Example #1
0
/*
    TAOCreate_BCG - Creates the data structure for the nonlinear BCG method
    and sets the function pointers for all the routines it needs to call
    (TAOSolve_BCG() etc.)

    It must be wrapped in EXTERN_C_BEGIN to be dynamically linkable in C++
*/
EXTERN_C_BEGIN
#undef __FUNC__  
#define __FUNC__ "TaoCreate_BCG"
int TaoCreate_BCG(TAO_SOLVER tao)
{
  TAO_BCG *cg;
  int    info;

  TaoFunctionBegin;

  cg = TaoNew(TAO_BCG);CHKPTRQ(cg);
  PLogObjectMemory(tao,sizeof(TAO_BCG));

  info = TaoSetSolver(tao,TaoSetUp_BCG,TaoSetOptions_BCG,TaoSolve_BCG,
		      TaoView_BCG,TaoDestroy_BCG,(void*)cg); CHKERRQ(info);

  info = TaoSetMaximumIterates(tao,2000); CHKERRQ(info);
  info = TaoSetTolerances(tao,1e-4,0,0,0); CHKERRQ(info);
  info = TaoSetMaximumFunctionEvaluations(tao,4000); CHKERRQ(info);

  info = TaoCreateProjectedLineSearch(tao); CHKERRQ(info);

  cg->eta = 100.0;
  cg->type = TAO_CG_PRplus;

  info = PetscObjectComposeFunctionDynamic((PetscObject)tao,"TaoBCGSetRestartTol_C",
					   "TaoBCGSetRestartTol_TaoBCG",
					   (void*)TaoBCGSetRestartTol_TaoBCG);CHKERRQ(info);

  TaoFunctionReturn(0);
}
Example #2
0
/* ---------------------------------------------------------- */
EXTERN_C_BEGIN
#undef __FUNCT__  
#define __FUNCT__ "TaoCreate_SSFLS"
int TaoCreate_SSFLS(TAO_SOLVER tao)
{
  TAO_SSLS *ssls;
  int        info;

  TaoFunctionBegin;

  info = TaoNew(TAO_SSLS,&ssls); CHKERRQ(info);
  info = PetscLogObjectMemory(tao, sizeof(TAO_SSLS)); CHKERRQ(info);

  ssls->delta = 1e-10;
  ssls->rho = 2.1;

  info=TaoSetTaoSolveRoutine(tao,TaoSolve_SSFLS,(void*)ssls); CHKERRQ(info);
  info=TaoSetTaoSetUpDownRoutines(tao,TaoSetUp_SSLS,TaoSetDown_SSLS); CHKERRQ(info);
  info=TaoSetTaoOptionsRoutine(tao,TaoSetOptions_SSLS); CHKERRQ(info);
  info=TaoSetTaoViewRoutine(tao,TaoView_SSLS); CHKERRQ(info);

  info = TaoCreateProjectedArmijoLineSearch(tao); CHKERRQ(info);

  info = TaoSetMaximumIterates(tao,2000); CHKERRQ(info);
  info = TaoSetMaximumFunctionEvaluations(tao,4000); CHKERRQ(info);

  info = TaoSetTolerances(tao,0,0,0,0); CHKERRQ(info);
  info = TaoSetGradientTolerances(tao,1.0e-16,0.0,0.0); CHKERRQ(info);
  info = TaoSetFunctionLowerBound(tao,1.0e-8); CHKERRQ(info);

  TaoFunctionReturn(0);
}
Example #3
0
/*------------------------------------------------------------*/
EXTERN_C_BEGIN
#undef __FUNCT__  
#define __FUNCT__ "TaoCreate_GPCG"
int TaoCreate_GPCG(TAO_SOLVER tao)
{
  TAO_GPCG *gpcg;
  int      info;

  TaoFunctionBegin;

  info = TaoNew(TAO_GPCG,&gpcg); CHKERRQ(info);
  info = PetscLogObjectMemory(tao,sizeof(TAO_GPCG)); CHKERRQ(info);

  info=TaoSetTaoSolveRoutine(tao,TaoSolve_GPCG,(void*)gpcg); CHKERRQ(info);
  info=TaoSetTaoSetUpDownRoutines(tao,TaoSetUp_GPCG,TaoSetDown_GPCG); CHKERRQ(info);
  info=TaoSetTaoOptionsRoutine(tao,TaoSetFromOptions_GPCG); CHKERRQ(info);
  info=TaoSetTaoViewRoutine(tao,TaoView_GPCG); CHKERRQ(info);
  info=TaoSetTaoDualVariablesRoutine(tao,TaoGetDualVariables_GPCG); CHKERRQ(info);

  info = TaoSetMaximumIterates(tao,500); CHKERRQ(info);
  info = TaoSetMaximumFunctionEvaluations(tao,100000); CHKERRQ(info);
  info = TaoSetTolerances(tao,1e-12,1e-12,0,0); CHKERRQ(info);

  /* Initialize pointers and variables */
  gpcg->n=0;
  gpcg->maxgpits = 8;
  gpcg->pg_ftol = 0.1;

  gpcg->gp_iterates=0; /* Cumulative number */
  gpcg->total_gp_its = 0;
 
  /* Initialize pointers and variables */
  gpcg->n_bind=0;
  gpcg->n_free = 0;
  gpcg->n_upper=0;
  gpcg->n_lower=0;

  //  info = TaoCreateProjectedLineSearch(tao); CHKERRQ(info);
  info = TaoGPCGCreateLineSearch(tao); CHKERRQ(info);

  TaoFunctionReturn(0);
}
Example #4
0
/*------------------------------------------------------------*/
EXTERN_C_BEGIN
#undef __FUNCT__  
#define __FUNCT__ "TaoCreate_BNLS"
int TaoCreate_BNLS(TAO_SOLVER tao)
{
  TAO_BNLS *bnls;
  int      info;

  TaoFunctionBegin;

  info = TaoNew(TAO_BNLS,&bnls); CHKERRQ(info);
  info = PetscLogObjectMemory(tao,sizeof(TAO_BNLS)); CHKERRQ(info);

  info=TaoSetTaoSolveRoutine(tao,TaoSolve_BNLS,(void*)bnls); CHKERRQ(info);
  info=TaoSetTaoSetUpDownRoutines(tao,TaoSetUp_BNLS,TaoSetDown_BNLS); CHKERRQ(info);
  info=TaoSetTaoOptionsRoutine(tao,TaoSetOptions_BNLS); CHKERRQ(info);
  info=TaoSetTaoViewRoutine(tao,TaoView_BNLS); CHKERRQ(info);
  info=TaoSetTaoDualVariablesRoutine(tao,TaoGetDualVariables_BNLS); CHKERRQ(info);

  info = TaoSetMaximumIterates(tao,500); CHKERRQ(info);
  info = TaoSetTolerances(tao,1e-12,1e-12,0,0); CHKERRQ(info);

  /* Initialize pointers and variables */

  bnls->gamma = 0.0;
  bnls->gamma_factor = 0.01;
  bnls->DX=0;
  bnls->DXFree=0;
  bnls->R=0;
  bnls->Work=0;
  bnls->FreeVariables=0;
  bnls->Hsub=0;
  bnls->M=0;

  info = TaoCreateMoreThuenteBoundLineSearch(tao,0,0.9); CHKERRQ(info);

  TaoFunctionReturn(0);
}
Example #5
0
int main(int argc,char **argv)
{
  PetscErrorCode     ierr;                  /* used to check for functions returning nonzeros */
  PetscReal          zero=0.0;
  Vec                x;                     /* solution vector */
  Mat                H;
  Tao                tao;                   /* Tao solver context */
  PetscBool          flg, test_lmvm = PETSC_FALSE;
  PetscMPIInt        size,rank;                  /* number of processes running */
  AppCtx             user;                  /* user-defined application context */
  TaoConvergedReason reason;
  PetscInt           its, recycled_its=0, oneshot_its=0;

  /* Initialize TAO and PETSc */
  ierr = PetscInitialize(&argc,&argv,(char*)0,help);if (ierr) return ierr;
  ierr = MPI_Comm_size(PETSC_COMM_WORLD,&size);CHKERRQ(ierr);
  ierr = MPI_Comm_rank(PETSC_COMM_WORLD,&rank);CHKERRQ(ierr);
  if (size >1) SETERRQ(PETSC_COMM_SELF,1,"Incorrect number of processors");

  /* Initialize problem parameters */
  user.n = 2; user.alpha = 99.0; user.chained = PETSC_FALSE;
  /* Check for command line arguments to override defaults */
  ierr = PetscOptionsGetInt(NULL,NULL,"-n",&user.n,&flg);CHKERRQ(ierr);
  ierr = PetscOptionsGetReal(NULL,NULL,"-alpha",&user.alpha,&flg);CHKERRQ(ierr);
  ierr = PetscOptionsGetBool(NULL,NULL,"-chained",&user.chained,&flg);CHKERRQ(ierr);
  ierr = PetscOptionsGetBool(NULL,NULL,"-test_lmvm",&test_lmvm,&flg);CHKERRQ(ierr);

  /* Allocate vectors for the solution and gradient */
  ierr = VecCreateSeq(PETSC_COMM_SELF,user.n,&x);CHKERRQ(ierr);
  ierr = MatCreateSeqBAIJ(PETSC_COMM_SELF,2,user.n,user.n,1,NULL,&H);CHKERRQ(ierr);

  /* The TAO code begins here */

  /* Create TAO solver with desired solution method */
  ierr = TaoCreate(PETSC_COMM_SELF,&tao);CHKERRQ(ierr);
  ierr = TaoSetType(tao,TAOLMVM);CHKERRQ(ierr);

  /* Set solution vec and an initial guess */
  ierr = VecSet(x, zero);CHKERRQ(ierr);
  ierr = TaoSetInitialVector(tao,x);CHKERRQ(ierr);

  /* Set routines for function, gradient, hessian evaluation */
  ierr = TaoSetObjectiveAndGradientRoutine(tao,FormFunctionGradient,&user);CHKERRQ(ierr);
  ierr = TaoSetHessianRoutine(tao,H,H,FormHessian,&user);CHKERRQ(ierr);

  /* Check for TAO command line options */
  ierr = TaoSetFromOptions(tao);CHKERRQ(ierr);

  /* Solve the problem */
  ierr = TaoSetTolerances(tao, 1.e-5, 0.0, 0.0);CHKERRQ(ierr);
  ierr = TaoSetMaximumIterations(tao, 5);CHKERRQ(ierr);
  ierr = TaoLMVMRecycle(tao, PETSC_TRUE);CHKERRQ(ierr);
  reason = TAO_CONTINUE_ITERATING;
  while (reason != TAO_CONVERGED_GATOL) {
    ierr = TaoSolve(tao);CHKERRQ(ierr);
    ierr = TaoGetConvergedReason(tao, &reason);CHKERRQ(ierr);
    ierr = TaoGetIterationNumber(tao, &its);CHKERRQ(ierr);
    recycled_its += its;
    ierr = PetscPrintf(PETSC_COMM_SELF, "-----------------------\n");CHKERRQ(ierr);
  }
  
  /* Disable recycling and solve again! */
  ierr = TaoSetMaximumIterations(tao, 100);CHKERRQ(ierr);
  ierr = TaoLMVMRecycle(tao, PETSC_FALSE);CHKERRQ(ierr);
  ierr = VecSet(x, zero);CHKERRQ(ierr);
  ierr = TaoSolve(tao);CHKERRQ(ierr);
  ierr = TaoGetConvergedReason(tao, &reason);CHKERRQ(ierr);
  if (reason != TAO_CONVERGED_GATOL) SETERRQ(PETSC_COMM_SELF, PETSC_ERR_NOT_CONVERGED, "Solution failed to converge!");
  ierr = TaoGetIterationNumber(tao, &oneshot_its);CHKERRQ(ierr);
  ierr = PetscPrintf(PETSC_COMM_SELF, "-----------------------\n");CHKERRQ(ierr);
  ierr = PetscPrintf(PETSC_COMM_SELF, "recycled its: %D | oneshot its: %D\n", recycled_its, oneshot_its);CHKERRQ(ierr);
  if (recycled_its != oneshot_its) SETERRQ(PETSC_COMM_SELF, PETSC_ERR_NOT_CONVERGED, "LMVM recycling does not work!");
  
  ierr = TaoDestroy(&tao);CHKERRQ(ierr);
  ierr = VecDestroy(&x);CHKERRQ(ierr);
  ierr = MatDestroy(&H);CHKERRQ(ierr);

  ierr = PetscFinalize();
  return ierr;
}
Example #6
0
PetscErrorCode TaoPounders_solvequadratic(Tao tao,PetscReal *gnorm, PetscReal *qmin)
{
    PetscErrorCode ierr;
#if defined(PETSC_USE_REAL_SINGLE)
    PetscReal      atol=1.0e-5;
#else
    PetscReal      atol=1.0e-10;
#endif
    PetscInt       info,its;
    TAO_POUNDERS   *mfqP = (TAO_POUNDERS*)tao->data;
    PetscReal      maxval;
    PetscInt       i,j;

    PetscFunctionBegin;

    ierr = VecCopy(mfqP->Gres, mfqP->subb);CHKERRQ(ierr);

    ierr = VecSet(mfqP->subx,0.0);CHKERRQ(ierr);

    ierr = VecSet(mfqP->subndel,-mfqP->delta);CHKERRQ(ierr);
    ierr = VecSet(mfqP->subpdel,mfqP->delta);CHKERRQ(ierr);

    ierr = MatCopy(mfqP->Hres,mfqP->subH,SAME_NONZERO_PATTERN);CHKERRQ(ierr);

    ierr = TaoResetStatistics(mfqP->subtao);CHKERRQ(ierr);
    ierr = TaoSetTolerances(mfqP->subtao,NULL,NULL,*gnorm,*gnorm,NULL);CHKERRQ(ierr);
    /* enforce bound constraints -- experimental */
    if (tao->XU && tao->XL) {
      ierr = VecCopy(tao->XU,mfqP->subxu);CHKERRQ(ierr);
      ierr = VecAXPY(mfqP->subxu,-1.0,tao->solution);CHKERRQ(ierr);
      ierr = VecScale(mfqP->subxu,1.0/mfqP->delta);CHKERRQ(ierr);
      ierr = VecCopy(tao->XL,mfqP->subxl);CHKERRQ(ierr);
      ierr = VecAXPY(mfqP->subxl,-1.0,tao->solution);CHKERRQ(ierr);
      ierr = VecScale(mfqP->subxl,1.0/mfqP->delta);CHKERRQ(ierr);

      ierr = VecPointwiseMin(mfqP->subxu,mfqP->subxu,mfqP->subpdel);CHKERRQ(ierr);
      ierr = VecPointwiseMax(mfqP->subxl,mfqP->subxl,mfqP->subndel);CHKERRQ(ierr);
    } else {
      ierr = VecCopy(mfqP->subpdel,mfqP->subxu);CHKERRQ(ierr);
      ierr = VecCopy(mfqP->subndel,mfqP->subxl);CHKERRQ(ierr);
    }
    /* Make sure xu > xl */
    ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr);
    ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu); CHKERRQ(ierr);
    ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr);
    if (maxval > 1e-10) {
      SETERRQ(PETSC_COMM_WORLD,1,"upper bound < lower bound in subproblem");
    }
    /* Make sure xu > tao->solution > xl */
    ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr);
    ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx); CHKERRQ(ierr);
    ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr);
    if (maxval > 1e-10) {
      SETERRQ(PETSC_COMM_WORLD,1,"initial guess < lower bound in subproblem");
    }

    ierr = VecCopy(mfqP->subx,mfqP->subpdel);CHKERRQ(ierr);
    ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu); CHKERRQ(ierr);
    ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr);
    if (maxval > 1e-10) {
      SETERRQ(PETSC_COMM_WORLD,1,"initial guess > upper bound in subproblem");
    }


    ierr = TaoSolve(mfqP->subtao);CHKERRQ(ierr);
    ierr = TaoGetSolutionStatus(mfqP->subtao,NULL,qmin,NULL,NULL,NULL,NULL);CHKERRQ(ierr);

    /* test bounds post-solution*/
    ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr);
    ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx); CHKERRQ(ierr);
    ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr);
    if (maxval > 1e-5) {
      ierr = PetscInfo(tao,"subproblem solution < lower bound");CHKERRQ(ierr);
      tao->reason = TAO_DIVERGED_TR_REDUCTION;
    }

    ierr = VecCopy(mfqP->subx,mfqP->subpdel);CHKERRQ(ierr);
    ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu); CHKERRQ(ierr);
    ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr);
    if (maxval > 1e-5) {
      ierr = PetscInfo(tao,"subproblem solution > upper bound");
      tao->reason = TAO_DIVERGED_TR_REDUCTION;
    }


    *qmin *= -1;
    PetscFunctionReturn(0);
}
Example #7
0
PetscErrorCode main(int argc,char **argv)
{
  PetscErrorCode     ierr;                /* used to check for functions returning nonzeros */
  PetscMPIInt        size;
  Vec                x;                   /* solution */
  KSP                ksp;
  PC                 pc;
  Vec                ceq,cin;
  PetscBool          flg;                 /* A return value when checking for use options */
  Tao                tao;                 /* Tao solver context */
  TaoConvergedReason reason;
  AppCtx             user;                /* application context */

  /* Initialize TAO,PETSc */
  ierr = PetscInitialize(&argc,&argv,(char *)0,help);CHKERRQ(ierr);
  ierr = MPI_Comm_size(PETSC_COMM_WORLD,&size);CHKERRQ(ierr);
  /* Specify default parameters for the problem, check for command-line overrides */
  ierr = PetscStrncpy(user.name,"HS21",8);CHKERRQ(ierr);
  ierr = PetscOptionsGetString(NULL,NULL,"-cutername",user.name,24,&flg);CHKERRQ(ierr);

  ierr = PetscPrintf(PETSC_COMM_WORLD,"\n---- MAROS Problem %s -----\n",user.name);CHKERRQ(ierr);
  ierr = InitializeProblem(&user);CHKERRQ(ierr);
  ierr = VecDuplicate(user.d,&x);CHKERRQ(ierr);
  ierr = VecDuplicate(user.beq,&ceq);CHKERRQ(ierr);
  ierr = VecDuplicate(user.bin,&cin);CHKERRQ(ierr);
  ierr = VecSet(x,1.0);CHKERRQ(ierr);

  ierr = TaoCreate(PETSC_COMM_WORLD,&tao);CHKERRQ(ierr);
  ierr = TaoSetType(tao,TAOIPM);CHKERRQ(ierr);
  ierr = TaoSetInitialVector(tao,x);CHKERRQ(ierr);
  ierr = TaoSetObjectiveAndGradientRoutine(tao,FormFunctionGradient,(void*)&user);CHKERRQ(ierr);
  ierr = TaoSetEqualityConstraintsRoutine(tao,ceq,FormEqualityConstraints,(void*)&user);CHKERRQ(ierr);
  ierr = TaoSetInequalityConstraintsRoutine(tao,cin,FormInequalityConstraints,(void*)&user);CHKERRQ(ierr);
  ierr = TaoSetInequalityBounds(tao,user.bin,NULL);CHKERRQ(ierr);
  ierr = TaoSetJacobianEqualityRoutine(tao,user.Aeq,user.Aeq,FormEqualityJacobian,(void*)&user);CHKERRQ(ierr);
  ierr = TaoSetJacobianInequalityRoutine(tao,user.Ain,user.Ain,FormInequalityJacobian,(void*)&user);CHKERRQ(ierr);
  ierr = TaoSetHessianRoutine(tao,user.H,user.H,FormHessian,(void*)&user);CHKERRQ(ierr);
  ierr = TaoGetKSP(tao,&ksp);CHKERRQ(ierr);
  ierr = KSPGetPC(ksp,&pc);CHKERRQ(ierr);
  ierr = PCSetType(pc,PCLU);CHKERRQ(ierr);
  /*
      This algorithm produces matrices with zeros along the diagonal therefore we need to use
    SuperLU which does partial pivoting
  */
  ierr = PCFactorSetMatSolverPackage(pc,MATSOLVERSUPERLU);CHKERRQ(ierr);
  ierr = KSPSetType(ksp,KSPPREONLY);CHKERRQ(ierr);
  ierr = TaoSetTolerances(tao,0,0,0);CHKERRQ(ierr);

  ierr = TaoSetFromOptions(tao);CHKERRQ(ierr);
  ierr = TaoSolve(tao);CHKERRQ(ierr);
  ierr = TaoGetConvergedReason(tao,&reason);CHKERRQ(ierr);
  if (reason < 0) {
    ierr = PetscPrintf(MPI_COMM_WORLD, "TAO failed to converge due to %s.\n",TaoConvergedReasons[reason]);CHKERRQ(ierr);
  } else {
    ierr = PetscPrintf(MPI_COMM_WORLD, "Optimization completed with status %s.\n",TaoConvergedReasons[reason]);CHKERRQ(ierr);
  }

  ierr = DestroyProblem(&user);CHKERRQ(ierr);
  ierr = VecDestroy(&x);CHKERRQ(ierr);
  ierr = VecDestroy(&ceq);CHKERRQ(ierr);
  ierr = VecDestroy(&cin);CHKERRQ(ierr);
  ierr = TaoDestroy(&tao);CHKERRQ(ierr);

  ierr = PetscFinalize();
  return ierr;
}
Example #8
0
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;
}
Example #9
0
int main(int argc,char **argv)
{
  TS                 ts;          /* nonlinear solver */
  Vec                ic;
  PetscBool          monitor = PETSC_FALSE;
  PetscScalar        *x_ptr;
  PetscMPIInt        size;
  struct _n_User     user;
  PetscErrorCode     ierr;
  Tao                tao;
  TaoConvergedReason reason;
  KSP                ksp;
  PC                 pc;

  /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     Initialize program
     - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
  PetscInitialize(&argc,&argv,NULL,help);

  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
    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
  user.mu          = 1.0;
  user.next_output = 0.0;
  user.steps       = 0;
  user.ftime       = 0.5;

  ierr = PetscOptionsGetReal(NULL,"-mu",&user.mu,NULL);CHKERRQ(ierr);
  ierr = PetscOptionsGetBool(NULL,"-monitor",&monitor,NULL);CHKERRQ(ierr);

  /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    Create necessary matrix and vectors, solve same ODE on every process
    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
  ierr = MatCreate(PETSC_COMM_WORLD,&user.A);CHKERRQ(ierr);
  ierr = MatSetSizes(user.A,PETSC_DECIDE,PETSC_DECIDE,2,2);CHKERRQ(ierr);
  ierr = MatSetFromOptions(user.A);CHKERRQ(ierr);
  ierr = MatSetUp(user.A);CHKERRQ(ierr);
  ierr = MatCreateVecs(user.A,&user.x,NULL);CHKERRQ(ierr);

  /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     Create timestepping solver context
     - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
  ierr = TSCreate(PETSC_COMM_WORLD,&ts);CHKERRQ(ierr);
  ierr = TSSetType(ts,TSRK);CHKERRQ(ierr);
  ierr = TSSetRHSFunction(ts,NULL,RHSFunction,&user);CHKERRQ(ierr);
  ierr = TSSetDuration(ts,PETSC_DEFAULT,user.ftime);CHKERRQ(ierr);
  ierr = TSSetExactFinalTime(ts,TS_EXACTFINALTIME_MATCHSTEP);CHKERRQ(ierr);
  if (monitor) {
    ierr = TSMonitorSet(ts,Monitor,&user,NULL);CHKERRQ(ierr);
  }

  /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     Set initial conditions
   - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
  ierr = VecGetArray(user.x,&x_ptr);CHKERRQ(ierr);
  x_ptr[0] = 2.0;   x_ptr[1] = 0.66666654321;
  ierr = VecRestoreArray(user.x,&x_ptr);CHKERRQ(ierr);
  ierr = TSSetTime(ts,0.0);CHKERRQ(ierr);
  ierr = PetscPrintf(PETSC_COMM_WORLD,"mu %g, steps %D, ftime %g\n",(double)user.mu,user.steps,(double)(user.ftime));CHKERRQ(ierr);

  /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    Save trajectory of solution so that TSAdjointSolve() may be used
   - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
  ierr = TSSetSaveTrajectory(ts);CHKERRQ(ierr);

  /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     Set runtime options
   - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
  ierr = TSSetFromOptions(ts);CHKERRQ(ierr);

  /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     Solve nonlinear system
     - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
  ierr = TSSolve(ts,user.x);CHKERRQ(ierr);
  ierr = TSGetSolveTime(ts,&(user.ftime));CHKERRQ(ierr);
  ierr = TSGetTimeStepNumber(ts,&user.steps);CHKERRQ(ierr);
  ierr = PetscPrintf(PETSC_COMM_WORLD,"mu %g, steps %D, ftime %g\n",(double)user.mu,user.steps,(double)user.ftime);CHKERRQ(ierr);

  ierr = VecGetArray(user.x,&x_ptr);CHKERRQ(ierr);
  user.x_ob[0] = x_ptr[0];
  user.x_ob[1] = x_ptr[1];

  ierr = MatCreateVecs(user.A,&user.lambda[0],NULL);CHKERRQ(ierr);

  /* Create TAO solver and set desired solution method */
  ierr = TaoCreate(PETSC_COMM_WORLD,&tao);CHKERRQ(ierr);
  ierr = TaoSetType(tao,TAOCG);CHKERRQ(ierr);

  /* Set initial solution guess */
  ierr = MatCreateVecs(user.A,&ic,NULL);CHKERRQ(ierr);
  ierr = VecGetArray(ic,&x_ptr);CHKERRQ(ierr);
  x_ptr[0]  = 2.1;
  x_ptr[1]  = 0.7;
  ierr = VecRestoreArray(ic,&x_ptr);CHKERRQ(ierr);
  
  ierr = TaoSetInitialVector(tao,ic);CHKERRQ(ierr);

  /* Set routine for function and gradient evaluation */
  ierr = TaoSetObjectiveAndGradientRoutine(tao,FormFunctionGradient,(void *)&user);CHKERRQ(ierr);
  
  /* 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-10,1e-10,1e-10,PETSC_DEFAULT,PETSC_DEFAULT);

  /* 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);
  }
  
  /* Free TAO data structures */
  ierr = TaoDestroy(&tao);CHKERRQ(ierr);

  /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     Free work space.  All PETSc objects should be destroyed when they
     are no longer needed.
   - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
  ierr = MatDestroy(&user.A);CHKERRQ(ierr);
  ierr = VecDestroy(&user.x);CHKERRQ(ierr);
  ierr = VecDestroy(&user.lambda[0]);CHKERRQ(ierr);
  ierr = TSDestroy(&ts);CHKERRQ(ierr);

  ierr = VecDestroy(&ic);CHKERRQ(ierr);
  ierr = PetscFinalize();
  PetscFunctionReturn(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,numDataBuses;
  KSP                ksp;
  PC                 pc;
  Tao                tao;
  TaoConvergedReason reason;
  Vec                lowerb,upperb;
  PetscViewer        viewer;
  PetscScalar   *proj_vec;

  //PetscLogDouble     t0,t1;

  /* time the inversion process */
  //ierr = PetscGetTime(&t0);CHKERRQ(ierr);

  ierr = PetscInitialize(&argc,&argv,"petscoptions",help);CHKERRQ(ierr);
  PetscFunctionBeginUser;
  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 = ModelSetup(&user);CHKERRQ(ierr);

  /* hard code the data projection here - for now assume data at all buses */
  ierr = VecCreateSeq(PETSC_COMM_WORLD,nbus,&user.proj);CHKERRQ(ierr);
  /*ierr = VecCreateSeq(PETSC_COMM_WORLD,4,&user.proj);CHKERRQ(ierr);*/
  ierr = VecGetArray(user.proj,&proj_vec);CHKERRQ(ierr);
  for(i=0; i<nbus; i++) {
    proj_vec[i]=i;
  }

  srand( time(NULL) + rand () ); 

  //VecView(user.proj, PETSC_VIEWER_STDOUT_WORLD);
  /* -- 2 5 6 8 */
  /* -- proj_vec[0]=1; proj_vec[1]=4; proj_vec[2]=5; proj_vec[3]=7; */
  ierr = VecRestoreArray(user.proj,&proj_vec);CHKERRQ(ierr);

  /* allocate/set the prior mean and its standard deviation */
  ierr = PetscMalloc(3*sizeof(PetscScalar), &user.prior_mean);
  ierr = PetscMalloc(3*sizeof(PetscScalar), &user.prior_stddev);


  /*{23.64,6.4,3.01};*/
  user.prior_mean[0] = 24.0;
  user.prior_mean[1] = 6.0;
  user.prior_mean[2] = 3.1;
  for(i=0; i<3; i++) user.prior_stddev[i] = user.prior_mean[i]*user.prior_noise;

  /* Create matrix to store solution */
  if(user.saveSol) {
    ierr = MatCreateSeqDense(PETSC_COMM_SELF,
			     user.neqs_pgrid+1, 
			     (PetscInt) round((user.tfinal-user.t0)/user.dt+1),
			     NULL,
			     &user.Sol);
    CHKERRQ(ierr);
  }
  printf("Num cols=%d\n", (PetscInt) round((user.tfinal-user.t0)/user.dt+1));

  /* *********************************
   * Generate/load observations
   **********************************/
  ierr = VecGetSize(user.proj, &numDataBuses);CHKERRQ(ierr);
  /* Create matrix to save solutions at each time step */
  ierr = MatCreateSeqDense(PETSC_COMM_SELF, 
			   2*numDataBuses, 
			   //(PetscInt) round((user.tfinal-user.tdisturb)/user.data_dt)+1, 
			   (PetscInt) round((user.tfinal-user.trestore)/user.data_dt)+1, 
			   NULL, 
			   &user.obs);
  CHKERRQ(ierr);

  ierr = InitializeData(H0, &user, user.data_noise, user.data_dt);CHKERRQ(ierr);

  if(0==strlen(user.loadObsFile)) {
    /*  save observations */
    ierr = PetscViewerBinaryOpen(PETSC_COMM_SELF,"obs-perturbed.bin",FILE_MODE_WRITE,&viewer);CHKERRQ(ierr);
    ierr = MatView(user.obs,viewer);CHKERRQ(ierr);
    ierr = PetscViewerDestroy(&viewer);CHKERRQ(ierr);

    printf("Observations generated.\n");
  }

  if(user.saveSol) {
    ierr = PetscViewerBinaryOpen(PETSC_COMM_SELF,"out_pert.bin",FILE_MODE_WRITE,&viewer);CHKERRQ(ierr);
    ierr = MatView(user.Sol,viewer);CHKERRQ(ierr);
    ierr = PetscViewerDestroy(&viewer);CHKERRQ(ierr);
    ierr = MatDestroy(&user.Sol);CHKERRQ(ierr);

    CHKERRQ(ierr);
  }

  if(user.outputCov) {
    printf("The diagonal of the data noise covariance matrix (%g absolute noise) is:\n", user.data_noise);
    for(i=0; i<2*numDataBuses; i++) printf("%18.12f ", user.data_stddev[i]*user.data_stddev[i]); printf("\n");

    printf("The prior mean is: ");
    for(i=0; i<3; i++) printf("%18.12f ", user.prior_mean[i]); printf("\n");

    printf("The diagonal of the prior covariance matrix (%g relative noise) is:\n", user.prior_noise);
    for(i=0; i<3; i++) printf("%18.12f ", user.prior_stddev[i]*user.prior_stddev[i]); printf("\n");
    goto finalize;
  }

  /* ***************************************
   *    Optimization phase
   * ***************************************/
  /* Create TAO solver and set desired solution method */
  ierr = TaoCreate(PETSC_COMM_WORLD,&tao);CHKERRQ(ierr);
  ierr = TaoSetType(tao,TAOBLMVM);CHKERRQ(ierr);
  /*
     Optimization starts
  */

  printf("Starting optimization...\n");

  /* PetscScalar H_disturb[3]= {25.,6.4,3.01};  New inertia (after tdisturb) to be estimated */

  /* Set initial solution guess */
  ierr = VecCreateSeq(PETSC_COMM_WORLD,3,&p);CHKERRQ(ierr);
  ierr = VecGetArray(p,&x_ptr);CHKERRQ(ierr);
  //x_ptr[0] = H0[0]; x_ptr[1] = H0[1]; x_ptr[2] = H0[2];
  x_ptr[0] = H0[0]*1.1; x_ptr[1] = H0[1]*1.1; x_ptr[2] = H0[2]*1.1;
  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);

  /* Sets the cost and gradient evaluation routine for minimization */
  ierr = TaoSetObjectiveAndGradientRoutine(tao,FormFunctionGradient,&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] = 20.64; x_ptr[1] = 5.4; x_ptr[2] = 2.01;
  ierr = VecRestoreArray(lowerb,&x_ptr);CHKERRQ(ierr);
  ierr = VecGetArray(upperb,&x_ptr);CHKERRQ(ierr);
  x_ptr[0] = 25.64; x_ptr[1] = 7.4; x_ptr[2] = 4.01;
  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-8,1e-6,1e-8,1e-6,1e-4);
  ierr = TaoSetTolerances(tao,1e-8,1e-8,1e-8,1e-8,1e-6);
  //ierr = TaoSetGradientTolerances(tao,1e-8, 1e-6, 1e-6);

  /* SOLVE the estimation problem */
  ierr = TaoSolve(tao); CHKERRQ(ierr);
  /* Get information on termination */

  printf("--- optimization done\n");
  /* time the inversion process */
  //ierr = PetscGetTime(&t1);CHKERRQ(ierr);
 
  //printf("elapsed_time  %f seconds\n", t1 - t0);

  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);*/
  ierr = VecGetArray(p,&x_ptr);CHKERRQ(ierr);
  printf("inertia-out: %.12f %.12f %.12f\n", x_ptr[0], x_ptr[1], x_ptr[2]);
  ierr = VecRestoreArray(p,&x_ptr);CHKERRQ(ierr);

  //ierr =  EvaluateHessianFD(tao, p, &user);CHKERRQ(ierr); 

    /* Free TAO data structures */
  ierr = TaoDestroy(&tao);CHKERRQ(ierr);
  ierr = VecDestroy(&lowerb);CHKERRQ(ierr);
  ierr = VecDestroy(&upperb);CHKERRQ(ierr);

 finalize:
  ierr = MatDestroy(&user.obs);CHKERRQ(ierr);
  ierr = VecDestroy(&user.X0_disturb);CHKERRQ(ierr);
  ierr = PetscFree(user.data_stddev);CHKERRQ(ierr);
  PetscFree(user.prior_mean);
  PetscFree(user.prior_stddev);

  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 = MatDestroy(&user.J);CHKERRQ(ierr);
  ierr = MatDestroy(&user.Jacp);CHKERRQ(ierr);
  ierr = MatDestroy(&user.Ybus);CHKERRQ(ierr);
  ierr = VecDestroy(&user.V0);CHKERRQ(ierr);

  ierr = VecDestroy(&p);CHKERRQ(ierr);
  ierr = PetscFinalize();
  return(0);
}
Example #12
0
PetscErrorCode main(int argc,char **argv)
{
    PetscErrorCode     ierr;                /* used to check for functions returning nonzeros */
    Tao                tao;
    KSP                ksp;
    PC                 pc;
    AppCtx             user;                /* application context */

    ierr = PetscInitialize(&argc,&argv,(char *)0,help);
    CHKERRQ(ierr);
    ierr = PetscPrintf(PETSC_COMM_WORLD,"\n---- TOY Problem -----\n");
    CHKERRQ(ierr);
    ierr = PetscPrintf(PETSC_COMM_WORLD,"Solution should be f(1,1)=-2\n");
    CHKERRQ(ierr);
    ierr = InitializeProblem(&user);
    CHKERRQ(ierr);
    ierr = TaoCreate(PETSC_COMM_WORLD,&tao);
    CHKERRQ(ierr);
    ierr = TaoSetType(tao,TAOIPM);
    CHKERRQ(ierr);
    ierr = TaoSetInitialVector(tao,user.x);
    CHKERRQ(ierr);
    ierr = TaoSetVariableBounds(tao,user.xl,user.xu);
    CHKERRQ(ierr);
    ierr = TaoSetObjectiveAndGradientRoutine(tao,FormFunctionGradient,(void*)&user);
    CHKERRQ(ierr);

    ierr = TaoSetEqualityConstraintsRoutine(tao,user.ce,FormEqualityConstraints,(void*)&user);
    CHKERRQ(ierr);
    ierr = TaoSetInequalityConstraintsRoutine(tao,user.ci,FormInequalityConstraints,(void*)&user);
    CHKERRQ(ierr);

    ierr = TaoSetJacobianEqualityRoutine(tao,user.Ae,user.Ae,FormEqualityJacobian,(void*)&user);
    CHKERRQ(ierr);
    ierr = TaoSetJacobianInequalityRoutine(tao,user.Ai,user.Ai,FormInequalityJacobian,(void*)&user);
    CHKERRQ(ierr);
    ierr = TaoSetHessianRoutine(tao,user.H,user.H,FormHessian,(void*)&user);
    CHKERRQ(ierr);
    ierr = TaoSetTolerances(tao,0,0,0);
    CHKERRQ(ierr);

    ierr = TaoSetFromOptions(tao);
    CHKERRQ(ierr);

    ierr = TaoGetKSP(tao,&ksp);
    CHKERRQ(ierr);
    ierr = KSPGetPC(ksp,&pc);
    CHKERRQ(ierr);
    ierr = PCSetType(pc,PCLU);
    CHKERRQ(ierr);
    /*
        This algorithm produces matrices with zeros along the diagonal therefore we need to use
      SuperLU which does partial pivoting
    */
    ierr = PCFactorSetMatSolverPackage(pc,MATSOLVERSUPERLU);
    CHKERRQ(ierr);
    ierr = KSPSetType(ksp,KSPPREONLY);
    CHKERRQ(ierr);
    ierr = KSPSetFromOptions(ksp);
    CHKERRQ(ierr);

    ierr = TaoSetTolerances(tao,0,0,0);
    CHKERRQ(ierr);
    ierr = TaoSolve(tao);
    CHKERRQ(ierr);

    ierr = DestroyProblem(&user);
    CHKERRQ(ierr);
    ierr = TaoDestroy(&tao);
    CHKERRQ(ierr);
    ierr = PetscFinalize();
    return ierr;
}