#include static char help[] = "This example demonstrates use of the TAO package to\n\ solve an unconstrained system of equations. This example is based on a\n\ problem from the MINPACK-2 test suite. Given a rectangular 2-D domain and\n\ boundary values along the edges of the domain, the objective is to find the\n\ surface with the minimal area that satisfies the boundary conditions.\n\ This application solves this problem using complimentarity -- We are actually\n\ solving the system (grad f)_i >= 0, if x_i == l_i \n\ (grad f)_i = 0, if l_i < x_i < u_i \n\ (grad f)_i <= 0, if x_i == u_i \n\ where f is the function to be minimized. \n\ \n\ The command line options are:\n\ -mx , where = number of grid points in the 1st coordinate direction\n\ -my , where = number of grid points in the 2nd coordinate direction\n\ -start , where =0 for zero vector, and an average of the boundary conditions otherwise \n\n"; /* User-defined application context - contains data needed by the application-provided call-back routines, FormFunctionGradient(), FormHessian(). */ typedef struct { PetscInt mx, my; PetscReal *bottom, *top, *left, *right; } AppCtx; /* -------- User-defined Routines --------- */ static PetscErrorCode MSA_BoundaryConditions(AppCtx *); static PetscErrorCode MSA_InitialPoint(AppCtx *, Vec); PetscErrorCode FormConstraints(Tao, Vec, Vec, void *); PetscErrorCode FormJacobian(Tao, Vec, Mat, Mat, void *); int main(int argc, char **argv) { Vec x; /* solution vector */ Vec c; /* Constraints function vector */ Vec xl, xu; /* Bounds on the variables */ PetscBool flg; /* A return variable when checking for user options */ Tao tao; /* TAO solver context */ Mat J; /* Jacobian matrix */ PetscInt N; /* Number of elements in vector */ PetscScalar lb = PETSC_NINFINITY; /* lower bound constant */ PetscScalar ub = PETSC_INFINITY; /* upper bound constant */ AppCtx user; /* user-defined work context */ /* Initialize PETSc, TAO */ PetscFunctionBeginUser; PetscCall(PetscInitialize(&argc, &argv, NULL, help)); /* Specify default dimension of the problem */ user.mx = 4; user.my = 4; /* Check for any command line arguments that override defaults */ PetscCall(PetscOptionsGetInt(NULL, NULL, "-mx", &user.mx, &flg)); PetscCall(PetscOptionsGetInt(NULL, NULL, "-my", &user.my, &flg)); /* Calculate any derived values from parameters */ N = user.mx * user.my; PetscCall(PetscPrintf(PETSC_COMM_SELF, "\n---- Minimum Surface Area Problem -----\n")); PetscCall(PetscPrintf(PETSC_COMM_SELF, "mx:%" PetscInt_FMT ", my:%" PetscInt_FMT "\n", user.mx, user.my)); /* Create appropriate vectors and matrices */ PetscCall(VecCreateSeq(MPI_COMM_SELF, N, &x)); PetscCall(VecDuplicate(x, &c)); PetscCall(MatCreateSeqAIJ(MPI_COMM_SELF, N, N, 7, NULL, &J)); /* The TAO code begins here */ /* Create TAO solver and set desired solution method */ PetscCall(TaoCreate(PETSC_COMM_SELF, &tao)); PetscCall(TaoSetType(tao, TAOSSILS)); /* Set data structure */ PetscCall(TaoSetSolution(tao, x)); /* Set routines for constraints function and Jacobian evaluation */ PetscCall(TaoSetConstraintsRoutine(tao, c, FormConstraints, (void *)&user)); PetscCall(TaoSetJacobianRoutine(tao, J, J, FormJacobian, (void *)&user)); /* Set the variable bounds */ PetscCall(MSA_BoundaryConditions(&user)); /* Set initial solution guess */ PetscCall(MSA_InitialPoint(&user, x)); /* Set Bounds on variables */ PetscCall(VecDuplicate(x, &xl)); PetscCall(VecDuplicate(x, &xu)); PetscCall(VecSet(xl, lb)); PetscCall(VecSet(xu, ub)); PetscCall(TaoSetVariableBounds(tao, xl, xu)); /* Check for any tao command line options */ PetscCall(TaoSetFromOptions(tao)); /* Solve the application */ PetscCall(TaoSolve(tao)); /* Free Tao data structures */ PetscCall(TaoDestroy(&tao)); /* Free PETSc data structures */ PetscCall(VecDestroy(&x)); PetscCall(VecDestroy(&xl)); PetscCall(VecDestroy(&xu)); PetscCall(VecDestroy(&c)); PetscCall(MatDestroy(&J)); /* Free user-created data structures */ PetscCall(PetscFree(user.bottom)); PetscCall(PetscFree(user.top)); PetscCall(PetscFree(user.left)); PetscCall(PetscFree(user.right)); PetscCall(PetscFinalize()); return 0; } /* -------------------------------------------------------------------- */ /* FormConstraints - Evaluates gradient of f. Input Parameters: . tao - the TAO_APPLICATION context . X - input vector . ptr - optional user-defined context, as set by TaoSetConstraintsRoutine() Output Parameters: . G - vector containing the newly evaluated gradient */ PetscErrorCode FormConstraints(Tao tao, Vec X, Vec G, void *ptr) { AppCtx *user = (AppCtx *)ptr; PetscInt i, j, row; PetscInt mx = user->mx, my = user->my; PetscReal hx = 1.0 / (mx + 1), hy = 1.0 / (my + 1), hydhx = hy / hx, hxdhy = hx / hy; PetscReal f1, f2, f3, f4, f5, f6, d1, d2, d3, d4, d5, d6, d7, d8, xc, xl, xr, xt, xb, xlt, xrb; PetscReal df1dxc, df2dxc, df3dxc, df4dxc, df5dxc, df6dxc; PetscScalar zero = 0.0; PetscScalar *g, *x; PetscFunctionBegin; /* Initialize vector to zero */ PetscCall(VecSet(G, zero)); /* Get pointers to vector data */ PetscCall(VecGetArray(X, &x)); PetscCall(VecGetArray(G, &g)); /* Compute function over the locally owned part of the mesh */ for (j = 0; j < my; j++) { for (i = 0; i < mx; i++) { row = j * mx + i; xc = x[row]; xlt = xrb = xl = xr = xb = xt = xc; if (i == 0) { /* left side */ xl = user->left[j + 1]; xlt = user->left[j + 2]; } else { xl = x[row - 1]; } if (j == 0) { /* bottom side */ xb = user->bottom[i + 1]; xrb = user->bottom[i + 2]; } else { xb = x[row - mx]; } if (i + 1 == mx) { /* right side */ xr = user->right[j + 1]; xrb = user->right[j]; } else { xr = x[row + 1]; } if (j + 1 == 0 + my) { /* top side */ xt = user->top[i + 1]; xlt = user->top[i]; } else { xt = x[row + mx]; } if (i > 0 && j + 1 < my) xlt = x[row - 1 + mx]; if (j > 0 && i + 1 < mx) xrb = x[row + 1 - mx]; d1 = (xc - xl); d2 = (xc - xr); d3 = (xc - xt); d4 = (xc - xb); d5 = (xr - xrb); d6 = (xrb - xb); d7 = (xlt - xl); d8 = (xt - xlt); df1dxc = d1 * hydhx; df2dxc = (d1 * hydhx + d4 * hxdhy); df3dxc = d3 * hxdhy; df4dxc = (d2 * hydhx + d3 * hxdhy); df5dxc = d2 * hydhx; df6dxc = d4 * hxdhy; d1 /= hx; d2 /= hx; d3 /= hy; d4 /= hy; d5 /= hy; d6 /= hx; d7 /= hy; d8 /= hx; f1 = PetscSqrtScalar(1.0 + d1 * d1 + d7 * d7); f2 = PetscSqrtScalar(1.0 + d1 * d1 + d4 * d4); f3 = PetscSqrtScalar(1.0 + d3 * d3 + d8 * d8); f4 = PetscSqrtScalar(1.0 + d3 * d3 + d2 * d2); f5 = PetscSqrtScalar(1.0 + d2 * d2 + d5 * d5); f6 = PetscSqrtScalar(1.0 + d4 * d4 + d6 * d6); df1dxc /= f1; df2dxc /= f2; df3dxc /= f3; df4dxc /= f4; df5dxc /= f5; df6dxc /= f6; g[row] = (df1dxc + df2dxc + df3dxc + df4dxc + df5dxc + df6dxc) / 2.0; } } /* Restore vectors */ PetscCall(VecRestoreArray(X, &x)); PetscCall(VecRestoreArray(G, &g)); PetscCall(PetscLogFlops(67 * mx * my)); PetscFunctionReturn(PETSC_SUCCESS); } /* ------------------------------------------------------------------- */ /* FormJacobian - Evaluates Jacobian matrix. Input Parameters: . tao - the TAO_APPLICATION context . X - input vector . ptr - optional user-defined context, as set by TaoSetJacobian() Output Parameters: . tH - Jacobian matrix */ PetscErrorCode FormJacobian(Tao tao, Vec X, Mat H, Mat tHPre, void *ptr) { AppCtx *user = (AppCtx *)ptr; PetscInt i, j, k, row; PetscInt mx = user->mx, my = user->my; PetscInt col[7]; PetscReal hx = 1.0 / (mx + 1), hy = 1.0 / (my + 1), hydhx = hy / hx, hxdhy = hx / hy; PetscReal f1, f2, f3, f4, f5, f6, d1, d2, d3, d4, d5, d6, d7, d8, xc, xl, xr, xt, xb, xlt, xrb; PetscReal hl, hr, ht, hb, hc, htl, hbr; const PetscScalar *x; PetscScalar v[7]; PetscBool assembled; /* Set various matrix options */ PetscFunctionBegin; PetscCall(MatSetOption(H, MAT_IGNORE_OFF_PROC_ENTRIES, PETSC_TRUE)); PetscCall(MatAssembled(H, &assembled)); if (assembled) PetscCall(MatZeroEntries(H)); /* Get pointers to vector data */ PetscCall(VecGetArrayRead(X, &x)); /* Compute Jacobian over the locally owned part of the mesh */ for (i = 0; i < mx; i++) { for (j = 0; j < my; j++) { row = j * mx + i; xc = x[row]; xlt = xrb = xl = xr = xb = xt = xc; /* Left side */ if (i == 0) { xl = user->left[j + 1]; xlt = user->left[j + 2]; } else { xl = x[row - 1]; } if (j == 0) { xb = user->bottom[i + 1]; xrb = user->bottom[i + 2]; } else { xb = x[row - mx]; } if (i + 1 == mx) { xr = user->right[j + 1]; xrb = user->right[j]; } else { xr = x[row + 1]; } if (j + 1 == my) { xt = user->top[i + 1]; xlt = user->top[i]; } else { xt = x[row + mx]; } if (i > 0 && j + 1 < my) xlt = x[row - 1 + mx]; if (j > 0 && i + 1 < mx) xrb = x[row + 1 - mx]; d1 = (xc - xl) / hx; d2 = (xc - xr) / hx; d3 = (xc - xt) / hy; d4 = (xc - xb) / hy; d5 = (xrb - xr) / hy; d6 = (xrb - xb) / hx; d7 = (xlt - xl) / hy; d8 = (xlt - xt) / hx; f1 = PetscSqrtScalar(1.0 + d1 * d1 + d7 * d7); f2 = PetscSqrtScalar(1.0 + d1 * d1 + d4 * d4); f3 = PetscSqrtScalar(1.0 + d3 * d3 + d8 * d8); f4 = PetscSqrtScalar(1.0 + d3 * d3 + d2 * d2); f5 = PetscSqrtScalar(1.0 + d2 * d2 + d5 * d5); f6 = PetscSqrtScalar(1.0 + d4 * d4 + d6 * d6); hl = (-hydhx * (1.0 + d7 * d7) + d1 * d7) / (f1 * f1 * f1) + (-hydhx * (1.0 + d4 * d4) + d1 * d4) / (f2 * f2 * f2); hr = (-hydhx * (1.0 + d5 * d5) + d2 * d5) / (f5 * f5 * f5) + (-hydhx * (1.0 + d3 * d3) + d2 * d3) / (f4 * f4 * f4); ht = (-hxdhy * (1.0 + d8 * d8) + d3 * d8) / (f3 * f3 * f3) + (-hxdhy * (1.0 + d2 * d2) + d2 * d3) / (f4 * f4 * f4); hb = (-hxdhy * (1.0 + d6 * d6) + d4 * d6) / (f6 * f6 * f6) + (-hxdhy * (1.0 + d1 * d1) + d1 * d4) / (f2 * f2 * f2); hbr = -d2 * d5 / (f5 * f5 * f5) - d4 * d6 / (f6 * f6 * f6); htl = -d1 * d7 / (f1 * f1 * f1) - d3 * d8 / (f3 * f3 * f3); hc = hydhx * (1.0 + d7 * d7) / (f1 * f1 * f1) + hxdhy * (1.0 + d8 * d8) / (f3 * f3 * f3) + hydhx * (1.0 + d5 * d5) / (f5 * f5 * f5) + hxdhy * (1.0 + d6 * d6) / (f6 * f6 * f6) + (hxdhy * (1.0 + d1 * d1) + hydhx * (1.0 + d4 * d4) - 2 * d1 * d4) / (f2 * f2 * f2) + (hxdhy * (1.0 + d2 * d2) + hydhx * (1.0 + d3 * d3) - 2 * d2 * d3) / (f4 * f4 * f4); hl /= 2.0; hr /= 2.0; ht /= 2.0; hb /= 2.0; hbr /= 2.0; htl /= 2.0; hc /= 2.0; k = 0; if (j > 0) { v[k] = hb; col[k] = row - mx; k++; } if (j > 0 && i < mx - 1) { v[k] = hbr; col[k] = row - mx + 1; k++; } if (i > 0) { v[k] = hl; col[k] = row - 1; k++; } v[k] = hc; col[k] = row; k++; if (i < mx - 1) { v[k] = hr; col[k] = row + 1; k++; } if (i > 0 && j < my - 1) { v[k] = htl; col[k] = row + mx - 1; k++; } if (j < my - 1) { v[k] = ht; col[k] = row + mx; k++; } /* Set matrix values using local numbering, which was defined earlier, in the main routine. */ PetscCall(MatSetValues(H, 1, &row, k, col, v, INSERT_VALUES)); } } /* Restore vectors */ PetscCall(VecRestoreArrayRead(X, &x)); /* Assemble the matrix */ PetscCall(MatAssemblyBegin(H, MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(H, MAT_FINAL_ASSEMBLY)); PetscCall(PetscLogFlops(199 * mx * my)); PetscFunctionReturn(PETSC_SUCCESS); } /* ------------------------------------------------------------------- */ /* MSA_BoundaryConditions - Calculates the boundary conditions for the region. Input Parameter: . user - user-defined application context Output Parameter: . user - user-defined application context */ static PetscErrorCode MSA_BoundaryConditions(AppCtx *user) { PetscInt i, j, k, limit = 0, maxits = 5; PetscInt mx = user->mx, my = user->my; PetscInt bsize = 0, lsize = 0, tsize = 0, rsize = 0; PetscReal one = 1.0, two = 2.0, three = 3.0, tol = 1e-10; PetscReal fnorm, det, hx, hy, xt = 0, yt = 0; PetscReal u1, u2, nf1, nf2, njac11, njac12, njac21, njac22; PetscReal b = -0.5, t = 0.5, l = -0.5, r = 0.5; PetscReal *boundary; PetscFunctionBegin; bsize = mx + 2; lsize = my + 2; rsize = my + 2; tsize = mx + 2; PetscCall(PetscMalloc1(bsize, &user->bottom)); PetscCall(PetscMalloc1(tsize, &user->top)); PetscCall(PetscMalloc1(lsize, &user->left)); PetscCall(PetscMalloc1(rsize, &user->right)); hx = (r - l) / (mx + 1); hy = (t - b) / (my + 1); for (j = 0; j < 4; j++) { if (j == 0) { yt = b; xt = l; limit = bsize; boundary = user->bottom; } else if (j == 1) { yt = t; xt = l; limit = tsize; boundary = user->top; } else if (j == 2) { yt = b; xt = l; limit = lsize; boundary = user->left; } else { /* if (j==3) */ yt = b; xt = r; limit = rsize; boundary = user->right; } for (i = 0; i < limit; i++) { u1 = xt; u2 = -yt; for (k = 0; k < maxits; k++) { nf1 = u1 + u1 * u2 * u2 - u1 * u1 * u1 / three - xt; nf2 = -u2 - u1 * u1 * u2 + u2 * u2 * u2 / three - yt; fnorm = PetscSqrtScalar(nf1 * nf1 + nf2 * nf2); if (fnorm <= tol) break; njac11 = one + u2 * u2 - u1 * u1; njac12 = two * u1 * u2; njac21 = -two * u1 * u2; njac22 = -one - u1 * u1 + u2 * u2; det = njac11 * njac22 - njac21 * njac12; u1 = u1 - (njac22 * nf1 - njac12 * nf2) / det; u2 = u2 - (njac11 * nf2 - njac21 * nf1) / det; } boundary[i] = u1 * u1 - u2 * u2; if (j == 0 || j == 1) { xt = xt + hx; } else { /* if (j==2 || j==3) */ yt = yt + hy; } } } PetscFunctionReturn(PETSC_SUCCESS); } /* ------------------------------------------------------------------- */ /* MSA_InitialPoint - Calculates the initial guess in one of three ways. Input Parameters: . user - user-defined application context . X - vector for initial guess Output Parameters: . X - newly computed initial guess */ static PetscErrorCode MSA_InitialPoint(AppCtx *user, Vec X) { PetscInt start = -1, i, j; PetscScalar zero = 0.0; PetscBool flg; PetscFunctionBegin; PetscCall(PetscOptionsGetInt(NULL, NULL, "-start", &start, &flg)); if (flg && start == 0) { /* The zero vector is reasonable */ PetscCall(VecSet(X, zero)); } else { /* Take an average of the boundary conditions */ PetscInt row; PetscInt mx = user->mx, my = user->my; PetscScalar *x; /* Get pointers to vector data */ PetscCall(VecGetArray(X, &x)); /* Perform local computations */ for (j = 0; j < my; j++) { for (i = 0; i < mx; i++) { row = (j)*mx + (i); x[row] = (((j + 1) * user->bottom[i + 1] + (my - j + 1) * user->top[i + 1]) / (my + 2) + ((i + 1) * user->left[j + 1] + (mx - i + 1) * user->right[j + 1]) / (mx + 2)) / 2.0; } } /* Restore vectors */ PetscCall(VecRestoreArray(X, &x)); } PetscFunctionReturn(PETSC_SUCCESS); } /*TEST build: requires: !complex test: args: -tao_monitor -tao_view -tao_type ssils -tao_gttol 1.e-5 requires: !single test: suffix: 2 args: -tao_monitor -tao_view -tao_type ssfls -tao_gttol 1.e-5 TEST*/