#include <../src/tao/bound/impls/bqnk/bqnk.h> #include static PetscErrorCode TaoBQNKComputeHessian(Tao tao) { TAO_BNK *bnk = (TAO_BNK *)tao->data; TAO_BQNK *bqnk = (TAO_BQNK*)bnk->ctx; PetscErrorCode ierr; PetscFunctionBegin; /* Alias the LMVM matrix into the TAO hessian */ if (tao->hessian) { ierr = MatDestroy(&tao->hessian);CHKERRQ(ierr); } if (tao->hessian_pre) { ierr = MatDestroy(&tao->hessian_pre);CHKERRQ(ierr); } ierr = PetscObjectReference((PetscObject)bqnk->B);CHKERRQ(ierr); tao->hessian = bqnk->B; ierr = PetscObjectReference((PetscObject)bqnk->B);CHKERRQ(ierr); tao->hessian_pre = bqnk->B; /* Update the Hessian with the latest solution */ ierr = MatLMVMUpdate(tao->hessian, tao->solution, bnk->unprojected_gradient);CHKERRQ(ierr); ierr = MatLMVMResetShift(tao->hessian);CHKERRQ(ierr); /* Prepare the reduced sub-matrices for the inactive set */ ierr = MatDestroy(&bnk->H_inactive);CHKERRQ(ierr); if (bnk->active_idx) { ierr = MatCreateSubMatrixVirtual(tao->hessian, bnk->inactive_idx, bnk->inactive_idx, &bnk->H_inactive);CHKERRQ(ierr); if (bqnk->pc) { ierr = PCLMVMSetIS(bqnk->pc, bnk->inactive_idx);CHKERRQ(ierr); } } else { ierr = PetscObjectReference((PetscObject)tao->hessian);CHKERRQ(ierr); bnk->H_inactive = tao->hessian; if (bqnk->pc) { ierr = PCLMVMClearIS(bqnk->pc);CHKERRQ(ierr); } } ierr = MatDestroy(&bnk->Hpre_inactive);CHKERRQ(ierr); ierr = PetscObjectReference((PetscObject)bnk->H_inactive);CHKERRQ(ierr); bnk->Hpre_inactive = bnk->H_inactive; PetscFunctionReturn(0); } static PetscErrorCode TaoBQNKComputeStep(Tao tao, PetscBool shift, KSPConvergedReason *ksp_reason) { TAO_BNK *bnk = (TAO_BNK *)tao->data; TAO_BQNK *bqnk = (TAO_BQNK*)bnk->ctx; PetscErrorCode ierr; PetscFunctionBegin; ierr = TaoBNKComputeStep(tao, shift, ksp_reason);CHKERRQ(ierr); if (*ksp_reason < 0) { /* Krylov solver failed to converge so reset the LMVM matrix */ ierr = MatLMVMReset(bqnk->B, PETSC_FALSE);CHKERRQ(ierr); } PetscFunctionReturn(0); } static PetscErrorCode TaoSetUp_BQNK(Tao tao) { TAO_BNK *bnk = (TAO_BNK *)tao->data; TAO_BQNK *bqnk = (TAO_BQNK*)bnk->ctx; PetscErrorCode ierr; PetscInt n, N; PetscBool is_lmvm, is_sym, is_sr1; PetscFunctionBegin; ierr = TaoSetUp_BNK(tao);CHKERRQ(ierr); ierr = VecGetLocalSize(tao->solution,&n);CHKERRQ(ierr); ierr = VecGetSize(tao->solution,&N);CHKERRQ(ierr); ierr = MatSetSizes(bqnk->B, n, n, N, N);CHKERRQ(ierr); ierr = MatLMVMAllocate(bqnk->B,tao->solution,bnk->unprojected_gradient);CHKERRQ(ierr); ierr = PetscObjectBaseTypeCompare((PetscObject)bqnk->B, MATLMVM, &is_lmvm);CHKERRQ(ierr); if (!is_lmvm) SETERRQ(PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_INCOMP, "Matrix must be an LMVM-type"); ierr = MatGetOption(bqnk->B, MAT_SYMMETRIC, &is_sym);CHKERRQ(ierr); if (!is_sym) SETERRQ(PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_INCOMP, "LMVM matrix must be symmetric"); ierr = PetscObjectTypeCompare((PetscObject)bqnk->B, MATLMVMSR1, &is_sr1);CHKERRQ(ierr); ierr = KSPGetPC(tao->ksp, &bqnk->pc);CHKERRQ(ierr); if (is_sr1) { ierr = PCSetType(bqnk->pc, PCNONE);CHKERRQ(ierr); bqnk->pc = NULL; bqnk->no_scale = PETSC_TRUE; } else { ierr = PCSetType(bqnk->pc, PCLMVM);CHKERRQ(ierr); ierr = PCLMVMSetMatLMVM(bqnk->pc, bqnk->B);CHKERRQ(ierr); } if (!bqnk->no_scale) { if (!bqnk->Bscale) { ierr = MatCreateLMVMDiagBrdn(PetscObjectComm((PetscObject)bqnk->B), n, N, &bqnk->Bscale);CHKERRQ(ierr); ierr = MatSetOptionsPrefix(bqnk->Bscale, "tao_bqnk_scale_");CHKERRQ(ierr); ierr = MatLMVMAllocate(bqnk->Bscale, tao->solution, bnk->unprojected_gradient);CHKERRQ(ierr); } ierr = MatLMVMSetJ0(bqnk->B, bqnk->Bscale);CHKERRQ(ierr); } PetscFunctionReturn(0); } static PetscErrorCode TaoSetFromOptions_BQNK(PetscOptionItems *PetscOptionsObject, Tao tao) { TAO_BNK *bnk = (TAO_BNK*)tao->data; TAO_BQNK *bqnk = (TAO_BQNK*)bnk->ctx; PetscErrorCode ierr; PetscFunctionBegin; ierr = PetscOptionsHead(PetscOptionsObject,"Quasi-Newton-Krylov method for bound constrained optimization");CHKERRQ(ierr); ierr = PetscOptionsBool("-tao_bqnk_no_scale","(developer) disable the diagonal Broyden scaling of the BFGS approximation","",bqnk->no_scale,&bqnk->no_scale,NULL);CHKERRQ(ierr); ierr = PetscOptionsTail();CHKERRQ(ierr); ierr = TaoSetFromOptions_BNK(PetscOptionsObject, tao);CHKERRQ(ierr); if (bnk->init_type == BNK_INIT_INTERPOLATION) bnk->init_type = BNK_INIT_DIRECTION; ierr = MatSetFromOptions(bqnk->B);CHKERRQ(ierr); PetscFunctionReturn(0); } static PetscErrorCode TaoView_BQNK(Tao tao, PetscViewer viewer) { TAO_BNK *bnk = (TAO_BNK*)tao->data; TAO_BQNK *bqnk = (TAO_BQNK*)bnk->ctx; PetscErrorCode ierr; PetscBool isascii; PetscFunctionBegin; ierr = TaoView_BNK(tao, viewer);CHKERRQ(ierr); ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);CHKERRQ(ierr); if (isascii) { ierr = PetscViewerPushFormat(viewer, PETSC_VIEWER_ASCII_INFO);CHKERRQ(ierr); ierr = MatView(bqnk->B, viewer);CHKERRQ(ierr); ierr = PetscViewerPopFormat(viewer);CHKERRQ(ierr); } PetscFunctionReturn(0); } static PetscErrorCode TaoDestroy_BQNK(Tao tao) { TAO_BNK *bnk = (TAO_BNK*)tao->data; TAO_BQNK *bqnk = (TAO_BQNK*)bnk->ctx; PetscErrorCode ierr; PetscFunctionBegin; ierr = MatDestroy(&bnk->Hpre_inactive);CHKERRQ(ierr); ierr = MatDestroy(&bnk->H_inactive);CHKERRQ(ierr); ierr = MatDestroy(&bqnk->B);CHKERRQ(ierr); if (!bqnk->no_scale) { ierr = MatDestroy(&bqnk->Bscale);CHKERRQ(ierr); } ierr = PetscFree(bnk->ctx);CHKERRQ(ierr); ierr = TaoDestroy_BNK(tao);CHKERRQ(ierr); PetscFunctionReturn(0); } PETSC_INTERN PetscErrorCode TaoCreate_BQNK(Tao tao) { TAO_BNK *bnk; TAO_BQNK *bqnk; PetscErrorCode ierr; PetscFunctionBegin; ierr = TaoCreate_BNK(tao);CHKERRQ(ierr); tao->ops->setfromoptions = TaoSetFromOptions_BQNK; tao->ops->destroy = TaoDestroy_BQNK; tao->ops->view = TaoView_BQNK; tao->ops->setup = TaoSetUp_BQNK; bnk = (TAO_BNK *)tao->data; bnk->computehessian = TaoBQNKComputeHessian; bnk->computestep = TaoBQNKComputeStep; bnk->init_type = BNK_INIT_DIRECTION; ierr = PetscNewLog(tao,&bqnk);CHKERRQ(ierr); bnk->ctx = (void*)bqnk; bqnk->no_scale = PETSC_FALSE; ierr = MatCreate(PetscObjectComm((PetscObject)tao), &bqnk->B);CHKERRQ(ierr); ierr = PetscObjectIncrementTabLevel((PetscObject)bqnk->B, (PetscObject)tao, 1);CHKERRQ(ierr); ierr = MatSetOptionsPrefix(bqnk->B, "tao_bqnk_");CHKERRQ(ierr); ierr = MatSetType(bqnk->B, MATLMVMSR1);CHKERRQ(ierr); PetscFunctionReturn(0); }