#include <../src/tao/leastsquares/impls/brgn/brgn.h> /*I "petsctao.h" I*/ const char *const TaoBRGNRegularizationTypes[] = {"user", "l2prox", "l2pure", "l1dict", "lm", "TaoBRGNRegularizationType", "TAOBRGN_REGULARIZATION_", NULL}; static PetscErrorCode GNHessianProd(Mat H, Vec in, Vec out) { TAO_BRGN *gn; PetscFunctionBegin; PetscCall(MatShellGetContext(H, &gn)); PetscCall(MatMult(gn->subsolver->ls_jac, in, gn->r_work)); PetscCall(MatMultTranspose(gn->subsolver->ls_jac, gn->r_work, out)); switch (gn->reg_type) { case TAOBRGN_REGULARIZATION_USER: PetscCall(MatMult(gn->Hreg, in, gn->x_work)); PetscCall(VecAXPY(out, gn->lambda, gn->x_work)); break; case TAOBRGN_REGULARIZATION_L2PURE: PetscCall(VecAXPY(out, gn->lambda, in)); break; case TAOBRGN_REGULARIZATION_L2PROX: PetscCall(VecAXPY(out, gn->lambda, in)); break; case TAOBRGN_REGULARIZATION_L1DICT: /* out = out + lambda*D'*(diag.*(D*in)) */ if (gn->D) { PetscCall(MatMult(gn->D, in, gn->y)); /* y = D*in */ } else { PetscCall(VecCopy(in, gn->y)); } PetscCall(VecPointwiseMult(gn->y_work, gn->diag, gn->y)); /* y_work = diag.*(D*in), where diag = epsilon^2 ./ sqrt(x.^2+epsilon^2).^3 */ if (gn->D) { PetscCall(MatMultTranspose(gn->D, gn->y_work, gn->x_work)); /* x_work = D'*(diag.*(D*in)) */ } else { PetscCall(VecCopy(gn->y_work, gn->x_work)); } PetscCall(VecAXPY(out, gn->lambda, gn->x_work)); break; case TAOBRGN_REGULARIZATION_LM: PetscCall(VecPointwiseMult(gn->x_work, gn->damping, in)); PetscCall(VecAXPY(out, 1, gn->x_work)); break; } PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode ComputeDamping(TAO_BRGN *gn) { const PetscScalar *diag_ary; PetscScalar *damping_ary; PetscInt i, n; PetscFunctionBegin; /* update damping */ PetscCall(VecGetArray(gn->damping, &damping_ary)); PetscCall(VecGetArrayRead(gn->diag, &diag_ary)); PetscCall(VecGetLocalSize(gn->damping, &n)); for (i = 0; i < n; i++) damping_ary[i] = PetscClipInterval(diag_ary[i], PETSC_SQRT_MACHINE_EPSILON, PetscSqrtReal(PETSC_MAX_REAL)); PetscCall(VecScale(gn->damping, gn->lambda)); PetscCall(VecRestoreArray(gn->damping, &damping_ary)); PetscCall(VecRestoreArrayRead(gn->diag, &diag_ary)); PetscFunctionReturn(PETSC_SUCCESS); } /*@ TaoBRGNGetDampingVector - Get the damping vector $\mathrm{diag}(J^T J)$ from a `TAOBRGN` with `TAOBRGN_REGULARIZATION_LM` regularization Collective Input Parameter: . tao - a `Tao` of type `TAOBRGN` with `TAOBRGN_REGULARIZATION_LM` regularization Output Parameter: . d - the damping vector Level: developer .seealso: [](ch_tao), `Tao`, `TAOBRGN`, `TaoBRGNRegularzationTypes` @*/ PetscErrorCode TaoBRGNGetDampingVector(Tao tao, Vec *d) { PetscFunctionBegin; PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); PetscAssertPointer(d, 2); PetscUseMethod((PetscObject)tao, "TaoBRGNGetDampingVector_C", (Tao, Vec *), (tao, d)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoBRGNGetDampingVector_BRGN(Tao tao, Vec *d) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscFunctionBegin; PetscCheck(gn->reg_type == TAOBRGN_REGULARIZATION_LM, PetscObjectComm((PetscObject)tao), PETSC_ERR_SUP, "Damping vector is only available if regularization type is lm."); *d = gn->damping; PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode GNObjectiveGradientEval(Tao tao, Vec X, PetscReal *fcn, Vec G, void *ptr) { TAO_BRGN *gn = (TAO_BRGN *)ptr; PetscInt K; /* dimension of D*X */ PetscScalar yESum; PetscReal f_reg; PetscFunctionBegin; /* compute objective *fcn*/ /* compute first term 0.5*||ls_res||_2^2 */ PetscCall(TaoComputeResidual(tao, X, tao->ls_res)); PetscCall(VecDot(tao->ls_res, tao->ls_res, fcn)); *fcn *= 0.5; /* compute gradient G */ PetscCall(TaoComputeResidualJacobian(tao, X, tao->ls_jac, tao->ls_jac_pre)); PetscCall(MatMultTranspose(tao->ls_jac, tao->ls_res, G)); /* add the regularization contribution */ switch (gn->reg_type) { case TAOBRGN_REGULARIZATION_USER: PetscCall((*gn->regularizerobjandgrad)(tao, X, &f_reg, gn->x_work, gn->reg_obj_ctx)); *fcn += gn->lambda * f_reg; PetscCall(VecAXPY(G, gn->lambda, gn->x_work)); break; case TAOBRGN_REGULARIZATION_L2PURE: /* compute f = f + lambda*0.5*xk'*xk */ PetscCall(VecDot(X, X, &f_reg)); *fcn += gn->lambda * 0.5 * f_reg; /* compute G = G + lambda*xk */ PetscCall(VecAXPY(G, gn->lambda, X)); break; case TAOBRGN_REGULARIZATION_L2PROX: /* compute f = f + lambda*0.5*(xk - xkm1)'*(xk - xkm1) */ PetscCall(VecAXPBYPCZ(gn->x_work, 1.0, -1.0, 0.0, X, gn->x_old)); PetscCall(VecDot(gn->x_work, gn->x_work, &f_reg)); *fcn += gn->lambda * 0.5 * f_reg; /* compute G = G + lambda*(xk - xkm1) */ PetscCall(VecAXPBYPCZ(G, gn->lambda, -gn->lambda, 1.0, X, gn->x_old)); break; case TAOBRGN_REGULARIZATION_L1DICT: /* compute f = f + lambda*sum(sqrt(y.^2+epsilon^2) - epsilon), where y = D*x*/ if (gn->D) { PetscCall(MatMult(gn->D, X, gn->y)); /* y = D*x */ } else { PetscCall(VecCopy(X, gn->y)); } PetscCall(VecPointwiseMult(gn->y_work, gn->y, gn->y)); PetscCall(VecShift(gn->y_work, gn->epsilon * gn->epsilon)); PetscCall(VecSqrtAbs(gn->y_work)); /* gn->y_work = sqrt(y.^2+epsilon^2) */ PetscCall(VecSum(gn->y_work, &yESum)); PetscCall(VecGetSize(gn->y, &K)); *fcn += gn->lambda * (yESum - K * gn->epsilon); /* compute G = G + lambda*D'*(y./sqrt(y.^2+epsilon^2)),where y = D*x */ PetscCall(VecPointwiseDivide(gn->y_work, gn->y, gn->y_work)); /* reuse y_work = y./sqrt(y.^2+epsilon^2) */ if (gn->D) { PetscCall(MatMultTranspose(gn->D, gn->y_work, gn->x_work)); } else { PetscCall(VecCopy(gn->y_work, gn->x_work)); } PetscCall(VecAXPY(G, gn->lambda, gn->x_work)); break; case TAOBRGN_REGULARIZATION_LM: break; default: break; } PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode GNComputeHessian(Tao tao, Vec X, Mat H, Mat Hpre, void *ptr) { TAO_BRGN *gn = (TAO_BRGN *)ptr; PetscInt i, n, cstart, cend; PetscScalar *cnorms, *diag_ary; PetscFunctionBegin; PetscCall(TaoComputeResidualJacobian(tao, X, tao->ls_jac, tao->ls_jac_pre)); if (gn->mat_explicit) PetscCall(MatTransposeMatMult(tao->ls_jac, tao->ls_jac, MAT_REUSE_MATRIX, PETSC_DETERMINE, &gn->H)); switch (gn->reg_type) { case TAOBRGN_REGULARIZATION_USER: PetscCall((*gn->regularizerhessian)(tao, X, gn->Hreg, gn->reg_hess_ctx)); if (gn->mat_explicit) PetscCall(MatAXPY(gn->H, 1.0, gn->Hreg, DIFFERENT_NONZERO_PATTERN)); break; case TAOBRGN_REGULARIZATION_L2PURE: if (gn->mat_explicit) PetscCall(MatShift(gn->H, gn->lambda)); break; case TAOBRGN_REGULARIZATION_L2PROX: if (gn->mat_explicit) PetscCall(MatShift(gn->H, gn->lambda)); break; case TAOBRGN_REGULARIZATION_L1DICT: /* calculate and store diagonal matrix as a vector: diag = epsilon^2 ./ sqrt(x.^2+epsilon^2).^3* --> diag = epsilon^2 ./ sqrt(y.^2+epsilon^2).^3,where y = D*x */ if (gn->D) { PetscCall(MatMult(gn->D, X, gn->y)); /* y = D*x */ } else { PetscCall(VecCopy(X, gn->y)); } PetscCall(VecPointwiseMult(gn->y_work, gn->y, gn->y)); PetscCall(VecShift(gn->y_work, gn->epsilon * gn->epsilon)); PetscCall(VecCopy(gn->y_work, gn->diag)); /* gn->diag = y.^2+epsilon^2 */ PetscCall(VecSqrtAbs(gn->y_work)); /* gn->y_work = sqrt(y.^2+epsilon^2) */ PetscCall(VecPointwiseMult(gn->diag, gn->y_work, gn->diag)); /* gn->diag = sqrt(y.^2+epsilon^2).^3 */ PetscCall(VecReciprocal(gn->diag)); PetscCall(VecScale(gn->diag, gn->epsilon * gn->epsilon)); if (gn->mat_explicit) PetscCall(MatDiagonalSet(gn->H, gn->diag, ADD_VALUES)); break; case TAOBRGN_REGULARIZATION_LM: /* compute diagonal of J^T J */ PetscCall(MatGetSize(gn->parent->ls_jac, NULL, &n)); PetscCall(PetscMalloc1(n, &cnorms)); PetscCall(MatGetColumnNorms(gn->parent->ls_jac, NORM_2, cnorms)); PetscCall(MatGetOwnershipRangeColumn(gn->parent->ls_jac, &cstart, &cend)); PetscCall(VecGetArray(gn->diag, &diag_ary)); for (i = 0; i < cend - cstart; i++) diag_ary[i] = cnorms[cstart + i] * cnorms[cstart + i]; PetscCall(VecRestoreArray(gn->diag, &diag_ary)); PetscCall(PetscFree(cnorms)); PetscCall(ComputeDamping(gn)); if (gn->mat_explicit) PetscCall(MatDiagonalSet(gn->H, gn->damping, ADD_VALUES)); break; default: break; } PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode GNHookFunction(Tao tao, PetscInt iter, PetscCtx ctx) { TAO_BRGN *gn = (TAO_BRGN *)ctx; PetscFunctionBegin; /* Update basic tao information from the subsolver */ gn->parent->nfuncs = tao->nfuncs; gn->parent->ngrads = tao->ngrads; gn->parent->nfuncgrads = tao->nfuncgrads; gn->parent->nhess = tao->nhess; gn->parent->niter = tao->niter; gn->parent->ksp_its = tao->ksp_its; gn->parent->ksp_tot_its = tao->ksp_tot_its; gn->parent->fc = tao->fc; PetscCall(TaoGetConvergedReason(tao, &gn->parent->reason)); /* Update the solution vectors */ if (iter == 0) { PetscCall(VecSet(gn->x_old, 0.0)); } else { PetscCall(VecCopy(tao->solution, gn->x_old)); PetscCall(VecCopy(tao->solution, gn->parent->solution)); } /* Update the gradient */ PetscCall(VecCopy(tao->gradient, gn->parent->gradient)); /* Update damping parameter for LM */ if (gn->reg_type == TAOBRGN_REGULARIZATION_LM) { if (iter > 0) { if (gn->fc_old > tao->fc) { gn->lambda = gn->lambda * gn->downhill_lambda_change; } else { /* uphill step */ gn->lambda = gn->lambda * gn->uphill_lambda_change; } } gn->fc_old = tao->fc; } /* Call general purpose update function */ if (gn->parent->ops->update) PetscCall((*gn->parent->ops->update)(gn->parent, gn->parent->niter, gn->parent->user_update)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoBRGNGetRegularizationType_BRGN(Tao tao, TaoBRGNRegularizationType *type) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscFunctionBegin; *type = gn->reg_type; PetscFunctionReturn(PETSC_SUCCESS); } /*@ TaoBRGNGetRegularizationType - Get the `TaoBRGNRegularizationType` of a `TAOBRGN` Not collective Input Parameter: . tao - a `Tao` of type `TAOBRGN` Output Parameter: . type - the `TaoBRGNRegularizationType` Level: advanced .seealso: [](ch_tao), `Tao`, `TAOBRGN`, `TaoBRGNRegularizationType`, `TaoBRGNSetRegularizationType()` @*/ PetscErrorCode TaoBRGNGetRegularizationType(Tao tao, TaoBRGNRegularizationType *type) { PetscFunctionBegin; PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); PetscAssertPointer(type, 2); PetscUseMethod((PetscObject)tao, "TaoBRGNGetRegularizationType_C", (Tao, TaoBRGNRegularizationType *), (tao, type)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoBRGNSetRegularizationType_BRGN(Tao tao, TaoBRGNRegularizationType type) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscFunctionBegin; gn->reg_type = type; PetscFunctionReturn(PETSC_SUCCESS); } /*@ TaoBRGNSetRegularizationType - Set the `TaoBRGNRegularizationType` of a `TAOBRGN` Logically collective Input Parameters: + tao - a `Tao` of type `TAOBRGN` - type - the `TaoBRGNRegularizationType` Level: advanced .seealso: [](ch_tao), `Tao`, `TAOBRGN`, `TaoBRGNRegularizationType`, `TaoBRGNGetRegularizationType` @*/ PetscErrorCode TaoBRGNSetRegularizationType(Tao tao, TaoBRGNRegularizationType type) { PetscFunctionBegin; PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); PetscValidLogicalCollectiveEnum(tao, type, 2); PetscTryMethod((PetscObject)tao, "TaoBRGNSetRegularizationType_C", (Tao, TaoBRGNRegularizationType), (tao, type)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoSolve_BRGN(Tao tao) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscFunctionBegin; PetscCall(TaoSolve(gn->subsolver)); /* Update basic tao information from the subsolver */ tao->nfuncs = gn->subsolver->nfuncs; tao->ngrads = gn->subsolver->ngrads; tao->nfuncgrads = gn->subsolver->nfuncgrads; tao->nhess = gn->subsolver->nhess; tao->niter = gn->subsolver->niter; tao->ksp_its = gn->subsolver->ksp_its; tao->ksp_tot_its = gn->subsolver->ksp_tot_its; PetscCall(TaoGetConvergedReason(gn->subsolver, &tao->reason)); /* Update vectors */ PetscCall(VecCopy(gn->subsolver->solution, tao->solution)); PetscCall(VecCopy(gn->subsolver->gradient, tao->gradient)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoSetFromOptions_BRGN(Tao tao, PetscOptionItems PetscOptionsObject) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; TaoLineSearch ls; PetscFunctionBegin; PetscOptionsHeadBegin(PetscOptionsObject, "least-squares problems with regularizer: ||f(x)||^2 + lambda*g(x), g(x) = ||xk-xkm1||^2 or ||Dx||_1 or user defined function."); PetscCall(PetscOptionsBool("-tao_brgn_mat_explicit", "switches the Hessian construction to be an explicit matrix rather than MATSHELL", "", gn->mat_explicit, &gn->mat_explicit, NULL)); PetscCall(PetscOptionsReal("-tao_brgn_regularizer_weight", "regularizer weight (default 1e-4)", "", gn->lambda, &gn->lambda, NULL)); PetscCall(PetscOptionsReal("-tao_brgn_l1_smooth_epsilon", "L1-norm smooth approximation parameter: ||x||_1 = sum(sqrt(x.^2+epsilon^2)-epsilon) (default 1e-6)", "", gn->epsilon, &gn->epsilon, NULL)); PetscCall(PetscOptionsReal("-tao_brgn_lm_downhill_lambda_change", "Factor to decrease trust region by on downhill steps", "", gn->downhill_lambda_change, &gn->downhill_lambda_change, NULL)); PetscCall(PetscOptionsReal("-tao_brgn_lm_uphill_lambda_change", "Factor to increase trust region by on uphill steps", "", gn->uphill_lambda_change, &gn->uphill_lambda_change, NULL)); PetscCall(PetscOptionsEnum("-tao_brgn_regularization_type", "regularization type", "", TaoBRGNRegularizationTypes, (PetscEnum)gn->reg_type, (PetscEnum *)&gn->reg_type, NULL)); PetscOptionsHeadEnd(); /* set unit line search direction as the default when using the lm regularizer */ if (gn->reg_type == TAOBRGN_REGULARIZATION_LM) { PetscCall(TaoGetLineSearch(gn->subsolver, &ls)); PetscCall(TaoLineSearchSetType(ls, TAOLINESEARCHUNIT)); } PetscCall(TaoSetFromOptions(gn->subsolver)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoView_BRGN(Tao tao, PetscViewer viewer) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscBool isascii; PetscFunctionBegin; PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &isascii)); if (isascii) { PetscCall(PetscViewerASCIIPushTab(viewer)); PetscCall(PetscViewerASCIIPrintf(viewer, "Regularizer weight: %g\n", (double)gn->lambda)); PetscCall(PetscViewerASCIIPrintf(viewer, "BRGN Regularization Type: %s\n", TaoBRGNRegularizationTypes[gn->reg_type])); switch (gn->reg_type) { case TAOBRGN_REGULARIZATION_L1DICT: PetscCall(PetscViewerASCIIPrintf(viewer, "L1 smooth epsilon: %g\n", (double)gn->epsilon)); break; case TAOBRGN_REGULARIZATION_LM: PetscCall(PetscViewerASCIIPrintf(viewer, "Downhill trust region decrease factor:: %g\n", (double)gn->downhill_lambda_change)); PetscCall(PetscViewerASCIIPrintf(viewer, "Uphill trust region increase factor:: %g\n", (double)gn->uphill_lambda_change)); break; case TAOBRGN_REGULARIZATION_L2PROX: case TAOBRGN_REGULARIZATION_L2PURE: case TAOBRGN_REGULARIZATION_USER: default: break; } PetscCall(PetscViewerASCIIPopTab(viewer)); } PetscCall(PetscViewerASCIIPushTab(viewer)); PetscCall(TaoView(gn->subsolver, viewer)); PetscCall(PetscViewerASCIIPopTab(viewer)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoSetUp_BRGN(Tao tao) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscBool is_bnls, is_bntr, is_bntl; PetscInt n, N, K; /* dict has size K*N*/ PetscFunctionBegin; PetscCheck(tao->ls_res, PetscObjectComm((PetscObject)tao), PETSC_ERR_ORDER, "TaoSetResidualRoutine() must be called before setup!"); PetscCall(PetscObjectTypeCompare((PetscObject)gn->subsolver, TAOBNLS, &is_bnls)); PetscCall(PetscObjectTypeCompare((PetscObject)gn->subsolver, TAOBNTR, &is_bntr)); PetscCall(PetscObjectTypeCompare((PetscObject)gn->subsolver, TAOBNTL, &is_bntl)); PetscCheck((!is_bnls && !is_bntr && !is_bntl) || tao->ls_jac, PetscObjectComm((PetscObject)tao), PETSC_ERR_ORDER, "TaoSetResidualJacobianRoutine() must be called before setup!"); if (!tao->gradient) PetscCall(VecDuplicate(tao->solution, &tao->gradient)); if (!gn->x_work) PetscCall(VecDuplicate(tao->solution, &gn->x_work)); if (!gn->r_work) PetscCall(VecDuplicate(tao->ls_res, &gn->r_work)); if (!gn->x_old) { PetscCall(VecDuplicate(tao->solution, &gn->x_old)); PetscCall(VecSet(gn->x_old, 0.0)); } if (TAOBRGN_REGULARIZATION_L1DICT == gn->reg_type) { if (!gn->y) { if (gn->D) { PetscCall(MatGetSize(gn->D, &K, &N)); /* Shell matrices still must have sizes defined. K = N for identity matrix, K=N-1 or N for gradient matrix */ PetscCall(MatCreateVecs(gn->D, NULL, &gn->y)); } else { PetscCall(VecDuplicate(tao->solution, &gn->y)); /* If user does not setup dict matrix, use identity matrix, K=N */ } PetscCall(VecSet(gn->y, 0.0)); } if (!gn->y_work) PetscCall(VecDuplicate(gn->y, &gn->y_work)); if (!gn->diag) { PetscCall(VecDuplicate(gn->y, &gn->diag)); PetscCall(VecSet(gn->diag, 0.0)); } } if (TAOBRGN_REGULARIZATION_LM == gn->reg_type) { if (!gn->diag) PetscCall(MatCreateVecs(tao->ls_jac, &gn->diag, NULL)); if (!gn->damping) PetscCall(MatCreateVecs(tao->ls_jac, &gn->damping, NULL)); } if (!tao->setupcalled) { /* Hessian setup */ if (gn->mat_explicit) { PetscCall(TaoComputeResidualJacobian(tao, tao->solution, tao->ls_jac, tao->ls_jac_pre)); PetscCall(MatTransposeMatMult(tao->ls_jac, tao->ls_jac, MAT_INITIAL_MATRIX, PETSC_DETERMINE, &gn->H)); } else { PetscCall(VecGetLocalSize(tao->solution, &n)); PetscCall(VecGetSize(tao->solution, &N)); PetscCall(MatCreate(PetscObjectComm((PetscObject)tao), &gn->H)); PetscCall(MatSetSizes(gn->H, n, n, N, N)); PetscCall(MatSetType(gn->H, MATSHELL)); PetscCall(MatSetOption(gn->H, MAT_SYMMETRIC, PETSC_TRUE)); PetscCall(MatShellSetOperation(gn->H, MATOP_MULT, (PetscErrorCodeFn *)GNHessianProd)); PetscCall(MatShellSetContext(gn->H, gn)); } PetscCall(MatSetUp(gn->H)); /* Subsolver setup,include initial vector and dictionary D */ PetscCall(TaoSetUpdate(gn->subsolver, GNHookFunction, gn)); PetscCall(TaoSetSolution(gn->subsolver, tao->solution)); if (tao->bounded) PetscCall(TaoSetVariableBounds(gn->subsolver, tao->XL, tao->XU)); PetscCall(TaoSetResidualRoutine(gn->subsolver, tao->ls_res, tao->ops->computeresidual, tao->user_lsresP)); PetscCall(TaoSetJacobianResidualRoutine(gn->subsolver, tao->ls_jac, tao->ls_jac, tao->ops->computeresidualjacobian, tao->user_lsjacP)); PetscCall(TaoSetObjectiveAndGradient(gn->subsolver, NULL, GNObjectiveGradientEval, gn)); PetscCall(TaoSetHessian(gn->subsolver, gn->H, gn->H, GNComputeHessian, gn)); /* Propagate some options down */ PetscCall(TaoSetTolerances(gn->subsolver, tao->gatol, tao->grtol, tao->gttol)); PetscCall(TaoSetMaximumIterations(gn->subsolver, tao->max_it)); PetscCall(TaoSetMaximumFunctionEvaluations(gn->subsolver, tao->max_funcs)); PetscCall(TaoSetUp(gn->subsolver)); } PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoDestroy_BRGN(Tao tao) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscFunctionBegin; if (tao->setupcalled) { PetscCall(VecDestroy(&tao->gradient)); PetscCall(VecDestroy(&gn->x_work)); PetscCall(VecDestroy(&gn->r_work)); PetscCall(VecDestroy(&gn->x_old)); PetscCall(VecDestroy(&gn->diag)); PetscCall(VecDestroy(&gn->y)); PetscCall(VecDestroy(&gn->y_work)); } PetscCall(VecDestroy(&gn->damping)); PetscCall(VecDestroy(&gn->diag)); PetscCall(MatDestroy(&gn->H)); PetscCall(MatDestroy(&gn->D)); PetscCall(MatDestroy(&gn->Hreg)); PetscCall(TaoDestroy(&gn->subsolver)); gn->parent = NULL; PetscCall(PetscFree(tao->data)); PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoBRGNGetRegularizationType_C", NULL)); PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoBRGNSetRegularizationType_C", NULL)); PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoBRGNGetDampingVector_C", NULL)); PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoBRGNSetDictionaryMatrix_C", NULL)); PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoBRGNGetSubsolver_C", NULL)); PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoBRGNSetRegularizerWeight_C", NULL)); PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoBRGNSetL1SmoothEpsilon_C", NULL)); PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoBRGNSetRegularizerObjectiveAndGradientRoutine_C", NULL)); PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoBRGNSetRegularizerHessianRoutine_C", NULL)); PetscFunctionReturn(PETSC_SUCCESS); } /*@ TaoBRGNGetSubsolver - Get the pointer to the subsolver inside a `TAOBRGN` Collective Input Parameters: + tao - the Tao solver context - subsolver - the `Tao` sub-solver context Level: advanced .seealso: `Tao`, `Mat`, `TAOBRGN` @*/ PetscErrorCode TaoBRGNGetSubsolver(Tao tao, Tao *subsolver) { PetscFunctionBegin; PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); PetscUseMethod((PetscObject)tao, "TaoBRGNGetSubsolver_C", (Tao, Tao *), (tao, subsolver)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoBRGNGetSubsolver_BRGN(Tao tao, Tao *subsolver) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscFunctionBegin; *subsolver = gn->subsolver; PetscFunctionReturn(PETSC_SUCCESS); } /*@ TaoBRGNSetRegularizerWeight - Set the regularizer weight for the Gauss-Newton least-squares algorithm Collective Input Parameters: + tao - the `Tao` solver context - lambda - L1-norm regularizer weight Level: beginner .seealso: `Tao`, `Mat`, `TAOBRGN` @*/ PetscErrorCode TaoBRGNSetRegularizerWeight(Tao tao, PetscReal lambda) { PetscFunctionBegin; PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); PetscValidLogicalCollectiveReal(tao, lambda, 2); PetscTryMethod((PetscObject)tao, "TaoBRGNSetRegularizerWeight_C", (Tao, PetscReal), (tao, lambda)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoBRGNSetRegularizerWeight_BRGN(Tao tao, PetscReal lambda) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscFunctionBegin; gn->lambda = lambda; PetscFunctionReturn(PETSC_SUCCESS); } /*@ TaoBRGNSetL1SmoothEpsilon - Set the L1-norm smooth approximation parameter for L1-regularized least-squares algorithm Collective Input Parameters: + tao - the `Tao` solver context - epsilon - L1-norm smooth approximation parameter Level: advanced .seealso: `Tao`, `Mat`, `TAOBRGN` @*/ PetscErrorCode TaoBRGNSetL1SmoothEpsilon(Tao tao, PetscReal epsilon) { PetscFunctionBegin; PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); PetscValidLogicalCollectiveReal(tao, epsilon, 2); PetscTryMethod((PetscObject)tao, "TaoBRGNSetL1SmoothEpsilon_C", (Tao, PetscReal), (tao, epsilon)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoBRGNSetL1SmoothEpsilon_BRGN(Tao tao, PetscReal epsilon) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscFunctionBegin; gn->epsilon = epsilon; PetscFunctionReturn(PETSC_SUCCESS); } /*@ TaoBRGNSetDictionaryMatrix - bind the dictionary matrix from user application context to gn->D, for compressed sensing (with least-squares problem) Input Parameters: + tao - the `Tao` context - dict - the user specified dictionary matrix. We allow to set a `NULL` dictionary, which means identity matrix by default Level: advanced .seealso: `Tao`, `Mat`, `TAOBRGN` @*/ PetscErrorCode TaoBRGNSetDictionaryMatrix(Tao tao, Mat dict) { PetscFunctionBegin; PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); PetscTryMethod((PetscObject)tao, "TaoBRGNSetDictionaryMatrix_C", (Tao, Mat), (tao, dict)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoBRGNSetDictionaryMatrix_BRGN(Tao tao, Mat dict) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscFunctionBegin; if (dict) { PetscValidHeaderSpecific(dict, MAT_CLASSID, 2); PetscCheckSameComm(tao, 1, dict, 2); PetscCall(PetscObjectReference((PetscObject)dict)); } PetscCall(MatDestroy(&gn->D)); gn->D = dict; PetscFunctionReturn(PETSC_SUCCESS); } /*@C TaoBRGNSetRegularizerObjectiveAndGradientRoutine - Sets the user-defined regularizer call-back function into the algorithm. Input Parameters: + tao - the Tao context . func - function pointer for the regularizer value and gradient evaluation - ctx - user context for the regularizer Calling sequence: + tao - the `Tao` context . u - the location at which to compute the objective and gradient . val - location to store objective function value . g - location to store gradient - ctx - user context for the regularizer Hessian Level: advanced .seealso: `Tao`, `Mat`, `TAOBRGN` @*/ PetscErrorCode TaoBRGNSetRegularizerObjectiveAndGradientRoutine(Tao tao, PetscErrorCode (*func)(Tao tao, Vec u, PetscReal *val, Vec g, PetscCtx ctx), PetscCtx ctx) { PetscFunctionBegin; PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); PetscTryMethod((PetscObject)tao, "TaoBRGNSetRegularizerObjectiveAndGradientRoutine_C", (Tao, PetscErrorCode (*)(Tao, Vec, PetscReal *, Vec, void *), void *), (tao, func, ctx)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoBRGNSetRegularizerObjectiveAndGradientRoutine_BRGN(Tao tao, PetscErrorCode (*func)(Tao tao, Vec u, PetscReal *val, Vec g, PetscCtx ctx), PetscCtx ctx) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscFunctionBegin; if (ctx) gn->reg_obj_ctx = ctx; if (func) gn->regularizerobjandgrad = func; PetscFunctionReturn(PETSC_SUCCESS); } /*@C TaoBRGNSetRegularizerHessianRoutine - Sets the user-defined regularizer call-back function into the algorithm. Input Parameters: + tao - the `Tao` context . Hreg - user-created matrix for the Hessian of the regularization term . func - function pointer for the regularizer Hessian evaluation - ctx - user context for the regularizer Hessian Calling sequence: + tao - the `Tao` context . u - the location at which to compute the Hessian . Hreg - user-created matrix for the Hessian of the regularization term - ctx - user context for the regularizer Hessian Level: advanced .seealso: `Tao`, `Mat`, `TAOBRGN` @*/ PetscErrorCode TaoBRGNSetRegularizerHessianRoutine(Tao tao, Mat Hreg, PetscErrorCode (*func)(Tao tao, Vec u, Mat Hreg, PetscCtx ctx), PetscCtx ctx) { PetscFunctionBegin; PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); PetscTryMethod((PetscObject)tao, "TaoBRGNSetRegularizerHessianRoutine_C", (Tao, Mat, PetscErrorCode (*)(Tao, Vec, Mat, void *), void *), (tao, Hreg, func, ctx)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoBRGNSetRegularizerHessianRoutine_BRGN(Tao tao, Mat Hreg, PetscErrorCode (*func)(Tao tao, Vec u, Mat Hreg, PetscCtx ctx), PetscCtx ctx) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscFunctionBegin; if (Hreg) { PetscValidHeaderSpecific(Hreg, MAT_CLASSID, 2); PetscCheckSameComm(tao, 1, Hreg, 2); } else SETERRQ(PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_WRONG, "NULL Hessian detected! User must provide valid Hessian for the regularizer."); if (ctx) gn->reg_hess_ctx = ctx; if (func) gn->regularizerhessian = func; if (Hreg) { PetscCall(PetscObjectReference((PetscObject)Hreg)); PetscCall(MatDestroy(&gn->Hreg)); gn->Hreg = Hreg; } PetscFunctionReturn(PETSC_SUCCESS); } /*MC TAOBRGN - Bounded Regularized Gauss-Newton method for solving nonlinear least-squares problems with bound constraints. This algorithm is a thin wrapper around `TAOBNTL` that constructs the Gauss-Newton problem with the user-provided least-squares residual and Jacobian. The algorithm offers an L2-norm ("l2pure"), L2-norm proximal point ("l2prox") regularizer, and L1-norm dictionary regularizer ("l1dict"), where we approximate the L1-norm ||x||_1 by sum_i(sqrt(x_i^2+epsilon^2)-epsilon) with a small positive number epsilon. Also offered is the "lm" regularizer which uses a scaled diagonal of J^T J. With the "lm" regularizer, `TAOBRGN` is a Levenberg-Marquardt optimizer. The user can also provide own regularization function. Options Database Keys: + -tao_brgn_regularization_type - regularization type ("user", "l2prox", "l2pure", "l1dict", "lm") (default "l2prox") . -tao_brgn_regularizer_weight - regularizer weight (default 1e-4) - -tao_brgn_l1_smooth_epsilon - L1-norm smooth approximation parameter: ||x||_1 = sum(sqrt(x.^2+epsilon^2)-epsilon) (default 1e-6) Level: beginner .seealso: `Tao`, `TaoBRGNGetSubsolver()`, `TaoBRGNSetRegularizerWeight()`, `TaoBRGNSetL1SmoothEpsilon()`, `TaoBRGNSetDictionaryMatrix()`, `TaoBRGNSetRegularizerObjectiveAndGradientRoutine()`, `TaoBRGNSetRegularizerHessianRoutine()` M*/ PETSC_EXTERN PetscErrorCode TaoCreate_BRGN(Tao tao) { TAO_BRGN *gn; PetscFunctionBegin; PetscCall(PetscNew(&gn)); tao->ops->destroy = TaoDestroy_BRGN; tao->ops->setup = TaoSetUp_BRGN; tao->ops->setfromoptions = TaoSetFromOptions_BRGN; tao->ops->view = TaoView_BRGN; tao->ops->solve = TaoSolve_BRGN; PetscCall(TaoParametersInitialize(tao)); tao->data = gn; gn->reg_type = TAOBRGN_REGULARIZATION_L2PROX; gn->lambda = 1e-4; gn->epsilon = 1e-6; gn->downhill_lambda_change = 1. / 5.; gn->uphill_lambda_change = 1.5; gn->parent = tao; PetscCall(TaoCreate(PetscObjectComm((PetscObject)tao), &gn->subsolver)); PetscCall(TaoSetType(gn->subsolver, TAOBNLS)); PetscCall(TaoSetOptionsPrefix(gn->subsolver, "tao_brgn_subsolver_")); PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoBRGNGetRegularizationType_C", TaoBRGNGetRegularizationType_BRGN)); PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoBRGNSetRegularizationType_C", TaoBRGNSetRegularizationType_BRGN)); PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoBRGNGetDampingVector_C", TaoBRGNGetDampingVector_BRGN)); PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoBRGNSetDictionaryMatrix_C", TaoBRGNSetDictionaryMatrix_BRGN)); PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoBRGNGetSubsolver_C", TaoBRGNGetSubsolver_BRGN)); PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoBRGNSetRegularizerWeight_C", TaoBRGNSetRegularizerWeight_BRGN)); PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoBRGNSetL1SmoothEpsilon_C", TaoBRGNSetL1SmoothEpsilon_BRGN)); PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoBRGNSetRegularizerObjectiveAndGradientRoutine_C", TaoBRGNSetRegularizerObjectiveAndGradientRoutine_BRGN)); PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoBRGNSetRegularizerHessianRoutine_C", TaoBRGNSetRegularizerHessianRoutine_BRGN)); PetscFunctionReturn(PETSC_SUCCESS); }