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[] = 15 "@misc{xu2017adaptive,\n" 16 " title={Adaptive Relaxed ADMM: Convergence Theory and Practical Implementation},\n" 17 " author={Zheng Xu and Mario A. T. Figueiredo and Xiaoming Yuan and Christoph Studer and Tom Goldstein},\n" 18 " year={2017},\n" 19 " eprint={1704.02712},\n" 20 " archivePrefix={arXiv},\n" 21 " primaryClass={cs.CV}\n" 22 "} \n"; 23 24 const char *const TaoADMMRegularizerTypes[] = {"REGULARIZER_USER","REGULARIZER_SOFT_THRESH","TaoADMMRegularizerType","TAO_ADMM_",NULL}; 25 const char *const TaoADMMUpdateTypes[] = {"UPDATE_BASIC","UPDATE_ADAPTIVE","UPDATE_ADAPTIVE_RELAXED","TaoADMMUpdateType","TAO_ADMM_",NULL}; 26 const char *const TaoALMMTypes[] = {"CLASSIC","PHR","TaoALMMType","TAO_ALMM_",NULL}; 27 28 static PetscErrorCode TaoADMMToleranceUpdate(Tao tao) 29 { 30 TAO_ADMM *am = (TAO_ADMM*)tao->data; 31 PetscReal Axnorm,Bznorm,ATynorm,temp; 32 Vec tempJR,tempL; 33 Tao mis; 34 35 PetscFunctionBegin; 36 mis = am->subsolverX; 37 tempJR = am->workJacobianRight; 38 tempL = am->workLeft; 39 /* ATy */ 40 PetscCall(TaoComputeJacobianEquality(mis, am->y, mis->jacobian_equality, mis->jacobian_equality_pre)); 41 PetscCall(MatMultTranspose(mis->jacobian_equality,am->y,tempJR)); 42 PetscCall(VecNorm(tempJR,NORM_2,&ATynorm)); 43 /* dualres = mu * ||AT(Bz-Bzold)||_2 */ 44 PetscCall(VecWAXPY(tempJR,-1.,am->Bzold,am->Bz)); 45 PetscCall(MatMultTranspose(mis->jacobian_equality,tempJR,tempL)); 46 PetscCall(VecNorm(tempL,NORM_2,&am->dualres)); 47 am->dualres *= am->mu; 48 49 /* ||Ax||_2, ||Bz||_2 */ 50 PetscCall(VecNorm(am->Ax,NORM_2,&Axnorm)); 51 PetscCall(VecNorm(am->Bz,NORM_2,&Bznorm)); 52 53 /* Set catol to be catol_admm * max{||Ax||,||Bz||,||c||} * 54 * Set gatol to be gatol_admm * ||A^Ty|| * 55 * while cnorm is ||r_k||_2, and gnorm is ||d_k||_2 */ 56 temp = am->catol_admm * PetscMax(Axnorm, (!am->const_norm) ? Bznorm : PetscMax(Bznorm,am->const_norm)); 57 PetscCall(TaoSetConstraintTolerances(tao,temp,PETSC_DEFAULT)); 58 PetscCall(TaoSetTolerances(tao, am->gatol_admm*ATynorm, PETSC_DEFAULT,PETSC_DEFAULT)); 59 PetscFunctionReturn(0); 60 } 61 62 /* Penaly Update for Adaptive ADMM. */ 63 static PetscErrorCode AdaptiveADMMPenaltyUpdate(Tao tao) 64 { 65 TAO_ADMM *am = (TAO_ADMM*)tao->data; 66 PetscReal ydiff_norm, yhatdiff_norm, Axdiff_norm, Bzdiff_norm, Axyhat, Bzy, a_sd, a_mg, a_k, b_sd, b_mg, b_k; 67 PetscBool hflag, gflag; 68 Vec tempJR,tempJR2; 69 70 PetscFunctionBegin; 71 tempJR = am->workJacobianRight; 72 tempJR2 = am->workJacobianRight2; 73 hflag = PETSC_FALSE; 74 gflag = PETSC_FALSE; 75 a_k = -1; 76 b_k = -1; 77 78 PetscCall(VecWAXPY(tempJR,-1.,am->Axold,am->Ax)); 79 PetscCall(VecWAXPY(tempJR2,-1.,am->yhatold,am->yhat)); 80 PetscCall(VecNorm(tempJR,NORM_2,&Axdiff_norm)); 81 PetscCall(VecNorm(tempJR2,NORM_2,&yhatdiff_norm)); 82 PetscCall(VecDot(tempJR,tempJR2,&Axyhat)); 83 84 PetscCall(VecWAXPY(tempJR,-1.,am->Bz0,am->Bz)); 85 PetscCall(VecWAXPY(tempJR2,-1.,am->y,am->y0)); 86 PetscCall(VecNorm(tempJR,NORM_2,&Bzdiff_norm)); 87 PetscCall(VecNorm(tempJR2,NORM_2,&ydiff_norm)); 88 PetscCall(VecDot(tempJR,tempJR2,&Bzy)); 89 90 if (Axyhat > am->orthval*Axdiff_norm*yhatdiff_norm + am->mueps) { 91 hflag = PETSC_TRUE; 92 a_sd = PetscSqr(yhatdiff_norm)/Axyhat; /* alphaSD */ 93 a_mg = Axyhat/PetscSqr(Axdiff_norm); /* alphaMG */ 94 a_k = (a_mg/a_sd) > 0.5 ? a_mg : a_sd - 0.5*a_mg; 95 } 96 if (Bzy > am->orthval*Bzdiff_norm*ydiff_norm + am->mueps) { 97 gflag = PETSC_TRUE; 98 b_sd = PetscSqr(ydiff_norm)/Bzy; /* betaSD */ 99 b_mg = Bzy/PetscSqr(Bzdiff_norm); /* betaMG */ 100 b_k = (b_mg/b_sd) > 0.5 ? b_mg : b_sd - 0.5*b_mg; 101 } 102 am->muold = am->mu; 103 if (gflag && hflag) { 104 am->mu = PetscSqrtReal(a_k*b_k); 105 } else if (hflag) { 106 am->mu = a_k; 107 } else if (gflag) { 108 am->mu = b_k; 109 } 110 if (am->mu > am->muold) { 111 am->mu = am->muold; 112 } 113 if (am->mu < am->mumin) { 114 am->mu = am->mumin; 115 } 116 PetscFunctionReturn(0); 117 } 118 119 static PetscErrorCode TaoADMMSetRegularizerType_ADMM(Tao tao, TaoADMMRegularizerType type) 120 { 121 TAO_ADMM *am = (TAO_ADMM*)tao->data; 122 123 PetscFunctionBegin; 124 am->regswitch = type; 125 PetscFunctionReturn(0); 126 } 127 128 static PetscErrorCode TaoADMMGetRegularizerType_ADMM(Tao tao, TaoADMMRegularizerType *type) 129 { 130 TAO_ADMM *am = (TAO_ADMM*)tao->data; 131 132 PetscFunctionBegin; 133 *type = am->regswitch; 134 PetscFunctionReturn(0); 135 } 136 137 static PetscErrorCode TaoADMMSetUpdateType_ADMM(Tao tao, TaoADMMUpdateType type) 138 { 139 TAO_ADMM *am = (TAO_ADMM*)tao->data; 140 141 PetscFunctionBegin; 142 am->update = type; 143 PetscFunctionReturn(0); 144 } 145 146 static PetscErrorCode TaoADMMGetUpdateType_ADMM(Tao tao, TaoADMMUpdateType *type) 147 { 148 TAO_ADMM *am = (TAO_ADMM*)tao->data; 149 150 PetscFunctionBegin; 151 *type = am->update; 152 PetscFunctionReturn(0); 153 } 154 155 /* This routine updates Jacobians with new x,z vectors, 156 * and then updates Ax and Bz vectors, then computes updated residual vector*/ 157 static PetscErrorCode ADMMUpdateConstraintResidualVector(Tao tao, Vec x, Vec z, Vec Ax, Vec Bz, Vec residual) 158 { 159 TAO_ADMM *am = (TAO_ADMM*)tao->data; 160 Tao mis,reg; 161 162 PetscFunctionBegin; 163 mis = am->subsolverX; 164 reg = am->subsolverZ; 165 PetscCall(TaoComputeJacobianEquality(mis, x, mis->jacobian_equality, mis->jacobian_equality_pre)); 166 PetscCall(MatMult(mis->jacobian_equality,x,Ax)); 167 PetscCall(TaoComputeJacobianEquality(reg, z, reg->jacobian_equality, reg->jacobian_equality_pre)); 168 PetscCall(MatMult(reg->jacobian_equality,z,Bz)); 169 170 PetscCall(VecWAXPY(residual,1.,Bz,Ax)); 171 if (am->constraint != NULL) { 172 PetscCall(VecAXPY(residual,-1.,am->constraint)); 173 } 174 PetscFunctionReturn(0); 175 } 176 177 /* Updates Augmented Lagrangians to given routines * 178 * For subsolverX, routine needs to be ComputeObjectiveAndGraidnet 179 * Separate Objective and Gradient routines are not supported. */ 180 static PetscErrorCode SubObjGradUpdate(Tao tao, Vec x, PetscReal *f, Vec g, void *ptr) 181 { 182 Tao parent = (Tao)ptr; 183 TAO_ADMM *am = (TAO_ADMM*)parent->data; 184 PetscReal temp,temp2; 185 Vec tempJR; 186 187 PetscFunctionBegin; 188 tempJR = am->workJacobianRight; 189 PetscCall(ADMMUpdateConstraintResidualVector(parent, x, am->subsolverZ->solution, am->Ax, am->Bz, am->residual)); 190 PetscCall((*am->ops->misfitobjgrad)(am->subsolverX,x,f,g,am->misfitobjgradP)); 191 192 am->last_misfit_val = *f; 193 /* Objective Add + yT(Ax+Bz-c) + mu/2*||Ax+Bz-c||_2^2 */ 194 PetscCall(VecTDot(am->residual,am->y,&temp)); 195 PetscCall(VecTDot(am->residual,am->residual,&temp2)); 196 *f += temp + (am->mu/2)*temp2; 197 198 /* Gradient. Add + mu*AT(Ax+Bz-c) + yTA*/ 199 PetscCall(MatMultTranspose(tao->jacobian_equality,am->residual,tempJR)); 200 PetscCall(VecAXPY(g,am->mu,tempJR)); 201 PetscCall(MatMultTranspose(tao->jacobian_equality,am->y,tempJR)); 202 PetscCall(VecAXPY(g,1.,tempJR)); 203 PetscFunctionReturn(0); 204 } 205 206 /* Updates Augmented Lagrangians to given routines 207 * For subsolverZ, routine needs to be ComputeObjectiveAndGraidnet 208 * Separate Objective and Gradient routines are not supported. */ 209 static PetscErrorCode RegObjGradUpdate(Tao tao, Vec z, PetscReal *f, Vec g, void *ptr) 210 { 211 Tao parent = (Tao)ptr; 212 TAO_ADMM *am = (TAO_ADMM*)parent->data; 213 PetscReal temp,temp2; 214 Vec tempJR; 215 216 PetscFunctionBegin; 217 tempJR = am->workJacobianRight; 218 PetscCall(ADMMUpdateConstraintResidualVector(parent, am->subsolverX->solution, z, am->Ax, am->Bz, am->residual)); 219 PetscCall((*am->ops->regobjgrad)(am->subsolverZ,z,f,g,am->regobjgradP)); 220 am->last_reg_val= *f; 221 /* Objective Add + yT(Ax+Bz-c) + mu/2*||Ax+Bz-c||_2^2 */ 222 PetscCall(VecTDot(am->residual,am->y,&temp)); 223 PetscCall(VecTDot(am->residual,am->residual,&temp2)); 224 *f += temp + (am->mu/2)*temp2; 225 226 /* Gradient. Add + mu*BT(Ax+Bz-c) + yTB*/ 227 PetscCall(MatMultTranspose(am->subsolverZ->jacobian_equality,am->residual,tempJR)); 228 PetscCall(VecAXPY(g,am->mu,tempJR)); 229 PetscCall(MatMultTranspose(am->subsolverZ->jacobian_equality,am->y,tempJR)); 230 PetscCall(VecAXPY(g,1.,tempJR)); 231 PetscFunctionReturn(0); 232 } 233 234 /* Computes epsilon padded L1 norm lambda*sum(sqrt(x^2+eps^2)-eps */ 235 static PetscErrorCode ADMML1EpsilonNorm(Tao tao, Vec x, PetscReal eps, PetscReal *norm) 236 { 237 TAO_ADMM *am = (TAO_ADMM*)tao->data; 238 PetscInt N; 239 240 PetscFunctionBegin; 241 PetscCall(VecGetSize(am->workLeft,&N)); 242 PetscCall(VecPointwiseMult(am->workLeft,x,x)); 243 PetscCall(VecShift(am->workLeft,am->l1epsilon*am->l1epsilon)); 244 PetscCall(VecSqrtAbs(am->workLeft)); 245 PetscCall(VecSum(am->workLeft,norm)); 246 *norm += N*am->l1epsilon; 247 *norm *= am->lambda; 248 PetscFunctionReturn(0); 249 } 250 251 static PetscErrorCode ADMMInternalHessianUpdate(Mat H, Mat Constraint, PetscBool Identity, void *ptr) 252 { 253 TAO_ADMM *am = (TAO_ADMM*)ptr; 254 255 PetscFunctionBegin; 256 switch (am->update) { 257 case (TAO_ADMM_UPDATE_BASIC): 258 break; 259 case (TAO_ADMM_UPDATE_ADAPTIVE): 260 case (TAO_ADMM_UPDATE_ADAPTIVE_RELAXED): 261 if (H && (am->muold != am->mu)) { 262 if (!Identity) { 263 PetscCall(MatAXPY(H,am->mu-am->muold,Constraint,DIFFERENT_NONZERO_PATTERN)); 264 } else { 265 PetscCall(MatShift(H,am->mu-am->muold)); 266 } 267 } 268 break; 269 } 270 PetscFunctionReturn(0); 271 } 272 273 /* Updates Hessian - adds second derivative of augmented Lagrangian 274 * H \gets H + \rho*ATA 275 * Here, \rho does not change in TAO_ADMM_UPDATE_BASIC - thus no-op 276 * For ADAPTAIVE,ADAPTIVE_RELAXED, 277 * H \gets H + (\rho-\rhoold)*ATA 278 * Here, we assume that A is linear constraint i.e., doesnt change. 279 * Thus, for both ADAPTIVE, and RELAXED, ATA matrix is pre-set (except for A=I (null case)) see TaoSetUp_ADMM */ 280 static PetscErrorCode SubHessianUpdate(Tao tao, Vec x, Mat H, Mat Hpre, void *ptr) 281 { 282 Tao parent = (Tao)ptr; 283 TAO_ADMM *am = (TAO_ADMM*)parent->data; 284 285 PetscFunctionBegin; 286 if (am->Hxchange) { 287 /* Case where Hessian gets updated with respect to x vector input. */ 288 PetscCall((*am->ops->misfithess)(am->subsolverX,x,H,Hpre,am->misfithessP)); 289 PetscCall(ADMMInternalHessianUpdate(am->subsolverX->hessian,am->ATA,am->xJI,am)); 290 } else if (am->Hxbool) { 291 /* Hessian doesn't get updated. H(x) = c */ 292 /* Update Lagrangian only only per TAO call */ 293 PetscCall(ADMMInternalHessianUpdate(am->subsolverX->hessian,am->ATA,am->xJI,am)); 294 am->Hxbool = PETSC_FALSE; 295 } 296 PetscFunctionReturn(0); 297 } 298 299 /* Same as SubHessianUpdate, except for B matrix instead of A matrix */ 300 static PetscErrorCode RegHessianUpdate(Tao tao, Vec z, Mat H, Mat Hpre, void *ptr) 301 { 302 Tao parent = (Tao)ptr; 303 TAO_ADMM *am = (TAO_ADMM*)parent->data; 304 305 PetscFunctionBegin; 306 307 if (am->Hzchange) { 308 /* Case where Hessian gets updated with respect to x vector input. */ 309 PetscCall((*am->ops->reghess)(am->subsolverZ,z,H,Hpre,am->reghessP)); 310 PetscCall(ADMMInternalHessianUpdate(am->subsolverZ->hessian,am->BTB,am->zJI,am)); 311 } else if (am->Hzbool) { 312 /* Hessian doesn't get updated. H(x) = c */ 313 /* Update Lagrangian only only per TAO call */ 314 PetscCall(ADMMInternalHessianUpdate(am->subsolverZ->hessian,am->BTB,am->zJI,am)); 315 am->Hzbool = PETSC_FALSE; 316 } 317 PetscFunctionReturn(0); 318 } 319 320 /* Shell Matrix routine for A matrix. 321 * This gets used when user puts NULL for 322 * TaoSetJacobianEqualityRoutine(tao, NULL,NULL, ...) 323 * Essentially sets A=I*/ 324 static PetscErrorCode JacobianIdentity(Mat mat,Vec in,Vec out) 325 { 326 PetscFunctionBegin; 327 PetscCall(VecCopy(in,out)); 328 PetscFunctionReturn(0); 329 } 330 331 /* Shell Matrix routine for B matrix. 332 * This gets used when user puts NULL for 333 * TaoADMMSetRegularizerConstraintJacobian(tao, NULL,NULL, ...) 334 * Sets B=-I */ 335 static PetscErrorCode JacobianIdentityB(Mat mat,Vec in,Vec out) 336 { 337 PetscFunctionBegin; 338 PetscCall(VecCopy(in,out)); 339 PetscCall(VecScale(out,-1.)); 340 PetscFunctionReturn(0); 341 } 342 343 /* Solve f(x) + g(z) s.t. Ax + Bz = c */ 344 static PetscErrorCode TaoSolve_ADMM(Tao tao) 345 { 346 TAO_ADMM *am = (TAO_ADMM*)tao->data; 347 PetscInt N; 348 PetscReal reg_func; 349 PetscBool is_reg_shell; 350 Vec tempL; 351 352 PetscFunctionBegin; 353 if (am->regswitch != TAO_ADMM_REGULARIZER_SOFT_THRESH) { 354 PetscCheck(am->subsolverX->ops->computejacobianequality,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_WRONGSTATE,"Must call TaoADMMSetMisfitConstraintJacobian() first"); 355 PetscCheck(am->subsolverZ->ops->computejacobianequality,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_WRONGSTATE,"Must call TaoADMMSetRegularizerConstraintJacobian() first"); 356 if (am->constraint != NULL) { 357 PetscCall(VecNorm(am->constraint,NORM_2,&am->const_norm)); 358 } 359 } 360 tempL = am->workLeft; 361 PetscCall(VecGetSize(tempL,&N)); 362 363 if (am->Hx && am->ops->misfithess) { 364 PetscCall(TaoSetHessian(am->subsolverX, am->Hx, am->Hx, SubHessianUpdate, tao)); 365 } 366 367 if (!am->zJI) { 368 /* Currently, B is assumed to be a linear system, i.e., not getting updated*/ 369 PetscCall(MatTransposeMatMult(am->JB,am->JB,MAT_INITIAL_MATRIX,PETSC_DEFAULT,&(am->BTB))); 370 } 371 if (!am->xJI) { 372 /* Currently, A is assumed to be a linear system, i.e., not getting updated*/ 373 PetscCall(MatTransposeMatMult(am->subsolverX->jacobian_equality,am->subsolverX->jacobian_equality,MAT_INITIAL_MATRIX,PETSC_DEFAULT,&(am->ATA))); 374 } 375 376 is_reg_shell = PETSC_FALSE; 377 378 PetscCall(PetscObjectTypeCompare((PetscObject)am->subsolverZ, TAOSHELL, &is_reg_shell)); 379 380 if (!is_reg_shell) { 381 switch (am->regswitch) { 382 case (TAO_ADMM_REGULARIZER_USER): 383 PetscCheck(am->ops->regobjgrad,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_WRONGSTATE,"Must call TaoADMMSetRegularizerObjectiveAndGradientRoutine() first if one wishes to use TAO_ADMM_REGULARIZER_USER with non-TAOSHELL type"); 384 break; 385 case (TAO_ADMM_REGULARIZER_SOFT_THRESH): 386 /* Soft Threshold. */ 387 break; 388 } 389 if (am->ops->regobjgrad) PetscCall(TaoSetObjectiveAndGradient(am->subsolverZ, NULL, RegObjGradUpdate, tao)); 390 if (am->Hz && am->ops->reghess) { 391 PetscCall(TaoSetHessian(am->subsolverZ, am->Hz, am->Hzpre, RegHessianUpdate, tao)); 392 } 393 } 394 395 switch (am->update) { 396 case TAO_ADMM_UPDATE_BASIC: 397 if (am->subsolverX->hessian) { 398 /* In basic case, Hessian does not get updated w.r.t. to spectral penalty 399 * Here, when A is set, i.e., am->xJI, add mu*ATA to Hessian*/ 400 if (!am->xJI) { 401 PetscCall(MatAXPY(am->subsolverX->hessian,am->mu,am->ATA,DIFFERENT_NONZERO_PATTERN)); 402 } else { 403 PetscCall(MatShift(am->subsolverX->hessian,am->mu)); 404 } 405 } 406 if (am->subsolverZ->hessian && am->regswitch == TAO_ADMM_REGULARIZER_USER) { 407 if (am->regswitch == TAO_ADMM_REGULARIZER_USER && !am->zJI) { 408 PetscCall(MatAXPY(am->subsolverZ->hessian,am->mu,am->BTB,DIFFERENT_NONZERO_PATTERN)); 409 } else { 410 PetscCall(MatShift(am->subsolverZ->hessian,am->mu)); 411 } 412 } 413 break; 414 case TAO_ADMM_UPDATE_ADAPTIVE: 415 case TAO_ADMM_UPDATE_ADAPTIVE_RELAXED: 416 break; 417 } 418 419 PetscCall(PetscCitationsRegister(citation,&cited)); 420 tao->reason = TAO_CONTINUE_ITERATING; 421 422 while (tao->reason == TAO_CONTINUE_ITERATING) { 423 if (tao->ops->update) PetscCall((*tao->ops->update)(tao, tao->niter, tao->user_update)); 424 PetscCall(VecCopy(am->Bz, am->Bzold)); 425 426 /* x update */ 427 PetscCall(TaoSolve(am->subsolverX)); 428 PetscCall(TaoComputeJacobianEquality(am->subsolverX, am->subsolverX->solution, am->subsolverX->jacobian_equality, am->subsolverX->jacobian_equality_pre)); 429 PetscCall(MatMult(am->subsolverX->jacobian_equality, am->subsolverX->solution,am->Ax)); 430 431 am->Hxbool = PETSC_TRUE; 432 433 /* z update */ 434 switch (am->regswitch) { 435 case TAO_ADMM_REGULARIZER_USER: 436 PetscCall(TaoSolve(am->subsolverZ)); 437 break; 438 case TAO_ADMM_REGULARIZER_SOFT_THRESH: 439 /* L1 assumes A,B jacobians are identity nxn matrix */ 440 PetscCall(VecWAXPY(am->workJacobianRight,1/am->mu,am->y,am->Ax)); 441 PetscCall(TaoSoftThreshold(am->workJacobianRight,-am->lambda/am->mu,am->lambda/am->mu,am->subsolverZ->solution)); 442 break; 443 } 444 am->Hzbool = PETSC_TRUE; 445 /* Returns Ax + Bz - c with updated Ax,Bz vectors */ 446 PetscCall(ADMMUpdateConstraintResidualVector(tao, am->subsolverX->solution, am->subsolverZ->solution, am->Ax, am->Bz, am->residual)); 447 /* Dual variable, y += y + mu*(Ax+Bz-c) */ 448 PetscCall(VecWAXPY(am->y, am->mu, am->residual, am->yold)); 449 450 /* stopping tolerance update */ 451 PetscCall(TaoADMMToleranceUpdate(tao)); 452 453 /* Updating Spectral Penalty */ 454 switch (am->update) { 455 case TAO_ADMM_UPDATE_BASIC: 456 am->muold = am->mu; 457 break; 458 case TAO_ADMM_UPDATE_ADAPTIVE: 459 case TAO_ADMM_UPDATE_ADAPTIVE_RELAXED: 460 if (tao->niter == 0) { 461 PetscCall(VecCopy(am->y, am->y0)); 462 PetscCall(VecWAXPY(am->residual, 1., am->Ax, am->Bzold)); 463 if (am->constraint) PetscCall(VecAXPY(am->residual, -1., am->constraint)); 464 PetscCall(VecWAXPY(am->yhatold, -am->mu, am->residual, am->yold)); 465 PetscCall(VecCopy(am->Ax, am->Axold)); 466 PetscCall(VecCopy(am->Bz, am->Bz0)); 467 am->muold = am->mu; 468 } else if (tao->niter % am->T == 1) { 469 /* we have compute Bzold in a previous iteration, and we computed Ax above */ 470 PetscCall(VecWAXPY(am->residual, 1., am->Ax, am->Bzold)); 471 if (am->constraint) PetscCall(VecAXPY(am->residual, -1., am->constraint)); 472 PetscCall(VecWAXPY(am->yhat, -am->mu, am->residual, am->yold)); 473 PetscCall(AdaptiveADMMPenaltyUpdate(tao)); 474 PetscCall(VecCopy(am->Ax, am->Axold)); 475 PetscCall(VecCopy(am->Bz, am->Bz0)); 476 PetscCall(VecCopy(am->yhat, am->yhatold)); 477 PetscCall(VecCopy(am->y, am->y0)); 478 } else { 479 am->muold = am->mu; 480 } 481 break; 482 default: 483 break; 484 } 485 tao->niter++; 486 487 /* Calculate original function values. misfit part was done in TaoADMMToleranceUpdate*/ 488 switch (am->regswitch) { 489 case TAO_ADMM_REGULARIZER_USER: 490 if (is_reg_shell) { 491 PetscCall(ADMML1EpsilonNorm(tao,am->subsolverZ->solution,am->l1epsilon,®_func)); 492 } else { 493 (*am->ops->regobjgrad)(am->subsolverZ,am->subsolverX->solution,®_func,tempL,am->regobjgradP); 494 } 495 break; 496 case TAO_ADMM_REGULARIZER_SOFT_THRESH: 497 PetscCall(ADMML1EpsilonNorm(tao,am->subsolverZ->solution,am->l1epsilon,®_func)); 498 break; 499 } 500 PetscCall(VecCopy(am->y,am->yold)); 501 PetscCall(ADMMUpdateConstraintResidualVector(tao, am->subsolverX->solution, am->subsolverZ->solution, am->Ax, am->Bz, am->residual)); 502 PetscCall(VecNorm(am->residual,NORM_2,&am->resnorm)); 503 PetscCall(TaoLogConvergenceHistory(tao,am->last_misfit_val + reg_func,am->dualres,am->resnorm,tao->ksp_its)); 504 505 PetscCall(TaoMonitor(tao,tao->niter,am->last_misfit_val + reg_func,am->dualres,am->resnorm,1.0)); 506 PetscCall((*tao->ops->convergencetest)(tao,tao->cnvP)); 507 } 508 /* Update vectors */ 509 PetscCall(VecCopy(am->subsolverX->solution,tao->solution)); 510 PetscCall(VecCopy(am->subsolverX->gradient,tao->gradient)); 511 PetscCall(PetscObjectCompose((PetscObject)am->subsolverX,"TaoGetADMMParentTao_ADMM", NULL)); 512 PetscCall(PetscObjectCompose((PetscObject)am->subsolverZ,"TaoGetADMMParentTao_ADMM", NULL)); 513 PetscCall(PetscObjectComposeFunction((PetscObject)tao,"TaoADMMSetRegularizerType_C",NULL)); 514 PetscCall(PetscObjectComposeFunction((PetscObject)tao,"TaoADMMGetRegularizerType_C",NULL)); 515 PetscCall(PetscObjectComposeFunction((PetscObject)tao,"TaoADMMSetUpdateType_C",NULL)); 516 PetscCall(PetscObjectComposeFunction((PetscObject)tao,"TaoADMMGetUpdateType_C",NULL)); 517 PetscFunctionReturn(0); 518 } 519 520 static PetscErrorCode TaoSetFromOptions_ADMM(PetscOptionItems *PetscOptionsObject,Tao tao) 521 { 522 TAO_ADMM *am = (TAO_ADMM*)tao->data; 523 524 PetscFunctionBegin; 525 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. "); 526 PetscCall(PetscOptionsReal("-tao_admm_regularizer_coefficient","regularizer constant","",am->lambda,&am->lambda,NULL)); 527 PetscCall(PetscOptionsReal("-tao_admm_spectral_penalty","Constant for Augmented Lagrangian term.","",am->mu,&am->mu,NULL)); 528 PetscCall(PetscOptionsReal("-tao_admm_relaxation_parameter","x relaxation parameter for Z update.","",am->gamma,&am->gamma,NULL)); 529 PetscCall(PetscOptionsReal("-tao_admm_tolerance_update_factor","ADMM dynamic tolerance update factor.","",am->tol,&am->tol,NULL)); 530 PetscCall(PetscOptionsReal("-tao_admm_spectral_penalty_update_factor","ADMM spectral penalty update curvature safeguard value.","",am->orthval,&am->orthval,NULL)); 531 PetscCall(PetscOptionsReal("-tao_admm_minimum_spectral_penalty","Set ADMM minimum spectral penalty.","",am->mumin,&am->mumin,NULL)); 532 PetscCall(PetscOptionsEnum("-tao_admm_dual_update","Lagrangian dual update policy","TaoADMMUpdateType",TaoADMMUpdateTypes,(PetscEnum)am->update,(PetscEnum*)&am->update,NULL)); 533 PetscCall(PetscOptionsEnum("-tao_admm_regularizer_type","ADMM regularizer update rule","TaoADMMRegularizerType",TaoADMMRegularizerTypes,(PetscEnum)am->regswitch,(PetscEnum*)&am->regswitch,NULL)); 534 PetscOptionsHeadEnd(); 535 PetscCall(TaoSetFromOptions(am->subsolverX)); 536 if (am->regswitch != TAO_ADMM_REGULARIZER_SOFT_THRESH) { 537 PetscCall(TaoSetFromOptions(am->subsolverZ)); 538 } 539 PetscFunctionReturn(0); 540 } 541 542 static PetscErrorCode TaoView_ADMM(Tao tao,PetscViewer viewer) 543 { 544 TAO_ADMM *am = (TAO_ADMM*)tao->data; 545 546 PetscFunctionBegin; 547 PetscCall(PetscViewerASCIIPushTab(viewer)); 548 PetscCall(TaoView(am->subsolverX,viewer)); 549 PetscCall(TaoView(am->subsolverZ,viewer)); 550 PetscCall(PetscViewerASCIIPopTab(viewer)); 551 PetscFunctionReturn(0); 552 } 553 554 static PetscErrorCode TaoSetUp_ADMM(Tao tao) 555 { 556 TAO_ADMM *am = (TAO_ADMM*)tao->data; 557 PetscInt n,N,M; 558 559 PetscFunctionBegin; 560 PetscCall(VecGetLocalSize(tao->solution,&n)); 561 PetscCall(VecGetSize(tao->solution,&N)); 562 /* If Jacobian is given as NULL, it means Jacobian is identity matrix with size of solution vector */ 563 if (!am->JB) { 564 am->zJI = PETSC_TRUE; 565 PetscCall(MatCreateShell(PetscObjectComm((PetscObject)tao),n,n,PETSC_DETERMINE,PETSC_DETERMINE,NULL,&am->JB)); 566 PetscCall(MatShellSetOperation(am->JB,MATOP_MULT,(void (*)(void))JacobianIdentityB)); 567 PetscCall(MatShellSetOperation(am->JB,MATOP_MULT_TRANSPOSE,(void (*)(void))JacobianIdentityB)); 568 am->JBpre = am->JB; 569 } 570 if (!am->JA) { 571 am->xJI = PETSC_TRUE; 572 PetscCall(MatCreateShell(PetscObjectComm((PetscObject)tao),n,n,PETSC_DETERMINE,PETSC_DETERMINE,NULL,&am->JA)); 573 PetscCall(MatShellSetOperation(am->JA,MATOP_MULT,(void (*)(void))JacobianIdentity)); 574 PetscCall(MatShellSetOperation(am->JA,MATOP_MULT_TRANSPOSE,(void (*)(void))JacobianIdentity)); 575 am->JApre = am->JA; 576 } 577 PetscCall(MatCreateVecs(am->JA,NULL,&am->Ax)); 578 if (!tao->gradient) { 579 PetscCall(VecDuplicate(tao->solution,&tao->gradient)); 580 } 581 PetscCall(TaoSetSolution(am->subsolverX, tao->solution)); 582 if (!am->z) { 583 PetscCall(VecDuplicate(tao->solution,&am->z)); 584 PetscCall(VecSet(am->z,0.0)); 585 } 586 PetscCall(TaoSetSolution(am->subsolverZ, am->z)); 587 if (!am->workLeft) { 588 PetscCall(VecDuplicate(tao->solution,&am->workLeft)); 589 } 590 if (!am->Axold) { 591 PetscCall(VecDuplicate(am->Ax,&am->Axold)); 592 } 593 if (!am->workJacobianRight) { 594 PetscCall(VecDuplicate(am->Ax,&am->workJacobianRight)); 595 } 596 if (!am->workJacobianRight2) { 597 PetscCall(VecDuplicate(am->Ax,&am->workJacobianRight2)); 598 } 599 if (!am->Bz) { 600 PetscCall(VecDuplicate(am->Ax,&am->Bz)); 601 } 602 if (!am->Bzold) { 603 PetscCall(VecDuplicate(am->Ax,&am->Bzold)); 604 } 605 if (!am->Bz0) { 606 PetscCall(VecDuplicate(am->Ax,&am->Bz0)); 607 } 608 if (!am->y) { 609 PetscCall(VecDuplicate(am->Ax,&am->y)); 610 PetscCall(VecSet(am->y,0.0)); 611 } 612 if (!am->yold) { 613 PetscCall(VecDuplicate(am->Ax,&am->yold)); 614 PetscCall(VecSet(am->yold,0.0)); 615 } 616 if (!am->y0) { 617 PetscCall(VecDuplicate(am->Ax,&am->y0)); 618 PetscCall(VecSet(am->y0,0.0)); 619 } 620 if (!am->yhat) { 621 PetscCall(VecDuplicate(am->Ax,&am->yhat)); 622 PetscCall(VecSet(am->yhat,0.0)); 623 } 624 if (!am->yhatold) { 625 PetscCall(VecDuplicate(am->Ax,&am->yhatold)); 626 PetscCall(VecSet(am->yhatold,0.0)); 627 } 628 if (!am->residual) { 629 PetscCall(VecDuplicate(am->Ax,&am->residual)); 630 PetscCall(VecSet(am->residual,0.0)); 631 } 632 if (!am->constraint) { 633 am->constraint = NULL; 634 } else { 635 PetscCall(VecGetSize(am->constraint,&M)); 636 PetscCheck(M == N,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_WRONGSTATE,"Solution vector and constraint vector must be of same size!"); 637 } 638 639 /* Save changed tao tolerance for adaptive tolerance */ 640 if (tao->gatol_changed) { 641 am->gatol_admm = tao->gatol; 642 } 643 if (tao->catol_changed) { 644 am->catol_admm = tao->catol; 645 } 646 647 /*Update spectral and dual elements to X subsolver */ 648 PetscCall(TaoSetObjectiveAndGradient(am->subsolverX, NULL, SubObjGradUpdate, tao)); 649 PetscCall(TaoSetJacobianEqualityRoutine(am->subsolverX,am->JA,am->JApre, am->ops->misfitjac, am->misfitjacobianP)); 650 PetscCall(TaoSetJacobianEqualityRoutine(am->subsolverZ,am->JB,am->JBpre, am->ops->regjac, am->regjacobianP)); 651 PetscFunctionReturn(0); 652 } 653 654 static PetscErrorCode TaoDestroy_ADMM(Tao tao) 655 { 656 TAO_ADMM *am = (TAO_ADMM*)tao->data; 657 658 PetscFunctionBegin; 659 PetscCall(VecDestroy(&am->z)); 660 PetscCall(VecDestroy(&am->Ax)); 661 PetscCall(VecDestroy(&am->Axold)); 662 PetscCall(VecDestroy(&am->Bz)); 663 PetscCall(VecDestroy(&am->Bzold)); 664 PetscCall(VecDestroy(&am->Bz0)); 665 PetscCall(VecDestroy(&am->residual)); 666 PetscCall(VecDestroy(&am->y)); 667 PetscCall(VecDestroy(&am->yold)); 668 PetscCall(VecDestroy(&am->y0)); 669 PetscCall(VecDestroy(&am->yhat)); 670 PetscCall(VecDestroy(&am->yhatold)); 671 PetscCall(VecDestroy(&am->workLeft)); 672 PetscCall(VecDestroy(&am->workJacobianRight)); 673 PetscCall(VecDestroy(&am->workJacobianRight2)); 674 675 PetscCall(MatDestroy(&am->JA)); 676 PetscCall(MatDestroy(&am->JB)); 677 if (!am->xJI) { 678 PetscCall(MatDestroy(&am->JApre)); 679 } 680 if (!am->zJI) { 681 PetscCall(MatDestroy(&am->JBpre)); 682 } 683 if (am->Hx) { 684 PetscCall(MatDestroy(&am->Hx)); 685 PetscCall(MatDestroy(&am->Hxpre)); 686 } 687 if (am->Hz) { 688 PetscCall(MatDestroy(&am->Hz)); 689 PetscCall(MatDestroy(&am->Hzpre)); 690 } 691 PetscCall(MatDestroy(&am->ATA)); 692 PetscCall(MatDestroy(&am->BTB)); 693 PetscCall(TaoDestroy(&am->subsolverX)); 694 PetscCall(TaoDestroy(&am->subsolverZ)); 695 am->parent = NULL; 696 PetscCall(PetscObjectComposeFunction((PetscObject)tao,"TaoADMMSetRegularizerType_C",NULL)); 697 PetscCall(PetscObjectComposeFunction((PetscObject)tao,"TaoADMMGetRegularizerType_C",NULL)); 698 PetscCall(PetscObjectComposeFunction((PetscObject)tao,"TaoADMMSetUpdateType_C",NULL)); 699 PetscCall(PetscObjectComposeFunction((PetscObject)tao,"TaoADMMGetUpdateType_C",NULL)); 700 PetscCall(PetscFree(tao->data)); 701 PetscFunctionReturn(0); 702 } 703 704 /*MC 705 706 TAOADMM - Alternating direction method of multipliers method fo solving linear problems with 707 constraints. in a min_x f(x) + g(z) s.t. Ax+Bz=c. 708 This algorithm employs two sub Tao solvers, of which type can be specified 709 by the user. User need to provide ObjectiveAndGradient routine, and/or HessianRoutine for both subsolvers. 710 Hessians can be given boolean flag determining whether they change with respect to a input vector. This can be set via 711 TaoADMMSet{Misfit,Regularizer}HessianChangeStatus. 712 Second subsolver does support TAOSHELL. It should be noted that L1-norm is used for objective value for TAOSHELL type. 713 There is option to set regularizer option, and currently soft-threshold is implemented. For spectral penalty update, 714 currently there are basic option and adaptive option. 715 Constraint is set at Ax+Bz=c, and A and B can be set with TaoADMMSet{Misfit,Regularizer}ConstraintJacobian. 716 c can be set with TaoADMMSetConstraintVectorRHS. 717 The user can also provide regularizer weight for second subsolver. 718 719 References: 720 . * - Xu, Zheng and Figueiredo, Mario A. T. and Yuan, Xiaoming and Studer, Christoph and Goldstein, Tom 721 "Adaptive Relaxed ADMM: Convergence Theory and Practical Implementation" 722 The IEEE Conference on Computer Vision and Pattern Recognition (CVPR), July, 2017. 723 724 Options Database Keys: 725 + -tao_admm_regularizer_coefficient - regularizer constant (default 1.e-6) 726 . -tao_admm_spectral_penalty - Constant for Augmented Lagrangian term (default 1.) 727 . -tao_admm_relaxation_parameter - relaxation parameter for Z update (default 1.) 728 . -tao_admm_tolerance_update_factor - ADMM dynamic tolerance update factor (default 1.e-12) 729 . -tao_admm_spectral_penalty_update_factor - ADMM spectral penalty update curvature safeguard value (default 0.2) 730 . -tao_admm_minimum_spectral_penalty - Set ADMM minimum spectral penalty (default 0) 731 . -tao_admm_dual_update - Lagrangian dual update policy ("basic","adaptive","adaptive-relaxed") (default "basic") 732 - -tao_admm_regularizer_type - ADMM regularizer update rule ("user","soft-threshold") (default "soft-threshold") 733 734 Level: beginner 735 736 .seealso: `TaoADMMSetMisfitHessianChangeStatus()`, `TaoADMMSetRegHessianChangeStatus()`, `TaoADMMGetSpectralPenalty()`, 737 `TaoADMMGetMisfitSubsolver()`, `TaoADMMGetRegularizationSubsolver()`, `TaoADMMSetConstraintVectorRHS()`, 738 `TaoADMMSetMinimumSpectralPenalty()`, `TaoADMMSetRegularizerCoefficient()`, 739 `TaoADMMSetRegularizerConstraintJacobian()`, `TaoADMMSetMisfitConstraintJacobian()`, 740 `TaoADMMSetMisfitObjectiveAndGradientRoutine()`, `TaoADMMSetMisfitHessianRoutine()`, 741 `TaoADMMSetRegularizerObjectiveAndGradientRoutine()`, `TaoADMMSetRegularizerHessianRoutine()`, 742 `TaoGetADMMParentTao()`, `TaoADMMGetDualVector()`, `TaoADMMSetRegularizerType()`, 743 `TaoADMMGetRegularizerType()`, `TaoADMMSetUpdateType()`, `TaoADMMGetUpdateType()` 744 M*/ 745 746 PETSC_EXTERN PetscErrorCode TaoCreate_ADMM(Tao tao) 747 { 748 TAO_ADMM *am; 749 750 PetscFunctionBegin; 751 PetscCall(PetscNewLog(tao,&am)); 752 753 tao->ops->destroy = TaoDestroy_ADMM; 754 tao->ops->setup = TaoSetUp_ADMM; 755 tao->ops->setfromoptions = TaoSetFromOptions_ADMM; 756 tao->ops->view = TaoView_ADMM; 757 tao->ops->solve = TaoSolve_ADMM; 758 759 tao->data = (void*)am; 760 am->l1epsilon = 1e-6; 761 am->lambda = 1e-4; 762 am->mu = 1.; 763 am->muold = 0.; 764 am->mueps = PETSC_MACHINE_EPSILON; 765 am->mumin = 0.; 766 am->orthval = 0.2; 767 am->T = 2; 768 am->parent = tao; 769 am->update = TAO_ADMM_UPDATE_BASIC; 770 am->regswitch = TAO_ADMM_REGULARIZER_SOFT_THRESH; 771 am->tol = PETSC_SMALL; 772 am->const_norm = 0; 773 am->resnorm = 0; 774 am->dualres = 0; 775 am->ops->regobjgrad = NULL; 776 am->ops->reghess = NULL; 777 am->gamma = 1; 778 am->regobjgradP = NULL; 779 am->reghessP = NULL; 780 am->gatol_admm = 1e-8; 781 am->catol_admm = 0; 782 am->Hxchange = PETSC_TRUE; 783 am->Hzchange = PETSC_TRUE; 784 am->Hzbool = PETSC_TRUE; 785 am->Hxbool = PETSC_TRUE; 786 787 PetscCall(TaoCreate(PetscObjectComm((PetscObject)tao),&am->subsolverX)); 788 PetscCall(TaoSetOptionsPrefix(am->subsolverX,"misfit_")); 789 PetscCall(PetscObjectIncrementTabLevel((PetscObject)am->subsolverX,(PetscObject)tao,1)); 790 PetscCall(TaoCreate(PetscObjectComm((PetscObject)tao),&am->subsolverZ)); 791 PetscCall(TaoSetOptionsPrefix(am->subsolverZ,"reg_")); 792 PetscCall(PetscObjectIncrementTabLevel((PetscObject)am->subsolverZ,(PetscObject)tao,1)); 793 794 PetscCall(TaoSetType(am->subsolverX,TAONLS)); 795 PetscCall(TaoSetType(am->subsolverZ,TAONLS)); 796 PetscCall(PetscObjectCompose((PetscObject)am->subsolverX,"TaoGetADMMParentTao_ADMM", (PetscObject) tao)); 797 PetscCall(PetscObjectCompose((PetscObject)am->subsolverZ,"TaoGetADMMParentTao_ADMM", (PetscObject) tao)); 798 PetscCall(PetscObjectComposeFunction((PetscObject)tao,"TaoADMMSetRegularizerType_C",TaoADMMSetRegularizerType_ADMM)); 799 PetscCall(PetscObjectComposeFunction((PetscObject)tao,"TaoADMMGetRegularizerType_C",TaoADMMGetRegularizerType_ADMM)); 800 PetscCall(PetscObjectComposeFunction((PetscObject)tao,"TaoADMMSetUpdateType_C",TaoADMMSetUpdateType_ADMM)); 801 PetscCall(PetscObjectComposeFunction((PetscObject)tao,"TaoADMMGetUpdateType_C",TaoADMMGetUpdateType_ADMM)); 802 PetscFunctionReturn(0); 803 } 804 805 /*@ 806 TaoADMMSetMisfitHessianChangeStatus - Set boolean that determines whether Hessian matrix of misfit subsolver changes with respect to input vector. 807 808 Collective on Tao 809 810 Input Parameters: 811 + tao - the Tao solver context. 812 - b - the Hessian matrix change status boolean, PETSC_FALSE when the Hessian matrix does not change, TRUE otherwise. 813 814 Level: advanced 815 816 .seealso: `TAOADMM` 817 818 @*/ 819 PetscErrorCode TaoADMMSetMisfitHessianChangeStatus(Tao tao, PetscBool b) 820 { 821 TAO_ADMM *am = (TAO_ADMM*)tao->data; 822 823 PetscFunctionBegin; 824 am->Hxchange = b; 825 PetscFunctionReturn(0); 826 } 827 828 /*@ 829 TaoADMMSetRegHessianChangeStatus - Set boolean that determines whether Hessian matrix of regularization subsolver changes with respect to input vector. 830 831 Collective on Tao 832 833 Input Parameters: 834 + tao - the Tao solver context 835 - b - the Hessian matrix change status boolean, PETSC_FALSE when the Hessian matrix does not change, TRUE otherwise. 836 837 Level: advanced 838 839 .seealso: `TAOADMM` 840 841 @*/ 842 PetscErrorCode TaoADMMSetRegHessianChangeStatus(Tao tao, PetscBool b) 843 { 844 TAO_ADMM *am = (TAO_ADMM*)tao->data; 845 846 PetscFunctionBegin; 847 am->Hzchange = b; 848 PetscFunctionReturn(0); 849 } 850 851 /*@ 852 TaoADMMSetSpectralPenalty - Set the spectral penalty (mu) value 853 854 Collective on Tao 855 856 Input Parameters: 857 + tao - the Tao solver context 858 - mu - spectral penalty 859 860 Level: advanced 861 862 .seealso: `TaoADMMSetMinimumSpectralPenalty()`, `TAOADMM` 863 @*/ 864 PetscErrorCode TaoADMMSetSpectralPenalty(Tao tao, PetscReal mu) 865 { 866 TAO_ADMM *am = (TAO_ADMM*)tao->data; 867 868 PetscFunctionBegin; 869 am->mu = mu; 870 PetscFunctionReturn(0); 871 } 872 873 /*@ 874 TaoADMMGetSpectralPenalty - Get the spectral penalty (mu) value 875 876 Collective on Tao 877 878 Input Parameter: 879 . tao - the Tao solver context 880 881 Output Parameter: 882 . mu - spectral penalty 883 884 Level: advanced 885 886 .seealso: `TaoADMMSetMinimumSpectralPenalty()`, `TaoADMMSetSpectralPenalty()`, `TAOADMM` 887 @*/ 888 PetscErrorCode TaoADMMGetSpectralPenalty(Tao tao, PetscReal *mu) 889 { 890 TAO_ADMM *am = (TAO_ADMM*)tao->data; 891 892 PetscFunctionBegin; 893 PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 894 PetscValidRealPointer(mu,2); 895 *mu = am->mu; 896 PetscFunctionReturn(0); 897 } 898 899 /*@ 900 TaoADMMGetMisfitSubsolver - Get the pointer to the misfit subsolver inside ADMM 901 902 Collective on Tao 903 904 Input Parameter: 905 . tao - the Tao solver context 906 907 Output Parameter: 908 . misfit - the Tao subsolver context 909 910 Level: advanced 911 912 .seealso: `TAOADMM` 913 914 @*/ 915 PetscErrorCode TaoADMMGetMisfitSubsolver(Tao tao, Tao *misfit) 916 { 917 TAO_ADMM *am = (TAO_ADMM*)tao->data; 918 919 PetscFunctionBegin; 920 *misfit = am->subsolverX; 921 PetscFunctionReturn(0); 922 } 923 924 /*@ 925 TaoADMMGetRegularizationSubsolver - Get the pointer to the regularization subsolver inside ADMM 926 927 Collective on Tao 928 929 Input Parameter: 930 . tao - the Tao solver context 931 932 Output Parameter: 933 . reg - the Tao subsolver context 934 935 Level: advanced 936 937 .seealso: `TAOADMM` 938 939 @*/ 940 PetscErrorCode TaoADMMGetRegularizationSubsolver(Tao tao, Tao *reg) 941 { 942 TAO_ADMM *am = (TAO_ADMM*)tao->data; 943 944 PetscFunctionBegin; 945 *reg = am->subsolverZ; 946 PetscFunctionReturn(0); 947 } 948 949 /*@ 950 TaoADMMSetConstraintVectorRHS - Set the RHS constraint vector for ADMM 951 952 Collective on Tao 953 954 Input Parameters: 955 + tao - the Tao solver context 956 - c - RHS vector 957 958 Level: advanced 959 960 .seealso: `TAOADMM` 961 962 @*/ 963 PetscErrorCode TaoADMMSetConstraintVectorRHS(Tao tao, Vec c) 964 { 965 TAO_ADMM *am = (TAO_ADMM*)tao->data; 966 967 PetscFunctionBegin; 968 am->constraint = c; 969 PetscFunctionReturn(0); 970 } 971 972 /*@ 973 TaoADMMSetMinimumSpectralPenalty - Set the minimum value for the spectral penalty 974 975 Collective on Tao 976 977 Input Parameters: 978 + tao - the Tao solver context 979 - mu - minimum spectral penalty value 980 981 Level: advanced 982 983 .seealso: `TaoADMMGetSpectralPenalty()`, `TAOADMM` 984 @*/ 985 PetscErrorCode TaoADMMSetMinimumSpectralPenalty(Tao tao, PetscReal mu) 986 { 987 TAO_ADMM *am = (TAO_ADMM*)tao->data; 988 989 PetscFunctionBegin; 990 am->mumin= mu; 991 PetscFunctionReturn(0); 992 } 993 994 /*@ 995 TaoADMMSetRegularizerCoefficient - Set the regularization coefficient lambda for L1 norm regularization case 996 997 Collective on Tao 998 999 Input Parameters: 1000 + tao - the Tao solver context 1001 - lambda - L1-norm regularizer coefficient 1002 1003 Level: advanced 1004 1005 .seealso: `TaoADMMSetMisfitConstraintJacobian()`, `TaoADMMSetRegularizerConstraintJacobian()`, `TAOADMM` 1006 1007 @*/ 1008 PetscErrorCode TaoADMMSetRegularizerCoefficient(Tao tao, PetscReal lambda) 1009 { 1010 TAO_ADMM *am = (TAO_ADMM*)tao->data; 1011 1012 PetscFunctionBegin; 1013 am->lambda = lambda; 1014 PetscFunctionReturn(0); 1015 } 1016 1017 /*@C 1018 TaoADMMSetMisfitConstraintJacobian - Set the constraint matrix B for the ADMM algorithm. Matrix B constrains the z variable. 1019 1020 Collective on Tao 1021 1022 Input Parameters: 1023 + tao - the Tao solver context 1024 . J - user-created regularizer constraint Jacobian matrix 1025 . Jpre - user-created regularizer Jacobian constraint preconditioner matrix 1026 . func - function pointer for the regularizer constraint Jacobian update function 1027 - ctx - user context for the regularizer Hessian 1028 1029 Level: advanced 1030 1031 .seealso: `TaoADMMSetRegularizerCoefficient()`, `TaoADMMSetRegularizerConstraintJacobian()`, `TAOADMM` 1032 1033 @*/ 1034 PetscErrorCode TaoADMMSetMisfitConstraintJacobian(Tao tao, Mat J, Mat Jpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void*), void *ctx) 1035 { 1036 TAO_ADMM *am = (TAO_ADMM*)tao->data; 1037 1038 PetscFunctionBegin; 1039 PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 1040 if (J) { 1041 PetscValidHeaderSpecific(J,MAT_CLASSID,2); 1042 PetscCheckSameComm(tao,1,J,2); 1043 } 1044 if (Jpre) { 1045 PetscValidHeaderSpecific(Jpre,MAT_CLASSID,3); 1046 PetscCheckSameComm(tao,1,Jpre,3); 1047 } 1048 if (ctx) am->misfitjacobianP = ctx; 1049 if (func) am->ops->misfitjac = func; 1050 1051 if (J) { 1052 PetscCall(PetscObjectReference((PetscObject)J)); 1053 PetscCall(MatDestroy(&am->JA)); 1054 am->JA = J; 1055 } 1056 if (Jpre) { 1057 PetscCall(PetscObjectReference((PetscObject)Jpre)); 1058 PetscCall(MatDestroy(&am->JApre)); 1059 am->JApre = Jpre; 1060 } 1061 PetscFunctionReturn(0); 1062 } 1063 1064 /*@C 1065 TaoADMMSetRegularizerConstraintJacobian - Set the constraint matrix B for ADMM algorithm. Matrix B constraints z variable. 1066 1067 Collective on Tao 1068 1069 Input Parameters: 1070 + tao - the Tao solver context 1071 . J - user-created regularizer constraint Jacobian matrix 1072 . Jpre - user-created regularizer Jacobian constraint preconditioner matrix 1073 . func - function pointer for the regularizer constraint Jacobian update function 1074 - ctx - user context for the regularizer Hessian 1075 1076 Level: advanced 1077 1078 .seealso: `TaoADMMSetRegularizerCoefficient()`, `TaoADMMSetMisfitConstraintJacobian()`, `TAOADMM` 1079 1080 @*/ 1081 PetscErrorCode TaoADMMSetRegularizerConstraintJacobian(Tao tao, Mat J, Mat Jpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void*), void *ctx) 1082 { 1083 TAO_ADMM *am = (TAO_ADMM*)tao->data; 1084 1085 PetscFunctionBegin; 1086 PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 1087 if (J) { 1088 PetscValidHeaderSpecific(J,MAT_CLASSID,2); 1089 PetscCheckSameComm(tao,1,J,2); 1090 } 1091 if (Jpre) { 1092 PetscValidHeaderSpecific(Jpre,MAT_CLASSID,3); 1093 PetscCheckSameComm(tao,1,Jpre,3); 1094 } 1095 if (ctx) am->regjacobianP = ctx; 1096 if (func) am->ops->regjac = func; 1097 1098 if (J) { 1099 PetscCall(PetscObjectReference((PetscObject)J)); 1100 PetscCall(MatDestroy(&am->JB)); 1101 am->JB = J; 1102 } 1103 if (Jpre) { 1104 PetscCall(PetscObjectReference((PetscObject)Jpre)); 1105 PetscCall(MatDestroy(&am->JBpre)); 1106 am->JBpre = Jpre; 1107 } 1108 PetscFunctionReturn(0); 1109 } 1110 1111 /*@C 1112 TaoADMMSetMisfitObjectiveAndGradientRoutine - Sets the user-defined misfit call-back function 1113 1114 Collective on tao 1115 1116 Input Parameters: 1117 + tao - the Tao context 1118 . func - function pointer for the misfit value and gradient evaluation 1119 - ctx - user context for the misfit 1120 1121 Level: advanced 1122 1123 .seealso: `TAOADMM` 1124 1125 @*/ 1126 PetscErrorCode TaoADMMSetMisfitObjectiveAndGradientRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, PetscReal*, Vec, void*), void *ctx) 1127 { 1128 TAO_ADMM *am = (TAO_ADMM*)tao->data; 1129 1130 PetscFunctionBegin; 1131 PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 1132 am->misfitobjgradP = ctx; 1133 am->ops->misfitobjgrad = func; 1134 PetscFunctionReturn(0); 1135 } 1136 1137 /*@C 1138 TaoADMMSetMisfitHessianRoutine - Sets the user-defined misfit Hessian call-back 1139 function into the algorithm, to be used for subsolverX. 1140 1141 Collective on tao 1142 1143 Input Parameters: 1144 + tao - the Tao context 1145 . H - user-created matrix for the Hessian of the misfit term 1146 . Hpre - user-created matrix for the preconditioner of Hessian of the misfit term 1147 . func - function pointer for the misfit Hessian evaluation 1148 - ctx - user context for the misfit Hessian 1149 1150 Level: advanced 1151 1152 .seealso: `TAOADMM` 1153 1154 @*/ 1155 PetscErrorCode TaoADMMSetMisfitHessianRoutine(Tao tao, Mat H, Mat Hpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void*), void *ctx) 1156 { 1157 TAO_ADMM *am = (TAO_ADMM*)tao->data; 1158 1159 PetscFunctionBegin; 1160 PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 1161 if (H) { 1162 PetscValidHeaderSpecific(H,MAT_CLASSID,2); 1163 PetscCheckSameComm(tao,1,H,2); 1164 } 1165 if (Hpre) { 1166 PetscValidHeaderSpecific(Hpre,MAT_CLASSID,3); 1167 PetscCheckSameComm(tao,1,Hpre,3); 1168 } 1169 if (ctx) { 1170 am->misfithessP = ctx; 1171 } 1172 if (func) { 1173 am->ops->misfithess = func; 1174 } 1175 if (H) { 1176 PetscCall(PetscObjectReference((PetscObject)H)); 1177 PetscCall(MatDestroy(&am->Hx)); 1178 am->Hx = H; 1179 } 1180 if (Hpre) { 1181 PetscCall(PetscObjectReference((PetscObject)Hpre)); 1182 PetscCall(MatDestroy(&am->Hxpre)); 1183 am->Hxpre = Hpre; 1184 } 1185 PetscFunctionReturn(0); 1186 } 1187 1188 /*@C 1189 TaoADMMSetRegularizerObjectiveAndGradientRoutine - Sets the user-defined regularizer call-back function 1190 1191 Collective on tao 1192 1193 Input Parameters: 1194 + tao - the Tao context 1195 . func - function pointer for the regularizer value and gradient evaluation 1196 - ctx - user context for the regularizer 1197 1198 Level: advanced 1199 1200 .seealso: `TAOADMM` 1201 1202 @*/ 1203 PetscErrorCode TaoADMMSetRegularizerObjectiveAndGradientRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, PetscReal*, Vec, void*), void *ctx) 1204 { 1205 TAO_ADMM *am = (TAO_ADMM*)tao->data; 1206 1207 PetscFunctionBegin; 1208 PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 1209 am->regobjgradP = ctx; 1210 am->ops->regobjgrad = func; 1211 PetscFunctionReturn(0); 1212 } 1213 1214 /*@C 1215 TaoADMMSetRegularizerHessianRoutine - Sets the user-defined regularizer Hessian call-back 1216 function, to be used for subsolverZ. 1217 1218 Collective on tao 1219 1220 Input Parameters: 1221 + tao - the Tao context 1222 . H - user-created matrix for the Hessian of the regularization term 1223 . Hpre - user-created matrix for the preconditioner of Hessian of the regularization term 1224 . func - function pointer for the regularizer Hessian evaluation 1225 - ctx - user context for the regularizer Hessian 1226 1227 Level: advanced 1228 1229 .seealso: `TAOADMM` 1230 1231 @*/ 1232 PetscErrorCode TaoADMMSetRegularizerHessianRoutine(Tao tao, Mat H, Mat Hpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void*), void *ctx) 1233 { 1234 TAO_ADMM *am = (TAO_ADMM*)tao->data; 1235 1236 PetscFunctionBegin; 1237 PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 1238 if (H) { 1239 PetscValidHeaderSpecific(H,MAT_CLASSID,2); 1240 PetscCheckSameComm(tao,1,H,2); 1241 } 1242 if (Hpre) { 1243 PetscValidHeaderSpecific(Hpre,MAT_CLASSID,3); 1244 PetscCheckSameComm(tao,1,Hpre,3); 1245 } 1246 if (ctx) { 1247 am->reghessP = ctx; 1248 } 1249 if (func) { 1250 am->ops->reghess = func; 1251 } 1252 if (H) { 1253 PetscCall(PetscObjectReference((PetscObject)H)); 1254 PetscCall(MatDestroy(&am->Hz)); 1255 am->Hz = H; 1256 } 1257 if (Hpre) { 1258 PetscCall(PetscObjectReference((PetscObject)Hpre)); 1259 PetscCall(MatDestroy(&am->Hzpre)); 1260 am->Hzpre = Hpre; 1261 } 1262 PetscFunctionReturn(0); 1263 } 1264 1265 /*@ 1266 TaoGetADMMParentTao - Gets pointer to parent ADMM tao, used by inner subsolver. 1267 1268 Collective on tao 1269 1270 Input Parameter: 1271 . tao - the Tao context 1272 1273 Output Parameter: 1274 . admm_tao - the parent Tao context 1275 1276 Level: advanced 1277 1278 .seealso: `TAOADMM` 1279 1280 @*/ 1281 PetscErrorCode TaoGetADMMParentTao(Tao tao, Tao *admm_tao) 1282 { 1283 PetscFunctionBegin; 1284 PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 1285 PetscCall(PetscObjectQuery((PetscObject)tao,"TaoGetADMMParentTao_ADMM", (PetscObject*) admm_tao)); 1286 PetscFunctionReturn(0); 1287 } 1288 1289 /*@ 1290 TaoADMMGetDualVector - Returns the dual vector associated with the current TAOADMM state 1291 1292 Not Collective 1293 1294 Input Parameter: 1295 . tao - the Tao context 1296 1297 Output Parameter: 1298 . Y - the current solution 1299 1300 Level: intermediate 1301 1302 .seealso: `TAOADMM` 1303 1304 @*/ 1305 PetscErrorCode TaoADMMGetDualVector(Tao tao, Vec *Y) 1306 { 1307 TAO_ADMM *am = (TAO_ADMM*)tao->data; 1308 1309 PetscFunctionBegin; 1310 PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 1311 *Y = am->y; 1312 PetscFunctionReturn(0); 1313 } 1314 1315 /*@ 1316 TaoADMMSetRegularizerType - Set regularizer type for ADMM routine 1317 1318 Not Collective 1319 1320 Input Parameters: 1321 + tao - the Tao context 1322 - type - regularizer type 1323 1324 Options Database: 1325 . -tao_admm_regularizer_type <admm_regularizer_user,admm_regularizer_soft_thresh> - select the regularizer 1326 1327 Level: intermediate 1328 1329 .seealso: `TaoADMMGetRegularizerType()`, `TaoADMMRegularizerType`, `TAOADMM` 1330 @*/ 1331 PetscErrorCode TaoADMMSetRegularizerType(Tao tao, TaoADMMRegularizerType type) 1332 { 1333 PetscFunctionBegin; 1334 PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 1335 PetscValidLogicalCollectiveEnum(tao,type,2); 1336 PetscTryMethod(tao,"TaoADMMSetRegularizerType_C",(Tao,TaoADMMRegularizerType),(tao,type)); 1337 PetscFunctionReturn(0); 1338 } 1339 1340 /*@ 1341 TaoADMMGetRegularizerType - Gets the type of regularizer routine for ADMM 1342 1343 Not Collective 1344 1345 Input Parameter: 1346 . tao - the Tao context 1347 1348 Output Parameter: 1349 . type - the type of regularizer 1350 1351 Level: intermediate 1352 1353 .seealso: `TaoADMMSetRegularizerType()`, `TaoADMMRegularizerType`, `TAOADMM` 1354 @*/ 1355 PetscErrorCode TaoADMMGetRegularizerType(Tao tao, TaoADMMRegularizerType *type) 1356 { 1357 PetscFunctionBegin; 1358 PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 1359 PetscUseMethod(tao,"TaoADMMGetRegularizerType_C",(Tao,TaoADMMRegularizerType*),(tao,type)); 1360 PetscFunctionReturn(0); 1361 } 1362 1363 /*@ 1364 TaoADMMSetUpdateType - Set update routine for ADMM routine 1365 1366 Not Collective 1367 1368 Input Parameters: 1369 + tao - the Tao context 1370 - type - spectral parameter update type 1371 1372 Level: intermediate 1373 1374 .seealso: `TaoADMMGetUpdateType()`, `TaoADMMUpdateType`, `TAOADMM` 1375 @*/ 1376 PetscErrorCode TaoADMMSetUpdateType(Tao tao, TaoADMMUpdateType type) 1377 { 1378 PetscFunctionBegin; 1379 PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 1380 PetscValidLogicalCollectiveEnum(tao,type,2); 1381 PetscTryMethod(tao,"TaoADMMSetUpdateType_C",(Tao,TaoADMMUpdateType),(tao,type)); 1382 PetscFunctionReturn(0); 1383 } 1384 1385 /*@ 1386 TaoADMMGetUpdateType - Gets the type of spectral penalty update routine for ADMM 1387 1388 Not Collective 1389 1390 Input Parameter: 1391 . tao - the Tao context 1392 1393 Output Parameter: 1394 . type - the type of spectral penalty update routine 1395 1396 Level: intermediate 1397 1398 .seealso: `TaoADMMSetUpdateType()`, `TaoADMMUpdateType`, `TAOADMM` 1399 @*/ 1400 PetscErrorCode TaoADMMGetUpdateType(Tao tao, TaoADMMUpdateType *type) 1401 { 1402 PetscFunctionBegin; 1403 PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 1404 PetscUseMethod(tao,"TaoADMMGetUpdateType_C",(Tao,TaoADMMUpdateType*),(tao,type)); 1405 PetscFunctionReturn(0); 1406 } 1407