TaoLineSearchApply(tao->linesearch, tao->solution, &f_new, tao->gradient, tao->stepdirection, &stepsize, &ls_status));
195 PetscCall(VecBoundGradientProjection(tao->gradient, tao->solution, tao->XL, tao->XU, gpcg->PG));
199 PetscCall(VecWhichInactive(tao->XL, tao->solution, tao->gradient, tao->XU, PETSC_TRUE, &gpcg->Free_Local));
206 tao->niter++;
210 PetscCall(TaoLogConvergenceHistory(tao, f, gpcg->gnorm, 0.0, tao->ksp_its));
211 PetscCall(TaoMonitor(tao, tao->niter, f, gpcg->gnorm, 0.0, tao->step));
212 PetscUseTypeMethod(tao, convergencetest, tao->cnvP);
213 if (tao->reason != TAO_CONTINUE_ITERATING) break;
218 static PetscErrorCode GPCGGradProjections(Tao tao)
220 TAO_GPCG *gpcg = (TAO_GPCG *)tao->data;
224 Vec DX = tao->stepdirection, XL = tao->XL, XU = tao->XU, Work = gpcg->Work;
225 Vec X = tao->solution, G = tao->gradient;
238 PetscCall(MatMult(tao->hessian, DX, Work));
250 PetscCall(TaoLineSearchSetInitialStepLength(tao->linesearch, alpha));
252 PetscCall(TaoLineSearchApply(tao->linesearch, X, &f_new, G, DX, &stepsize, &lsflag));
259 PetscCall(VecWhichInactive(XL, X, tao->gradient, XU, PETSC_TRUE, &gpcg->Free_Local));
266 static PetscErrorCode TaoComputeDual_GPCG(Tao tao, Vec DXL, Vec DXU)
268 TAO_GPCG *gpcg = (TAO_GPCG *)tao->data;
271 PetscCall(VecBoundGradientProjection(tao->gradient, tao->solution, tao->XL, tao->XU, gpcg->Work));
273 PetscCall(VecAXPY(DXL, -1.0, tao->gradient));
277 PetscCall(VecCopy(tao->gradient, DXU));
294 PETSC_EXTERN PetscErrorCode TaoCreate_GPCG(Tao tao)
299 tao->ops->setup = TaoSetup_GPCG;
300 tao->ops->solve = TaoSolve_GPCG;
301 tao->ops->view = TaoView_GPCG;
302 tao->ops->setfromoptions = TaoSetFromOptions_GPCG;
303 tao->ops->destroy = TaoDestroy_GPCG;
304 tao->ops->computedual = TaoComputeDual_GPCG;
307 tao->data = (void *)gpcg;
310 PetscCall(TaoParametersInitialize(tao));
311 PetscObjectParameterSetDefault(tao, max_it, 500);
312 PetscObjectParameterSetDefault(tao, max_funcs, 100000);
313 PetscObjectParameterSetDefault(tao, gatol, PetscDefined(USE_REAL_SINGLE) ? 1e-6 : 1e-12);
314 PetscObjectParameterSetDefault(tao, grtol, PetscDefined(USE_REAL_SINGLE) ? 1e-6 : 1e-12);
333 PetscCall(KSPCreate(((PetscObject)tao)->comm, &tao->ksp));
334 PetscCall(PetscObjectIncrementTabLevel((PetscObject)tao->ksp, (PetscObject)tao, 1));
335 PetscCall(KSPSetOptionsPrefix(tao->ksp, tao->hdr.prefix));
336 PetscCall(KSPSetType(tao->ksp, KSPNASH));
338 PetscCall(TaoLineSearchCreate(((PetscObject)tao)->comm, &tao->linesearch));
339 PetscCall(PetscObjectIncrementTabLevel((PetscObject)tao->linesearch, (PetscObject)tao, 1));
340 PetscCall(TaoLineSearchSetType(tao->linesearch, TAOLINESEARCHGPCG));
341 PetscCall(TaoLineSearchSetObjectiveAndGradientRoutine(tao->linesearch, GPCGObjectiveAndGradient, tao));
342 PetscCall(TaoLineSearchSetOptionsPrefix(tao->linesearch, tao->hdr.prefix));