int
Piro::Thyra::PerformOptiPackAnalysis(
::Thyra::ModelEvaluatorDefaultBase<double>& piroModel,
Teuchos::ParameterList& optipackParams,
Teuchos::ParameterList& globipackParams,
RCP< ::Thyra::VectorBase<double> >& p)
{
RCP<Teuchos::FancyOStream> out = Teuchos::VerboseObjectBase::getDefaultOStream();
#ifdef Piro_ENABLE_OptiPack
// First, Linesearch stuff
const RCP<GlobiPack::BrentsLineSearch<double> >
linesearch = GlobiPack::brentsLineSearch<double>();
const RCP<ParameterList> lsPL = rcp(&globipackParams, false);
linesearch->setParameterList(lsPL);
// Temporary Debug
*out << "\nCurrent LineSearch parameters" << endl;
lsPL->print(*out);
// Second, Optimization stuff
p = ::Thyra::createMember(piroModel.get_p_space(0));
RCP<const ::Thyra::VectorBase<double> > p_init = piroModel.getNominalValues().get_p(0);
::Thyra::copy(*p_init, p.ptr());
const RCP<OptiPack::NonlinearCG<double> > cgSolver =
OptiPack::nonlinearCG<double>(rcp(&piroModel,false), 0, 0, linesearch);
const RCP<ParameterList> pl = rcp(&optipackParams,false);
cgSolver->setParameterList(pl);
// Temporary Debug Info
*out << "\nCurrent nonlinearCG parameter list" << endl;
pl->print(*out);
// Solve the prob
double g_opt; // optimal value of the response
int numIters; // number of iteration taken
const OptiPack::NonlinearCGUtils::ESolveReturn solveResult =
cgSolver->doSolve( p.ptr(), outArg(g_opt),
null, null, null, outArg(numIters) );
return (int) solveResult;
#else
*out << "ERROR: Trilinos/Piro was not configured to include OptiPack analysis."
<< endl;
return 0; // should not fail tests
#endif
}
int
Piro::PerformROLAnalysis(
Thyra::ModelEvaluatorDefaultBase<double>& piroModel,
Teuchos::ParameterList& rolParams,
RCP< Thyra::VectorBase<double> >& p)
{
#ifdef HAVE_PIRO_ROL
using std::string;
RCP<Teuchos::FancyOStream> out = Teuchos::VerboseObjectBase::getDefaultOStream();
int g_index = rolParams.get<int>("Response Vector Index", 0);
int p_index = rolParams.get<int>("Parameter Vector Index", 0);
p = Thyra::createMember(piroModel.get_p_space(p_index));
RCP<const Thyra::VectorBase<double> > p_init = piroModel.getNominalValues().get_p(p_index);
Thyra::copy(*p_init, p.ptr());
ROL::ThyraVector<double> rol_p(p);
ROL::ThyraME_Objective<double> obj(piroModel, g_index, p_index);
bool print = rolParams.get<bool>("Print Output", false);
int seed = rolParams.get<int>("Seed For Thyra Randomize", 42);
//! set initial guess (or use the one provided by the Model Evaluator)
std::string init_guess_type = rolParams.get<string>("Parameter Initial Guess Type", "From Model Evaluator");
if(init_guess_type == "Uniform Vector")
rol_p.putScalar(rolParams.get<double>("Uniform Parameter Guess", 1.0));
else if(init_guess_type == "Random Vector") {
Teuchos::Array<double> minmax(2); minmax[0] = -1; minmax[1] = 1;
minmax = rolParams.get<Teuchos::Array<double> >("Min And Max Of Random Parameter Guess", minmax);
::Thyra::randomize<double>( minmax[0], minmax[1], rol_p.getVector().ptr());
}
else if(init_guess_type != "From Model Evaluator") {
TEUCHOS_TEST_FOR_EXCEPTION(true, Teuchos::Exceptions::InvalidParameter,
std::endl << "Error in Piro::PerformROLAnalysis: " <<
"Parameter Initial Guess Type \"" << init_guess_type << "\" is not Known.\nValid options are: \"Parameter Scalar Guess\", \"Uniform Vector\" and \"Random Vector\""<<std::endl);
}
//! test thyra implementation of ROL vector
if(rolParams.get<bool>("Test Vector", false)) {
Teuchos::RCP<Thyra::VectorBase<double> > rand_vec_x = p->clone_v();
Teuchos::RCP<Thyra::VectorBase<double> > rand_vec_y = p->clone_v();
Teuchos::RCP<Thyra::VectorBase<double> > rand_vec_z = p->clone_v();
::Thyra::seed_randomize<double>( seed );
int num_tests = rolParams.get<int>("Number Of Vector Tests", 1);
for(int i=0; i< num_tests; i++) {
*out << "\nROL performing vector test " << i+1 << " of " << num_tests << std::endl;
::Thyra::randomize<double>( -1.0, 1.0, rand_vec_x.ptr());
::Thyra::randomize<double>( -1.0, 1.0, rand_vec_y.ptr());
::Thyra::randomize<double>( -1.0, 1.0, rand_vec_z.ptr());
ROL::ThyraVector<double> rol_x(rand_vec_x);
ROL::ThyraVector<double> rol_y(rand_vec_y);
ROL::ThyraVector<double> rol_z(rand_vec_z);
rol_x.checkVector(rol_y, rol_z,print, *out);
}
}
//! check correctness of Gradient prvided by Model Evaluator
if(rolParams.get<bool>("Check Gradient", false)) {
Teuchos::RCP<Thyra::VectorBase<double> > rand_vec = p->clone_v();
::Thyra::seed_randomize<double>( seed );
int num_checks = rolParams.get<int>("Number Of Gradient Checks", 1);
double norm_p = rol_p.norm();
for(int i=0; i< num_checks; i++) {
*out << "\nROL performing gradient check " << i+1 << " of " << num_checks << ", at parameter initial guess" << std::endl;
::Thyra::randomize<double>( -1.0, 1.0, rand_vec.ptr());
ROL::ThyraVector<double> rol_direction(rand_vec);
double norm_d = rol_direction.norm();
if(norm_d*norm_p > 0.0)
rol_direction.scale(norm_p/norm_d);
obj.checkGradient(rol_p, rol_direction, print, *out);
}
}
// Define Step
Teuchos::RCP<ROL::LineSearchStep<double> > step =
Teuchos::rcp(new ROL::LineSearchStep<double>(rolParams.sublist("ROL Options")));
*out << "\nROL options:" << std::endl;
rolParams.sublist("ROL Options").print(*out);
*out << std::endl;
// Define Status Test
double gtol = rolParams.get("Gradient Tolerance", 1e-5); // norm of gradient tolerance
double stol = rolParams.get("Step Tolerance", 1e-5); // norm of step tolerance
int maxit = rolParams.get("Max Iterations", 100); // maximum number of iterations
Teuchos::RCP<ROL::StatusTest<double> > status =
Teuchos::rcp(new ROL::StatusTest<double>(gtol, stol, maxit));
// Define Algorithm
ROL::Algorithm<double> algo(step,status,print);
// Run Algorithm
std::vector<std::string> output;
if(rolParams.get<bool>("Bound Constrained", false)) {
double eps_bound = rolParams.get<double>("epsilon bound", 1e-6);
Teuchos::RCP<const Thyra::VectorBase<double> > p_lo = piroModel.getLowerBounds().get_p(p_index);
Teuchos::RCP<const Thyra::VectorBase<double> > p_up = piroModel.getUpperBounds().get_p(p_index);
TEUCHOS_TEST_FOR_EXCEPTION((p_lo == Teuchos::null) || (p_up == Teuchos::null), Teuchos::Exceptions::InvalidParameter,
std::endl << "Error in Piro::PerformROLAnalysis: " <<
"Lower and/or Upper bounds pointers are null, cannot perform bound constrained optimization"<<std::endl);
ROL::Thyra_BoundConstraint<double> boundConstraint(p_lo->clone_v(), p_up->clone_v(), eps_bound);
output = algo.run(rol_p, obj, boundConstraint, print, *out);
}
else
output = algo.run(rol_p, obj, print, *out);
for ( unsigned i = 0; i < output.size(); i++ ) {
*out << output[i];
}
return 0;
#else
RCP<Teuchos::FancyOStream> out = Teuchos::VerboseObjectBase::getDefaultOStream();
*out << "ERROR: Trilinos/Piro was not configured to include ROL analysis."
<< "\nYou must enable ROL." << endl;
return 0; // should not fail tests
#endif
}