Actual source code: rosenbrock1.c

      1: /* Program usage: mpiexec -n 1 rosenbrock1 [-help] [all TAO options] */

      3: /*  Include "petsctao.h" so we can use TAO solvers.  */
      4: #include <petsctao.h>
      5: #include "rosenbrock1.h" // defines AppCtx, AppCtxFormFunctionGradient(), and AppCtxFormHessian()

      7: static char help[] = "This example demonstrates use of the TAO package to \n\
      8: solve an unconstrained minimization problem on a single processor.  We \n\
      9: minimize the extended Rosenbrock function: \n\
     10:    sum_{i=0}^{n/2-1} (alpha*(x_{2i+1}-x_{2i}^2)^2 + (1-x_{2i})^2) \n\
     11: or the chained Rosenbrock function:\n\
     12:    sum_{i=0}^{n-1} alpha*(x_{i+1} - x_i^2)^2 + (1 - x_i)^2\n";

     14: /* -------------- User-defined routines ---------- */
     15: static PetscErrorCode FormFunctionGradient(Tao, Vec, PetscReal *, Vec, void *);
     16: static PetscErrorCode FormHessian(Tao, Vec, Mat, Mat, void *);

     18: int main(int argc, char **argv)
     19: {
     20:   Vec         x; /* solution vector */
     21:   Mat         H, Hpre;
     22:   Tao         tao;  /* Tao solver context */
     23:   PetscMPIInt size; /* number of processes running */
     24:   AppCtx      user; /* user-defined application context */
     25:   MPI_Comm    comm;

     27:   /* Initialize TAO and PETSc */
     28:   PetscFunctionBeginUser;
     29:   PetscCall(PetscInitialize(&argc, &argv, NULL, help));
     30:   comm = PETSC_COMM_WORLD;
     31:   PetscCallMPI(MPI_Comm_size(comm, &size));
     32:   PetscCheck(size == 1, comm, PETSC_ERR_WRONG_MPI_SIZE, "Incorrect number of processors");

     34:   /* Initialize problem parameters */
     35:   PetscCall(AppCtxInitialize(comm, &user));

     37:   /* Allocate vector for the solution */
     38:   PetscCall(AppCtxCreateSolution(&user, &x));

     40:   /* Allocate the Hessian matrix */
     41:   PetscCall(AppCtxCreateHessianMatrices(&user, &H, &Hpre));

     43:   /* The TAO code begins here */

     45:   /* Create TAO solver with desired solution method */
     46:   PetscCall(TaoCreate(comm, &tao));
     47:   PetscCall(TaoSetType(tao, TAOLMVM));

     49:   /* Set solution vec and an initial guess */
     50:   PetscCall(VecZeroEntries(x));
     51:   PetscCall(TaoSetSolution(tao, x));

     53:   /* Set routines for function, gradient, hessian evaluation */
     54:   PetscCall(TaoSetObjectiveAndGradient(tao, NULL, FormFunctionGradient, &user));
     55:   PetscCall(TaoSetHessian(tao, H, Hpre, FormHessian, &user));

     57:   /* Check for TAO command line options */
     58:   PetscCall(TaoSetFromOptions(tao));

     60:   /* SOLVE THE APPLICATION */
     61:   PetscCall(TaoSolve(tao));

     63:   /* Clean up */
     64:   PetscCall(AppCtxFinalize(&user, tao));
     65:   PetscCall(TaoDestroy(&tao));
     66:   PetscCall(VecDestroy(&x));
     67:   PetscCall(MatDestroy(&H));
     68:   PetscCall(MatDestroy(&Hpre));

     70:   PetscCall(PetscFinalize());
     71:   return 0;
     72: }

     74: /*
     75:   FormFunctionGradient - Evaluates the function, f(X), and gradient, G(X).

     77:   Input Parameters:
     78: + tao  - the Tao context
     79: . X    - input vector
     80: - ptr  - optional user-defined context, as set by TaoSetFunctionGradient()

     82:   Output Parameters:
     83: + f - function value
     84: - G - vector containing the newly evaluated gradient

     86:   Note:
     87:   Some optimization methods ask for the function and the gradient evaluation
     88:   at the same time.  Evaluating both at once may be more efficient that
     89:   evaluating each separately.
     90: */
     91: static PetscErrorCode FormFunctionGradient(Tao tao, Vec X, PetscReal *f, Vec G, void *ptr)
     92: {
     93:   AppCtx *user = (AppCtx *)ptr;

     95:   PetscFunctionBeginUser;
     96:   PetscCall(AppCtxFormFunctionGradient(user, X, f, G));
     97:   PetscFunctionReturn(PETSC_SUCCESS);
     98: }

    100: /*
    101:   FormHessian - Evaluates Hessian matrix.

    103:   Input Parameters:
    104: + tao   - the Tao context
    105: . x     - input vector
    106: - ptr   - optional user-defined context, as set by TaoSetHessian()

    108:   Output Parameters:
    109: + H     - Hessian matrix
    110: - Hpre  - Preconditioning matrix

    112:   Note:  Providing the Hessian may not be necessary.  Only some solvers
    113:   require this matrix.
    114: */
    115: static PetscErrorCode FormHessian(Tao tao, Vec X, Mat H, Mat Hpre, void *ptr)
    116: {
    117:   AppCtx *user = (AppCtx *)ptr;

    119:   PetscFunctionBeginUser;
    120:   PetscCall(AppCtxFormHessian(user, X, H));
    121:   // Manual Jacobi preconditioner for testing
    122:   if (user->jacobi_pc) {
    123:     Vec v;

    125:     PetscCall(VecDuplicate(X, &v));
    126:     PetscCall(MatGetDiagonal(H, v));
    127:     PetscCall(MatZeroEntries(Hpre));
    128:     PetscCall(MatDiagonalSet(Hpre, v, INSERT_VALUES));
    129:     PetscCall(VecDestroy(&v));
    130:   }
    131:   PetscFunctionReturn(PETSC_SUCCESS);
    132: }

    134: /*TEST

    136:    build:
    137:      requires: !complex !single !quad !defined(PETSC_USE_64BIT_INDICES) !__float128

    139:    test:
    140:      args: -tao_monitor_short -tao_type nls -tao_gatol 1.e-4

    142:    test:
    143:      suffix: 2
    144:      args: -tao_monitor_short -tao_type lmvm -tao_gatol 1.e-3

    146:    test:
    147:      suffix: 3
    148:      args: -tao_monitor_short -tao_type ntr -tao_gatol 1.e-4

    150:    test:
    151:      suffix: 4
    152:      args: -tao_monitor_short -tao_type ntr -tao_mf_hessian -tao_ntr_pc_type none -tao_gatol 1.e-4

    154:    test:
    155:      suffix: 5
    156:      args: -tao_monitor_short -tao_type bntr -tao_gatol 1.e-4

    158:    test:
    159:      suffix: 6
    160:      args: -tao_monitor_short -tao_type bntl -tao_gatol 1.e-4

    162:    test:
    163:      suffix: 7
    164:      args: -tao_monitor_short -tao_type bnls -tao_gatol 1.e-4

    166:    test:
    167:      suffix: 8
    168:      args: -tao_monitor_short -tao_type bntr -tao_bnk_max_cg_its 3 -tao_gatol 1.e-4 -tao_bnk_cg_tao_monitor_short

    170:    test:
    171:      suffix: 9
    172:      args: -tao_monitor_short -tao_type bntl -tao_bnk_max_cg_its 3 -tao_gatol 1.e-4 -tao_bnk_cg_tao_monitor_short

    174:    test:
    175:      suffix: 10
    176:      args: -tao_monitor_short -tao_type bnls -tao_bnk_max_cg_its 3 -tao_gatol 1.e-4 -tao_bnk_cg_tao_monitor_short

    178:    test:
    179:      suffix: 11
    180:      args: -test_lmvm -tao_type bqnktr -tao_max_it 10 -tao_bqnk_mat_type lmvmbroyden

    182:    test:
    183:      suffix: 12
    184:      args: -test_lmvm -tao_type bqnktr -tao_max_it 10 -tao_bqnk_mat_type lmvmbadbroyden

    186:    test:
    187:      suffix: 13
    188:      args: -test_lmvm -tao_type bqnktr -tao_max_it 10 -tao_bqnk_mat_type lmvmsymbroyden -tao_bqnk_mat_lmvm_beta {{0.0 0.25 1.0}} -tao_bqnk_mat_lmvm_rho 0.75 -tao_bqnk_mat_lmvm_sigma_hist 2

    190:    test:
    191:      suffix: 14
    192:      args: -test_lmvm -tao_type bqnktr -tao_max_it 10 -tao_bqnk_mat_type lmvmbfgs -tao_bqnk_mat_lmvm_scale_type {{scalar diagonal}} -tao_bqnk_mat_lmvm_alpha {{0.0 0.25 0.5}} -tao_bqnk_mat_lmvm_theta 1.0

    194:    test:
    195:      suffix: 15
    196:      args: -test_lmvm -tao_type bqnktr -tao_max_it 10 -tao_bqnk_mat_type lmvmdfp

    198:    test:
    199:      suffix: 16
    200:      args: -test_lmvm -tao_type bqnktr -tao_max_it 10 -tao_bqnk_mat_type lmvmsr1

    202:    test:
    203:      suffix: 17
    204:      args: -tao_monitor_short -tao_gatol 1e-4 -tao_type bqnls

    206:    test:
    207:      suffix: 18
    208:      args: -tao_monitor_short -tao_gatol 1e-4 -tao_type blmvm

    210:    test:
    211:      suffix: 19
    212:      args: -tao_monitor_short -tao_gatol 1e-4 -tao_type bqnktr -tao_bqnk_mat_type lmvmsr1

    214:    test:
    215:      suffix: 20
    216:      args: -tao_monitor -tao_gatol 1e-4 -tao_type blmvm -tao_ls_monitor

    218:    test:
    219:      suffix: 21
    220:      args: -test_lmvm -tao_type bqnktr -tao_max_it 10 -tao_bqnk_mat_type lmvmsymbadbroyden

    222:    test:
    223:      suffix: 22
    224:      args: -tao_max_it 1 -tao_converged_reason

    226:    test:
    227:      suffix: 23
    228:      args: -tao_max_funcs 0 -tao_converged_reason

    230:    test:
    231:      suffix: 24
    232:      args: -tao_gatol 10 -tao_converged_reason

    234:    test:
    235:      suffix: 25
    236:      args: -tao_grtol 10 -tao_converged_reason

    238:    test:
    239:      suffix: 26
    240:      args: -tao_gttol 10 -tao_converged_reason

    242:    test:
    243:      suffix: 27
    244:      args: -tao_steptol 10 -tao_converged_reason

    246:    test:
    247:      suffix: 28
    248:      args: -tao_fmin 10 -tao_converged_reason

    250:    test:
    251:      suffix: snes
    252:      args: -snes_monitor ::ascii_info_detail -tao_type snes -snes_type newtontr -snes_atol 1.e-4 -pc_type none -tao_mf_hessian -ksp_type cg

    254:    test:
    255:      suffix: snes_ls_armijo
    256:      args: -snes_monitor ::ascii_info_detail -tao_type snes -snes_type newtonls -snes_atol 1.e-4 -pc_type none -tao_mf_hessian -snes_linesearch_monitor -snes_linesearch_order 1

    258:    test:
    259:      suffix: snes_tr_cgnegcurve_kmdc
    260:      args: -snes_monitor ::ascii_info_detail -tao_type snes -snes_type newtontr -snes_atol 1.e-4 -pc_type none -ksp_type cg -snes_tr_kmdc 0.9 -ksp_converged_neg_curve -ksp_converged_reason

    262:    test:
    263:      suffix: snes_ls_lmvm
    264:      args: -snes_monitor ::ascii_info_detail -tao_type snes -snes_type newtonls -snes_atol 1.e-4 -pc_type lmvm -tao_mf_hessian

    266:    test:
    267:      suffix: add_terms_l2_no_pre
    268:      args: -tao_type nls -tao_add_terms reg_ -reg_tao_term_type halfl2squared -tao_term_sum_reg_scale 0.3 -tao_monitor_short -tao_view ::ascii_info_detail

    270:    test:
    271:      suffix: add_terms_l1_no_pre
    272:      args: -tao_type nls -tao_add_terms reg_ -reg_tao_term_type l1 -reg_tao_term_l1_epsilon 0.4 -tao_term_sum_reg_scale 0.3 -tao_monitor_short -tao_view ::ascii_info_detail

    274:    test:
    275:      suffix: hpre_is_not_h
    276:      args: -tao_type nls -jacobi_pc 1 -tao_view ::ascii_info_detail -n 10

    278:    test:
    279:      suffix: param_none
    280:      args: -tao_type nls -tao_add_terms reg_ -reg_tao_term_type halfl2squared -tao_term_sum_reg_scale 0.3 -tao_monitor_short
    281:      args: -tao_view ::ascii_info_detail -reg_tao_term_parameters_mode none

    283: TEST*/