#include #include typedef struct _n_aircraft *Aircraft; struct _n_aircraft { TS ts, quadts; Vec V, W; /* control variables V and W */ PetscInt nsteps; /* number of time steps */ PetscReal ftime; Mat A, H; Mat Jacp, DRDU, DRDP; Vec U, Lambda[1], Mup[1], Lambda2[1], Mup2[1], Dir; Vec rhshp1[1], rhshp2[1], rhshp3[1], rhshp4[1], inthp1[1], inthp2[1], inthp3[1], inthp4[1]; PetscReal lv, lw; PetscBool mf, eh; }; PetscErrorCode FormObjFunctionGradient(Tao, Vec, PetscReal *, Vec, void *); PetscErrorCode FormObjHessian(Tao, Vec, Mat, Mat, void *); PetscErrorCode ComputeObjHessianWithSOA(Vec, PetscScalar[], Aircraft); PetscErrorCode MatrixFreeObjHessian(Tao, Vec, Mat, Mat, void *); PetscErrorCode MyMatMult(Mat, Vec, Vec); static PetscErrorCode RHSFunction(TS ts, PetscReal t, Vec U, Vec F, PetscCtx ctx) { Aircraft actx = (Aircraft)ctx; const PetscScalar *u, *v, *w; PetscScalar *f; PetscInt step; PetscFunctionBeginUser; PetscCall(TSGetStepNumber(ts, &step)); PetscCall(VecGetArrayRead(U, &u)); PetscCall(VecGetArrayRead(actx->V, &v)); PetscCall(VecGetArrayRead(actx->W, &w)); PetscCall(VecGetArray(F, &f)); f[0] = v[step] * PetscCosReal(w[step]); f[1] = v[step] * PetscSinReal(w[step]); PetscCall(VecRestoreArrayRead(U, &u)); PetscCall(VecRestoreArrayRead(actx->V, &v)); PetscCall(VecRestoreArrayRead(actx->W, &w)); PetscCall(VecRestoreArray(F, &f)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode RHSJacobianP(TS ts, PetscReal t, Vec U, Mat A, PetscCtx ctx) { Aircraft actx = (Aircraft)ctx; const PetscScalar *u, *v, *w; PetscInt step, rows[2] = {0, 1}, rowcol[2]; PetscScalar Jp[2][2]; PetscFunctionBeginUser; PetscCall(MatZeroEntries(A)); PetscCall(TSGetStepNumber(ts, &step)); PetscCall(VecGetArrayRead(U, &u)); PetscCall(VecGetArrayRead(actx->V, &v)); PetscCall(VecGetArrayRead(actx->W, &w)); Jp[0][0] = PetscCosReal(w[step]); Jp[0][1] = -v[step] * PetscSinReal(w[step]); Jp[1][0] = PetscSinReal(w[step]); Jp[1][1] = v[step] * PetscCosReal(w[step]); PetscCall(VecRestoreArrayRead(U, &u)); PetscCall(VecRestoreArrayRead(actx->V, &v)); PetscCall(VecRestoreArrayRead(actx->W, &w)); rowcol[0] = 2 * step; rowcol[1] = 2 * step + 1; PetscCall(MatSetValues(A, 2, rows, 2, rowcol, &Jp[0][0], INSERT_VALUES)); PetscCall(MatAssemblyBegin(A, MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(A, MAT_FINAL_ASSEMBLY)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode RHSHessianProductUU(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV, PetscCtx ctx) { PetscFunctionBeginUser; PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode RHSHessianProductUP(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV, PetscCtx ctx) { PetscFunctionBeginUser; PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode RHSHessianProductPU(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV, PetscCtx ctx) { PetscFunctionBeginUser; PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode RHSHessianProductPP(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV, PetscCtx ctx) { Aircraft actx = (Aircraft)ctx; const PetscScalar *v, *w, *vl, *vr, *u; PetscScalar *vhv; PetscScalar dJpdP[2][2][2] = {{{0}}}; PetscInt step, i, j, k; PetscFunctionBeginUser; PetscCall(TSGetStepNumber(ts, &step)); PetscCall(VecGetArrayRead(U, &u)); PetscCall(VecGetArrayRead(actx->V, &v)); PetscCall(VecGetArrayRead(actx->W, &w)); PetscCall(VecGetArrayRead(Vl[0], &vl)); PetscCall(VecGetArrayRead(Vr, &vr)); PetscCall(VecSet(VHV[0], 0.0)); PetscCall(VecGetArray(VHV[0], &vhv)); dJpdP[0][0][1] = -PetscSinReal(w[step]); dJpdP[0][1][0] = -PetscSinReal(w[step]); dJpdP[0][1][1] = -v[step] * PetscCosReal(w[step]); dJpdP[1][0][1] = PetscCosReal(w[step]); dJpdP[1][1][0] = PetscCosReal(w[step]); dJpdP[1][1][1] = -v[step] * PetscSinReal(w[step]); for (j = 0; j < 2; j++) { vhv[2 * step + j] = 0; for (k = 0; k < 2; k++) for (i = 0; i < 2; i++) vhv[2 * step + j] += vl[i] * dJpdP[i][j][k] * vr[2 * step + k]; } PetscCall(VecRestoreArrayRead(U, &u)); PetscCall(VecRestoreArrayRead(Vl[0], &vl)); PetscCall(VecRestoreArrayRead(Vr, &vr)); PetscCall(VecRestoreArray(VHV[0], &vhv)); PetscFunctionReturn(PETSC_SUCCESS); } /* Vl in NULL,updates to VHV must be added */ static PetscErrorCode IntegrandHessianProductUU(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV, PetscCtx ctx) { Aircraft actx = (Aircraft)ctx; const PetscScalar *v, *w, *vr, *u; PetscScalar *vhv; PetscScalar dRudU[2][2] = {{0}}; PetscInt step, j, k; PetscFunctionBeginUser; PetscCall(TSGetStepNumber(ts, &step)); PetscCall(VecGetArrayRead(U, &u)); PetscCall(VecGetArrayRead(actx->V, &v)); PetscCall(VecGetArrayRead(actx->W, &w)); PetscCall(VecGetArrayRead(Vr, &vr)); PetscCall(VecGetArray(VHV[0], &vhv)); dRudU[0][0] = 2.0; dRudU[1][1] = 2.0; for (j = 0; j < 2; j++) { vhv[j] = 0; for (k = 0; k < 2; k++) vhv[j] += dRudU[j][k] * vr[k]; } PetscCall(VecRestoreArrayRead(U, &u)); PetscCall(VecRestoreArrayRead(Vr, &vr)); PetscCall(VecRestoreArray(VHV[0], &vhv)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode IntegrandHessianProductUP(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV, PetscCtx ctx) { PetscFunctionBeginUser; PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode IntegrandHessianProductPU(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV, PetscCtx ctx) { PetscFunctionBeginUser; PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode IntegrandHessianProductPP(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV, PetscCtx ctx) { PetscFunctionBeginUser; PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode CostIntegrand(TS ts, PetscReal t, Vec U, Vec R, PetscCtx ctx) { Aircraft actx = (Aircraft)ctx; PetscScalar *r; PetscReal dx, dy; const PetscScalar *u; PetscFunctionBegin; PetscCall(VecGetArrayRead(U, &u)); PetscCall(VecGetArray(R, &r)); dx = u[0] - actx->lv * t * PetscCosReal(actx->lw); dy = u[1] - actx->lv * t * PetscSinReal(actx->lw); r[0] = dx * dx + dy * dy; PetscCall(VecRestoreArray(R, &r)); PetscCall(VecRestoreArrayRead(U, &u)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode DRDUJacobianTranspose(TS ts, PetscReal t, Vec U, Mat DRDU, Mat B, PetscCtx ctx) { Aircraft actx = (Aircraft)ctx; PetscScalar drdu[2][1]; const PetscScalar *u; PetscReal dx, dy; PetscInt row[] = {0, 1}, col[] = {0}; PetscFunctionBegin; PetscCall(VecGetArrayRead(U, &u)); dx = u[0] - actx->lv * t * PetscCosReal(actx->lw); dy = u[1] - actx->lv * t * PetscSinReal(actx->lw); drdu[0][0] = 2. * dx; drdu[1][0] = 2. * dy; PetscCall(MatSetValues(DRDU, 2, row, 1, col, &drdu[0][0], INSERT_VALUES)); PetscCall(VecRestoreArrayRead(U, &u)); PetscCall(MatAssemblyBegin(DRDU, MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(DRDU, MAT_FINAL_ASSEMBLY)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode DRDPJacobianTranspose(TS ts, PetscReal t, Vec U, Mat DRDP, PetscCtx ctx) { PetscFunctionBegin; PetscCall(MatZeroEntries(DRDP)); PetscFunctionReturn(PETSC_SUCCESS); } int main(int argc, char **argv) { Vec P, PL, PU; struct _n_aircraft aircraft; PetscMPIInt size; Tao tao; KSP ksp; PC pc; PetscScalar *u, *p; PetscInt i; /* Initialize program */ PetscFunctionBeginUser; PetscCall(PetscInitialize(&argc, &argv, NULL, NULL)); PetscCallMPI(MPI_Comm_size(PETSC_COMM_WORLD, &size)); PetscCheck(size == 1, PETSC_COMM_WORLD, PETSC_ERR_WRONG_MPI_SIZE, "This is a uniprocessor example only!"); /* Parameter settings */ aircraft.ftime = 1.; /* time interval in hour */ aircraft.nsteps = 10; /* number of steps */ aircraft.lv = 2.0; /* leader speed in kmph */ aircraft.lw = PETSC_PI / 4.; /* leader heading angle */ PetscCall(PetscOptionsGetReal(NULL, NULL, "-ftime", &aircraft.ftime, NULL)); PetscCall(PetscOptionsGetInt(NULL, NULL, "-nsteps", &aircraft.nsteps, NULL)); PetscCall(PetscOptionsHasName(NULL, NULL, "-matrixfree", &aircraft.mf)); PetscCall(PetscOptionsHasName(NULL, NULL, "-exacthessian", &aircraft.eh)); /* Create TAO solver and set desired solution method */ PetscCall(TaoCreate(PETSC_COMM_WORLD, &tao)); PetscCall(TaoSetType(tao, TAOBQNLS)); /* Create necessary matrix and vectors, solve same ODE on every process */ PetscCall(MatCreate(PETSC_COMM_WORLD, &aircraft.A)); PetscCall(MatSetSizes(aircraft.A, PETSC_DECIDE, PETSC_DECIDE, 2, 2)); PetscCall(MatSetFromOptions(aircraft.A)); PetscCall(MatSetUp(aircraft.A)); /* this is to set explicit zeros along the diagonal of the matrix */ PetscCall(MatAssemblyBegin(aircraft.A, MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(aircraft.A, MAT_FINAL_ASSEMBLY)); PetscCall(MatShift(aircraft.A, 1)); PetscCall(MatShift(aircraft.A, -1)); PetscCall(MatCreate(PETSC_COMM_WORLD, &aircraft.Jacp)); PetscCall(MatSetSizes(aircraft.Jacp, PETSC_DECIDE, PETSC_DECIDE, 2, 2 * aircraft.nsteps)); PetscCall(MatSetFromOptions(aircraft.Jacp)); PetscCall(MatSetUp(aircraft.Jacp)); PetscCall(MatSetOption(aircraft.Jacp, MAT_NEW_NONZERO_ALLOCATION_ERR, PETSC_FALSE)); PetscCall(MatCreateDense(PETSC_COMM_WORLD, PETSC_DECIDE, PETSC_DECIDE, 2 * aircraft.nsteps, 1, NULL, &aircraft.DRDP)); PetscCall(MatSetUp(aircraft.DRDP)); PetscCall(MatCreateDense(PETSC_COMM_WORLD, PETSC_DECIDE, PETSC_DECIDE, 2, 1, NULL, &aircraft.DRDU)); PetscCall(MatSetUp(aircraft.DRDU)); /* Create timestepping solver context */ PetscCall(TSCreate(PETSC_COMM_WORLD, &aircraft.ts)); PetscCall(TSSetType(aircraft.ts, TSRK)); PetscCall(TSSetRHSFunction(aircraft.ts, NULL, RHSFunction, &aircraft)); PetscCall(TSSetRHSJacobian(aircraft.ts, aircraft.A, aircraft.A, TSComputeRHSJacobianConstant, &aircraft)); PetscCall(TSSetRHSJacobianP(aircraft.ts, aircraft.Jacp, RHSJacobianP, &aircraft)); PetscCall(TSSetExactFinalTime(aircraft.ts, TS_EXACTFINALTIME_MATCHSTEP)); PetscCall(TSSetEquationType(aircraft.ts, TS_EQ_ODE_EXPLICIT)); /* less Jacobian evaluations when adjoint BEuler is used, otherwise no effect */ /* Set initial conditions */ PetscCall(MatCreateVecs(aircraft.A, &aircraft.U, NULL)); PetscCall(TSSetSolution(aircraft.ts, aircraft.U)); PetscCall(VecGetArray(aircraft.U, &u)); u[0] = 1.5; u[1] = 0; PetscCall(VecRestoreArray(aircraft.U, &u)); PetscCall(VecCreate(PETSC_COMM_WORLD, &aircraft.V)); PetscCall(VecSetSizes(aircraft.V, PETSC_DECIDE, aircraft.nsteps)); PetscCall(VecSetUp(aircraft.V)); PetscCall(VecDuplicate(aircraft.V, &aircraft.W)); PetscCall(VecSet(aircraft.V, 1.)); PetscCall(VecSet(aircraft.W, PETSC_PI / 4.)); /* Save trajectory of solution so that TSAdjointSolve() may be used */ PetscCall(TSSetSaveTrajectory(aircraft.ts)); /* Set sensitivity context */ PetscCall(TSCreateQuadratureTS(aircraft.ts, PETSC_FALSE, &aircraft.quadts)); PetscCall(TSSetRHSFunction(aircraft.quadts, NULL, (TSRHSFunctionFn *)CostIntegrand, &aircraft)); PetscCall(TSSetRHSJacobian(aircraft.quadts, aircraft.DRDU, aircraft.DRDU, (TSRHSJacobian)DRDUJacobianTranspose, &aircraft)); PetscCall(TSSetRHSJacobianP(aircraft.quadts, aircraft.DRDP, (TSRHSJacobianPFn *)DRDPJacobianTranspose, &aircraft)); PetscCall(MatCreateVecs(aircraft.A, &aircraft.Lambda[0], NULL)); PetscCall(MatCreateVecs(aircraft.Jacp, &aircraft.Mup[0], NULL)); if (aircraft.eh) { PetscCall(MatCreateVecs(aircraft.A, &aircraft.rhshp1[0], NULL)); PetscCall(MatCreateVecs(aircraft.A, &aircraft.rhshp2[0], NULL)); PetscCall(MatCreateVecs(aircraft.Jacp, &aircraft.rhshp3[0], NULL)); PetscCall(MatCreateVecs(aircraft.Jacp, &aircraft.rhshp4[0], NULL)); PetscCall(MatCreateVecs(aircraft.DRDU, &aircraft.inthp1[0], NULL)); PetscCall(MatCreateVecs(aircraft.DRDU, &aircraft.inthp2[0], NULL)); PetscCall(MatCreateVecs(aircraft.DRDP, &aircraft.inthp3[0], NULL)); PetscCall(MatCreateVecs(aircraft.DRDP, &aircraft.inthp4[0], NULL)); PetscCall(MatCreateVecs(aircraft.Jacp, &aircraft.Dir, NULL)); PetscCall(TSSetRHSHessianProduct(aircraft.ts, aircraft.rhshp1, RHSHessianProductUU, aircraft.rhshp2, RHSHessianProductUP, aircraft.rhshp3, RHSHessianProductPU, aircraft.rhshp4, RHSHessianProductPP, &aircraft)); PetscCall(TSSetRHSHessianProduct(aircraft.quadts, aircraft.inthp1, IntegrandHessianProductUU, aircraft.inthp2, IntegrandHessianProductUP, aircraft.inthp3, IntegrandHessianProductPU, aircraft.inthp4, IntegrandHessianProductPP, &aircraft)); PetscCall(MatCreateVecs(aircraft.A, &aircraft.Lambda2[0], NULL)); PetscCall(MatCreateVecs(aircraft.Jacp, &aircraft.Mup2[0], NULL)); } PetscCall(TSSetFromOptions(aircraft.ts)); PetscCall(TSSetMaxTime(aircraft.ts, aircraft.ftime)); PetscCall(TSSetTimeStep(aircraft.ts, aircraft.ftime / aircraft.nsteps)); /* Set initial solution guess */ PetscCall(MatCreateVecs(aircraft.Jacp, &P, NULL)); PetscCall(VecGetArray(P, &p)); for (i = 0; i < aircraft.nsteps; i++) { p[2 * i] = 2.0; p[2 * i + 1] = PETSC_PI / 2.0; } PetscCall(VecRestoreArray(P, &p)); PetscCall(VecDuplicate(P, &PU)); PetscCall(VecDuplicate(P, &PL)); PetscCall(VecGetArray(PU, &p)); for (i = 0; i < aircraft.nsteps; i++) { p[2 * i] = 2.0; p[2 * i + 1] = PETSC_PI; } PetscCall(VecRestoreArray(PU, &p)); PetscCall(VecGetArray(PL, &p)); for (i = 0; i < aircraft.nsteps; i++) { p[2 * i] = 0.0; p[2 * i + 1] = -PETSC_PI; } PetscCall(VecRestoreArray(PL, &p)); PetscCall(TaoSetSolution(tao, P)); PetscCall(TaoSetVariableBounds(tao, PL, PU)); /* Set routine for function and gradient evaluation */ PetscCall(TaoSetObjectiveAndGradient(tao, NULL, FormObjFunctionGradient, (void *)&aircraft)); if (aircraft.eh) { if (aircraft.mf) { PetscCall(MatCreateShell(PETSC_COMM_WORLD, PETSC_DECIDE, PETSC_DECIDE, 2 * aircraft.nsteps, 2 * aircraft.nsteps, (void *)&aircraft, &aircraft.H)); PetscCall(MatShellSetOperation(aircraft.H, MATOP_MULT, (PetscErrorCodeFn *)MyMatMult)); PetscCall(MatSetOption(aircraft.H, MAT_SYMMETRIC, PETSC_TRUE)); PetscCall(TaoSetHessian(tao, aircraft.H, aircraft.H, MatrixFreeObjHessian, (void *)&aircraft)); } else { PetscCall(MatCreateDense(MPI_COMM_WORLD, PETSC_DETERMINE, PETSC_DETERMINE, 2 * aircraft.nsteps, 2 * aircraft.nsteps, NULL, &aircraft.H)); PetscCall(MatSetOption(aircraft.H, MAT_SYMMETRIC, PETSC_TRUE)); PetscCall(TaoSetHessian(tao, aircraft.H, aircraft.H, FormObjHessian, (void *)&aircraft)); } } /* Check for any TAO command line options */ PetscCall(TaoGetKSP(tao, &ksp)); if (ksp) { PetscCall(KSPGetPC(ksp, &pc)); PetscCall(PCSetType(pc, PCNONE)); } PetscCall(TaoSetFromOptions(tao)); PetscCall(TaoSolve(tao)); PetscCall(VecView(P, PETSC_VIEWER_STDOUT_WORLD)); /* Free TAO data structures */ PetscCall(TaoDestroy(&tao)); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Free work space. All PETSc objects should be destroyed when they are no longer needed. - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ PetscCall(TSDestroy(&aircraft.ts)); PetscCall(MatDestroy(&aircraft.A)); PetscCall(VecDestroy(&aircraft.U)); PetscCall(VecDestroy(&aircraft.V)); PetscCall(VecDestroy(&aircraft.W)); PetscCall(VecDestroy(&P)); PetscCall(VecDestroy(&PU)); PetscCall(VecDestroy(&PL)); PetscCall(MatDestroy(&aircraft.Jacp)); PetscCall(MatDestroy(&aircraft.DRDU)); PetscCall(MatDestroy(&aircraft.DRDP)); PetscCall(VecDestroy(&aircraft.Lambda[0])); PetscCall(VecDestroy(&aircraft.Mup[0])); PetscCall(VecDestroy(&P)); if (aircraft.eh) { PetscCall(VecDestroy(&aircraft.Lambda2[0])); PetscCall(VecDestroy(&aircraft.Mup2[0])); PetscCall(VecDestroy(&aircraft.Dir)); PetscCall(VecDestroy(&aircraft.rhshp1[0])); PetscCall(VecDestroy(&aircraft.rhshp2[0])); PetscCall(VecDestroy(&aircraft.rhshp3[0])); PetscCall(VecDestroy(&aircraft.rhshp4[0])); PetscCall(VecDestroy(&aircraft.inthp1[0])); PetscCall(VecDestroy(&aircraft.inthp2[0])); PetscCall(VecDestroy(&aircraft.inthp3[0])); PetscCall(VecDestroy(&aircraft.inthp4[0])); PetscCall(MatDestroy(&aircraft.H)); } PetscCall(PetscFinalize()); return 0; } /* FormObjFunctionGradient - Evaluates the function and corresponding gradient. Input Parameters: tao - the Tao context P - the input vector ctx - optional aircraft-defined context, as set by TaoSetObjectiveAndGradient() Output Parameters: f - the newly evaluated function G - the newly evaluated gradient */ PetscErrorCode FormObjFunctionGradient(Tao tao, Vec P, PetscReal *f, Vec G, PetscCtx ctx) { Aircraft actx = (Aircraft)ctx; TS ts = actx->ts; Vec Q; const PetscScalar *p, *q; PetscScalar *u, *v, *w; PetscInt i; PetscFunctionBeginUser; PetscCall(VecGetArrayRead(P, &p)); PetscCall(VecGetArray(actx->V, &v)); PetscCall(VecGetArray(actx->W, &w)); for (i = 0; i < actx->nsteps; i++) { v[i] = p[2 * i]; w[i] = p[2 * i + 1]; } PetscCall(VecRestoreArrayRead(P, &p)); PetscCall(VecRestoreArray(actx->V, &v)); PetscCall(VecRestoreArray(actx->W, &w)); PetscCall(TSSetTime(ts, 0.0)); PetscCall(TSSetStepNumber(ts, 0)); PetscCall(TSSetFromOptions(ts)); PetscCall(TSSetTimeStep(ts, actx->ftime / actx->nsteps)); /* reinitialize system state */ PetscCall(VecGetArray(actx->U, &u)); u[0] = 2.0; u[1] = 0; PetscCall(VecRestoreArray(actx->U, &u)); /* reinitialize the integral value */ PetscCall(TSGetCostIntegral(ts, &Q)); PetscCall(VecSet(Q, 0.0)); PetscCall(TSSolve(ts, actx->U)); /* Reset initial conditions for the adjoint integration */ PetscCall(VecSet(actx->Lambda[0], 0.0)); PetscCall(VecSet(actx->Mup[0], 0.0)); PetscCall(TSSetCostGradients(ts, 1, actx->Lambda, actx->Mup)); PetscCall(TSAdjointSolve(ts)); PetscCall(VecCopy(actx->Mup[0], G)); PetscCall(TSGetCostIntegral(ts, &Q)); PetscCall(VecGetArrayRead(Q, &q)); *f = q[0]; PetscCall(VecRestoreArrayRead(Q, &q)); PetscFunctionReturn(PETSC_SUCCESS); } PetscErrorCode FormObjHessian(Tao tao, Vec P, Mat H, Mat Hpre, PetscCtx ctx) { Aircraft actx = (Aircraft)ctx; const PetscScalar *p; PetscScalar *harr, *v, *w, one = 1.0; PetscInt ind[1]; PetscInt *cols, i; Vec Dir; PetscFunctionBeginUser; /* set up control parameters */ PetscCall(VecGetArrayRead(P, &p)); PetscCall(VecGetArray(actx->V, &v)); PetscCall(VecGetArray(actx->W, &w)); for (i = 0; i < actx->nsteps; i++) { v[i] = p[2 * i]; w[i] = p[2 * i + 1]; } PetscCall(VecRestoreArrayRead(P, &p)); PetscCall(VecRestoreArray(actx->V, &v)); PetscCall(VecRestoreArray(actx->W, &w)); PetscCall(PetscMalloc1(2 * actx->nsteps, &harr)); PetscCall(PetscMalloc1(2 * actx->nsteps, &cols)); for (i = 0; i < 2 * actx->nsteps; i++) cols[i] = i; PetscCall(VecDuplicate(P, &Dir)); for (i = 0; i < 2 * actx->nsteps; i++) { ind[0] = i; PetscCall(VecSet(Dir, 0.0)); PetscCall(VecSetValues(Dir, 1, ind, &one, INSERT_VALUES)); PetscCall(VecAssemblyBegin(Dir)); PetscCall(VecAssemblyEnd(Dir)); PetscCall(ComputeObjHessianWithSOA(Dir, harr, actx)); PetscCall(MatSetValues(H, 1, ind, 2 * actx->nsteps, cols, harr, INSERT_VALUES)); PetscCall(MatAssemblyBegin(H, MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(H, MAT_FINAL_ASSEMBLY)); if (H != Hpre) { PetscCall(MatAssemblyBegin(Hpre, MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(Hpre, MAT_FINAL_ASSEMBLY)); } } PetscCall(PetscFree(cols)); PetscCall(PetscFree(harr)); PetscCall(VecDestroy(&Dir)); PetscFunctionReturn(PETSC_SUCCESS); } PetscErrorCode MatrixFreeObjHessian(Tao tao, Vec P, Mat H, Mat Hpre, PetscCtx ctx) { Aircraft actx = (Aircraft)ctx; PetscScalar *v, *w; const PetscScalar *p; PetscInt i; PetscFunctionBegin; PetscCall(VecGetArrayRead(P, &p)); PetscCall(VecGetArray(actx->V, &v)); PetscCall(VecGetArray(actx->W, &w)); for (i = 0; i < actx->nsteps; i++) { v[i] = p[2 * i]; w[i] = p[2 * i + 1]; } PetscCall(VecRestoreArrayRead(P, &p)); PetscCall(VecRestoreArray(actx->V, &v)); PetscCall(VecRestoreArray(actx->W, &w)); PetscFunctionReturn(PETSC_SUCCESS); } PetscErrorCode MyMatMult(Mat H_shell, Vec X, Vec Y) { PetscScalar *y; void *ptr; PetscFunctionBegin; PetscCall(MatShellGetContext(H_shell, &ptr)); PetscCall(VecGetArray(Y, &y)); PetscCall(ComputeObjHessianWithSOA(X, y, (Aircraft)ptr)); PetscCall(VecRestoreArray(Y, &y)); PetscFunctionReturn(PETSC_SUCCESS); } PetscErrorCode ComputeObjHessianWithSOA(Vec Dir, PetscScalar arr[], Aircraft actx) { TS ts = actx->ts; const PetscScalar *z_ptr; PetscScalar *u; Vec Q; PetscInt i; PetscFunctionBeginUser; /* Reset TSAdjoint so that AdjointSetUp will be called again */ PetscCall(TSAdjointReset(ts)); PetscCall(TSSetTime(ts, 0.0)); PetscCall(TSSetStepNumber(ts, 0)); PetscCall(TSSetFromOptions(ts)); PetscCall(TSSetTimeStep(ts, actx->ftime / actx->nsteps)); PetscCall(TSSetCostHessianProducts(actx->ts, 1, actx->Lambda2, actx->Mup2, Dir)); /* reinitialize system state */ PetscCall(VecGetArray(actx->U, &u)); u[0] = 2.0; u[1] = 0; PetscCall(VecRestoreArray(actx->U, &u)); /* reinitialize the integral value */ PetscCall(TSGetCostIntegral(ts, &Q)); PetscCall(VecSet(Q, 0.0)); /* initialize tlm variable */ PetscCall(MatZeroEntries(actx->Jacp)); PetscCall(TSAdjointSetForward(ts, actx->Jacp)); PetscCall(TSSolve(ts, actx->U)); /* Set terminal conditions for first- and second-order adjonts */ PetscCall(VecSet(actx->Lambda[0], 0.0)); PetscCall(VecSet(actx->Mup[0], 0.0)); PetscCall(VecSet(actx->Lambda2[0], 0.0)); PetscCall(VecSet(actx->Mup2[0], 0.0)); PetscCall(TSSetCostGradients(ts, 1, actx->Lambda, actx->Mup)); PetscCall(TSGetCostIntegral(ts, &Q)); /* Reset initial conditions for the adjoint integration */ PetscCall(TSAdjointSolve(ts)); /* initial condition does not depend on p, so that lambda is not needed to assemble G */ PetscCall(VecGetArrayRead(actx->Mup2[0], &z_ptr)); for (i = 0; i < 2 * actx->nsteps; i++) arr[i] = z_ptr[i]; PetscCall(VecRestoreArrayRead(actx->Mup2[0], &z_ptr)); /* Disable second-order adjoint mode */ PetscCall(TSAdjointReset(ts)); PetscCall(TSAdjointResetForward(ts)); PetscFunctionReturn(PETSC_SUCCESS); } /*TEST build: requires: !complex !single test: args: -ts_adapt_type none -ts_type rk -ts_rk_type 3 -viewer_binary_skip_info -tao_monitor -tao_gatol 1e-7 test: suffix: 2 args: -ts_adapt_type none -ts_type rk -ts_rk_type 3 -viewer_binary_skip_info -tao_monitor -tao_view -tao_type bntr -tao_bnk_pc_type none -exacthessian test: suffix: 3 args: -ts_adapt_type none -ts_type rk -ts_rk_type 3 -viewer_binary_skip_info -tao_monitor -tao_view -tao_type bntr -tao_bnk_pc_type none -exacthessian -matrixfree TEST*/