1aad13602SShrirang Abhyankar /* Program usage: mpiexec -n 2 ./ex1 [-help] [all TAO options] */ 2aad13602SShrirang Abhyankar 3aad13602SShrirang Abhyankar /* ---------------------------------------------------------------------- 4628da978Sresundermann min f(x) = (x0 - 2)^2 + (x1 - 2)^2 - 2*(x0 + x1) 5aad13602SShrirang Abhyankar s.t. x0^2 + x1 - 2 = 0 6aad13602SShrirang Abhyankar 0 <= x0^2 - x1 <= 1 7aad13602SShrirang Abhyankar -1 <= x0, x1 <= 2 8628da978Sresundermann --> 9628da978Sresundermann g(x) = 0 10628da978Sresundermann h(x) >= 0 11628da978Sresundermann -1 <= x0, x1 <= 2 12628da978Sresundermann where 13628da978Sresundermann g(x) = x0^2 + x1 - 2 14628da978Sresundermann h(x) = [x0^2 - x1 15628da978Sresundermann 1 -(x0^2 - x1)] 16aad13602SShrirang Abhyankar ---------------------------------------------------------------------- */ 17aad13602SShrirang Abhyankar 18aad13602SShrirang Abhyankar #include <petsctao.h> 19aad13602SShrirang Abhyankar 20da81f932SPierre Jolivet static char help[] = "Solves constrained optimization problem using pdipm.\n\ 21aad13602SShrirang Abhyankar Input parameters include:\n\ 22aad13602SShrirang Abhyankar -tao_type pdipm : sets Tao solver\n\ 238e58fa1dSresundermann -no_eq : removes the equaility constraints from the problem\n\ 24c8b0c2b5SHansol Suh -no_bound : removes the bound constraints from the problem\n\ 25f560b561SHong Zhang -init_view : view initial object setup\n\ 26aad13602SShrirang Abhyankar -snes_fd : snes with finite difference Jacobian (needed for pdipm)\n\ 27628da978Sresundermann -snes_compare_explicit : compare user Jacobian with finite difference Jacobian \n\ 2810978b7dSBarry Smith -tao_monitor_constraint_norm : convergence monitor with constraint norm \n\ 2910978b7dSBarry Smith -tao_monitor_solution : view exact solution at each iteration\n\ 30f560b561SHong Zhang Note: external package MUMPS is required to run pdipm in parallel. This is designed for a maximum of 2 processors, the code will error if size > 2.\n"; 31aad13602SShrirang Abhyankar 32aad13602SShrirang Abhyankar /* 33628da978Sresundermann User-defined application context - contains data needed by the application 34aad13602SShrirang Abhyankar */ 35aad13602SShrirang Abhyankar typedef struct { 36aad13602SShrirang Abhyankar PetscInt n; /* Global length of x */ 37aad13602SShrirang Abhyankar PetscInt ne; /* Global number of equality constraints */ 38aad13602SShrirang Abhyankar PetscInt ni; /* Global number of inequality constraints */ 39c8b0c2b5SHansol Suh PetscBool noeqflag, noboundflag, initview; 40aad13602SShrirang Abhyankar Vec x, xl, xu; 41aad13602SShrirang Abhyankar Vec ce, ci, bl, bu, Xseq; 42aad13602SShrirang Abhyankar Mat Ae, Ai, H; 43aad13602SShrirang Abhyankar VecScatter scat; 44aad13602SShrirang Abhyankar } AppCtx; 45aad13602SShrirang Abhyankar 46aad13602SShrirang Abhyankar /* -------- User-defined Routines --------- */ 47aad13602SShrirang Abhyankar PetscErrorCode InitializeProblem(AppCtx *); 48aad13602SShrirang Abhyankar PetscErrorCode DestroyProblem(AppCtx *); 49aad13602SShrirang Abhyankar PetscErrorCode FormFunctionGradient(Tao, Vec, PetscReal *, Vec, void *); 5083f04556SHong Zhang PetscErrorCode FormPDIPMHessian(Tao, Vec, Mat, Mat, void *); 51aad13602SShrirang Abhyankar PetscErrorCode FormInequalityConstraints(Tao, Vec, Vec, void *); 52aad13602SShrirang Abhyankar PetscErrorCode FormEqualityConstraints(Tao, Vec, Vec, void *); 53aad13602SShrirang Abhyankar PetscErrorCode FormInequalityJacobian(Tao, Vec, Mat, Mat, void *); 54aad13602SShrirang Abhyankar PetscErrorCode FormEqualityJacobian(Tao, Vec, Mat, Mat, void *); 55aad13602SShrirang Abhyankar 563ba16761SJacob Faibussowitsch int main(int argc, char **argv) 57d71ae5a4SJacob Faibussowitsch { 58aad13602SShrirang Abhyankar Tao tao; 59aad13602SShrirang Abhyankar KSP ksp; 60aad13602SShrirang Abhyankar PC pc; 61aad13602SShrirang Abhyankar AppCtx user; /* application context */ 62f560b561SHong Zhang Vec x, G, CI, CE; 63f560b561SHong Zhang PetscMPIInt size; 64f560b561SHong Zhang PetscReal f; 65ab76df0cSBarry Smith PetscBool pdipm; 66aad13602SShrirang Abhyankar 67327415f7SBarry Smith PetscFunctionBeginUser; 68c8025a54SPierre Jolivet PetscCall(PetscInitialize(&argc, &argv, NULL, help)); 699566063dSJacob Faibussowitsch PetscCallMPI(MPI_Comm_size(PETSC_COMM_WORLD, &size)); 70ab76df0cSBarry Smith PetscCheck(size <= 2, PETSC_COMM_WORLD, PETSC_ERR_WRONG_MPI_SIZE, "More than 2 processes detected. Example written to use at most 2 processes."); 71aad13602SShrirang Abhyankar 729566063dSJacob Faibussowitsch PetscCall(PetscPrintf(PETSC_COMM_WORLD, "---- Constrained Problem -----\n")); 739566063dSJacob Faibussowitsch PetscCall(InitializeProblem(&user)); /* sets up problem, function below */ 749a09327dSAlp Dener 759566063dSJacob Faibussowitsch PetscCall(TaoCreate(PETSC_COMM_WORLD, &tao)); 769a09327dSAlp Dener PetscCall(TaoSetType(tao, TAOALMM)); 779a09327dSAlp Dener PetscCall(TaoSetSolution(tao, user.x)); 78c8b0c2b5SHansol Suh if (!user.noboundflag) PetscCall(TaoSetVariableBounds(tao, user.xl, user.xu)); 799566063dSJacob Faibussowitsch PetscCall(TaoSetObjectiveAndGradient(tao, NULL, FormFunctionGradient, (void *)&user)); 809a09327dSAlp Dener PetscCall(TaoSetTolerances(tao, 1.e-4, 0.0, 0.0)); 819a09327dSAlp Dener PetscCall(TaoSetConstraintTolerances(tao, 1.e-4, 0.0)); 829a09327dSAlp Dener PetscCall(TaoSetMaximumFunctionEvaluations(tao, 1e6)); 839566063dSJacob Faibussowitsch PetscCall(TaoSetFromOptions(tao)); 849a09327dSAlp Dener 859a09327dSAlp Dener if (!user.noeqflag) { 869a09327dSAlp Dener PetscCall(TaoSetEqualityConstraintsRoutine(tao, user.ce, FormEqualityConstraints, (void *)&user)); 879a09327dSAlp Dener PetscCall(TaoSetJacobianEqualityRoutine(tao, user.Ae, user.Ae, FormEqualityJacobian, (void *)&user)); 889a09327dSAlp Dener } 899a09327dSAlp Dener PetscCall(TaoSetInequalityConstraintsRoutine(tao, user.ci, FormInequalityConstraints, (void *)&user)); 909a09327dSAlp Dener PetscCall(TaoSetJacobianInequalityRoutine(tao, user.Ai, user.Ai, FormInequalityJacobian, (void *)&user)); 919a09327dSAlp Dener 929566063dSJacob Faibussowitsch PetscCall(PetscObjectTypeCompare((PetscObject)tao, TAOPDIPM, &pdipm)); 93661095bbSAlp Dener if (pdipm) { 949a09327dSAlp Dener /* 959a09327dSAlp Dener PDIPM produces an indefinite KKT matrix with some zeros along the diagonal 969a09327dSAlp Dener Inverting this indefinite matrix requires PETSc to be configured with MUMPS 979a09327dSAlp Dener */ 98ab76df0cSBarry Smith PetscCheck(PetscDefined(HAVE_MUMPS), PetscObjectComm((PetscObject)tao), PETSC_ERR_SUP, "TAOPDIPM requires PETSc to be configured with MUMPS (--download-mumps)"); 999a09327dSAlp Dener PetscCall(TaoGetKSP(tao, &ksp)); 1009a09327dSAlp Dener PetscCall(KSPGetPC(ksp, &pc)); 1019a09327dSAlp Dener PetscCall(PCFactorSetMatSolverType(pc, MATSOLVERMUMPS)); 1029a09327dSAlp Dener PetscCall(KSPSetType(ksp, KSPPREONLY)); 10383f04556SHong Zhang PetscCall(PCSetType(pc, PCCHOLESKY)); 1049a09327dSAlp Dener PetscCall(KSPSetFromOptions(ksp)); 10583f04556SHong Zhang PetscCall(TaoSetHessian(tao, user.H, user.H, FormPDIPMHessian, (void *)&user)); 1069a09327dSAlp Dener } 1079a09327dSAlp Dener 1089a09327dSAlp Dener /* Print out an initial view of the problem */ 109f560b561SHong Zhang if (user.initview) { 1109566063dSJacob Faibussowitsch PetscCall(TaoSetUp(tao)); 1119566063dSJacob Faibussowitsch PetscCall(VecDuplicate(user.x, &G)); 1129566063dSJacob Faibussowitsch PetscCall(FormFunctionGradient(tao, user.x, &f, G, (void *)&user)); 113c8b0c2b5SHansol Suh if (pdipm) PetscCall(FormPDIPMHessian(tao, user.x, user.H, user.H, (void *)&user)); 1149566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPushTab(PETSC_VIEWER_STDOUT_WORLD)); 11563a3b9bcSJacob Faibussowitsch PetscCall(PetscPrintf(PETSC_COMM_WORLD, "\nInitial point X:\n")); 1169566063dSJacob Faibussowitsch PetscCall(VecView(user.x, PETSC_VIEWER_STDOUT_WORLD)); 11763a3b9bcSJacob Faibussowitsch PetscCall(PetscPrintf(PETSC_COMM_WORLD, "\nInitial objective f(x) = %g\n", (double)f)); 11863a3b9bcSJacob Faibussowitsch PetscCall(PetscPrintf(PETSC_COMM_WORLD, "\nInitial gradient and Hessian:\n")); 1199566063dSJacob Faibussowitsch PetscCall(VecView(G, PETSC_VIEWER_STDOUT_WORLD)); 120c8b0c2b5SHansol Suh if (pdipm) PetscCall(MatView(user.H, PETSC_VIEWER_STDOUT_WORLD)); 1219566063dSJacob Faibussowitsch PetscCall(VecDestroy(&G)); 1229566063dSJacob Faibussowitsch PetscCall(FormInequalityJacobian(tao, user.x, user.Ai, user.Ai, (void *)&user)); 1239566063dSJacob Faibussowitsch PetscCall(MatCreateVecs(user.Ai, NULL, &CI)); 1249566063dSJacob Faibussowitsch PetscCall(FormInequalityConstraints(tao, user.x, CI, (void *)&user)); 12563a3b9bcSJacob Faibussowitsch PetscCall(PetscPrintf(PETSC_COMM_WORLD, "\nInitial inequality constraints and Jacobian:\n")); 1269566063dSJacob Faibussowitsch PetscCall(VecView(CI, PETSC_VIEWER_STDOUT_WORLD)); 1279566063dSJacob Faibussowitsch PetscCall(MatView(user.Ai, PETSC_VIEWER_STDOUT_WORLD)); 1289566063dSJacob Faibussowitsch PetscCall(VecDestroy(&CI)); 129f560b561SHong Zhang if (!user.noeqflag) { 1309566063dSJacob Faibussowitsch PetscCall(FormEqualityJacobian(tao, user.x, user.Ae, user.Ae, (void *)&user)); 1319566063dSJacob Faibussowitsch PetscCall(MatCreateVecs(user.Ae, NULL, &CE)); 1329566063dSJacob Faibussowitsch PetscCall(FormEqualityConstraints(tao, user.x, CE, (void *)&user)); 13363a3b9bcSJacob Faibussowitsch PetscCall(PetscPrintf(PETSC_COMM_WORLD, "\nInitial equality constraints and Jacobian:\n")); 1349566063dSJacob Faibussowitsch PetscCall(VecView(CE, PETSC_VIEWER_STDOUT_WORLD)); 1359566063dSJacob Faibussowitsch PetscCall(MatView(user.Ae, PETSC_VIEWER_STDOUT_WORLD)); 1369566063dSJacob Faibussowitsch PetscCall(VecDestroy(&CE)); 137f560b561SHong Zhang } 1389566063dSJacob Faibussowitsch PetscCall(PetscPrintf(PETSC_COMM_WORLD, "\n")); 1399566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPopTab(PETSC_VIEWER_STDOUT_WORLD)); 140f560b561SHong Zhang } 141aad13602SShrirang Abhyankar 1429566063dSJacob Faibussowitsch PetscCall(TaoSolve(tao)); 1439566063dSJacob Faibussowitsch PetscCall(TaoGetSolution(tao, &x)); 1449a09327dSAlp Dener PetscCall(PetscPrintf(PETSC_COMM_WORLD, "Found solution:\n")); 1459566063dSJacob Faibussowitsch PetscCall(VecView(x, PETSC_VIEWER_STDOUT_WORLD)); 146aad13602SShrirang Abhyankar 147aad13602SShrirang Abhyankar /* Free objects */ 1489566063dSJacob Faibussowitsch PetscCall(DestroyProblem(&user)); 1499566063dSJacob Faibussowitsch PetscCall(TaoDestroy(&tao)); 1509566063dSJacob Faibussowitsch PetscCall(PetscFinalize()); 1513ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 152aad13602SShrirang Abhyankar } 153aad13602SShrirang Abhyankar 154d71ae5a4SJacob Faibussowitsch PetscErrorCode InitializeProblem(AppCtx *user) 155d71ae5a4SJacob Faibussowitsch { 156aad13602SShrirang Abhyankar PetscMPIInt size; 157aad13602SShrirang Abhyankar PetscMPIInt rank; 158aad13602SShrirang Abhyankar PetscInt nloc, neloc, niloc; 159aad13602SShrirang Abhyankar 160aad13602SShrirang Abhyankar PetscFunctionBegin; 1619566063dSJacob Faibussowitsch PetscCallMPI(MPI_Comm_size(PETSC_COMM_WORLD, &size)); 1629566063dSJacob Faibussowitsch PetscCallMPI(MPI_Comm_rank(PETSC_COMM_WORLD, &rank)); 1638e58fa1dSresundermann user->noeqflag = PETSC_FALSE; 164c8b0c2b5SHansol Suh user->noboundflag = PETSC_FALSE; 1659566063dSJacob Faibussowitsch PetscCall(PetscOptionsGetBool(NULL, NULL, "-no_eq", &user->noeqflag, NULL)); 166c8b0c2b5SHansol Suh PetscCall(PetscOptionsGetBool(NULL, NULL, "-no_bound", &user->noboundflag, NULL)); 167f560b561SHong Zhang user->initview = PETSC_FALSE; 1689566063dSJacob Faibussowitsch PetscCall(PetscOptionsGetBool(NULL, NULL, "-init_view", &user->initview, NULL)); 169628da978Sresundermann 170f560b561SHong Zhang /* Tell user the correct solution, not an error checking */ 1719a09327dSAlp Dener if (!user->noeqflag) { 172c8b0c2b5SHansol Suh /* With equality constraint, bound or no bound makes no different to the solution */ 1739a09327dSAlp Dener PetscCall(PetscPrintf(PETSC_COMM_WORLD, "Expected solution: f(1, 1) = -2\n")); 1749a09327dSAlp Dener } else { 175c8b0c2b5SHansol Suh if (user->noboundflag) PetscCall(PetscPrintf(PETSC_COMM_WORLD, "Expected solution (-no_eq, -no_bound): f(2.05655, 3.22938) = -9.05728\n")); 176c8b0c2b5SHansol Suh else PetscCall(PetscPrintf(PETSC_COMM_WORLD, "Expected solution (-no_eq): f(1.73205, 2) = -7.3923\n")); 1778e58fa1dSresundermann } 178aad13602SShrirang Abhyankar 1792d4ee042Sprj- /* create vector x and set initial values */ 180aad13602SShrirang Abhyankar user->n = 2; /* global length */ 181f560b561SHong Zhang nloc = (size == 1) ? user->n : 1; 1829566063dSJacob Faibussowitsch PetscCall(VecCreate(PETSC_COMM_WORLD, &user->x)); 1839566063dSJacob Faibussowitsch PetscCall(VecSetSizes(user->x, nloc, user->n)); 1849566063dSJacob Faibussowitsch PetscCall(VecSetFromOptions(user->x)); 1859a09327dSAlp Dener PetscCall(VecSet(user->x, 0.0)); 186aad13602SShrirang Abhyankar 187aad13602SShrirang Abhyankar /* create and set lower and upper bound vectors */ 1889566063dSJacob Faibussowitsch PetscCall(VecDuplicate(user->x, &user->xl)); 1899566063dSJacob Faibussowitsch PetscCall(VecDuplicate(user->x, &user->xu)); 1909566063dSJacob Faibussowitsch PetscCall(VecSet(user->xl, -1.0)); 1919566063dSJacob Faibussowitsch PetscCall(VecSet(user->xu, 2.0)); 192aad13602SShrirang Abhyankar 193aad13602SShrirang Abhyankar /* create scater to zero */ 1949566063dSJacob Faibussowitsch PetscCall(VecScatterCreateToZero(user->x, &user->scat, &user->Xseq)); 195aad13602SShrirang Abhyankar 196aad13602SShrirang Abhyankar user->ne = 1; 197628da978Sresundermann user->ni = 2; 198aad13602SShrirang Abhyankar neloc = (rank == 0) ? user->ne : 0; 199f560b561SHong Zhang niloc = (size == 1) ? user->ni : 1; 200aad13602SShrirang Abhyankar 2018e58fa1dSresundermann if (!user->noeqflag) { 2029566063dSJacob Faibussowitsch PetscCall(VecCreate(PETSC_COMM_WORLD, &user->ce)); /* a 1x1 vec for equality constraints */ 2039566063dSJacob Faibussowitsch PetscCall(VecSetSizes(user->ce, neloc, user->ne)); 2049566063dSJacob Faibussowitsch PetscCall(VecSetFromOptions(user->ce)); 2059566063dSJacob Faibussowitsch PetscCall(VecSetUp(user->ce)); 2068e58fa1dSresundermann } 207628da978Sresundermann 2089566063dSJacob Faibussowitsch PetscCall(VecCreate(PETSC_COMM_WORLD, &user->ci)); /* a 2x1 vec for inequality constraints */ 2099566063dSJacob Faibussowitsch PetscCall(VecSetSizes(user->ci, niloc, user->ni)); 2109566063dSJacob Faibussowitsch PetscCall(VecSetFromOptions(user->ci)); 2119566063dSJacob Faibussowitsch PetscCall(VecSetUp(user->ci)); 212aad13602SShrirang Abhyankar 213baca6076SPierre Jolivet /* nexn & nixn matrices for equally and inequalty constraints */ 2148e58fa1dSresundermann if (!user->noeqflag) { 2159566063dSJacob Faibussowitsch PetscCall(MatCreate(PETSC_COMM_WORLD, &user->Ae)); 2169566063dSJacob Faibussowitsch PetscCall(MatSetSizes(user->Ae, neloc, nloc, user->ne, user->n)); 2179566063dSJacob Faibussowitsch PetscCall(MatSetFromOptions(user->Ae)); 2189566063dSJacob Faibussowitsch PetscCall(MatSetUp(user->Ae)); 2198e58fa1dSresundermann } 2208e58fa1dSresundermann 2219566063dSJacob Faibussowitsch PetscCall(MatCreate(PETSC_COMM_WORLD, &user->Ai)); 2229566063dSJacob Faibussowitsch PetscCall(MatSetSizes(user->Ai, niloc, nloc, user->ni, user->n)); 2239566063dSJacob Faibussowitsch PetscCall(MatSetFromOptions(user->Ai)); 2249566063dSJacob Faibussowitsch PetscCall(MatSetUp(user->Ai)); 225628da978Sresundermann 2269566063dSJacob Faibussowitsch PetscCall(MatCreate(PETSC_COMM_WORLD, &user->H)); 2279566063dSJacob Faibussowitsch PetscCall(MatSetSizes(user->H, nloc, nloc, user->n, user->n)); 2289566063dSJacob Faibussowitsch PetscCall(MatSetFromOptions(user->H)); 2299566063dSJacob Faibussowitsch PetscCall(MatSetUp(user->H)); 2303ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 231aad13602SShrirang Abhyankar } 232aad13602SShrirang Abhyankar 233d71ae5a4SJacob Faibussowitsch PetscErrorCode DestroyProblem(AppCtx *user) 234d71ae5a4SJacob Faibussowitsch { 235aad13602SShrirang Abhyankar PetscFunctionBegin; 23648a46eb9SPierre Jolivet if (!user->noeqflag) PetscCall(MatDestroy(&user->Ae)); 2379566063dSJacob Faibussowitsch PetscCall(MatDestroy(&user->Ai)); 2389566063dSJacob Faibussowitsch PetscCall(MatDestroy(&user->H)); 239aad13602SShrirang Abhyankar 2409566063dSJacob Faibussowitsch PetscCall(VecDestroy(&user->x)); 24148a46eb9SPierre Jolivet if (!user->noeqflag) PetscCall(VecDestroy(&user->ce)); 2429566063dSJacob Faibussowitsch PetscCall(VecDestroy(&user->ci)); 2439566063dSJacob Faibussowitsch PetscCall(VecDestroy(&user->xl)); 2449566063dSJacob Faibussowitsch PetscCall(VecDestroy(&user->xu)); 2459566063dSJacob Faibussowitsch PetscCall(VecDestroy(&user->Xseq)); 2469566063dSJacob Faibussowitsch PetscCall(VecScatterDestroy(&user->scat)); 2473ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 248aad13602SShrirang Abhyankar } 249aad13602SShrirang Abhyankar 250628da978Sresundermann /* Evaluate 251628da978Sresundermann f(x) = (x0 - 2)^2 + (x1 - 2)^2 - 2*(x0 + x1) 25283f04556SHong Zhang G = grad f = [2*(x0 - 2) - 2, 2*(x1 - 2) - 2] = 2*X - 6 253aad13602SShrirang Abhyankar */ 254*2a8381b2SBarry Smith PetscErrorCode FormFunctionGradient(Tao tao, Vec X, PetscReal *f, Vec G, PetscCtx ctx) 255d71ae5a4SJacob Faibussowitsch { 256aad13602SShrirang Abhyankar const PetscScalar *x; 257aad13602SShrirang Abhyankar MPI_Comm comm; 258aad13602SShrirang Abhyankar PetscMPIInt rank; 259aad13602SShrirang Abhyankar PetscReal fin; 260aad13602SShrirang Abhyankar AppCtx *user = (AppCtx *)ctx; 261aad13602SShrirang Abhyankar Vec Xseq = user->Xseq; 262aad13602SShrirang Abhyankar VecScatter scat = user->scat; 263aad13602SShrirang Abhyankar 264aad13602SShrirang Abhyankar PetscFunctionBegin; 26583f04556SHong Zhang /* f = (x0 - 2)^2 + (x1 - 2)^2 - 2*(x0 + x1) */ 2669566063dSJacob Faibussowitsch PetscCall(PetscObjectGetComm((PetscObject)tao, &comm)); 2679566063dSJacob Faibussowitsch PetscCallMPI(MPI_Comm_rank(comm, &rank)); 268aad13602SShrirang Abhyankar 2699566063dSJacob Faibussowitsch PetscCall(VecScatterBegin(scat, X, Xseq, INSERT_VALUES, SCATTER_FORWARD)); 2709566063dSJacob Faibussowitsch PetscCall(VecScatterEnd(scat, X, Xseq, INSERT_VALUES, SCATTER_FORWARD)); 271aad13602SShrirang Abhyankar 272aad13602SShrirang Abhyankar fin = 0.0; 273dd400576SPatrick Sanan if (rank == 0) { 2749566063dSJacob Faibussowitsch PetscCall(VecGetArrayRead(Xseq, &x)); 275aad13602SShrirang Abhyankar fin = (x[0] - 2.0) * (x[0] - 2.0) + (x[1] - 2.0) * (x[1] - 2.0) - 2.0 * (x[0] + x[1]); 2769566063dSJacob Faibussowitsch PetscCall(VecRestoreArrayRead(Xseq, &x)); 277aad13602SShrirang Abhyankar } 278462c564dSBarry Smith PetscCallMPI(MPIU_Allreduce(&fin, f, 1, MPIU_REAL, MPIU_SUM, comm)); 27983f04556SHong Zhang 28083f04556SHong Zhang /* G = 2*X - 6 */ 28183f04556SHong Zhang PetscCall(VecSet(G, -6.0)); 28283f04556SHong Zhang PetscCall(VecAXPY(G, 2.0, X)); 2833ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 284aad13602SShrirang Abhyankar } 285aad13602SShrirang Abhyankar 28683f04556SHong Zhang /* Evaluate PDIPM Hessian, see Eqn(22) in http://doi.org/10.1049/gtd2.12708 28783f04556SHong Zhang H = Wxx = fxx + Jacobian(grad g^T*DE) - Jacobian(grad h^T*DI)] 28883f04556SHong Zhang = fxx + Jacobin([2*x0; 1]de[0]) - Jacobian([2*x0, -2*x0; -1, 1][di[0] di[1]]^T) 28983f04556SHong Zhang = [2 0; 0 2] + [2*de[0] 0; 0 0] - [2*di[0]-2*di[1], 0; 0, 0] 290628da978Sresundermann = [ 2*(1+de[0]-di[0]+di[1]), 0; 291628da978Sresundermann 0, 2] 292628da978Sresundermann */ 293*2a8381b2SBarry Smith PetscErrorCode FormPDIPMHessian(Tao tao, Vec x, Mat H, Mat Hpre, PetscCtx ctx) 294d71ae5a4SJacob Faibussowitsch { 295aad13602SShrirang Abhyankar AppCtx *user = (AppCtx *)ctx; 296aad13602SShrirang Abhyankar Vec DE, DI; 297aad13602SShrirang Abhyankar const PetscScalar *de, *di; 298aad13602SShrirang Abhyankar PetscInt zero = 0, one = 1; 299aad13602SShrirang Abhyankar PetscScalar two = 2.0; 300aad13602SShrirang Abhyankar PetscScalar val = 0.0; 301f560b561SHong Zhang Vec Deseq, Diseq; 302f560b561SHong Zhang VecScatter Descat, Discat; 303aad13602SShrirang Abhyankar PetscMPIInt rank; 304aad13602SShrirang Abhyankar MPI_Comm comm; 305aad13602SShrirang Abhyankar 306aad13602SShrirang Abhyankar PetscFunctionBegin; 3079566063dSJacob Faibussowitsch PetscCall(TaoGetDualVariables(tao, &DE, &DI)); 308aad13602SShrirang Abhyankar 3099566063dSJacob Faibussowitsch PetscCall(PetscObjectGetComm((PetscObject)tao, &comm)); 3109566063dSJacob Faibussowitsch PetscCallMPI(MPI_Comm_rank(comm, &rank)); 311aad13602SShrirang Abhyankar 3128e58fa1dSresundermann if (!user->noeqflag) { 3139566063dSJacob Faibussowitsch PetscCall(VecScatterCreateToZero(DE, &Descat, &Deseq)); 3149566063dSJacob Faibussowitsch PetscCall(VecScatterBegin(Descat, DE, Deseq, INSERT_VALUES, SCATTER_FORWARD)); 3159566063dSJacob Faibussowitsch PetscCall(VecScatterEnd(Descat, DE, Deseq, INSERT_VALUES, SCATTER_FORWARD)); 3168e58fa1dSresundermann } 3179566063dSJacob Faibussowitsch PetscCall(VecScatterCreateToZero(DI, &Discat, &Diseq)); 3189566063dSJacob Faibussowitsch PetscCall(VecScatterBegin(Discat, DI, Diseq, INSERT_VALUES, SCATTER_FORWARD)); 3199566063dSJacob Faibussowitsch PetscCall(VecScatterEnd(Discat, DI, Diseq, INSERT_VALUES, SCATTER_FORWARD)); 320aad13602SShrirang Abhyankar 321dd400576SPatrick Sanan if (rank == 0) { 322ac530a7eSPierre Jolivet if (!user->noeqflag) PetscCall(VecGetArrayRead(Deseq, &de)); /* places equality constraint dual into array */ 3239566063dSJacob Faibussowitsch PetscCall(VecGetArrayRead(Diseq, &di)); /* places inequality constraint dual into array */ 324628da978Sresundermann 3258e58fa1dSresundermann if (!user->noeqflag) { 326628da978Sresundermann val = 2.0 * (1 + de[0] - di[0] + di[1]); 3279566063dSJacob Faibussowitsch PetscCall(VecRestoreArrayRead(Deseq, &de)); 3289566063dSJacob Faibussowitsch PetscCall(VecRestoreArrayRead(Diseq, &di)); 3298e58fa1dSresundermann } else { 330628da978Sresundermann val = 2.0 * (1 - di[0] + di[1]); 3318e58fa1dSresundermann } 3329566063dSJacob Faibussowitsch PetscCall(VecRestoreArrayRead(Diseq, &di)); 3339566063dSJacob Faibussowitsch PetscCall(MatSetValues(H, 1, &zero, 1, &zero, &val, INSERT_VALUES)); 3349566063dSJacob Faibussowitsch PetscCall(MatSetValues(H, 1, &one, 1, &one, &two, INSERT_VALUES)); 335aad13602SShrirang Abhyankar } 3369566063dSJacob Faibussowitsch PetscCall(MatAssemblyBegin(H, MAT_FINAL_ASSEMBLY)); 3379566063dSJacob Faibussowitsch PetscCall(MatAssemblyEnd(H, MAT_FINAL_ASSEMBLY)); 3388e58fa1dSresundermann if (!user->noeqflag) { 3399566063dSJacob Faibussowitsch PetscCall(VecScatterDestroy(&Descat)); 3409566063dSJacob Faibussowitsch PetscCall(VecDestroy(&Deseq)); 3418e58fa1dSresundermann } 3429566063dSJacob Faibussowitsch PetscCall(VecScatterDestroy(&Discat)); 3439566063dSJacob Faibussowitsch PetscCall(VecDestroy(&Diseq)); 3443ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 345aad13602SShrirang Abhyankar } 346aad13602SShrirang Abhyankar 347628da978Sresundermann /* Evaluate 348628da978Sresundermann h = [ x0^2 - x1; 349628da978Sresundermann 1 -(x0^2 - x1)] 350628da978Sresundermann */ 351*2a8381b2SBarry Smith PetscErrorCode FormInequalityConstraints(Tao tao, Vec X, Vec CI, PetscCtx ctx) 352d71ae5a4SJacob Faibussowitsch { 353aad13602SShrirang Abhyankar const PetscScalar *x; 354aad13602SShrirang Abhyankar PetscScalar ci; 355aad13602SShrirang Abhyankar MPI_Comm comm; 356aad13602SShrirang Abhyankar PetscMPIInt rank; 357aad13602SShrirang Abhyankar AppCtx *user = (AppCtx *)ctx; 358aad13602SShrirang Abhyankar Vec Xseq = user->Xseq; 359aad13602SShrirang Abhyankar VecScatter scat = user->scat; 360aad13602SShrirang Abhyankar 361aad13602SShrirang Abhyankar PetscFunctionBegin; 3629566063dSJacob Faibussowitsch PetscCall(PetscObjectGetComm((PetscObject)tao, &comm)); 3639566063dSJacob Faibussowitsch PetscCallMPI(MPI_Comm_rank(comm, &rank)); 364aad13602SShrirang Abhyankar 3659566063dSJacob Faibussowitsch PetscCall(VecScatterBegin(scat, X, Xseq, INSERT_VALUES, SCATTER_FORWARD)); 3669566063dSJacob Faibussowitsch PetscCall(VecScatterEnd(scat, X, Xseq, INSERT_VALUES, SCATTER_FORWARD)); 367aad13602SShrirang Abhyankar 368dd400576SPatrick Sanan if (rank == 0) { 3699566063dSJacob Faibussowitsch PetscCall(VecGetArrayRead(Xseq, &x)); 370aad13602SShrirang Abhyankar ci = x[0] * x[0] - x[1]; 3719566063dSJacob Faibussowitsch PetscCall(VecSetValue(CI, 0, ci, INSERT_VALUES)); 372aad13602SShrirang Abhyankar ci = -x[0] * x[0] + x[1] + 1.0; 3739566063dSJacob Faibussowitsch PetscCall(VecSetValue(CI, 1, ci, INSERT_VALUES)); 3749566063dSJacob Faibussowitsch PetscCall(VecRestoreArrayRead(Xseq, &x)); 375aad13602SShrirang Abhyankar } 3769566063dSJacob Faibussowitsch PetscCall(VecAssemblyBegin(CI)); 3779566063dSJacob Faibussowitsch PetscCall(VecAssemblyEnd(CI)); 3783ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 379aad13602SShrirang Abhyankar } 380aad13602SShrirang Abhyankar 381628da978Sresundermann /* Evaluate 382628da978Sresundermann g = [ x0^2 + x1 - 2] 383628da978Sresundermann */ 384*2a8381b2SBarry Smith PetscErrorCode FormEqualityConstraints(Tao tao, Vec X, Vec CE, PetscCtx ctx) 385d71ae5a4SJacob Faibussowitsch { 386aad13602SShrirang Abhyankar const PetscScalar *x; 387aad13602SShrirang Abhyankar PetscScalar ce; 388aad13602SShrirang Abhyankar MPI_Comm comm; 389aad13602SShrirang Abhyankar PetscMPIInt rank; 390aad13602SShrirang Abhyankar AppCtx *user = (AppCtx *)ctx; 391aad13602SShrirang Abhyankar Vec Xseq = user->Xseq; 392aad13602SShrirang Abhyankar VecScatter scat = user->scat; 393aad13602SShrirang Abhyankar 394aad13602SShrirang Abhyankar PetscFunctionBegin; 3959566063dSJacob Faibussowitsch PetscCall(PetscObjectGetComm((PetscObject)tao, &comm)); 3969566063dSJacob Faibussowitsch PetscCallMPI(MPI_Comm_rank(comm, &rank)); 397aad13602SShrirang Abhyankar 3989566063dSJacob Faibussowitsch PetscCall(VecScatterBegin(scat, X, Xseq, INSERT_VALUES, SCATTER_FORWARD)); 3999566063dSJacob Faibussowitsch PetscCall(VecScatterEnd(scat, X, Xseq, INSERT_VALUES, SCATTER_FORWARD)); 400aad13602SShrirang Abhyankar 401dd400576SPatrick Sanan if (rank == 0) { 4029566063dSJacob Faibussowitsch PetscCall(VecGetArrayRead(Xseq, &x)); 403aad13602SShrirang Abhyankar ce = x[0] * x[0] + x[1] - 2.0; 4049566063dSJacob Faibussowitsch PetscCall(VecSetValue(CE, 0, ce, INSERT_VALUES)); 4059566063dSJacob Faibussowitsch PetscCall(VecRestoreArrayRead(Xseq, &x)); 406aad13602SShrirang Abhyankar } 4079566063dSJacob Faibussowitsch PetscCall(VecAssemblyBegin(CE)); 4089566063dSJacob Faibussowitsch PetscCall(VecAssemblyEnd(CE)); 4093ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 410aad13602SShrirang Abhyankar } 411aad13602SShrirang Abhyankar 412628da978Sresundermann /* 413628da978Sresundermann grad h = [ 2*x0, -1; 414628da978Sresundermann -2*x0, 1] 415628da978Sresundermann */ 416*2a8381b2SBarry Smith PetscErrorCode FormInequalityJacobian(Tao tao, Vec X, Mat JI, Mat JIpre, PetscCtx ctx) 417d71ae5a4SJacob Faibussowitsch { 418aad13602SShrirang Abhyankar AppCtx *user = (AppCtx *)ctx; 419f560b561SHong Zhang PetscInt zero = 0, one = 1, cols[2]; 420aad13602SShrirang Abhyankar PetscScalar vals[2]; 421aad13602SShrirang Abhyankar const PetscScalar *x; 422aad13602SShrirang Abhyankar Vec Xseq = user->Xseq; 423aad13602SShrirang Abhyankar VecScatter scat = user->scat; 424aad13602SShrirang Abhyankar MPI_Comm comm; 425aad13602SShrirang Abhyankar PetscMPIInt rank; 426aad13602SShrirang Abhyankar 427aad13602SShrirang Abhyankar PetscFunctionBegin; 4289566063dSJacob Faibussowitsch PetscCall(PetscObjectGetComm((PetscObject)tao, &comm)); 4299566063dSJacob Faibussowitsch PetscCallMPI(MPI_Comm_rank(comm, &rank)); 4309566063dSJacob Faibussowitsch PetscCall(VecScatterBegin(scat, X, Xseq, INSERT_VALUES, SCATTER_FORWARD)); 4319566063dSJacob Faibussowitsch PetscCall(VecScatterEnd(scat, X, Xseq, INSERT_VALUES, SCATTER_FORWARD)); 432aad13602SShrirang Abhyankar 4339566063dSJacob Faibussowitsch PetscCall(VecGetArrayRead(Xseq, &x)); 434c5853193SPierre Jolivet if (rank == 0) { 4359371c9d4SSatish Balay cols[0] = 0; 4369371c9d4SSatish Balay cols[1] = 1; 4379371c9d4SSatish Balay vals[0] = 2 * x[0]; 4389371c9d4SSatish Balay vals[1] = -1.0; 4399566063dSJacob Faibussowitsch PetscCall(MatSetValues(JI, 1, &zero, 2, cols, vals, INSERT_VALUES)); 4409371c9d4SSatish Balay vals[0] = -2 * x[0]; 4419371c9d4SSatish Balay vals[1] = 1.0; 4429566063dSJacob Faibussowitsch PetscCall(MatSetValues(JI, 1, &one, 2, cols, vals, INSERT_VALUES)); 443aad13602SShrirang Abhyankar } 4449566063dSJacob Faibussowitsch PetscCall(VecRestoreArrayRead(Xseq, &x)); 4459566063dSJacob Faibussowitsch PetscCall(MatAssemblyBegin(JI, MAT_FINAL_ASSEMBLY)); 4469566063dSJacob Faibussowitsch PetscCall(MatAssemblyEnd(JI, MAT_FINAL_ASSEMBLY)); 4473ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 448aad13602SShrirang Abhyankar } 449aad13602SShrirang Abhyankar 450628da978Sresundermann /* 45183f04556SHong Zhang grad g = [2*x0, 1.0] 452628da978Sresundermann */ 453*2a8381b2SBarry Smith PetscErrorCode FormEqualityJacobian(Tao tao, Vec X, Mat JE, Mat JEpre, PetscCtx ctx) 454d71ae5a4SJacob Faibussowitsch { 455f560b561SHong Zhang PetscInt zero = 0, cols[2]; 456aad13602SShrirang Abhyankar PetscScalar vals[2]; 457aad13602SShrirang Abhyankar const PetscScalar *x; 458aad13602SShrirang Abhyankar PetscMPIInt rank; 459aad13602SShrirang Abhyankar MPI_Comm comm; 460aad13602SShrirang Abhyankar 461aad13602SShrirang Abhyankar PetscFunctionBegin; 4629566063dSJacob Faibussowitsch PetscCall(PetscObjectGetComm((PetscObject)tao, &comm)); 4639566063dSJacob Faibussowitsch PetscCallMPI(MPI_Comm_rank(comm, &rank)); 464aad13602SShrirang Abhyankar 465dd400576SPatrick Sanan if (rank == 0) { 4669566063dSJacob Faibussowitsch PetscCall(VecGetArrayRead(X, &x)); 4679371c9d4SSatish Balay cols[0] = 0; 4689371c9d4SSatish Balay cols[1] = 1; 4699371c9d4SSatish Balay vals[0] = 2 * x[0]; 4709371c9d4SSatish Balay vals[1] = 1.0; 4719566063dSJacob Faibussowitsch PetscCall(MatSetValues(JE, 1, &zero, 2, cols, vals, INSERT_VALUES)); 4729566063dSJacob Faibussowitsch PetscCall(VecRestoreArrayRead(X, &x)); 473aad13602SShrirang Abhyankar } 4749566063dSJacob Faibussowitsch PetscCall(MatAssemblyBegin(JE, MAT_FINAL_ASSEMBLY)); 4759566063dSJacob Faibussowitsch PetscCall(MatAssemblyEnd(JE, MAT_FINAL_ASSEMBLY)); 4763ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 477aad13602SShrirang Abhyankar } 478aad13602SShrirang Abhyankar 479aad13602SShrirang Abhyankar /*TEST 480aad13602SShrirang Abhyankar 481aad13602SShrirang Abhyankar build: 482f560b561SHong Zhang requires: !complex !defined(PETSC_USE_CXX) 483aad13602SShrirang Abhyankar 484aad13602SShrirang Abhyankar test: 4859a09327dSAlp Dener args: -tao_converged_reason -tao_gatol 1.e-6 -tao_type pdipm -tao_pdipm_kkt_shift_pd 486910b42cbSStefano Zampini requires: mumps !single 4879a09327dSAlp Dener filter: sed -e "s/CONVERGED_GATOL iterations *[0-9]\{1,\}/CONVERGED_GATOL/g" 488aad13602SShrirang Abhyankar 489aad13602SShrirang Abhyankar test: 49083f04556SHong Zhang suffix: pdipm_2 49183f04556SHong Zhang requires: mumps 49283f04556SHong Zhang nsize: 2 49383f04556SHong Zhang args: -tao_converged_reason -tao_gatol 1.e-6 -tao_type pdipm 49483f04556SHong Zhang filter: sed -e "s/CONVERGED_GATOL iterations *[0-9]\{1,\}/CONVERGED_GATOL/g" 49583f04556SHong Zhang 49683f04556SHong Zhang test: 497aad13602SShrirang Abhyankar suffix: 2 4989a09327dSAlp Dener args: -tao_converged_reason 4999a09327dSAlp Dener filter: sed -e "s/CONVERGED_GATOL iterations *[0-9]\{1,\}/CONVERGED_GATOL/g" 500aad13602SShrirang Abhyankar 5018e58fa1dSresundermann test: 5028e58fa1dSresundermann suffix: 3 5038e58fa1dSresundermann args: -tao_converged_reason -no_eq 5049a09327dSAlp Dener filter: sed -e "s/CONVERGED_GATOL iterations *[0-9]\{1,\}/CONVERGED_GATOL/g" 5058e58fa1dSresundermann 5068e58fa1dSresundermann test: 5078e58fa1dSresundermann suffix: 4 5089a09327dSAlp Dener args: -tao_converged_reason -tao_almm_type classic 5099a09327dSAlp Dener requires: !single 5109a09327dSAlp Dener filter: sed -e "s/CONVERGED_GATOL iterations *[0-9]\{1,\}/CONVERGED_GATOL/g" 5118e58fa1dSresundermann 512661095bbSAlp Dener test: 513661095bbSAlp Dener suffix: 5 514c8b0c2b5SHansol Suh args: -tao_converged_reason -tao_almm_type classic -no_eq 515c8b0c2b5SHansol Suh requires: !single 5169a09327dSAlp Dener filter: sed -e "s/CONVERGED_GATOL iterations *[0-9]\{1,\}/CONVERGED_GATOL/g" 517661095bbSAlp Dener 518661095bbSAlp Dener test: 519661095bbSAlp Dener suffix: 6 5209a09327dSAlp Dener args: -tao_converged_reason -tao_almm_subsolver_tao_type bqnktr 5219a09327dSAlp Dener filter: sed -e "s/CONVERGED_GATOL iterations *[0-9]\{1,\}/CONVERGED_GATOL/g" 522661095bbSAlp Dener 523661095bbSAlp Dener test: 524661095bbSAlp Dener suffix: 7 5259a09327dSAlp Dener args: -tao_converged_reason -tao_almm_subsolver_tao_type bncg 5269a09327dSAlp Dener filter: sed -e "s/CONVERGED_GATOL iterations *[0-9]\{1,\}/CONVERGED_GATOL/g" 527661095bbSAlp Dener 528661095bbSAlp Dener test: 529661095bbSAlp Dener suffix: 8 530661095bbSAlp Dener nsize: 2 5319a09327dSAlp Dener args: -tao_converged_reason 5329a09327dSAlp Dener filter: sed -e "s/CONVERGED_GATOL iterations *[0-9]\{1,\}/CONVERGED_GATOL/g" 533661095bbSAlp Dener 534661095bbSAlp Dener test: 535661095bbSAlp Dener suffix: 9 536661095bbSAlp Dener nsize: 2 5379a09327dSAlp Dener args: -tao_converged_reason -vec_type cuda -mat_type aijcusparse 5389a09327dSAlp Dener requires: cuda 5399a09327dSAlp Dener filter: sed -e "s/CONVERGED_GATOL iterations *[0-9]\{1,\}/CONVERGED_GATOL/g" 540661095bbSAlp Dener 541c8b0c2b5SHansol Suh test: 542c8b0c2b5SHansol Suh suffix: 10 543c8b0c2b5SHansol Suh args: -tao_converged_reason -tao_almm_type classic -no_eq -no_bound 544c8b0c2b5SHansol Suh requires: !single 545c8b0c2b5SHansol Suh filter: sed -e "s/CONVERGED_GATOL iterations *[0-9]\{1,\}/CONVERGED_GATOL/g" 546c8b0c2b5SHansol Suh 547c8b0c2b5SHansol Suh test: 548c8b0c2b5SHansol Suh suffix: 11 549c8b0c2b5SHansol Suh args: -tao_converged_reason -tao_almm_type classic -no_bound 550c8b0c2b5SHansol Suh requires: !single 551c8b0c2b5SHansol Suh filter: sed -e "s/CONVERGED_GATOL iterations *[0-9]\{1,\}/CONVERGED_GATOL/g" 552c8b0c2b5SHansol Suh 553c8b0c2b5SHansol Suh test: 554c8b0c2b5SHansol Suh suffix: 12 555c8b0c2b5SHansol Suh args: -tao_converged_reason -tao_almm_type phr -no_eq -no_bound 556c8b0c2b5SHansol Suh requires: !single 557c8b0c2b5SHansol Suh filter: sed -e "s/CONVERGED_GATOL iterations *[0-9]\{1,\}/CONVERGED_GATOL/g" 558c8b0c2b5SHansol Suh 559c8b0c2b5SHansol Suh test: 560c8b0c2b5SHansol Suh suffix: 13 561c8b0c2b5SHansol Suh args: -tao_converged_reason -tao_almm_type phr -no_bound 562c8b0c2b5SHansol Suh requires: !single 563c8b0c2b5SHansol Suh filter: sed -e "s/CONVERGED_GATOL iterations *[0-9]\{1,\}/CONVERGED_GATOL/g" 564c8b0c2b5SHansol Suh 565aad13602SShrirang Abhyankar TEST*/ 566