1 #include <../src/tao/constrained/impls/admm/admm.h> /*I "petsctao.h" I*/ 2 #include <petsctao.h> 3 #include <petsc/private/petscimpl.h> 4 5 /* Updates terminating criteria 6 * 7 * 1 ||r_k|| = ||Ax+Bz-c|| =< catol_admm* max{||Ax||,||Bz||,||c||} 8 * 9 * 2. Updates dual residual, d_k 10 * 11 * 3. ||d_k|| = ||mu*A^T*B(z_k-z_{k-1})|| =< gatol_admm * ||A^Ty|| */ 12 13 static PetscBool cited = PETSC_FALSE; 14 static const char citation[] = "@misc{xu2017adaptive,\n" 15 " title={Adaptive Relaxed ADMM: Convergence Theory and Practical Implementation},\n" 16 " author={Zheng Xu and Mario A. T. Figueiredo and Xiaoming Yuan and Christoph Studer and Tom Goldstein},\n" 17 " year={2017},\n" 18 " eprint={1704.02712},\n" 19 " archivePrefix={arXiv},\n" 20 " primaryClass={cs.CV}\n" 21 "} \n"; 22 23 const char *const TaoADMMRegularizerTypes[] = {"REGULARIZER_USER", "REGULARIZER_SOFT_THRESH", "TaoADMMRegularizerType", "TAO_ADMM_", NULL}; 24 const char *const TaoADMMUpdateTypes[] = {"UPDATE_BASIC", "UPDATE_ADAPTIVE", "UPDATE_ADAPTIVE_RELAXED", "TaoADMMUpdateType", "TAO_ADMM_", NULL}; 25 const char *const TaoALMMTypes[] = {"CLASSIC", "PHR", "TaoALMMType", "TAO_ALMM_", NULL}; 26 27 static PetscErrorCode TaoADMMToleranceUpdate(Tao tao) 28 { 29 TAO_ADMM *am = (TAO_ADMM *)tao->data; 30 PetscReal Axnorm, Bznorm, ATynorm, temp; 31 Vec tempJR, tempL; 32 Tao mis; 33 34 PetscFunctionBegin; 35 mis = am->subsolverX; 36 tempJR = am->workJacobianRight; 37 tempL = am->workLeft; 38 /* ATy */ 39 PetscCall(TaoComputeJacobianEquality(mis, am->y, mis->jacobian_equality, mis->jacobian_equality_pre)); 40 PetscCall(MatMultTranspose(mis->jacobian_equality, am->y, tempJR)); 41 PetscCall(VecNorm(tempJR, NORM_2, &ATynorm)); 42 /* dualres = mu * ||AT(Bz-Bzold)||_2 */ 43 PetscCall(VecWAXPY(tempJR, -1., am->Bzold, am->Bz)); 44 PetscCall(MatMultTranspose(mis->jacobian_equality, tempJR, tempL)); 45 PetscCall(VecNorm(tempL, NORM_2, &am->dualres)); 46 am->dualres *= am->mu; 47 48 /* ||Ax||_2, ||Bz||_2 */ 49 PetscCall(VecNorm(am->Ax, NORM_2, &Axnorm)); 50 PetscCall(VecNorm(am->Bz, NORM_2, &Bznorm)); 51 52 /* Set catol to be catol_admm * max{||Ax||,||Bz||,||c||} * 53 * Set gatol to be gatol_admm * ||A^Ty|| * 54 * while cnorm is ||r_k||_2, and gnorm is ||d_k||_2 */ 55 temp = am->catol_admm * PetscMax(Axnorm, (!am->const_norm) ? Bznorm : PetscMax(Bznorm, am->const_norm)); 56 PetscCall(TaoSetConstraintTolerances(tao, temp, PETSC_DEFAULT)); 57 PetscCall(TaoSetTolerances(tao, am->gatol_admm * ATynorm, PETSC_DEFAULT, PETSC_DEFAULT)); 58 PetscFunctionReturn(PETSC_SUCCESS); 59 } 60 61 /* Penaly Update for Adaptive ADMM. */ 62 static PetscErrorCode AdaptiveADMMPenaltyUpdate(Tao tao) 63 { 64 TAO_ADMM *am = (TAO_ADMM *)tao->data; 65 PetscReal ydiff_norm, yhatdiff_norm, Axdiff_norm, Bzdiff_norm, Axyhat, Bzy, a_sd, a_mg, a_k, b_sd, b_mg, b_k; 66 PetscBool hflag, gflag; 67 Vec tempJR, tempJR2; 68 69 PetscFunctionBegin; 70 tempJR = am->workJacobianRight; 71 tempJR2 = am->workJacobianRight2; 72 hflag = PETSC_FALSE; 73 gflag = PETSC_FALSE; 74 a_k = -1; 75 b_k = -1; 76 77 PetscCall(VecWAXPY(tempJR, -1., am->Axold, am->Ax)); 78 PetscCall(VecWAXPY(tempJR2, -1., am->yhatold, am->yhat)); 79 PetscCall(VecNorm(tempJR, NORM_2, &Axdiff_norm)); 80 PetscCall(VecNorm(tempJR2, NORM_2, &yhatdiff_norm)); 81 PetscCall(VecDot(tempJR, tempJR2, &Axyhat)); 82 83 PetscCall(VecWAXPY(tempJR, -1., am->Bz0, am->Bz)); 84 PetscCall(VecWAXPY(tempJR2, -1., am->y, am->y0)); 85 PetscCall(VecNorm(tempJR, NORM_2, &Bzdiff_norm)); 86 PetscCall(VecNorm(tempJR2, NORM_2, &ydiff_norm)); 87 PetscCall(VecDot(tempJR, tempJR2, &Bzy)); 88 89 if (Axyhat > am->orthval * Axdiff_norm * yhatdiff_norm + am->mueps) { 90 hflag = PETSC_TRUE; 91 a_sd = PetscSqr(yhatdiff_norm) / Axyhat; /* alphaSD */ 92 a_mg = Axyhat / PetscSqr(Axdiff_norm); /* alphaMG */ 93 a_k = (a_mg / a_sd) > 0.5 ? a_mg : a_sd - 0.5 * a_mg; 94 } 95 if (Bzy > am->orthval * Bzdiff_norm * ydiff_norm + am->mueps) { 96 gflag = PETSC_TRUE; 97 b_sd = PetscSqr(ydiff_norm) / Bzy; /* betaSD */ 98 b_mg = Bzy / PetscSqr(Bzdiff_norm); /* betaMG */ 99 b_k = (b_mg / b_sd) > 0.5 ? b_mg : b_sd - 0.5 * b_mg; 100 } 101 am->muold = am->mu; 102 if (gflag && hflag) { 103 am->mu = PetscSqrtReal(a_k * b_k); 104 } else if (hflag) { 105 am->mu = a_k; 106 } else if (gflag) { 107 am->mu = b_k; 108 } 109 if (am->mu > am->muold) am->mu = am->muold; 110 if (am->mu < am->mumin) am->mu = am->mumin; 111 PetscFunctionReturn(PETSC_SUCCESS); 112 } 113 114 static PetscErrorCode TaoADMMSetRegularizerType_ADMM(Tao tao, TaoADMMRegularizerType type) 115 { 116 TAO_ADMM *am = (TAO_ADMM *)tao->data; 117 118 PetscFunctionBegin; 119 am->regswitch = type; 120 PetscFunctionReturn(PETSC_SUCCESS); 121 } 122 123 static PetscErrorCode TaoADMMGetRegularizerType_ADMM(Tao tao, TaoADMMRegularizerType *type) 124 { 125 TAO_ADMM *am = (TAO_ADMM *)tao->data; 126 127 PetscFunctionBegin; 128 *type = am->regswitch; 129 PetscFunctionReturn(PETSC_SUCCESS); 130 } 131 132 static PetscErrorCode TaoADMMSetUpdateType_ADMM(Tao tao, TaoADMMUpdateType type) 133 { 134 TAO_ADMM *am = (TAO_ADMM *)tao->data; 135 136 PetscFunctionBegin; 137 am->update = type; 138 PetscFunctionReturn(PETSC_SUCCESS); 139 } 140 141 static PetscErrorCode TaoADMMGetUpdateType_ADMM(Tao tao, TaoADMMUpdateType *type) 142 { 143 TAO_ADMM *am = (TAO_ADMM *)tao->data; 144 145 PetscFunctionBegin; 146 *type = am->update; 147 PetscFunctionReturn(PETSC_SUCCESS); 148 } 149 150 /* This routine updates Jacobians with new x,z vectors, 151 * and then updates Ax and Bz vectors, then computes updated residual vector*/ 152 static PetscErrorCode ADMMUpdateConstraintResidualVector(Tao tao, Vec x, Vec z, Vec Ax, Vec Bz, Vec residual) 153 { 154 TAO_ADMM *am = (TAO_ADMM *)tao->data; 155 Tao mis, reg; 156 157 PetscFunctionBegin; 158 mis = am->subsolverX; 159 reg = am->subsolverZ; 160 PetscCall(TaoComputeJacobianEquality(mis, x, mis->jacobian_equality, mis->jacobian_equality_pre)); 161 PetscCall(MatMult(mis->jacobian_equality, x, Ax)); 162 PetscCall(TaoComputeJacobianEquality(reg, z, reg->jacobian_equality, reg->jacobian_equality_pre)); 163 PetscCall(MatMult(reg->jacobian_equality, z, Bz)); 164 165 PetscCall(VecWAXPY(residual, 1., Bz, Ax)); 166 if (am->constraint != NULL) PetscCall(VecAXPY(residual, -1., am->constraint)); 167 PetscFunctionReturn(PETSC_SUCCESS); 168 } 169 170 /* Updates Augmented Lagrangians to given routines * 171 * For subsolverX, routine needs to be ComputeObjectiveAndGraidnet 172 * Separate Objective and Gradient routines are not supported. */ 173 static PetscErrorCode SubObjGradUpdate(Tao tao, Vec x, PetscReal *f, Vec g, void *ptr) 174 { 175 Tao parent = (Tao)ptr; 176 TAO_ADMM *am = (TAO_ADMM *)parent->data; 177 PetscReal temp, temp2; 178 Vec tempJR; 179 180 PetscFunctionBegin; 181 tempJR = am->workJacobianRight; 182 PetscCall(ADMMUpdateConstraintResidualVector(parent, x, am->subsolverZ->solution, am->Ax, am->Bz, am->residual)); 183 PetscCall((*am->ops->misfitobjgrad)(am->subsolverX, x, f, g, am->misfitobjgradP)); 184 185 am->last_misfit_val = *f; 186 /* Objective Add + yT(Ax+Bz-c) + mu/2*||Ax+Bz-c||_2^2 */ 187 PetscCall(VecTDot(am->residual, am->y, &temp)); 188 PetscCall(VecTDot(am->residual, am->residual, &temp2)); 189 *f += temp + (am->mu / 2) * temp2; 190 191 /* Gradient. Add + mu*AT(Ax+Bz-c) + yTA*/ 192 PetscCall(MatMultTranspose(tao->jacobian_equality, am->residual, tempJR)); 193 PetscCall(VecAXPY(g, am->mu, tempJR)); 194 PetscCall(MatMultTranspose(tao->jacobian_equality, am->y, tempJR)); 195 PetscCall(VecAXPY(g, 1., tempJR)); 196 PetscFunctionReturn(PETSC_SUCCESS); 197 } 198 199 /* Updates Augmented Lagrangians to given routines 200 * For subsolverZ, routine needs to be ComputeObjectiveAndGraidnet 201 * Separate Objective and Gradient routines are not supported. */ 202 static PetscErrorCode RegObjGradUpdate(Tao tao, Vec z, PetscReal *f, Vec g, void *ptr) 203 { 204 Tao parent = (Tao)ptr; 205 TAO_ADMM *am = (TAO_ADMM *)parent->data; 206 PetscReal temp, temp2; 207 Vec tempJR; 208 209 PetscFunctionBegin; 210 tempJR = am->workJacobianRight; 211 PetscCall(ADMMUpdateConstraintResidualVector(parent, am->subsolverX->solution, z, am->Ax, am->Bz, am->residual)); 212 PetscCall((*am->ops->regobjgrad)(am->subsolverZ, z, f, g, am->regobjgradP)); 213 am->last_reg_val = *f; 214 /* Objective Add + yT(Ax+Bz-c) + mu/2*||Ax+Bz-c||_2^2 */ 215 PetscCall(VecTDot(am->residual, am->y, &temp)); 216 PetscCall(VecTDot(am->residual, am->residual, &temp2)); 217 *f += temp + (am->mu / 2) * temp2; 218 219 /* Gradient. Add + mu*BT(Ax+Bz-c) + yTB*/ 220 PetscCall(MatMultTranspose(am->subsolverZ->jacobian_equality, am->residual, tempJR)); 221 PetscCall(VecAXPY(g, am->mu, tempJR)); 222 PetscCall(MatMultTranspose(am->subsolverZ->jacobian_equality, am->y, tempJR)); 223 PetscCall(VecAXPY(g, 1., tempJR)); 224 PetscFunctionReturn(PETSC_SUCCESS); 225 } 226 227 /* Computes epsilon padded L1 norm lambda*sum(sqrt(x^2+eps^2)-eps */ 228 static PetscErrorCode ADMML1EpsilonNorm(Tao tao, Vec x, PetscReal eps, PetscReal *norm) 229 { 230 TAO_ADMM *am = (TAO_ADMM *)tao->data; 231 PetscInt N; 232 233 PetscFunctionBegin; 234 PetscCall(VecGetSize(am->workLeft, &N)); 235 PetscCall(VecPointwiseMult(am->workLeft, x, x)); 236 PetscCall(VecShift(am->workLeft, am->l1epsilon * am->l1epsilon)); 237 PetscCall(VecSqrtAbs(am->workLeft)); 238 PetscCall(VecSum(am->workLeft, norm)); 239 *norm += N * am->l1epsilon; 240 *norm *= am->lambda; 241 PetscFunctionReturn(PETSC_SUCCESS); 242 } 243 244 static PetscErrorCode ADMMInternalHessianUpdate(Mat H, Mat Constraint, PetscBool Identity, void *ptr) 245 { 246 TAO_ADMM *am = (TAO_ADMM *)ptr; 247 248 PetscFunctionBegin; 249 switch (am->update) { 250 case (TAO_ADMM_UPDATE_BASIC): 251 break; 252 case (TAO_ADMM_UPDATE_ADAPTIVE): 253 case (TAO_ADMM_UPDATE_ADAPTIVE_RELAXED): 254 if (H && (am->muold != am->mu)) { 255 if (!Identity) { 256 PetscCall(MatAXPY(H, am->mu - am->muold, Constraint, DIFFERENT_NONZERO_PATTERN)); 257 } else { 258 PetscCall(MatShift(H, am->mu - am->muold)); 259 } 260 } 261 break; 262 } 263 PetscFunctionReturn(PETSC_SUCCESS); 264 } 265 266 /* Updates Hessian - adds second derivative of augmented Lagrangian 267 * H \gets H + \rho*ATA 268 * Here, \rho does not change in TAO_ADMM_UPDATE_BASIC - thus no-op 269 * For ADAPTAIVE,ADAPTIVE_RELAXED, 270 * H \gets H + (\rho-\rhoold)*ATA 271 * Here, we assume that A is linear constraint i.e., doesnt change. 272 * Thus, for both ADAPTIVE, and RELAXED, ATA matrix is pre-set (except for A=I (null case)) see TaoSetUp_ADMM */ 273 static PetscErrorCode SubHessianUpdate(Tao tao, Vec x, Mat H, Mat Hpre, void *ptr) 274 { 275 Tao parent = (Tao)ptr; 276 TAO_ADMM *am = (TAO_ADMM *)parent->data; 277 278 PetscFunctionBegin; 279 if (am->Hxchange) { 280 /* Case where Hessian gets updated with respect to x vector input. */ 281 PetscCall((*am->ops->misfithess)(am->subsolverX, x, H, Hpre, am->misfithessP)); 282 PetscCall(ADMMInternalHessianUpdate(am->subsolverX->hessian, am->ATA, am->xJI, am)); 283 } else if (am->Hxbool) { 284 /* Hessian doesn't get updated. H(x) = c */ 285 /* Update Lagrangian only only per TAO call */ 286 PetscCall(ADMMInternalHessianUpdate(am->subsolverX->hessian, am->ATA, am->xJI, am)); 287 am->Hxbool = PETSC_FALSE; 288 } 289 PetscFunctionReturn(PETSC_SUCCESS); 290 } 291 292 /* Same as SubHessianUpdate, except for B matrix instead of A matrix */ 293 static PetscErrorCode RegHessianUpdate(Tao tao, Vec z, Mat H, Mat Hpre, void *ptr) 294 { 295 Tao parent = (Tao)ptr; 296 TAO_ADMM *am = (TAO_ADMM *)parent->data; 297 298 PetscFunctionBegin; 299 300 if (am->Hzchange) { 301 /* Case where Hessian gets updated with respect to x vector input. */ 302 PetscCall((*am->ops->reghess)(am->subsolverZ, z, H, Hpre, am->reghessP)); 303 PetscCall(ADMMInternalHessianUpdate(am->subsolverZ->hessian, am->BTB, am->zJI, am)); 304 } else if (am->Hzbool) { 305 /* Hessian doesn't get updated. H(x) = c */ 306 /* Update Lagrangian only only per TAO call */ 307 PetscCall(ADMMInternalHessianUpdate(am->subsolverZ->hessian, am->BTB, am->zJI, am)); 308 am->Hzbool = PETSC_FALSE; 309 } 310 PetscFunctionReturn(PETSC_SUCCESS); 311 } 312 313 /* Shell Matrix routine for A matrix. 314 * This gets used when user puts NULL for 315 * TaoSetJacobianEqualityRoutine(tao, NULL,NULL, ...) 316 * Essentially sets A=I*/ 317 static PetscErrorCode JacobianIdentity(Mat mat, Vec in, Vec out) 318 { 319 PetscFunctionBegin; 320 PetscCall(VecCopy(in, out)); 321 PetscFunctionReturn(PETSC_SUCCESS); 322 } 323 324 /* Shell Matrix routine for B matrix. 325 * This gets used when user puts NULL for 326 * TaoADMMSetRegularizerConstraintJacobian(tao, NULL,NULL, ...) 327 * Sets B=-I */ 328 static PetscErrorCode JacobianIdentityB(Mat mat, Vec in, Vec out) 329 { 330 PetscFunctionBegin; 331 PetscCall(VecCopy(in, out)); 332 PetscCall(VecScale(out, -1.)); 333 PetscFunctionReturn(PETSC_SUCCESS); 334 } 335 336 /* Solve f(x) + g(z) s.t. Ax + Bz = c */ 337 static PetscErrorCode TaoSolve_ADMM(Tao tao) 338 { 339 TAO_ADMM *am = (TAO_ADMM *)tao->data; 340 PetscInt N; 341 PetscReal reg_func; 342 PetscBool is_reg_shell; 343 Vec tempL; 344 345 PetscFunctionBegin; 346 if (am->regswitch != TAO_ADMM_REGULARIZER_SOFT_THRESH) { 347 PetscCheck(am->subsolverX->ops->computejacobianequality, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_WRONGSTATE, "Must call TaoADMMSetMisfitConstraintJacobian() first"); 348 PetscCheck(am->subsolverZ->ops->computejacobianequality, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_WRONGSTATE, "Must call TaoADMMSetRegularizerConstraintJacobian() first"); 349 if (am->constraint != NULL) PetscCall(VecNorm(am->constraint, NORM_2, &am->const_norm)); 350 } 351 tempL = am->workLeft; 352 PetscCall(VecGetSize(tempL, &N)); 353 354 if (am->Hx && am->ops->misfithess) PetscCall(TaoSetHessian(am->subsolverX, am->Hx, am->Hx, SubHessianUpdate, tao)); 355 356 if (!am->zJI) { 357 /* Currently, B is assumed to be a linear system, i.e., not getting updated*/ 358 PetscCall(MatTransposeMatMult(am->JB, am->JB, MAT_INITIAL_MATRIX, PETSC_DEFAULT, &(am->BTB))); 359 } 360 if (!am->xJI) { 361 /* Currently, A is assumed to be a linear system, i.e., not getting updated*/ 362 PetscCall(MatTransposeMatMult(am->subsolverX->jacobian_equality, am->subsolverX->jacobian_equality, MAT_INITIAL_MATRIX, PETSC_DEFAULT, &(am->ATA))); 363 } 364 365 is_reg_shell = PETSC_FALSE; 366 367 PetscCall(PetscObjectTypeCompare((PetscObject)am->subsolverZ, TAOSHELL, &is_reg_shell)); 368 369 if (!is_reg_shell) { 370 switch (am->regswitch) { 371 case (TAO_ADMM_REGULARIZER_USER): 372 break; 373 case (TAO_ADMM_REGULARIZER_SOFT_THRESH): 374 /* Soft Threshold. */ 375 break; 376 } 377 if (am->ops->regobjgrad) PetscCall(TaoSetObjectiveAndGradient(am->subsolverZ, NULL, RegObjGradUpdate, tao)); 378 if (am->Hz && am->ops->reghess) PetscCall(TaoSetHessian(am->subsolverZ, am->Hz, am->Hzpre, RegHessianUpdate, tao)); 379 } 380 381 switch (am->update) { 382 case TAO_ADMM_UPDATE_BASIC: 383 if (am->subsolverX->hessian) { 384 /* In basic case, Hessian does not get updated w.r.t. to spectral penalty 385 * Here, when A is set, i.e., am->xJI, add mu*ATA to Hessian*/ 386 if (!am->xJI) { 387 PetscCall(MatAXPY(am->subsolverX->hessian, am->mu, am->ATA, DIFFERENT_NONZERO_PATTERN)); 388 } else { 389 PetscCall(MatShift(am->subsolverX->hessian, am->mu)); 390 } 391 } 392 if (am->subsolverZ->hessian && am->regswitch == TAO_ADMM_REGULARIZER_USER) { 393 if (am->regswitch == TAO_ADMM_REGULARIZER_USER && !am->zJI) { 394 PetscCall(MatAXPY(am->subsolverZ->hessian, am->mu, am->BTB, DIFFERENT_NONZERO_PATTERN)); 395 } else { 396 PetscCall(MatShift(am->subsolverZ->hessian, am->mu)); 397 } 398 } 399 break; 400 case TAO_ADMM_UPDATE_ADAPTIVE: 401 case TAO_ADMM_UPDATE_ADAPTIVE_RELAXED: 402 break; 403 } 404 405 PetscCall(PetscCitationsRegister(citation, &cited)); 406 tao->reason = TAO_CONTINUE_ITERATING; 407 408 while (tao->reason == TAO_CONTINUE_ITERATING) { 409 PetscTryTypeMethod(tao, update, tao->niter, tao->user_update); 410 PetscCall(VecCopy(am->Bz, am->Bzold)); 411 412 /* x update */ 413 PetscCall(TaoSolve(am->subsolverX)); 414 PetscCall(TaoComputeJacobianEquality(am->subsolverX, am->subsolverX->solution, am->subsolverX->jacobian_equality, am->subsolverX->jacobian_equality_pre)); 415 PetscCall(MatMult(am->subsolverX->jacobian_equality, am->subsolverX->solution, am->Ax)); 416 417 am->Hxbool = PETSC_TRUE; 418 419 /* z update */ 420 switch (am->regswitch) { 421 case TAO_ADMM_REGULARIZER_USER: 422 PetscCall(TaoSolve(am->subsolverZ)); 423 break; 424 case TAO_ADMM_REGULARIZER_SOFT_THRESH: 425 /* L1 assumes A,B jacobians are identity nxn matrix */ 426 PetscCall(VecWAXPY(am->workJacobianRight, 1 / am->mu, am->y, am->Ax)); 427 PetscCall(TaoSoftThreshold(am->workJacobianRight, -am->lambda / am->mu, am->lambda / am->mu, am->subsolverZ->solution)); 428 break; 429 } 430 am->Hzbool = PETSC_TRUE; 431 /* Returns Ax + Bz - c with updated Ax,Bz vectors */ 432 PetscCall(ADMMUpdateConstraintResidualVector(tao, am->subsolverX->solution, am->subsolverZ->solution, am->Ax, am->Bz, am->residual)); 433 /* Dual variable, y += y + mu*(Ax+Bz-c) */ 434 PetscCall(VecWAXPY(am->y, am->mu, am->residual, am->yold)); 435 436 /* stopping tolerance update */ 437 PetscCall(TaoADMMToleranceUpdate(tao)); 438 439 /* Updating Spectral Penalty */ 440 switch (am->update) { 441 case TAO_ADMM_UPDATE_BASIC: 442 am->muold = am->mu; 443 break; 444 case TAO_ADMM_UPDATE_ADAPTIVE: 445 case TAO_ADMM_UPDATE_ADAPTIVE_RELAXED: 446 if (tao->niter == 0) { 447 PetscCall(VecCopy(am->y, am->y0)); 448 PetscCall(VecWAXPY(am->residual, 1., am->Ax, am->Bzold)); 449 if (am->constraint) PetscCall(VecAXPY(am->residual, -1., am->constraint)); 450 PetscCall(VecWAXPY(am->yhatold, -am->mu, am->residual, am->yold)); 451 PetscCall(VecCopy(am->Ax, am->Axold)); 452 PetscCall(VecCopy(am->Bz, am->Bz0)); 453 am->muold = am->mu; 454 } else if (tao->niter % am->T == 1) { 455 /* we have compute Bzold in a previous iteration, and we computed Ax above */ 456 PetscCall(VecWAXPY(am->residual, 1., am->Ax, am->Bzold)); 457 if (am->constraint) PetscCall(VecAXPY(am->residual, -1., am->constraint)); 458 PetscCall(VecWAXPY(am->yhat, -am->mu, am->residual, am->yold)); 459 PetscCall(AdaptiveADMMPenaltyUpdate(tao)); 460 PetscCall(VecCopy(am->Ax, am->Axold)); 461 PetscCall(VecCopy(am->Bz, am->Bz0)); 462 PetscCall(VecCopy(am->yhat, am->yhatold)); 463 PetscCall(VecCopy(am->y, am->y0)); 464 } else { 465 am->muold = am->mu; 466 } 467 break; 468 default: 469 break; 470 } 471 tao->niter++; 472 473 /* Calculate original function values. misfit part was done in TaoADMMToleranceUpdate*/ 474 switch (am->regswitch) { 475 case TAO_ADMM_REGULARIZER_USER: 476 if (is_reg_shell) { 477 PetscCall(ADMML1EpsilonNorm(tao, am->subsolverZ->solution, am->l1epsilon, ®_func)); 478 } else { 479 PetscCall((*am->ops->regobjgrad)(am->subsolverZ, am->subsolverX->solution, ®_func, tempL, am->regobjgradP)); 480 } 481 break; 482 case TAO_ADMM_REGULARIZER_SOFT_THRESH: 483 PetscCall(ADMML1EpsilonNorm(tao, am->subsolverZ->solution, am->l1epsilon, ®_func)); 484 break; 485 } 486 PetscCall(VecCopy(am->y, am->yold)); 487 PetscCall(ADMMUpdateConstraintResidualVector(tao, am->subsolverX->solution, am->subsolverZ->solution, am->Ax, am->Bz, am->residual)); 488 PetscCall(VecNorm(am->residual, NORM_2, &am->resnorm)); 489 PetscCall(TaoLogConvergenceHistory(tao, am->last_misfit_val + reg_func, am->dualres, am->resnorm, tao->ksp_its)); 490 491 PetscCall(TaoMonitor(tao, tao->niter, am->last_misfit_val + reg_func, am->dualres, am->resnorm, 1.0)); 492 PetscUseTypeMethod(tao, convergencetest, tao->cnvP); 493 } 494 /* Update vectors */ 495 PetscCall(VecCopy(am->subsolverX->solution, tao->solution)); 496 PetscCall(VecCopy(am->subsolverX->gradient, tao->gradient)); 497 PetscCall(PetscObjectCompose((PetscObject)am->subsolverX, "TaoGetADMMParentTao_ADMM", NULL)); 498 PetscCall(PetscObjectCompose((PetscObject)am->subsolverZ, "TaoGetADMMParentTao_ADMM", NULL)); 499 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetRegularizerType_C", NULL)); 500 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetRegularizerType_C", NULL)); 501 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetUpdateType_C", NULL)); 502 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetUpdateType_C", NULL)); 503 PetscFunctionReturn(PETSC_SUCCESS); 504 } 505 506 static PetscErrorCode TaoSetFromOptions_ADMM(Tao tao, PetscOptionItems *PetscOptionsObject) 507 { 508 TAO_ADMM *am = (TAO_ADMM *)tao->data; 509 510 PetscFunctionBegin; 511 PetscOptionsHeadBegin(PetscOptionsObject, "ADMM problem that solves f(x) in a form of f(x) + g(z) subject to x - z = 0. Norm 1 and 2 are supported. Different subsolver routines can be selected. "); 512 PetscCall(PetscOptionsReal("-tao_admm_regularizer_coefficient", "regularizer constant", "", am->lambda, &am->lambda, NULL)); 513 PetscCall(PetscOptionsReal("-tao_admm_spectral_penalty", "Constant for Augmented Lagrangian term.", "", am->mu, &am->mu, NULL)); 514 PetscCall(PetscOptionsReal("-tao_admm_relaxation_parameter", "x relaxation parameter for Z update.", "", am->gamma, &am->gamma, NULL)); 515 PetscCall(PetscOptionsReal("-tao_admm_tolerance_update_factor", "ADMM dynamic tolerance update factor.", "", am->tol, &am->tol, NULL)); 516 PetscCall(PetscOptionsReal("-tao_admm_spectral_penalty_update_factor", "ADMM spectral penalty update curvature safeguard value.", "", am->orthval, &am->orthval, NULL)); 517 PetscCall(PetscOptionsReal("-tao_admm_minimum_spectral_penalty", "Set ADMM minimum spectral penalty.", "", am->mumin, &am->mumin, NULL)); 518 PetscCall(PetscOptionsEnum("-tao_admm_dual_update", "Lagrangian dual update policy", "TaoADMMUpdateType", TaoADMMUpdateTypes, (PetscEnum)am->update, (PetscEnum *)&am->update, NULL)); 519 PetscCall(PetscOptionsEnum("-tao_admm_regularizer_type", "ADMM regularizer update rule", "TaoADMMRegularizerType", TaoADMMRegularizerTypes, (PetscEnum)am->regswitch, (PetscEnum *)&am->regswitch, NULL)); 520 PetscOptionsHeadEnd(); 521 PetscCall(TaoSetFromOptions(am->subsolverX)); 522 if (am->regswitch != TAO_ADMM_REGULARIZER_SOFT_THRESH) PetscCall(TaoSetFromOptions(am->subsolverZ)); 523 PetscFunctionReturn(PETSC_SUCCESS); 524 } 525 526 static PetscErrorCode TaoView_ADMM(Tao tao, PetscViewer viewer) 527 { 528 TAO_ADMM *am = (TAO_ADMM *)tao->data; 529 530 PetscFunctionBegin; 531 PetscCall(PetscViewerASCIIPushTab(viewer)); 532 PetscCall(TaoView(am->subsolverX, viewer)); 533 PetscCall(TaoView(am->subsolverZ, viewer)); 534 PetscCall(PetscViewerASCIIPopTab(viewer)); 535 PetscFunctionReturn(PETSC_SUCCESS); 536 } 537 538 static PetscErrorCode TaoSetUp_ADMM(Tao tao) 539 { 540 TAO_ADMM *am = (TAO_ADMM *)tao->data; 541 PetscInt n, N, M; 542 543 PetscFunctionBegin; 544 PetscCall(VecGetLocalSize(tao->solution, &n)); 545 PetscCall(VecGetSize(tao->solution, &N)); 546 /* If Jacobian is given as NULL, it means Jacobian is identity matrix with size of solution vector */ 547 if (!am->JB) { 548 am->zJI = PETSC_TRUE; 549 PetscCall(MatCreateShell(PetscObjectComm((PetscObject)tao), n, n, PETSC_DETERMINE, PETSC_DETERMINE, NULL, &am->JB)); 550 PetscCall(MatShellSetOperation(am->JB, MATOP_MULT, (void (*)(void))JacobianIdentityB)); 551 PetscCall(MatShellSetOperation(am->JB, MATOP_MULT_TRANSPOSE, (void (*)(void))JacobianIdentityB)); 552 am->JBpre = am->JB; 553 } 554 if (!am->JA) { 555 am->xJI = PETSC_TRUE; 556 PetscCall(MatCreateShell(PetscObjectComm((PetscObject)tao), n, n, PETSC_DETERMINE, PETSC_DETERMINE, NULL, &am->JA)); 557 PetscCall(MatShellSetOperation(am->JA, MATOP_MULT, (void (*)(void))JacobianIdentity)); 558 PetscCall(MatShellSetOperation(am->JA, MATOP_MULT_TRANSPOSE, (void (*)(void))JacobianIdentity)); 559 am->JApre = am->JA; 560 } 561 PetscCall(MatCreateVecs(am->JA, NULL, &am->Ax)); 562 if (!tao->gradient) PetscCall(VecDuplicate(tao->solution, &tao->gradient)); 563 PetscCall(TaoSetSolution(am->subsolverX, tao->solution)); 564 if (!am->z) { 565 PetscCall(VecDuplicate(tao->solution, &am->z)); 566 PetscCall(VecSet(am->z, 0.0)); 567 } 568 PetscCall(TaoSetSolution(am->subsolverZ, am->z)); 569 if (!am->workLeft) PetscCall(VecDuplicate(tao->solution, &am->workLeft)); 570 if (!am->Axold) PetscCall(VecDuplicate(am->Ax, &am->Axold)); 571 if (!am->workJacobianRight) PetscCall(VecDuplicate(am->Ax, &am->workJacobianRight)); 572 if (!am->workJacobianRight2) PetscCall(VecDuplicate(am->Ax, &am->workJacobianRight2)); 573 if (!am->Bz) PetscCall(VecDuplicate(am->Ax, &am->Bz)); 574 if (!am->Bzold) PetscCall(VecDuplicate(am->Ax, &am->Bzold)); 575 if (!am->Bz0) PetscCall(VecDuplicate(am->Ax, &am->Bz0)); 576 if (!am->y) { 577 PetscCall(VecDuplicate(am->Ax, &am->y)); 578 PetscCall(VecSet(am->y, 0.0)); 579 } 580 if (!am->yold) { 581 PetscCall(VecDuplicate(am->Ax, &am->yold)); 582 PetscCall(VecSet(am->yold, 0.0)); 583 } 584 if (!am->y0) { 585 PetscCall(VecDuplicate(am->Ax, &am->y0)); 586 PetscCall(VecSet(am->y0, 0.0)); 587 } 588 if (!am->yhat) { 589 PetscCall(VecDuplicate(am->Ax, &am->yhat)); 590 PetscCall(VecSet(am->yhat, 0.0)); 591 } 592 if (!am->yhatold) { 593 PetscCall(VecDuplicate(am->Ax, &am->yhatold)); 594 PetscCall(VecSet(am->yhatold, 0.0)); 595 } 596 if (!am->residual) { 597 PetscCall(VecDuplicate(am->Ax, &am->residual)); 598 PetscCall(VecSet(am->residual, 0.0)); 599 } 600 if (!am->constraint) { 601 am->constraint = NULL; 602 } else { 603 PetscCall(VecGetSize(am->constraint, &M)); 604 PetscCheck(M == N, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_WRONGSTATE, "Solution vector and constraint vector must be of same size!"); 605 } 606 607 /* Save changed tao tolerance for adaptive tolerance */ 608 if (tao->gatol_changed) am->gatol_admm = tao->gatol; 609 if (tao->catol_changed) am->catol_admm = tao->catol; 610 611 /*Update spectral and dual elements to X subsolver */ 612 PetscCall(TaoSetObjectiveAndGradient(am->subsolverX, NULL, SubObjGradUpdate, tao)); 613 PetscCall(TaoSetJacobianEqualityRoutine(am->subsolverX, am->JA, am->JApre, am->ops->misfitjac, am->misfitjacobianP)); 614 PetscCall(TaoSetJacobianEqualityRoutine(am->subsolverZ, am->JB, am->JBpre, am->ops->regjac, am->regjacobianP)); 615 PetscFunctionReturn(PETSC_SUCCESS); 616 } 617 618 static PetscErrorCode TaoDestroy_ADMM(Tao tao) 619 { 620 TAO_ADMM *am = (TAO_ADMM *)tao->data; 621 622 PetscFunctionBegin; 623 PetscCall(VecDestroy(&am->z)); 624 PetscCall(VecDestroy(&am->Ax)); 625 PetscCall(VecDestroy(&am->Axold)); 626 PetscCall(VecDestroy(&am->Bz)); 627 PetscCall(VecDestroy(&am->Bzold)); 628 PetscCall(VecDestroy(&am->Bz0)); 629 PetscCall(VecDestroy(&am->residual)); 630 PetscCall(VecDestroy(&am->y)); 631 PetscCall(VecDestroy(&am->yold)); 632 PetscCall(VecDestroy(&am->y0)); 633 PetscCall(VecDestroy(&am->yhat)); 634 PetscCall(VecDestroy(&am->yhatold)); 635 PetscCall(VecDestroy(&am->workLeft)); 636 PetscCall(VecDestroy(&am->workJacobianRight)); 637 PetscCall(VecDestroy(&am->workJacobianRight2)); 638 639 PetscCall(MatDestroy(&am->JA)); 640 PetscCall(MatDestroy(&am->JB)); 641 if (!am->xJI) PetscCall(MatDestroy(&am->JApre)); 642 if (!am->zJI) PetscCall(MatDestroy(&am->JBpre)); 643 if (am->Hx) { 644 PetscCall(MatDestroy(&am->Hx)); 645 PetscCall(MatDestroy(&am->Hxpre)); 646 } 647 if (am->Hz) { 648 PetscCall(MatDestroy(&am->Hz)); 649 PetscCall(MatDestroy(&am->Hzpre)); 650 } 651 PetscCall(MatDestroy(&am->ATA)); 652 PetscCall(MatDestroy(&am->BTB)); 653 PetscCall(TaoDestroy(&am->subsolverX)); 654 PetscCall(TaoDestroy(&am->subsolverZ)); 655 am->parent = NULL; 656 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetRegularizerType_C", NULL)); 657 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetRegularizerType_C", NULL)); 658 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetUpdateType_C", NULL)); 659 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetUpdateType_C", NULL)); 660 PetscCall(PetscFree(tao->data)); 661 PetscFunctionReturn(PETSC_SUCCESS); 662 } 663 664 /*MC 665 666 TAOADMM - Alternating direction method of multipliers method fo solving linear problems with 667 constraints. in a min_x f(x) + g(z) s.t. Ax+Bz=c. 668 This algorithm employs two sub Tao solvers, of which type can be specified 669 by the user. User need to provide ObjectiveAndGradient routine, and/or HessianRoutine for both subsolvers. 670 Hessians can be given boolean flag determining whether they change with respect to a input vector. This can be set via 671 TaoADMMSet{Misfit,Regularizer}HessianChangeStatus. 672 Second subsolver does support TAOSHELL. It should be noted that L1-norm is used for objective value for TAOSHELL type. 673 There is option to set regularizer option, and currently soft-threshold is implemented. For spectral penalty update, 674 currently there are basic option and adaptive option. 675 Constraint is set at Ax+Bz=c, and A and B can be set with TaoADMMSet{Misfit,Regularizer}ConstraintJacobian. 676 c can be set with TaoADMMSetConstraintVectorRHS. 677 The user can also provide regularizer weight for second subsolver. 678 679 References: 680 . * - Xu, Zheng and Figueiredo, Mario A. T. and Yuan, Xiaoming and Studer, Christoph and Goldstein, Tom 681 "Adaptive Relaxed ADMM: Convergence Theory and Practical Implementation" 682 The IEEE Conference on Computer Vision and Pattern Recognition (CVPR), July, 2017. 683 684 Options Database Keys: 685 + -tao_admm_regularizer_coefficient - regularizer constant (default 1.e-6) 686 . -tao_admm_spectral_penalty - Constant for Augmented Lagrangian term (default 1.) 687 . -tao_admm_relaxation_parameter - relaxation parameter for Z update (default 1.) 688 . -tao_admm_tolerance_update_factor - ADMM dynamic tolerance update factor (default 1.e-12) 689 . -tao_admm_spectral_penalty_update_factor - ADMM spectral penalty update curvature safeguard value (default 0.2) 690 . -tao_admm_minimum_spectral_penalty - Set ADMM minimum spectral penalty (default 0) 691 . -tao_admm_dual_update - Lagrangian dual update policy ("basic","adaptive","adaptive-relaxed") (default "basic") 692 - -tao_admm_regularizer_type - ADMM regularizer update rule ("user","soft-threshold") (default "soft-threshold") 693 694 Level: beginner 695 696 .seealso: `TaoADMMSetMisfitHessianChangeStatus()`, `TaoADMMSetRegHessianChangeStatus()`, `TaoADMMGetSpectralPenalty()`, 697 `TaoADMMGetMisfitSubsolver()`, `TaoADMMGetRegularizationSubsolver()`, `TaoADMMSetConstraintVectorRHS()`, 698 `TaoADMMSetMinimumSpectralPenalty()`, `TaoADMMSetRegularizerCoefficient()`, 699 `TaoADMMSetRegularizerConstraintJacobian()`, `TaoADMMSetMisfitConstraintJacobian()`, 700 `TaoADMMSetMisfitObjectiveAndGradientRoutine()`, `TaoADMMSetMisfitHessianRoutine()`, 701 `TaoADMMSetRegularizerObjectiveAndGradientRoutine()`, `TaoADMMSetRegularizerHessianRoutine()`, 702 `TaoGetADMMParentTao()`, `TaoADMMGetDualVector()`, `TaoADMMSetRegularizerType()`, 703 `TaoADMMGetRegularizerType()`, `TaoADMMSetUpdateType()`, `TaoADMMGetUpdateType()` 704 M*/ 705 706 PETSC_EXTERN PetscErrorCode TaoCreate_ADMM(Tao tao) 707 { 708 TAO_ADMM *am; 709 710 PetscFunctionBegin; 711 PetscCall(PetscNew(&am)); 712 713 tao->ops->destroy = TaoDestroy_ADMM; 714 tao->ops->setup = TaoSetUp_ADMM; 715 tao->ops->setfromoptions = TaoSetFromOptions_ADMM; 716 tao->ops->view = TaoView_ADMM; 717 tao->ops->solve = TaoSolve_ADMM; 718 719 tao->data = (void *)am; 720 am->l1epsilon = 1e-6; 721 am->lambda = 1e-4; 722 am->mu = 1.; 723 am->muold = 0.; 724 am->mueps = PETSC_MACHINE_EPSILON; 725 am->mumin = 0.; 726 am->orthval = 0.2; 727 am->T = 2; 728 am->parent = tao; 729 am->update = TAO_ADMM_UPDATE_BASIC; 730 am->regswitch = TAO_ADMM_REGULARIZER_SOFT_THRESH; 731 am->tol = PETSC_SMALL; 732 am->const_norm = 0; 733 am->resnorm = 0; 734 am->dualres = 0; 735 am->ops->regobjgrad = NULL; 736 am->ops->reghess = NULL; 737 am->gamma = 1; 738 am->regobjgradP = NULL; 739 am->reghessP = NULL; 740 am->gatol_admm = 1e-8; 741 am->catol_admm = 0; 742 am->Hxchange = PETSC_TRUE; 743 am->Hzchange = PETSC_TRUE; 744 am->Hzbool = PETSC_TRUE; 745 am->Hxbool = PETSC_TRUE; 746 747 PetscCall(TaoCreate(PetscObjectComm((PetscObject)tao), &am->subsolverX)); 748 PetscCall(TaoSetOptionsPrefix(am->subsolverX, "misfit_")); 749 PetscCall(PetscObjectIncrementTabLevel((PetscObject)am->subsolverX, (PetscObject)tao, 1)); 750 PetscCall(TaoCreate(PetscObjectComm((PetscObject)tao), &am->subsolverZ)); 751 PetscCall(TaoSetOptionsPrefix(am->subsolverZ, "reg_")); 752 PetscCall(PetscObjectIncrementTabLevel((PetscObject)am->subsolverZ, (PetscObject)tao, 1)); 753 754 PetscCall(TaoSetType(am->subsolverX, TAONLS)); 755 PetscCall(TaoSetType(am->subsolverZ, TAONLS)); 756 PetscCall(PetscObjectCompose((PetscObject)am->subsolverX, "TaoGetADMMParentTao_ADMM", (PetscObject)tao)); 757 PetscCall(PetscObjectCompose((PetscObject)am->subsolverZ, "TaoGetADMMParentTao_ADMM", (PetscObject)tao)); 758 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetRegularizerType_C", TaoADMMSetRegularizerType_ADMM)); 759 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetRegularizerType_C", TaoADMMGetRegularizerType_ADMM)); 760 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetUpdateType_C", TaoADMMSetUpdateType_ADMM)); 761 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetUpdateType_C", TaoADMMGetUpdateType_ADMM)); 762 PetscFunctionReturn(PETSC_SUCCESS); 763 } 764 765 /*@ 766 TaoADMMSetMisfitHessianChangeStatus - Set boolean that determines whether Hessian matrix of misfit subsolver changes with respect to input vector. 767 768 Collective 769 770 Input Parameters: 771 + tao - the Tao solver context. 772 - b - the Hessian matrix change status boolean, PETSC_FALSE when the Hessian matrix does not change, TRUE otherwise. 773 774 Level: advanced 775 776 .seealso: `TAOADMM` 777 778 @*/ 779 PetscErrorCode TaoADMMSetMisfitHessianChangeStatus(Tao tao, PetscBool b) 780 { 781 TAO_ADMM *am = (TAO_ADMM *)tao->data; 782 783 PetscFunctionBegin; 784 am->Hxchange = b; 785 PetscFunctionReturn(PETSC_SUCCESS); 786 } 787 788 /*@ 789 TaoADMMSetRegHessianChangeStatus - Set boolean that determines whether Hessian matrix of regularization subsolver changes with respect to input vector. 790 791 Collective 792 793 Input Parameters: 794 + tao - the Tao solver context 795 - b - the Hessian matrix change status boolean, PETSC_FALSE when the Hessian matrix does not change, TRUE otherwise. 796 797 Level: advanced 798 799 .seealso: `TAOADMM` 800 801 @*/ 802 PetscErrorCode TaoADMMSetRegHessianChangeStatus(Tao tao, PetscBool b) 803 { 804 TAO_ADMM *am = (TAO_ADMM *)tao->data; 805 806 PetscFunctionBegin; 807 am->Hzchange = b; 808 PetscFunctionReturn(PETSC_SUCCESS); 809 } 810 811 /*@ 812 TaoADMMSetSpectralPenalty - Set the spectral penalty (mu) value 813 814 Collective 815 816 Input Parameters: 817 + tao - the Tao solver context 818 - mu - spectral penalty 819 820 Level: advanced 821 822 .seealso: `TaoADMMSetMinimumSpectralPenalty()`, `TAOADMM` 823 @*/ 824 PetscErrorCode TaoADMMSetSpectralPenalty(Tao tao, PetscReal mu) 825 { 826 TAO_ADMM *am = (TAO_ADMM *)tao->data; 827 828 PetscFunctionBegin; 829 am->mu = mu; 830 PetscFunctionReturn(PETSC_SUCCESS); 831 } 832 833 /*@ 834 TaoADMMGetSpectralPenalty - Get the spectral penalty (mu) value 835 836 Collective 837 838 Input Parameter: 839 . tao - the Tao solver context 840 841 Output Parameter: 842 . mu - spectral penalty 843 844 Level: advanced 845 846 .seealso: `TaoADMMSetMinimumSpectralPenalty()`, `TaoADMMSetSpectralPenalty()`, `TAOADMM` 847 @*/ 848 PetscErrorCode TaoADMMGetSpectralPenalty(Tao tao, PetscReal *mu) 849 { 850 TAO_ADMM *am = (TAO_ADMM *)tao->data; 851 852 PetscFunctionBegin; 853 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 854 PetscValidRealPointer(mu, 2); 855 *mu = am->mu; 856 PetscFunctionReturn(PETSC_SUCCESS); 857 } 858 859 /*@ 860 TaoADMMGetMisfitSubsolver - Get the pointer to the misfit subsolver inside ADMM 861 862 Collective 863 864 Input Parameter: 865 . tao - the Tao solver context 866 867 Output Parameter: 868 . misfit - the Tao subsolver context 869 870 Level: advanced 871 872 .seealso: `TAOADMM` 873 874 @*/ 875 PetscErrorCode TaoADMMGetMisfitSubsolver(Tao tao, Tao *misfit) 876 { 877 TAO_ADMM *am = (TAO_ADMM *)tao->data; 878 879 PetscFunctionBegin; 880 *misfit = am->subsolverX; 881 PetscFunctionReturn(PETSC_SUCCESS); 882 } 883 884 /*@ 885 TaoADMMGetRegularizationSubsolver - Get the pointer to the regularization subsolver inside ADMM 886 887 Collective 888 889 Input Parameter: 890 . tao - the Tao solver context 891 892 Output Parameter: 893 . reg - the Tao subsolver context 894 895 Level: advanced 896 897 .seealso: `TAOADMM` 898 899 @*/ 900 PetscErrorCode TaoADMMGetRegularizationSubsolver(Tao tao, Tao *reg) 901 { 902 TAO_ADMM *am = (TAO_ADMM *)tao->data; 903 904 PetscFunctionBegin; 905 *reg = am->subsolverZ; 906 PetscFunctionReturn(PETSC_SUCCESS); 907 } 908 909 /*@ 910 TaoADMMSetConstraintVectorRHS - Set the RHS constraint vector for ADMM 911 912 Collective 913 914 Input Parameters: 915 + tao - the Tao solver context 916 - c - RHS vector 917 918 Level: advanced 919 920 .seealso: `TAOADMM` 921 922 @*/ 923 PetscErrorCode TaoADMMSetConstraintVectorRHS(Tao tao, Vec c) 924 { 925 TAO_ADMM *am = (TAO_ADMM *)tao->data; 926 927 PetscFunctionBegin; 928 am->constraint = c; 929 PetscFunctionReturn(PETSC_SUCCESS); 930 } 931 932 /*@ 933 TaoADMMSetMinimumSpectralPenalty - Set the minimum value for the spectral penalty 934 935 Collective 936 937 Input Parameters: 938 + tao - the Tao solver context 939 - mu - minimum spectral penalty value 940 941 Level: advanced 942 943 .seealso: `TaoADMMGetSpectralPenalty()`, `TAOADMM` 944 @*/ 945 PetscErrorCode TaoADMMSetMinimumSpectralPenalty(Tao tao, PetscReal mu) 946 { 947 TAO_ADMM *am = (TAO_ADMM *)tao->data; 948 949 PetscFunctionBegin; 950 am->mumin = mu; 951 PetscFunctionReturn(PETSC_SUCCESS); 952 } 953 954 /*@ 955 TaoADMMSetRegularizerCoefficient - Set the regularization coefficient lambda for L1 norm regularization case 956 957 Collective 958 959 Input Parameters: 960 + tao - the Tao solver context 961 - lambda - L1-norm regularizer coefficient 962 963 Level: advanced 964 965 .seealso: `TaoADMMSetMisfitConstraintJacobian()`, `TaoADMMSetRegularizerConstraintJacobian()`, `TAOADMM` 966 967 @*/ 968 PetscErrorCode TaoADMMSetRegularizerCoefficient(Tao tao, PetscReal lambda) 969 { 970 TAO_ADMM *am = (TAO_ADMM *)tao->data; 971 972 PetscFunctionBegin; 973 am->lambda = lambda; 974 PetscFunctionReturn(PETSC_SUCCESS); 975 } 976 977 /*@C 978 TaoADMMSetMisfitConstraintJacobian - Set the constraint matrix B for the ADMM algorithm. Matrix B constrains the z variable. 979 980 Collective 981 982 Input Parameters: 983 + tao - the Tao solver context 984 . J - user-created regularizer constraint Jacobian matrix 985 . Jpre - user-created regularizer Jacobian constraint preconditioner matrix 986 . func - function pointer for the regularizer constraint Jacobian update function 987 - ctx - user context for the regularizer Hessian 988 989 Level: advanced 990 991 .seealso: `TaoADMMSetRegularizerCoefficient()`, `TaoADMMSetRegularizerConstraintJacobian()`, `TAOADMM` 992 993 @*/ 994 PetscErrorCode TaoADMMSetMisfitConstraintJacobian(Tao tao, Mat J, Mat Jpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void *), void *ctx) 995 { 996 TAO_ADMM *am = (TAO_ADMM *)tao->data; 997 998 PetscFunctionBegin; 999 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1000 if (J) { 1001 PetscValidHeaderSpecific(J, MAT_CLASSID, 2); 1002 PetscCheckSameComm(tao, 1, J, 2); 1003 } 1004 if (Jpre) { 1005 PetscValidHeaderSpecific(Jpre, MAT_CLASSID, 3); 1006 PetscCheckSameComm(tao, 1, Jpre, 3); 1007 } 1008 if (ctx) am->misfitjacobianP = ctx; 1009 if (func) am->ops->misfitjac = func; 1010 1011 if (J) { 1012 PetscCall(PetscObjectReference((PetscObject)J)); 1013 PetscCall(MatDestroy(&am->JA)); 1014 am->JA = J; 1015 } 1016 if (Jpre) { 1017 PetscCall(PetscObjectReference((PetscObject)Jpre)); 1018 PetscCall(MatDestroy(&am->JApre)); 1019 am->JApre = Jpre; 1020 } 1021 PetscFunctionReturn(PETSC_SUCCESS); 1022 } 1023 1024 /*@C 1025 TaoADMMSetRegularizerConstraintJacobian - Set the constraint matrix B for ADMM algorithm. Matrix B constraints z variable. 1026 1027 Collective 1028 1029 Input Parameters: 1030 + tao - the Tao solver context 1031 . J - user-created regularizer constraint Jacobian matrix 1032 . Jpre - user-created regularizer Jacobian constraint preconditioner matrix 1033 . func - function pointer for the regularizer constraint Jacobian update function 1034 - ctx - user context for the regularizer Hessian 1035 1036 Level: advanced 1037 1038 .seealso: `TaoADMMSetRegularizerCoefficient()`, `TaoADMMSetMisfitConstraintJacobian()`, `TAOADMM` 1039 1040 @*/ 1041 PetscErrorCode TaoADMMSetRegularizerConstraintJacobian(Tao tao, Mat J, Mat Jpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void *), void *ctx) 1042 { 1043 TAO_ADMM *am = (TAO_ADMM *)tao->data; 1044 1045 PetscFunctionBegin; 1046 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1047 if (J) { 1048 PetscValidHeaderSpecific(J, MAT_CLASSID, 2); 1049 PetscCheckSameComm(tao, 1, J, 2); 1050 } 1051 if (Jpre) { 1052 PetscValidHeaderSpecific(Jpre, MAT_CLASSID, 3); 1053 PetscCheckSameComm(tao, 1, Jpre, 3); 1054 } 1055 if (ctx) am->regjacobianP = ctx; 1056 if (func) am->ops->regjac = func; 1057 1058 if (J) { 1059 PetscCall(PetscObjectReference((PetscObject)J)); 1060 PetscCall(MatDestroy(&am->JB)); 1061 am->JB = J; 1062 } 1063 if (Jpre) { 1064 PetscCall(PetscObjectReference((PetscObject)Jpre)); 1065 PetscCall(MatDestroy(&am->JBpre)); 1066 am->JBpre = Jpre; 1067 } 1068 PetscFunctionReturn(PETSC_SUCCESS); 1069 } 1070 1071 /*@C 1072 TaoADMMSetMisfitObjectiveAndGradientRoutine - Sets the user-defined misfit call-back function 1073 1074 Collective 1075 1076 Input Parameters: 1077 + tao - the Tao context 1078 . func - function pointer for the misfit value and gradient evaluation 1079 - ctx - user context for the misfit 1080 1081 Level: advanced 1082 1083 .seealso: `TAOADMM` 1084 1085 @*/ 1086 PetscErrorCode TaoADMMSetMisfitObjectiveAndGradientRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, PetscReal *, Vec, void *), void *ctx) 1087 { 1088 TAO_ADMM *am = (TAO_ADMM *)tao->data; 1089 1090 PetscFunctionBegin; 1091 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1092 am->misfitobjgradP = ctx; 1093 am->ops->misfitobjgrad = func; 1094 PetscFunctionReturn(PETSC_SUCCESS); 1095 } 1096 1097 /*@C 1098 TaoADMMSetMisfitHessianRoutine - Sets the user-defined misfit Hessian call-back 1099 function into the algorithm, to be used for subsolverX. 1100 1101 Collective 1102 1103 Input Parameters: 1104 + tao - the Tao context 1105 . H - user-created matrix for the Hessian of the misfit term 1106 . Hpre - user-created matrix for the preconditioner of Hessian of the misfit term 1107 . func - function pointer for the misfit Hessian evaluation 1108 - ctx - user context for the misfit Hessian 1109 1110 Level: advanced 1111 1112 .seealso: `TAOADMM` 1113 1114 @*/ 1115 PetscErrorCode TaoADMMSetMisfitHessianRoutine(Tao tao, Mat H, Mat Hpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void *), void *ctx) 1116 { 1117 TAO_ADMM *am = (TAO_ADMM *)tao->data; 1118 1119 PetscFunctionBegin; 1120 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1121 if (H) { 1122 PetscValidHeaderSpecific(H, MAT_CLASSID, 2); 1123 PetscCheckSameComm(tao, 1, H, 2); 1124 } 1125 if (Hpre) { 1126 PetscValidHeaderSpecific(Hpre, MAT_CLASSID, 3); 1127 PetscCheckSameComm(tao, 1, Hpre, 3); 1128 } 1129 if (ctx) am->misfithessP = ctx; 1130 if (func) am->ops->misfithess = func; 1131 if (H) { 1132 PetscCall(PetscObjectReference((PetscObject)H)); 1133 PetscCall(MatDestroy(&am->Hx)); 1134 am->Hx = H; 1135 } 1136 if (Hpre) { 1137 PetscCall(PetscObjectReference((PetscObject)Hpre)); 1138 PetscCall(MatDestroy(&am->Hxpre)); 1139 am->Hxpre = Hpre; 1140 } 1141 PetscFunctionReturn(PETSC_SUCCESS); 1142 } 1143 1144 /*@C 1145 TaoADMMSetRegularizerObjectiveAndGradientRoutine - Sets the user-defined regularizer call-back function 1146 1147 Collective 1148 1149 Input Parameters: 1150 + tao - the Tao context 1151 . func - function pointer for the regularizer value and gradient evaluation 1152 - ctx - user context for the regularizer 1153 1154 Level: advanced 1155 1156 .seealso: `TAOADMM` 1157 1158 @*/ 1159 PetscErrorCode TaoADMMSetRegularizerObjectiveAndGradientRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, PetscReal *, Vec, void *), void *ctx) 1160 { 1161 TAO_ADMM *am = (TAO_ADMM *)tao->data; 1162 1163 PetscFunctionBegin; 1164 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1165 am->regobjgradP = ctx; 1166 am->ops->regobjgrad = func; 1167 PetscFunctionReturn(PETSC_SUCCESS); 1168 } 1169 1170 /*@C 1171 TaoADMMSetRegularizerHessianRoutine - Sets the user-defined regularizer Hessian call-back 1172 function, to be used for subsolverZ. 1173 1174 Collective 1175 1176 Input Parameters: 1177 + tao - the Tao context 1178 . H - user-created matrix for the Hessian of the regularization term 1179 . Hpre - user-created matrix for the preconditioner of Hessian of the regularization term 1180 . func - function pointer for the regularizer Hessian evaluation 1181 - ctx - user context for the regularizer Hessian 1182 1183 Level: advanced 1184 1185 .seealso: `TAOADMM` 1186 1187 @*/ 1188 PetscErrorCode TaoADMMSetRegularizerHessianRoutine(Tao tao, Mat H, Mat Hpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void *), void *ctx) 1189 { 1190 TAO_ADMM *am = (TAO_ADMM *)tao->data; 1191 1192 PetscFunctionBegin; 1193 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1194 if (H) { 1195 PetscValidHeaderSpecific(H, MAT_CLASSID, 2); 1196 PetscCheckSameComm(tao, 1, H, 2); 1197 } 1198 if (Hpre) { 1199 PetscValidHeaderSpecific(Hpre, MAT_CLASSID, 3); 1200 PetscCheckSameComm(tao, 1, Hpre, 3); 1201 } 1202 if (ctx) am->reghessP = ctx; 1203 if (func) am->ops->reghess = func; 1204 if (H) { 1205 PetscCall(PetscObjectReference((PetscObject)H)); 1206 PetscCall(MatDestroy(&am->Hz)); 1207 am->Hz = H; 1208 } 1209 if (Hpre) { 1210 PetscCall(PetscObjectReference((PetscObject)Hpre)); 1211 PetscCall(MatDestroy(&am->Hzpre)); 1212 am->Hzpre = Hpre; 1213 } 1214 PetscFunctionReturn(PETSC_SUCCESS); 1215 } 1216 1217 /*@ 1218 TaoGetADMMParentTao - Gets pointer to parent ADMM tao, used by inner subsolver. 1219 1220 Collective 1221 1222 Input Parameter: 1223 . tao - the Tao context 1224 1225 Output Parameter: 1226 . admm_tao - the parent Tao context 1227 1228 Level: advanced 1229 1230 .seealso: `TAOADMM` 1231 1232 @*/ 1233 PetscErrorCode TaoGetADMMParentTao(Tao tao, Tao *admm_tao) 1234 { 1235 PetscFunctionBegin; 1236 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1237 PetscCall(PetscObjectQuery((PetscObject)tao, "TaoGetADMMParentTao_ADMM", (PetscObject *)admm_tao)); 1238 PetscFunctionReturn(PETSC_SUCCESS); 1239 } 1240 1241 /*@ 1242 TaoADMMGetDualVector - Returns the dual vector associated with the current TAOADMM state 1243 1244 Not Collective 1245 1246 Input Parameter: 1247 . tao - the Tao context 1248 1249 Output Parameter: 1250 . Y - the current solution 1251 1252 Level: intermediate 1253 1254 .seealso: `TAOADMM` 1255 1256 @*/ 1257 PetscErrorCode TaoADMMGetDualVector(Tao tao, Vec *Y) 1258 { 1259 TAO_ADMM *am = (TAO_ADMM *)tao->data; 1260 1261 PetscFunctionBegin; 1262 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1263 *Y = am->y; 1264 PetscFunctionReturn(PETSC_SUCCESS); 1265 } 1266 1267 /*@ 1268 TaoADMMSetRegularizerType - Set regularizer type for ADMM routine 1269 1270 Not Collective 1271 1272 Input Parameters: 1273 + tao - the Tao context 1274 - type - regularizer type 1275 1276 Options Database Key: 1277 . -tao_admm_regularizer_type <admm_regularizer_user,admm_regularizer_soft_thresh> - select the regularizer 1278 1279 Level: intermediate 1280 1281 .seealso: `TaoADMMGetRegularizerType()`, `TaoADMMRegularizerType`, `TAOADMM` 1282 @*/ 1283 PetscErrorCode TaoADMMSetRegularizerType(Tao tao, TaoADMMRegularizerType type) 1284 { 1285 PetscFunctionBegin; 1286 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1287 PetscValidLogicalCollectiveEnum(tao, type, 2); 1288 PetscTryMethod(tao, "TaoADMMSetRegularizerType_C", (Tao, TaoADMMRegularizerType), (tao, type)); 1289 PetscFunctionReturn(PETSC_SUCCESS); 1290 } 1291 1292 /*@ 1293 TaoADMMGetRegularizerType - Gets the type of regularizer routine for ADMM 1294 1295 Not Collective 1296 1297 Input Parameter: 1298 . tao - the Tao context 1299 1300 Output Parameter: 1301 . type - the type of regularizer 1302 1303 Level: intermediate 1304 1305 .seealso: `TaoADMMSetRegularizerType()`, `TaoADMMRegularizerType`, `TAOADMM` 1306 @*/ 1307 PetscErrorCode TaoADMMGetRegularizerType(Tao tao, TaoADMMRegularizerType *type) 1308 { 1309 PetscFunctionBegin; 1310 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1311 PetscUseMethod(tao, "TaoADMMGetRegularizerType_C", (Tao, TaoADMMRegularizerType *), (tao, type)); 1312 PetscFunctionReturn(PETSC_SUCCESS); 1313 } 1314 1315 /*@ 1316 TaoADMMSetUpdateType - Set update routine for ADMM routine 1317 1318 Not Collective 1319 1320 Input Parameters: 1321 + tao - the Tao context 1322 - type - spectral parameter update type 1323 1324 Level: intermediate 1325 1326 .seealso: `TaoADMMGetUpdateType()`, `TaoADMMUpdateType`, `TAOADMM` 1327 @*/ 1328 PetscErrorCode TaoADMMSetUpdateType(Tao tao, TaoADMMUpdateType type) 1329 { 1330 PetscFunctionBegin; 1331 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1332 PetscValidLogicalCollectiveEnum(tao, type, 2); 1333 PetscTryMethod(tao, "TaoADMMSetUpdateType_C", (Tao, TaoADMMUpdateType), (tao, type)); 1334 PetscFunctionReturn(PETSC_SUCCESS); 1335 } 1336 1337 /*@ 1338 TaoADMMGetUpdateType - Gets the type of spectral penalty update routine for ADMM 1339 1340 Not Collective 1341 1342 Input Parameter: 1343 . tao - the Tao context 1344 1345 Output Parameter: 1346 . type - the type of spectral penalty update routine 1347 1348 Level: intermediate 1349 1350 .seealso: `TaoADMMSetUpdateType()`, `TaoADMMUpdateType`, `TAOADMM` 1351 @*/ 1352 PetscErrorCode TaoADMMGetUpdateType(Tao tao, TaoADMMUpdateType *type) 1353 { 1354 PetscFunctionBegin; 1355 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1356 PetscUseMethod(tao, "TaoADMMGetUpdateType_C", (Tao, TaoADMMUpdateType *), (tao, type)); 1357 PetscFunctionReturn(PETSC_SUCCESS); 1358 } 1359