#include #include <../src/tao/constrained/impls/ipm/pdipm.h> #include /* TaoPDIPMEvaluateFunctionsAndJacobians - Evaluate the objective function f, gradient fx, constraints, and all the Jacobians at current vector Collective on tao Input Parameter: + tao - solver context - x - vector at which all objects to be evaluated Level: beginner .seealso: TaoPDIPMUpdateConstraints(), TaoPDIPMSetUpBounds() */ PetscErrorCode TaoPDIPMEvaluateFunctionsAndJacobians(Tao tao,Vec x) { PetscErrorCode ierr; TAO_PDIPM *pdipm=(TAO_PDIPM*)tao->data; PetscFunctionBegin; /* Compute user objective function and gradient */ ierr = TaoComputeObjectiveAndGradient(tao,x,&pdipm->obj,tao->gradient);CHKERRQ(ierr); /* Equality constraints and Jacobian */ if (pdipm->Ng) { ierr = TaoComputeEqualityConstraints(tao,x,tao->constraints_equality);CHKERRQ(ierr); ierr = TaoComputeJacobianEquality(tao,x,tao->jacobian_equality,tao->jacobian_equality_pre);CHKERRQ(ierr); } /* Inequality constraints and Jacobian */ if (pdipm->Nh) { ierr = TaoComputeInequalityConstraints(tao,x,tao->constraints_inequality);CHKERRQ(ierr); ierr = TaoComputeJacobianInequality(tao,x,tao->jacobian_inequality,tao->jacobian_inequality_pre);CHKERRQ(ierr); } PetscFunctionReturn(0); } /* TaoPDIPMUpdateConstraints - Update the vectors ce and ci at x Collective Input Parameter: + tao - Tao context - x - vector at which constraints to be evaluted Level: beginner .seealso: TaoPDIPMEvaluateFunctionsAndJacobians() */ PetscErrorCode TaoPDIPMUpdateConstraints(Tao tao,Vec x) { PetscErrorCode ierr; TAO_PDIPM *pdipm=(TAO_PDIPM*)tao->data; PetscInt i,offset,offset1,k,xstart; PetscScalar *carr; const PetscInt *ubptr,*lbptr,*bxptr,*fxptr; const PetscScalar *xarr,*xuarr,*xlarr,*garr,*harr; PetscFunctionBegin; ierr = VecGetOwnershipRange(x,&xstart,NULL);CHKERRQ(ierr); ierr = VecGetArrayRead(x,&xarr);CHKERRQ(ierr); ierr = VecGetArrayRead(tao->XU,&xuarr);CHKERRQ(ierr); ierr = VecGetArrayRead(tao->XL,&xlarr);CHKERRQ(ierr); /* (1) Update ce vector */ ierr = VecGetArray(pdipm->ce,&carr);CHKERRQ(ierr); if(pdipm->Ng) { /* (1.a) Inserting updated g(x) */ ierr = VecGetArrayRead(tao->constraints_equality,&garr);CHKERRQ(ierr); ierr = PetscMemcpy(carr,garr,pdipm->ng*sizeof(PetscScalar));CHKERRQ(ierr); ierr = VecRestoreArrayRead(tao->constraints_equality,&garr);CHKERRQ(ierr); } /* (1.b) Update xfixed */ if (pdipm->Nxfixed) { offset = pdipm->ng; ierr = ISGetIndices(pdipm->isxfixed,&fxptr);CHKERRQ(ierr); /* global indices in x */ for (k=0;k < pdipm->nxfixed;k++){ i = fxptr[k]-xstart; carr[offset + k] = xarr[i] - xuarr[i]; } } ierr = VecRestoreArray(pdipm->ce,&carr);CHKERRQ(ierr); /* (2) Update ci vector */ ierr = VecGetArray(pdipm->ci,&carr);CHKERRQ(ierr); if(pdipm->Nh) { /* (2.a) Inserting updated h(x) */ ierr = VecGetArrayRead(tao->constraints_inequality,&harr);CHKERRQ(ierr); ierr = PetscMemcpy(carr,harr,pdipm->nh*sizeof(PetscScalar));CHKERRQ(ierr); ierr = VecRestoreArrayRead(tao->constraints_inequality,&harr);CHKERRQ(ierr); } /* (2.b) Update xub */ offset = pdipm->nh; if (pdipm->Nxub) { ierr = ISGetIndices(pdipm->isxub,&ubptr);CHKERRQ(ierr); for (k=0; knxub; k++){ i = ubptr[k]-xstart; carr[offset + k] = xuarr[i] - xarr[i]; } } if (pdipm->Nxlb) { /* (2.c) Update xlb */ offset += pdipm->nxub; ierr = ISGetIndices(pdipm->isxlb,&lbptr);CHKERRQ(ierr); /* global indices in x */ for (k=0; knxlb; k++){ i = lbptr[k]-xstart; carr[offset + k] = xarr[i] - xlarr[i]; } } if (pdipm->Nxbox) { /* (2.d) Update xbox */ offset += pdipm->nxlb; offset1 = offset + pdipm->nxbox; ierr = ISGetIndices(pdipm->isxbox,&bxptr);CHKERRQ(ierr); /* global indices in x */ for (k=0; knxbox; k++){ i = bxptr[k]-xstart; /* local indices in x */ carr[offset+k] = xuarr[i] - xarr[i]; carr[offset1+k] = xarr[i] - xlarr[i]; } } ierr = VecRestoreArray(pdipm->ci,&carr);CHKERRQ(ierr); /* Restoring Vectors */ ierr = VecRestoreArrayRead(x,&xarr);CHKERRQ(ierr); ierr = VecRestoreArrayRead(tao->XU,&xuarr);CHKERRQ(ierr); ierr = VecRestoreArrayRead(tao->XL,&xlarr);CHKERRQ(ierr); PetscFunctionReturn(0); } /* TaoPDIPMSetUpBounds - Create upper and lower bound vectors of x Collective Input Parameter: . tao - holds pdipm and XL & XU Level: beginner .seealso: TaoPDIPMUpdateConstraints */ PetscErrorCode TaoPDIPMSetUpBounds(Tao tao) { PetscErrorCode ierr; TAO_PDIPM *pdipm=(TAO_PDIPM*)tao->data; const PetscScalar *xl,*xu; PetscInt n,*ixlb,*ixub,*ixfixed,*ixfree,*ixbox,i,low,high,idx; MPI_Comm comm; PetscInt sendbuf[5],recvbuf[5]; PetscFunctionBegin; /* Creates upper and lower bounds vectors on x, if not created already */ ierr = TaoComputeVariableBounds(tao);CHKERRQ(ierr); ierr = VecGetLocalSize(tao->XL,&n);CHKERRQ(ierr); ierr = PetscMalloc5(n,&ixlb,n,&ixub,n,&ixfree,n,&ixfixed,n,&ixbox);CHKERRQ(ierr); ierr = VecGetOwnershipRange(tao->XL,&low,&high);CHKERRQ(ierr); ierr = VecGetArrayRead(tao->XL,&xl);CHKERRQ(ierr); ierr = VecGetArrayRead(tao->XU,&xu);CHKERRQ(ierr); for (i=0; i PETSC_NINFINITY) && (PetscRealPart(xu[i]) < PETSC_INFINITY)) { if (PetscRealPart(xl[i]) == PetscRealPart(xu[i])) { ixfixed[pdipm->nxfixed++] = idx; } else ixbox[pdipm->nxbox++] = idx; } else { if ((PetscRealPart(xl[i]) > PETSC_NINFINITY) && (PetscRealPart(xu[i]) >= PETSC_INFINITY)) { ixlb[pdipm->nxlb++] = idx; } else if ((PetscRealPart(xl[i]) <= PETSC_NINFINITY) && (PetscRealPart(xu[i]) < PETSC_INFINITY)) { ixub[pdipm->nxlb++] = idx; } else ixfree[pdipm->nxfree++] = idx; } } ierr = VecRestoreArrayRead(tao->XL,&xl);CHKERRQ(ierr); ierr = VecRestoreArrayRead(tao->XU,&xu);CHKERRQ(ierr); ierr = PetscObjectGetComm((PetscObject)tao,&comm);CHKERRQ(ierr); sendbuf[0] = pdipm->nxlb; sendbuf[1] = pdipm->nxub; sendbuf[2] = pdipm->nxfixed; sendbuf[3] = pdipm->nxbox; sendbuf[4] = pdipm->nxfree; ierr = MPI_Allreduce(sendbuf,recvbuf,5,MPIU_INT,MPI_SUM,comm);CHKERRQ(ierr); pdipm->Nxlb = recvbuf[0]; pdipm->Nxub = recvbuf[1]; pdipm->Nxfixed = recvbuf[2]; pdipm->Nxbox = recvbuf[3]; pdipm->Nxfree = recvbuf[4]; if (pdipm->Nxlb) { ierr = ISCreateGeneral(comm,pdipm->nxlb,ixlb,PETSC_COPY_VALUES,&pdipm->isxlb);CHKERRQ(ierr); } if (pdipm->Nxub) { ierr = ISCreateGeneral(comm,pdipm->nxub,ixub,PETSC_COPY_VALUES,&pdipm->isxub);CHKERRQ(ierr); } if (pdipm->Nxfixed) { ierr = ISCreateGeneral(comm,pdipm->nxfixed,ixfixed,PETSC_COPY_VALUES,&pdipm->isxfixed);CHKERRQ(ierr); } if (pdipm->Nxbox) { ierr = ISCreateGeneral(comm,pdipm->nxbox,ixbox,PETSC_COPY_VALUES,&pdipm->isxbox);CHKERRQ(ierr); } if (pdipm->Nxfree) { ierr = ISCreateGeneral(comm,pdipm->nxfree,ixfree,PETSC_COPY_VALUES,&pdipm->isxfree);CHKERRQ(ierr); } ierr = PetscFree5(ixlb,ixub,ixfixed,ixbox,ixfree);CHKERRQ(ierr); PetscFunctionReturn(0); } /* TaoPDIPMInitializeSolution - Initialize PDIPM solution X = [x; lambdae; lambdai; z]. X consists of four subvectors in the order [x; lambdae; lambdai; z]. These four subvectors need to be initialized and its values copied over to X. Instead of copying, we use VecPlace/ResetArray functions to share the memory locations for X and the subvectors Collective Input Parameter: . tao - Tao context Level: beginner */ PetscErrorCode TaoPDIPMInitializeSolution(Tao tao) { PetscErrorCode ierr; TAO_PDIPM *pdipm = (TAO_PDIPM*)tao->data; PetscScalar *Xarr,*z,*lambdai; PetscInt i; const PetscScalar *xarr,*h; PetscFunctionBegin; ierr = VecGetArray(pdipm->X,&Xarr);CHKERRQ(ierr); /* Set Initialize X.x = tao->solution */ ierr = VecGetArrayRead(tao->solution,&xarr);CHKERRQ(ierr); ierr = PetscMemcpy(Xarr,xarr,pdipm->nx*sizeof(PetscScalar));CHKERRQ(ierr); ierr = VecRestoreArrayRead(tao->solution,&xarr);CHKERRQ(ierr); /* Initialize X.lambdae = 0.0 */ ierr = VecSet(pdipm->lambdae,0.0);CHKERRQ(ierr); /* Initialize X.lambdai = push_init_lambdai, X.z = push_init_slack */ ierr = VecSet(pdipm->lambdai,pdipm->push_init_lambdai);CHKERRQ(ierr); ierr = VecSet(pdipm->z,pdipm->push_init_slack);CHKERRQ(ierr); /* Additional modification for X.lambdai and X.z */ ierr = VecGetArray(pdipm->lambdai,&lambdai);CHKERRQ(ierr); ierr = VecGetArray(pdipm->z,&z);CHKERRQ(ierr); if(pdipm->Nh) { ierr = VecGetArrayRead(tao->constraints_inequality,&h);CHKERRQ(ierr); for (i=0; i < pdipm->nh; i++) { if (h[i] < -pdipm->push_init_slack) z[i] = -h[i]; if (pdipm->mu/z[i] > pdipm->push_init_lambdai) lambdai[i] = pdipm->mu/z[i]; } ierr = VecRestoreArrayRead(tao->constraints_inequality,&h);CHKERRQ(ierr); } ierr = VecRestoreArray(pdipm->lambdai,&lambdai);CHKERRQ(ierr); ierr = VecRestoreArray(pdipm->z,&z);CHKERRQ(ierr); ierr = VecRestoreArray(pdipm->X,&Xarr);CHKERRQ(ierr); PetscFunctionReturn(0); } /* TaoSNESJacobian_PDIPM - Evaluate the Hessian matrix at X Input Parameter: snes - SNES context X - KKT Vector *ctx - pdipm context Output Parameter: J - Hessian matrix Jpre - Preconditioner */ PetscErrorCode TaoSNESJacobian_PDIPM(SNES snes,Vec X, Mat J, Mat Jpre, void *ctx) { PetscErrorCode ierr; Tao tao=(Tao)ctx; TAO_PDIPM *pdipm = (TAO_PDIPM*)tao->data; PetscInt i,row,cols[2],Jrstart,rjstart,nc,j; const PetscInt *aj,*ranges,*Jranges,*rranges,*cranges; const PetscScalar *Xarr,*aa; PetscScalar vals[2]; PetscInt proc,nx_all,*nce_all=pdipm->nce_all; MPI_Comm comm; PetscMPIInt rank,size; Mat jac_equality_trans=pdipm->jac_equality_trans,jac_inequality_trans=pdipm->jac_inequality_trans; PetscFunctionBegin; ierr = PetscObjectGetComm((PetscObject)snes,&comm);CHKERRQ(ierr); ierr = MPI_Comm_rank(comm,&rank);CHKERRQ(ierr); ierr = MPI_Comm_rank(comm,&size);CHKERRQ(ierr); ierr = MatGetOwnershipRanges(Jpre,&Jranges);CHKERRQ(ierr); ierr = MatGetOwnershipRange(Jpre,&Jrstart,NULL);CHKERRQ(ierr); ierr = MatGetOwnershipRangesColumn(tao->hessian,&rranges);CHKERRQ(ierr); ierr = MatGetOwnershipRangesColumn(tao->hessian,&cranges);CHKERRQ(ierr); ierr = VecGetArrayRead(X,&Xarr);CHKERRQ(ierr); /* (2) insert Z and Ci to Jpre -- overwrite existing values */ for (i=0; i < pdipm->nci; i++) { row = Jrstart + pdipm->off_z + i; cols[0] = Jrstart + pdipm->off_lambdai + i; cols[1] = row; vals[0] = Xarr[pdipm->off_z + i]; vals[1] = Xarr[pdipm->off_lambdai + i]; ierr = MatSetValues(Jpre,1,&row,2,cols,vals,INSERT_VALUES);CHKERRQ(ierr); } /* (3) insert 2nd row block of Jpre: [ grad g, 0, 0, 0] */ if(pdipm->Ng) { ierr = MatGetOwnershipRange(tao->jacobian_equality,&rjstart,NULL);CHKERRQ(ierr); for (i=0; ing; i++){ row = Jrstart + pdipm->off_lambdae + i; ierr = MatGetRow(tao->jacobian_equality,i+rjstart,&nc,&aj,&aa);CHKERRQ(ierr); proc = 0; for (j=0; j < nc; j++) { while (aj[j] >= cranges[proc+1]) proc++; cols[0] = aj[j] - cranges[proc] + Jranges[proc]; ierr = MatSetValue(Jpre,row,cols[0],aa[j],INSERT_VALUES);CHKERRQ(ierr); } ierr = MatRestoreRow(tao->jacobian_equality,i+rjstart,&nc,&aj,&aa);CHKERRQ(ierr); } } if(pdipm->Nh) { /* (4) insert 3nd row block of Jpre: [ grad h, 0, 0, 0] */ ierr = MatGetOwnershipRange(tao->jacobian_inequality,&rjstart,NULL);CHKERRQ(ierr); for (i=0; i < pdipm->nh; i++){ row = Jrstart + pdipm->off_lambdai + i; ierr = MatGetRow(tao->jacobian_inequality,i+rjstart,&nc,&aj,&aa);CHKERRQ(ierr); proc = 0; for (j=0; j < nc; j++) { while (aj[j] >= cranges[proc+1]) proc++; cols[0] = aj[j] - cranges[proc] + Jranges[proc]; ierr = MatSetValue(Jpre,row,cols[0],aa[j],INSERT_VALUES);CHKERRQ(ierr); } ierr = MatRestoreRow(tao->jacobian_inequality,i+rjstart,&nc,&aj,&aa);CHKERRQ(ierr); } } /* (5) insert Wxx, grad g' and -grad h' to Jpre */ if(pdipm->Ng) { ierr = MatTranspose(tao->jacobian_equality,MAT_REUSE_MATRIX,&jac_equality_trans);CHKERRQ(ierr); } if(pdipm->Nh) { ierr = MatTranspose(tao->jacobian_inequality,MAT_REUSE_MATRIX,&jac_inequality_trans);CHKERRQ(ierr); } ierr = VecPlaceArray(pdipm->x,Xarr);CHKERRQ(ierr); ierr = TaoComputeHessian(tao,pdipm->x,tao->hessian,tao->hessian_pre);CHKERRQ(ierr); ierr = VecResetArray(pdipm->x);CHKERRQ(ierr); ierr = MatGetOwnershipRange(tao->hessian,&rjstart,NULL);CHKERRQ(ierr); for (i=0; inx; i++){ row = Jrstart + i; /* insert Wxx */ ierr = MatGetRow(tao->hessian,i+rjstart,&nc,&aj,&aa);CHKERRQ(ierr); proc = 0; for (j=0; j < nc; j++) { while (aj[j] >= cranges[proc+1]) proc++; cols[0] = aj[j] - cranges[proc] + Jranges[proc]; ierr = MatSetValue(Jpre,row,cols[0],aa[j],INSERT_VALUES);CHKERRQ(ierr); } ierr = MatRestoreRow(tao->hessian,i+rjstart,&nc,&aj,&aa);CHKERRQ(ierr); if(pdipm->ng) { /* insert grad g' */ ierr = MatGetRow(jac_equality_trans,i+rjstart,&nc,&aj,&aa);CHKERRQ(ierr); ierr = MatGetOwnershipRanges(tao->jacobian_equality,&ranges);CHKERRQ(ierr); proc = 0; for (j=0; j < nc; j++) { /* find row ownership of */ while (aj[j] >= ranges[proc+1]) proc++; nx_all = rranges[proc+1] - rranges[proc]; cols[0] = aj[j] - ranges[proc] + Jranges[proc] + nx_all; ierr = MatSetValue(Jpre,row,cols[0],aa[j],INSERT_VALUES);CHKERRQ(ierr); } ierr = MatRestoreRow(jac_equality_trans,i+rjstart,&nc,&aj,&aa);CHKERRQ(ierr); } if(pdipm->nh) { /* insert -grad h' */ ierr = MatGetRow(jac_inequality_trans,i+rjstart,&nc,&aj,&aa);CHKERRQ(ierr); ierr = MatGetOwnershipRanges(tao->jacobian_inequality,&ranges);CHKERRQ(ierr); proc = 0; for (j=0; j < nc; j++) { /* find row ownership of */ while (aj[j] >= ranges[proc+1]) proc++; nx_all = rranges[proc+1] - rranges[proc]; cols[0] = aj[j] - ranges[proc] + Jranges[proc] + nx_all + nce_all[proc]; ierr = MatSetValue(Jpre,row,cols[0],-aa[j],INSERT_VALUES);CHKERRQ(ierr); } ierr = MatRestoreRow(jac_inequality_trans,i+rjstart,&nc,&aj,&aa);CHKERRQ(ierr); } } ierr = VecRestoreArrayRead(X,&Xarr);CHKERRQ(ierr); /* (6) assemble Jpre and J */ ierr = MatAssemblyBegin(Jpre,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); ierr = MatAssemblyEnd(Jpre,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); if (J != Jpre) { ierr = MatAssemblyBegin(J,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); ierr = MatAssemblyEnd(J,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); } PetscFunctionReturn(0); } /* TaoSnesFunction_PDIPM - Evaluate KKT function at X Input Parameter: snes - SNES context X - KKT Vector *ctx - pdipm Output Parameter: F - Updated Lagrangian vector */ PetscErrorCode TaoSNESFunction_PDIPM(SNES snes,Vec X,Vec F,void *ctx) { PetscErrorCode ierr; Tao tao=(Tao)ctx; TAO_PDIPM *pdipm = (TAO_PDIPM*)tao->data; PetscScalar *Farr; Vec x,L1; PetscInt i; PetscReal res[2],cnorm[2]; const PetscScalar *Xarr,*carr,*zarr,*larr; PetscFunctionBegin; ierr = VecSet(F,0.0);CHKERRQ(ierr); ierr = VecGetArrayRead(X,&Xarr);CHKERRQ(ierr); ierr = VecGetArray(F,&Farr);CHKERRQ(ierr); /* (0) Evaluate f, fx, Gx, Hx at X.x Note: pdipm->x is not changed below */ x = pdipm->x; ierr = VecPlaceArray(x,Xarr);CHKERRQ(ierr); ierr = TaoPDIPMEvaluateFunctionsAndJacobians(tao,x);CHKERRQ(ierr); /* Update ce, ci, and Jci at X.x */ ierr = TaoPDIPMUpdateConstraints(tao,x);CHKERRQ(ierr); ierr = VecResetArray(x);CHKERRQ(ierr); /* (1) L1 = fx + (gradG'*DE + Jce_xfixed'*lambdae_xfixed) - (gradH'*DI + Jci_xb'*lambdai_xb) */ L1 = pdipm->x; ierr = VecPlaceArray(L1,Farr);CHKERRQ(ierr); if (pdipm->Nci) { if(pdipm->Nh) { /* L1 += gradH'*DI. Note: tao->DI is not changed below */ ierr = VecPlaceArray(tao->DI,Xarr+pdipm->off_lambdai);CHKERRQ(ierr); ierr = MatMultTransposeAdd(tao->jacobian_inequality,tao->DI,L1,L1);CHKERRQ(ierr); ierr = VecResetArray(tao->DI);CHKERRQ(ierr); } /* L1 += Jci_xb'*lambdai_xb */ ierr = VecPlaceArray(pdipm->lambdai_xb,Xarr+pdipm->off_lambdai+pdipm->nh);CHKERRQ(ierr); ierr = MatMultTransposeAdd(pdipm->Jci_xb,pdipm->lambdai_xb,L1,L1);CHKERRQ(ierr); ierr = VecResetArray(pdipm->lambdai_xb);CHKERRQ(ierr); /* (1.4) L1 = - (gradH'*DI + Jci_xb'*lambdai_xb) */ ierr = VecScale(L1,-1.0);CHKERRQ(ierr); } /* L1 += fx */ ierr = VecAXPY(L1,1.0,tao->gradient);CHKERRQ(ierr); if (pdipm->Nce) { if(pdipm->Ng) { /* L1 += gradG'*DE. Note: tao->DE is not changed below */ ierr = VecPlaceArray(tao->DE,Xarr+pdipm->off_lambdae);CHKERRQ(ierr); ierr = MatMultTransposeAdd(tao->jacobian_equality,tao->DE,L1,L1);CHKERRQ(ierr); ierr = VecResetArray(tao->DE);CHKERRQ(ierr); } if (pdipm->Nxfixed) { /* L1 += Jce_xfixed'*lambdae_xfixed */ ierr = VecPlaceArray(pdipm->lambdae_xfixed,Xarr+pdipm->off_lambdae+pdipm->ng);CHKERRQ(ierr); ierr = MatMultTransposeAdd(pdipm->Jce_xfixed,pdipm->lambdae_xfixed,L1,L1);CHKERRQ(ierr); ierr = VecResetArray(pdipm->lambdae_xfixed);CHKERRQ(ierr); } } ierr = VecNorm(L1,NORM_2,&res[0]);CHKERRQ(ierr); ierr = VecResetArray(L1);CHKERRQ(ierr); /* (2) L2 = ce(x) */ if (pdipm->Nce) { ierr = VecGetArrayRead(pdipm->ce,&carr);CHKERRQ(ierr); for (i=0; ince; i++) Farr[pdipm->off_lambdae + i] = carr[i]; ierr = VecRestoreArrayRead(pdipm->ce,&carr);CHKERRQ(ierr); } ierr = VecNorm(pdipm->ce,NORM_2,&cnorm[0]);CHKERRQ(ierr); if (pdipm->Nci) { /* (3) L3 = ci(x) - z; (4) L4 = Z * Lambdai * e - mu * e */ ierr = VecGetArrayRead(pdipm->ci,&carr);CHKERRQ(ierr); larr = Xarr+pdipm->off_lambdai; zarr = Xarr+pdipm->off_z; for (i=0; inci; i++) { Farr[pdipm->off_lambdai + i] = carr[i] - zarr[i]; Farr[pdipm->off_z + i] = zarr[i]*larr[i] - pdipm->mu; } ierr = VecRestoreArrayRead(pdipm->ci,&carr);CHKERRQ(ierr); } ierr = VecPlaceArray(pdipm->ci,Farr+pdipm->off_lambdai);CHKERRQ(ierr); ierr = VecNorm(pdipm->ci,NORM_2,&cnorm[1]);CHKERRQ(ierr); ierr = VecResetArray(pdipm->ci);CHKERRQ(ierr); /* note: pdipm->z is not changed below */ ierr = VecPlaceArray(pdipm->z,Farr+pdipm->off_z);CHKERRQ(ierr); ierr = VecNorm(pdipm->z,NORM_2,&res[1]);CHKERRQ(ierr); ierr = VecResetArray(pdipm->z);CHKERRQ(ierr); tao->residual = PetscSqrtReal(res[0]*res[0] + res[1]*res[1]); tao->cnorm = PetscSqrtReal(cnorm[0]*cnorm[0] + cnorm[1]*cnorm[1]); ierr = VecRestoreArrayRead(X,&Xarr);CHKERRQ(ierr); ierr = VecRestoreArray(F,&Farr);CHKERRQ(ierr); PetscFunctionReturn(0); } /* PDIPMLineSearch - Custom line search used with PDIPM. Collective on TAO Notes: PDIPMLineSearch employs a simple backtracking line-search to keep the slack variables (z) and inequality constraints lagrange multipliers (lambdai) positive, i.e., z,lambdai >=0. It does this by calculating scalars alpha_p and alpha_d to keep z,lambdai non-negative. The decision (x), and the slack variables are updated as X = X + alpha_d*dx. The constraint multipliers are updated as Lambdai = Lambdai + alpha_p*dLambdai. The barrier parameter mu is also updated as mu = mu + z'lambdai/Nci */ PetscErrorCode PDIPMLineSearch(SNESLineSearch linesearch,void *ctx) { PetscErrorCode ierr; Tao tao=(Tao)ctx; TAO_PDIPM *pdipm = (TAO_PDIPM*)tao->data; SNES snes; Vec X,F,Y,W,G; PetscInt i,iter; PetscReal alpha_p=1.0,alpha_d=1.0,alpha[4]; PetscScalar *Xarr,*z,*lambdai,dot; const PetscScalar *dXarr,*dz,*dlambdai; PetscScalar *taosolarr; PetscFunctionBegin; ierr = SNESLineSearchGetSNES(linesearch,&snes);CHKERRQ(ierr); ierr = SNESGetIterationNumber(snes,&iter);CHKERRQ(ierr); ierr = SNESLineSearchSetReason(linesearch,SNES_LINESEARCH_SUCCEEDED);CHKERRQ(ierr); ierr = SNESLineSearchGetVecs(linesearch,&X,&F,&Y,&W,&G);CHKERRQ(ierr); ierr = VecGetArray(X,&Xarr);CHKERRQ(ierr); ierr = VecGetArrayRead(Y,&dXarr);CHKERRQ(ierr); z = Xarr + pdipm->off_z; dz = dXarr + pdipm->off_z; for (i=0; i < pdipm->nci; i++) { if (z[i] - dz[i] < 0.0) { alpha_p = PetscMin(alpha_p,0.9999*z[i]/dz[i]); } } lambdai = Xarr + pdipm->off_lambdai; dlambdai = dXarr + pdipm->off_lambdai; for (i=0; inci; i++) { if (lambdai[i] - dlambdai[i] < 0.0) { alpha_d = PetscMin(0.9999*lambdai[i]/dlambdai[i],alpha_d); } } alpha[0] = alpha_p; alpha[1] = alpha_d; ierr = VecRestoreArrayRead(Y,&dXarr);CHKERRQ(ierr); ierr = VecRestoreArray(X,&Xarr);CHKERRQ(ierr); /* alpha = min(alpha) over all processes */ ierr = MPI_Allreduce(alpha,alpha+2,2,MPIU_REAL,MPIU_MIN,PetscObjectComm((PetscObject)tao));CHKERRQ(ierr); alpha_p = alpha[2]; alpha_d = alpha[3]; ierr = VecGetArray(X,&Xarr);CHKERRQ(ierr); ierr = VecGetArrayRead(Y,&dXarr);CHKERRQ(ierr); for (i=0; inx; i++) { Xarr[i] = Xarr[i] - alpha_p * dXarr[i]; } for (i=0; ince; i++) { Xarr[i+pdipm->off_lambdae] = Xarr[i+pdipm->off_lambdae] - alpha_d * dXarr[i+pdipm->off_lambdae]; } for (i=0; inci; i++) { Xarr[i+pdipm->off_lambdai] = Xarr[i+pdipm->off_lambdai] - alpha_d * dXarr[i+pdipm->off_lambdai]; } for (i=0; inci; i++) { Xarr[i+pdipm->off_z] = Xarr[i+pdipm->off_z] - alpha_p * dXarr[i+pdipm->off_z]; } ierr = VecGetArray(tao->solution,&taosolarr);CHKERRQ(ierr); ierr = PetscMemcpy(taosolarr,Xarr,pdipm->nx*sizeof(PetscScalar));CHKERRQ(ierr); ierr = VecRestoreArray(tao->solution,&taosolarr);CHKERRQ(ierr); ierr = VecRestoreArray(X,&Xarr);CHKERRQ(ierr); ierr = VecRestoreArrayRead(Y,&dXarr);CHKERRQ(ierr); /* Evaluate F at X */ ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); ierr = SNESLineSearchComputeNorms(linesearch);CHKERRQ(ierr); /* must call this func, do not know why */ /* update mu = mu_update_factor * dot(z,lambdai)/pdipm->nci at updated X */ ierr = VecDot(pdipm->z,pdipm->lambdai,&dot);CHKERRQ(ierr); /* if (PetscAbsReal(pdipm->gradL) < 0.9*pdipm->mu) */ pdipm->mu = pdipm->mu_update_factor * dot/pdipm->Nci; /* Update F; get tao->residual and tao->cnorm */ ierr = TaoSNESFunction_PDIPM(snes,X,F,(void*)tao);CHKERRQ(ierr); tao->niter++; ierr = TaoLogConvergenceHistory(tao,pdipm->obj,tao->residual,tao->cnorm,tao->niter);CHKERRQ(ierr); ierr = TaoMonitor(tao,tao->niter,pdipm->obj,tao->residual,tao->cnorm,pdipm->mu);CHKERRQ(ierr); ierr = (*tao->ops->convergencetest)(tao,tao->cnvP);CHKERRQ(ierr); if (tao->reason) { ierr = SNESSetConvergedReason(snes,SNES_CONVERGED_FNORM_ABS);CHKERRQ(ierr); } PetscFunctionReturn(0); } /* TaoSolve_PDIPM Input Parameter: tao - TAO context Output Parameter: tao - TAO context */ PetscErrorCode TaoSolve_PDIPM(Tao tao) { PetscErrorCode ierr; TAO_PDIPM *pdipm = (TAO_PDIPM*)tao->data; SNESLineSearch linesearch; /* SNESLineSearch context */ Vec dummy; PetscFunctionBegin; /* Initialize all variables */ ierr = TaoPDIPMInitializeSolution(tao);CHKERRQ(ierr); /* Set linesearch */ ierr = SNESGetLineSearch(pdipm->snes,&linesearch);CHKERRQ(ierr); ierr = SNESLineSearchSetType(linesearch,SNESLINESEARCHSHELL);CHKERRQ(ierr); ierr = SNESLineSearchShellSetUserFunc(linesearch,PDIPMLineSearch,tao);CHKERRQ(ierr); ierr = SNESLineSearchSetFromOptions(linesearch);CHKERRQ(ierr); tao->reason = TAO_CONTINUE_ITERATING; /* -tao_monitor for iteration 0 and check convergence */ ierr = VecDuplicate(pdipm->X,&dummy);CHKERRQ(ierr); ierr = TaoSNESFunction_PDIPM(pdipm->snes,pdipm->X,dummy,(void*)tao);CHKERRQ(ierr); ierr = TaoLogConvergenceHistory(tao,pdipm->obj,tao->residual,tao->cnorm,tao->niter);CHKERRQ(ierr); ierr = TaoMonitor(tao,tao->niter,pdipm->obj,tao->residual,tao->cnorm,pdipm->mu);CHKERRQ(ierr); ierr = VecDestroy(&dummy);CHKERRQ(ierr); ierr = (*tao->ops->convergencetest)(tao,tao->cnvP);CHKERRQ(ierr); if (tao->reason) { ierr = SNESSetConvergedReason(pdipm->snes,SNES_CONVERGED_FNORM_ABS);CHKERRQ(ierr); } while (tao->reason == TAO_CONTINUE_ITERATING) { SNESConvergedReason reason; ierr = SNESSolve(pdipm->snes,NULL,pdipm->X);CHKERRQ(ierr); /* Check SNES convergence */ ierr = SNESGetConvergedReason(pdipm->snes,&reason);CHKERRQ(ierr); if (reason < 0) { ierr = PetscPrintf(PetscObjectComm((PetscObject)pdipm->snes),"SNES solve did not converged due to reason %D\n",reason);CHKERRQ(ierr); } /* Check TAO convergence */ if (PetscIsInfOrNanReal(pdipm->obj)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_SUP,"User-provided compute function generated Inf or NaN"); } PetscFunctionReturn(0); } /* TaoSetup_PDIPM - Sets up tao and pdipm Input Parameter: tao - TAO object Output: pdipm - initialized object */ PetscErrorCode TaoSetup_PDIPM(Tao tao) { TAO_PDIPM *pdipm = (TAO_PDIPM*)tao->data; PetscErrorCode ierr; MPI_Comm comm; PetscMPIInt rank,size; PetscInt row,col,Jcrstart,Jcrend,k,tmp,nc,proc,*nh_all,*ng_all; PetscInt offset,*xa,*xb,i,j,rstart,rend; PetscScalar one=1.0,neg_one=-1.0,*Xarr; const PetscInt *cols,*rranges,*cranges,*aj,*ranges; const PetscScalar *aa; Mat J,jac_equality_trans,jac_inequality_trans; Mat Jce_xfixed_trans,Jci_xb_trans; PetscInt *dnz,*onz,rjstart,nx_all,*nce_all,*Jranges,cols1[2]; PetscFunctionBegin; ierr = PetscObjectGetComm((PetscObject)tao,&comm);CHKERRQ(ierr); ierr = MPI_Comm_rank(comm,&rank);CHKERRQ(ierr); ierr = MPI_Comm_size(comm,&size);CHKERRQ(ierr); /* (1) Setup Bounds and create Tao vectors */ ierr = TaoPDIPMSetUpBounds(tao);CHKERRQ(ierr); if (!tao->gradient) { ierr = VecDuplicate(tao->solution,&tao->gradient);CHKERRQ(ierr); ierr = VecDuplicate(tao->solution,&tao->stepdirection);CHKERRQ(ierr); } /* (2) Get sizes */ /* Size of vector x - This is set by TaoSetInitia√lVector */ ierr = VecGetSize(tao->solution,&pdipm->Nx);CHKERRQ(ierr); ierr = VecGetLocalSize(tao->solution,&pdipm->nx);CHKERRQ(ierr); /* Size of equality constraints and vectors */ if (tao->constraints_equality) { ierr = VecGetSize(tao->constraints_equality,&pdipm->Ng);CHKERRQ(ierr); ierr = VecGetLocalSize(tao->constraints_equality,&pdipm->ng);CHKERRQ(ierr); } else { pdipm->ng = pdipm->Ng = 0; } pdipm->nce = pdipm->ng + pdipm->nxfixed; pdipm->Nce = pdipm->Ng + pdipm->Nxfixed; /* Size of inequality constraints and vectors */ if (tao->constraints_inequality) { ierr = VecGetSize(tao->constraints_inequality,&pdipm->Nh);CHKERRQ(ierr); ierr = VecGetLocalSize(tao->constraints_inequality,&pdipm->nh);CHKERRQ(ierr); } else { pdipm->nh = pdipm->Nh = 0; } pdipm->nci = pdipm->nh + pdipm->nxlb + pdipm->nxub + 2*pdipm->nxbox; pdipm->Nci = pdipm->Nh + pdipm->Nxlb + pdipm->Nxub + 2*pdipm->Nxbox; /* Full size of the KKT system to be solved */ pdipm->n = pdipm->nx + pdipm->nce + 2*pdipm->nci; pdipm->N = pdipm->Nx + pdipm->Nce + 2*pdipm->Nci; /* list below to TaoView_PDIPM()? */ /* ierr = PetscPrintf(PETSC_COMM_SELF,"[%d] nce %d = ng %d + nxfixed %d\n",rank,pdipm->nce,pdipm->ng,pdipm->nxfixed); */ /* ierr = PetscPrintf(PETSC_COMM_SELF,"[%d] nci %d = nh %d + nxlb %d + nxub %d + 2*nxbox %d\n",rank,pdipm->nci,pdipm->nh,pdipm->nxlb,pdipm->nxub,pdipm->nxbox); */ /* ierr = PetscPrintf(PETSC_COMM_SELF,"[%d] n %d = nx %d + nce %d + 2*nci %d\n",rank,pdipm->n,pdipm->nx,pdipm->nce,pdipm->nci); */ /* (3) Offsets for subvectors */ pdipm->off_lambdae = pdipm->nx; pdipm->off_lambdai = pdipm->off_lambdae + pdipm->nce; pdipm->off_z = pdipm->off_lambdai + pdipm->nci; /* (4) Create vectors and subvectors */ /* Ce and Ci vectors */ ierr = VecCreate(comm,&pdipm->ce);CHKERRQ(ierr); ierr = VecSetSizes(pdipm->ce,pdipm->nce,pdipm->Nce);CHKERRQ(ierr); ierr = VecSetFromOptions(pdipm->ce);CHKERRQ(ierr); ierr = VecCreate(comm,&pdipm->ci);CHKERRQ(ierr); ierr = VecSetSizes(pdipm->ci,pdipm->nci,pdipm->Nci);CHKERRQ(ierr); ierr = VecSetFromOptions(pdipm->ci);CHKERRQ(ierr); /* X=[x; lambdae; lambdai; z] for the big KKT system */ ierr = VecCreate(comm,&pdipm->X);CHKERRQ(ierr); ierr = VecSetSizes(pdipm->X,pdipm->n,pdipm->N);CHKERRQ(ierr); ierr = VecSetFromOptions(pdipm->X);CHKERRQ(ierr); /* Subvectors; they share local arrays with X */ ierr = VecGetArray(pdipm->X,&Xarr);CHKERRQ(ierr); /* x shares local array with X.x */ if (pdipm->Nx) { ierr = VecCreateMPIWithArray(comm,1,pdipm->nx,pdipm->Nx,Xarr,&pdipm->x);CHKERRQ(ierr); } /* lambdae shares local array with X.lambdae */ if (pdipm->Nce) { ierr = VecCreateMPIWithArray(comm,1,pdipm->nce,pdipm->Nce,Xarr+pdipm->off_lambdae,&pdipm->lambdae);CHKERRQ(ierr); } /* tao->DE shares local array with X.lambdae_g */ if (pdipm->Ng) { ierr = VecCreateMPIWithArray(comm,1,pdipm->ng,pdipm->Ng,Xarr+pdipm->off_lambdae,&tao->DE);CHKERRQ(ierr); ierr = VecCreate(comm,&pdipm->lambdae_xfixed);CHKERRQ(ierr); ierr = VecSetSizes(pdipm->lambdae_xfixed,pdipm->nxfixed,PETSC_DECIDE);CHKERRQ(ierr); ierr = VecSetFromOptions(pdipm->lambdae_xfixed);CHKERRQ(ierr); } if (pdipm->Nci) { /* lambdai shares local array with X.lambdai */ ierr = VecCreateMPIWithArray(comm,1,pdipm->nci,pdipm->Nci,Xarr+pdipm->off_lambdai,&pdipm->lambdai);CHKERRQ(ierr); /* z for slack variables; it shares local array with X.z */ ierr = VecCreateMPIWithArray(comm,1,pdipm->nci,pdipm->Nci,Xarr+pdipm->off_z,&pdipm->z);CHKERRQ(ierr); } /* tao->DI which shares local array with X.lambdai_h */ if (pdipm->Nh) { ierr = VecCreateMPIWithArray(comm,1,pdipm->nh,pdipm->Nh,Xarr+pdipm->off_lambdai,&tao->DI);CHKERRQ(ierr); } ierr = VecCreate(comm,&pdipm->lambdai_xb);CHKERRQ(ierr); ierr = VecSetSizes(pdipm->lambdai_xb,(pdipm->nci - pdipm->nh),PETSC_DECIDE);CHKERRQ(ierr); ierr = VecSetFromOptions(pdipm->lambdai_xb);CHKERRQ(ierr); ierr = VecRestoreArray(pdipm->X,&Xarr);CHKERRQ(ierr); /* (5) Create Jacobians Jce_xfixed and Jci */ /* (5.1) PDIPM Jacobian of equality bounds cebound(x) = J_nxfixed */ if (pdipm->Nxfixed) { /* Create Jce_xfixed */ ierr = MatCreate(comm,&pdipm->Jce_xfixed);CHKERRQ(ierr); ierr = MatSetSizes(pdipm->Jce_xfixed,pdipm->nxfixed,pdipm->nx,PETSC_DECIDE,pdipm->Nx);CHKERRQ(ierr); ierr = MatSetFromOptions(pdipm->Jce_xfixed);CHKERRQ(ierr); ierr = MatSeqAIJSetPreallocation(pdipm->Jce_xfixed,1,NULL);CHKERRQ(ierr); ierr = MatMPIAIJSetPreallocation(pdipm->Jce_xfixed,1,NULL,1,NULL);CHKERRQ(ierr); ierr = MatGetOwnershipRange(pdipm->Jce_xfixed,&Jcrstart,&Jcrend);CHKERRQ(ierr); ierr = ISGetIndices(pdipm->isxfixed,&cols);CHKERRQ(ierr); k = 0; for (row = Jcrstart; row < Jcrend; row++) { ierr = MatSetValues(pdipm->Jce_xfixed,1,&row,1,cols+k,&one,INSERT_VALUES);CHKERRQ(ierr); k++; } ierr = ISRestoreIndices(pdipm->isxfixed, &cols);CHKERRQ(ierr); ierr = MatAssemblyBegin(pdipm->Jce_xfixed,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); ierr = MatAssemblyEnd(pdipm->Jce_xfixed,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); } /* (5.2) PDIPM inequality Jacobian Jci = [tao->jacobian_inequality; ...] */ ierr = MatCreate(comm,&pdipm->Jci_xb);CHKERRQ(ierr); ierr = MatSetSizes(pdipm->Jci_xb,pdipm->nci-pdipm->nh,pdipm->nx,PETSC_DECIDE,pdipm->Nx);CHKERRQ(ierr); ierr = MatSetFromOptions(pdipm->Jci_xb);CHKERRQ(ierr); ierr = MatSeqAIJSetPreallocation(pdipm->Jci_xb,1,NULL);CHKERRQ(ierr); ierr = MatMPIAIJSetPreallocation(pdipm->Jci_xb,1,NULL,1,NULL);CHKERRQ(ierr); ierr = MatGetOwnershipRange(pdipm->Jci_xb,&Jcrstart,&Jcrend);CHKERRQ(ierr); offset = Jcrstart; if (pdipm->Nxub) { /* Add xub to Jci_xb */ ierr = ISGetIndices(pdipm->isxub,&cols);CHKERRQ(ierr); k = 0; for (row = offset; row < offset + pdipm->nxub; row++) { ierr = MatSetValues(pdipm->Jci_xb,1,&row,1,cols+k,&neg_one,INSERT_VALUES);CHKERRQ(ierr); k++; } ierr = ISRestoreIndices(pdipm->isxub, &cols);CHKERRQ(ierr); } if (pdipm->Nxlb) { /* Add xlb to Jci_xb */ ierr = ISGetIndices(pdipm->isxlb,&cols);CHKERRQ(ierr); k = 0; offset += pdipm->nxub; for (row = offset; row < offset + pdipm->nxlb; row++) { ierr = MatSetValues(pdipm->Jci_xb,1,&row,1,cols+k,&one,INSERT_VALUES);CHKERRQ(ierr); k++; } ierr = ISRestoreIndices(pdipm->isxlb, &cols);CHKERRQ(ierr); } /* Add xbox to Jci_xb */ if (pdipm->Nxbox) { ierr = ISGetIndices(pdipm->isxbox,&cols);CHKERRQ(ierr); k = 0; offset += pdipm->nxlb; for (row = offset; row < offset + pdipm->nxbox; row++) { ierr = MatSetValues(pdipm->Jci_xb,1,&row,1,cols+k,&neg_one,INSERT_VALUES);CHKERRQ(ierr); tmp = row + pdipm->nxbox; ierr = MatSetValues(pdipm->Jci_xb,1,&tmp,1,cols+k,&one,INSERT_VALUES);CHKERRQ(ierr); k++; } ierr = ISRestoreIndices(pdipm->isxbox, &cols);CHKERRQ(ierr); } ierr = MatAssemblyBegin(pdipm->Jci_xb,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); ierr = MatAssemblyEnd(pdipm->Jci_xb,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); /* ierr = MatView(pdipm->Jci_xb,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr); */ /* (6) Set up ISs for PC Fieldsplit */ if (pdipm->solve_reduced_kkt) { ierr = PetscMalloc2(pdipm->nx+pdipm->nce,&xa,2*pdipm->nci,&xb);CHKERRQ(ierr); for(i=0; i < pdipm->nx + pdipm->nce; i++) xa[i] = i; for(i=0; i < 2*pdipm->nci; i++) xb[i] = pdipm->off_lambdai + i; ierr = ISCreateGeneral(comm,pdipm->nx+pdipm->nce,xa,PETSC_OWN_POINTER,&pdipm->is1);CHKERRQ(ierr); ierr = ISCreateGeneral(comm,2*pdipm->nci,xb,PETSC_OWN_POINTER,&pdipm->is2);CHKERRQ(ierr); } /* (7) Gather offsets from all processes */ ierr = PetscMalloc1(size,&pdipm->nce_all);CHKERRQ(ierr); /* Get rstart of KKT matrix */ ierr = MPI_Scan(&pdipm->n,&rstart,1,MPIU_INT,MPI_SUM,comm);CHKERRQ(ierr); rstart -= pdipm->n; ierr = MPI_Allgather(&pdipm->nce,1,MPIU_INT,pdipm->nce_all,1,MPIU_INT,comm);CHKERRQ(ierr); ierr = PetscMalloc3(size,&ng_all,size,&nh_all,size,&Jranges);CHKERRQ(ierr); ierr = MPI_Allgather(&rstart,1,MPIU_INT,Jranges,1,MPIU_INT,comm);CHKERRQ(ierr); ierr = MPI_Allgather(&pdipm->nh,1,MPIU_INT,nh_all,1,MPIU_INT,comm);CHKERRQ(ierr); ierr = MPI_Allgather(&pdipm->ng,1,MPIU_INT,ng_all,1,MPIU_INT,comm);CHKERRQ(ierr); ierr = MatGetOwnershipRanges(tao->hessian,&rranges);CHKERRQ(ierr); ierr = MatGetOwnershipRangesColumn(tao->hessian,&cranges);CHKERRQ(ierr); if (pdipm->Ng) { ierr = TaoComputeJacobianEquality(tao,tao->solution,tao->jacobian_equality,tao->jacobian_equality_pre);CHKERRQ(ierr); ierr = MatTranspose(tao->jacobian_equality,MAT_INITIAL_MATRIX,&pdipm->jac_equality_trans);CHKERRQ(ierr); } if (pdipm->Nh) { ierr = TaoComputeJacobianInequality(tao,tao->solution,tao->jacobian_inequality,tao->jacobian_inequality_pre);CHKERRQ(ierr); ierr = MatTranspose(tao->jacobian_inequality,MAT_INITIAL_MATRIX,&pdipm->jac_inequality_trans);CHKERRQ(ierr); } /* Count dnz,onz for preallocation of KKT matrix */ jac_equality_trans = pdipm->jac_equality_trans; jac_inequality_trans = pdipm->jac_inequality_trans; nce_all = pdipm->nce_all; if (pdipm->Nxfixed) { ierr = MatTranspose(pdipm->Jce_xfixed,MAT_INITIAL_MATRIX,&Jce_xfixed_trans);CHKERRQ(ierr); } ierr = MatTranspose(pdipm->Jci_xb,MAT_INITIAL_MATRIX,&Jci_xb_trans);CHKERRQ(ierr); ierr = MatPreallocateInitialize(comm,pdipm->n,pdipm->n,dnz,onz);CHKERRQ(ierr); /* 1st row block of KKT matrix: [Wxx; gradCe'; -gradCi'; 0] */ ierr = TaoPDIPMEvaluateFunctionsAndJacobians(tao,pdipm->x);CHKERRQ(ierr); ierr = TaoComputeHessian(tao,tao->solution,tao->hessian,tao->hessian_pre);CHKERRQ(ierr); /* Insert tao->hessian */ ierr = MatGetOwnershipRange(tao->hessian,&rjstart,NULL);CHKERRQ(ierr); for (i=0; inx; i++){ row = rstart + i; ierr = MatGetRow(tao->hessian,i+rjstart,&nc,&aj,NULL);CHKERRQ(ierr); proc = 0; for (j=0; j < nc; j++) { while (aj[j] >= cranges[proc+1]) proc++; col = aj[j] - cranges[proc] + Jranges[proc]; ierr = MatPreallocateSet(row,1,&col,dnz,onz);CHKERRQ(ierr); } ierr = MatRestoreRow(tao->hessian,i+rjstart,&nc,&aj,NULL);CHKERRQ(ierr); if(pdipm->ng) { /* Insert grad g' */ ierr = MatGetRow(jac_equality_trans,i+rjstart,&nc,&aj,NULL);CHKERRQ(ierr); ierr = MatGetOwnershipRanges(tao->jacobian_equality,&ranges);CHKERRQ(ierr); proc = 0; for (j=0; j < nc; j++) { /* find row ownership of */ while (aj[j] >= ranges[proc+1]) proc++; nx_all = rranges[proc+1] - rranges[proc]; col = aj[j] - ranges[proc] + Jranges[proc] + nx_all; ierr = MatPreallocateSet(row,1,&col,dnz,onz);CHKERRQ(ierr); } ierr = MatRestoreRow(jac_equality_trans,i+rjstart,&nc,&aj,NULL);CHKERRQ(ierr); } /* Insert Jce_xfixed^T' */ if (pdipm->nxfixed) { ierr = MatGetRow(Jce_xfixed_trans,i+rjstart,&nc,&aj,NULL);CHKERRQ(ierr); ierr = MatGetOwnershipRanges(pdipm->Jce_xfixed,&ranges);CHKERRQ(ierr); proc = 0; for (j=0; j < nc; j++) { /* find row ownership of */ while (aj[j] >= ranges[proc+1]) proc++; nx_all = rranges[proc+1] - rranges[proc]; col = aj[j] - ranges[proc] + Jranges[proc] + nx_all + ng_all[proc]; ierr = MatPreallocateSet(row,1,&col,dnz,onz);CHKERRQ(ierr); } ierr = MatRestoreRow(Jce_xfixed_trans,i+rjstart,&nc,&aj,NULL);CHKERRQ(ierr); } if(pdipm->nh) { /* Insert -grad h' */ ierr = MatGetRow(jac_inequality_trans,i+rjstart,&nc,&aj,NULL);CHKERRQ(ierr); ierr = MatGetOwnershipRanges(tao->jacobian_inequality,&ranges);CHKERRQ(ierr); proc = 0; for (j=0; j < nc; j++) { /* find row ownership of */ while (aj[j] >= ranges[proc+1]) proc++; nx_all = rranges[proc+1] - rranges[proc]; col = aj[j] - ranges[proc] + Jranges[proc] + nx_all + nce_all[proc]; ierr = MatPreallocateSet(row,1,&col,dnz,onz);CHKERRQ(ierr); } ierr = MatRestoreRow(jac_inequality_trans,i+rjstart,&nc,&aj,NULL);CHKERRQ(ierr); } /* Insert Jci_xb^T' */ ierr = MatGetRow(Jci_xb_trans,i+rjstart,&nc,&aj,NULL);CHKERRQ(ierr); ierr = MatGetOwnershipRanges(pdipm->Jci_xb,&ranges);CHKERRQ(ierr); proc = 0; for (j=0; j < nc; j++) { /* find row ownership of */ while (aj[j] >= ranges[proc+1]) proc++; nx_all = rranges[proc+1] - rranges[proc]; col = aj[j] - ranges[proc] + Jranges[proc] + nx_all + nce_all[proc] + nh_all[proc]; ierr = MatPreallocateSet(row,1,&col,dnz,onz);CHKERRQ(ierr); } ierr = MatRestoreRow(Jci_xb_trans,i+rjstart,&nc,&aj,NULL);CHKERRQ(ierr); } /* 2nd Row block of KKT matrix: [grad Ce, 0, 0, 0] */ if(pdipm->Ng) { ierr = MatGetOwnershipRange(tao->jacobian_equality,&rjstart,NULL);CHKERRQ(ierr); for (i=0; i < pdipm->ng; i++){ row = rstart + pdipm->off_lambdae + i; ierr = MatGetRow(tao->jacobian_equality,i+rjstart,&nc,&aj,NULL);CHKERRQ(ierr); proc = 0; for (j=0; j < nc; j++) { while (aj[j] >= cranges[proc+1]) proc++; col = aj[j] - cranges[proc] + Jranges[proc]; ierr = MatPreallocateSet(row,1,&col,dnz,onz);CHKERRQ(ierr); /* grad g */ } ierr = MatRestoreRow(tao->jacobian_equality,i+rjstart,&nc,&aj,NULL);CHKERRQ(ierr); } } /* Jce_xfixed */ if (pdipm->Nxfixed) { ierr = MatGetOwnershipRange(pdipm->Jce_xfixed,&Jcrstart,NULL);CHKERRQ(ierr); for (i=0; i < (pdipm->nce - pdipm->ng); i++ ){ row = rstart + pdipm->off_lambdae + pdipm->ng + i; ierr = MatGetRow(pdipm->Jce_xfixed,i+Jcrstart,&nc,&cols,NULL);CHKERRQ(ierr); if (nc != 1) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_SUP,"nc != 1"); proc = 0; j = 0; while (cols[j] >= cranges[proc+1]) proc++; col = cols[j] - cranges[proc] + Jranges[proc]; ierr = MatPreallocateSet(row,1,&col,dnz,onz);CHKERRQ(ierr); ierr = MatRestoreRow(pdipm->Jce_xfixed,i+Jcrstart,&nc,&cols,NULL);CHKERRQ(ierr); } } /* 3rd Row block of KKT matrix: [ gradCi, 0, 0, -I] */ if(pdipm->Nh) { ierr = MatGetOwnershipRange(tao->jacobian_inequality,&rjstart,NULL);CHKERRQ(ierr); for (i=0; i < pdipm->nh; i++){ row = rstart + pdipm->off_lambdai + i; ierr = MatGetRow(tao->jacobian_inequality,i+rjstart,&nc,&aj,NULL);CHKERRQ(ierr); proc = 0; for (j=0; j < nc; j++) { while (aj[j] >= cranges[proc+1]) proc++; col = aj[j] - cranges[proc] + Jranges[proc]; ierr = MatPreallocateSet(row,1,&col,dnz,onz);CHKERRQ(ierr); /* grad h */ } ierr = MatRestoreRow(tao->jacobian_inequality,i+rjstart,&nc,&aj,NULL);CHKERRQ(ierr); } /* -I */ for (i=0; i < pdipm->nh; i++){ row = rstart + pdipm->off_lambdai + i; col = rstart + pdipm->off_z + i; ierr = MatPreallocateSet(row,1,&col,dnz,onz);CHKERRQ(ierr); } } /* Jci_xb */ ierr = MatGetOwnershipRange(pdipm->Jci_xb,&Jcrstart,NULL);CHKERRQ(ierr); for (i=0; i < (pdipm->nci - pdipm->nh); i++ ){ row = rstart + pdipm->off_lambdai + pdipm->nh + i; ierr = MatGetRow(pdipm->Jci_xb,i+Jcrstart,&nc,&cols,NULL);CHKERRQ(ierr); if (nc != 1) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_SUP,"nc != 1"); proc = 0; for (j=0; j < nc; j++) { while (cols[j] >= cranges[proc+1]) proc++; col = cols[j] - cranges[proc] + Jranges[proc]; ierr = MatPreallocateSet(row,1,&col,dnz,onz);CHKERRQ(ierr); } ierr = MatRestoreRow(pdipm->Jci_xb,i+Jcrstart,&nc,&cols,NULL);CHKERRQ(ierr); /* -I */ col = rstart + pdipm->off_z + pdipm->nh + i; ierr = MatPreallocateSet(row,1,&col,dnz,onz);CHKERRQ(ierr); } /* 4-th Row block of KKT matrix: Z and Ci */ for (i=0; i < pdipm->nci; i++) { row = rstart + pdipm->off_z + i; cols1[0] = rstart + pdipm->off_lambdai + i; cols1[1] = row; ierr = MatPreallocateSet(row,2,cols1,dnz,onz);CHKERRQ(ierr); } /* diagonal entry */ for (i=0; in; i++) dnz[i]++; /* diagonal entry */ /* Create KKT matrix */ ierr = MatCreate(comm,&J);CHKERRQ(ierr); ierr = MatSetSizes(J,pdipm->n,pdipm->n,PETSC_DECIDE,PETSC_DECIDE);CHKERRQ(ierr); ierr = MatSetFromOptions(J);CHKERRQ(ierr); ierr = MatSeqAIJSetPreallocation(J,0,dnz);CHKERRQ(ierr); ierr = MatMPIAIJSetPreallocation(J,0,dnz,0,onz);CHKERRQ(ierr); /* ierr = MatSetOption(J,MAT_NEW_NONZERO_ALLOCATION_ERR,PETSC_FALSE);CHKERRQ(ierr); */ ierr = MatPreallocateFinalize(dnz,onz);CHKERRQ(ierr); pdipm->K = J; /* (8) Set up nonlinear solver SNES */ ierr = SNESSetFunction(pdipm->snes,NULL,TaoSNESFunction_PDIPM,(void*)tao);CHKERRQ(ierr); ierr = SNESSetJacobian(pdipm->snes,J,J,TaoSNESJacobian_PDIPM,(void*)tao);CHKERRQ(ierr); if (pdipm->solve_reduced_kkt) { PC pc; ierr = KSPGetPC(tao->ksp,&pc);CHKERRQ(ierr); ierr = PCSetType(pc,PCFIELDSPLIT);CHKERRQ(ierr); ierr = PCFieldSplitSetType(pc,PC_COMPOSITE_SCHUR);CHKERRQ(ierr); ierr = PCFieldSplitSetIS(pc,"2",pdipm->is2);CHKERRQ(ierr); ierr = PCFieldSplitSetIS(pc,"1",pdipm->is1);CHKERRQ(ierr); } ierr = SNESSetFromOptions(pdipm->snes);CHKERRQ(ierr); /* (9) Insert constant entries to K */ /* Set 0.0 to diagonal of K, so that the solver does not complain *about missing diagonal value */ ierr = MatGetOwnershipRange(J,&rstart,&rend);CHKERRQ(ierr); for (i=rstart; iNxfixed) { ierr = MatGetOwnershipRange(pdipm->Jce_xfixed,&Jcrstart,NULL);CHKERRQ(ierr); for (i=0; i < (pdipm->nce - pdipm->ng); i++ ){ row = rstart + pdipm->off_lambdae + pdipm->ng + i; ierr = MatGetRow(pdipm->Jce_xfixed,i+Jcrstart,&nc,&cols,&aa);CHKERRQ(ierr); proc = 0; for (j=0; j < nc; j++) { while (cols[j] >= cranges[proc+1]) proc++; col = cols[j] - cranges[proc] + Jranges[proc]; ierr = MatSetValue(J,row,col,aa[j],INSERT_VALUES);CHKERRQ(ierr); /* grad Ce */ ierr = MatSetValue(J,col,row,aa[j],INSERT_VALUES);CHKERRQ(ierr); /* grad Ce' */ } ierr = MatRestoreRow(pdipm->Jce_xfixed,i+Jcrstart,&nc,&cols,&aa);CHKERRQ(ierr); } } /* Row block of K: [ grad Ci, 0, 0, -I] */ ierr = MatGetOwnershipRange(pdipm->Jci_xb,&Jcrstart,NULL);CHKERRQ(ierr); for (i=0; i < (pdipm->nci - pdipm->nh); i++ ){ row = rstart + pdipm->off_lambdai + pdipm->nh + i; ierr = MatGetRow(pdipm->Jci_xb,i+Jcrstart,&nc,&cols,&aa);CHKERRQ(ierr); proc = 0; for (j=0; j < nc; j++) { while (cols[j] >= cranges[proc+1]) proc++; col = cols[j] - cranges[proc] + Jranges[proc]; ierr = MatSetValue(J,col,row,-aa[j],INSERT_VALUES);CHKERRQ(ierr); ierr = MatSetValue(J,row,col,aa[j],INSERT_VALUES);CHKERRQ(ierr); } ierr = MatRestoreRow(pdipm->Jci_xb,i+Jcrstart,&nc,&cols,&aa);CHKERRQ(ierr); col = rstart + pdipm->off_z + pdipm->nh + i; ierr = MatSetValue(J,row,col,-1,INSERT_VALUES);CHKERRQ(ierr); } for (i=0; i < pdipm->nh; i++){ row = rstart + pdipm->off_lambdai + i; col = rstart + pdipm->off_z + i; ierr = MatSetValue(J,row,col,-1,INSERT_VALUES);CHKERRQ(ierr); } if (pdipm->Nxfixed) { ierr = MatDestroy(&Jce_xfixed_trans);CHKERRQ(ierr); } ierr = MatDestroy(&Jci_xb_trans);CHKERRQ(ierr); ierr = PetscFree3(ng_all,nh_all,Jranges);CHKERRQ(ierr); PetscFunctionReturn(0); } /* TaoDestroy_PDIPM - Destroys the pdipm object Input: full pdipm Output: Destroyed pdipm */ PetscErrorCode TaoDestroy_PDIPM(Tao tao) { TAO_PDIPM *pdipm = (TAO_PDIPM*)tao->data; PetscErrorCode ierr; PetscFunctionBegin; /* Freeing Vectors assocaiated with KKT (X) */ ierr = VecDestroy(&pdipm->x);CHKERRQ(ierr); /* Solution x */ ierr = VecDestroy(&pdipm->lambdae);CHKERRQ(ierr); /* Equality constraints lagrangian multiplier*/ ierr = VecDestroy(&pdipm->lambdai);CHKERRQ(ierr); /* Inequality constraints lagrangian multiplier*/ ierr = VecDestroy(&pdipm->z);CHKERRQ(ierr); /* Slack variables */ ierr = VecDestroy(&pdipm->X);CHKERRQ(ierr); /* Big KKT system vector [x; lambdae; lambdai; z] */ /* work vectors */ ierr = VecDestroy(&pdipm->lambdae_xfixed);CHKERRQ(ierr); ierr = VecDestroy(&pdipm->lambdai_xb);CHKERRQ(ierr); /* Legrangian equality and inequality Vec */ ierr = VecDestroy(&pdipm->ce);CHKERRQ(ierr); /* Vec of equality constraints */ ierr = VecDestroy(&pdipm->ci);CHKERRQ(ierr); /* Vec of inequality constraints */ /* Matrices */ ierr = MatDestroy(&pdipm->Jce_xfixed);CHKERRQ(ierr); ierr = MatDestroy(&pdipm->Jci_xb);CHKERRQ(ierr); /* Jacobian of inequality constraints Jci = [tao->jacobian_inequality ; J(nxub); J(nxlb); J(nxbx)] */ ierr = MatDestroy(&pdipm->K);CHKERRQ(ierr); /* Index Sets */ if (pdipm->Nxub) { ierr = ISDestroy(&pdipm->isxub);CHKERRQ(ierr); /* Finite upper bound only -inf < x < ub */ } if (pdipm->Nxlb) { ierr = ISDestroy(&pdipm->isxlb);CHKERRQ(ierr); /* Finite lower bound only lb <= x < inf */ } if (pdipm->Nxfixed) { ierr = ISDestroy(&pdipm->isxfixed);CHKERRQ(ierr); /* Fixed variables lb = x = ub */ } if (pdipm->Nxbox) { ierr = ISDestroy(&pdipm->isxbox);CHKERRQ(ierr); /* Boxed variables lb <= x <= ub */ } if (pdipm->Nxfree) { ierr = ISDestroy(&pdipm->isxfree);CHKERRQ(ierr); /* Free variables -inf <= x <= inf */ } if (pdipm->solve_reduced_kkt) { ierr = ISDestroy(&pdipm->is1);CHKERRQ(ierr); ierr = ISDestroy(&pdipm->is2);CHKERRQ(ierr); } /* SNES */ ierr = SNESDestroy(&pdipm->snes);CHKERRQ(ierr); /* Nonlinear solver */ ierr = PetscFree(pdipm->nce_all);CHKERRQ(ierr); ierr = MatDestroy(&pdipm->jac_equality_trans);CHKERRQ(ierr); ierr = MatDestroy(&pdipm->jac_inequality_trans);CHKERRQ(ierr); /* Destroy pdipm */ ierr = PetscFree(tao->data);CHKERRQ(ierr); /* Holding locations of pdipm */ /* Destroy Dual */ ierr = VecDestroy(&tao->DE);CHKERRQ(ierr); /* equality dual */ ierr = VecDestroy(&tao->DI);CHKERRQ(ierr); /* dinequality dual */ PetscFunctionReturn(0); } PetscErrorCode TaoSetFromOptions_PDIPM(PetscOptionItems *PetscOptionsObject,Tao tao) { TAO_PDIPM *pdipm = (TAO_PDIPM*)tao->data; PetscErrorCode ierr; PetscFunctionBegin; ierr = PetscOptionsHead(PetscOptionsObject,"PDIPM method for constrained optimization");CHKERRQ(ierr); ierr = PetscOptionsReal("-tao_pdipm_push_init_slack","parameter to push initial slack variables away from bounds",NULL,pdipm->push_init_slack,&pdipm->push_init_slack,NULL);CHKERRQ(ierr); ierr = PetscOptionsReal("-tao_pdipm_push_init_lambdai","parameter to push initial (inequality) dual variables away from bounds",NULL,pdipm->push_init_lambdai,&pdipm->push_init_lambdai,NULL);CHKERRQ(ierr); ierr = PetscOptionsBool("-tao_pdipm_solve_reduced_kkt","Solve reduced KKT system using Schur-complement",NULL,pdipm->solve_reduced_kkt,&pdipm->solve_reduced_kkt,NULL);CHKERRQ(ierr); ierr = PetscOptionsReal("-tao_pdipm_mu_update_factor","Update scalar for barrier parameter (mu) update",NULL,pdipm->mu_update_factor,&pdipm->mu_update_factor,NULL);CHKERRQ(ierr); ierr = PetscOptionsTail();CHKERRQ(ierr); PetscFunctionReturn(0); } /*MC TAOPDIPM - Barrier-based primal-dual interior point algorithm for generally constrained optimization. Option Database Keys: + -tao_pdipm_push_init_lambdai - parameter to push initial dual variables away from bounds (> 0) . -tao_pdipm_push_init_slack - parameter to push initial slack variables away from bounds (> 0) - -tao_pdipm_mu_update_factor - update scalar for barrier parameter (mu) update (> 0) Level: beginner M*/ PETSC_EXTERN PetscErrorCode TaoCreate_PDIPM(Tao tao) { TAO_PDIPM *pdipm; PetscErrorCode ierr; PetscFunctionBegin; tao->ops->setup = TaoSetup_PDIPM; tao->ops->solve = TaoSolve_PDIPM; tao->ops->setfromoptions = TaoSetFromOptions_PDIPM; tao->ops->destroy = TaoDestroy_PDIPM; ierr = PetscNewLog(tao,&pdipm);CHKERRQ(ierr); tao->data = (void*)pdipm; pdipm->nx = pdipm->Nx = 0; pdipm->nxfixed = pdipm->Nxfixed = 0; pdipm->nxlb = pdipm->Nxlb = 0; pdipm->nxub = pdipm->Nxub = 0; pdipm->nxbox = pdipm->Nxbox = 0; pdipm->nxfree = pdipm->Nxfree = 0; pdipm->ng = pdipm->Ng = pdipm->nce = pdipm->Nce = 0; pdipm->nh = pdipm->Nh = pdipm->nci = pdipm->Nci = 0; pdipm->n = pdipm->N = 0; pdipm->mu = 1.0; pdipm->mu_update_factor = 0.1; pdipm->push_init_slack = 1.0; pdipm->push_init_lambdai = 1.0; pdipm->solve_reduced_kkt = PETSC_FALSE; /* Override default settings (unless already changed) */ if (!tao->max_it_changed) tao->max_it = 200; if (!tao->max_funcs_changed) tao->max_funcs = 500; ierr = SNESCreate(((PetscObject)tao)->comm,&pdipm->snes);CHKERRQ(ierr); ierr = SNESSetOptionsPrefix(pdipm->snes,tao->hdr.prefix);CHKERRQ(ierr); ierr = SNESGetKSP(pdipm->snes,&tao->ksp);CHKERRQ(ierr); ierr = PetscObjectReference((PetscObject)tao->ksp);CHKERRQ(ierr); PetscFunctionReturn(0); }