EXTERN_C_BEGIN
PETSC_EXTERN void PETSC_STDCALL taosetobjectiveroutine_(Tao *tao, void (PETSC_STDCALL *func)(Tao*, Vec *, PetscReal *, void *, PetscErrorCode *), void *ctx, PetscErrorCode *ierr)
{
PetscObjectAllocateFortranPointers(*tao,NFUNCS);
if (!func) {
*ierr = TaoSetObjectiveRoutine(*tao,0,ctx);
} else {
((PetscObject)*tao)->fortran_func_pointers[OBJ] = (PetscVoidFunction)func;
*ierr = TaoSetObjectiveRoutine(*tao, ourtaoobjectiveroutine,ctx);
}
}
NdArray<T> minimize(NdArray<const T> x0) {
GEODE_ASSERT(x0.shape==xshape);
// Record boundary conditions
for (auto& bc : bcs)
bc.y = x0.flat[bc.x];
// Construct solution vector.
const auto x = vector();
reduce(x0.flat,RawVec<T>(x->v));
// Solve using TAO
const auto tao = new_<Tao>(PETSC_COMM_SELF);
CHECK(TaoSetObjectiveRoutine(tao->tao,value<::Tao>,(void*)this));
CHECK(TaoSetGradientRoutine(tao->tao,gradient<::Tao>,(void*)this));
tao->set_from_options();
tao->set_initial_vector(x);
tao->solve();
// Done
return NdArray<T>(xshape,expand(RawVec<const T>(x->v)).flat.copy());
}
int main(int argc,char **argv)
{
Vec p;
PetscScalar *x_ptr;
PetscErrorCode ierr;
PetscMPIInt size;
AppCtx ctx;
Vec lowerb,upperb;
Tao tao;
TaoConvergedReason reason;
KSP ksp;
PC pc;
/* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Initialize program
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
PetscInitialize(&argc,&argv,NULL,help);
PetscFunctionBeginUser;
ierr = MPI_Comm_size(PETSC_COMM_WORLD,&size);CHKERRQ(ierr);
if (size != 1) SETERRQ(PETSC_COMM_SELF,1,"This is a uniprocessor example only!");
/* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Set runtime options
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
ierr = PetscOptionsBegin(PETSC_COMM_WORLD,NULL,"Swing equation options","");CHKERRQ(ierr);
{
ctx.beta = 2;
ctx.c = 10000.0;
ctx.u_s = 1.0;
ctx.omega_s = 1.0;
ctx.omega_b = 120.0*PETSC_PI;
ctx.H = 5.0;
ierr = PetscOptionsScalar("-Inertia","","",ctx.H,&ctx.H,NULL);CHKERRQ(ierr);
ctx.D = 5.0;
ierr = PetscOptionsScalar("-D","","",ctx.D,&ctx.D,NULL);CHKERRQ(ierr);
ctx.E = 1.1378;
ctx.V = 1.0;
ctx.X = 0.545;
ctx.Pmax = ctx.E*ctx.V/ctx.X;;
ierr = PetscOptionsScalar("-Pmax","","",ctx.Pmax,&ctx.Pmax,NULL);CHKERRQ(ierr);
ctx.Pm = 0.4;
ierr = PetscOptionsScalar("-Pm","","",ctx.Pm,&ctx.Pm,NULL);CHKERRQ(ierr);
ctx.tf = 0.1;
ctx.tcl = 0.2;
ierr = PetscOptionsReal("-tf","Time to start fault","",ctx.tf,&ctx.tf,NULL);CHKERRQ(ierr);
ierr = PetscOptionsReal("-tcl","Time to end fault","",ctx.tcl,&ctx.tcl,NULL);CHKERRQ(ierr);
}
ierr = PetscOptionsEnd();CHKERRQ(ierr);
/* Create TAO solver and set desired solution method */
ierr = TaoCreate(PETSC_COMM_WORLD,&tao);CHKERRQ(ierr);
ierr = TaoSetType(tao,TAOBLMVM);CHKERRQ(ierr);
/*
Optimization starts
*/
/* Set initial solution guess */
ierr = VecCreateSeq(PETSC_COMM_WORLD,1,&p);CHKERRQ(ierr);
ierr = VecGetArray(p,&x_ptr);CHKERRQ(ierr);
x_ptr[0] = ctx.Pm;
ierr = VecRestoreArray(p,&x_ptr);CHKERRQ(ierr);
ierr = TaoSetInitialVector(tao,p);CHKERRQ(ierr);
/* Set routine for function and gradient evaluation */
ierr = TaoSetObjectiveRoutine(tao,FormFunction,(void *)&ctx);CHKERRQ(ierr);
ierr = TaoSetGradientRoutine(tao,TaoDefaultComputeGradient,(void *)&ctx);CHKERRQ(ierr);
/* Set bounds for the optimization */
ierr = VecDuplicate(p,&lowerb);CHKERRQ(ierr);
ierr = VecDuplicate(p,&upperb);CHKERRQ(ierr);
ierr = VecGetArray(lowerb,&x_ptr);CHKERRQ(ierr);
x_ptr[0] = 0.;
ierr = VecRestoreArray(lowerb,&x_ptr);CHKERRQ(ierr);
ierr = VecGetArray(upperb,&x_ptr);CHKERRQ(ierr);
x_ptr[0] = 1.1;;
ierr = VecRestoreArray(upperb,&x_ptr);CHKERRQ(ierr);
ierr = TaoSetVariableBounds(tao,lowerb,upperb);
/* Check for any TAO command line options */
ierr = TaoSetFromOptions(tao);CHKERRQ(ierr);
ierr = TaoGetKSP(tao,&ksp);CHKERRQ(ierr);
if (ksp) {
ierr = KSPGetPC(ksp,&pc);CHKERRQ(ierr);
ierr = PCSetType(pc,PCNONE);CHKERRQ(ierr);
}
ierr = TaoSetTolerances(tao,1e-15,1e-15,1e-15,1e-15,1e-15);
/* SOLVE THE APPLICATION */
ierr = TaoSolve(tao); CHKERRQ(ierr);
/* Get information on termination */
ierr = TaoGetConvergedReason(tao,&reason);CHKERRQ(ierr);
if (reason <= 0){
ierr=PetscPrintf(MPI_COMM_WORLD, "Try another method! \n");CHKERRQ(ierr);
}
ierr = VecView(p,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
/* Free TAO data structures */
ierr = TaoDestroy(&tao);CHKERRQ(ierr);
ierr = VecDestroy(&p);CHKERRQ(ierr);
ierr = VecDestroy(&lowerb);CHKERRQ(ierr);
ierr = VecDestroy(&upperb);CHKERRQ(ierr);
ierr = PetscFinalize();
return 0;
}
void TaoOptimizationSolver<T>::solve ()
{
LOG_SCOPE("solve()", "TaoOptimizationSolver");
this->init ();
this->system().solution->zero();
PetscMatrix<T> * hessian = cast_ptr<PetscMatrix<T> *>(this->system().matrix);
// PetscVector<T> * gradient = cast_ptr<PetscVector<T> *>(this->system().rhs);
PetscVector<T> * x = cast_ptr<PetscVector<T> *>(this->system().solution.get());
PetscVector<T> * ceq = cast_ptr<PetscVector<T> *>(this->system().C_eq.get());
PetscMatrix<T> * ceq_jac = cast_ptr<PetscMatrix<T> *>(this->system().C_eq_jac.get());
PetscVector<T> * cineq = cast_ptr<PetscVector<T> *>(this->system().C_ineq.get());
PetscMatrix<T> * cineq_jac = cast_ptr<PetscMatrix<T> *>(this->system().C_ineq_jac.get());
PetscVector<T> * lb = cast_ptr<PetscVector<T> *>(&this->system().get_vector("lower_bounds"));
PetscVector<T> * ub = cast_ptr<PetscVector<T> *>(&this->system().get_vector("upper_bounds"));
// Set the starting guess to zero.
x->zero();
PetscErrorCode ierr = 0;
// Workaround for bug where TaoSetFromOptions *reset*
// programmatically set tolerance and max. function evaluation
// values when "-tao_type ipm" was specified on the command line: we
// call TaoSetFromOptions twice (both before and after setting
// custom options programatically)
ierr = TaoSetFromOptions(_tao);
LIBMESH_CHKERR(ierr);
// Set convergence tolerances
// f(X) - f(X*) (estimated) <= fatol
// |f(X) - f(X*)| (estimated) / |f(X)| <= frtol
// ||g(X)|| <= gatol
// ||g(X)|| / |f(X)| <= grtol
// ||g(X)|| / ||g(X0)|| <= gttol
// Command line equivalents: -tao_fatol, -tao_frtol, -tao_gatol, -tao_grtol, -tao_gttol
ierr = TaoSetTolerances(_tao,
#if PETSC_RELEASE_LESS_THAN(3,7,0)
// Releases up to 3.X.Y had fatol and frtol, after that they were removed.
// Hopefully we'll be able to know X and Y soon. Guessing at 3.7.0.
/*fatol=*/PETSC_DEFAULT,
/*frtol=*/PETSC_DEFAULT,
#endif
/*gatol=*/PETSC_DEFAULT,
/*grtol=*/this->objective_function_relative_tolerance,
/*gttol=*/PETSC_DEFAULT);
LIBMESH_CHKERR(ierr);
// Set the max-allowed number of objective function evaluations
// Command line equivalent: -tao_max_funcs
ierr = TaoSetMaximumFunctionEvaluations(_tao, this->max_objective_function_evaluations);
LIBMESH_CHKERR(ierr);
// Set the max-allowed number of optimization iterations.
// Command line equivalent: -tao_max_it
// Not implemented for now as it seems fairly similar to
// ierr = TaoSetMaximumIterations(_tao, 4);
// LIBMESH_CHKERR(ierr);
// Set solution vec and an initial guess
ierr = TaoSetInitialVector(_tao, x->vec());
LIBMESH_CHKERR(ierr);
// We have to have an objective function
libmesh_assert( this->objective_object );
// Set routines for objective, gradient, hessian evaluation
ierr = TaoSetObjectiveRoutine(_tao, __libmesh_tao_objective, this);
LIBMESH_CHKERR(ierr);
if ( this->gradient_object )
{
ierr = TaoSetGradientRoutine(_tao, __libmesh_tao_gradient, this);
LIBMESH_CHKERR(ierr);
}
if ( this->hessian_object )
{
ierr = TaoSetHessianRoutine(_tao, hessian->mat(), hessian->mat(), __libmesh_tao_hessian, this);
LIBMESH_CHKERR(ierr);
}
if ( this->lower_and_upper_bounds_object )
{
// Need to actually compute the bounds vectors first
this->lower_and_upper_bounds_object->lower_and_upper_bounds(this->system());
ierr = TaoSetVariableBounds(_tao,
lb->vec(),
ub->vec());
LIBMESH_CHKERR(ierr);
}
if ( this->equality_constraints_object )
{
ierr = TaoSetEqualityConstraintsRoutine(_tao, ceq->vec(), __libmesh_tao_equality_constraints, this);
LIBMESH_CHKERR(ierr);
}
if ( this->equality_constraints_jacobian_object )
{
ierr = TaoSetJacobianEqualityRoutine(_tao,
ceq_jac->mat(),
ceq_jac->mat(),
__libmesh_tao_equality_constraints_jacobian,
this);
LIBMESH_CHKERR(ierr);
}
// Optionally set inequality constraints
if ( this->inequality_constraints_object )
{
ierr = TaoSetInequalityConstraintsRoutine(_tao, cineq->vec(), __libmesh_tao_inequality_constraints, this);
LIBMESH_CHKERR(ierr);
}
// Optionally set inequality constraints Jacobian
if ( this->inequality_constraints_jacobian_object )
{
ierr = TaoSetJacobianInequalityRoutine(_tao,
cineq_jac->mat(),
cineq_jac->mat(),
__libmesh_tao_inequality_constraints_jacobian,
this);
LIBMESH_CHKERR(ierr);
}
// Check for Tao command line options
ierr = TaoSetFromOptions(_tao);
LIBMESH_CHKERR(ierr);
// Perform the optimization
ierr = TaoSolve(_tao);
LIBMESH_CHKERR(ierr);
// Store the convergence/divergence reason
ierr = TaoGetConvergedReason(_tao, &_reason);
LIBMESH_CHKERR(ierr);
}
int main(int argc,char **argv)
{
Userctx user;
Vec p;
PetscScalar *x_ptr;
PetscErrorCode ierr;
PetscMPIInt size;
PetscInt i;
KSP ksp;
PC pc;
PetscInt *idx2;
Tao tao;
TaoConvergedReason reason;
Vec lowerb,upperb;
PetscFunctionBeginUser;
ierr = PetscInitialize(&argc,&argv,"petscoptions",help);CHKERRQ(ierr);
ierr = MPI_Comm_size(PETSC_COMM_WORLD,&size);CHKERRQ(ierr);
if (size > 1) SETERRQ(PETSC_COMM_WORLD,PETSC_ERR_SUP,"Only for sequential runs");
ierr = VecCreateSeq(PETSC_COMM_WORLD,1,&user.vec_q);CHKERRQ(ierr);
user.neqs_gen = 9*ngen; /* # eqs. for generator subsystem */
user.neqs_net = 2*nbus; /* # eqs. for network subsystem */
user.neqs_pgrid = user.neqs_gen + user.neqs_net;
/* Create indices for differential and algebraic equations */
ierr = PetscMalloc1(7*ngen,&idx2);CHKERRQ(ierr);
for (i=0; i<ngen; i++) {
idx2[7*i] = 9*i; idx2[7*i+1] = 9*i+1; idx2[7*i+2] = 9*i+2; idx2[7*i+3] = 9*i+3;
idx2[7*i+4] = 9*i+6; idx2[7*i+5] = 9*i+7; idx2[7*i+6] = 9*i+8;
}
ierr = ISCreateGeneral(PETSC_COMM_WORLD,7*ngen,idx2,PETSC_COPY_VALUES,&user.is_diff);CHKERRQ(ierr);
ierr = ISComplement(user.is_diff,0,user.neqs_pgrid,&user.is_alg);CHKERRQ(ierr);
ierr = PetscFree(idx2);CHKERRQ(ierr);
/* Set run time options */
ierr = PetscOptionsBegin(PETSC_COMM_WORLD,NULL,"Transient stability fault options","");CHKERRQ(ierr);
{
user.tfaulton = 1.0;
user.tfaultoff = 1.2;
user.Rfault = 0.0001;
user.faultbus = 8;
ierr = PetscOptionsReal("-tfaulton","","",user.tfaulton,&user.tfaulton,NULL);CHKERRQ(ierr);
ierr = PetscOptionsReal("-tfaultoff","","",user.tfaultoff,&user.tfaultoff,NULL);CHKERRQ(ierr);
ierr = PetscOptionsInt("-faultbus","","",user.faultbus,&user.faultbus,NULL);CHKERRQ(ierr);
user.t0 = 0.0;
user.tmax = 1.5;
ierr = PetscOptionsReal("-t0","","",user.t0,&user.t0,NULL);CHKERRQ(ierr);
ierr = PetscOptionsReal("-tmax","","",user.tmax,&user.tmax,NULL);CHKERRQ(ierr);
user.freq_u = 61.0;
user.freq_l = 59.0;
user.pow = 2;
ierr = PetscOptionsReal("-frequ","","",user.freq_u,&user.freq_u,NULL);CHKERRQ(ierr);
ierr = PetscOptionsReal("-freql","","",user.freq_l,&user.freq_l,NULL);CHKERRQ(ierr);
ierr = PetscOptionsInt("-pow","","",user.pow,&user.pow,NULL);CHKERRQ(ierr);
}
ierr = PetscOptionsEnd();CHKERRQ(ierr);
/* Create DMs for generator and network subsystems */
ierr = DMDACreate1d(PETSC_COMM_WORLD,DM_BOUNDARY_NONE,user.neqs_gen,1,1,NULL,&user.dmgen);CHKERRQ(ierr);
ierr = DMSetOptionsPrefix(user.dmgen,"dmgen_");CHKERRQ(ierr);
ierr = DMDACreate1d(PETSC_COMM_WORLD,DM_BOUNDARY_NONE,user.neqs_net,1,1,NULL,&user.dmnet);CHKERRQ(ierr);
ierr = DMSetOptionsPrefix(user.dmnet,"dmnet_");CHKERRQ(ierr);
/* Create a composite DM packer and add the two DMs */
ierr = DMCompositeCreate(PETSC_COMM_WORLD,&user.dmpgrid);CHKERRQ(ierr);
ierr = DMSetOptionsPrefix(user.dmpgrid,"pgrid_");CHKERRQ(ierr);
ierr = DMCompositeAddDM(user.dmpgrid,user.dmgen);CHKERRQ(ierr);
ierr = DMCompositeAddDM(user.dmpgrid,user.dmnet);CHKERRQ(ierr);
/* Create TAO solver and set desired solution method */
ierr = TaoCreate(PETSC_COMM_WORLD,&tao);CHKERRQ(ierr);
ierr = TaoSetType(tao,TAOBLMVM);CHKERRQ(ierr);
/*
Optimization starts
*/
/* Set initial solution guess */
ierr = VecCreateSeq(PETSC_COMM_WORLD,3,&p);CHKERRQ(ierr);
ierr = VecGetArray(p,&x_ptr);CHKERRQ(ierr);
x_ptr[0] = PG[0]; x_ptr[1] = PG[1]; x_ptr[2] = PG[2];
ierr = VecRestoreArray(p,&x_ptr);CHKERRQ(ierr);
ierr = TaoSetInitialVector(tao,p);CHKERRQ(ierr);
/* Set routine for function and gradient evaluation */
ierr = TaoSetObjectiveRoutine(tao,FormFunction,(void *)&user);CHKERRQ(ierr);
ierr = TaoSetGradientRoutine(tao,TaoDefaultComputeGradient,(void *)&user);CHKERRQ(ierr);
/* Set bounds for the optimization */
ierr = VecDuplicate(p,&lowerb);CHKERRQ(ierr);
ierr = VecDuplicate(p,&upperb);CHKERRQ(ierr);
ierr = VecGetArray(lowerb,&x_ptr);CHKERRQ(ierr);
x_ptr[0] = 0.5; x_ptr[1] = 0.5; x_ptr[2] = 0.5;
ierr = VecRestoreArray(lowerb,&x_ptr);CHKERRQ(ierr);
ierr = VecGetArray(upperb,&x_ptr);CHKERRQ(ierr);
x_ptr[0] = 2.0; x_ptr[1] = 2.0; x_ptr[2] = 2.0;
ierr = VecRestoreArray(upperb,&x_ptr);CHKERRQ(ierr);
ierr = TaoSetVariableBounds(tao,lowerb,upperb);
/* Check for any TAO command line options */
ierr = TaoSetFromOptions(tao);CHKERRQ(ierr);
ierr = TaoGetKSP(tao,&ksp);CHKERRQ(ierr);
if (ksp) {
ierr = KSPGetPC(ksp,&pc);CHKERRQ(ierr);
ierr = PCSetType(pc,PCNONE);CHKERRQ(ierr);
}
/* SOLVE THE APPLICATION */
ierr = TaoSolve(tao); CHKERRQ(ierr);
/* Get information on termination */
ierr = TaoGetConvergedReason(tao,&reason);CHKERRQ(ierr);
if (reason <= 0){
ierr=PetscPrintf(MPI_COMM_WORLD, "Try another method! \n");CHKERRQ(ierr);
}
ierr = VecView(p,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
/* Free TAO data structures */
ierr = TaoDestroy(&tao);CHKERRQ(ierr);
ierr = VecDestroy(&user.vec_q);CHKERRQ(ierr);
ierr = VecDestroy(&lowerb);CHKERRQ(ierr);
ierr = VecDestroy(&upperb);CHKERRQ(ierr);
ierr = VecDestroy(&p);CHKERRQ(ierr);
ierr = DMDestroy(&user.dmgen);CHKERRQ(ierr);
ierr = DMDestroy(&user.dmnet);CHKERRQ(ierr);
ierr = DMDestroy(&user.dmpgrid);CHKERRQ(ierr);
ierr = ISDestroy(&user.is_diff);CHKERRQ(ierr);
ierr = ISDestroy(&user.is_alg);CHKERRQ(ierr);
ierr = PetscFinalize();
return(0);
}
