1*6b591159SAlp Dener #include <../src/tao/bound/impls/bqnk/bqnk.h> 2*6b591159SAlp Dener 3*6b591159SAlp Dener static PetscErrorCode TaoBQNLSComputeHessian(Tao tao) 4*6b591159SAlp Dener { 5*6b591159SAlp Dener TAO_BNK *bnk = (TAO_BNK *)tao->data; 6*6b591159SAlp Dener TAO_BQNK *bqnk = (TAO_BQNK*)bnk->ctx; 7*6b591159SAlp Dener PetscErrorCode ierr; 8*6b591159SAlp Dener 9*6b591159SAlp Dener PetscFunctionBegin; 10*6b591159SAlp Dener ierr = MatLMVMUpdate(bqnk->B, tao->solution, bnk->unprojected_gradient);CHKERRQ(ierr); 11*6b591159SAlp Dener PetscFunctionReturn(0); 12*6b591159SAlp Dener } 13*6b591159SAlp Dener 14*6b591159SAlp Dener static PetscErrorCode TaoBQNLSComputeStep(Tao tao, PetscBool shift, KSPConvergedReason *ksp_reason, PetscInt *step_type) 15*6b591159SAlp Dener { 16*6b591159SAlp Dener TAO_BNK *bnk = (TAO_BNK *)tao->data; 17*6b591159SAlp Dener TAO_BQNK *bqnk = (TAO_BQNK*)bnk->ctx; 18*6b591159SAlp Dener PetscErrorCode ierr; 19*6b591159SAlp Dener 20*6b591159SAlp Dener PetscFunctionBegin; 21*6b591159SAlp Dener ierr = MatSolve(bqnk->B, tao->gradient, tao->stepdirection);CHKERRQ(ierr); 22*6b591159SAlp Dener ierr = VecScale(tao->stepdirection, -1.0);CHKERRQ(ierr); 23*6b591159SAlp Dener ierr = TaoBNKBoundStep(tao, bnk->as_type, tao->stepdirection);CHKERRQ(ierr); 24*6b591159SAlp Dener *ksp_reason = KSP_CONVERGED_ATOL; 25*6b591159SAlp Dener *step_type = BNK_BFGS; 26*6b591159SAlp Dener PetscFunctionReturn(0); 27*6b591159SAlp Dener } 28*6b591159SAlp Dener 29*6b591159SAlp Dener static PetscErrorCode TaoSetUp_BQNLS(Tao tao) 30*6b591159SAlp Dener { 31*6b591159SAlp Dener TAO_BNK *bnk = (TAO_BNK *)tao->data; 32*6b591159SAlp Dener TAO_BQNK *bqnk = (TAO_BQNK*)bnk->ctx; 33*6b591159SAlp Dener PetscErrorCode ierr; 34*6b591159SAlp Dener 35*6b591159SAlp Dener PetscFunctionBegin; 36*6b591159SAlp Dener ierr = TaoSetUp_BQNK(tao);CHKERRQ(ierr); 37*6b591159SAlp Dener if (!bqnk->no_scale) { 38*6b591159SAlp Dener ierr = MatSetOptionsPrefix(bqnk->Bscale, "tao_bqnls_scale_");CHKERRQ(ierr); 39*6b591159SAlp Dener ierr = MatSetFromOptions(bqnk->Bscale);CHKERRQ(ierr); 40*6b591159SAlp Dener ierr = MatSetType(bqnk->Bscale, MATLMVMDIAGBRDN);CHKERRQ(ierr); 41*6b591159SAlp Dener } 42*6b591159SAlp Dener PetscFunctionReturn(0); 43*6b591159SAlp Dener } 44*6b591159SAlp Dener 45*6b591159SAlp Dener static PetscErrorCode TaoSetFromOptions_BQNLS(PetscOptionItems *PetscOptionsObject,Tao tao) 46*6b591159SAlp Dener { 47*6b591159SAlp Dener TAO_BNK *bnk = (TAO_BNK *)tao->data; 48*6b591159SAlp Dener TAO_BQNK *bqnk = (TAO_BQNK*)bnk->ctx; 49*6b591159SAlp Dener PetscErrorCode ierr; 50*6b591159SAlp Dener KSPType ksp_type; 51*6b591159SAlp Dener PetscBool is_spd; 52*6b591159SAlp Dener 53*6b591159SAlp Dener PetscFunctionBegin; 54*6b591159SAlp Dener ierr = PetscOptionsHead(PetscOptionsObject,"Quasi-Newton-Krylov method for bound constrained optimization");CHKERRQ(ierr); 55*6b591159SAlp Dener ierr = PetscOptionsEList("-tao_bqnls_as_type", "active set estimation method", "", BNK_AS, BNK_AS_TYPES, BNK_AS[bnk->as_type], &bnk->as_type, 0);CHKERRQ(ierr); 56*6b591159SAlp Dener ierr = PetscOptionsReal("-tao_bqnls_epsilon", "(developer) tolerance used when computing actual and predicted reduction", "", bnk->epsilon, &bnk->epsilon,NULL);CHKERRQ(ierr); 57*6b591159SAlp Dener ierr = PetscOptionsReal("-tao_bqnls_as_tol", "(developer) initial tolerance used when estimating actively bounded variables", "", bnk->as_tol, &bnk->as_tol,NULL);CHKERRQ(ierr); 58*6b591159SAlp Dener ierr = PetscOptionsReal("-tao_bqnls_as_step", "(developer) step length used when estimating actively bounded variables", "", bnk->as_step, &bnk->as_step,NULL);CHKERRQ(ierr); 59*6b591159SAlp Dener ierr = PetscOptionsInt("-tao_bqnls_max_cg_its", "number of BNCG iterations to take for each Newton step", "", bnk->max_cg_its, &bnk->max_cg_its,NULL);CHKERRQ(ierr); 60*6b591159SAlp Dener ierr = PetscOptionsBool("-tao_bqnls_no_scale","(developer) disable the diagonal Broyden scaling of the BFGS approximation","",bqnk->no_scale,&bqnk->no_scale,NULL);CHKERRQ(ierr); 61*6b591159SAlp Dener ierr = PetscOptionsTail();CHKERRQ(ierr); 62*6b591159SAlp Dener ierr = TaoSetFromOptions(bnk->bncg);CHKERRQ(ierr); 63*6b591159SAlp Dener ierr = TaoLineSearchSetFromOptions(tao->linesearch);CHKERRQ(ierr); 64*6b591159SAlp Dener ierr = KSPSetFromOptions(tao->ksp);CHKERRQ(ierr); 65*6b591159SAlp Dener ierr = KSPGetType(tao->ksp,&ksp_type);CHKERRQ(ierr); 66*6b591159SAlp Dener bnk->is_nash = bnk->is_gltr = bnk->is_stcg = PETSC_FALSE; 67*6b591159SAlp Dener ierr = MatSetFromOptions(bqnk->B);CHKERRQ(ierr); 68*6b591159SAlp Dener ierr = MatGetOption(bqnk->B, MAT_SPD, &is_spd);CHKERRQ(ierr); 69*6b591159SAlp Dener if (!is_spd) SETERRQ(PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_INCOMP, "LMVM matrix must be symmetric positive-definite"); 70*6b591159SAlp Dener PetscFunctionReturn(0); 71*6b591159SAlp Dener } 72*6b591159SAlp Dener 73*6b591159SAlp Dener PETSC_EXTERN PetscErrorCode TaoCreate_BQNLS(Tao tao) 74*6b591159SAlp Dener { 75*6b591159SAlp Dener TAO_BNK *bnk; 76*6b591159SAlp Dener TAO_BQNK *bqnk; 77*6b591159SAlp Dener PetscErrorCode ierr; 78*6b591159SAlp Dener 79*6b591159SAlp Dener PetscFunctionBegin; 80*6b591159SAlp Dener ierr = TaoCreate_BQNK(tao);CHKERRQ(ierr); 81*6b591159SAlp Dener ierr = KSPSetOptionsPrefix(tao->ksp, "unused");CHKERRQ(ierr); 82*6b591159SAlp Dener tao->ops->solve = TaoSolve_BNLS; 83*6b591159SAlp Dener tao->ops->setup = TaoSetUp_BQNLS; 84*6b591159SAlp Dener tao->ops->setfromoptions = TaoSetFromOptions_BQNLS; 85*6b591159SAlp Dener 86*6b591159SAlp Dener bnk = (TAO_BNK*)tao->data; 87*6b591159SAlp Dener bnk->update_type = BNK_UPDATE_STEP; 88*6b591159SAlp Dener bnk->computehessian = TaoBQNLSComputeHessian; 89*6b591159SAlp Dener bnk->computestep = TaoBQNLSComputeStep; 90*6b591159SAlp Dener 91*6b591159SAlp Dener bqnk = (TAO_BQNK*)bnk->ctx; 92*6b591159SAlp Dener ierr = MatSetOptionsPrefix(bqnk->B, "tao_bqnls_");CHKERRQ(ierr); 93*6b591159SAlp Dener ierr = MatSetType(bqnk->B, MATLMVMBFGS);CHKERRQ(ierr); 94*6b591159SAlp Dener PetscFunctionReturn(0); 95*6b591159SAlp Dener }