1 #include <petsctao.h> /*I "petsctao.h" I*/ 2 #include <petsc/private/vecimpl.h> 3 #include <petsc/private/taoimpl.h> 4 #include <../src/tao/matrix/submatfree.h> 5 6 /*@C 7 TaoVecGetSubVec - Gets a subvector using the IS 8 9 Input Parameters: 10 + vfull - the full matrix 11 . is - the index set for the subvector 12 . reduced_type - the method TAO is using for subsetting (TAO_SUBSET_SUBVEC, TAO_SUBSET_MASK, TAO_SUBSET_MATRIXFREE) 13 - maskvalue - the value to set the unused vector elements to (for TAO_SUBSET_MASK or TAO_SUBSET_MATRIXFREE) 14 15 Output Parameter: 16 . vreduced - the subvector 17 18 Notes: 19 maskvalue should usually be 0.0, unless a pointwise divide will be used. 20 21 Level: developer 22 @*/ 23 PetscErrorCode TaoVecGetSubVec(Vec vfull, IS is, TaoSubsetType reduced_type, PetscReal maskvalue, Vec *vreduced) 24 { 25 PetscInt nfull,nreduced,nreduced_local,rlow,rhigh,flow,fhigh; 26 PetscInt i,nlocal; 27 PetscReal *fv,*rv; 28 const PetscInt *s; 29 IS ident; 30 VecType vtype; 31 VecScatter scatter; 32 MPI_Comm comm; 33 34 PetscFunctionBegin; 35 PetscValidHeaderSpecific(vfull,VEC_CLASSID,1); 36 PetscValidHeaderSpecific(is,IS_CLASSID,2); 37 38 PetscCall(VecGetSize(vfull, &nfull)); 39 PetscCall(ISGetSize(is, &nreduced)); 40 41 if (nreduced == nfull) { 42 PetscCall(VecDestroy(vreduced)); 43 PetscCall(VecDuplicate(vfull,vreduced)); 44 PetscCall(VecCopy(vfull,*vreduced)); 45 } else { 46 switch (reduced_type) { 47 case TAO_SUBSET_SUBVEC: 48 PetscCall(VecGetType(vfull,&vtype)); 49 PetscCall(VecGetOwnershipRange(vfull,&flow,&fhigh)); 50 PetscCall(ISGetLocalSize(is,&nreduced_local)); 51 PetscCall(PetscObjectGetComm((PetscObject)vfull,&comm)); 52 if (*vreduced) { 53 PetscCall(VecDestroy(vreduced)); 54 } 55 PetscCall(VecCreate(comm,vreduced)); 56 PetscCall(VecSetType(*vreduced,vtype)); 57 58 PetscCall(VecSetSizes(*vreduced,nreduced_local,nreduced)); 59 PetscCall(VecGetOwnershipRange(*vreduced,&rlow,&rhigh)); 60 PetscCall(ISCreateStride(comm,nreduced_local,rlow,1,&ident)); 61 PetscCall(VecScatterCreate(vfull,is,*vreduced,ident,&scatter)); 62 PetscCall(VecScatterBegin(scatter,vfull,*vreduced,INSERT_VALUES,SCATTER_FORWARD)); 63 PetscCall(VecScatterEnd(scatter,vfull,*vreduced,INSERT_VALUES,SCATTER_FORWARD)); 64 PetscCall(VecScatterDestroy(&scatter)); 65 PetscCall(ISDestroy(&ident)); 66 break; 67 68 case TAO_SUBSET_MASK: 69 case TAO_SUBSET_MATRIXFREE: 70 /* vr[i] = vf[i] if i in is 71 vr[i] = 0 otherwise */ 72 if (!*vreduced) { 73 PetscCall(VecDuplicate(vfull,vreduced)); 74 } 75 76 PetscCall(VecSet(*vreduced,maskvalue)); 77 PetscCall(ISGetLocalSize(is,&nlocal)); 78 PetscCall(VecGetOwnershipRange(vfull,&flow,&fhigh)); 79 PetscCall(VecGetArray(vfull,&fv)); 80 PetscCall(VecGetArray(*vreduced,&rv)); 81 PetscCall(ISGetIndices(is,&s)); 82 PetscCheck(nlocal <= (fhigh-flow),PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"IS local size %" PetscInt_FMT " > Vec local size %" PetscInt_FMT,nlocal,fhigh-flow); 83 for (i=0;i<nlocal;++i) { 84 rv[s[i]-flow] = fv[s[i]-flow]; 85 } 86 PetscCall(ISRestoreIndices(is,&s)); 87 PetscCall(VecRestoreArray(vfull,&fv)); 88 PetscCall(VecRestoreArray(*vreduced,&rv)); 89 break; 90 } 91 } 92 PetscFunctionReturn(0); 93 } 94 95 /*@C 96 TaoMatGetSubMat - Gets a submatrix using the IS 97 98 Input Parameters: 99 + M - the full matrix (n x n) 100 . is - the index set for the submatrix (both row and column index sets need to be the same) 101 . v1 - work vector of dimension n, needed for TAO_SUBSET_MASK option 102 - subset_type <TAO_SUBSET_SUBVEC,TAO_SUBSET_MASK,TAO_SUBSET_MATRIXFREE> - the method TAO is using for subsetting 103 104 Output Parameter: 105 . Msub - the submatrix 106 107 Level: developer 108 @*/ 109 PetscErrorCode TaoMatGetSubMat(Mat M, IS is, Vec v1, TaoSubsetType subset_type, Mat *Msub) 110 { 111 IS iscomp; 112 PetscBool flg = PETSC_TRUE; 113 114 PetscFunctionBegin; 115 PetscValidHeaderSpecific(M,MAT_CLASSID,1); 116 PetscValidHeaderSpecific(is,IS_CLASSID,2); 117 PetscCall(MatDestroy(Msub)); 118 switch (subset_type) { 119 case TAO_SUBSET_SUBVEC: 120 PetscCall(MatCreateSubMatrix(M, is, is, MAT_INITIAL_MATRIX, Msub)); 121 break; 122 123 case TAO_SUBSET_MASK: 124 /* Get Reduced Hessian 125 Msub[i,j] = M[i,j] if i,j in Free_Local or i==j 126 Msub[i,j] = 0 if i!=j and i or j not in Free_Local 127 */ 128 PetscObjectOptionsBegin((PetscObject)M); 129 PetscCall(PetscOptionsBool("-overwrite_hessian","modify the existing hessian matrix when computing submatrices","TaoSubsetType",flg,&flg,NULL)); 130 PetscOptionsEnd(); 131 if (flg) { 132 PetscCall(MatDuplicate(M, MAT_COPY_VALUES, Msub)); 133 } else { 134 /* Act on hessian directly (default) */ 135 PetscCall(PetscObjectReference((PetscObject)M)); 136 *Msub = M; 137 } 138 /* Save the diagonal to temporary vector */ 139 PetscCall(MatGetDiagonal(*Msub,v1)); 140 141 /* Zero out rows and columns */ 142 PetscCall(ISComplementVec(is,v1,&iscomp)); 143 144 /* Use v1 instead of 0 here because of PETSc bug */ 145 PetscCall(MatZeroRowsColumnsIS(*Msub,iscomp,1.0,v1,v1)); 146 147 PetscCall(ISDestroy(&iscomp)); 148 break; 149 case TAO_SUBSET_MATRIXFREE: 150 PetscCall(ISComplementVec(is,v1,&iscomp)); 151 PetscCall(MatCreateSubMatrixFree(M,iscomp,iscomp,Msub)); 152 PetscCall(ISDestroy(&iscomp)); 153 break; 154 } 155 PetscFunctionReturn(0); 156 } 157 158 /*@C 159 TaoEstimateActiveBounds - Generates index sets for variables at the lower and upper 160 bounds, as well as fixed variables where lower and upper bounds equal each other. 161 162 Input Parameters: 163 + X - solution vector 164 . XL - lower bound vector 165 . XU - upper bound vector 166 . G - unprojected gradient 167 . S - step direction with which the active bounds will be estimated 168 . W - work vector of type and size of X 169 - steplen - the step length at which the active bounds will be estimated (needs to be conservative) 170 171 Output Parameters: 172 + bound_tol - tolerance for for the bound estimation 173 . active_lower - index set for active variables at the lower bound 174 . active_upper - index set for active variables at the upper bound 175 . active_fixed - index set for fixed variables 176 . active - index set for all active variables 177 - inactive - complementary index set for inactive variables 178 179 Notes: 180 This estimation is based on Bertsekas' method, with a built in diagonal scaling value of 1.0e-3. 181 182 Level: developer 183 @*/ 184 PetscErrorCode TaoEstimateActiveBounds(Vec X, Vec XL, Vec XU, Vec G, Vec S, Vec W, PetscReal steplen, PetscReal *bound_tol, 185 IS *active_lower, IS *active_upper, IS *active_fixed, IS *active, IS *inactive) 186 { 187 PetscReal wnorm; 188 PetscReal zero = PetscPowReal(PETSC_MACHINE_EPSILON, 2.0/3.0); 189 PetscInt i, n_isl=0, n_isu=0, n_isf=0, n_isa=0, n_isi=0; 190 PetscInt N_isl, N_isu, N_isf, N_isa, N_isi; 191 PetscInt n, low, high, nDiff; 192 PetscInt *isl=NULL, *isu=NULL, *isf=NULL, *isa=NULL, *isi=NULL; 193 const PetscScalar *xl, *xu, *x, *g; 194 MPI_Comm comm = PetscObjectComm((PetscObject)X); 195 196 PetscFunctionBegin; 197 PetscValidHeaderSpecific(X,VEC_CLASSID,1); 198 PetscValidHeaderSpecific(XL,VEC_CLASSID,2); 199 PetscValidHeaderSpecific(XU,VEC_CLASSID,3); 200 PetscValidHeaderSpecific(G,VEC_CLASSID,4); 201 PetscValidHeaderSpecific(S,VEC_CLASSID,5); 202 PetscValidHeaderSpecific(W,VEC_CLASSID,6); 203 204 PetscValidType(X,1); 205 PetscValidType(XL,2); 206 PetscValidType(XU,3); 207 PetscValidType(G,4); 208 PetscValidType(S,5); 209 PetscValidType(W,6); 210 PetscCheckSameType(X,1,XL,2); 211 PetscCheckSameType(X,1,XU,3); 212 PetscCheckSameType(X,1,G,4); 213 PetscCheckSameType(X,1,S,5); 214 PetscCheckSameType(X,1,W,6); 215 PetscCheckSameComm(X,1,XL,2); 216 PetscCheckSameComm(X,1,XU,3); 217 PetscCheckSameComm(X,1,G,4); 218 PetscCheckSameComm(X,1,S,5); 219 PetscCheckSameComm(X,1,W,6); 220 VecCheckSameSize(X,1,XL,2); 221 VecCheckSameSize(X,1,XU,3); 222 VecCheckSameSize(X,1,G,4); 223 VecCheckSameSize(X,1,S,5); 224 VecCheckSameSize(X,1,W,6); 225 226 /* Update the tolerance for bound detection (this is based on Bertsekas' method) */ 227 PetscCall(VecCopy(X, W)); 228 PetscCall(VecAXPBY(W, steplen, 1.0, S)); 229 PetscCall(TaoBoundSolution(W, XL, XU, 0.0, &nDiff, W)); 230 PetscCall(VecAXPBY(W, 1.0, -1.0, X)); 231 PetscCall(VecNorm(W, NORM_2, &wnorm)); 232 *bound_tol = PetscMin(*bound_tol, wnorm); 233 234 PetscCall(VecGetOwnershipRange(X, &low, &high)); 235 PetscCall(VecGetLocalSize(X, &n)); 236 if (n>0) { 237 PetscCall(VecGetArrayRead(X, &x)); 238 PetscCall(VecGetArrayRead(XL, &xl)); 239 PetscCall(VecGetArrayRead(XU, &xu)); 240 PetscCall(VecGetArrayRead(G, &g)); 241 242 /* Loop over variables and categorize the indexes */ 243 PetscCall(PetscMalloc1(n, &isl)); 244 PetscCall(PetscMalloc1(n, &isu)); 245 PetscCall(PetscMalloc1(n, &isf)); 246 PetscCall(PetscMalloc1(n, &isa)); 247 PetscCall(PetscMalloc1(n, &isi)); 248 for (i=0; i<n; ++i) { 249 if (xl[i] == xu[i]) { 250 /* Fixed variables */ 251 isf[n_isf]=low+i; ++n_isf; 252 isa[n_isa]=low+i; ++n_isa; 253 } else if ((xl[i] > PETSC_NINFINITY) && (x[i] <= xl[i] + *bound_tol) && (g[i] > zero)) { 254 /* Lower bounded variables */ 255 isl[n_isl]=low+i; ++n_isl; 256 isa[n_isa]=low+i; ++n_isa; 257 } else if ((xu[i] < PETSC_INFINITY) && (x[i] >= xu[i] - *bound_tol) && (g[i] < zero)) { 258 /* Upper bounded variables */ 259 isu[n_isu]=low+i; ++n_isu; 260 isa[n_isa]=low+i; ++n_isa; 261 } else { 262 /* Inactive variables */ 263 isi[n_isi]=low+i; ++n_isi; 264 } 265 } 266 267 PetscCall(VecRestoreArrayRead(X, &x)); 268 PetscCall(VecRestoreArrayRead(XL, &xl)); 269 PetscCall(VecRestoreArrayRead(XU, &xu)); 270 PetscCall(VecRestoreArrayRead(G, &g)); 271 } 272 273 /* Clear all index sets */ 274 PetscCall(ISDestroy(active_lower)); 275 PetscCall(ISDestroy(active_upper)); 276 PetscCall(ISDestroy(active_fixed)); 277 PetscCall(ISDestroy(active)); 278 PetscCall(ISDestroy(inactive)); 279 280 /* Collect global sizes */ 281 PetscCall(MPIU_Allreduce(&n_isl, &N_isl, 1, MPIU_INT, MPI_SUM, comm)); 282 PetscCall(MPIU_Allreduce(&n_isu, &N_isu, 1, MPIU_INT, MPI_SUM, comm)); 283 PetscCall(MPIU_Allreduce(&n_isf, &N_isf, 1, MPIU_INT, MPI_SUM, comm)); 284 PetscCall(MPIU_Allreduce(&n_isa, &N_isa, 1, MPIU_INT, MPI_SUM, comm)); 285 PetscCall(MPIU_Allreduce(&n_isi, &N_isi, 1, MPIU_INT, MPI_SUM, comm)); 286 287 /* Create index set for lower bounded variables */ 288 if (N_isl > 0) { 289 PetscCall(ISCreateGeneral(comm, n_isl, isl, PETSC_OWN_POINTER, active_lower)); 290 } else { 291 PetscCall(PetscFree(isl)); 292 } 293 /* Create index set for upper bounded variables */ 294 if (N_isu > 0) { 295 PetscCall(ISCreateGeneral(comm, n_isu, isu, PETSC_OWN_POINTER, active_upper)); 296 } else { 297 PetscCall(PetscFree(isu)); 298 } 299 /* Create index set for fixed variables */ 300 if (N_isf > 0) { 301 PetscCall(ISCreateGeneral(comm, n_isf, isf, PETSC_OWN_POINTER, active_fixed)); 302 } else { 303 PetscCall(PetscFree(isf)); 304 } 305 /* Create index set for all actively bounded variables */ 306 if (N_isa > 0) { 307 PetscCall(ISCreateGeneral(comm, n_isa, isa, PETSC_OWN_POINTER, active)); 308 } else { 309 PetscCall(PetscFree(isa)); 310 } 311 /* Create index set for all inactive variables */ 312 if (N_isi > 0) { 313 PetscCall(ISCreateGeneral(comm, n_isi, isi, PETSC_OWN_POINTER, inactive)); 314 } else { 315 PetscCall(PetscFree(isi)); 316 } 317 318 /* Clean up and exit */ 319 PetscFunctionReturn(0); 320 } 321 322 /*@C 323 TaoBoundStep - Ensures the correct zero or adjusted step direction 324 values for active variables. 325 326 Input Parameters: 327 + X - solution vector 328 . XL - lower bound vector 329 . XU - upper bound vector 330 . active_lower - index set for lower bounded active variables 331 . active_upper - index set for lower bounded active variables 332 . active_fixed - index set for fixed active variables 333 - scale - amplification factor for the step that needs to be taken on actively bounded variables 334 335 Output Parameter: 336 . S - step direction to be modified 337 338 Level: developer 339 @*/ 340 PetscErrorCode TaoBoundStep(Vec X, Vec XL, Vec XU, IS active_lower, IS active_upper, IS active_fixed, PetscReal scale, Vec S) 341 { 342 343 Vec step_lower, step_upper, step_fixed; 344 Vec x_lower, x_upper; 345 Vec bound_lower, bound_upper; 346 347 PetscFunctionBegin; 348 /* Adjust step for variables at the estimated lower bound */ 349 if (active_lower) { 350 PetscCall(VecGetSubVector(S, active_lower, &step_lower)); 351 PetscCall(VecGetSubVector(X, active_lower, &x_lower)); 352 PetscCall(VecGetSubVector(XL, active_lower, &bound_lower)); 353 PetscCall(VecCopy(bound_lower, step_lower)); 354 PetscCall(VecAXPY(step_lower, -1.0, x_lower)); 355 PetscCall(VecScale(step_lower, scale)); 356 PetscCall(VecRestoreSubVector(S, active_lower, &step_lower)); 357 PetscCall(VecRestoreSubVector(X, active_lower, &x_lower)); 358 PetscCall(VecRestoreSubVector(XL, active_lower, &bound_lower)); 359 } 360 361 /* Adjust step for the variables at the estimated upper bound */ 362 if (active_upper) { 363 PetscCall(VecGetSubVector(S, active_upper, &step_upper)); 364 PetscCall(VecGetSubVector(X, active_upper, &x_upper)); 365 PetscCall(VecGetSubVector(XU, active_upper, &bound_upper)); 366 PetscCall(VecCopy(bound_upper, step_upper)); 367 PetscCall(VecAXPY(step_upper, -1.0, x_upper)); 368 PetscCall(VecScale(step_upper, scale)); 369 PetscCall(VecRestoreSubVector(S, active_upper, &step_upper)); 370 PetscCall(VecRestoreSubVector(X, active_upper, &x_upper)); 371 PetscCall(VecRestoreSubVector(XU, active_upper, &bound_upper)); 372 } 373 374 /* Zero out step for fixed variables */ 375 if (active_fixed) { 376 PetscCall(VecGetSubVector(S, active_fixed, &step_fixed)); 377 PetscCall(VecSet(step_fixed, 0.0)); 378 PetscCall(VecRestoreSubVector(S, active_fixed, &step_fixed)); 379 } 380 PetscFunctionReturn(0); 381 } 382 383 /*@C 384 TaoBoundSolution - Ensures that the solution vector is snapped into the bounds within a given tolerance. 385 386 Collective on Vec 387 388 Input Parameters: 389 + X - solution vector 390 . XL - lower bound vector 391 . XU - upper bound vector 392 - bound_tol - absolute tolerance in enforcing the bound 393 394 Output Parameters: 395 + nDiff - total number of vector entries that have been bounded 396 - Xout - modified solution vector satisfying bounds to bound_tol 397 398 Level: developer 399 400 .seealso: `TAOBNCG`, `TAOBNTL`, `TAOBNTR` 401 @*/ 402 PetscErrorCode TaoBoundSolution(Vec X, Vec XL, Vec XU, PetscReal bound_tol, PetscInt *nDiff, Vec Xout) 403 { 404 PetscInt i,n,low,high,nDiff_loc=0; 405 PetscScalar *xout; 406 const PetscScalar *x,*xl,*xu; 407 408 PetscFunctionBegin; 409 PetscValidHeaderSpecific(X,VEC_CLASSID,1); 410 PetscValidHeaderSpecific(XL,VEC_CLASSID,2); 411 PetscValidHeaderSpecific(XU,VEC_CLASSID,3); 412 PetscValidHeaderSpecific(Xout,VEC_CLASSID,6); 413 414 PetscValidType(X,1); 415 PetscValidType(XL,2); 416 PetscValidType(XU,3); 417 PetscValidType(Xout,6); 418 PetscCheckSameType(X,1,XL,2); 419 PetscCheckSameType(X,1,XU,3); 420 PetscCheckSameType(X,1,Xout,6); 421 PetscCheckSameComm(X,1,XL,2); 422 PetscCheckSameComm(X,1,XU,3); 423 PetscCheckSameComm(X,1,Xout,6); 424 VecCheckSameSize(X,1,XL,2); 425 VecCheckSameSize(X,1,XU,3); 426 VecCheckSameSize(X,1,Xout,4); 427 428 PetscCall(VecGetOwnershipRange(X,&low,&high)); 429 PetscCall(VecGetLocalSize(X,&n)); 430 if (n>0) { 431 PetscCall(VecGetArrayRead(X, &x)); 432 PetscCall(VecGetArrayRead(XL, &xl)); 433 PetscCall(VecGetArrayRead(XU, &xu)); 434 PetscCall(VecGetArray(Xout, &xout)); 435 436 for (i=0;i<n;++i) { 437 if ((xl[i] > PETSC_NINFINITY) && (x[i] <= xl[i] + bound_tol)) { 438 xout[i] = xl[i]; ++nDiff_loc; 439 } else if ((xu[i] < PETSC_INFINITY) && (x[i] >= xu[i] - bound_tol)) { 440 xout[i] = xu[i]; ++nDiff_loc; 441 } 442 } 443 444 PetscCall(VecRestoreArrayRead(X, &x)); 445 PetscCall(VecRestoreArrayRead(XL, &xl)); 446 PetscCall(VecRestoreArrayRead(XU, &xu)); 447 PetscCall(VecRestoreArray(Xout, &xout)); 448 } 449 PetscCall(MPIU_Allreduce(&nDiff_loc, nDiff, 1, MPIU_INT, MPI_SUM, PetscObjectComm((PetscObject)X))); 450 PetscFunctionReturn(0); 451 } 452