PetscErrorCode Tao_SSLS_Function(TaoLineSearch ls, Vec X, PetscReal *fcn, void *ptr)
{
Tao tao = (Tao)ptr;
TAO_SSLS *ssls = (TAO_SSLS *)tao->data;
PetscErrorCode ierr;
PetscFunctionBegin;
ierr = TaoComputeConstraints(tao, X, tao->constraints);CHKERRQ(ierr);
ierr = VecFischer(X,tao->constraints,tao->XL,tao->XU,ssls->ff);CHKERRQ(ierr);
ierr = VecNorm(ssls->ff,NORM_2,&ssls->merit);CHKERRQ(ierr);
*fcn = 0.5*ssls->merit*ssls->merit;
PetscFunctionReturn(0);
}
static PetscErrorCode Tao_ASLS_FunctionGradient(TaoLineSearch ls, Vec X, PetscReal *fcn, Vec G, void *ptr)
{
Tao tao = (Tao)ptr;
TAO_SSLS *asls = (TAO_SSLS *)tao->data;
PetscErrorCode ierr;
PetscFunctionBegin;
ierr = TaoComputeConstraints(tao, X, tao->constraints);CHKERRQ(ierr);
ierr = VecFischer(X,tao->constraints,tao->XL,tao->XU,asls->ff);CHKERRQ(ierr);
ierr = VecNorm(asls->ff,NORM_2,&asls->merit);CHKERRQ(ierr);
*fcn = 0.5*asls->merit*asls->merit;
ierr = TaoComputeJacobian(tao,tao->solution,tao->jacobian,tao->jacobian_pre);CHKERRQ(ierr);
ierr = MatDFischer(tao->jacobian, tao->solution, tao->constraints,tao->XL, tao->XU, asls->t1, asls->t2,asls->da, asls->db);CHKERRQ(ierr);
ierr = VecPointwiseMult(asls->t1, asls->ff, asls->db);CHKERRQ(ierr);
ierr = MatMultTranspose(tao->jacobian,asls->t1,G);CHKERRQ(ierr);
ierr = VecPointwiseMult(asls->t1, asls->ff, asls->da);CHKERRQ(ierr);
ierr = VecAXPY(G,1.0,asls->t1);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
PetscErrorCode Tao_SSLS_FunctionGradient(TaoLineSearch ls, Vec X, PetscReal *fcn, Vec G, void *ptr)
{
Tao tao = (Tao)ptr;
TAO_SSLS *ssls = (TAO_SSLS *)tao->data;
PetscErrorCode ierr;
PetscFunctionBegin;
ierr = TaoComputeConstraints(tao, X, tao->constraints);CHKERRQ(ierr);
ierr = VecFischer(X,tao->constraints,tao->XL,tao->XU,ssls->ff);CHKERRQ(ierr);
ierr = VecNorm(ssls->ff,NORM_2,&ssls->merit);CHKERRQ(ierr);
*fcn = 0.5*ssls->merit*ssls->merit;
ierr = TaoComputeJacobian(tao,tao->solution,tao->jacobian,tao->jacobian_pre);CHKERRQ(ierr);
ierr = MatDFischer(tao->jacobian, tao->solution, tao->constraints,tao->XL, tao->XU, ssls->t1, ssls->t2,ssls->da, ssls->db);CHKERRQ(ierr);
ierr = MatDiagonalScale(tao->jacobian,ssls->db,NULL);CHKERRQ(ierr);
ierr = MatDiagonalSet(tao->jacobian,ssls->da,ADD_VALUES);CHKERRQ(ierr);
ierr = MatMultTranspose(tao->jacobian,ssls->ff,G);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
static PetscErrorCode TaoSolve_SQPCON(Tao tao)
{
TAO_SQPCON *sqpconP = (TAO_SQPCON*)tao->data;
PetscInt iter=0;
TaoConvergedReason reason = TAO_CONTINUE_ITERATING;
TaoLineSearchConvergedReason ls_reason = TAOLINESEARCH_CONTINUE_ITERATING;
PetscReal step=1.0,f,fm, fold;
PetscReal cnorm, mnorm;
PetscBool use_update=PETSC_TRUE; /* don't update Q if line search failed */
PetscErrorCode ierr;
PetscFunctionBegin;
/* Scatter to U,V */
ierr = VecScatterBegin(sqpconP->state_scatter, tao->solution, sqpconP->U, INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
ierr = VecScatterEnd(sqpconP->state_scatter, tao->solution, sqpconP->U, INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
ierr = VecScatterBegin(sqpconP->design_scatter, tao->solution, sqpconP->V, INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
ierr = VecScatterEnd(sqpconP->design_scatter, tao->solution, sqpconP->V, INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
/* Evaluate Function, Gradient, Constraints, and Jacobian */
ierr = TaoComputeObjectiveAndGradient(tao,tao->solution,&f,tao->gradient);CHKERRQ(ierr);
ierr = TaoComputeConstraints(tao,tao->solution, tao->constraints);CHKERRQ(ierr);
ierr = TaoComputeJacobianState(tao,tao->solution, &tao->jacobian_state, &tao->jacobian_state_pre, &tao->jacobian_state_inv, &sqpconP->statematflag);CHKERRQ(ierr);
ierr = TaoComputeJacobianDesign(tao,tao->solution, &tao->jacobian_design, &tao->jacobian_design_pre, &sqpconP->statematflag);CHKERRQ(ierr);
/* Scatter gradient to GU,GV */
ierr = VecScatterBegin(sqpconP->state_scatter, tao->gradient, sqpconP->GU, INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
ierr = VecScatterEnd(sqpconP->state_scatter, tao->gradient, sqpconP->GU, INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
ierr = VecScatterBegin(sqpconP->design_scatter, tao->gradient, sqpconP->GV, INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
ierr = VecScatterEnd(sqpconP->design_scatter, tao->gradient, sqpconP->GV, INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
ierr = VecNorm(tao->gradient, NORM_2, &mnorm);CHKERRQ(ierr);
/* Evaluate constraint norm */
ierr = VecNorm(tao->constraints, NORM_2, &cnorm);CHKERRQ(ierr);
/* Monitor convergence */
ierr = TaoMonitor(tao, iter,f,mnorm,cnorm,step,&reason);CHKERRQ(ierr);
while (reason == TAO_CONTINUE_ITERATING) {
/* Solve tbar = -A\t (t is constraints vector) */
ierr = MatMult(tao->jacobian_state_inv, tao->constraints, sqpconP->Tbar);CHKERRQ(ierr);
ierr = VecScale(sqpconP->Tbar, -1.0);CHKERRQ(ierr);
/* aqwac = A'\(Q*Tbar + c) */
if (iter > 0) {
ierr = MatMult(sqpconP->Q,sqpconP->Tbar,sqpconP->WV);CHKERRQ(ierr);
} else {
ierr = VecCopy(sqpconP->Tbar, sqpconP->WV);CHKERRQ(ierr);
}
ierr = VecAXPY(sqpconP->WV,1.0,sqpconP->GU);CHKERRQ(ierr);
ierr = MatMultTranspose(tao->jacobian_state_inv, sqpconP->WV, sqpconP->aqwac);CHKERRQ(ierr);
/* Reduced Gradient dbar = d - B^t * aqwac */
ierr = MatMultTranspose(tao->jacobian_design,sqpconP->aqwac, sqpconP->dbar);CHKERRQ(ierr);
ierr = VecScale(sqpconP->dbar, -1.0);CHKERRQ(ierr);
ierr = VecAXPY(sqpconP->dbar,1.0,sqpconP->GV);CHKERRQ(ierr);
/* update reduced hessian */
ierr = MatLMVMUpdate(sqpconP->R, sqpconP->V, sqpconP->dbar);CHKERRQ(ierr);
/* Solve R*dv = -dbar using approx. hessian */
ierr = MatLMVMSolve(sqpconP->R, sqpconP->dbar, sqpconP->DV);CHKERRQ(ierr);
ierr = VecScale(sqpconP->DV, -1.0);CHKERRQ(ierr);
/* Backsolve for u = A\(g - B*dv) = tbar - A\(B*dv)*/
ierr = MatMult(tao->jacobian_design, sqpconP->DV, sqpconP->WL);CHKERRQ(ierr);
ierr = MatMult(tao->jacobian_state_inv, sqpconP->WL, sqpconP->DU);CHKERRQ(ierr);
ierr = VecScale(sqpconP->DU, -1.0);CHKERRQ(ierr);
ierr = VecAXPY(sqpconP->DU, 1.0, sqpconP->Tbar);CHKERRQ(ierr);
/* Assemble Big D */
ierr = VecScatterBegin(sqpconP->state_scatter, sqpconP->DU, tao->stepdirection, INSERT_VALUES, SCATTER_REVERSE);CHKERRQ(ierr);
ierr = VecScatterEnd(sqpconP->state_scatter, sqpconP->DU, tao->stepdirection, INSERT_VALUES, SCATTER_REVERSE);CHKERRQ(ierr);
ierr = VecScatterBegin(sqpconP->design_scatter, sqpconP->DV, tao->stepdirection, INSERT_VALUES, SCATTER_REVERSE);CHKERRQ(ierr);
ierr = VecScatterEnd(sqpconP->design_scatter, sqpconP->DV, tao->stepdirection, INSERT_VALUES, SCATTER_REVERSE);CHKERRQ(ierr);
/* Perform Line Search */
ierr = VecCopy(tao->solution, sqpconP->Xold);CHKERRQ(ierr);
ierr = VecCopy(tao->gradient, sqpconP->Gold);CHKERRQ(ierr);
fold = f;
ierr = TaoLineSearchComputeObjectiveAndGradient(tao->linesearch,tao->solution,&fm,sqpconP->GL);CHKERRQ(ierr);
ierr = TaoLineSearchSetInitialStepLength(tao->linesearch,1.0);
ierr = TaoLineSearchApply(tao->linesearch, tao->solution, &fm, sqpconP->GL, tao->stepdirection,&step, &ls_reason);CHKERRQ(ierr);
ierr = TaoAddLineSearchCounts(tao);CHKERRQ(ierr);
if (ls_reason < 0) {
ierr = VecCopy(sqpconP->Xold, tao->solution);
ierr = VecCopy(sqpconP->Gold, tao->gradient);
f = fold;
ierr = VecAXPY(tao->solution, 1.0, tao->stepdirection);CHKERRQ(ierr);
ierr = PetscInfo(tao,"Line Search Failed, using full step.");CHKERRQ(ierr);
use_update=PETSC_FALSE;
} else {
use_update = PETSC_TRUE;
}
/* Scatter X to U,V */
ierr = VecScatterBegin(sqpconP->state_scatter, tao->solution, sqpconP->U, INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
ierr = VecScatterEnd(sqpconP->state_scatter, tao->solution, sqpconP->U, INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
ierr = VecScatterBegin(sqpconP->design_scatter, tao->solution, sqpconP->V, INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
ierr = VecScatterEnd(sqpconP->design_scatter, tao->solution, sqpconP->V, INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
/* Evaluate Function, Gradient, Constraints, and Jacobian */
ierr = TaoComputeObjectiveAndGradient(tao,tao->solution,&f,tao->gradient);CHKERRQ(ierr);
ierr = TaoComputeConstraints(tao,tao->solution, tao->constraints);CHKERRQ(ierr);
ierr = TaoComputeJacobianState(tao,tao->solution, &tao->jacobian_state, &tao->jacobian_state_pre, &tao->jacobian_state_inv, &sqpconP->statematflag);CHKERRQ(ierr);
ierr = TaoComputeJacobianDesign(tao,tao->solution, &tao->jacobian_design, &tao->jacobian_design_pre, &sqpconP->designmatflag);CHKERRQ(ierr);
/* Scatter gradient to GU,GV */
ierr = VecScatterBegin(sqpconP->state_scatter, tao->gradient, sqpconP->GU, INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
ierr = VecScatterEnd(sqpconP->state_scatter, tao->gradient, sqpconP->GU, INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
ierr = VecScatterBegin(sqpconP->design_scatter, tao->gradient, sqpconP->GV, INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
ierr = VecScatterEnd(sqpconP->design_scatter, tao->gradient, sqpconP->GV, INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
/* Update approx to hessian of the Lagrangian wrt state (Q)
with u_k+1, gu_k+1 */
if (use_update) {
ierr = MatApproxUpdate(sqpconP->Q,sqpconP->U,sqpconP->GU);CHKERRQ(ierr);
}
ierr = VecNorm(sqpconP->GL, NORM_2, &mnorm);CHKERRQ(ierr);
/* Evaluate constraint norm */
ierr = VecNorm(tao->constraints, NORM_2, &cnorm);CHKERRQ(ierr);
/* Monitor convergence */
iter++;
ierr = TaoMonitor(tao, iter,f,mnorm,cnorm,step,&reason);CHKERRQ(ierr);
}
PetscFunctionReturn(0);
}
