Actual source code: ex1.c

      1: #include <petsctao.h>
      2: #include <petscts.h>

      4: typedef struct _n_aircraft *Aircraft;
      5: struct _n_aircraft {
      6:   TS        ts, quadts;
      7:   Vec       V, W;   /* control variables V and W */
      8:   PetscInt  nsteps; /* number of time steps */
      9:   PetscReal ftime;
     10:   Mat       A, H;
     11:   Mat       Jacp, DRDU, DRDP;
     12:   Vec       U, Lambda[1], Mup[1], Lambda2[1], Mup2[1], Dir;
     13:   Vec       rhshp1[1], rhshp2[1], rhshp3[1], rhshp4[1], inthp1[1], inthp2[1], inthp3[1], inthp4[1];
     14:   PetscReal lv, lw;
     15:   PetscBool mf, eh;
     16: };

     18: PetscErrorCode FormObjFunctionGradient(Tao, Vec, PetscReal *, Vec, void *);
     19: PetscErrorCode FormObjHessian(Tao, Vec, Mat, Mat, void *);
     20: PetscErrorCode ComputeObjHessianWithSOA(Vec, PetscScalar[], Aircraft);
     21: PetscErrorCode MatrixFreeObjHessian(Tao, Vec, Mat, Mat, void *);
     22: PetscErrorCode MyMatMult(Mat, Vec, Vec);

     24: static PetscErrorCode RHSFunction(TS ts, PetscReal t, Vec U, Vec F, PetscCtx ctx)
     25: {
     26:   Aircraft           actx = (Aircraft)ctx;
     27:   const PetscScalar *u, *v, *w;
     28:   PetscScalar       *f;
     29:   PetscInt           step;

     31:   PetscFunctionBeginUser;
     32:   PetscCall(TSGetStepNumber(ts, &step));
     33:   PetscCall(VecGetArrayRead(U, &u));
     34:   PetscCall(VecGetArrayRead(actx->V, &v));
     35:   PetscCall(VecGetArrayRead(actx->W, &w));
     36:   PetscCall(VecGetArray(F, &f));
     37:   f[0] = v[step] * PetscCosReal(w[step]);
     38:   f[1] = v[step] * PetscSinReal(w[step]);
     39:   PetscCall(VecRestoreArrayRead(U, &u));
     40:   PetscCall(VecRestoreArrayRead(actx->V, &v));
     41:   PetscCall(VecRestoreArrayRead(actx->W, &w));
     42:   PetscCall(VecRestoreArray(F, &f));
     43:   PetscFunctionReturn(PETSC_SUCCESS);
     44: }

     46: static PetscErrorCode RHSJacobianP(TS ts, PetscReal t, Vec U, Mat A, PetscCtx ctx)
     47: {
     48:   Aircraft           actx = (Aircraft)ctx;
     49:   const PetscScalar *u, *v, *w;
     50:   PetscInt           step, rows[2] = {0, 1}, rowcol[2];
     51:   PetscScalar        Jp[2][2];

     53:   PetscFunctionBeginUser;
     54:   PetscCall(MatZeroEntries(A));
     55:   PetscCall(TSGetStepNumber(ts, &step));
     56:   PetscCall(VecGetArrayRead(U, &u));
     57:   PetscCall(VecGetArrayRead(actx->V, &v));
     58:   PetscCall(VecGetArrayRead(actx->W, &w));

     60:   Jp[0][0] = PetscCosReal(w[step]);
     61:   Jp[0][1] = -v[step] * PetscSinReal(w[step]);
     62:   Jp[1][0] = PetscSinReal(w[step]);
     63:   Jp[1][1] = v[step] * PetscCosReal(w[step]);

     65:   PetscCall(VecRestoreArrayRead(U, &u));
     66:   PetscCall(VecRestoreArrayRead(actx->V, &v));
     67:   PetscCall(VecRestoreArrayRead(actx->W, &w));

     69:   rowcol[0] = 2 * step;
     70:   rowcol[1] = 2 * step + 1;
     71:   PetscCall(MatSetValues(A, 2, rows, 2, rowcol, &Jp[0][0], INSERT_VALUES));

     73:   PetscCall(MatAssemblyBegin(A, MAT_FINAL_ASSEMBLY));
     74:   PetscCall(MatAssemblyEnd(A, MAT_FINAL_ASSEMBLY));
     75:   PetscFunctionReturn(PETSC_SUCCESS);
     76: }

     78: static PetscErrorCode RHSHessianProductUU(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV, PetscCtx ctx)
     79: {
     80:   PetscFunctionBeginUser;
     81:   PetscFunctionReturn(PETSC_SUCCESS);
     82: }

     84: static PetscErrorCode RHSHessianProductUP(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV, PetscCtx ctx)
     85: {
     86:   PetscFunctionBeginUser;
     87:   PetscFunctionReturn(PETSC_SUCCESS);
     88: }

     90: static PetscErrorCode RHSHessianProductPU(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV, PetscCtx ctx)
     91: {
     92:   PetscFunctionBeginUser;
     93:   PetscFunctionReturn(PETSC_SUCCESS);
     94: }

     96: static PetscErrorCode RHSHessianProductPP(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV, PetscCtx ctx)
     97: {
     98:   Aircraft           actx = (Aircraft)ctx;
     99:   const PetscScalar *v, *w, *vl, *vr, *u;
    100:   PetscScalar       *vhv;
    101:   PetscScalar        dJpdP[2][2][2] = {{{0}}};
    102:   PetscInt           step, i, j, k;

    104:   PetscFunctionBeginUser;
    105:   PetscCall(TSGetStepNumber(ts, &step));
    106:   PetscCall(VecGetArrayRead(U, &u));
    107:   PetscCall(VecGetArrayRead(actx->V, &v));
    108:   PetscCall(VecGetArrayRead(actx->W, &w));
    109:   PetscCall(VecGetArrayRead(Vl[0], &vl));
    110:   PetscCall(VecGetArrayRead(Vr, &vr));
    111:   PetscCall(VecSet(VHV[0], 0.0));
    112:   PetscCall(VecGetArray(VHV[0], &vhv));

    114:   dJpdP[0][0][1] = -PetscSinReal(w[step]);
    115:   dJpdP[0][1][0] = -PetscSinReal(w[step]);
    116:   dJpdP[0][1][1] = -v[step] * PetscCosReal(w[step]);
    117:   dJpdP[1][0][1] = PetscCosReal(w[step]);
    118:   dJpdP[1][1][0] = PetscCosReal(w[step]);
    119:   dJpdP[1][1][1] = -v[step] * PetscSinReal(w[step]);

    121:   for (j = 0; j < 2; j++) {
    122:     vhv[2 * step + j] = 0;
    123:     for (k = 0; k < 2; k++)
    124:       for (i = 0; i < 2; i++) vhv[2 * step + j] += vl[i] * dJpdP[i][j][k] * vr[2 * step + k];
    125:   }
    126:   PetscCall(VecRestoreArrayRead(U, &u));
    127:   PetscCall(VecRestoreArrayRead(Vl[0], &vl));
    128:   PetscCall(VecRestoreArrayRead(Vr, &vr));
    129:   PetscCall(VecRestoreArray(VHV[0], &vhv));
    130:   PetscFunctionReturn(PETSC_SUCCESS);
    131: }

    133: /* Vl in NULL,updates to VHV must be added */
    134: static PetscErrorCode IntegrandHessianProductUU(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV, PetscCtx ctx)
    135: {
    136:   Aircraft           actx = (Aircraft)ctx;
    137:   const PetscScalar *v, *w, *vr, *u;
    138:   PetscScalar       *vhv;
    139:   PetscScalar        dRudU[2][2] = {{0}};
    140:   PetscInt           step, j, k;

    142:   PetscFunctionBeginUser;
    143:   PetscCall(TSGetStepNumber(ts, &step));
    144:   PetscCall(VecGetArrayRead(U, &u));
    145:   PetscCall(VecGetArrayRead(actx->V, &v));
    146:   PetscCall(VecGetArrayRead(actx->W, &w));
    147:   PetscCall(VecGetArrayRead(Vr, &vr));
    148:   PetscCall(VecGetArray(VHV[0], &vhv));

    150:   dRudU[0][0] = 2.0;
    151:   dRudU[1][1] = 2.0;

    153:   for (j = 0; j < 2; j++) {
    154:     vhv[j] = 0;
    155:     for (k = 0; k < 2; k++) vhv[j] += dRudU[j][k] * vr[k];
    156:   }
    157:   PetscCall(VecRestoreArrayRead(U, &u));
    158:   PetscCall(VecRestoreArrayRead(Vr, &vr));
    159:   PetscCall(VecRestoreArray(VHV[0], &vhv));
    160:   PetscFunctionReturn(PETSC_SUCCESS);
    161: }

    163: static PetscErrorCode IntegrandHessianProductUP(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV, PetscCtx ctx)
    164: {
    165:   PetscFunctionBeginUser;
    166:   PetscFunctionReturn(PETSC_SUCCESS);
    167: }

    169: static PetscErrorCode IntegrandHessianProductPU(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV, PetscCtx ctx)
    170: {
    171:   PetscFunctionBeginUser;
    172:   PetscFunctionReturn(PETSC_SUCCESS);
    173: }

    175: static PetscErrorCode IntegrandHessianProductPP(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV, PetscCtx ctx)
    176: {
    177:   PetscFunctionBeginUser;
    178:   PetscFunctionReturn(PETSC_SUCCESS);
    179: }

    181: static PetscErrorCode CostIntegrand(TS ts, PetscReal t, Vec U, Vec R, PetscCtx ctx)
    182: {
    183:   Aircraft           actx = (Aircraft)ctx;
    184:   PetscScalar       *r;
    185:   PetscReal          dx, dy;
    186:   const PetscScalar *u;

    188:   PetscFunctionBegin;
    189:   PetscCall(VecGetArrayRead(U, &u));
    190:   PetscCall(VecGetArray(R, &r));
    191:   dx   = u[0] - actx->lv * t * PetscCosReal(actx->lw);
    192:   dy   = u[1] - actx->lv * t * PetscSinReal(actx->lw);
    193:   r[0] = dx * dx + dy * dy;
    194:   PetscCall(VecRestoreArray(R, &r));
    195:   PetscCall(VecRestoreArrayRead(U, &u));
    196:   PetscFunctionReturn(PETSC_SUCCESS);
    197: }

    199: static PetscErrorCode DRDUJacobianTranspose(TS ts, PetscReal t, Vec U, Mat DRDU, Mat B, PetscCtx ctx)
    200: {
    201:   Aircraft           actx = (Aircraft)ctx;
    202:   PetscScalar        drdu[2][1];
    203:   const PetscScalar *u;
    204:   PetscReal          dx, dy;
    205:   PetscInt           row[] = {0, 1}, col[] = {0};

    207:   PetscFunctionBegin;
    208:   PetscCall(VecGetArrayRead(U, &u));
    209:   dx         = u[0] - actx->lv * t * PetscCosReal(actx->lw);
    210:   dy         = u[1] - actx->lv * t * PetscSinReal(actx->lw);
    211:   drdu[0][0] = 2. * dx;
    212:   drdu[1][0] = 2. * dy;
    213:   PetscCall(MatSetValues(DRDU, 2, row, 1, col, &drdu[0][0], INSERT_VALUES));
    214:   PetscCall(VecRestoreArrayRead(U, &u));
    215:   PetscCall(MatAssemblyBegin(DRDU, MAT_FINAL_ASSEMBLY));
    216:   PetscCall(MatAssemblyEnd(DRDU, MAT_FINAL_ASSEMBLY));
    217:   PetscFunctionReturn(PETSC_SUCCESS);
    218: }

    220: static PetscErrorCode DRDPJacobianTranspose(TS ts, PetscReal t, Vec U, Mat DRDP, PetscCtx ctx)
    221: {
    222:   PetscFunctionBegin;
    223:   PetscCall(MatZeroEntries(DRDP));
    224:   PetscFunctionReturn(PETSC_SUCCESS);
    225: }

    227: int main(int argc, char **argv)
    228: {
    229:   Vec                P, PL, PU;
    230:   struct _n_aircraft aircraft;
    231:   PetscMPIInt        size;
    232:   Tao                tao;
    233:   KSP                ksp;
    234:   PC                 pc;
    235:   PetscScalar       *u, *p;
    236:   PetscInt           i;

    238:   /* Initialize program */
    239:   PetscFunctionBeginUser;
    240:   PetscCall(PetscInitialize(&argc, &argv, NULL, NULL));
    241:   PetscCallMPI(MPI_Comm_size(PETSC_COMM_WORLD, &size));
    242:   PetscCheck(size == 1, PETSC_COMM_WORLD, PETSC_ERR_WRONG_MPI_SIZE, "This is a uniprocessor example only!");

    244:   /* Parameter settings */
    245:   aircraft.ftime  = 1.;            /* time interval in hour */
    246:   aircraft.nsteps = 10;            /* number of steps */
    247:   aircraft.lv     = 2.0;           /* leader speed in kmph */
    248:   aircraft.lw     = PETSC_PI / 4.; /* leader heading angle */

    250:   PetscCall(PetscOptionsGetReal(NULL, NULL, "-ftime", &aircraft.ftime, NULL));
    251:   PetscCall(PetscOptionsGetInt(NULL, NULL, "-nsteps", &aircraft.nsteps, NULL));
    252:   PetscCall(PetscOptionsHasName(NULL, NULL, "-matrixfree", &aircraft.mf));
    253:   PetscCall(PetscOptionsHasName(NULL, NULL, "-exacthessian", &aircraft.eh));

    255:   /* Create TAO solver and set desired solution method */
    256:   PetscCall(TaoCreate(PETSC_COMM_WORLD, &tao));
    257:   PetscCall(TaoSetType(tao, TAOBQNLS));

    259:   /* Create necessary matrix and vectors, solve same ODE on every process */
    260:   PetscCall(MatCreate(PETSC_COMM_WORLD, &aircraft.A));
    261:   PetscCall(MatSetSizes(aircraft.A, PETSC_DECIDE, PETSC_DECIDE, 2, 2));
    262:   PetscCall(MatSetFromOptions(aircraft.A));
    263:   PetscCall(MatSetUp(aircraft.A));
    264:   /* this is to set explicit zeros along the diagonal of the matrix */
    265:   PetscCall(MatAssemblyBegin(aircraft.A, MAT_FINAL_ASSEMBLY));
    266:   PetscCall(MatAssemblyEnd(aircraft.A, MAT_FINAL_ASSEMBLY));
    267:   PetscCall(MatShift(aircraft.A, 1));
    268:   PetscCall(MatShift(aircraft.A, -1));

    270:   PetscCall(MatCreate(PETSC_COMM_WORLD, &aircraft.Jacp));
    271:   PetscCall(MatSetSizes(aircraft.Jacp, PETSC_DECIDE, PETSC_DECIDE, 2, 2 * aircraft.nsteps));
    272:   PetscCall(MatSetFromOptions(aircraft.Jacp));
    273:   PetscCall(MatSetUp(aircraft.Jacp));
    274:   PetscCall(MatSetOption(aircraft.Jacp, MAT_NEW_NONZERO_ALLOCATION_ERR, PETSC_FALSE));
    275:   PetscCall(MatCreateDense(PETSC_COMM_WORLD, PETSC_DECIDE, PETSC_DECIDE, 2 * aircraft.nsteps, 1, NULL, &aircraft.DRDP));
    276:   PetscCall(MatSetUp(aircraft.DRDP));
    277:   PetscCall(MatCreateDense(PETSC_COMM_WORLD, PETSC_DECIDE, PETSC_DECIDE, 2, 1, NULL, &aircraft.DRDU));
    278:   PetscCall(MatSetUp(aircraft.DRDU));

    280:   /* Create timestepping solver context */
    281:   PetscCall(TSCreate(PETSC_COMM_WORLD, &aircraft.ts));
    282:   PetscCall(TSSetType(aircraft.ts, TSRK));
    283:   PetscCall(TSSetRHSFunction(aircraft.ts, NULL, RHSFunction, &aircraft));
    284:   PetscCall(TSSetRHSJacobian(aircraft.ts, aircraft.A, aircraft.A, TSComputeRHSJacobianConstant, &aircraft));
    285:   PetscCall(TSSetRHSJacobianP(aircraft.ts, aircraft.Jacp, RHSJacobianP, &aircraft));
    286:   PetscCall(TSSetExactFinalTime(aircraft.ts, TS_EXACTFINALTIME_MATCHSTEP));
    287:   PetscCall(TSSetEquationType(aircraft.ts, TS_EQ_ODE_EXPLICIT)); /* less Jacobian evaluations when adjoint BEuler is used, otherwise no effect */

    289:   /* Set initial conditions */
    290:   PetscCall(MatCreateVecs(aircraft.A, &aircraft.U, NULL));
    291:   PetscCall(TSSetSolution(aircraft.ts, aircraft.U));
    292:   PetscCall(VecGetArray(aircraft.U, &u));
    293:   u[0] = 1.5;
    294:   u[1] = 0;
    295:   PetscCall(VecRestoreArray(aircraft.U, &u));
    296:   PetscCall(VecCreate(PETSC_COMM_WORLD, &aircraft.V));
    297:   PetscCall(VecSetSizes(aircraft.V, PETSC_DECIDE, aircraft.nsteps));
    298:   PetscCall(VecSetUp(aircraft.V));
    299:   PetscCall(VecDuplicate(aircraft.V, &aircraft.W));
    300:   PetscCall(VecSet(aircraft.V, 1.));
    301:   PetscCall(VecSet(aircraft.W, PETSC_PI / 4.));

    303:   /* Save trajectory of solution so that TSAdjointSolve() may be used */
    304:   PetscCall(TSSetSaveTrajectory(aircraft.ts));

    306:   /* Set sensitivity context */
    307:   PetscCall(TSCreateQuadratureTS(aircraft.ts, PETSC_FALSE, &aircraft.quadts));
    308:   PetscCall(TSSetRHSFunction(aircraft.quadts, NULL, (TSRHSFunctionFn *)CostIntegrand, &aircraft));
    309:   PetscCall(TSSetRHSJacobian(aircraft.quadts, aircraft.DRDU, aircraft.DRDU, (TSRHSJacobian)DRDUJacobianTranspose, &aircraft));
    310:   PetscCall(TSSetRHSJacobianP(aircraft.quadts, aircraft.DRDP, (TSRHSJacobianPFn *)DRDPJacobianTranspose, &aircraft));
    311:   PetscCall(MatCreateVecs(aircraft.A, &aircraft.Lambda[0], NULL));
    312:   PetscCall(MatCreateVecs(aircraft.Jacp, &aircraft.Mup[0], NULL));
    313:   if (aircraft.eh) {
    314:     PetscCall(MatCreateVecs(aircraft.A, &aircraft.rhshp1[0], NULL));
    315:     PetscCall(MatCreateVecs(aircraft.A, &aircraft.rhshp2[0], NULL));
    316:     PetscCall(MatCreateVecs(aircraft.Jacp, &aircraft.rhshp3[0], NULL));
    317:     PetscCall(MatCreateVecs(aircraft.Jacp, &aircraft.rhshp4[0], NULL));
    318:     PetscCall(MatCreateVecs(aircraft.DRDU, &aircraft.inthp1[0], NULL));
    319:     PetscCall(MatCreateVecs(aircraft.DRDU, &aircraft.inthp2[0], NULL));
    320:     PetscCall(MatCreateVecs(aircraft.DRDP, &aircraft.inthp3[0], NULL));
    321:     PetscCall(MatCreateVecs(aircraft.DRDP, &aircraft.inthp4[0], NULL));
    322:     PetscCall(MatCreateVecs(aircraft.Jacp, &aircraft.Dir, NULL));
    323:     PetscCall(TSSetRHSHessianProduct(aircraft.ts, aircraft.rhshp1, RHSHessianProductUU, aircraft.rhshp2, RHSHessianProductUP, aircraft.rhshp3, RHSHessianProductPU, aircraft.rhshp4, RHSHessianProductPP, &aircraft));
    324:     PetscCall(TSSetRHSHessianProduct(aircraft.quadts, aircraft.inthp1, IntegrandHessianProductUU, aircraft.inthp2, IntegrandHessianProductUP, aircraft.inthp3, IntegrandHessianProductPU, aircraft.inthp4, IntegrandHessianProductPP, &aircraft));
    325:     PetscCall(MatCreateVecs(aircraft.A, &aircraft.Lambda2[0], NULL));
    326:     PetscCall(MatCreateVecs(aircraft.Jacp, &aircraft.Mup2[0], NULL));
    327:   }
    328:   PetscCall(TSSetFromOptions(aircraft.ts));
    329:   PetscCall(TSSetMaxTime(aircraft.ts, aircraft.ftime));
    330:   PetscCall(TSSetTimeStep(aircraft.ts, aircraft.ftime / aircraft.nsteps));

    332:   /* Set initial solution guess */
    333:   PetscCall(MatCreateVecs(aircraft.Jacp, &P, NULL));
    334:   PetscCall(VecGetArray(P, &p));
    335:   for (i = 0; i < aircraft.nsteps; i++) {
    336:     p[2 * i]     = 2.0;
    337:     p[2 * i + 1] = PETSC_PI / 2.0;
    338:   }
    339:   PetscCall(VecRestoreArray(P, &p));
    340:   PetscCall(VecDuplicate(P, &PU));
    341:   PetscCall(VecDuplicate(P, &PL));
    342:   PetscCall(VecGetArray(PU, &p));
    343:   for (i = 0; i < aircraft.nsteps; i++) {
    344:     p[2 * i]     = 2.0;
    345:     p[2 * i + 1] = PETSC_PI;
    346:   }
    347:   PetscCall(VecRestoreArray(PU, &p));
    348:   PetscCall(VecGetArray(PL, &p));
    349:   for (i = 0; i < aircraft.nsteps; i++) {
    350:     p[2 * i]     = 0.0;
    351:     p[2 * i + 1] = -PETSC_PI;
    352:   }
    353:   PetscCall(VecRestoreArray(PL, &p));

    355:   PetscCall(TaoSetSolution(tao, P));
    356:   PetscCall(TaoSetVariableBounds(tao, PL, PU));
    357:   /* Set routine for function and gradient evaluation */
    358:   PetscCall(TaoSetObjectiveAndGradient(tao, NULL, FormObjFunctionGradient, (void *)&aircraft));

    360:   if (aircraft.eh) {
    361:     if (aircraft.mf) {
    362:       PetscCall(MatCreateShell(PETSC_COMM_WORLD, PETSC_DECIDE, PETSC_DECIDE, 2 * aircraft.nsteps, 2 * aircraft.nsteps, (void *)&aircraft, &aircraft.H));
    363:       PetscCall(MatShellSetOperation(aircraft.H, MATOP_MULT, (PetscErrorCodeFn *)MyMatMult));
    364:       PetscCall(MatSetOption(aircraft.H, MAT_SYMMETRIC, PETSC_TRUE));
    365:       PetscCall(TaoSetHessian(tao, aircraft.H, aircraft.H, MatrixFreeObjHessian, (void *)&aircraft));
    366:     } else {
    367:       PetscCall(MatCreateDense(MPI_COMM_WORLD, PETSC_DETERMINE, PETSC_DETERMINE, 2 * aircraft.nsteps, 2 * aircraft.nsteps, NULL, &aircraft.H));
    368:       PetscCall(MatSetOption(aircraft.H, MAT_SYMMETRIC, PETSC_TRUE));
    369:       PetscCall(TaoSetHessian(tao, aircraft.H, aircraft.H, FormObjHessian, (void *)&aircraft));
    370:     }
    371:   }

    373:   /* Check for any TAO command line options */
    374:   PetscCall(TaoGetKSP(tao, &ksp));
    375:   if (ksp) {
    376:     PetscCall(KSPGetPC(ksp, &pc));
    377:     PetscCall(PCSetType(pc, PCNONE));
    378:   }
    379:   PetscCall(TaoSetFromOptions(tao));

    381:   PetscCall(TaoSolve(tao));
    382:   PetscCall(VecView(P, PETSC_VIEWER_STDOUT_WORLD));

    384:   /* Free TAO data structures */
    385:   PetscCall(TaoDestroy(&tao));

    387:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    388:      Free work space.  All PETSc objects should be destroyed when they
    389:      are no longer needed.
    390:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
    391:   PetscCall(TSDestroy(&aircraft.ts));
    392:   PetscCall(MatDestroy(&aircraft.A));
    393:   PetscCall(VecDestroy(&aircraft.U));
    394:   PetscCall(VecDestroy(&aircraft.V));
    395:   PetscCall(VecDestroy(&aircraft.W));
    396:   PetscCall(VecDestroy(&P));
    397:   PetscCall(VecDestroy(&PU));
    398:   PetscCall(VecDestroy(&PL));
    399:   PetscCall(MatDestroy(&aircraft.Jacp));
    400:   PetscCall(MatDestroy(&aircraft.DRDU));
    401:   PetscCall(MatDestroy(&aircraft.DRDP));
    402:   PetscCall(VecDestroy(&aircraft.Lambda[0]));
    403:   PetscCall(VecDestroy(&aircraft.Mup[0]));
    404:   PetscCall(VecDestroy(&P));
    405:   if (aircraft.eh) {
    406:     PetscCall(VecDestroy(&aircraft.Lambda2[0]));
    407:     PetscCall(VecDestroy(&aircraft.Mup2[0]));
    408:     PetscCall(VecDestroy(&aircraft.Dir));
    409:     PetscCall(VecDestroy(&aircraft.rhshp1[0]));
    410:     PetscCall(VecDestroy(&aircraft.rhshp2[0]));
    411:     PetscCall(VecDestroy(&aircraft.rhshp3[0]));
    412:     PetscCall(VecDestroy(&aircraft.rhshp4[0]));
    413:     PetscCall(VecDestroy(&aircraft.inthp1[0]));
    414:     PetscCall(VecDestroy(&aircraft.inthp2[0]));
    415:     PetscCall(VecDestroy(&aircraft.inthp3[0]));
    416:     PetscCall(VecDestroy(&aircraft.inthp4[0]));
    417:     PetscCall(MatDestroy(&aircraft.H));
    418:   }
    419:   PetscCall(PetscFinalize());
    420:   return 0;
    421: }

    423: /*
    424:    FormObjFunctionGradient - Evaluates the function and corresponding gradient.

    426:    Input Parameters:
    427:    tao - the Tao context
    428:    P   - the input vector
    429:    ctx - optional aircraft-defined context, as set by TaoSetObjectiveAndGradient()

    431:    Output Parameters:
    432:    f   - the newly evaluated function
    433:    G   - the newly evaluated gradient
    434: */
    435: PetscErrorCode FormObjFunctionGradient(Tao tao, Vec P, PetscReal *f, Vec G, PetscCtx ctx)
    436: {
    437:   Aircraft           actx = (Aircraft)ctx;
    438:   TS                 ts   = actx->ts;
    439:   Vec                Q;
    440:   const PetscScalar *p, *q;
    441:   PetscScalar       *u, *v, *w;
    442:   PetscInt           i;

    444:   PetscFunctionBeginUser;
    445:   PetscCall(VecGetArrayRead(P, &p));
    446:   PetscCall(VecGetArray(actx->V, &v));
    447:   PetscCall(VecGetArray(actx->W, &w));
    448:   for (i = 0; i < actx->nsteps; i++) {
    449:     v[i] = p[2 * i];
    450:     w[i] = p[2 * i + 1];
    451:   }
    452:   PetscCall(VecRestoreArrayRead(P, &p));
    453:   PetscCall(VecRestoreArray(actx->V, &v));
    454:   PetscCall(VecRestoreArray(actx->W, &w));

    456:   PetscCall(TSSetTime(ts, 0.0));
    457:   PetscCall(TSSetStepNumber(ts, 0));
    458:   PetscCall(TSSetFromOptions(ts));
    459:   PetscCall(TSSetTimeStep(ts, actx->ftime / actx->nsteps));

    461:   /* reinitialize system state */
    462:   PetscCall(VecGetArray(actx->U, &u));
    463:   u[0] = 2.0;
    464:   u[1] = 0;
    465:   PetscCall(VecRestoreArray(actx->U, &u));

    467:   /* reinitialize the integral value */
    468:   PetscCall(TSGetCostIntegral(ts, &Q));
    469:   PetscCall(VecSet(Q, 0.0));

    471:   PetscCall(TSSolve(ts, actx->U));

    473:   /* Reset initial conditions for the adjoint integration */
    474:   PetscCall(VecSet(actx->Lambda[0], 0.0));
    475:   PetscCall(VecSet(actx->Mup[0], 0.0));
    476:   PetscCall(TSSetCostGradients(ts, 1, actx->Lambda, actx->Mup));

    478:   PetscCall(TSAdjointSolve(ts));
    479:   PetscCall(VecCopy(actx->Mup[0], G));
    480:   PetscCall(TSGetCostIntegral(ts, &Q));
    481:   PetscCall(VecGetArrayRead(Q, &q));
    482:   *f = q[0];
    483:   PetscCall(VecRestoreArrayRead(Q, &q));
    484:   PetscFunctionReturn(PETSC_SUCCESS);
    485: }

    487: PetscErrorCode FormObjHessian(Tao tao, Vec P, Mat H, Mat Hpre, PetscCtx ctx)
    488: {
    489:   Aircraft           actx = (Aircraft)ctx;
    490:   const PetscScalar *p;
    491:   PetscScalar       *harr, *v, *w, one = 1.0;
    492:   PetscInt           ind[1];
    493:   PetscInt          *cols, i;
    494:   Vec                Dir;

    496:   PetscFunctionBeginUser;
    497:   /* set up control parameters */
    498:   PetscCall(VecGetArrayRead(P, &p));
    499:   PetscCall(VecGetArray(actx->V, &v));
    500:   PetscCall(VecGetArray(actx->W, &w));
    501:   for (i = 0; i < actx->nsteps; i++) {
    502:     v[i] = p[2 * i];
    503:     w[i] = p[2 * i + 1];
    504:   }
    505:   PetscCall(VecRestoreArrayRead(P, &p));
    506:   PetscCall(VecRestoreArray(actx->V, &v));
    507:   PetscCall(VecRestoreArray(actx->W, &w));

    509:   PetscCall(PetscMalloc1(2 * actx->nsteps, &harr));
    510:   PetscCall(PetscMalloc1(2 * actx->nsteps, &cols));
    511:   for (i = 0; i < 2 * actx->nsteps; i++) cols[i] = i;
    512:   PetscCall(VecDuplicate(P, &Dir));
    513:   for (i = 0; i < 2 * actx->nsteps; i++) {
    514:     ind[0] = i;
    515:     PetscCall(VecSet(Dir, 0.0));
    516:     PetscCall(VecSetValues(Dir, 1, ind, &one, INSERT_VALUES));
    517:     PetscCall(VecAssemblyBegin(Dir));
    518:     PetscCall(VecAssemblyEnd(Dir));
    519:     PetscCall(ComputeObjHessianWithSOA(Dir, harr, actx));
    520:     PetscCall(MatSetValues(H, 1, ind, 2 * actx->nsteps, cols, harr, INSERT_VALUES));
    521:     PetscCall(MatAssemblyBegin(H, MAT_FINAL_ASSEMBLY));
    522:     PetscCall(MatAssemblyEnd(H, MAT_FINAL_ASSEMBLY));
    523:     if (H != Hpre) {
    524:       PetscCall(MatAssemblyBegin(Hpre, MAT_FINAL_ASSEMBLY));
    525:       PetscCall(MatAssemblyEnd(Hpre, MAT_FINAL_ASSEMBLY));
    526:     }
    527:   }
    528:   PetscCall(PetscFree(cols));
    529:   PetscCall(PetscFree(harr));
    530:   PetscCall(VecDestroy(&Dir));
    531:   PetscFunctionReturn(PETSC_SUCCESS);
    532: }

    534: PetscErrorCode MatrixFreeObjHessian(Tao tao, Vec P, Mat H, Mat Hpre, PetscCtx ctx)
    535: {
    536:   Aircraft           actx = (Aircraft)ctx;
    537:   PetscScalar       *v, *w;
    538:   const PetscScalar *p;
    539:   PetscInt           i;

    541:   PetscFunctionBegin;
    542:   PetscCall(VecGetArrayRead(P, &p));
    543:   PetscCall(VecGetArray(actx->V, &v));
    544:   PetscCall(VecGetArray(actx->W, &w));
    545:   for (i = 0; i < actx->nsteps; i++) {
    546:     v[i] = p[2 * i];
    547:     w[i] = p[2 * i + 1];
    548:   }
    549:   PetscCall(VecRestoreArrayRead(P, &p));
    550:   PetscCall(VecRestoreArray(actx->V, &v));
    551:   PetscCall(VecRestoreArray(actx->W, &w));
    552:   PetscFunctionReturn(PETSC_SUCCESS);
    553: }

    555: PetscErrorCode MyMatMult(Mat H_shell, Vec X, Vec Y)
    556: {
    557:   PetscScalar *y;
    558:   void        *ptr;

    560:   PetscFunctionBegin;
    561:   PetscCall(MatShellGetContext(H_shell, &ptr));
    562:   PetscCall(VecGetArray(Y, &y));
    563:   PetscCall(ComputeObjHessianWithSOA(X, y, (Aircraft)ptr));
    564:   PetscCall(VecRestoreArray(Y, &y));
    565:   PetscFunctionReturn(PETSC_SUCCESS);
    566: }

    568: PetscErrorCode ComputeObjHessianWithSOA(Vec Dir, PetscScalar arr[], Aircraft actx)
    569: {
    570:   TS                 ts = actx->ts;
    571:   const PetscScalar *z_ptr;
    572:   PetscScalar       *u;
    573:   Vec                Q;
    574:   PetscInt           i;

    576:   PetscFunctionBeginUser;
    577:   /* Reset TSAdjoint so that AdjointSetUp will be called again */
    578:   PetscCall(TSAdjointReset(ts));

    580:   PetscCall(TSSetTime(ts, 0.0));
    581:   PetscCall(TSSetStepNumber(ts, 0));
    582:   PetscCall(TSSetFromOptions(ts));
    583:   PetscCall(TSSetTimeStep(ts, actx->ftime / actx->nsteps));
    584:   PetscCall(TSSetCostHessianProducts(actx->ts, 1, actx->Lambda2, actx->Mup2, Dir));

    586:   /* reinitialize system state */
    587:   PetscCall(VecGetArray(actx->U, &u));
    588:   u[0] = 2.0;
    589:   u[1] = 0;
    590:   PetscCall(VecRestoreArray(actx->U, &u));

    592:   /* reinitialize the integral value */
    593:   PetscCall(TSGetCostIntegral(ts, &Q));
    594:   PetscCall(VecSet(Q, 0.0));

    596:   /* initialize tlm variable */
    597:   PetscCall(MatZeroEntries(actx->Jacp));
    598:   PetscCall(TSAdjointSetForward(ts, actx->Jacp));

    600:   PetscCall(TSSolve(ts, actx->U));

    602:   /* Set terminal conditions for first- and second-order adjonts */
    603:   PetscCall(VecSet(actx->Lambda[0], 0.0));
    604:   PetscCall(VecSet(actx->Mup[0], 0.0));
    605:   PetscCall(VecSet(actx->Lambda2[0], 0.0));
    606:   PetscCall(VecSet(actx->Mup2[0], 0.0));
    607:   PetscCall(TSSetCostGradients(ts, 1, actx->Lambda, actx->Mup));

    609:   PetscCall(TSGetCostIntegral(ts, &Q));

    611:   /* Reset initial conditions for the adjoint integration */
    612:   PetscCall(TSAdjointSolve(ts));

    614:   /* initial condition does not depend on p, so that lambda is not needed to assemble G */
    615:   PetscCall(VecGetArrayRead(actx->Mup2[0], &z_ptr));
    616:   for (i = 0; i < 2 * actx->nsteps; i++) arr[i] = z_ptr[i];
    617:   PetscCall(VecRestoreArrayRead(actx->Mup2[0], &z_ptr));

    619:   /* Disable second-order adjoint mode */
    620:   PetscCall(TSAdjointReset(ts));
    621:   PetscCall(TSAdjointResetForward(ts));
    622:   PetscFunctionReturn(PETSC_SUCCESS);
    623: }

    625: /*TEST
    626:     build:
    627:       requires: !complex !single

    629:     test:
    630:       args: -ts_adapt_type none -ts_type rk -ts_rk_type 3 -viewer_binary_skip_info -tao_monitor -tao_gatol 1e-7

    632:     test:
    633:       suffix: 2
    634:       args: -ts_adapt_type none -ts_type rk -ts_rk_type 3 -viewer_binary_skip_info -tao_monitor -tao_view -tao_type bntr -tao_bnk_pc_type none -exacthessian

    636:     test:
    637:       suffix: 3
    638:       args: -ts_adapt_type none -ts_type rk -ts_rk_type 3 -viewer_binary_skip_info -tao_monitor -tao_view -tao_type bntr -tao_bnk_pc_type none -exacthessian -matrixfree
    639: TEST*/